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 | hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -232.40 | Gross profit | 81.00 | Gross loss | -313.40 |
Profit factor | 0.26 | Expected payoff | -8.61 | ||
Absolute drawdown | 232.40 | Maximal drawdown | 237.40 (2.37%) | Relative drawdown | 2.37% (237.40) |
Total trades | 27 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 19 (10.53%) |
Profit trades (% of total) | 4 (14.81%) | Loss trades (% of total) | 23 (85.19%) | ||
Largest | profit trade | 25.80 | loss trade | -32.40 | |
Average | profit trade | 20.25 | loss trade | -13.63 | |
Maximum | consecutive wins (profit in money) | 1 (25.80) | consecutive losses (loss in money) | 11 (-170.20) | |
Maximal | consecutive profit (count of wins) | 25.80 (1) | consecutive loss (count of losses) | -170.20 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 22:00 | buy | 1 | 0.20 | 1.50460 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 22:20 | close | 1 | 0.20 | 1.50421 | 0.00000 | 0.00000 | -7.80 | 9992.20 |
3 | 2009.12.02 22:22 | buy | 2 | 0.20 | 1.50436 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 23:15 | modify | 2 | 0.20 | 1.50436 | 1.50458 | 1.50548 | ||
5 | 2009.12.02 23:17 | modify | 2 | 0.20 | 1.50436 | 1.50452 | 1.50542 | ||
6 | 2009.12.02 23:20 | close | 2 | 0.20 | 1.50500 | 1.50452 | 1.50542 | 12.80 | 10005.00 |
7 | 2009.12.07 11:00 | buy | 3 | 0.20 | 1.48045 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 11:02 | close | 3 | 0.20 | 1.47954 | 0.00000 | 0.00000 | -18.20 | 9986.80 |
9 | 2009.12.07 11:05 | buy | 4 | 0.20 | 1.47985 | 0.00000 | 0.00000 | ||
10 | 2009.12.07 11:07 | close | 4 | 0.20 | 1.47932 | 0.00000 | 0.00000 | -10.60 | 9976.20 |
11 | 2009.12.07 11:10 | buy | 5 | 0.20 | 1.48051 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 11:12 | close | 5 | 0.20 | 1.48021 | 0.00000 | 0.00000 | -6.00 | 9970.20 |
13 | 2009.12.07 11:15 | buy | 6 | 0.20 | 1.48118 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 11:17 | close | 6 | 0.20 | 1.48088 | 0.00000 | 0.00000 | -6.00 | 9964.20 |
15 | 2009.12.07 11:20 | buy | 7 | 0.20 | 1.48185 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 11:22 | close | 7 | 0.20 | 1.48132 | 0.00000 | 0.00000 | -10.60 | 9953.60 |
17 | 2009.12.07 11:25 | buy | 8 | 0.20 | 1.48163 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 11:27 | close | 8 | 0.20 | 1.48088 | 0.00000 | 0.00000 | -15.00 | 9938.60 |
19 | 2009.12.07 11:27 | buy | 9 | 0.20 | 1.48156 | 0.00000 | 0.00000 | ||
20 | 2009.12.07 11:32 | close | 9 | 0.20 | 1.48285 | 0.00000 | 0.00000 | 25.80 | 9964.40 |
21 | 2009.12.07 11:35 | buy | 10 | 0.20 | 1.48272 | 0.00000 | 0.00000 | ||
22 | 2009.12.07 11:40 | close | 10 | 0.20 | 1.48222 | 0.00000 | 0.00000 | -10.00 | 9954.40 |
23 | 2009.12.07 11:42 | buy | 11 | 0.20 | 1.48251 | 0.00000 | 0.00000 | ||
24 | 2009.12.07 11:45 | close | 11 | 0.20 | 1.48159 | 0.00000 | 0.00000 | -18.40 | 9936.00 |
