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=1; ProfitEntry=5; ProfitExit=100; ProfitIncrease=50; MaxProfitExit=500; MaxTrades=50; BalanceDelta=20; BucksPerPip=1; dFreeMargin=1500; Slippage=2; log=0; Version=""1.1""; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9710.00 | Gross profit | 1142.50 | Gross loss | -10852.50 |
Profit factor | 0.11 | Expected payoff | -346.79 | ||
Absolute drawdown | 9710.00 | Maximal drawdown | 13604.50 (97.91%) | Relative drawdown | 97.91% (13604.50) |
Total trades | 28 | Short positions (won %) | 10 (0.00%) | Long positions (won %) | 18 (11.11%) |
Profit trades (% of total) | 2 (7.14%) | Loss trades (% of total) | 26 (92.86%) | ||
Largest | profit trade | 713.00 | loss trade | -511.00 | |
Average | profit trade | 571.25 | loss trade | -417.40 | |
Maximum | consecutive wins (profit in money) | 1 (713.00) | consecutive losses (loss in money) | 26 (-10852.50) | |
Maximal | consecutive profit (count of wins) | 713.00 (1) | consecutive loss (count of losses) | -10852.50 (26) | |
Average | consecutive wins | 1 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50083 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:02 | sell | 2 | 1.00 | 1.50109 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 23:00 | close | 1 | 1.00 | 1.50796 | 0.00000 | 0.00000 | 713.00 | 10713.00 |
4 | 2009.12.01 23:00 | buy | 3 | 1.00 | 1.50805 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 23:10 | buy | 4 | 1.00 | 1.50817 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 23:12 | buy | 5 | 1.00 | 1.50812 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 23:15 | buy | 6 | 1.00 | 1.50834 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 23:17 | buy | 7 | 1.00 | 1.50828 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 23:20 | buy | 8 | 1.00 | 1.50850 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 23:22 | buy | 9 | 1.00 | 1.50839 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 23:25 | buy | 10 | 1.00 | 1.50845 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 23:27 | buy | 11 | 1.00 | 1.50807 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 23:30 | buy | 12 | 1.00 | 1.50814 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 23:32 | buy | 13 | 1.00 | 1.50821 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 23:35 | buy | 14 | 1.00 | 1.50813 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 23:37 | buy | 15 | 1.00 | 1.50830 | 0.00000 | 0.00000 | ||
17 | 2009.12.02 00:10 | buy | 16 | 1.00 | 1.50816 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 00:15 | buy | 17 | 1.00 | 1.50857 | 0.00000 | 0.00000 | ||
19 | 2009.12.02 00:17 | buy | 18 | 1.00 | 1.50843 | 0.00000 | 0.00000 | ||
20 | 2009.12.02 23:00 | close | 2 | 1.00 | 1.50445 | 0.00000 | 0.00000 | -337.00 | 10376.00 |
21 | 2009.12.02 23:00 | close | 4 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -381.50 | 9994.50 |
22 | 2009.12.02 23:00 | close | 6 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -398.50 | 9596.00 |
23 | 2009.12.02 23:00 | close | 8 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -414.50 | 9181.50 |
24 | 2009.12.02 23:00 | close | 10 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -409.50 | 8772.00 |
25 | 2009.12.02 23:00 | close | 12 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -378.50 | 8393.50 |
26 | 2009.12.02 23:00 | close | 14 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -377.50 | 8016.00 |
27 | 2009.12.02 23:00 | close | 16 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -380.00 | 7636.00 |
28 | 2009.12.02 23:00 | close | 18 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -407.00 | 7229.00 |
29 | 2009.12.02 23:00 | close | 3 | 1.00 | 1.50436 | 0.00000 | 0.00000 | -369.50 | 6859.50 |
30 | 2009.12.02 23:02 | close | 5 | 1.00 | 1.50435 | 0.00000 | 0.00000 | -377.50 | 6482.00 |
31 | 2009.12.02 23:05 | close | 7 | 1.00 | 1.50441 | 0.00000 | 0.00000 | -387.50 | 6094.50 |
32 | 2009.12.02 23:07 | close | 9 | 1.00 | 1.50428 | 0.00000 | 0.00000 | -411.50 | 5683.00 |
33 | 2009.12.02 23:10 | close | 11 | 1.00 | 1.50461 | 0.00000 | 0.00000 | -346.50 | 5336.50 |
34 | 2009.12.02 23:12 | close | 13 | 1.00 | 1.50454 | 0.00000 | 0.00000 | -367.50 | 4969.00 |
35 | 2009.12.02 23:15 | close | 15 | 1.00 | 1.50480 | 0.00000 | 0.00000 | -350.50 | 4618.50 |
36 | 2009.12.02 23:17 | close | 17 | 1.00 | 1.50474 | 0.00000 | 0.00000 | -383.00 | 4235.50 |
37 | 2009.12.02 23:20 | buy | 19 | 1.00 | 1.50509 | 0.00000 | 0.00000 | ||
38 | 2009.12.02 23:22 | sell | 20 | 1.00 | 1.50487 | 0.00000 | 0.00000 | ||
39 | 2009.12.02 23:27 | sell | 21 | 1.00 | 1.50474 | 0.00000 | 0.00000 | ||
40 | 2009.12.02 23:30 | sell | 22 | 1.00 | 1.50459 | 0.00000 | 0.00000 | ||
41 | 2009.12.02 23:40 | sell | 23 | 1.00 | 1.50441 | 0.00000 | 0.00000 | ||
42 | 2009.12.02 23:45 | sell | 24 | 1.00 | 1.50460 | 0.00000 | 0.00000 | ||
43 | 2009.12.02 23:47 | sell | 25 | 1.00 | 1.50454 | 0.00000 | 0.00000 | ||
44 | 2009.12.02 23:50 | sell | 26 | 1.00 | 1.50479 | 0.00000 | 0.00000 | ||
45 | 2009.12.02 23:52 | sell | 27 | 1.00 | 1.50466 | 0.00000 | 0.00000 | ||
46 | 2009.12.02 23:55 | sell | 28 | 1.00 | 1.50473 | 0.00000 | 0.00000 | ||
47 | 2009.12.03 03:50 | close at stop | 28 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -479.00 | 3756.50 |
48 | 2009.12.03 03:50 | close at stop | 27 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -486.00 | 3270.50 |
49 | 2009.12.03 03:50 | close at stop | 26 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -473.00 | 2797.50 |
50 | 2009.12.03 03:50 | close at stop | 25 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -498.00 | 2299.50 |
51 | 2009.12.03 03:50 | close at stop | 24 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -492.00 | 1807.50 |
52 | 2009.12.03 03:50 | close at stop | 23 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -511.00 | 1296.50 |
53 | 2009.12.03 03:50 | close at stop | 22 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -493.00 | 803.50 |
54 | 2009.12.03 03:50 | close at stop | 21 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -478.00 | 325.50 |
55 | 2009.12.03 03:50 | close at stop | 20 | 1.00 | 1.50949 | 0.00000 | 0.00000 | -465.00 | -139.50 |
56 | 2009.12.03 03:50 | close at stop | 19 | 1.00 | 1.50940 | 0.00000 | 0.00000 | 429.50 | 290.00 |