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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 110.90 | Gross profit | 319.25 | Gross loss | -208.35 |
Profit factor | 1.53 | Expected payoff | 6.16 | ||
Absolute drawdown | 127.85 | Maximal drawdown | 194.35 (1.93%) | Relative drawdown | 1.93% (194.35) |
Total trades | 18 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
Largest | profit trade | 70.65 | loss trade | -89.10 | |
Average | profit trade | 22.80 | loss trade | -52.09 | |
Maximum | consecutive wins (profit in money) | 8 (200.25) | consecutive losses (loss in money) | 3 (-119.25) | |
Maximal | consecutive profit (count of wins) | 200.25 (8) | consecutive loss (count of losses) | -119.25 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 13:00 | sell | 1 | 0.10 | 1.50638 | 1.51377 | 1.49521 | ||
2 | 2009.12.02 19:00 | modify | 1 | 0.10 | 1.50638 | 1.50493 | 1.49521 | ||
3 | 2009.12.02 19:45 | s/l | 1 | 0.10 | 1.50493 | 1.50493 | 1.49521 | 14.40 | 10014.40 |
4 | 2009.12.03 05:00 | sell | 2 | 0.10 | 1.50924 | 1.51397 | 1.50161 | ||
5 | 2009.12.03 07:00 | modify | 2 | 0.10 | 1.50924 | 1.50859 | 1.50161 | ||
6 | 2009.12.03 07:10 | s/l | 2 | 0.10 | 1.50859 | 1.50859 | 1.50161 | 6.50 | 10020.90 |
7 | 2009.12.03 17:00 | sell | 3 | 0.10 | 1.50874 | 1.51397 | 1.50161 | ||
8 | 2009.12.03 18:00 | modify | 3 | 0.10 | 1.50874 | 1.50857 | 1.50161 | ||
9 | 2009.12.03 18:02 | s/l | 3 | 0.10 | 1.50857 | 1.50857 | 1.50161 | 1.70 | 10022.60 |
10 | 2009.12.03 19:00 | sell | 4 | 0.10 | 1.50838 | 1.51397 | 1.50161 | ||
11 | 2009.12.03 22:00 | modify | 4 | 0.10 | 1.50838 | 1.50787 | 1.50161 | ||
12 | 2009.12.03 23:00 | modify | 4 | 0.10 | 1.50838 | 1.50568 | 1.50161 | ||
13 | 2009.12.03 23:30 | s/l | 4 | 0.10 | 1.50568 | 1.50568 | 1.50161 | 27.00 | 10049.60 |
14 | 2009.12.08 16:00 | buy | 5 | 0.10 | 1.47697 | 1.46806 | 1.49026 | ||
15 | 2009.12.08 20:50 | s/l | 5 | 0.10 | 1.46806 | 1.46806 | 1.49026 | -89.10 | 9960.50 |
16 | 2009.12.11 12:00 | sell | 6 | 0.10 | 1.47551 | 1.47996 | 1.46913 | ||
17 | 2009.12.11 15:00 | modify | 6 | 0.10 | 1.47551 | 1.47128 | 1.46913 | ||
18 | 2009.12.11 15:10 | s/l | 6 | 0.10 | 1.47128 | 1.47128 | 1.46913 | 42.30 | 10002.80 |
19 | 2009.12.22 18:00 | buy | 7 | 0.10 | 1.42446 | 1.41959 | 1.43427 | ||
20 | 2009.12.22 19:00 | modify | 7 | 0.10 | 1.42446 | 1.42717 | 1.43427 | ||
21 | 2009.12.22 19:10 | s/l | 7 | 0.10 | 1.42717 | 1.42717 | 1.43427 | 27.10 | 10029.90 |