25 | 2009.12.07 11:47 | buy | 12 | 0.20 | 1.48188 | 0.00000 | 0.00000 | ||
26 | 2009.12.07 11:50 | close | 12 | 0.20 | 1.48075 | 0.00000 | 0.00000 | -22.60 | 9913.40 |
27 | 2009.12.07 11:52 | buy | 13 | 0.20 | 1.48125 | 0.00000 | 0.00000 | ||
28 | 2009.12.07 11:59 | close | 13 | 0.20 | 1.48085 | 0.00000 | 0.00000 | -8.00 | 9905.40 |
29 | 2009.12.18 18:50 | buy | 14 | 0.20 | 1.43182 | 0.00000 | 0.00000 | ||
30 | 2009.12.18 18:52 | close | 14 | 0.20 | 1.43116 | 0.00000 | 0.00000 | -13.20 | 9892.20 |
31 | 2009.12.18 18:55 | buy | 15 | 0.20 | 1.43153 | 0.00000 | 0.00000 | ||
32 | 2009.12.18 18:57 | close | 15 | 0.20 | 1.43059 | 0.00000 | 0.00000 | -18.80 | 9873.40 |
33 | 2009.12.18 18:59 | buy | 16 | 0.20 | 1.43127 | 0.00000 | 0.00000 | ||
34 | 2009.12.18 19:10 | close | 16 | 0.20 | 1.43095 | 0.00000 | 0.00000 | -6.40 | 9867.00 |
35 | 2010.01.13 16:15 | sell | 17 | 0.20 | 1.45167 | 0.00000 | 0.00000 | ||
36 | 2010.01.13 16:17 | close | 17 | 0.20 | 1.45226 | 0.00000 | 0.00000 | -11.80 | 9855.20 |
37 | 2010.01.13 16:20 | sell | 18 | 0.20 | 1.44962 | 0.00000 | 0.00000 | ||
38 | 2010.01.13 16:22 | close | 18 | 0.20 | 1.45073 | 0.00000 | 0.00000 | -22.20 | 9833.00 |
39 | 2010.01.13 16:25 | sell | 19 | 0.20 | 1.45013 | 0.00000 | 0.00000 | ||
40 | 2010.01.13 16:27 | close | 19 | 0.20 | 1.45175 | 0.00000 | 0.00000 | -32.40 | 9800.60 |
41 | 2010.01.13 16:27 | sell | 20 | 0.20 | 1.45102 | 0.00000 | 0.00000 | ||
42 | 2010.01.13 16:37 | close | 20 | 0.20 | 1.45134 | 0.00000 | 0.00000 | -6.40 | 9794.20 |
43 | 2010.01.13 16:40 | sell | 21 | 0.20 | 1.45059 | 0.00000 | 0.00000 | ||
44 | 2010.01.13 16:45 | modify | 21 | 0.20 | 1.45059 | 1.45064 | 1.44948 | ||
45 | 2010.01.13 16:47 | modify | 21 | 0.20 | 1.45059 | 1.45066 | 1.44965 | ||
46 | 2010.01.13 16:50 | t/p | 21 | 0.20 | 1.44965 | 1.45066 | 1.44965 | 18.80 | 9813.00 |
47 | 2010.01.13 16:50 | sell | 22 | 0.20 | 1.44941 | 0.00000 | 0.00000 | ||
48 | 2010.01.13 16:52 | close | 22 | 0.20 | 1.44983 | 0.00000 | 0.00000 | -8.40 | 9804.60 |
49 | 2010.01.13 16:55 | sell | 23 | 0.20 | 1.44958 | 0.00000 | 0.00000 | ||
50 | 2010.01.13 16:57 | close | 23 | 0.20 | 1.45016 | 0.00000 | 0.00000 | -11.60 | 9793.00 |
51 | 2010.01.13 16:59 | sell | 24 | 0.20 | 1.45087 | 0.00000 | 0.00000 | ||
52 | 2010.01.13 17:03 | close | 24 | 0.20 | 1.44969 | 0.00000 | 0.00000 | 23.60 | 9816.60 |
53 | 2010.01.15 06:50 | buy | 25 | 0.20 | 1.44464 | 0.00000 | 0.00000 | ||
54 | 2010.01.15 06:52 | close | 25 | 0.20 | 1.44391 | 0.00000 | 0.00000 | -14.60 | 9802.00 |
55 | 2010.01.15 06:55 | buy | 26 | 0.20 | 1.44432 | 0.00000 | 0.00000 | ||
56 | 2010.01.15 06:57 | close | 26 | 0.20 | 1.44326 | 0.00000 | 0.00000 | -21.20 | 9780.80 |
57 | 2010.01.15 06:59 | buy | 27 | 0.20 | 1.44340 | 0.00000 | 0.00000 | ||
58 | 2010.01.15 07:15 | close | 27 | 0.20 | 1.44274 | 0.00000 | 0.00000 | -13.20 | 9767.60 |