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 | 117.04 | Gross profit | 331.54 | Gross loss | -214.50 |
Profit factor | 1.55 | Expected payoff | 6.88 | ||
Absolute drawdown | 131.28 | Maximal drawdown | 190.94 (1.90%) | Relative drawdown | 1.90% (190.94) |
Total trades | 17 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
Largest | profit trade | 72.62 | loss trade | -87.20 | |
Average | profit trade | 23.68 | loss trade | -71.50 | |
Maximum | consecutive wins (profit in money) | 8 (215.58) | consecutive losses (loss in money) | 2 (-127.30) | |
Maximal | consecutive profit (count of wins) | 215.58 (8) | consecutive loss (count of losses) | -127.30 (2) | |
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 18:00 | modify | 1 | 0.10 | 1.50638 | 1.50619 | 1.49521 | ||
3 | 2009.12.02 18:02 | s/l | 1 | 0.10 | 1.50619 | 1.50619 | 1.49521 | 1.86 | 10001.86 |
4 | 2009.12.03 05:00 | sell | 2 | 0.10 | 1.50924 | 1.51397 | 1.50161 | ||
5 | 2009.12.03 06:00 | modify | 2 | 0.10 | 1.50924 | 1.50905 | 1.50161 | ||
6 | 2009.12.03 07:00 | modify | 2 | 0.10 | 1.50924 | 1.50840 | 1.50161 | ||
7 | 2009.12.03 07:10 | s/l | 2 | 0.10 | 1.50840 | 1.50840 | 1.50161 | 8.40 | 10010.26 |
8 | 2009.12.03 17:00 | sell | 3 | 0.10 | 1.50874 | 1.51397 | 1.50161 | ||
9 | 2009.12.03 18:00 | modify | 3 | 0.10 | 1.50874 | 1.50838 | 1.50161 | ||
10 | 2009.12.03 18:02 | s/l | 3 | 0.10 | 1.50838 | 1.50838 | 1.50161 | 3.60 | 10013.86 |
11 | 2009.12.03 19:00 | sell | 4 | 0.10 | 1.50838 | 1.51397 | 1.50161 | ||
12 | 2009.12.03 22:00 | modify | 4 | 0.10 | 1.50838 | 1.50768 | 1.50161 | ||
13 | 2009.12.03 23:00 | modify | 4 | 0.10 | 1.50838 | 1.50549 | 1.50161 | ||
14 | 2009.12.03 23:30 | s/l | 4 | 0.10 | 1.50549 | 1.50549 | 1.50161 | 28.90 | 10042.76 |
15 | 2009.12.08 16:00 | buy | 5 | 0.10 | 1.47678 | 1.46806 | 1.49026 | ||
16 | 2009.12.08 20:50 | s/l | 5 | 0.10 | 1.46806 | 1.46806 | 1.49026 | -87.20 | 9955.56 |
17 | 2009.12.11 12:00 | sell | 6 | 0.10 | 1.47551 | 1.47996 | 1.46913 | ||
18 | 2009.12.11 15:00 | modify | 6 | 0.10 | 1.47551 | 1.47109 | 1.46913 | ||
19 | 2009.12.11 15:10 | s/l | 6 | 0.10 | 1.47109 | 1.47109 | 1.46913 | 44.20 | 9999.76 |
20 | 2009.12.22 18:00 | buy | 7 | 0.10 | 1.42427 | 1.41959 | 1.43427 | ||
21 | 2009.12.22 19:00 | modify | 7 | 0.10 | 1.42427 | 1.42717 | 1.43427 | ||
22 | 2009.12.22 19:10 | s/l | 7 | 0.10 | 1.42717 | 1.42717 | 1.43427 | 29.00 | 10028.76 |
