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; CandleSize=75; k_sl=0.8; k_tp=0.8; popravka_up=16; popravka_down=20; flag=false; StartTime="0:05"; StartTime1="4:05"; StartTime2="8:05"; StartTime3="12:05"; StartTime4="16:05"; StartTime5="20:05"; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 13.60 | Gross profit | 18.40 | Gross loss | -4.80 |
| Profit factor | 3.83 | Expected payoff | 2.72 | ||
| Absolute drawdown | 10.70 | Maximal drawdown | 10.70 (0.11%) | Relative drawdown | 0.11% (10.70) |
| Total trades | 5 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 6.30 | loss trade | -2.70 | |
| Average | profit trade | 6.13 | loss trade | -2.40 | |
| Maximum | consecutive wins (profit in money) | 2 (12.60) | consecutive losses (loss in money) | 1 (-2.70) | |
| Maximal | consecutive profit (count of wins) | 12.60 (2) | consecutive loss (count of losses) | -2.70 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 20:05 | sell limit | 1 | 0.10 | 1.48352 | 1.48379 | 1.48290 | ||
| 2 | 2009.12.04 20:10 | sell | 1 | 0.10 | 1.48352 | 1.48379 | 1.48290 | ||
| 3 | 2009.12.04 20:15 | s/l | 1 | 0.10 | 1.48379 | 1.48379 | 1.48290 | -2.70 | 9997.30 |
| 4 | 2009.12.11 16:05 | sell limit | 2 | 0.10 | 1.46513 | 1.46541 | 1.46450 | ||
| 5 | 2009.12.11 16:07 | sell | 2 | 0.10 | 1.46513 | 1.46541 | 1.46450 | ||
| 6 | 2009.12.11 16:10 | t/p | 2 | 0.10 | 1.46450 | 1.46541 | 1.46450 | 6.30 | 10003.60 |
| 7 | 2009.12.11 16:10 | sell limit | 3 | 0.10 | 1.46419 | 1.46447 | 1.46356 | ||
| 8 | 2009.12.11 16:12 | sell | 3 | 0.10 | 1.46419 | 1.46447 | 1.46356 | ||
| 9 | 2009.12.11 16:15 | t/p | 3 | 0.10 | 1.46356 | 1.46447 | 1.46356 | 6.30 | 10009.90 |
| 10 | 2010.01.06 08:05 | sell limit | 4 | 0.10 | 1.42906 | 1.42927 | 1.42850 | ||
| 11 | 2010.01.06 08:10 | sell | 4 | 0.10 | 1.42906 | 1.42927 | 1.42850 | ||
| 12 | 2010.01.06 08:12 | s/l | 4 | 0.10 | 1.42927 | 1.42927 | 1.42850 | -2.10 | 10007.80 |
| 13 | 2010.01.08 16:06 | sell limit | 5 | 0.10 | 1.43423 | 1.43446 | 1.43365 | ||
| 14 | 2010.01.08 17:20 | sell | 5 | 0.10 | 1.43423 | 1.43446 | 1.43365 | ||
| 15 | 2010.01.08 17:27 | t/p | 5 | 0.10 | 1.43365 | 1.43446 | 1.43365 | 5.80 | 10013.60 |