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; RiskFactor=10; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=70; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=10; 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; EMAPeriod=40; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -42.19 | Gross profit | 17.90 | Gross loss | -60.09 |
| Profit factor | 0.30 | Expected payoff | -10.55 | ||
| Absolute drawdown | 73.29 | Maximal drawdown | 88.90 (0.89%) | Relative drawdown | 0.89% (88.90) |
| Total trades | 4 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 17.90 | loss trade | -25.40 | |
| Average | profit trade | 17.90 | loss trade | -20.03 | |
| Maximum | consecutive wins (profit in money) | 1 (17.90) | consecutive losses (loss in money) | 2 (-34.69) | |
| Maximal | consecutive profit (count of wins) | 17.90 (1) | consecutive loss (count of losses) | -34.69 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | 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 | 2009.12.16 08:00 | close | 1 | 0.10 | 1.45517 | 0.00000 | 0.00000 | -14.79 | 9985.21 |
| 3 | 2009.12.18 03:00 | sell | 2 | 0.10 | 1.43598 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.18 04:00 | close | 2 | 0.10 | 1.43797 | 0.00000 | 0.00000 | -19.90 | 9965.31 |
| 5 | 2009.12.22 04:00 | sell | 3 | 0.10 | 1.42937 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.22 19:00 | close | 3 | 0.10 | 1.42758 | 0.00000 | 0.00000 | 17.90 | 9983.21 |
| 7 | 2009.12.23 02:00 | sell | 4 | 0.10 | 1.42563 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.23 14:00 | close | 4 | 0.10 | 1.42817 | 0.00000 | 0.00000 | -25.40 | 9957.81 |