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 | GMMA0="Настройка GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Настройка EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="На каком баре работаем:"; TradeShift=1; SL="Настройки СтопЛосса:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Настройки Выхода:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -85.20 | Gross profit | 65.60 | Gross loss | -150.80 |
| Profit factor | 0.44 | Expected payoff | -7.10 | ||
| Absolute drawdown | 85.20 | Maximal drawdown | 140.90 (1.40%) | Relative drawdown | 1.40% (140.90) |
| Total trades | 12 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
| Largest | profit trade | 25.75 | loss trade | -32.00 | |
| Average | profit trade | 10.93 | loss trade | -25.13 | |
| Maximum | consecutive wins (profit in money) | 4 (52.70) | consecutive losses (loss in money) | 5 (-131.00) | |
| Maximal | consecutive profit (count of wins) | 52.70 (4) | consecutive loss (count of losses) | -131.00 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 03:00 | buy | 1 | 0.10 | 1.50811 | 1.50740 | 0.00000 | ||
| 2 | 2009.12.03 03:50 | close | 1 | 0.05 | 1.50940 | 1.50740 | 0.00000 | 6.45 | 10006.45 |
| 3 | 2009.12.03 03:50 | buy | 2 | 0.05 | 1.50811 | 1.50740 | 0.00000 | ||
| 4 | 2009.12.03 03:50 | close | 2 | 0.05 | 1.50940 | 1.50740 | 0.00000 | 6.45 | 10012.90 |
| 5 | 2009.12.10 18:00 | sell | 3 | 0.10 | 1.47142 | 1.47340 | 0.00000 | ||
| 6 | 2009.12.10 20:20 | s/l | 3 | 0.10 | 1.47340 | 1.47340 | 0.00000 | -19.80 | 9993.10 |
| 7 | 2009.12.11 16:00 | sell | 4 | 0.10 | 1.46533 | 1.47180 | 0.00000 | ||
| 8 | 2009.12.11 16:05 | close | 4 | 0.05 | 1.46521 | 1.47180 | 0.00000 | 0.60 | 9993.70 |
| 9 | 2009.12.11 16:05 | sell | 5 | 0.05 | 1.46533 | 1.47180 | 0.00000 | ||
| 10 | 2009.12.11 16:05 | close | 5 | 0.05 | 1.46521 | 1.47180 | 0.00000 | 0.60 | 9994.30 |
| 11 | 2009.12.16 19:00 | sell | 6 | 0.10 | 1.45366 | 1.45810 | 0.00000 | ||
| 12 | 2009.12.17 02:40 | close | 6 | 0.05 | 1.44848 | 1.45810 | 0.00000 | 25.75 | 10020.05 |
| 13 | 2009.12.17 02:40 | sell | 7 | 0.05 | 1.45366 | 1.45810 | 0.00000 | ||
| 14 | 2009.12.17 02:40 | close | 7 | 0.05 | 1.44848 | 1.45810 | 0.00000 | 25.75 | 10045.80 |
| 15 | 2009.12.22 13:00 | sell | 8 | 0.10 | 1.42810 | 1.43130 | 0.00000 | ||
| 16 | 2009.12.22 14:50 | s/l | 8 | 0.10 | 1.43130 | 1.43130 | 0.00000 | -32.00 | 10013.80 |
| 17 | 2009.12.29 02:00 | sell | 9 | 0.10 | 1.43616 | 1.43780 | 0.00000 | ||
| 18 | 2009.12.29 07:20 | s/l | 9 | 0.10 | 1.43780 | 1.43780 | 0.00000 | -16.40 | 9997.40 |
| 19 | 2010.01.12 09:00 | buy | 10 | 0.10 | 1.45083 | 1.44840 | 0.00000 | ||
| 20 | 2010.01.12 09:50 | s/l | 10 | 0.10 | 1.44840 | 1.44840 | 0.00000 | -24.30 | 9973.10 |
| 21 | 2010.01.13 08:00 | buy | 11 | 0.10 | 1.45052 | 1.44770 | 0.00000 | ||
| 22 | 2010.01.13 09:02 | s/l | 11 | 0.10 | 1.44770 | 1.44770 | 0.00000 | -28.20 | 9944.90 |
| 23 | 2010.01.14 01:00 | buy | 12 | 0.10 | 1.45251 | 1.44950 | 0.00000 | ||
| 24 | 2010.01.14 12:20 | s/l | 12 | 0.10 | 1.44950 | 1.44950 | 0.00000 | -30.10 | 9914.80 |