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 | LotSize=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.00 | Gross profit | 121.60 | Gross loss | -105.60 |
Profit factor | 1.15 | Expected payoff | 0.64 | ||
Absolute drawdown | 46.20 | Maximal drawdown | 93.70 (0.93%) | Relative drawdown | 0.93% (93.70) |
Total trades | 25 | Short positions (won %) | 12 (8.33%) | Long positions (won %) | 13 (15.38%) |
Profit trades (% of total) | 3 (12.00%) | Loss trades (% of total) | 22 (88.00%) | ||
Largest | profit trade | 67.30 | loss trade | -4.80 | |
Average | profit trade | 40.53 | loss trade | -4.80 | |
Maximum | consecutive wins (profit in money) | 2 (72.80) | consecutive losses (loss in money) | 13 (-62.40) | |
Maximal | consecutive profit (count of wins) | 72.80 (2) | consecutive loss (count of losses) | -62.40 (13) | |
Average | consecutive wins | 2 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.29 10:00 | buy | 1 | 0.10 | 1.44364 | 1.44316 | 1.54336 | ||
2 | 2009.12.29 10:10 | s/l | 1 | 0.10 | 1.44316 | 1.44316 | 1.54336 | -4.80 | 9995.20 |
3 | 2009.12.30 04:00 | sell | 2 | 0.10 | 1.43109 | 1.43157 | 1.33137 | ||
4 | 2009.12.30 04:15 | s/l | 2 | 0.10 | 1.43157 | 1.43157 | 1.33137 | -4.80 | 9990.40 |
5 | 2009.12.30 10:00 | buy | 3 | 0.10 | 1.43479 | 1.43431 | 1.53451 | ||
6 | 2009.12.30 10:02 | s/l | 3 | 0.10 | 1.43431 | 1.43431 | 1.53451 | -4.80 | 9985.60 |
7 | 2009.12.31 04:00 | sell | 4 | 0.10 | 1.43679 | 1.43727 | 1.33707 | ||
8 | 2009.12.31 04:02 | s/l | 4 | 0.10 | 1.43727 | 1.43727 | 1.33707 | -4.80 | 9980.80 |
9 | 2009.12.31 10:00 | buy | 5 | 0.10 | 1.44145 | 1.44097 | 1.54117 | ||
10 | 2009.12.31 10:02 | s/l | 5 | 0.10 | 1.44097 | 1.44097 | 1.54117 | -4.80 | 9976.00 |
11 | 2010.01.04 04:00 | sell | 6 | 0.10 | 1.42939 | 1.42987 | 1.32967 | ||
12 | 2010.01.04 04:07 | s/l | 6 | 0.10 | 1.42987 | 1.42987 | 1.32967 | -4.80 | 9971.20 |
13 | 2010.01.04 10:00 | buy | 7 | 0.10 | 1.43399 | 1.43351 | 1.53371 | ||
14 | 2010.01.04 12:59 | close | 7 | 0.10 | 1.43887 | 1.43351 | 1.53371 | 48.80 | 10020.00 |
15 | 2010.01.05 04:00 | sell | 8 | 0.10 | 1.44142 | 1.44190 | 1.34170 | ||
16 | 2010.01.05 04:10 | s/l | 8 | 0.10 | 1.44190 | 1.44190 | 1.34170 | -4.80 | 10015.20 |
17 | 2010.01.05 10:00 | buy | 9 | 0.10 | 1.44214 | 1.44166 | 1.54186 | ||
18 | 2010.01.05 10:02 | s/l | 9 | 0.10 | 1.44166 | 1.44166 | 1.54186 | -4.80 | 10010.40 |
19 | 2010.01.06 04:00 | sell | 10 | 0.10 | 1.43565 | 1.43613 | 1.33593 | ||
20 | 2010.01.06 04:02 | s/l | 10 | 0.10 | 1.43613 | 1.43613 | 1.33593 | -4.80 | 10005.60 |
