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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 9816.80 | Gross profit | 20056.80 | Gross loss | -10240.00 |
| Profit factor | 1.96 | Expected payoff | 196.34 | ||
| Absolute drawdown | 576.80 | Maximal drawdown | 5552.40 (26.32%) | Relative drawdown | 26.32% (5552.40) |
| Total trades | 50 | Short positions (won %) | 18 (94.44%) | Long positions (won %) | 32 (28.13%) |
| Profit trades (% of total) | 26 (52.00%) | Loss trades (% of total) | 24 (48.00%) | ||
| Largest | profit trade | 1000.60 | loss trade | -1265.00 | |
| Average | profit trade | 771.42 | loss trade | -426.67 | |
| Maximum | consecutive wins (profit in money) | 5 (2153.80) | consecutive losses (loss in money) | 6 (-2129.40) | |
| Maximal | consecutive profit (count of wins) | 3139.00 (4) | consecutive loss (count of losses) | -2224.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy | 1 | 1.00 | 1.50691 | 0.00000 | 1.51691 | ||
| 2 | 2009.12.01 16:00 | buy | 2 | 1.00 | 1.50830 | 0.00000 | 1.51830 | ||
| 3 | 2009.12.02 12:00 | sell | 3 | 1.00 | 1.51027 | 0.00000 | 1.50027 | ||
| 4 | 2009.12.02 12:00 | close | 1 | 1.00 | 1.51027 | 0.00000 | 1.51691 | 336.20 | 10336.20 |
| 5 | 2009.12.02 12:02 | close | 2 | 1.00 | 1.51029 | 0.00000 | 1.51830 | 199.20 | 10535.40 |
| 6 | 2009.12.03 03:00 | buy | 4 | 1.00 | 1.50797 | 0.00000 | 1.51797 | ||
| 7 | 2009.12.03 08:00 | buy | 5 | 1.00 | 1.51075 | 0.00000 | 1.52075 | ||
| 8 | 2009.12.04 00:00 | sell | 6 | 1.00 | 1.50527 | 0.00000 | 1.49527 | ||
| 9 | 2009.12.04 00:00 | close | 4 | 1.00 | 1.50527 | 0.00000 | 1.51797 | -269.80 | 10265.60 |
| 10 | 2009.12.04 00:02 | close | 5 | 1.00 | 1.50520 | 0.00000 | 1.52075 | -554.80 | 9710.80 |
| 11 | 2009.12.04 14:45 | t/p | 3 | 1.00 | 1.50027 | 0.00000 | 1.50027 | 998.40 | 10709.20 |
| 12 | 2009.12.04 14:50 | t/p | 6 | 1.00 | 1.49527 | 0.00000 | 1.49527 | 1000.00 | 11709.20 |
| 13 | 2009.12.07 20:00 | buy | 7 | 1.00 | 1.48600 | 0.00000 | 1.49600 | ||
| 14 | 2009.12.07 21:00 | sell | 8 | 1.00 | 1.48216 | 0.00000 | 1.47216 | ||
| 15 | 2009.12.08 10:00 | sell | 9 | 1.00 | 1.48195 | 0.00000 | 1.47195 | ||
| 16 | 2009.12.08 10:00 | close | 7 | 1.00 | 1.48195 | 0.00000 | 1.49600 | -404.80 | 11304.40 |
| 17 | 2009.12.08 11:00 | buy | 10 | 1.00 | 1.48459 | 0.00000 | 1.49459 | ||
| 18 | 2009.12.08 12:00 | close | 10 | 1.00 | 1.48345 | 0.00000 | 1.49459 | -114.00 | 11190.40 |
