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 | cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 193.50 | Gross profit | 1058.10 | Gross loss | -864.60 |
Profit factor | 1.22 | Expected payoff | 7.17 | ||
Absolute drawdown | 785.38 | Maximal drawdown | 1360.44 (12.86%) | Relative drawdown | 12.86% (1360.44) |
Total trades | 27 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 11 (36.36%) |
Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
Largest | profit trade | 141.14 | loss trade | -284.78 | |
Average | profit trade | 62.24 | loss trade | -86.46 | |
Maximum | consecutive wins (profit in money) | 4 (169.98) | consecutive losses (loss in money) | 3 (-410.34) | |
Maximal | consecutive profit (count of wins) | 289.28 (3) | consecutive loss (count of losses) | -410.34 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 12:00 | sell | 1 | 0.10 | 1.50749 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 20:00 | buy | 2 | 0.10 | 1.50488 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 20:00 | close | 1 | 0.10 | 1.50488 | 0.00000 | 0.00000 | 26.06 | 10026.06 |
4 | 2009.12.04 18:00 | buy | 3 | 0.10 | 1.48845 | 0.00000 | 0.00000 | ||
5 | 2009.12.08 16:00 | buy | 4 | 0.10 | 1.47689 | 0.00000 | 0.00000 | ||
6 | 2009.12.11 13:00 | sell | 5 | 0.10 | 1.47638 | 0.00000 | 0.00000 | ||
7 | 2009.12.11 13:00 | close | 2 | 0.10 | 1.47638 | 0.00000 | 0.00000 | -284.78 | 9741.28 |
8 | 2009.12.11 13:00 | close | 4 | 0.10 | 1.47638 | 0.00000 | 0.00000 | -5.00 | 9736.28 |
9 | 2009.12.11 13:00 | close | 3 | 0.10 | 1.47638 | 0.00000 | 0.00000 | -120.56 | 9615.72 |
10 | 2009.12.11 19:00 | buy | 6 | 0.10 | 1.46263 | 0.00000 | 0.00000 | ||
11 | 2009.12.11 19:00 | close | 5 | 0.10 | 1.46263 | 0.00000 | 0.00000 | 137.50 | 9753.22 |
12 | 2009.12.14 08:00 | sell | 7 | 0.10 | 1.46638 | 0.00000 | 0.00000 | ||
13 | 2009.12.14 08:00 | close | 6 | 0.10 | 1.46638 | 0.00000 | 0.00000 | 37.52 | 9790.74 |
14 | 2009.12.15 12:00 | buy | 8 | 0.10 | 1.45495 | 0.00000 | 0.00000 | ||
15 | 2009.12.15 12:00 | close | 7 | 0.10 | 1.45495 | 0.00000 | 0.00000 | 114.26 | 9905.00 |
16 | 2009.12.17 06:00 | buy | 9 | 0.10 | 1.43910 | 0.00000 | 0.00000 | ||
17 | 2009.12.18 05:00 | sell | 10 | 0.10 | 1.43905 | 0.00000 | 0.00000 | ||
18 | 2009.12.18 05:00 | close | 8 | 0.10 | 1.43905 | 0.00000 | 0.00000 | -158.90 | 9746.10 |
19 | 2009.12.18 05:00 | close | 9 | 0.10 | 1.43905 | 0.00000 | 0.00000 | -0.48 | 9745.62 |
20 | 2009.12.22 11:00 | sell | 11 | 0.10 | 1.43151 | 0.00000 | 0.00000 | ||
21 | 2009.12.22 19:00 | buy | 12 | 0.10 | 1.42767 | 0.00000 | 0.00000 | ||
22 | 2009.12.22 19:00 | close | 10 | 0.10 | 1.42767 | 0.00000 | 0.00000 | 113.72 | 9859.34 |