23 | 2009.12.24 17:00 | sell | 8 | 0.10 | 1.43561 | 1.44413 | 1.42525 | ||
24 | 2009.12.29 12:50 | s/l | 8 | 0.10 | 1.44413 | 1.44413 | 1.42525 | -85.32 | 9943.44 |
25 | 2009.12.29 20:00 | buy | 9 | 0.10 | 1.43608 | 1.43188 | 1.44061 | ||
26 | 2009.12.30 02:26 | s/l | 9 | 0.10 | 1.43188 | 1.43188 | 1.44061 | -41.98 | 9901.46 |
27 | 2010.01.04 04:00 | buy | 10 | 0.10 | 1.42948 | 1.42243 | 1.44113 | ||
28 | 2010.01.04 07:00 | modify | 10 | 0.10 | 1.42948 | 1.42971 | 1.44113 | ||
29 | 2010.01.04 07:15 | s/l | 10 | 0.10 | 1.42971 | 1.42971 | 1.44113 | 2.30 | 9903.76 |
30 | 2010.01.04 10:00 | buy | 11 | 0.10 | 1.43380 | 1.42243 | 1.44113 | ||
31 | 2010.01.04 11:00 | modify | 11 | 0.10 | 1.43380 | 1.43908 | 1.44113 | ||
32 | 2010.01.04 11:15 | s/l | 11 | 0.10 | 1.43908 | 1.43908 | 1.44113 | 52.80 | 9956.56 |
33 | 2010.01.04 14:00 | sell | 12 | 0.10 | 1.43963 | 1.44925 | 1.42772 | ||
34 | 2010.01.05 19:00 | modify | 12 | 0.10 | 1.43963 | 1.43950 | 1.42772 | ||
35 | 2010.01.05 20:00 | modify | 12 | 0.10 | 1.43963 | 1.43659 | 1.42772 | ||
36 | 2010.01.05 20:45 | s/l | 12 | 0.10 | 1.43659 | 1.43659 | 1.42772 | 30.36 | 9986.92 |
37 | 2010.01.06 09:00 | buy | 13 | 0.10 | 1.43296 | 1.42592 | 1.44478 | ||
38 | 2010.01.06 10:00 | modify | 13 | 0.10 | 1.43296 | 1.43486 | 1.44478 | ||
39 | 2010.01.06 10:07 | s/l | 13 | 0.10 | 1.43486 | 1.43486 | 1.44478 | 19.00 | 10005.92 |
40 | 2010.01.07 16:00 | buy | 14 | 0.10 | 1.43195 | 1.42194 | 1.44625 | ||
41 | 2010.01.07 17:00 | modify | 14 | 0.10 | 1.43195 | 1.43232 | 1.44625 | ||
42 | 2010.01.07 17:10 | s/l | 14 | 0.10 | 1.43232 | 1.43232 | 1.44625 | 3.70 | 10009.62 |
43 | 2010.01.07 18:00 | buy | 15 | 0.10 | 1.43135 | 1.42194 | 1.44625 | ||
44 | 2010.01.07 19:00 | modify | 15 | 0.10 | 1.43135 | 1.43213 | 1.44625 | ||
45 | 2010.01.07 19:10 | s/l | 15 | 0.10 | 1.43213 | 1.43213 | 1.44625 | 7.80 | 10017.42 |
46 | 2010.01.07 21:00 | buy | 16 | 0.10 | 1.43270 | 1.42194 | 1.44625 | ||
47 | 2010.01.08 15:00 | modify | 16 | 0.10 | 1.43270 | 1.43996 | 1.44625 | ||
48 | 2010.01.08 15:10 | s/l | 16 | 0.10 | 1.43996 | 1.43996 | 1.44625 | 72.62 | 10090.04 |
49 | 2010.01.08 16:00 | sell | 17 | 0.10 | 1.43557 | 1.44981 | 1.42528 | ||
50 | 2010.01.08 17:00 | modify | 17 | 0.10 | 1.43557 | 1.43287 | 1.42528 | ||
51 | 2010.01.08 17:10 | s/l | 17 | 0.10 | 1.43287 | 1.43287 | 1.42528 | 27.00 | 10117.04 |