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=70; TakeProfitMode=false; TakeProfit=150; 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; ShortStochSellExit=10; ShortStochBuyExit=90; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 148.30 | Gross profit | 231.50 | Gross loss | -83.20 |
| Profit factor | 2.78 | Expected payoff | 49.43 | ||
| Absolute drawdown | 53.20 | Maximal drawdown | 133.00 (1.29%) | Relative drawdown | 1.29% (133.00) |
| Total trades | 3 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 186.00 | loss trade | -83.20 | |
| Average | profit trade | 115.75 | loss trade | -83.20 | |
| Maximum | consecutive wins (profit in money) | 2 (231.50) | consecutive losses (loss in money) | 1 (-83.20) | |
| Maximal | consecutive profit (count of wins) | 231.50 (2) | consecutive loss (count of losses) | -83.20 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.15 23:00 | sell | 1 | 0.10 | 1.45370 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.21 06:00 | close | 1 | 0.10 | 1.43504 | 0.00000 | 0.00000 | 186.00 | 10186.00 |
| 3 | 2009.12.22 04:00 | sell | 2 | 0.10 | 1.42937 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.22 23:00 | close | 2 | 0.10 | 1.42482 | 0.00000 | 0.00000 | 45.50 | 10231.50 |
| 5 | 2009.12.23 02:00 | sell | 3 | 0.10 | 1.42563 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.23 18:00 | close | 3 | 0.10 | 1.43395 | 0.00000 | 0.00000 | -83.20 | 10148.30 |