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 | x="Настройки BB:"; BB1=20; BB2=20; BB3=20; x1="Настройки RSI:"; RSI=14; predel=6; otstup=10; Lots=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -59.00 | Gross profit | 1048.50 | Gross loss | -1107.50 |
Profit factor | 0.95 | Expected payoff | -4.21 | ||
Absolute drawdown | 791.30 | Maximal drawdown | 1430.00 (13.44%) | Relative drawdown | 13.44% (1430.00) |
Total trades | 14 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 311.00 | loss trade | -473.00 | |
Average | profit trade | 116.50 | loss trade | -221.50 | |
Maximum | consecutive wins (profit in money) | 5 (729.90) | consecutive losses (loss in money) | 2 (-808.10) | |
Maximal | consecutive profit (count of wins) | 729.90 (5) | consecutive loss (count of losses) | -808.10 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 22:00 | buy | 1 | 1.00 | 1.48457 | 1.48203 | 0.00000 | ||
2 | 2009.12.07 01:00 | modify | 1 | 1.00 | 1.48457 | 1.48457 | 0.00000 | ||
3 | 2009.12.07 01:00 | close | 1 | 0.50 | 1.48704 | 1.48457 | 0.00000 | 123.30 | 10123.30 |
4 | 2009.12.07 01:00 | buy | 2 | 0.50 | 1.48457 | 1.48457 | 0.00000 | ||
5 | 2009.12.07 09:20 | s/l | 2 | 0.50 | 1.48457 | 1.48457 | 0.00000 | -0.20 | 10123.10 |
6 | 2009.12.11 19:00 | buy | 3 | 1.00 | 1.46252 | 1.45846 | 0.00000 | ||
7 | 2009.12.14 06:00 | modify | 3 | 1.00 | 1.46252 | 1.46252 | 0.00000 | ||
8 | 2009.12.14 06:00 | close | 3 | 0.50 | 1.46587 | 1.46252 | 0.00000 | 167.30 | 10290.40 |
9 | 2009.12.14 06:00 | buy | 4 | 0.50 | 1.46252 | 1.46252 | 0.00000 | ||
10 | 2009.12.14 11:50 | s/l | 4 | 0.50 | 1.46252 | 1.46252 | 0.00000 | -0.20 | 10290.20 |
11 | 2009.12.15 15:00 | buy | 5 | 1.00 | 1.45402 | 1.45210 | 0.00000 | ||
12 | 2009.12.15 16:00 | modify | 5 | 1.00 | 1.45402 | 1.45402 | 0.00000 | ||
13 | 2009.12.15 16:00 | close | 5 | 0.50 | 1.45458 | 1.45402 | 0.00000 | 28.00 | 10318.20 |
14 | 2009.12.15 16:00 | buy | 6 | 0.50 | 1.45402 | 1.45402 | 0.00000 | ||
15 | 2009.12.15 17:15 | s/l | 6 | 0.50 | 1.45402 | 1.45402 | 0.00000 | 0.00 | 10318.20 |
16 | 2009.12.17 08:00 | buy | 7 | 1.00 | 1.44144 | 1.43671 | 0.00000 | ||
17 | 2009.12.17 10:50 | s/l | 7 | 1.00 | 1.43671 | 1.43671 | 0.00000 | -473.00 | 9845.20 |
18 | 2009.12.23 21:00 | sell | 8 | 1.00 | 1.43338 | 1.43668 | 0.00000 | ||
19 | 2009.12.24 08:16 | s/l | 8 | 1.00 | 1.43668 | 1.43668 | 0.00000 | -335.10 | 9510.10 |
20 | 2009.12.24 15:00 | sell | 9 | 1.00 | 1.43839 | 1.44184 | 0.00000 | ||
21 | 2009.12.29 02:00 | close | 9 | 1.00 | 1.43625 | 1.44184 | 0.00000 | 208.90 | 9719.00 |
22 | 2009.12.31 09:00 | sell | 10 | 1.00 | 1.44096 | 1.44406 | 0.00000 | ||
23 | 2009.12.31 15:00 | modify | 10 | 1.00 | 1.44096 | 1.44096 | 0.00000 | ||
24 | 2009.12.31 15:00 | close | 10 | 0.50 | 1.43998 | 1.44096 | 0.00000 | 49.00 | 9768.00 |
25 | 2009.12.31 15:00 | sell | 11 | 0.50 | 1.44096 | 1.44096 | 0.00000 | ||
26 | 2009.12.31 17:00 | close | 11 | 0.50 | 1.43474 | 1.44096 | 0.00000 | 311.00 | 10079.00 |
27 | 2010.01.05 09:00 | sell | 12 | 1.00 | 1.44517 | 1.44842 | 0.00000 | ||
28 | 2010.01.05 10:00 | modify | 12 | 1.00 | 1.44517 | 1.44517 | 0.00000 | ||
29 | 2010.01.05 10:00 | close | 12 | 0.50 | 1.44195 | 1.44517 | 0.00000 | 161.00 | 10240.00 |
30 | 2010.01.05 10:00 | sell | 13 | 0.50 | 1.44517 | 1.44517 | 0.00000 | ||
31 | 2010.01.05 13:50 | s/l | 13 | 0.50 | 1.44517 | 1.44517 | 0.00000 | 0.00 | 10240.00 |
32 | 2010.01.15 07:00 | buy | 14 | 1.00 | 1.44348 | 1.44049 | 0.00000 | ||
33 | 2010.01.15 09:10 | s/l | 14 | 1.00 | 1.44049 | 1.44049 | 0.00000 | -299.00 | 9941.00 |