Strategy Tester Report
Alpha9v1.19
InterbankFX-Demo Accounts (Build 216)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 4 Hours (H4) 2008.01.02 08:00 - 2008.05.25 20:00 (2008.01.01 - 2008.05.26) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopAfterNoTrades=false; UseAlpha9Trader=false; UseSRSITrader=true; MMType=0; lot=0.4; risk=0.3; SRSI_Risk=0.3; BreakevenPips=0; MagicNumber=597820; AccountEquityPercentProtection=90; HoursToRestart=96; EquityTrailing=true; PercentEquityTrailing=2; SpreadProtection=true; PipTolerance=2; PipRegion=25; SMAFilter=100; SLPipsUnderOverSMA=100; PrefSettings=true; TradePositiveSwapOnly=false; UseMomentumDeviation=true; SRSI_Period=4; UsePSAR_TS=false; TrailingStop=10; UsePredefinedTP=false; UseMNTrend=true; UseW1Trend=true; UseD1Trend=true; UseH4Trend=true; UseH1Trend=true; UseM30Trend=true; UseM15Trend=true; UseM5Trend=true; TakeProfitD1=70; TakeProfitH4=55; TakeProfitH1=35; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=10; | ||||
| Bars in test | 1638 | Ticks modelled | 950631 | Modelling quality | 90.00% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 259.01 | Gross profit | 259.01 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 51.80 | |||
| Absolute drawdown | 82.41 | Maximal drawdown | 120.34 (1.18%) | Relative drawdown | 1.18% (120.34) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 116.38 | loss trade | 0.00 | |
| Average | profit trade | 51.80 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (259.01) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 259.01 (5) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.01.18 00:01 | buy | 1 | 0.03 | 1.4641 | 0.0000 | 0.0000 | ||
| 2 | 2008.01.28 08:00 | modify | 1 | 0.03 | 1.4641 | 1.4653 | 0.0000 | ||
| 3 | 2008.01.28 14:55 | modify | 1 | 0.03 | 1.4641 | 1.4778 | 0.0000 | ||
| 4 | 2008.01.28 14:57 | s/l | 1 | 0.03 | 1.4778 | 1.4778 | 0.0000 | 42.67 | 10042.67 |
| 5 | 2008.02.07 00:00 | buy | 2 | 0.03 | 1.4615 | 0.0000 | 0.0000 | ||
| 6 | 2008.02.18 00:01 | modify | 2 | 0.03 | 1.4615 | 1.4633 | 0.0000 | ||
| 7 | 2008.02.18 04:00 | modify | 2 | 0.03 | 1.4615 | 1.4643 | 0.0000 | ||
| 8 | 2008.02.18 08:00 | modify | 2 | 0.03 | 1.4615 | 1.4652 | 0.0000 | ||
| 9 | 2008.02.18 08:30 | s/l | 2 | 0.03 | 1.4652 | 1.4652 | 0.0000 | 12.87 | 10055.54 |
| 10 | 2008.03.21 00:00 | buy | 3 | 0.03 | 1.5436 | 0.0000 | 0.0000 | ||
| 11 | 2008.03.26 04:02 | modify | 3 | 0.03 | 1.5436 | 1.5468 | 0.0000 | ||
| 12 | 2008.03.26 08:00 | modify | 3 | 0.03 | 1.5436 | 1.5494 | 0.0000 | ||
| 13 | 2008.03.26 12:00 | modify | 3 | 0.03 | 1.5436 | 1.5517 | 0.0000 | ||
| 14 | 2008.03.26 16:00 | modify | 3 | 0.03 | 1.5436 | 1.5554 | 0.0000 | ||
| 15 | 2008.03.26 20:00 | modify | 3 | 0.03 | 1.5436 | 1.5591 | 0.0000 | ||
| 16 | 2008.03.27 00:00 | modify | 3 | 0.03 | 1.5436 | 1.5639 | 0.0000 | ||
| 17 | 2008.03.27 00:00 | close | 3 | 0.03 | 1.5820 | 1.5639 | 0.0000 | 116.38 | 10171.92 |
| 18 | 2008.04.08 00:00 | buy | 4 | 0.03 | 1.5710 | 0.0000 | 0.0000 | ||
| 19 | 2008.04.10 00:00 | close | 4 | 0.03 | 1.5816 | 0.0000 | 0.0000 | 32.59 | 10204.51 |
| 20 | 2008.04.27 22:01 | buy | 5 | 0.03 | 1.5617 | 0.0000 | 0.0000 | ||
| 21 | 2008.05.21 20:00 | modify | 5 | 0.03 | 1.5617 | 1.5631 | 0.0000 | ||
| 22 | 2008.05.22 00:00 | modify | 5 | 0.03 | 1.5617 | 1.5663 | 0.0000 | ||
| 23 | 2008.05.22 00:00 | close | 5 | 0.03 | 1.5781 | 1.5663 | 0.0000 | 54.51 | 10259.01 |