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=0.2; RiskManagement=true; RiskPercent=20; StopLose=0; TakeProfit=12; TrailingStop=0; WPRSell=10; WPRBuy=90; S=80; B=40; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3861.79 | Gross profit | 54.36 | Gross loss | -3916.15 |
| Profit factor | 0.01 | Expected payoff | -482.72 | ||
| Absolute drawdown | 4976.00 | Maximal drawdown | 5030.36 (50.03%) | Relative drawdown | 50.03% (5030.36) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 8.04 | loss trade | -3916.15 | |
| Average | profit trade | 7.77 | loss trade | -3916.15 | |
| Maximum | consecutive wins (profit in money) | 7 (54.36) | consecutive losses (loss in money) | 1 (-3916.15) | |
| Maximal | consecutive profit (count of wins) | 54.36 (7) | consecutive loss (count of losses) | -3916.15 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 21:00 | buy | 1 | 0.66 | 1.50384 | 0.00000 | 1.50396 | ||
| 2 | 2009.12.02 21:15 | t/p | 1 | 0.66 | 1.50396 | 0.00000 | 1.50396 | 7.92 | 10007.92 |
| 3 | 2009.12.02 21:15 | buy | 2 | 0.66 | 1.50436 | 0.00000 | 1.50448 | ||
| 4 | 2009.12.02 21:50 | t/p | 2 | 0.66 | 1.50448 | 0.00000 | 1.50448 | 7.92 | 10015.84 |
| 5 | 2009.12.02 21:50 | buy | 3 | 0.66 | 1.50496 | 0.00000 | 1.50508 | ||
| 6 | 2009.12.03 00:10 | t/p | 3 | 0.66 | 1.50508 | 0.00000 | 1.50508 | 6.93 | 10022.77 |
| 7 | 2009.12.03 23:00 | buy | 4 | 0.66 | 1.50538 | 0.00000 | 1.50550 | ||
| 8 | 2009.12.03 23:32 | t/p | 4 | 0.66 | 1.50550 | 0.00000 | 1.50550 | 7.92 | 10030.69 |
| 9 | 2009.12.03 23:32 | buy | 5 | 0.66 | 1.50627 | 0.00000 | 1.50639 | ||
| 10 | 2009.12.04 00:20 | t/p | 5 | 0.66 | 1.50639 | 0.00000 | 1.50639 | 7.59 | 10038.28 |
| 11 | 2009.12.04 15:00 | buy | 6 | 0.67 | 1.49454 | 0.00000 | 1.49466 | ||
| 12 | 2009.12.04 15:15 | t/p | 6 | 0.67 | 1.49466 | 0.00000 | 1.49466 | 8.04 | 10046.32 |
| 13 | 2009.12.04 15:15 | buy | 7 | 0.67 | 1.49524 | 0.00000 | 1.49536 | ||
| 14 | 2009.12.04 15:20 | t/p | 7 | 0.67 | 1.49536 | 0.00000 | 1.49536 | 8.04 | 10054.36 |
| 15 | 2009.12.04 15:20 | buy | 8 | 0.67 | 1.49667 | 0.00000 | 1.49679 | ||
| 16 | 2010.01.15 22:57 | close at stop | 8 | 0.67 | 1.43843 | 0.00000 | 1.49679 | -3916.15 | 6138.21 |