| 19 | 2009.12.08 18:45 | t/p | 8 | 1.00 | 1.47216 | 0.00000 | 1.47216 | 999.60 | 12190.00 |
| 20 | 2009.12.08 18:45 | t/p | 9 | 1.00 | 1.47195 | 0.00000 | 1.47195 | 1000.00 | 13190.00 |
| 21 | 2009.12.09 16:00 | buy | 11 | 1.00 | 1.47141 | 0.00000 | 1.48141 | ||
| 22 | 2009.12.09 21:00 | sell | 12 | 1.00 | 1.47154 | 0.00000 | 1.46154 | ||
| 23 | 2009.12.09 21:00 | close | 11 | 1.00 | 1.47154 | 0.00000 | 1.48141 | 13.00 | 13203.00 |
| 24 | 2009.12.10 06:00 | buy | 13 | 1.00 | 1.47126 | 0.00000 | 1.48126 | ||
| 25 | 2009.12.10 10:00 | close | 13 | 1.00 | 1.47187 | 0.00000 | 1.48126 | 61.00 | 13264.00 |
| 26 | 2009.12.10 17:00 | buy | 14 | 1.00 | 1.47209 | 0.00000 | 1.48209 | ||
| 27 | 2009.12.11 01:00 | sell | 15 | 1.00 | 1.47289 | 0.00000 | 1.46289 | ||
| 28 | 2009.12.11 01:00 | close | 14 | 1.00 | 1.47289 | 0.00000 | 1.48209 | 80.20 | 13344.20 |
| 29 | 2009.12.11 07:00 | buy | 16 | 1.00 | 1.47386 | 0.00000 | 1.48386 | ||
| 30 | 2009.12.11 08:00 | close | 16 | 1.00 | 1.47225 | 0.00000 | 1.48386 | -161.00 | 13183.20 |
| 31 | 2009.12.11 16:15 | t/p | 15 | 1.00 | 1.46289 | 0.00000 | 1.46289 | 1000.00 | 14183.20 |
| 32 | 2009.12.11 16:20 | t/p | 12 | 1.00 | 1.46154 | 0.00000 | 1.46154 | 998.40 | 15181.60 |
| 33 | 2009.12.14 00:00 | sell | 17 | 1.00 | 1.46147 | 0.00000 | 1.45147 | ||
| 34 | 2009.12.14 19:00 | buy | 18 | 1.00 | 1.46582 | 0.00000 | 1.47582 | ||
| 35 | 2009.12.14 21:00 | close | 18 | 1.00 | 1.46476 | 0.00000 | 1.47582 | -106.00 | 15075.60 |
| 36 | 2009.12.15 00:00 | buy | 19 | 1.00 | 1.46522 | 0.00000 | 1.47522 | ||
| 37 | 2009.12.15 03:00 | sell | 20 | 1.00 | 1.46521 | 0.00000 | 1.45521 | ||
| 38 | 2009.12.15 07:00 | close | 19 | 1.00 | 1.46374 | 0.00000 | 1.47522 | -148.00 | 14927.60 |
| 39 | 2009.12.15 10:20 | t/p | 20 | 1.00 | 1.45521 | 0.00000 | 1.45521 | 1000.00 | 15927.60 |
| 40 | 2009.12.15 17:50 | t/p | 17 | 1.00 | 1.45147 | 0.00000 | 1.45147 | 999.60 | 16927.20 |
| 41 | 2009.12.16 12:00 | buy | 21 | 1.00 | 1.45533 | 0.00000 | 1.46533 | ||
| 42 | 2009.12.16 15:00 | sell | 22 | 1.00 | 1.45487 | 0.00000 | 1.44487 | ||
| 43 | 2009.12.16 21:00 | close | 21 | 1.00 | 1.45148 | 0.00000 | 1.46533 | -385.00 | 16542.20 |
| 44 | 2009.12.17 02:00 | sell | 23 | 1.00 | 1.45226 | 0.00000 | 1.44226 | ||
| 45 | 2009.12.17 03:45 | t/p | 22 | 1.00 | 1.44487 | 0.00000 | 1.44487 | 998.80 | 17541.00 |
