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 | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 40.00 | Gross profit | 640.00 | Gross loss | -600.00 |
| Profit factor | 1.07 | Expected payoff | 2.22 | ||
| Absolute drawdown | 152.00 | Maximal drawdown | 332.00 (3.26%) | Relative drawdown | 3.26% (332.00) |
| Total trades | 18 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 8 (44.44%) | Loss trades (% of total) | 10 (55.56%) | ||
| Largest | profit trade | 80.00 | loss trade | -60.00 | |
| Average | profit trade | 80.00 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 2 (160.00) | consecutive losses (loss in money) | 5 (-300.00) | |
| Maximal | consecutive profit (count of wins) | 160.00 (2) | consecutive loss (count of losses) | -300.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:00 | buy | 1 | 1.00 | 1.50203 | 1.50143 | 1.50283 | ||
| 2 | 2009.12.01 08:10 | t/p | 1 | 1.00 | 1.50283 | 1.50143 | 1.50283 | 80.00 | 10080.00 |
| 3 | 2009.12.02 01:00 | buy | 2 | 1.00 | 1.50896 | 1.50836 | 1.50976 | ||
| 4 | 2009.12.02 01:20 | s/l | 2 | 1.00 | 1.50836 | 1.50836 | 1.50976 | -60.00 | 10020.00 |
| 5 | 2009.12.03 08:00 | buy | 3 | 1.00 | 1.51066 | 1.51006 | 1.51146 | ||
| 6 | 2009.12.03 08:15 | t/p | 3 | 1.00 | 1.51146 | 1.51006 | 1.51146 | 80.00 | 10100.00 |
| 7 | 2009.12.04 10:00 | sell | 4 | 1.00 | 1.50668 | 1.50728 | 1.50588 | ||
| 8 | 2009.12.04 10:20 | modify | 4 | 1.00 | 1.50668 | 1.50662 | 1.50588 | ||
| 9 | 2009.12.04 10:32 | modify | 4 | 1.00 | 1.50668 | 1.50658 | 1.50588 | ||
| 10 | 2009.12.04 10:37 | t/p | 4 | 1.00 | 1.50588 | 1.50658 | 1.50588 | 80.00 | 10180.00 |
| 11 | 2009.12.09 13:00 | sell | 5 | 1.00 | 1.47478 | 1.47538 | 1.47398 | ||
| 12 | 2009.12.09 13:02 | s/l | 5 | 1.00 | 1.47538 | 1.47538 | 1.47398 | -60.00 | 10120.00 |
| 13 | 2009.12.14 00:00 | sell | 6 | 1.00 | 1.46147 | 1.46207 | 1.46067 | ||
| 14 | 2009.12.14 00:15 | s/l | 6 | 1.00 | 1.46207 | 1.46207 | 1.46067 | -60.00 | 10060.00 |
| 15 | 2009.12.15 07:00 | sell | 7 | 1.00 | 1.46374 | 1.46434 | 1.46294 | ||
| 16 | 2009.12.15 07:02 | s/l | 7 | 1.00 | 1.46434 | 1.46434 | 1.46294 | -60.00 | 10000.00 |
| 17 | 2009.12.16 09:00 | sell | 8 | 1.00 | 1.45182 | 1.45242 | 1.45102 | ||
| 18 | 2009.12.16 09:10 | s/l | 8 | 1.00 | 1.45242 | 1.45242 | 1.45102 | -60.00 | 9940.00 |
| 19 | 2009.12.17 22:00 | sell | 9 | 1.00 | 1.43407 | 1.43467 | 1.43327 | ||
| 20 | 2009.12.17 22:02 | s/l | 9 | 1.00 | 1.43467 | 1.43467 | 1.43327 | -60.00 | 9880.00 |
| 21 | 2009.12.23 04:00 | sell | 10 | 1.00 | 1.42525 | 1.42585 | 1.42445 | ||
| 22 | 2009.12.23 04:20 | t/p | 10 | 1.00 | 1.42445 | 1.42585 | 1.42445 | 80.00 | 9960.00 |
| 23 | 2009.12.24 07:00 | buy | 11 | 1.00 | 1.43437 | 1.43377 | 1.43517 | ||
| 24 | 2009.12.24 07:15 | t/p | 11 | 1.00 | 1.43517 | 1.43377 | 1.43517 | 80.00 | 10040.00 |
| 25 | 2009.12.28 01:00 | buy | 12 | 1.00 | 1.43750 | 1.43690 | 1.43830 | ||
| 26 | 2009.12.28 01:15 | s/l | 12 | 1.00 | 1.43690 | 1.43690 | 1.43830 | -60.00 | 9980.00 |
| 27 | 2009.12.29 13:00 | buy | 13 | 1.00 | 1.44429 | 1.44369 | 1.44509 | ||
| 28 | 2009.12.29 13:02 | s/l | 13 | 1.00 | 1.44369 | 1.44369 | 1.44509 | -60.00 | 9920.00 |
| 29 | 2010.01.08 15:00 | buy | 14 | 1.00 | 1.44031 | 1.43971 | 1.44111 | ||
| 30 | 2010.01.08 15:10 | s/l | 14 | 1.00 | 1.43971 | 1.43971 | 1.44111 | -60.00 | 9860.00 |
| 31 | 2010.01.11 10:00 | buy | 15 | 1.00 | 1.45188 | 1.45128 | 1.45268 | ||
| 32 | 2010.01.11 10:02 | t/p | 15 | 1.00 | 1.45268 | 1.45128 | 1.45268 | 80.00 | 9940.00 |
| 33 | 2010.01.13 11:00 | buy | 16 | 1.00 | 1.45008 | 1.44948 | 1.45088 | ||
| 34 | 2010.01.13 11:02 | s/l | 16 | 1.00 | 1.44948 | 1.44948 | 1.45088 | -60.00 | 9880.00 |
| 35 | 2010.01.14 01:00 | buy | 17 | 1.00 | 1.45228 | 1.45168 | 1.45308 | ||
| 36 | 2010.01.14 01:40 | t/p | 17 | 1.00 | 1.45308 | 1.45168 | 1.45308 | 80.00 | 9960.00 |
| 37 | 2010.01.15 12:00 | sell | 18 | 1.00 | 1.43858 | 1.43918 | 1.43778 | ||
| 38 | 2010.01.15 12:15 | t/p | 18 | 1.00 | 1.43778 | 1.43918 | 1.43778 | 80.00 | 10040.00 |