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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6326.60 | Gross profit | 3744.40 | Gross loss | -10071.00 |
Profit factor | 0.37 | Expected payoff | -121.67 | ||
Absolute drawdown | 7169.80 | Maximal drawdown | 8140.00 (74.20%) | Relative drawdown | 74.20% (8140.00) |
Total trades | 52 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 52 (13.46%) |
Profit trades (% of total) | 7 (13.46%) | Loss trades (% of total) | 45 (86.54%) | ||
Largest | profit trade | 1088.20 | loss trade | -1279.00 | |
Average | profit trade | 534.91 | loss trade | -223.80 | |
Maximum | consecutive wins (profit in money) | 2 (1112.80) | consecutive losses (loss in money) | 23 (-5858.00) | |
Maximal | consecutive profit (count of wins) | 1112.80 (2) | consecutive loss (count of losses) | -5858.00 (23) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50352 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 04:00 | close | 1 | 1.00 | 1.50156 | 0.00000 | 0.00000 | -196.00 | 9804.00 |
3 | 2009.12.01 09:00 | buy | 2 | 1.00 | 1.50274 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 09:00 | close | 2 | 1.00 | 1.50867 | 0.00000 | 0.00000 | 593.20 | 10397.20 |
5 | 2009.12.02 10:00 | buy | 3 | 1.00 | 1.50949 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 14:00 | close | 3 | 1.00 | 1.50899 | 0.00000 | 0.00000 | -50.00 | 10347.20 |
7 | 2009.12.03 02:00 | buy | 4 | 1.00 | 1.50785 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 16:00 | close | 4 | 1.00 | 1.50770 | 0.00000 | 0.00000 | -15.00 | 10332.20 |
9 | 2009.12.04 09:00 | buy | 5 | 1.00 | 1.50851 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 11:00 | close | 5 | 1.00 | 1.50663 | 0.00000 | 0.00000 | -188.00 | 10144.20 |
11 | 2009.12.04 14:00 | buy | 6 | 1.00 | 1.50705 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 15:00 | close | 6 | 1.00 | 1.49426 | 0.00000 | 0.00000 | -1279.00 | 8865.20 |
13 | 2009.12.07 19:00 | buy | 7 | 1.00 | 1.48480 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 21:00 | close | 7 | 1.00 | 1.48216 | 0.00000 | 0.00000 | -264.00 | 8601.20 |
15 | 2009.12.08 01:00 | buy | 8 | 1.00 | 1.48384 | 0.00000 | 0.00000 | ||
16 | 2009.12.08 09:00 | close | 8 | 1.00 | 1.47952 | 0.00000 | 0.00000 | -432.00 | 8169.20 |
17 | 2009.12.08 11:00 | buy | 9 | 1.00 | 1.48452 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 13:00 | close | 9 | 1.00 | 1.47935 | 0.00000 | 0.00000 | -517.00 | 7652.20 |
19 | 2009.12.09 10:00 | buy | 10 | 1.00 | 1.47434 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 16:00 | close | 10 | 1.00 | 1.47127 | 0.00000 | 0.00000 | -307.00 | 7345.20 |
21 | 2009.12.09 17:00 | buy | 11 | 1.00 | 1.47455 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 18:00 | close | 11 | 1.00 | 1.47237 | 0.00000 | 0.00000 | -218.00 | 7127.20 |
23 | 2009.12.09 22:00 | buy | 12 | 1.00 | 1.47304 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 06:00 | close | 12 | 1.00 | 1.47112 | 0.00000 | 0.00000 | -191.40 | 6935.80 |
25 | 2009.12.10 12:00 | buy | 13 | 1.00 | 1.47415 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 17:00 | close | 13 | 1.00 | 1.47195 | 0.00000 | 0.00000 | -220.00 | 6715.80 |
27 | 2009.12.10 22:00 | buy | 14 | 1.00 | 1.47307 | 0.00000 | 0.00000 | ||
