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 | TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1.50 | Gross profit | 184.50 | Gross loss | -186.00 |
Profit factor | 0.99 | Expected payoff | -0.03 | ||
Absolute drawdown | 36.70 | Maximal drawdown | 108.40 (1.08%) | Relative drawdown | 1.08% (108.40) |
Total trades | 53 | Short positions (won %) | 26 (53.85%) | Long positions (won %) | 27 (70.37%) |
Profit trades (% of total) | 33 (62.26%) | Loss trades (% of total) | 20 (37.74%) | ||
Largest | profit trade | 9.90 | loss trade | -9.30 | |
Average | profit trade | 5.59 | loss trade | -9.30 | |
Maximum | consecutive wins (profit in money) | 13 (76.70) | consecutive losses (loss in money) | 5 (-46.50) | |
Maximal | consecutive profit (count of wins) | 76.70 (13) | consecutive loss (count of losses) | -46.50 (5) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 21:00 | sell | 1 | 0.10 | 1.50940 | 1.51033 | 1.50840 | ||
2 | 2009.12.01 21:02 | sell | 2 | 0.10 | 1.50936 | 1.51029 | 1.50836 | ||
3 | 2009.12.01 21:15 | close | 1 | 0.10 | 1.50873 | 1.51033 | 1.50840 | 6.70 | 10006.70 |
4 | 2009.12.01 21:17 | close | 2 | 0.10 | 1.50885 | 1.51029 | 1.50836 | 5.10 | 10011.80 |
5 | 2009.12.02 21:00 | sell | 3 | 0.10 | 1.50356 | 1.50449 | 1.50256 | ||
6 | 2009.12.02 21:02 | sell | 4 | 0.10 | 1.50350 | 1.50443 | 1.50250 | ||
7 | 2009.12.02 21:20 | s/l | 4 | 0.10 | 1.50443 | 1.50443 | 1.50250 | -9.30 | 10002.50 |
8 | 2009.12.02 21:45 | s/l | 3 | 0.10 | 1.50449 | 1.50449 | 1.50256 | -9.30 | 9993.20 |
9 | 2009.12.03 21:00 | sell | 5 | 0.10 | 1.50903 | 1.50996 | 1.50803 | ||
10 | 2009.12.03 21:02 | sell | 6 | 0.10 | 1.50943 | 1.51036 | 1.50843 | ||
11 | 2009.12.03 21:20 | close | 6 | 0.10 | 1.50888 | 1.51036 | 1.50843 | 5.50 | 9998.70 |
12 | 2009.12.03 21:40 | close | 5 | 0.10 | 1.50840 | 1.50996 | 1.50803 | 6.30 | 10005.00 |
13 | 2009.12.04 21:00 | buy | 7 | 0.10 | 1.48259 | 1.48166 | 1.48359 | ||
14 | 2009.12.04 21:02 | buy | 8 | 0.10 | 1.48275 | 1.48182 | 1.48375 | ||
15 | 2009.12.04 21:10 | close | 7 | 0.10 | 1.48358 | 1.48166 | 1.48359 | 9.90 | 10014.90 |
16 | 2009.12.04 21:12 | close | 8 | 0.10 | 1.48335 | 1.48182 | 1.48375 | 6.00 | 10020.90 |
17 | 2009.12.07 21:00 | sell | 9 | 0.10 | 1.48216 | 1.48309 | 1.48116 | ||
18 | 2009.12.07 21:02 | sell | 10 | 0.10 | 1.48246 | 1.48339 | 1.48146 | ||
19 | 2009.12.07 21:15 | close | 9 | 0.10 | 1.48175 | 1.48309 | 1.48116 | 4.10 | 10025.00 |
20 | 2009.12.07 21:17 | close | 10 | 0.10 | 1.48189 | 1.48339 | 1.48146 | 5.70 | 10030.70 |