23 | 2009.12.22 19:00 | close | 11 | 0.10 | 1.42767 | 0.00000 | 0.00000 | 38.40 | 9897.74 |
24 | 2009.12.23 16:00 | sell | 13 | 0.10 | 1.42795 | 0.00000 | 0.00000 | ||
25 | 2009.12.23 16:00 | close | 12 | 0.10 | 1.42795 | 0.00000 | 0.00000 | 2.82 | 9900.56 |
26 | 2009.12.23 19:00 | sell | 14 | 0.10 | 1.43499 | 0.00000 | 0.00000 | ||
27 | 2009.12.24 10:00 | sell | 15 | 0.10 | 1.43575 | 0.00000 | 0.00000 | ||
28 | 2009.12.24 13:00 | sell | 16 | 0.10 | 1.44037 | 0.00000 | 0.00000 | ||
29 | 2009.12.29 11:00 | sell | 17 | 0.10 | 1.44273 | 0.00000 | 0.00000 | ||
30 | 2009.12.31 09:00 | sell | 18 | 0.10 | 1.44096 | 0.00000 | 0.00000 | ||
31 | 2010.01.05 09:00 | sell | 19 | 0.10 | 1.44517 | 0.00000 | 0.00000 | ||
32 | 2010.01.06 10:00 | buy | 20 | 0.10 | 1.43536 | 0.00000 | 0.00000 | ||
33 | 2010.01.06 10:00 | close | 13 | 0.10 | 1.43536 | 0.00000 | 0.00000 | -74.66 | 9825.90 |
34 | 2010.01.06 10:00 | close | 15 | 0.10 | 1.43536 | 0.00000 | 0.00000 | 3.46 | 9829.36 |
35 | 2010.01.06 10:00 | close | 17 | 0.10 | 1.43536 | 0.00000 | 0.00000 | 73.38 | 9902.74 |
36 | 2010.01.06 10:00 | close | 19 | 0.10 | 1.43536 | 0.00000 | 0.00000 | 98.06 | 10000.80 |
37 | 2010.01.06 10:00 | close | 14 | 0.10 | 1.43536 | 0.00000 | 0.00000 | -4.26 | 9996.54 |
38 | 2010.01.06 10:00 | close | 18 | 0.10 | 1.43536 | 0.00000 | 0.00000 | 55.84 | 10052.38 |
39 | 2010.01.06 10:00 | close | 16 | 0.10 | 1.43536 | 0.00000 | 0.00000 | 49.66 | 10102.04 |
40 | 2010.01.06 19:00 | sell | 21 | 0.10 | 1.44036 | 0.00000 | 0.00000 | ||
41 | 2010.01.06 19:00 | close | 20 | 0.10 | 1.44036 | 0.00000 | 0.00000 | 50.00 | 10152.04 |
42 | 2010.01.07 09:00 | buy | 22 | 0.10 | 1.43890 | 0.00000 | 0.00000 | ||
43 | 2010.01.07 09:00 | close | 21 | 0.10 | 1.43890 | 0.00000 | 0.00000 | 14.48 | 10166.52 |
44 | 2010.01.08 08:00 | buy | 23 | 0.10 | 1.43131 | 0.00000 | 0.00000 | ||
45 | 2010.01.08 17:00 | sell | 24 | 0.10 | 1.43248 | 0.00000 | 0.00000 | ||
46 | 2010.01.08 17:00 | close | 22 | 0.10 | 1.43248 | 0.00000 | 0.00000 | -64.18 | 10102.34 |
47 | 2010.01.08 17:00 | close | 23 | 0.10 | 1.43248 | 0.00000 | 0.00000 | 11.70 | 10114.04 |
48 | 2010.01.12 18:00 | sell | 25 | 0.10 | 1.45206 | 0.00000 | 0.00000 | ||
49 | 2010.01.13 15:00 | sell | 26 | 0.10 | 1.45716 | 0.00000 | 0.00000 | ||
50 | 2010.01.15 05:00 | buy | 27 | 0.10 | 1.44303 | 0.00000 | 0.00000 | ||
51 | 2010.01.15 05:00 | close | 24 | 0.10 | 1.44303 | 0.00000 | 0.00000 | -105.78 | 10008.26 |
52 | 2010.01.15 05:00 | close | 26 | 0.10 | 1.44303 | 0.00000 | 0.00000 | 141.14 | 10149.40 |
53 | 2010.01.15 05:00 | close | 25 | 0.10 | 1.44303 | 0.00000 | 0.00000 | 90.10 | 10239.50 |
54 | 2010.01.15 22:57 | close at stop | 27 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -46.00 | 10193.50 |