28 | 2009.12.11 03:00 | close | 14 | 1.00 | 1.47224 | 0.00000 | 0.00000 | -82.80 | 6633.00 |
29 | 2009.12.11 06:00 | buy | 15 | 1.00 | 1.47262 | 0.00000 | 0.00000 | ||
30 | 2009.12.11 09:00 | close | 15 | 1.00 | 1.47219 | 0.00000 | 0.00000 | -43.00 | 6590.00 |
31 | 2009.12.11 10:00 | buy | 16 | 1.00 | 1.47404 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 15:00 | close | 16 | 1.00 | 1.47070 | 0.00000 | 0.00000 | -334.00 | 6256.00 |
33 | 2009.12.14 06:00 | buy | 17 | 1.00 | 1.46594 | 0.00000 | 0.00000 | ||
34 | 2009.12.14 12:00 | close | 17 | 1.00 | 1.46258 | 0.00000 | 0.00000 | -336.00 | 5920.00 |
35 | 2009.12.14 17:00 | buy | 18 | 1.00 | 1.46523 | 0.00000 | 0.00000 | ||
36 | 2009.12.14 18:00 | close | 18 | 1.00 | 1.46438 | 0.00000 | 0.00000 | -85.00 | 5835.00 |
37 | 2009.12.14 19:00 | buy | 19 | 1.00 | 1.46575 | 0.00000 | 0.00000 | ||
38 | 2009.12.14 21:00 | close | 19 | 1.00 | 1.46476 | 0.00000 | 0.00000 | -99.00 | 5736.00 |
39 | 2009.12.14 22:00 | buy | 20 | 1.00 | 1.46524 | 0.00000 | 0.00000 | ||
40 | 2009.12.15 03:00 | close | 20 | 1.00 | 1.46521 | 0.00000 | 0.00000 | -2.80 | 5733.20 |
41 | 2009.12.15 06:00 | buy | 21 | 1.00 | 1.46541 | 0.00000 | 0.00000 | ||
42 | 2009.12.15 07:00 | close | 21 | 1.00 | 1.46374 | 0.00000 | 0.00000 | -167.00 | 5566.20 |
43 | 2009.12.16 04:00 | buy | 22 | 1.00 | 1.45451 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 05:00 | close | 22 | 1.00 | 1.45302 | 0.00000 | 0.00000 | -149.00 | 5417.20 |
45 | 2009.12.16 08:00 | buy | 23 | 1.00 | 1.45513 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 09:00 | close | 23 | 1.00 | 1.45182 | 0.00000 | 0.00000 | -331.00 | 5086.20 |
47 | 2009.12.16 10:00 | buy | 24 | 1.00 | 1.45476 | 0.00000 | 0.00000 | ||
48 | 2009.12.16 19:00 | close | 24 | 1.00 | 1.45366 | 0.00000 | 0.00000 | -110.00 | 4976.20 |
49 | 2009.12.18 04:00 | buy | 25 | 1.00 | 1.43793 | 0.00000 | 0.00000 | ||
50 | 2009.12.18 14:00 | close | 25 | 1.00 | 1.43356 | 0.00000 | 0.00000 | -437.00 | 4539.20 |
51 | 2009.12.21 00:00 | buy | 26 | 1.00 | 1.43122 | 0.00000 | 0.00000 | ||
52 | 2009.12.21 01:00 | close | 26 | 1.00 | 1.43300 | 0.00000 | 0.00000 | 178.00 | 4717.20 |
53 | 2009.12.21 04:00 | buy | 27 | 1.00 | 1.43434 | 0.00000 | 0.00000 | ||
54 | 2009.12.21 09:00 | close | 27 | 1.00 | 1.43236 | 0.00000 | 0.00000 | -198.00 | 4519.20 |
55 | 2009.12.21 12:00 | buy | 28 | 1.00 | 1.43384 | 0.00000 | 0.00000 | ||
56 | 2009.12.21 17:00 | close | 28 | 1.00 | 1.43120 | 0.00000 | 0.00000 | -264.00 | 4255.20 |
57 | 2009.12.22 09:00 | buy | 29 | 1.00 | 1.43074 | 0.00000 | 0.00000 | ||
58 | 2009.12.22 13:00 | close | 29 | 1.00 | 1.42810 | 0.00000 | 0.00000 | -264.00 | 3991.20 |
59 | 2009.12.22 15:00 | buy | 30 | 1.00 | 1.43097 | 0.00000 | 0.00000 | ||
60 | 2009.12.22 16:00 | close | 30 | 1.00 | 1.42820 | 0.00000 | 0.00000 | -277.00 | 3714.20 |
61 | 2009.12.23 14:00 | buy | 31 | 1.00 | 1.42813 | 0.00000 | 0.00000 | ||
62 | 2009.12.24 17:00 | close | 31 | 1.00 | 1.43561 | 0.00000 | 0.00000 | 748.60 | 4462.80 |
63 | 2009.12.28 01:00 | buy | 32 | 1.00 | 1.43752 | 0.00000 | 0.00000 | ||
64 | 2009.12.28 02:00 | close | 32 | 1.00 | 1.43594 | 0.00000 | 0.00000 | -158.00 | 4304.80 |
65 | 2009.12.28 03:00 | buy | 33 | 1.00 | 1.43882 | 0.00000 | 0.00000 | ||
66 | 2009.12.28 19:00 | close | 33 | 1.00 | 1.43829 | 0.00000 | 0.00000 | -53.00 | 4251.80 |