| 46 | 2009.12.17 03:50 | t/p | 23 | 1.00 | 1.44226 | 0.00000 | 1.44226 | 1000.00 | 18541.00 |
| 47 | 2009.12.18 09:00 | sell | 24 | 1.00 | 1.43816 | 0.00000 | 1.42816 | ||
| 48 | 2009.12.18 11:00 | buy | 25 | 1.00 | 1.44002 | 0.00000 | 1.45002 | ||
| 49 | 2009.12.18 16:50 | t/p | 24 | 1.00 | 1.42816 | 0.00000 | 1.42816 | 1000.00 | 19541.00 |
| 50 | 2009.12.18 17:00 | sell | 26 | 1.00 | 1.42737 | 0.00000 | 1.41737 | ||
| 51 | 2009.12.18 17:00 | close | 25 | 1.00 | 1.42737 | 0.00000 | 1.45002 | -1265.00 | 18276.00 |
| 52 | 2009.12.21 07:00 | buy | 27 | 1.00 | 1.43375 | 0.00000 | 1.44375 | ||
| 53 | 2009.12.21 08:00 | sell | 28 | 1.00 | 1.43340 | 0.00000 | 1.42340 | ||
| 54 | 2009.12.21 10:00 | close | 27 | 1.00 | 1.42914 | 0.00000 | 1.44375 | -461.00 | 17815.00 |
| 55 | 2009.12.21 16:00 | buy | 29 | 1.00 | 1.43346 | 0.00000 | 1.44346 | ||
| 56 | 2009.12.21 22:00 | close | 29 | 1.00 | 1.42848 | 0.00000 | 1.44346 | -498.00 | 17317.00 |
| 57 | 2009.12.22 16:50 | t/p | 28 | 1.00 | 1.42340 | 0.00000 | 1.42340 | 999.60 | 18316.60 |
| 58 | 2009.12.23 16:00 | buy | 30 | 1.00 | 1.42809 | 0.00000 | 1.43809 | ||
| 59 | 2009.12.24 10:45 | t/p | 30 | 1.00 | 1.43809 | 0.00000 | 1.43809 | 1000.60 | 19317.20 |
| 60 | 2009.12.28 04:00 | buy | 31 | 1.00 | 1.43962 | 0.00000 | 1.44962 | ||
| 61 | 2009.12.28 10:00 | sell | 32 | 1.00 | 1.43900 | 0.00000 | 1.42900 | ||
| 62 | 2009.12.28 10:00 | close | 31 | 1.00 | 1.43900 | 0.00000 | 1.44962 | -62.00 | 19255.20 |
| 63 | 2009.12.28 11:00 | buy | 33 | 1.00 | 1.43906 | 0.00000 | 1.44906 | ||
| 64 | 2009.12.29 02:00 | sell | 34 | 1.00 | 1.43616 | 0.00000 | 1.42616 | ||
| 65 | 2009.12.29 02:00 | close | 33 | 1.00 | 1.43616 | 0.00000 | 1.44906 | -289.80 | 18965.40 |
| 66 | 2009.12.29 10:00 | buy | 35 | 1.00 | 1.44350 | 0.00000 | 1.45350 | ||
| 67 | 2009.12.29 14:00 | buy | 36 | 1.00 | 1.44503 | 0.00000 | 1.45503 | ||
| 68 | 2009.12.29 18:00 | close | 35 | 1.00 | 1.43539 | 0.00000 | 1.45350 | -811.00 | 18154.40 |
| 69 | 2009.12.29 18:02 | close | 36 | 1.00 | 1.43612 | 0.00000 | 1.45503 | -891.00 | 17263.40 |
| 70 | 2009.12.30 16:45 | t/p | 32 | 1.00 | 1.42900 | 0.00000 | 1.42900 | 999.20 | 18262.60 |
| 71 | 2009.12.31 02:00 | buy | 37 | 1.00 | 1.43546 | 0.00000 | 1.44546 | ||
| 72 | 2009.12.31 16:00 | close | 37 | 1.00 | 1.43688 | 0.00000 | 1.44546 | 142.00 | 18404.60 |
| 73 | 2010.01.04 02:50 | t/p | 34 | 1.00 | 1.42616 | 0.00000 | 1.42616 | 997.60 | 19402.20 |
