Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Lots=0.1; MaximumRisk=0.1; DecreaseFactor=3; PeriodRSI=4; StohK1=10; StohD1=4; StohSlow1=4; StohK2=14; StohD2=7; StohSlow2=7; Control_period=15; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1352.14 | Gross profit | 1352.14 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 676.07 | |||
| Absolute drawdown | 208.00 | Maximal drawdown | 527.34 (4.69%) | Relative drawdown | 4.69% (527.34) |
| Total trades | 2 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1190.54 | loss trade | 0.00 | |
| Average | profit trade | 676.07 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (1352.14) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1352.14 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.10 15:00 | sell | 1 | 1.00 | 1.47396 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.11 03:00 | close | 1 | 1.00 | 1.47234 | 0.00000 | 0.00000 | 161.60 | 10161.60 |
| 3 | 2009.12.31 10:00 | sell | 2 | 1.02 | 1.44117 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 04:00 | close | 2 | 1.02 | 1.42949 | 0.00000 | 0.00000 | 1190.54 | 11352.14 |