Strategy Tester Report
Sidus v1
Alpari-Demo (Build 217)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2001.01.01 00:00 - 2008.08.19 23:00 (2001.01.01 - 2008.08.20) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | FastEMA=23; SlowEMA=62; FastEMA2=18; SlowEMA2=54; RSIPeriod=67; RSIPeriod2=97; b1=63; c1=59; b12=-57; c12=60; pipdiffCurrent2=24; rsi_sig2=-97; tp=95; st=100; tp2=17; st2=69; Lots=0.5; | ||||
| Bars in test |
48521 | Ticks modeled |
15207623 | Modeling quality |
90.00% |
| Mismatched charts errors | 3 | ||||
| Initial deposit |
£10,000.00 | ||||
| Total net profit |
£31,865.70 | Gross profit |
£250,274.20 | Gross loss |
-£218,408.50 |
| Profit factor |
1.15 | Expected payoff |
£27.66 | ||
| Absolute drawdown |
£5,595.20 | Maximal drawdown |
£9,036.70 (24.65%) | Relative drawdown |
61.24% (£6,958.40) |
| Total trades |
1,152 | Short positions (% won) | 266 (83.46%) | Long positions (% won) | 886 (54.63%) |
| Profit trades (% of total) | 706 (61.28%) | Loss trades (% of total) | 446 (38.72%) | ||
| Largest | profit trade | £525.70 | loss trade | -£510.00 | |
| Average | profit trade | £354.50 | loss trade | -£489.71 | |
| Maximum |
consecutive wins (profit in money) | 15 (£4,421.50) | consecutive losses (loss in money) | 9 (-£4,535.40) | |
| Maximum | consecutive profit (count of wins) | £4,421.50 (15) | consecutive loss (count of losses) | -£4,535.40 (9) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| № | Time | Type | Order | Volume | Price | S / L | T / P | Profit | Balance |
| 1 | 2001.01.01 00:01 | sell | 1 | 0.50 | 0.9421 | 0.9490 | 0.9404 | ||
| 2 | 2001.01.01 18:45 | t/p | 1 | 0.50 | 0.9404 | 0.9490 | 0.9404 | £85.00 | £10,085.00 |
| 3 | 2001.01.01 18:45 | sell | 2 | 0.50 | 0.9397 | 0.9466 | 0.9380 | ||
| 4 | 2001.01.02 02:00 | buy | 3 | 0.50 | 0.9390 | 0.9288 | 0.9485 | ||
| 5 | 2001.01.02 02:03 | t/p | 2 | 0.50 | 0.9380 | 0.9466 | 0.9380 | £79.00 | £10,164.00 |
| 6 | 2001.01.02 10:00 | sell | 4 | 0.50 | 0.9455 | 0.9524 | 0.9438 | ||
| 7 | 2001.01.02 13:39 | t/p | 4 | 0.50 | 0.9438 | 0.9524 | 0.9438 | £85.00 | £10,249.00 |
| 8 | 2001.01.02 16:47 | t/p | 3 | 0.50 | 0.9485 | 0.9288 | 0.9485 | £475.00 | £10,724.00 |
| 9 | 2001.01.02 17:00 | sell | 5 | 0.50 | 0.9474 | 0.9543 | 0.9457 | ||
| 10 | 2001.01.02 17:38 | t/p | 5 | 0.50 | 0.9457 | 0.9543 | 0.9457 | £85.00 | £10,809.00 |
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