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; map=25; mash=1; Vlim=50; 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 | 9077.00 | Gross profit | 9535.00 | Gross loss | -458.00 |
| Profit factor | 20.82 | Expected payoff | 504.28 | ||
| Absolute drawdown | 6498.00 | Maximal drawdown | 8827.00 (51.28%) | Relative drawdown | 70.05% (8190.00) |
| Total trades | 18 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 11 (90.91%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 1670.00 | loss trade | -458.00 | |
| Average | profit trade | 560.88 | loss trade | -458.00 | |
| Maximum | consecutive wins (profit in money) | 14 (7016.00) | consecutive losses (loss in money) | 1 (-458.00) | |
| Maximal | consecutive profit (count of wins) | 7016.00 (14) | consecutive loss (count of losses) | -458.00 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 02:00 | sell | 1 | 1.00 | 1.50893 | 1.51893 | 1.49893 | ||
| 2 | 2009.12.02 08:20 | sell | 2 | 10.00 | 1.50661 | 1.51661 | 1.49661 | ||
| 3 | 2009.12.02 17:15 | close | 2 | 10.00 | 1.50564 | 1.51661 | 1.49661 | 970.00 | 10970.00 |
| 4 | 2009.12.02 17:15 | close | 1 | 1.00 | 1.50564 | 1.51893 | 1.49893 | 329.00 | 11299.00 |
| 5 | 2009.12.09 07:00 | buy | 3 | 1.00 | 1.47324 | 1.46324 | 1.48324 | ||
| 6 | 2009.12.09 07:20 | sell | 4 | 10.00 | 1.47016 | 1.48016 | 1.46016 | ||
| 7 | 2009.12.09 18:20 | close | 4 | 10.00 | 1.46894 | 1.48016 | 1.46016 | 1220.00 | 12519.00 |
| 8 | 2009.12.09 18:20 | close | 3 | 1.00 | 1.46866 | 1.46324 | 1.48324 | -458.00 | 12061.00 |
| 9 | 2009.12.11 02:00 | buy | 5 | 1.00 | 1.47345 | 1.46345 | 1.48345 | ||
| 10 | 2009.12.11 09:50 | buy | 6 | 10.00 | 1.47534 | 1.46534 | 1.48534 | ||
| 11 | 2009.12.11 10:20 | close | 6 | 10.00 | 1.47585 | 1.46534 | 1.48534 | 510.00 | 12571.00 |
| 12 | 2009.12.11 10:20 | close | 5 | 1.00 | 1.47585 | 1.46345 | 1.48345 | 240.00 | 12811.00 |
| 13 | 2009.12.14 05:00 | buy | 7 | 1.00 | 1.46275 | 1.45275 | 1.47275 | ||
| 14 | 2009.12.14 05:15 | buy | 8 | 10.00 | 1.46527 | 1.45527 | 1.47527 | ||
| 15 | 2009.12.14 05:20 | close | 8 | 10.00 | 1.46618 | 1.45527 | 1.47527 | 910.00 | 13721.00 |
| 16 | 2009.12.14 05:20 | close | 7 | 1.00 | 1.46618 | 1.45275 | 1.47275 | 343.00 | 14064.00 |
| 17 | 2009.12.14 05:22 | buy | 9 | 1.00 | 1.46567 | 1.45567 | 1.47567 | ||
| 18 | 2009.12.14 05:50 | buy | 10 | 10.00 | 1.46796 | 1.45796 | 1.47796 | ||
| 19 | 2009.12.14 07:20 | close | 10 | 10.00 | 1.46835 | 1.45796 | 1.47796 | 390.00 | 14454.00 |
| 20 | 2009.12.14 07:20 | close | 9 | 1.00 | 1.46835 | 1.45567 | 1.47567 | 268.00 | 14722.00 |
| 21 | 2009.12.16 10:00 | buy | 11 | 1.00 | 1.45497 | 1.44497 | 1.46497 | ||
| 22 | 2009.12.16 11:20 | buy | 12 | 10.00 | 1.45710 | 1.44710 | 1.46710 | ||
| 23 | 2009.12.16 13:03 | close | 12 | 10.00 | 1.45754 | 1.44710 | 1.46710 | 440.00 | 15162.00 |
| 24 | 2009.12.16 13:03 | close | 11 | 1.00 | 1.45754 | 1.44497 | 1.46497 | 257.00 | 15419.00 |
| 25 | 2009.12.23 06:20 | buy | 13 | 1.00 | 1.42568 | 1.41568 | 1.43568 | ||
| 26 | 2009.12.23 13:45 | buy | 14 | 10.00 | 1.42786 | 1.41786 | 1.43786 | ||
| 27 | 2009.12.23 13:50 | close | 14 | 10.00 | 1.42833 | 1.41786 | 1.43786 | 470.00 | 15889.00 |
| 28 | 2009.12.23 13:50 | close | 13 | 1.00 | 1.42833 | 1.41568 | 1.43568 | 265.00 | 16154.00 |
| 29 | 2009.12.28 08:00 | sell | 15 | 1.00 | 1.43887 | 1.44887 | 1.42887 | ||
| 30 | 2009.12.29 01:20 | sell | 16 | 10.00 | 1.43684 | 1.44684 | 1.42684 | ||
| 31 | 2009.12.29 01:50 | close | 16 | 10.00 | 1.43620 | 1.44684 | 1.42684 | 640.00 | 16794.00 |
| 32 | 2009.12.29 01:50 | close | 15 | 1.00 | 1.43620 | 1.44887 | 1.42887 | 266.00 | 17060.00 |
| 33 | 2010.01.05 01:00 | sell | 17 | 1.00 | 1.44235 | 1.45235 | 1.43235 | ||
| 34 | 2010.01.05 03:16 | sell | 18 | 10.00 | 1.44055 | 1.45055 | 1.43055 | ||
| 35 | 2010.01.05 15:50 | close | 18 | 10.00 | 1.43888 | 1.45055 | 1.43055 | 1670.00 | 18730.00 |
| 36 | 2010.01.05 15:50 | close | 17 | 1.00 | 1.43888 | 1.45235 | 1.43235 | 347.00 | 19077.00 |