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 | SuspendAfterClose=false; StartLots=0.01; UseMM=false; PipsBetweenTrades=20; TakeProfitPips=2; ReverseTrading=false; ShowComments=false; CloseM=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7991.75 | Gross profit | 1899.64 | Gross loss | -9891.39 |
Profit factor | 0.19 | Expected payoff | -570.84 | ||
Absolute drawdown | 7991.75 | Maximal drawdown | 16047.88 (88.88%) | Relative drawdown | 88.88% (16047.88) |
Total trades | 14 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
Largest | profit trade | 866.30 | loss trade | -5865.47 | |
Average | profit trade | 271.38 | loss trade | -1413.06 | |
Maximum | consecutive wins (profit in money) | 3 (174.74) | consecutive losses (loss in money) | 3 (-3982.02) | |
Maximal | consecutive profit (count of wins) | 1719.30 (2) | consecutive loss (count of losses) | -5865.47 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.01 | 1.50083 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:02 | close | 1 | 0.01 | 1.50109 | 0.00000 | 0.00000 | 0.26 | 10000.26 |
3 | 2009.12.01 00:07 | buy | 2 | 0.01 | 1.50126 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:10 | sell | 3 | 0.01 | 1.50084 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:15 | sell | 4 | 0.02 | 1.50060 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:20 | sell | 5 | 0.04 | 1.50027 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 00:33 | buy | 6 | 0.08 | 1.50210 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 00:40 | buy | 7 | 0.16 | 1.50307 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 00:46 | buy | 8 | 0.32 | 1.50404 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 06:10 | sell | 9 | 0.64 | 1.49964 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 06:15 | sell | 10 | 1.28 | 1.49852 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 06:20 | sell | 11 | 2.56 | 1.49703 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 09:10 | buy | 12 | 5.12 | 1.50494 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 09:16 | buy | 13 | 10.24 | 1.50576 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 14:20 | buy | 14 | 20.48 | 1.50947 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 08:20 | close at stop | 14 | 20.48 | 1.50661 | 0.00000 | 0.00000 | -5865.47 | 4134.79 |
17 | 2009.12.02 08:20 | close at stop | 13 | 10.24 | 1.50661 | 0.00000 | 0.00000 | 866.30 | 5001.09 |
18 | 2009.12.02 08:20 | close at stop | 12 | 5.12 | 1.50661 | 0.00000 | 0.00000 | 852.99 | 5854.08 |
19 | 2009.12.02 08:20 | close at stop | 11 | 2.56 | 1.50670 | 0.00000 | 0.00000 | -2479.87 | 3374.21 |
20 | 2009.12.02 08:20 | close at stop | 10 | 1.28 | 1.50670 | 0.00000 | 0.00000 | -1049.22 | 2325.00 |
21 | 2009.12.02 08:20 | close at stop | 9 | 0.64 | 1.50670 | 0.00000 | 0.00000 | -452.93 | 1872.07 |
22 | 2009.12.02 08:20 | close at stop | 8 | 0.32 | 1.50661 | 0.00000 | 0.00000 | 82.11 | 1954.18 |
23 | 2009.12.02 08:20 | close at stop | 7 | 0.16 | 1.50661 | 0.00000 | 0.00000 | 56.58 | 2010.76 |
24 | 2009.12.02 08:20 | close at stop | 6 | 0.08 | 1.50661 | 0.00000 | 0.00000 | 36.05 | 2046.80 |
25 | 2009.12.02 08:20 | close at stop | 5 | 0.04 | 1.50670 | 0.00000 | 0.00000 | -25.79 | 2021.02 |
26 | 2009.12.02 08:20 | close at stop | 4 | 0.02 | 1.50670 | 0.00000 | 0.00000 | -12.23 | 2008.78 |
27 | 2009.12.02 08:20 | close at stop | 3 | 0.01 | 1.50670 | 0.00000 | 0.00000 | -5.88 | 2002.91 |
28 | 2009.12.02 08:20 | close at stop | 2 | 0.01 | 1.50661 | 0.00000 | 0.00000 | 5.35 | 2008.25 |