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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; UseProfitLockStop=true; ProfitLockTriggerLevel=20; ProfitLockStopLevel=3; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -155.50 | Gross profit | 38.40 | Gross loss | -193.90 |
| Profit factor | 0.20 | Expected payoff | -19.44 | ||
| Absolute drawdown | 199.40 | Maximal drawdown | 241.70 (2.41%) | Relative drawdown | 2.41% (241.70) |
| Total trades | 8 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 22.30 | loss trade | -100.90 | |
| Average | profit trade | 9.60 | loss trade | -48.48 | |
| Maximum | consecutive wins (profit in money) | 3 (38.10) | consecutive losses (loss in money) | 2 (-17.60) | |
| Maximal | consecutive profit (count of wins) | 38.10 (3) | consecutive loss (count of losses) | -100.90 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 01:00 | sell | 1 | 0.10 | 1.48704 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.07 07:00 | close | 1 | 0.10 | 1.48845 | 0.00000 | 0.00000 | -14.10 | 9985.90 |
| 3 | 2009.12.15 23:00 | sell | 2 | 0.10 | 1.45370 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.16 20:00 | close | 2 | 0.10 | 1.45404 | 0.00000 | 0.00000 | -3.50 | 9982.40 |
| 5 | 2009.12.18 02:00 | sell | 3 | 0.10 | 1.43432 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.18 14:00 | close | 3 | 0.10 | 1.43364 | 0.00000 | 0.00000 | 6.80 | 9989.20 |
| 7 | 2009.12.22 02:00 | sell | 4 | 0.10 | 1.42908 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.22 13:00 | close | 4 | 0.10 | 1.42818 | 0.00000 | 0.00000 | 9.00 | 9998.20 |
| 9 | 2009.12.22 20:00 | sell | 5 | 0.10 | 1.42705 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.22 23:00 | close | 5 | 0.10 | 1.42482 | 0.00000 | 0.00000 | 22.30 | 10020.50 |
| 11 | 2009.12.23 02:00 | sell | 6 | 0.10 | 1.42563 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.24 17:00 | close | 6 | 0.10 | 1.43569 | 0.00000 | 0.00000 | -100.90 | 9919.60 |
| 13 | 2009.12.28 17:00 | buy | 7 | 0.10 | 1.43895 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.28 17:20 | modify | 7 | 0.10 | 1.43895 | 1.43898 | 0.00000 | ||
| 15 | 2009.12.28 17:50 | s/l | 7 | 0.10 | 1.43898 | 1.43898 | 0.00000 | 0.30 | 9919.90 |
| 16 | 2010.01.04 10:00 | sell | 8 | 0.10 | 1.43371 | 0.00000 | 0.00000 | ||
| 17 | 2010.01.04 20:00 | close | 8 | 0.10 | 1.44125 | 0.00000 | 0.00000 | -75.40 | 9844.50 |