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 | TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 70.22 | Gross profit | 93.62 | Gross loss | -23.40 |
Profit factor | 4.00 | Expected payoff | 10.03 | ||
Absolute drawdown | 18.40 | Maximal drawdown | 54.20 (0.54%) | Relative drawdown | 0.54% (54.20) |
Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 1 (14.29%) | Loss trades (% of total) | 6 (85.71%) | ||
Largest | profit trade | 93.62 | loss trade | -3.90 | |
Average | profit trade | 93.62 | loss trade | -3.90 | |
Maximum | consecutive wins (profit in money) | 1 (93.62) | consecutive losses (loss in money) | 4 (-15.60) | |
Maximal | consecutive profit (count of wins) | 93.62 (1) | consecutive loss (count of losses) | -15.60 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50686 | 1.50647 | 0.00000 | ||
2 | 2009.12.01 10:02 | s/l | 1 | 0.10 | 1.50647 | 1.50647 | 0.00000 | -3.90 | 9996.10 |
3 | 2009.12.03 08:00 | buy | 2 | 0.10 | 1.51070 | 1.51031 | 0.00000 | ||
4 | 2009.12.03 08:07 | s/l | 2 | 0.10 | 1.51031 | 1.51031 | 0.00000 | -3.90 | 9992.20 |
5 | 2009.12.11 12:00 | buy | 3 | 0.10 | 1.47560 | 1.47521 | 0.00000 | ||
6 | 2009.12.11 14:20 | s/l | 3 | 0.10 | 1.47521 | 1.47521 | 0.00000 | -3.90 | 9988.30 |
7 | 2009.12.28 14:00 | buy | 4 | 0.10 | 1.44086 | 1.44047 | 0.00000 | ||
8 | 2009.12.28 14:10 | s/l | 4 | 0.10 | 1.44047 | 1.44047 | 0.00000 | -3.90 | 9984.40 |
9 | 2010.01.08 19:00 | buy | 5 | 0.10 | 1.43934 | 1.43895 | 0.00000 | ||
10 | 2010.01.11 09:00 | close | 5 | 0.10 | 1.44870 | 1.43895 | 0.00000 | 93.62 | 10078.02 |
11 | 2010.01.14 05:00 | buy | 6 | 0.10 | 1.45379 | 1.45340 | 0.00000 | ||
12 | 2010.01.14 05:15 | s/l | 6 | 0.10 | 1.45340 | 1.45340 | 0.00000 | -3.90 | 10074.12 |
13 | 2010.01.14 06:00 | buy | 7 | 0.10 | 1.45323 | 1.45284 | 0.00000 | ||
14 | 2010.01.14 08:50 | s/l | 7 | 0.10 | 1.45284 | 1.45284 | 0.00000 | -3.90 | 10070.22 |