67 | 2009.12.28 20:00 | buy | 34 | 1.00 | 1.43914 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 21:00 | close | 34 | 1.00 | 1.43831 | 0.00000 | 0.00000 | -83.00 | 4168.80 |
69 | 2009.12.29 08:00 | buy | 35 | 1.00 | 1.43814 | 0.00000 | 0.00000 | ||
70 | 2009.12.29 18:00 | close | 35 | 1.00 | 1.43539 | 0.00000 | 0.00000 | -275.00 | 3893.80 |
71 | 2009.12.30 09:00 | buy | 36 | 1.00 | 1.43554 | 0.00000 | 0.00000 | ||
72 | 2009.12.30 13:00 | close | 36 | 1.00 | 1.43256 | 0.00000 | 0.00000 | -298.00 | 3595.80 |
73 | 2009.12.30 19:00 | buy | 37 | 1.00 | 1.43384 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 16:00 | close | 37 | 1.00 | 1.43688 | 0.00000 | 0.00000 | 304.60 | 3900.40 |
75 | 2010.01.04 10:00 | buy | 38 | 1.00 | 1.43378 | 0.00000 | 0.00000 | ||
76 | 2010.01.05 10:00 | close | 38 | 1.00 | 1.44186 | 0.00000 | 0.00000 | 808.20 | 4708.60 |
77 | 2010.01.05 14:00 | buy | 39 | 1.00 | 1.44366 | 0.00000 | 0.00000 | ||
78 | 2010.01.05 16:00 | close | 39 | 1.00 | 1.44036 | 0.00000 | 0.00000 | -330.00 | 4378.60 |
79 | 2010.01.06 11:00 | buy | 40 | 1.00 | 1.43778 | 0.00000 | 0.00000 | ||
80 | 2010.01.06 13:00 | close | 40 | 1.00 | 1.43476 | 0.00000 | 0.00000 | -302.00 | 4076.60 |
81 | 2010.01.06 15:00 | buy | 41 | 1.00 | 1.43594 | 0.00000 | 0.00000 | ||
82 | 2010.01.06 16:00 | close | 41 | 1.00 | 1.43534 | 0.00000 | 0.00000 | -60.00 | 4016.60 |
83 | 2010.01.06 17:00 | buy | 42 | 1.00 | 1.43879 | 0.00000 | 0.00000 | ||
84 | 2010.01.07 07:00 | close | 42 | 1.00 | 1.43902 | 0.00000 | 0.00000 | 23.60 | 4040.20 |
85 | 2010.01.08 09:00 | buy | 43 | 1.00 | 1.43185 | 0.00000 | 0.00000 | ||
86 | 2010.01.08 12:00 | close | 43 | 1.00 | 1.43015 | 0.00000 | 0.00000 | -170.00 | 3870.20 |
87 | 2010.01.08 15:00 | buy | 44 | 1.00 | 1.44033 | 0.00000 | 0.00000 | ||
88 | 2010.01.11 23:00 | close | 44 | 1.00 | 1.45121 | 0.00000 | 0.00000 | 1088.20 | 4958.40 |
89 | 2010.01.12 09:00 | buy | 45 | 1.00 | 1.45062 | 0.00000 | 0.00000 | ||
90 | 2010.01.12 10:00 | close | 45 | 1.00 | 1.44827 | 0.00000 | 0.00000 | -235.00 | 4723.40 |
91 | 2010.01.12 12:00 | buy | 46 | 1.00 | 1.45052 | 0.00000 | 0.00000 | ||
92 | 2010.01.12 13:00 | close | 46 | 1.00 | 1.44795 | 0.00000 | 0.00000 | -257.00 | 4466.40 |
93 | 2010.01.12 16:00 | buy | 47 | 1.00 | 1.45084 | 0.00000 | 0.00000 | ||
94 | 2010.01.12 20:00 | close | 47 | 1.00 | 1.44970 | 0.00000 | 0.00000 | -114.00 | 4352.40 |
95 | 2010.01.13 08:00 | buy | 48 | 1.00 | 1.45031 | 0.00000 | 0.00000 | ||
96 | 2010.01.13 10:00 | close | 48 | 1.00 | 1.44821 | 0.00000 | 0.00000 | -210.00 | 4142.40 |
97 | 2010.01.13 11:00 | buy | 49 | 1.00 | 1.45010 | 0.00000 | 0.00000 | ||
98 | 2010.01.13 18:00 | close | 49 | 1.00 | 1.44908 | 0.00000 | 0.00000 | -102.00 | 4040.40 |
99 | 2010.01.14 01:00 | buy | 50 | 1.00 | 1.45230 | 0.00000 | 0.00000 | ||
100 | 2010.01.14 10:00 | close | 50 | 1.00 | 1.45210 | 0.00000 | 0.00000 | -20.00 | 4020.40 |
101 | 2010.01.14 20:00 | buy | 51 | 1.00 | 1.45113 | 0.00000 | 0.00000 | ||
102 | 2010.01.14 21:00 | close | 51 | 1.00 | 1.45024 | 0.00000 | 0.00000 | -89.00 | 3931.40 |
103 | 2010.01.15 01:00 | buy | 52 | 1.00 | 1.45000 | 0.00000 | 0.00000 | ||
104 | 2010.01.15 02:00 | close | 52 | 1.00 | 1.44742 | 0.00000 | 0.00000 | -258.00 | 3673.40 |