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 | GrafOpen=5; GrafOpenSize=100; GrafOpenEnable=1; GrafClose=6; GrafCloseSize=100; GrafCloseEnable=1; GrafMon1=6; GrafMon1Size=100; GrafMon1Enable=1; GrafMon2=7; GrafMon2Size=100; GrafMon2Enable=1; SLTimeFream=7; SL=0; TPTimeFream=7; TP=0; Lots=0.1; mn=1; MG=564651; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10.20 | Gross profit | 5.10 | Gross loss | -15.30 |
Profit factor | 0.33 | Expected payoff | -2.55 | ||
Absolute drawdown | 10.20 | Maximal drawdown | 13.50 (0.13%) | Relative drawdown | 0.13% (13.50) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (25.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 5.10 | loss trade | -5.10 | |
Average | profit trade | 5.10 | loss trade | -5.10 | |
Maximum | consecutive wins (profit in money) | 1 (5.10) | consecutive losses (loss in money) | 2 (-10.20) | |
Maximal | consecutive profit (count of wins) | 5.10 (1) | consecutive loss (count of losses) | -10.20 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 04:00 | buy | 1 | 0.10 | 1.50624 | 1.50573 | 1.50675 | ||
2 | 2009.12.04 04:20 | s/l | 1 | 0.10 | 1.50573 | 1.50573 | 1.50675 | -5.10 | 9994.90 |
3 | 2009.12.04 04:20 | buy | 2 | 0.10 | 1.50568 | 1.50517 | 1.50619 | ||
4 | 2009.12.04 04:50 | t/p | 2 | 0.10 | 1.50619 | 1.50517 | 1.50619 | 5.10 | 10000.00 |
5 | 2009.12.04 04:50 | buy | 3 | 0.10 | 1.50638 | 1.50587 | 1.50689 | ||
6 | 2009.12.04 04:59 | s/l | 3 | 0.10 | 1.50587 | 1.50587 | 1.50689 | -5.10 | 9994.90 |
7 | 2009.12.04 04:59 | buy | 4 | 0.10 | 1.50594 | 1.50543 | 1.50645 | ||
8 | 2009.12.04 05:20 | s/l | 4 | 0.10 | 1.50543 | 1.50543 | 1.50645 | -5.10 | 9989.80 |