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; map2=5; mash2=1; 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 | 9537.60 | Gross profit | 10513.60 | Gross loss | -976.00 |
| Profit factor | 10.77 | Expected payoff | 476.88 | ||
| Absolute drawdown | 8167.00 | Maximal drawdown | 8627.00 (47.53%) | Relative drawdown | 81.71% (8190.00) |
| Total trades | 20 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 1910.00 | loss trade | -505.00 | |
| Average | profit trade | 584.09 | loss trade | -488.00 | |
| Maximum | consecutive wins (profit in money) | 10 (4339.60) | consecutive losses (loss in money) | 1 (-505.00) | |
| Maximal | consecutive profit (count of wins) | 5014.00 (7) | consecutive loss (count of losses) | -505.00 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.09 07:00 | buy | 1 | 1.00 | 1.47304 | 1.46304 | 1.48304 | ||
| 2 | 2009.12.09 07:50 | sell | 2 | 10.00 | 1.46957 | 1.47957 | 1.45957 | ||
| 3 | 2009.12.09 19:15 | close | 2 | 10.00 | 1.46841 | 1.47957 | 1.45957 | 1160.00 | 11160.00 |
| 4 | 2009.12.09 19:15 | close | 1 | 1.00 | 1.46833 | 1.46304 | 1.48304 | -471.00 | 10689.00 |
| 5 | 2009.12.11 02:00 | buy | 3 | 1.00 | 1.47325 | 1.46325 | 1.48325 | ||
| 6 | 2009.12.11 09:50 | buy | 4 | 10.00 | 1.47514 | 1.46514 | 1.48514 | ||
| 7 | 2009.12.11 10:20 | close | 4 | 10.00 | 1.47585 | 1.46514 | 1.48514 | 710.00 | 11399.00 |
| 8 | 2009.12.11 10:20 | close | 3 | 1.00 | 1.47585 | 1.46325 | 1.48325 | 260.00 | 11659.00 |
| 9 | 2009.12.14 05:00 | buy | 5 | 1.00 | 1.46255 | 1.45255 | 1.47255 | ||
| 10 | 2009.12.14 05:15 | buy | 6 | 10.00 | 1.46507 | 1.45507 | 1.47507 | ||
| 11 | 2009.12.14 05:20 | close | 6 | 10.00 | 1.46618 | 1.45507 | 1.47507 | 1110.00 | 12769.00 |
| 12 | 2009.12.14 05:20 | close | 5 | 1.00 | 1.46618 | 1.45255 | 1.47255 | 363.00 | 13132.00 |
| 13 | 2009.12.14 05:22 | buy | 7 | 1.00 | 1.46547 | 1.45547 | 1.47547 | ||
| 14 | 2009.12.14 05:45 | buy | 8 | 10.00 | 1.46724 | 1.45724 | 1.47724 | ||
| 15 | 2009.12.14 05:50 | close | 8 | 10.00 | 1.46768 | 1.45724 | 1.47724 | 440.00 | 13572.00 |
| 16 | 2009.12.14 05:50 | close | 7 | 1.00 | 1.46768 | 1.45547 | 1.47547 | 221.00 | 13793.00 |
| 17 | 2009.12.14 05:52 | buy | 9 | 1.00 | 1.46741 | 1.45741 | 1.47741 | ||
| 18 | 2009.12.14 11:40 | sell | 10 | 10.00 | 1.46435 | 1.47435 | 1.45435 | ||
| 19 | 2009.12.14 11:50 | close | 10 | 10.00 | 1.46244 | 1.47435 | 1.45435 | 1910.00 | 15703.00 |
| 20 | 2009.12.14 11:50 | close | 9 | 1.00 | 1.46236 | 1.45741 | 1.47741 | -505.00 | 15198.00 |
| 21 | 2009.12.16 10:00 | buy | 11 | 1.00 | 1.45477 | 1.44477 | 1.46477 | ||
| 22 | 2009.12.16 11:15 | buy | 12 | 10.00 | 1.45643 | 1.44643 | 1.46643 | ||
| 23 | 2009.12.16 12:20 | close | 12 | 10.00 | 1.45717 | 1.44643 | 1.46643 | 740.00 | 15938.00 |
| 24 | 2009.12.16 12:20 | close | 11 | 1.00 | 1.45717 | 1.44477 | 1.46477 | 240.00 | 16178.00 |
| 25 | 2009.12.23 06:20 | buy | 13 | 1.00 | 1.42548 | 1.41548 | 1.43548 | ||
| 26 | 2009.12.23 13:45 | buy | 14 | 10.00 | 1.42766 | 1.41766 | 1.43766 | ||
| 27 | 2009.12.23 13:50 | close | 14 | 10.00 | 1.42833 | 1.41766 | 1.43766 | 670.00 | 16848.00 |
| 28 | 2009.12.23 13:50 | close | 13 | 1.00 | 1.42833 | 1.41548 | 1.43548 | 285.00 | 17133.00 |
| 29 | 2009.12.28 08:00 | sell | 15 | 1.00 | 1.43887 | 1.44887 | 1.42887 | ||
| 30 | 2009.12.28 23:50 | sell | 16 | 10.00 | 1.43719 | 1.44719 | 1.42719 | ||
| 31 | 2009.12.29 01:26 | close | 16 | 10.00 | 1.43657 | 1.44719 | 1.42719 | 616.00 | 17749.00 |
| 32 | 2009.12.29 01:26 | close | 15 | 1.00 | 1.43657 | 1.44887 | 1.42887 | 229.60 | 17978.60 |
| 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 12:20 | close | 18 | 10.00 | 1.44000 | 1.45055 | 1.43055 | 550.00 | 18528.60 |
| 36 | 2010.01.05 12:20 | close | 17 | 1.00 | 1.44000 | 1.45235 | 1.43235 | 235.00 | 18763.60 |
| 37 | 2010.01.05 15:00 | sell | 19 | 1.00 | 1.44256 | 1.45256 | 1.43256 | ||
| 38 | 2010.01.05 15:20 | sell | 20 | 10.00 | 1.44054 | 1.45054 | 1.43054 | ||
| 39 | 2010.01.05 15:45 | close | 20 | 10.00 | 1.44002 | 1.45054 | 1.43054 | 520.00 | 19283.60 |
| 40 | 2010.01.05 15:45 | close | 19 | 1.00 | 1.44002 | 1.45256 | 1.43256 | 254.00 | 19537.60 |