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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -268.86 | Gross profit | 798.84 | Gross loss | -1067.70 |
Profit factor | 0.75 | Expected payoff | -16.80 | ||
Absolute drawdown | 899.78 | Maximal drawdown | 1143.28 (11.16%) | Relative drawdown | 11.16% (1143.28) |
Total trades | 16 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 137.32 | loss trade | -502.00 | |
Average | profit trade | 72.62 | loss trade | -213.54 | |
Maximum | consecutive wins (profit in money) | 6 (386.12) | consecutive losses (loss in money) | 3 (-838.32) | |
Maximal | consecutive profit (count of wins) | 386.12 (6) | consecutive loss (count of losses) | -838.32 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 07:00 | sell | 1 | 0.10 | 1.50887 | 1.53398 | 1.50198 | ||
2 | 2009.12.04 14:45 | t/p | 1 | 0.10 | 1.50198 | 1.53398 | 1.50198 | 68.74 | 10068.74 |
3 | 2009.12.04 17:00 | sell | 2 | 0.10 | 1.48879 | 1.51390 | 1.48190 | ||
4 | 2009.12.07 09:40 | t/p | 2 | 0.10 | 1.48190 | 1.51390 | 1.48190 | 68.86 | 10137.60 |
5 | 2009.12.07 13:00 | buy | 3 | 0.10 | 1.47967 | 1.45456 | 1.48656 | ||
6 | 2009.12.07 18:50 | t/p | 3 | 0.10 | 1.48656 | 1.45456 | 1.48656 | 68.90 | 10206.50 |
7 | 2009.12.08 00:00 | buy | 4 | 0.10 | 1.48291 | 1.45780 | 1.48980 | ||
8 | 2009.12.11 21:00 | close | 4 | 0.10 | 1.46168 | 1.45780 | 1.48980 | -212.20 | 9994.30 |
9 | 2009.12.14 03:00 | buy | 5 | 0.20 | 1.46378 | 1.43867 | 1.47067 | ||
10 | 2009.12.17 05:45 | s/l | 5 | 0.20 | 1.43867 | 1.43867 | 1.47067 | -502.00 | 9492.30 |
11 | 2009.12.17 08:00 | buy | 6 | 0.20 | 1.44146 | 1.41635 | 1.44835 | ||
12 | 2009.12.21 05:00 | close | 6 | 0.20 | 1.43525 | 1.41635 | 1.44835 | -124.12 | 9368.18 |
13 | 2009.12.21 06:00 | buy | 7 | 0.20 | 1.43507 | 1.40996 | 1.44196 | ||
14 | 2009.12.28 00:00 | close | 7 | 0.20 | 1.43714 | 1.40996 | 1.44196 | 41.68 | 9409.86 |
15 | 2009.12.28 07:00 | sell | 8 | 0.10 | 1.43896 | 1.46407 | 1.43207 | ||
16 | 2009.12.30 02:26 | t/p | 8 | 0.10 | 1.43207 | 1.46407 | 1.43207 | 68.82 | 9478.68 |
17 | 2009.12.30 06:00 | buy | 9 | 0.10 | 1.43185 | 1.40674 | 1.43874 | ||
18 | 2009.12.31 07:33 | t/p | 9 | 0.10 | 1.43874 | 1.40674 | 1.43874 | 68.96 | 9547.64 |
19 | 2010.01.04 00:00 | buy | 10 | 0.10 | 1.43272 | 1.40761 | 1.43961 | ||
20 | 2010.01.04 11:02 | t/p | 10 | 0.10 | 1.43961 | 1.40761 | 1.43961 | 68.90 | 9616.54 |
21 | 2010.01.05 04:00 | sell | 11 | 0.10 | 1.44142 | 1.46653 | 1.43453 | ||
22 | 2010.01.06 01:45 | t/p | 11 | 0.10 | 1.43453 | 1.46653 | 1.43453 | 68.86 | 9685.40 |
23 | 2010.01.07 04:00 | sell | 12 | 0.10 | 1.44034 | 1.46545 | 1.43345 | ||
24 | 2010.01.07 12:20 | t/p | 12 | 0.10 | 1.43345 | 1.46545 | 1.43345 | 68.90 | 9754.30 |
25 | 2010.01.07 18:00 | sell | 13 | 0.10 | 1.43126 | 1.45637 | 1.42437 | ||
26 | 2010.01.11 15:00 | close | 13 | 0.10 | 1.45317 | 1.45637 | 1.42437 | -219.18 | 9535.12 |
27 | 2010.01.11 19:00 | sell | 14 | 0.20 | 1.45081 | 1.47592 | 1.44392 | ||
28 | 2010.01.15 02:50 | t/p | 14 | 0.20 | 1.44392 | 1.47592 | 1.44392 | 137.32 | 9672.44 |
29 | 2010.01.15 03:00 | sell | 15 | 0.10 | 1.44380 | 1.46891 | 1.43691 | ||
30 | 2010.01.15 13:07 | t/p | 15 | 0.10 | 1.43691 | 1.46891 | 1.43691 | 68.90 | 9741.34 |
31 | 2010.01.15 18:00 | sell | 16 | 0.10 | 1.43752 | 1.46263 | 1.43063 | ||
32 | 2010.01.15 22:57 | close at stop | 16 | 0.10 | 1.43854 | 1.46263 | 1.43063 | -10.20 | 9731.14 |