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=20; TakeProfitMode=false; TakeProfit=20; 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; TradingTimeframe=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -177.01 | Gross profit | 36.90 | Gross loss | -213.91 |
| Profit factor | 0.17 | Expected payoff | -22.13 | ||
| Absolute drawdown | 220.91 | Maximal drawdown | 260.82 (2.60%) | Relative drawdown | 2.60% (260.82) |
| Total trades | 8 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
| Largest | profit trade | 21.90 | loss trade | -101.27 | |
| Average | profit trade | 12.30 | loss trade | -42.78 | |
| Maximum | consecutive wins (profit in money) | 3 (36.90) | consecutive losses (loss in money) | 3 (-195.52) | |
| Maximal | consecutive profit (count of wins) | 36.90 (3) | consecutive loss (count of losses) | -195.52 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | 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 | 1.48849 | 0.00000 | 0.00000 | -14.50 | 9985.50 |
| 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 | 1.45408 | 0.00000 | 0.00000 | -3.89 | 9981.61 |
| 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 | 1.43368 | 0.00000 | 0.00000 | 6.40 | 9988.01 |
| 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 | 1.42822 | 0.00000 | 0.00000 | 8.60 | 9996.61 |
| 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 | 1.42486 | 0.00000 | 0.00000 | 21.90 | 10018.51 |
| 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 | 1.43573 | 0.00000 | 0.00000 | -101.27 | 9917.24 |
| 13 | 2009.12.28 17:00 | buy | 7 | 0.10 | 1.43899 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.29 07:00 | close | 7 | 0.10 | 1.43715 | 0.00000 | 0.00000 | -18.45 | 9898.79 |
| 15 | 2010.01.04 10:00 | sell | 8 | 0.10 | 1.43371 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.04 20:00 | close | 8 | 0.10 | 1.44129 | 0.00000 | 0.00000 | -75.80 | 9822.99 |