21 | 2009.12.08 21:00 | buy | 11 | 0.10 | 1.46833 | 1.46740 | 1.46933 | ||
22 | 2009.12.08 21:03 | close | 11 | 0.10 | 1.46901 | 1.46740 | 1.46933 | 6.80 | 10037.50 |
23 | 2009.12.09 21:00 | buy | 12 | 0.10 | 1.47165 | 1.47072 | 1.47265 | ||
24 | 2009.12.09 21:02 | buy | 13 | 0.10 | 1.47180 | 1.47087 | 1.47280 | ||
25 | 2009.12.09 21:10 | close | 12 | 0.10 | 1.47253 | 1.47072 | 1.47265 | 8.80 | 10046.30 |
26 | 2009.12.09 21:12 | close | 13 | 0.10 | 1.47232 | 1.47087 | 1.47280 | 5.20 | 10051.50 |
27 | 2009.12.10 21:00 | buy | 14 | 0.10 | 1.47200 | 1.47107 | 1.47300 | ||
28 | 2009.12.10 21:02 | buy | 15 | 0.10 | 1.47208 | 1.47115 | 1.47308 | ||
29 | 2009.12.10 21:10 | close | 14 | 0.10 | 1.47237 | 1.47107 | 1.47300 | 3.70 | 10055.20 |
30 | 2009.12.10 21:15 | close | 15 | 0.10 | 1.47266 | 1.47115 | 1.47308 | 5.80 | 10061.00 |
31 | 2009.12.11 21:00 | buy | 16 | 0.10 | 1.46179 | 1.46086 | 1.46279 | ||
32 | 2009.12.11 21:02 | buy | 17 | 0.10 | 1.46175 | 1.46082 | 1.46275 | ||
33 | 2009.12.11 21:15 | modify | 17 | 0.10 | 1.46175 | 1.46179 | 1.46275 | ||
34 | 2009.12.11 21:20 | close | 16 | 0.10 | 1.46228 | 1.46086 | 1.46279 | 4.90 | 10065.90 |
35 | 2009.12.11 21:22 | close | 17 | 0.10 | 1.46215 | 1.46179 | 1.46275 | 4.00 | 10069.90 |
36 | 2009.12.14 21:00 | sell | 18 | 0.10 | 1.46476 | 1.46569 | 1.46376 | ||
37 | 2009.12.14 21:02 | sell | 19 | 0.10 | 1.46458 | 1.46551 | 1.46358 | ||
38 | 2009.12.14 21:20 | s/l | 18 | 0.10 | 1.46569 | 1.46569 | 1.46376 | -9.30 | 10060.60 |
39 | 2009.12.14 21:20 | s/l | 19 | 0.10 | 1.46551 | 1.46551 | 1.46358 | -9.30 | 10051.30 |
40 | 2009.12.15 21:00 | sell | 20 | 0.10 | 1.45269 | 1.45362 | 1.45169 | ||
41 | 2009.12.15 21:02 | sell | 21 | 0.10 | 1.45266 | 1.45359 | 1.45166 | ||
42 | 2009.12.15 21:20 | s/l | 20 | 0.10 | 1.45362 | 1.45362 | 1.45169 | -9.30 | 10042.00 |
43 | 2009.12.15 21:20 | s/l | 21 | 0.10 | 1.45359 | 1.45359 | 1.45166 | -9.30 | 10032.70 |
44 | 2009.12.16 21:00 | buy | 22 | 0.10 | 1.45159 | 1.45066 | 1.45259 | ||
45 | 2009.12.16 21:02 | buy | 23 | 0.10 | 1.45080 | 1.44987 | 1.45180 | ||
46 | 2009.12.16 21:07 | s/l | 22 | 0.10 | 1.45066 | 1.45066 | 1.45259 | -9.30 | 10023.40 |
47 | 2009.12.16 21:10 | close | 23 | 0.10 | 1.45152 | 1.44987 | 1.45180 | 7.20 | 10030.60 |
48 | 2009.12.17 21:00 | buy | 24 | 0.10 | 1.43514 | 1.43421 | 1.43614 | ||
49 | 2009.12.17 21:03 | buy | 25 | 0.10 | 1.43552 | 1.43459 | 1.43652 | ||
50 | 2009.12.17 21:10 | close | 24 | 0.10 | 1.43552 | 1.43421 | 1.43614 | 3.80 | 10034.40 |
51 | 2009.12.17 21:26 | s/l | 25 | 0.10 | 1.43459 | 1.43459 | 1.43652 | -9.30 | 10025.10 |
