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 | 5136.60 | Gross profit | 5136.60 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 428.05 | |||
| Absolute drawdown | 4844.40 | Maximal drawdown | 8657.00 (62.67%) | Relative drawdown | 62.67% (8657.00) |
| Total trades | 12 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1070.00 | loss trade | 0.00 | |
| Average | profit trade | 428.05 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 12 (5136.60) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 5136.60 (12) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 12 | consecutive losses | 0 | |
| # | 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 02:37 | sell | 2 | 10.00 | 1.50730 | 1.51730 | 1.49730 | ||
| 3 | 2009.12.02 08:20 | close | 2 | 10.00 | 1.50672 | 1.51730 | 1.49730 | 580.00 | 10580.00 |
| 4 | 2009.12.02 08:20 | close | 1 | 1.00 | 1.50672 | 1.51893 | 1.49893 | 221.00 | 10801.00 |
| 5 | 2009.12.11 02:05 | buy | 3 | 1.00 | 1.47305 | 1.46305 | 1.48305 | ||
| 6 | 2009.12.11 09:45 | buy | 4 | 10.00 | 1.47476 | 1.46476 | 1.48476 | ||
| 7 | 2009.12.11 10:15 | close | 4 | 10.00 | 1.47520 | 1.46476 | 1.48476 | 440.00 | 11241.00 |
| 8 | 2009.12.11 10:15 | close | 3 | 1.00 | 1.47520 | 1.46305 | 1.48305 | 215.00 | 11456.00 |
| 9 | 2009.12.14 05:07 | buy | 5 | 1.00 | 1.46194 | 1.45194 | 1.47194 | ||
| 10 | 2009.12.14 05:10 | buy | 6 | 10.00 | 1.46392 | 1.45392 | 1.47392 | ||
| 11 | 2009.12.14 05:15 | close | 6 | 10.00 | 1.46499 | 1.45392 | 1.47392 | 1070.00 | 12526.00 |
| 12 | 2009.12.14 05:15 | close | 5 | 1.00 | 1.46499 | 1.45194 | 1.47194 | 305.00 | 12831.00 |
| 13 | 2009.12.28 08:00 | sell | 7 | 1.00 | 1.43887 | 1.44887 | 1.42887 | ||
| 14 | 2009.12.28 23:50 | sell | 8 | 10.00 | 1.43719 | 1.44719 | 1.42719 | ||
| 15 | 2009.12.29 01:26 | close | 8 | 10.00 | 1.43660 | 1.44719 | 1.42719 | 586.00 | 13417.00 |
| 16 | 2009.12.29 01:26 | close | 7 | 1.00 | 1.43660 | 1.44887 | 1.42887 | 226.60 | 13643.60 |
| 17 | 2010.01.05 01:00 | sell | 9 | 1.00 | 1.44235 | 1.45235 | 1.43235 | ||
| 18 | 2010.01.05 03:16 | sell | 10 | 10.00 | 1.44055 | 1.45055 | 1.43055 | ||
| 19 | 2010.01.05 12:20 | close | 10 | 10.00 | 1.44003 | 1.45055 | 1.43055 | 520.00 | 14163.60 |
| 20 | 2010.01.05 12:20 | close | 9 | 1.00 | 1.44003 | 1.45235 | 1.43235 | 232.00 | 14395.60 |
| 21 | 2010.01.05 15:00 | sell | 11 | 1.00 | 1.44256 | 1.45256 | 1.43256 | ||
| 22 | 2010.01.05 15:20 | sell | 12 | 10.00 | 1.44054 | 1.45054 | 1.43054 | ||
| 23 | 2010.01.05 15:45 | close | 12 | 10.00 | 1.44005 | 1.45054 | 1.43054 | 490.00 | 14885.60 |
| 24 | 2010.01.05 15:45 | close | 11 | 1.00 | 1.44005 | 1.45256 | 1.43256 | 251.00 | 15136.60 |