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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 845.00 | Gross profit | 1290.00 | Gross loss | -445.00 |
Profit factor | 2.90 | Expected payoff | 422.50 | ||
Absolute drawdown | 595.00 | Maximal drawdown | 631.00 (6.29%) | Relative drawdown | 6.29% (631.00) |
Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 1290.00 | loss trade | -445.00 | |
Average | profit trade | 1290.00 | loss trade | -445.00 | |
Maximum | consecutive wins (profit in money) | 1 (1290.00) | consecutive losses (loss in money) | 1 (-445.00) | |
Maximal | consecutive profit (count of wins) | 1290.00 (1) | consecutive loss (count of losses) | -445.00 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.12 15:00 | sell | 1 | 1.00 | 1.44703 | 1.45703 | 1.43703 | ||
2 | 2010.01.12 15:40 | buy | 2 | 10.00 | 1.45011 | 1.44011 | 1.46011 | ||
3 | 2010.01.12 15:50 | close | 2 | 10.00 | 1.45140 | 1.44011 | 1.46011 | 1290.00 | 11290.00 |
4 | 2010.01.12 15:50 | close | 1 | 1.00 | 1.45148 | 1.45703 | 1.43703 | -445.00 | 10845.00 |