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; UseProfitLockStop=true; ProfitLockTriggerLevel=20; ProfitLockStopLevel=3; 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; EACommentName=""Gods"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -163.66 | Gross profit | 34.80 | Gross loss | -198.46 |
Profit factor | 0.18 | Expected payoff | -20.46 | ||
Absolute drawdown | 207.56 | Maximal drawdown | 242.72 (2.42%) | Relative drawdown | 2.42% (242.72) |
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 | 21.10 | loss trade | -101.92 | |
Average | profit trade | 8.70 | loss trade | -49.61 | |
Maximum | consecutive wins (profit in money) | 3 (34.50) | consecutive losses (loss in money) | 2 (-19.94) | |
Maximal | consecutive profit (count of wins) | 34.50 (3) | consecutive loss (count of losses) | -101.92 (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 | 1.48857 | 0.00000 | 0.00000 | -15.30 | 9984.70 |
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 | 1.45416 | 0.00000 | 0.00000 | -4.64 | 9980.06 |
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 | 1.43376 | 0.00000 | 0.00000 | 5.60 | 9985.66 |
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 | 1.42830 | 0.00000 | 0.00000 | 7.80 | 9993.46 |
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 | 1.42494 | 0.00000 | 0.00000 | 21.10 | 10014.56 |
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 | 1.43581 | 0.00000 | 0.00000 | -101.92 | 9912.64 |
13 | 2009.12.28 17:00 | buy | 7 | 0.10 | 1.43907 | 0.00000 | 0.00000 | ||
14 | 2009.12.28 17:26 | modify | 7 | 0.10 | 1.43907 | 1.43910 | 0.00000 | ||
15 | 2009.12.28 17:50 | s/l | 7 | 0.10 | 1.43910 | 1.43910 | 0.00000 | 0.30 | 9912.94 |
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 | 1.44137 | 0.00000 | 0.00000 | -76.60 | 9836.34 |