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=0.1; MaximumRisk=0.02; DecreaseFactor=3; Target=15; TimeOpen=0; TimeClose=23; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -48.00 | Gross profit | 12.00 | Gross loss | -60.00 |
Profit factor | 0.20 | Expected payoff | -4.36 | ||
Absolute drawdown | 48.00 | Maximal drawdown | 54.00 (0.54%) | Relative drawdown | 0.54% (54.00) |
Total trades | 11 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
Largest | profit trade | 3.00 | loss trade | -10.00 | |
Average | profit trade | 2.40 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 2 (6.00) | consecutive losses (loss in money) | 2 (-20.00) | |
Maximal | consecutive profit (count of wins) | 6.00 (2) | consecutive loss (count of losses) | -20.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.14 13:10 | sell | 1 | 0.20 | 1.44904 | 1.44954 | 1.44889 | ||
2 | 2010.01.14 13:15 | t/p | 1 | 0.20 | 1.44889 | 1.44954 | 1.44889 | 3.00 | 10003.00 |
3 | 2010.01.14 13:15 | sell | 2 | 0.20 | 1.44863 | 1.44913 | 1.44848 | ||
4 | 2010.01.14 13:20 | t/p | 2 | 0.20 | 1.44848 | 1.44913 | 1.44848 | 3.00 | 10006.00 |
5 | 2010.01.14 13:20 | sell | 3 | 0.20 | 1.44809 | 1.44859 | 1.44794 | ||
6 | 2010.01.14 13:27 | s/l | 3 | 0.20 | 1.44859 | 1.44859 | 1.44794 | -10.00 | 9996.00 |
7 | 2010.01.14 13:27 | sell | 4 | 0.20 | 1.44863 | 1.44913 | 1.44848 | ||
8 | 2010.01.14 13:37 | s/l | 4 | 0.20 | 1.44913 | 1.44913 | 1.44848 | -10.00 | 9986.00 |
9 | 2010.01.14 13:40 | sell | 5 | 0.10 | 1.44860 | 1.44910 | 1.44845 | ||
10 | 2010.01.14 13:45 | t/p | 5 | 0.10 | 1.44845 | 1.44910 | 1.44845 | 1.50 | 9987.50 |
11 | 2010.01.14 13:45 | sell | 6 | 0.20 | 1.44822 | 1.44872 | 1.44807 | ||
12 | 2010.01.14 13:50 | t/p | 6 | 0.20 | 1.44807 | 1.44872 | 1.44807 | 3.00 | 9990.50 |
13 | 2010.01.14 13:50 | sell | 7 | 0.20 | 1.44771 | 1.44821 | 1.44756 | ||
14 | 2010.01.14 13:57 | s/l | 7 | 0.20 | 1.44821 | 1.44821 | 1.44756 | -10.00 | 9980.50 |
15 | 2010.01.14 13:57 | sell | 8 | 0.20 | 1.44822 | 1.44872 | 1.44807 | ||
16 | 2010.01.14 13:59 | s/l | 8 | 0.20 | 1.44872 | 1.44872 | 1.44807 | -10.00 | 9970.50 |
17 | 2010.01.14 13:59 | sell | 9 | 0.10 | 1.44864 | 1.44914 | 1.44849 | ||
18 | 2010.01.14 14:07 | t/p | 9 | 0.10 | 1.44849 | 1.44914 | 1.44849 | 1.50 | 9972.00 |
19 | 2010.01.14 14:07 | sell | 10 | 0.20 | 1.44830 | 1.44880 | 1.44815 | ||
20 | 2010.01.14 14:10 | s/l | 10 | 0.20 | 1.44880 | 1.44880 | 1.44815 | -10.00 | 9962.00 |
21 | 2010.01.14 14:12 | sell | 11 | 0.20 | 1.44895 | 1.44945 | 1.44880 | ||
22 | 2010.01.14 14:15 | s/l | 11 | 0.20 | 1.44945 | 1.44945 | 1.44880 | -10.00 | 9952.00 |