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=26; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; 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; TwoPeriodExitMultiple=16; EMAPeriod=40; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 149.56 | Gross profit | 232.46 | Gross loss | -82.90 |
Profit factor | 2.80 | Expected payoff | 49.85 | ||
Absolute drawdown | 52.84 | Maximal drawdown | 132.34 (1.29%) | Relative drawdown | 1.29% (132.34) |
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 | 186.66 | loss trade | -82.90 | |
Average | profit trade | 116.23 | loss trade | -82.90 | |
Maximum | consecutive wins (profit in money) | 2 (232.46) | consecutive losses (loss in money) | 1 (-82.90) | |
Maximal | consecutive profit (count of wins) | 232.46 (2) | consecutive loss (count of losses) | -82.90 (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 | 1.43501 | 0.00000 | 0.00000 | 186.66 | 10186.66 |
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 | 1.42479 | 0.00000 | 0.00000 | 45.80 | 10232.46 |
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 | 1.43392 | 0.00000 | 0.00000 | -82.90 | 10149.56 |