21 | 2010.01.06 09:59 | buy | 11 | 0.10 | 1.43538 | 1.43490 | 1.53510 | ||
22 | 2010.01.06 10:02 | s/l | 11 | 0.10 | 1.43490 | 1.43490 | 1.53510 | -4.80 | 10000.80 |
23 | 2010.01.07 04:00 | sell | 12 | 0.10 | 1.44034 | 1.44082 | 1.34062 | ||
24 | 2010.01.07 04:02 | s/l | 12 | 0.10 | 1.44082 | 1.44082 | 1.34062 | -4.80 | 9996.00 |
25 | 2010.01.07 09:59 | buy | 13 | 0.10 | 1.43654 | 1.43606 | 1.53626 | ||
26 | 2010.01.07 10:50 | s/l | 13 | 0.10 | 1.43606 | 1.43606 | 1.53626 | -4.80 | 9991.20 |
27 | 2010.01.08 04:00 | sell | 14 | 0.10 | 1.43082 | 1.43130 | 1.33110 | ||
28 | 2010.01.08 04:15 | s/l | 14 | 0.10 | 1.43130 | 1.43130 | 1.33110 | -4.80 | 9986.40 |
29 | 2010.01.08 10:00 | buy | 15 | 0.10 | 1.43316 | 1.43268 | 1.53288 | ||
30 | 2010.01.08 10:02 | s/l | 15 | 0.10 | 1.43268 | 1.43268 | 1.53288 | -4.80 | 9981.60 |
31 | 2010.01.11 04:00 | sell | 16 | 0.10 | 1.45093 | 1.45141 | 1.35121 | ||
32 | 2010.01.11 04:05 | s/l | 16 | 0.10 | 1.45141 | 1.45141 | 1.35121 | -4.80 | 9976.80 |
33 | 2010.01.11 10:00 | buy | 17 | 0.10 | 1.45211 | 1.45163 | 1.55183 | ||
34 | 2010.01.11 10:20 | s/l | 17 | 0.10 | 1.45163 | 1.45163 | 1.55183 | -4.80 | 9972.00 |
35 | 2010.01.12 04:00 | sell | 18 | 0.10 | 1.44887 | 1.44935 | 1.34915 | ||
36 | 2010.01.12 04:02 | s/l | 18 | 0.10 | 1.44935 | 1.44935 | 1.34915 | -4.80 | 9967.20 |
37 | 2010.01.12 10:00 | buy | 19 | 0.10 | 1.44855 | 1.44807 | 1.54827 | ||
38 | 2010.01.12 10:10 | s/l | 19 | 0.10 | 1.44807 | 1.44807 | 1.54827 | -4.80 | 9962.40 |
39 | 2010.01.13 04:00 | sell | 20 | 0.10 | 1.44738 | 1.44786 | 1.34766 | ||
40 | 2010.01.13 04:20 | s/l | 20 | 0.10 | 1.44786 | 1.44786 | 1.34766 | -4.80 | 9957.60 |
41 | 2010.01.13 10:00 | buy | 21 | 0.10 | 1.44849 | 1.44801 | 1.54821 | ||
42 | 2010.01.13 12:55 | close | 21 | 0.10 | 1.45522 | 1.44801 | 1.54821 | 67.30 | 10024.90 |
43 | 2010.01.14 03:59 | sell | 22 | 0.10 | 1.45457 | 1.45505 | 1.35485 | ||
44 | 2010.01.14 05:55 | close | 22 | 0.10 | 1.45402 | 1.45505 | 1.35485 | 5.50 | 10030.40 |
45 | 2010.01.14 10:00 | buy | 23 | 0.10 | 1.45238 | 1.45190 | 1.55210 | ||
46 | 2010.01.14 10:20 | s/l | 23 | 0.10 | 1.45190 | 1.45190 | 1.55210 | -4.80 | 10025.60 |
47 | 2010.01.15 04:00 | sell | 24 | 0.10 | 1.44263 | 1.44311 | 1.34291 | ||
48 | 2010.01.15 04:15 | s/l | 24 | 0.10 | 1.44311 | 1.44311 | 1.34291 | -4.80 | 10020.80 |
49 | 2010.01.15 10:00 | buy | 25 | 0.10 | 1.44112 | 1.44064 | 1.54084 | ||
50 | 2010.01.15 10:02 | s/l | 25 | 0.10 | 1.44064 | 1.44064 | 1.54084 | -4.80 | 10016.00 |