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 | period=720; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 103.58 | Gross profit | 372.46 | Gross loss | -268.88 |
Profit factor | 1.39 | Expected payoff | 51.79 | ||
Absolute drawdown | 399.98 | Maximal drawdown | 504.86 (5.00%) | Relative drawdown | 5.00% (504.86) |
Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 372.46 | loss trade | -268.88 | |
Average | profit trade | 372.46 | loss trade | -268.88 | |
Maximum | consecutive wins (profit in money) | 1 (372.46) | consecutive losses (loss in money) | 1 (-268.88) | |
Maximal | consecutive profit (count of wins) | 372.46 (1) | consecutive loss (count of losses) | -268.88 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:07 | buy | 1 | 0.10 | 1.50360 | 0.00000 | 0.00000 | ||
2 | 2009.12.07 10:00 | close | 1 | 0.10 | 1.47670 | 0.00000 | 0.00000 | -268.88 | 9731.12 |
3 | 2009.12.07 10:02 | sell | 2 | 0.10 | 1.47592 | 0.00000 | 0.00000 | ||
4 | 2010.01.15 22:57 | close at stop | 2 | 0.10 | 1.43851 | 0.00000 | 0.00000 | 372.46 | 10103.58 |