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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -268.56 | Gross profit | 121.06 | Gross loss | -389.62 |
| Profit factor | 0.31 | Expected payoff | -22.38 | ||
| Absolute drawdown | 379.70 | Maximal drawdown | 430.82 (4.29%) | Relative drawdown | 4.29% (430.82) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (16.67%) |
| Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
| Largest | profit trade | 104.24 | loss trade | -61.30 | |
| Average | profit trade | 60.53 | loss trade | -38.96 | |
| Maximum | consecutive wins (profit in money) | 1 (104.24) | consecutive losses (loss in money) | 8 (-292.82) | |
| Maximal | consecutive profit (count of wins) | 104.24 (1) | consecutive loss (count of losses) | -292.82 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50681 | 1.49827 | 0.00000 | ||
| 2 | 2009.12.02 13:00 | close | 1 | 0.10 | 1.50849 | 1.49827 | 0.00000 | 16.82 | 10016.82 |
| 3 | 2009.12.03 08:00 | buy | 2 | 0.10 | 1.51065 | 1.50389 | 0.00000 | ||
| 4 | 2009.12.03 16:00 | close | 2 | 0.10 | 1.50770 | 1.50389 | 0.00000 | -29.50 | 9987.32 |
| 5 | 2009.12.11 11:00 | buy | 3 | 0.10 | 1.47531 | 1.47071 | 0.00000 | ||
| 6 | 2009.12.11 15:00 | s/l | 3 | 0.10 | 1.47071 | 1.47071 | 0.00000 | -46.00 | 9941.32 |
| 7 | 2009.12.16 11:00 | buy | 4 | 0.10 | 1.45552 | 1.45156 | 0.00000 | ||
| 8 | 2009.12.16 19:00 | close | 4 | 0.10 | 1.45366 | 1.45156 | 0.00000 | -18.60 | 9922.72 |
| 9 | 2009.12.18 10:00 | buy | 5 | 0.10 | 1.43949 | 1.43215 | 0.00000 | ||
| 10 | 2009.12.18 14:00 | close | 5 | 0.10 | 1.43356 | 1.43215 | 0.00000 | -59.30 | 9863.42 |
| 11 | 2009.12.29 09:00 | buy | 6 | 0.10 | 1.44171 | 1.43558 | 0.00000 | ||
| 12 | 2009.12.29 17:20 | s/l | 6 | 0.10 | 1.43558 | 1.43558 | 0.00000 | -61.30 | 9802.12 |
| 13 | 2009.12.31 03:00 | buy | 7 | 0.10 | 1.43692 | 1.43016 | 0.00000 | ||
| 14 | 2009.12.31 17:00 | close | 7 | 0.10 | 1.43465 | 1.43016 | 0.00000 | -22.70 | 9779.42 |
| 15 | 2010.01.04 17:00 | buy | 8 | 0.10 | 1.44385 | 1.42697 | 0.00000 | ||
| 16 | 2010.01.05 12:00 | close | 8 | 0.10 | 1.44176 | 1.42697 | 0.00000 | -20.88 | 9758.54 |
| 17 | 2010.01.06 18:00 | buy | 9 | 0.10 | 1.44024 | 1.43280 | 0.00000 | ||
| 18 | 2010.01.07 08:00 | close | 9 | 0.10 | 1.43678 | 1.43280 | 0.00000 | -34.54 | 9724.00 |
| 19 | 2010.01.08 15:00 | buy | 10 | 0.10 | 1.44030 | 1.42816 | 0.00000 | ||
| 20 | 2010.01.12 01:00 | close | 10 | 0.10 | 1.45072 | 1.42816 | 0.00000 | 104.24 | 9828.24 |
| 21 | 2010.01.12 17:00 | buy | 11 | 0.10 | 1.45384 | 1.44686 | 0.00000 | ||
| 22 | 2010.01.12 20:00 | close | 11 | 0.10 | 1.44970 | 1.44686 | 0.00000 | -41.40 | 9786.84 |
| 23 | 2010.01.13 13:00 | buy | 12 | 0.10 | 1.45462 | 1.44601 | 0.00000 | ||
| 24 | 2010.01.13 18:00 | close | 12 | 0.10 | 1.44908 | 1.44601 | 0.00000 | -55.40 | 9731.44 |