52 | 2009.12.18 21:00 | sell | 26 | 0.10 | 1.43197 | 1.43290 | 1.43097 | ||
53 | 2009.12.18 21:03 | s/l | 26 | 0.10 | 1.43290 | 1.43290 | 1.43097 | -9.30 | 10015.80 |
54 | 2009.12.18 21:03 | sell | 27 | 0.10 | 1.43302 | 1.43395 | 1.43202 | ||
55 | 2009.12.18 21:16 | s/l | 27 | 0.10 | 1.43395 | 1.43395 | 1.43202 | -9.30 | 10006.50 |
56 | 2009.12.21 21:00 | buy | 28 | 0.10 | 1.42892 | 1.42799 | 1.42992 | ||
57 | 2009.12.21 21:02 | buy | 29 | 0.10 | 1.42907 | 1.42814 | 1.43007 | ||
58 | 2009.12.21 21:15 | s/l | 28 | 0.10 | 1.42799 | 1.42799 | 1.42992 | -9.30 | 9997.20 |
59 | 2009.12.21 21:15 | s/l | 29 | 0.10 | 1.42814 | 1.42814 | 1.43007 | -9.30 | 9987.90 |
60 | 2009.12.22 21:00 | buy | 30 | 0.10 | 1.42538 | 1.42445 | 1.42638 | ||
61 | 2009.12.22 21:02 | buy | 31 | 0.10 | 1.42535 | 1.42442 | 1.42635 | ||
62 | 2009.12.22 21:15 | modify | 31 | 0.10 | 1.42535 | 1.42537 | 1.42635 | ||
63 | 2009.12.22 21:20 | close | 30 | 0.10 | 1.42586 | 1.42445 | 1.42638 | 4.80 | 9992.70 |
64 | 2009.12.22 21:22 | close | 31 | 0.10 | 1.42574 | 1.42537 | 1.42635 | 3.90 | 9996.60 |
65 | 2009.12.23 21:00 | sell | 32 | 0.10 | 1.43338 | 1.43431 | 1.43238 | ||
66 | 2009.12.23 21:02 | sell | 33 | 0.10 | 1.43387 | 1.43480 | 1.43287 | ||
67 | 2009.12.23 21:10 | modify | 33 | 0.10 | 1.43387 | 1.43385 | 1.43287 | ||
68 | 2009.12.23 21:15 | close | 33 | 0.10 | 1.43311 | 1.43385 | 1.43287 | 7.60 | 10004.20 |
69 | 2009.12.23 21:20 | close | 32 | 0.10 | 1.43253 | 1.43431 | 1.43238 | 8.50 | 10012.70 |
70 | 2009.12.28 21:00 | buy | 34 | 0.10 | 1.43842 | 1.43749 | 1.43942 | ||
71 | 2009.12.28 21:02 | buy | 35 | 0.10 | 1.43829 | 1.43736 | 1.43929 | ||
72 | 2009.12.28 22:50 | s/l | 34 | 0.10 | 1.43749 | 1.43749 | 1.43942 | -9.30 | 10003.40 |
73 | 2009.12.28 23:20 | s/l | 35 | 0.10 | 1.43736 | 1.43736 | 1.43929 | -9.30 | 9994.10 |
74 | 2009.12.29 21:00 | buy | 36 | 0.10 | 1.43528 | 1.43435 | 1.43628 | ||
75 | 2009.12.29 21:15 | close | 36 | 0.10 | 1.43578 | 1.43435 | 1.43628 | 5.00 | 9999.10 |
76 | 2009.12.30 21:00 | sell | 37 | 0.10 | 1.43330 | 1.43423 | 1.43230 | ||
77 | 2009.12.30 21:15 | modify | 37 | 0.10 | 1.43330 | 1.43327 | 1.43230 | ||
78 | 2009.12.30 21:20 | close | 37 | 0.10 | 1.43268 | 1.43327 | 1.43230 | 6.20 | 10005.30 |
79 | 2010.01.04 21:00 | sell | 38 | 0.10 | 1.44111 | 1.44204 | 1.44011 | ||
80 | 2010.01.04 21:02 | sell | 39 | 0.10 | 1.44082 | 1.44175 | 1.43982 | ||
81 | 2010.01.04 21:20 | s/l | 38 | 0.10 | 1.44204 | 1.44204 | 1.44011 | -9.30 | 9996.00 |
82 | 2010.01.04 21:20 | s/l | 39 | 0.10 | 1.44175 | 1.44175 | 1.43982 | -9.30 | 9986.70 |
