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=1; StopLoss=30; TakeProfit=40; TrailingStop=5; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5309.60 | Gross profit | 488.00 | Gross loss | -5797.60 |
| Profit factor | 0.08 | Expected payoff | -408.43 | ||
| Absolute drawdown | 6990.80 | Maximal drawdown | 7478.80 (71.31%) | Relative drawdown | 71.31% (7478.80) |
| Total trades | 13 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
| Largest | profit trade | 43.00 | loss trade | -5797.60 | |
| Average | profit trade | 40.67 | loss trade | -5797.60 | |
| Maximum | consecutive wins (profit in money) | 12 (488.00) | consecutive losses (loss in money) | 1 (-5797.60) | |
| Maximal | consecutive profit (count of wins) | 488.00 (12) | consecutive loss (count of losses) | -5797.60 (1) | |
| Average | consecutive wins | 12 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:07 | sell | 1 | 1.00 | 1.50352 | 0.00000 | 1.50310 | ||
| 2 | 2009.12.01 01:15 | t/p | 1 | 1.00 | 1.50310 | 0.00000 | 1.50310 | 42.00 | 10042.00 |
| 3 | 2009.12.01 01:15 | sell | 2 | 1.00 | 1.50293 | 0.00000 | 1.50250 | ||
| 4 | 2009.12.01 01:40 | t/p | 2 | 1.00 | 1.50250 | 0.00000 | 1.50250 | 43.00 | 10085.00 |
| 5 | 2009.12.01 01:40 | sell | 3 | 1.00 | 1.50228 | 0.00000 | 1.50190 | ||
| 6 | 2009.12.01 01:45 | t/p | 3 | 1.00 | 1.50190 | 0.00000 | 1.50190 | 38.00 | 10123.00 |
| 7 | 2009.12.01 01:47 | sell | 4 | 1.00 | 1.50187 | 0.00000 | 1.50150 | ||
| 8 | 2009.12.01 01:50 | t/p | 4 | 1.00 | 1.50150 | 0.00000 | 1.50150 | 37.00 | 10160.00 |
| 9 | 2009.12.01 01:50 | sell | 5 | 1.00 | 1.50082 | 0.00000 | 1.50040 | ||
| 10 | 2009.12.01 03:20 | t/p | 5 | 1.00 | 1.50040 | 0.00000 | 1.50040 | 42.00 | 10202.00 |
| 11 | 2009.12.01 03:22 | sell | 6 | 1.00 | 1.50043 | 0.00000 | 1.50000 | ||
| 12 | 2009.12.01 06:10 | t/p | 6 | 1.00 | 1.50000 | 0.00000 | 1.50000 | 43.00 | 10245.00 |
| 13 | 2009.12.01 06:12 | sell | 7 | 1.00 | 1.50001 | 0.00000 | 1.49960 | ||
| 14 | 2009.12.01 06:15 | t/p | 7 | 1.00 | 1.49960 | 0.00000 | 1.49960 | 41.00 | 10286.00 |
| 15 | 2009.12.01 06:15 | sell | 8 | 1.00 | 1.49852 | 0.00000 | 1.49810 | ||
| 16 | 2009.12.01 06:20 | t/p | 8 | 1.00 | 1.49810 | 0.00000 | 1.49810 | 42.00 | 10328.00 |
| 17 | 2009.12.01 06:20 | sell | 9 | 1.00 | 1.49703 | 0.00000 | 1.49660 | ||
| 18 | 2009.12.04 14:50 | t/p | 9 | 1.00 | 1.49660 | 0.00000 | 1.49660 | 41.00 | 10369.00 |
| 19 | 2009.12.04 15:02 | buy | 10 | 1.00 | 1.49171 | 0.00000 | 1.49210 | ||
| 20 | 2009.12.04 15:10 | t/p | 10 | 1.00 | 1.49210 | 0.00000 | 1.49210 | 39.00 | 10408.00 |
| 21 | 2009.12.04 15:10 | buy | 11 | 1.00 | 1.49362 | 0.00000 | 1.49400 | ||
| 22 | 2009.12.04 15:15 | t/p | 11 | 1.00 | 1.49400 | 0.00000 | 1.49400 | 38.00 | 10446.00 |
| 23 | 2009.12.04 15:17 | buy | 12 | 1.00 | 1.49458 | 0.00000 | 1.49500 | ||
| 24 | 2009.12.04 15:20 | t/p | 12 | 1.00 | 1.49500 | 0.00000 | 1.49500 | 42.00 | 10488.00 |
| 25 | 2009.12.04 15:20 | buy | 13 | 1.00 | 1.49649 | 0.00000 | 1.49690 | ||
| 26 | 2010.01.15 22:57 | close at stop | 13 | 1.00 | 1.43843 | 0.00000 | 1.49690 | -5797.60 | 4690.40 |