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 | per_MA=200; StopLoss_Buy=50; TrailingStop_Buy=10; StopLoss_Sell=50; TrailingStop_Sell=10; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5.00 | Gross profit | 15.00 | Gross loss | -10.00 |
Profit factor | 1.50 | Expected payoff | 0.71 | ||
Absolute drawdown | 7.90 | Maximal drawdown | 15.70 (0.16%) | Relative drawdown | 0.16% (15.70) |
Total trades | 7 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
Largest | profit trade | 3.00 | loss trade | -5.00 | |
Average | profit trade | 3.00 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 4 (12.00) | consecutive losses (loss in money) | 1 (-5.00) | |
Maximal | consecutive profit (count of wins) | 12.00 (4) | consecutive loss (count of losses) | -5.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy stop | 1 | 0.10 | 1.50985 | 1.50935 | 1.51015 | ||
2 | 2009.12.01 15:20 | buy | 1 | 0.10 | 1.50985 | 1.50935 | 1.51015 | ||
3 | 2009.12.01 15:27 | s/l | 1 | 0.10 | 1.50935 | 1.50935 | 1.51015 | -5.00 | 9995.00 |
4 | 2009.12.01 20:00 | buy stop | 2 | 0.10 | 1.51985 | 1.51935 | 1.52015 | ||
5 | 2009.12.01 21:00 | delete | 2 | 0.10 | 1.51985 | 1.51935 | 1.52015 | ||
6 | 2009.12.04 16:00 | sell stop | 3 | 0.10 | 1.49015 | 1.49065 | 1.48985 | ||
7 | 2009.12.04 16:45 | sell | 3 | 0.10 | 1.49015 | 1.49065 | 1.48985 | ||
8 | 2009.12.04 16:50 | t/p | 3 | 0.10 | 1.48985 | 1.49065 | 1.48985 | 3.00 | 9998.00 |
9 | 2009.12.07 10:00 | sell stop | 4 | 0.10 | 1.47015 | 1.47065 | 1.46985 | ||
10 | 2009.12.07 11:00 | delete | 4 | 0.10 | 1.47015 | 1.47065 | 1.46985 | ||
11 | 2009.12.11 18:00 | sell stop | 5 | 0.10 | 1.45015 | 1.45065 | 1.44985 | ||
12 | 2009.12.11 19:00 | delete | 5 | 0.10 | 1.45015 | 1.45065 | 1.44985 | ||
13 | 2009.12.17 06:00 | sell stop | 6 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
14 | 2009.12.17 08:00 | delete | 6 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
15 | 2009.12.29 10:00 | buy stop | 7 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
16 | 2009.12.29 11:00 | delete | 7 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
17 | 2009.12.29 18:00 | sell stop | 8 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
18 | 2009.12.30 15:45 | sell | 8 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
19 | 2009.12.30 15:50 | t/p | 8 | 0.10 | 1.42985 | 1.43065 | 1.42985 | 3.00 | 10001.00 |
20 | 2009.12.31 09:00 | buy stop | 9 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
21 | 2009.12.31 10:00 | delete | 9 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
22 | 2009.12.31 17:00 | sell stop | 10 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
23 | 2010.01.04 01:15 | sell | 10 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
24 | 2010.01.04 01:20 | t/p | 10 | 0.10 | 1.42985 | 1.43065 | 1.42985 | 3.00 | 10004.00 |
25 | 2010.01.04 15:00 | buy stop | 11 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
26 | 2010.01.04 16:00 | delete | 11 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
27 | 2010.01.05 21:00 | sell stop | 12 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
28 | 2010.01.06 07:50 | sell | 12 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
29 | 2010.01.06 07:55 | t/p | 12 | 0.10 | 1.42985 | 1.43065 | 1.42985 | 3.00 | 10007.00 |
30 | 2010.01.06 18:00 | buy stop | 13 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
31 | 2010.01.06 19:00 | delete | 13 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
32 | 2010.01.07 11:00 | sell stop | 14 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
33 | 2010.01.07 14:20 | sell | 14 | 0.10 | 1.43015 | 1.43065 | 1.42985 | ||
34 | 2010.01.07 14:27 | s/l | 14 | 0.10 | 1.43065 | 1.43065 | 1.42985 | -5.00 | 10002.00 |
35 | 2010.01.08 20:00 | buy stop | 15 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
36 | 2010.01.08 21:00 | delete | 15 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
37 | 2010.01.11 04:00 | buy stop | 16 | 0.10 | 1.45985 | 1.45935 | 1.46015 | ||
38 | 2010.01.11 05:00 | delete | 16 | 0.10 | 1.45985 | 1.45935 | 1.46015 | ||
39 | 2010.01.15 04:00 | sell stop | 17 | 0.10 | 1.44015 | 1.44065 | 1.43985 | ||
40 | 2010.01.15 09:10 | sell | 17 | 0.10 | 1.44015 | 1.44065 | 1.43985 | ||
41 | 2010.01.15 09:15 | t/p | 17 | 0.10 | 1.43985 | 1.44065 | 1.43985 | 3.00 | 10005.00 |