Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
| Mismatched charts errors | 378 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5.16 | Gross profit | 44.99 | Gross loss | -50.15 |
| Profit factor | 0.90 | Expected payoff | -0.40 | ||
| Absolute drawdown | 40.23 | Maximal drawdown | 42.18 (0.42%) | Relative drawdown | 0.42% (42.18) |
| Total trades | 13 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 3 (23.08%) | Loss trades (% of total) | 10 (76.92%) | ||
| Largest | profit trade | 15.00 | loss trade | -7.75 | |
| Average | profit trade | 15.00 | loss trade | -5.02 | |
| Maximum | consecutive wins (profit in money) | 2 (30.00) | consecutive losses (loss in money) | 6 (-25.64) | |
| Maximal | consecutive profit (count of wins) | 30.00 (2) | consecutive loss (count of losses) | -25.64 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 18:00 | buy | 1 | 0.01 | 1.48284 | 1.46784 | 1.49784 | ||
| 2 | 2009.11.02 21:00 | sell | 2 | 0.01 | 1.47509 | 1.49009 | 1.46009 | ||
| 3 | 2009.11.02 21:00 | close | 1 | 0.01 | 1.47509 | 1.46784 | 1.49784 | -7.75 | 9992.25 |
| 4 | 2009.11.03 03:00 | close | 2 | 0.01 | 1.48002 | 1.49009 | 1.46009 | -4.93 | 9987.32 |
| 5 | 2009.11.03 08:00 | buy | 3 | 0.01 | 1.47880 | 1.46380 | 1.49380 | ||
| 6 | 2009.11.03 10:00 | close | 3 | 0.01 | 1.47382 | 1.46380 | 1.49380 | -4.98 | 9982.34 |
| 7 | 2009.11.03 11:00 | sell | 4 | 0.01 | 1.46860 | 1.48360 | 1.45360 | ||
| 8 | 2009.11.04 11:00 | close | 4 | 0.01 | 1.47545 | 1.48360 | 1.45360 | -6.85 | 9975.49 |
| 9 | 2009.11.04 13:00 | buy | 5 | 0.01 | 1.47651 | 1.46151 | 1.49151 | ||
| 10 | 2009.11.05 14:45 | t/p | 5 | 0.01 | 1.49151 | 1.46151 | 1.49151 | 15.00 | 9990.48 |
| 11 | 2009.11.12 11:00 | sell | 6 | 0.01 | 1.49373 | 1.50873 | 1.47873 | ||
| 12 | 2009.11.16 02:00 | buy | 7 | 0.01 | 1.49546 | 1.48046 | 1.51046 | ||
| 13 | 2009.11.16 02:00 | close | 6 | 0.01 | 1.49546 | 1.50873 | 1.47873 | -1.73 | 9988.75 |
| 14 | 2009.11.17 12:00 | sell | 8 | 0.01 | 1.49047 | 1.50547 | 1.47547 | ||
| 15 | 2009.11.17 12:00 | close | 7 | 0.01 | 1.49047 | 1.48046 | 1.51046 | -4.99 | 9983.76 |
| 16 | 2009.11.18 12:00 | buy | 9 | 0.01 | 1.49476 | 1.47976 | 1.50976 | ||
| 17 | 2009.11.18 12:00 | close | 8 | 0.01 | 1.49476 | 1.50547 | 1.47547 | -4.29 | 9979.47 |
| 18 | 2009.11.19 08:00 | close | 9 | 0.01 | 1.49110 | 1.47976 | 1.50976 | -3.66 | 9975.81 |
| 19 | 2009.11.19 09:00 | sell | 10 | 0.01 | 1.48791 | 1.50291 | 1.47291 | ||
| 20 | 2009.11.20 07:00 | close | 10 | 0.01 | 1.49221 | 1.50291 | 1.47291 | -4.30 | 9971.51 |
| 21 | 2009.11.20 11:00 | sell | 11 | 0.01 | 1.48720 | 1.50220 | 1.47220 | ||
| 22 | 2009.11.23 05:00 | buy | 12 | 0.01 | 1.49386 | 1.47886 | 1.50886 | ||
| 23 | 2009.11.23 05:00 | close | 11 | 0.01 | 1.49386 | 1.50220 | 1.47220 | -6.66 | 9964.85 |
| 24 | 2009.11.25 12:42 | t/p | 12 | 0.01 | 1.50886 | 1.47886 | 1.50886 | 15.00 | 9979.84 |
| 25 | 2009.11.26 18:00 | sell | 13 | 0.01 | 1.49866 | 1.51366 | 1.48366 | ||
| 26 | 2009.11.27 08:39 | t/p | 13 | 0.01 | 1.48366 | 1.51366 | 1.48366 | 15.00 | 9994.84 |