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 | Lots=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -94.96 | Gross profit | 105.00 | Gross loss | -199.96 |
| Profit factor | 0.53 | Expected payoff | -10.55 | ||
| Absolute drawdown | 94.96 | Maximal drawdown | 161.86 (1.61%) | Relative drawdown | 1.61% (161.86) |
| Total trades | 9 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 15.00 | loss trade | -99.98 | |
| Average | profit trade | 15.00 | loss trade | -99.98 | |
| Maximum | consecutive wins (profit in money) | 4 (60.00) | consecutive losses (loss in money) | 1 (-99.98) | |
| Maximal | consecutive profit (count of wins) | 60.00 (4) | consecutive loss (count of losses) | -99.98 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.31 08:59 | sell | 1 | 0.10 | 1.44089 | 1.45089 | 1.43939 | ||
| 2 | 2009.12.31 09:20 | t/p | 1 | 0.10 | 1.43939 | 1.45089 | 1.43939 | 15.00 | 10015.00 |
| 3 | 2010.01.04 16:59 | sell | 2 | 0.10 | 1.44379 | 1.45379 | 1.44229 | ||
| 4 | 2010.01.04 17:20 | t/p | 2 | 0.10 | 1.44229 | 1.45379 | 1.44229 | 15.00 | 10030.00 |
| 5 | 2010.01.05 07:59 | sell | 3 | 0.10 | 1.44758 | 1.45758 | 1.44608 | ||
| 6 | 2010.01.05 08:20 | t/p | 3 | 0.10 | 1.44608 | 1.45758 | 1.44608 | 15.00 | 10045.00 |
| 7 | 2010.01.05 08:59 | sell | 4 | 0.10 | 1.44513 | 1.45513 | 1.44363 | ||
| 8 | 2010.01.05 09:15 | t/p | 4 | 0.10 | 1.44363 | 1.45513 | 1.44363 | 15.00 | 10060.00 |
| 9 | 2010.01.05 16:59 | buy | 5 | 0.10 | 1.44167 | 1.43167 | 1.44317 | ||
| 10 | 2010.01.06 07:45 | s/l | 5 | 0.10 | 1.43167 | 1.43167 | 1.44317 | -99.98 | 9960.02 |
| 11 | 2010.01.12 17:59 | sell | 6 | 0.10 | 1.45208 | 1.46208 | 1.45058 | ||
| 12 | 2010.01.12 18:45 | t/p | 6 | 0.10 | 1.45058 | 1.46208 | 1.45058 | 15.00 | 9975.02 |
| 13 | 2010.01.13 02:59 | buy | 7 | 0.10 | 1.44770 | 1.43770 | 1.44920 | ||
| 14 | 2010.01.13 07:20 | t/p | 7 | 0.10 | 1.44920 | 1.43770 | 1.44920 | 15.00 | 9990.02 |
| 15 | 2010.01.13 13:59 | sell | 8 | 0.10 | 1.45632 | 1.46632 | 1.45482 | ||
| 16 | 2010.01.13 15:16 | t/p | 8 | 0.10 | 1.45482 | 1.46632 | 1.45482 | 15.00 | 10005.02 |
| 17 | 2010.01.14 14:59 | buy | 9 | 0.10 | 1.45087 | 1.44087 | 1.45237 | ||
| 18 | 2010.01.15 05:46 | s/l | 9 | 0.10 | 1.44087 | 1.44087 | 1.45237 | -99.98 | 9905.04 |