83 | 2010.01.05 21:00 | buy | 40 | 0.10 | 1.43691 | 1.43598 | 1.43791 | ||
84 | 2010.01.05 21:02 | buy | 41 | 0.10 | 1.43684 | 1.43591 | 1.43784 | ||
85 | 2010.01.05 21:20 | close | 40 | 0.10 | 1.43728 | 1.43598 | 1.43791 | 3.70 | 9990.40 |
86 | 2010.01.05 21:22 | modify | 41 | 0.10 | 1.43684 | 1.43687 | 1.43784 | ||
87 | 2010.01.05 21:25 | close | 41 | 0.10 | 1.43722 | 1.43687 | 1.43784 | 3.80 | 9994.20 |
88 | 2010.01.06 21:00 | sell | 42 | 0.10 | 1.44077 | 1.44170 | 1.43977 | ||
89 | 2010.01.06 21:02 | modify | 42 | 0.10 | 1.44077 | 1.44074 | 1.43977 | ||
90 | 2010.01.06 21:07 | close | 42 | 0.10 | 1.44035 | 1.44074 | 1.43977 | 4.20 | 9998.40 |
91 | 2010.01.07 21:00 | buy | 43 | 0.10 | 1.43272 | 1.43179 | 1.43372 | ||
92 | 2010.01.07 21:02 | buy | 44 | 0.10 | 1.43257 | 1.43164 | 1.43357 | ||
93 | 2010.01.07 21:15 | s/l | 43 | 0.10 | 1.43179 | 1.43179 | 1.43372 | -9.30 | 9989.10 |
94 | 2010.01.07 21:15 | s/l | 44 | 0.10 | 1.43164 | 1.43164 | 1.43357 | -9.30 | 9979.80 |
95 | 2010.01.08 21:00 | sell | 45 | 0.10 | 1.44147 | 1.44240 | 1.44047 | ||
96 | 2010.01.08 21:02 | close | 45 | 0.10 | 1.44084 | 1.44240 | 1.44047 | 6.30 | 9986.10 |
97 | 2010.01.11 21:00 | sell | 46 | 0.10 | 1.45188 | 1.45281 | 1.45088 | ||
98 | 2010.01.11 21:02 | sell | 47 | 0.10 | 1.45186 | 1.45279 | 1.45086 | ||
99 | 2010.01.11 21:20 | s/l | 46 | 0.10 | 1.45281 | 1.45281 | 1.45088 | -9.30 | 9976.80 |
100 | 2010.01.11 21:20 | s/l | 47 | 0.10 | 1.45279 | 1.45279 | 1.45086 | -9.30 | 9967.50 |
101 | 2010.01.12 21:00 | sell | 48 | 0.10 | 1.44973 | 1.45066 | 1.44873 | ||
102 | 2010.01.12 21:02 | sell | 49 | 0.10 | 1.44965 | 1.45058 | 1.44865 | ||
103 | 2010.01.12 21:10 | close | 48 | 0.10 | 1.44935 | 1.45066 | 1.44873 | 3.80 | 9971.30 |
104 | 2010.01.12 21:15 | close | 49 | 0.10 | 1.44894 | 1.45058 | 1.44865 | 7.10 | 9978.40 |
105 | 2010.01.13 21:00 | sell | 50 | 0.10 | 1.45117 | 1.45210 | 1.45017 | ||
106 | 2010.01.13 21:02 | close | 50 | 0.10 | 1.45067 | 1.45210 | 1.45017 | 5.00 | 9983.40 |
107 | 2010.01.14 21:00 | buy | 51 | 0.10 | 1.45035 | 1.44942 | 1.45135 | ||
108 | 2010.01.14 21:02 | close | 51 | 0.10 | 1.45073 | 1.44942 | 1.45135 | 3.80 | 9987.20 |
109 | 2010.01.15 21:00 | buy | 52 | 0.10 | 1.43569 | 1.43476 | 1.43669 | ||
110 | 2010.01.15 21:02 | buy | 53 | 0.10 | 1.43575 | 1.43482 | 1.43675 | ||
111 | 2010.01.15 21:10 | close | 52 | 0.10 | 1.43638 | 1.43476 | 1.43669 | 6.90 | 9994.10 |
112 | 2010.01.15 21:12 | close | 53 | 0.10 | 1.43619 | 1.43482 | 1.43675 | 4.40 | 9998.50 |