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 | StopLoss=0; TakeProfit=11; Percent=100; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10849.59 | Gross profit | 1547.15 | Gross loss | -12396.74 |
Profit factor | 0.12 | Expected payoff | -2169.92 | ||
Absolute drawdown | 10849.59 | Maximal drawdown | 12396.74 (107.36%) | Relative drawdown | 107.36% (12396.74) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 407.55 | loss trade | -12396.74 | |
Average | profit trade | 386.79 | loss trade | -12396.74 | |
Maximum | consecutive wins (profit in money) | 4 (1547.15) | consecutive losses (loss in money) | 1 (-12396.74) | |
Maximal | consecutive profit (count of wins) | 1547.15 (4) | consecutive loss (count of losses) | -12396.74 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 33.31 | 1.50084 | 0.00000 | 1.50095 | ||
2 | 2009.12.01 00:02 | t/p | 1 | 33.31 | 1.50095 | 0.00000 | 1.50095 | 366.41 | 10366.41 |
3 | 2009.12.01 00:02 | buy | 2 | 34.52 | 1.50119 | 0.00000 | 1.50130 | ||
4 | 2009.12.01 00:33 | t/p | 2 | 34.52 | 1.50130 | 0.00000 | 1.50130 | 379.72 | 10746.13 |
5 | 2009.12.01 00:33 | buy | 3 | 35.77 | 1.50211 | 0.00000 | 1.50222 | ||
6 | 2009.12.01 00:40 | t/p | 3 | 35.77 | 1.50222 | 0.00000 | 1.50222 | 393.47 | 11139.60 |
7 | 2009.12.01 00:40 | buy | 4 | 37.05 | 1.50308 | 0.00000 | 1.50319 | ||
8 | 2009.12.01 00:46 | t/p | 4 | 37.05 | 1.50319 | 0.00000 | 1.50319 | 407.55 | 11547.15 |
9 | 2009.12.01 00:46 | buy | 5 | 38.38 | 1.50405 | 0.00000 | 1.50416 | ||
10 | 2009.12.01 01:50 | close at stop | 5 | 38.38 | 1.50082 | 0.00000 | 1.50416 | -12396.74 | -849.59 |