| 74 | 2010.01.04 12:00 | buy | 38 | 1.00 | 1.43760 | 0.00000 | 1.44760 | ||
| 75 | 2010.01.04 15:00 | buy | 39 | 1.00 | 1.44239 | 0.00000 | 1.45239 | ||
| 76 | 2010.01.05 07:50 | t/p | 38 | 1.00 | 1.44760 | 0.00000 | 1.44760 | 1000.20 | 20402.40 |
| 77 | 2010.01.05 16:00 | close | 39 | 1.00 | 1.44036 | 0.00000 | 1.45239 | -202.80 | 20199.60 |
| 78 | 2010.01.05 18:00 | sell | 40 | 1.00 | 1.44007 | 0.00000 | 1.43007 | ||
| 79 | 2010.01.06 07:50 | t/p | 40 | 1.00 | 1.43007 | 0.00000 | 1.43007 | 999.60 | 21199.20 |
| 80 | 2010.01.06 18:00 | buy | 41 | 1.00 | 1.44034 | 0.00000 | 1.45034 | ||
| 81 | 2010.01.07 08:00 | close | 41 | 1.00 | 1.43678 | 0.00000 | 1.45034 | -355.40 | 20843.80 |
| 82 | 2010.01.11 01:00 | buy | 42 | 1.00 | 1.44650 | 0.00000 | 1.45650 | ||
| 83 | 2010.01.12 04:00 | sell | 43 | 1.00 | 1.44887 | 0.00000 | 1.43887 | ||
| 84 | 2010.01.12 04:00 | close | 42 | 1.00 | 1.44887 | 0.00000 | 1.45650 | 237.20 | 21081.00 |
| 85 | 2010.01.12 17:00 | buy | 44 | 1.00 | 1.45394 | 0.00000 | 1.46394 | ||
| 86 | 2010.01.12 18:00 | buy | 45 | 1.00 | 1.45220 | 0.00000 | 1.46220 | ||
| 87 | 2010.01.13 03:00 | sell | 46 | 1.00 | 1.44763 | 0.00000 | 1.43763 | ||
| 88 | 2010.01.13 03:00 | close | 44 | 1.00 | 1.44763 | 0.00000 | 1.46394 | -630.80 | 20450.20 |
| 89 | 2010.01.13 03:02 | close | 45 | 1.00 | 1.44717 | 0.00000 | 1.46220 | -502.80 | 19947.40 |
| 90 | 2010.01.13 13:00 | buy | 47 | 1.00 | 1.45472 | 0.00000 | 1.46472 | ||
| 91 | 2010.01.13 13:00 | buy | 48 | 1.00 | 1.45472 | 0.00000 | 1.46472 | ||
| 92 | 2010.01.14 01:00 | close | 47 | 1.00 | 1.45223 | 0.00000 | 1.46472 | -248.40 | 19699.00 |
| 93 | 2010.01.14 01:02 | close | 48 | 1.00 | 1.45272 | 0.00000 | 1.46472 | -199.40 | 19499.60 |
| 94 | 2010.01.14 02:00 | buy | 49 | 1.00 | 1.45329 | 0.00000 | 1.46329 | ||
| 95 | 2010.01.14 05:00 | buy | 50 | 1.00 | 1.45384 | 0.00000 | 1.46384 | ||
| 96 | 2010.01.14 12:00 | close | 49 | 1.00 | 1.45051 | 0.00000 | 1.46329 | -278.00 | 19221.60 |
| 97 | 2010.01.14 12:02 | close | 50 | 1.00 | 1.45114 | 0.00000 | 1.46384 | -270.00 | 18951.60 |
| 98 | 2010.01.15 09:20 | t/p | 43 | 1.00 | 1.43887 | 0.00000 | 1.43887 | 998.00 | 19949.60 |
| 99 | 2010.01.15 12:20 | t/p | 46 | 1.00 | 1.43763 | 0.00000 | 1.43763 | 998.40 | 20948.00 |
| 100 | 2010.01.15 22:57 | close at stop | 26 | 1.00 | 1.43857 | 0.00000 | 1.41737 | -1131.20 | 19816.80 |