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 | lStopLoss=17; sStopLoss=46; lTrailingStop=18; sTrailingStop=22; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3.00 | Gross profit | 26.00 | Gross loss | -23.00 |
Profit factor | 1.13 | Expected payoff | 0.30 | ||
Absolute drawdown | 4.00 | Maximal drawdown | 20.60 (0.21%) | Relative drawdown | 0.21% (20.60) |
Total trades | 10 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
Largest | profit trade | 9.50 | loss trade | -4.60 | |
Average | profit trade | 5.20 | loss trade | -4.60 | |
Maximum | consecutive wins (profit in money) | 4 (24.00) | consecutive losses (loss in money) | 4 (-18.40) | |
Maximal | consecutive profit (count of wins) | 24.00 (4) | consecutive loss (count of losses) | -18.40 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 04:25 | sell | 1 | 0.10 | 1.43998 | 1.44044 | 0.00000 | ||
2 | 2010.01.07 04:32 | modify | 1 | 0.10 | 1.43998 | 1.43992 | 0.00000 | ||
3 | 2010.01.07 04:37 | modify | 1 | 0.10 | 1.43998 | 1.43978 | 0.00000 | ||
4 | 2010.01.07 04:40 | s/l | 1 | 0.10 | 1.43978 | 1.43978 | 0.00000 | 2.00 | 10002.00 |
5 | 2010.01.07 08:47 | sell | 2 | 0.10 | 1.43838 | 1.43884 | 0.00000 | ||
6 | 2010.01.07 08:50 | s/l | 2 | 0.10 | 1.43884 | 1.43884 | 0.00000 | -4.60 | 9997.40 |
7 | 2010.01.12 07:42 | sell | 3 | 0.10 | 1.45066 | 1.45112 | 0.00000 | ||
8 | 2010.01.12 07:45 | modify | 3 | 0.10 | 1.45066 | 1.45034 | 0.00000 | ||
9 | 2010.01.12 07:50 | modify | 3 | 0.10 | 1.45066 | 1.44971 | 0.00000 | ||
10 | 2010.01.12 07:52 | s/l | 3 | 0.10 | 1.44971 | 1.44971 | 0.00000 | 9.50 | 10006.90 |
11 | 2010.01.12 11:27 | sell | 4 | 0.10 | 1.45039 | 1.45085 | 0.00000 | ||
12 | 2010.01.12 11:32 | modify | 4 | 0.10 | 1.45039 | 1.45006 | 0.00000 | ||
13 | 2010.01.12 11:37 | modify | 4 | 0.10 | 1.45039 | 1.44998 | 0.00000 | ||
14 | 2010.01.12 11:40 | s/l | 4 | 0.10 | 1.44998 | 1.44998 | 0.00000 | 4.10 | 10011.00 |
15 | 2010.01.12 22:17 | sell | 5 | 0.10 | 1.44938 | 1.44984 | 0.00000 | ||
16 | 2010.01.12 22:45 | modify | 5 | 0.10 | 1.44938 | 1.44901 | 0.00000 | ||
17 | 2010.01.12 22:50 | modify | 5 | 0.10 | 1.44938 | 1.44850 | 0.00000 | ||
18 | 2010.01.12 22:52 | s/l | 5 | 0.10 | 1.44850 | 1.44850 | 0.00000 | 8.80 | 10019.80 |
19 | 2010.01.13 03:45 | sell | 6 | 0.10 | 1.44775 | 1.44821 | 0.00000 | ||
20 | 2010.01.13 03:50 | modify | 6 | 0.10 | 1.44775 | 1.44759 | 0.00000 | ||
21 | 2010.01.13 03:52 | s/l | 6 | 0.10 | 1.44759 | 1.44759 | 0.00000 | 1.60 | 10021.40 |
22 | 2010.01.13 05:37 | sell | 7 | 0.10 | 1.44848 | 1.44894 | 0.00000 | ||
23 | 2010.01.13 05:45 | s/l | 7 | 0.10 | 1.44894 | 1.44894 | 0.00000 | -4.60 | 10016.80 |
24 | 2010.01.14 00:17 | sell | 8 | 0.10 | 1.45077 | 1.45123 | 0.00000 | ||
25 | 2010.01.14 00:20 | s/l | 8 | 0.10 | 1.45123 | 1.45123 | 0.00000 | -4.60 | 10012.20 |
26 | 2010.01.14 00:22 | sell | 9 | 0.10 | 1.45103 | 1.45149 | 0.00000 | ||
27 | 2010.01.14 00:33 | s/l | 9 | 0.10 | 1.45149 | 1.45149 | 0.00000 | -4.60 | 10007.60 |
28 | 2010.01.14 17:52 | sell | 10 | 0.10 | 1.44730 | 1.44776 | 0.00000 | ||
29 | 2010.01.14 17:59 | s/l | 10 | 0.10 | 1.44776 | 1.44776 | 0.00000 | -4.60 | 10003.00 |