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 | Lots=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1074.20 | Gross profit | 2724.15 | Gross loss | -1649.95 |
Profit factor | 1.65 | Expected payoff | 82.63 | ||
Absolute drawdown | 944.85 | Maximal drawdown | 1273.65 (11.18%) | Relative drawdown | 11.19% (1141.35) |
Total trades | 13 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 9 (11.11%) |
Profit trades (% of total) | 2 (15.38%) | Loss trades (% of total) | 11 (84.62%) | ||
Largest | profit trade | 1620.10 | loss trade | -151.00 | |
Average | profit trade | 1362.07 | loss trade | -150.00 | |
Maximum | consecutive wins (profit in money) | 1 (1620.10) | consecutive losses (loss in money) | 6 (-899.85) | |
Maximal | consecutive profit (count of wins) | 1620.10 (1) | consecutive loss (count of losses) | -899.85 (6) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 00:00 | buy | 1 | 0.50 | 1.48701 | 1.48401 | 0.00000 | ||
2 | 2009.12.07 09:32 | s/l | 1 | 0.50 | 1.48401 | 1.48401 | 0.00000 | -150.00 | 9850.00 |
3 | 2009.12.07 09:32 | buy | 2 | 0.50 | 1.48376 | 1.48076 | 0.00000 | ||
4 | 2009.12.07 09:45 | s/l | 2 | 0.50 | 1.48076 | 1.48076 | 0.00000 | -150.00 | 9700.00 |
5 | 2009.12.07 09:45 | buy | 3 | 0.50 | 1.47958 | 1.47658 | 0.00000 | ||
6 | 2009.12.07 10:02 | s/l | 3 | 0.50 | 1.47658 | 1.47658 | 0.00000 | -150.00 | 9550.00 |
7 | 2009.12.07 10:02 | buy | 4 | 0.50 | 1.47602 | 1.47302 | 0.00000 | ||
8 | 2009.12.08 14:32 | s/l | 4 | 0.50 | 1.47302 | 1.47302 | 0.00000 | -149.85 | 9400.15 |
9 | 2009.12.14 00:00 | sell | 5 | 0.50 | 1.46147 | 1.46447 | 0.00000 | ||
10 | 2009.12.14 02:20 | s/l | 5 | 0.50 | 1.46447 | 1.46447 | 0.00000 | -150.00 | 9250.15 |
11 | 2009.12.14 02:20 | sell | 6 | 0.50 | 1.46450 | 1.46750 | 0.00000 | ||
12 | 2009.12.14 05:50 | s/l | 6 | 0.50 | 1.46750 | 1.46750 | 0.00000 | -150.00 | 9100.15 |
13 | 2009.12.14 05:50 | sell | 7 | 0.50 | 1.46768 | 1.47068 | 0.00000 | ||
14 | 2009.12.21 05:52 | close | 7 | 0.50 | 1.43525 | 1.47068 | 0.00000 | 1620.10 | 10720.25 |
15 | 2009.12.21 05:55 | sell | 8 | 0.50 | 1.43523 | 1.43823 | 0.00000 | ||
16 | 2009.12.24 10:45 | s/l | 8 | 0.50 | 1.43823 | 1.43823 | 0.00000 | -151.00 | 10569.25 |
17 | 2009.12.28 00:00 | buy | 9 | 0.50 | 1.43724 | 1.43424 | 0.00000 | ||
18 | 2009.12.29 17:32 | s/l | 9 | 0.50 | 1.43424 | 1.43424 | 0.00000 | -149.85 | 10419.40 |
19 | 2010.01.04 00:00 | buy | 10 | 0.50 | 1.43271 | 1.42971 | 0.00000 | ||
20 | 2010.01.04 01:20 | s/l | 10 | 0.50 | 1.42971 | 1.42971 | 0.00000 | -150.00 | 10269.40 |
21 | 2010.01.04 01:20 | buy | 11 | 0.50 | 1.42895 | 1.42595 | 0.00000 | ||
22 | 2010.01.04 02:50 | s/l | 11 | 0.50 | 1.42595 | 1.42595 | 0.00000 | -150.00 | 10119.40 |
23 | 2010.01.04 02:50 | buy | 12 | 0.50 | 1.42575 | 1.42275 | 0.00000 | ||
24 | 2010.01.11 02:53 | close | 12 | 0.50 | 1.44781 | 1.42275 | 0.00000 | 1104.05 | 11223.45 |
25 | 2010.01.11 02:56 | buy | 13 | 0.50 | 1.44820 | 1.44520 | 0.00000 | ||
26 | 2010.01.14 17:02 | s/l | 13 | 0.50 | 1.44520 | 1.44520 | 0.00000 | -149.25 | 11074.20 |