22 | 2009.12.24 17:00 | sell | 8 | 0.10 | 1.43561 | 1.44413 | 1.42525 | ||
23 | 2009.12.29 12:45 | s/l | 8 | 0.10 | 1.44413 | 1.44413 | 1.42525 | -85.50 | 9944.40 |
24 | 2009.12.29 19:00 | sell | 9 | 0.10 | 1.43453 | 1.44396 | 1.43457 | ||
25 | 2009.12.29 20:32 | t/p | 9 | 0.10 | 1.43457 | 1.44396 | 1.43457 | -0.40 | 9944.00 |
26 | 2009.12.29 22:00 | buy | 10 | 0.10 | 1.43521 | 1.43188 | 1.44061 | ||
27 | 2009.12.30 02:26 | s/l | 10 | 0.10 | 1.43188 | 1.43188 | 1.44061 | -33.35 | 9910.65 |
28 | 2010.01.04 04:00 | buy | 11 | 0.10 | 1.42967 | 1.42243 | 1.44113 | ||
29 | 2010.01.04 07:00 | modify | 11 | 0.10 | 1.42967 | 1.42971 | 1.44113 | ||
30 | 2010.01.04 07:15 | s/l | 11 | 0.10 | 1.42971 | 1.42971 | 1.44113 | 0.40 | 9911.05 |
31 | 2010.01.04 10:00 | buy | 12 | 0.10 | 1.43399 | 1.42243 | 1.44113 | ||
32 | 2010.01.04 11:00 | modify | 12 | 0.10 | 1.43399 | 1.43908 | 1.44113 | ||
33 | 2010.01.04 11:15 | s/l | 12 | 0.10 | 1.43908 | 1.43908 | 1.44113 | 50.90 | 9961.95 |
34 | 2010.01.04 14:00 | sell | 13 | 0.10 | 1.43963 | 1.44925 | 1.42772 | ||
35 | 2010.01.05 20:00 | modify | 13 | 0.10 | 1.43963 | 1.43678 | 1.42772 | ||
36 | 2010.01.05 20:45 | s/l | 13 | 0.10 | 1.43678 | 1.43678 | 1.42772 | 28.40 | 9990.35 |
37 | 2010.01.06 09:00 | buy | 14 | 0.10 | 1.43315 | 1.42592 | 1.44478 | ||
38 | 2010.01.06 10:00 | modify | 14 | 0.10 | 1.43315 | 1.43486 | 1.44478 | ||
39 | 2010.01.06 10:07 | s/l | 14 | 0.10 | 1.43486 | 1.43486 | 1.44478 | 17.10 | 10007.45 |
40 | 2010.01.07 16:00 | buy | 15 | 0.10 | 1.43214 | 1.42194 | 1.44625 | ||
41 | 2010.01.07 17:00 | modify | 15 | 0.10 | 1.43214 | 1.43232 | 1.44625 | ||
42 | 2010.01.07 17:10 | s/l | 15 | 0.10 | 1.43232 | 1.43232 | 1.44625 | 1.80 | 10009.25 |
43 | 2010.01.07 18:00 | buy | 16 | 0.10 | 1.43154 | 1.42194 | 1.44625 | ||
44 | 2010.01.07 19:00 | modify | 16 | 0.10 | 1.43154 | 1.43213 | 1.44625 | ||
45 | 2010.01.07 19:10 | s/l | 16 | 0.10 | 1.43213 | 1.43213 | 1.44625 | 5.90 | 10015.15 |
46 | 2010.01.07 21:00 | buy | 17 | 0.10 | 1.43289 | 1.42194 | 1.44625 | ||
47 | 2010.01.08 15:00 | modify | 17 | 0.10 | 1.43289 | 1.43996 | 1.44625 | ||
48 | 2010.01.08 15:10 | s/l | 17 | 0.10 | 1.43996 | 1.43996 | 1.44625 | 70.65 | 10085.80 |
49 | 2010.01.08 16:00 | sell | 18 | 0.10 | 1.43557 | 1.44981 | 1.42528 | ||
50 | 2010.01.08 17:00 | modify | 18 | 0.10 | 1.43557 | 1.43306 | 1.42528 | ||
51 | 2010.01.08 17:10 | s/l | 18 | 0.10 | 1.43306 | 1.43306 | 1.42528 | 25.10 | 10110.90 |