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 | _______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4467.60 | Gross profit | 10965.20 | Gross loss | -15432.80 |
| Profit factor | 0.71 | Expected payoff | -74.46 | ||
| Absolute drawdown | 6495.20 | Maximal drawdown | 6495.20 (64.95%) | Relative drawdown | 64.95% (6495.20) |
| Total trades | 60 | Short positions (won %) | 30 (43.33%) | Long positions (won %) | 30 (23.33%) |
| Profit trades (% of total) | 20 (33.33%) | Loss trades (% of total) | 40 (66.67%) | ||
| Largest | profit trade | 1469.60 | loss trade | -713.20 | |
| Average | profit trade | 548.26 | loss trade | -385.82 | |
| Maximum | consecutive wins (profit in money) | 4 (1307.00) | consecutive losses (loss in money) | 7 (-3440.60) | |
| Maximal | consecutive profit (count of wins) | 1469.60 (1) | consecutive loss (count of losses) | -3440.60 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:46 | buy | 1 | 1.00 | 1.50401 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 06:15 | close | 1 | 1.00 | 1.49852 | 0.00000 | 0.00000 | -549.00 | 9451.00 |
| 3 | 2009.12.01 06:15 | sell | 2 | 1.00 | 1.49852 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 09:10 | close | 2 | 1.00 | 1.50491 | 0.00000 | 0.00000 | -639.00 | 8812.00 |
| 5 | 2009.12.01 09:10 | buy | 3 | 1.00 | 1.50491 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 08:20 | close | 3 | 1.00 | 1.50661 | 0.00000 | 0.00000 | 170.20 | 8982.20 |
| 7 | 2009.12.02 08:20 | sell | 4 | 1.00 | 1.50661 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 09:37 | close | 4 | 1.00 | 1.51093 | 0.00000 | 0.00000 | -432.00 | 8550.20 |
| 9 | 2009.12.02 09:37 | buy | 5 | 1.00 | 1.51093 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 14:46 | close | 5 | 1.00 | 1.50678 | 0.00000 | 0.00000 | -415.00 | 8135.20 |
| 11 | 2009.12.02 14:46 | sell | 6 | 1.00 | 1.50678 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.03 01:15 | close | 6 | 1.00 | 1.50779 | 0.00000 | 0.00000 | -102.20 | 8033.00 |
| 13 | 2009.12.03 01:15 | buy | 7 | 1.00 | 1.50779 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 14:50 | close | 7 | 1.00 | 1.50807 | 0.00000 | 0.00000 | 28.00 | 8061.00 |
| 15 | 2009.12.03 14:50 | sell | 8 | 1.00 | 1.50807 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.04 08:15 | close | 8 | 1.00 | 1.50788 | 0.00000 | 0.00000 | 18.60 | 8079.60 |
| 17 | 2009.12.04 08:15 | buy | 9 | 1.00 | 1.50788 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 14:26 | close | 9 | 1.00 | 1.50415 | 0.00000 | 0.00000 | -373.00 | 7706.60 |
| 19 | 2009.12.04 14:26 | sell | 10 | 1.00 | 1.50415 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.07 03:20 | close | 10 | 1.00 | 1.48945 | 0.00000 | 0.00000 | 1469.60 | 9176.20 |
| 21 | 2009.12.07 03:20 | buy | 11 | 1.00 | 1.48945 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.07 09:15 | close | 11 | 1.00 | 1.48546 | 0.00000 | 0.00000 | -399.00 | 8777.20 |
| 23 | 2009.12.07 09:15 | sell | 12 | 1.00 | 1.48546 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.07 18:45 | close | 12 | 1.00 | 1.48619 | 0.00000 | 0.00000 | -73.00 | 8704.20 |
| 25 | 2009.12.07 18:45 | buy | 13 | 1.00 | 1.48619 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.08 08:20 | close | 13 | 1.00 | 1.48139 | 0.00000 | 0.00000 | -479.80 | 8224.40 |
| 27 | 2009.12.08 08:20 | sell | 14 | 1.00 | 1.48139 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.09 04:20 | close | 14 | 1.00 | 1.47356 | 0.00000 | 0.00000 | 782.60 | 9007.00 |
| 29 | 2009.12.09 04:20 | buy | 15 | 1.00 | 1.47356 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.09 18:20 | close | 15 | 1.00 | 1.46866 | 0.00000 | 0.00000 | -490.00 | 8517.00 |
| 31 | 2009.12.09 18:20 | sell | 16 | 1.00 | 1.46866 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.10 01:32 | close | 16 | 1.00 | 1.47578 | 0.00000 | 0.00000 | -713.20 | 7803.80 |
| 33 | 2009.12.10 01:32 | buy | 17 | 1.00 | 1.47578 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.10 05:40 | close | 17 | 1.00 | 1.47088 | 0.00000 | 0.00000 | -490.00 | 7313.80 |
| 35 | 2009.12.10 05:40 | sell | 18 | 1.00 | 1.47088 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.10 12:37 | close | 18 | 1.00 | 1.47484 | 0.00000 | 0.00000 | -396.00 | 6917.80 |
| 37 | 2009.12.10 12:37 | buy | 19 | 1.00 | 1.47484 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.10 19:15 | close | 19 | 1.00 | 1.47000 | 0.00000 | 0.00000 | -484.00 | 6433.80 |
| 39 | 2009.12.10 19:15 | sell | 20 | 1.00 | 1.47000 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.11 09:45 | close | 20 | 1.00 | 1.47471 | 0.00000 | 0.00000 | -471.40 | 5962.40 |
| 41 | 2009.12.11 09:45 | buy | 21 | 1.00 | 1.47471 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.11 14:59 | close | 21 | 1.00 | 1.47075 | 0.00000 | 0.00000 | -396.00 | 5566.40 |
| 43 | 2009.12.11 14:59 | sell | 22 | 1.00 | 1.47075 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.14 02:37 | close | 22 | 1.00 | 1.46481 | 0.00000 | 0.00000 | 593.60 | 6160.00 |
| 45 | 2009.12.14 02:37 | buy | 23 | 1.00 | 1.46481 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.14 12:32 | close | 23 | 1.00 | 1.46182 | 0.00000 | 0.00000 | -299.00 | 5861.00 |
| 47 | 2009.12.14 12:32 | sell | 24 | 1.00 | 1.46182 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.16 07:20 | close | 24 | 1.00 | 1.45594 | 0.00000 | 0.00000 | 587.20 | 6448.20 |
| 49 | 2009.12.16 07:20 | buy | 25 | 1.00 | 1.45594 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.16 08:50 | close | 25 | 1.00 | 1.45099 | 0.00000 | 0.00000 | -495.00 | 5953.20 |
| 51 | 2009.12.16 08:50 | sell | 26 | 1.00 | 1.45099 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.16 11:15 | close | 26 | 1.00 | 1.45641 | 0.00000 | 0.00000 | -542.00 | 5411.20 |
| 53 | 2009.12.16 11:15 | buy | 27 | 1.00 | 1.45641 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.16 20:20 | close | 27 | 1.00 | 1.45104 | 0.00000 | 0.00000 | -537.00 | 4874.20 |
| 55 | 2009.12.16 20:20 | sell | 28 | 1.00 | 1.45104 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.18 03:10 | close | 28 | 1.00 | 1.43827 | 0.00000 | 0.00000 | 1275.40 | 6149.60 |
| 57 | 2009.12.18 03:10 | buy | 29 | 1.00 | 1.43827 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.18 13:15 | close | 29 | 1.00 | 1.43538 | 0.00000 | 0.00000 | -289.00 | 5860.60 |
| 59 | 2009.12.18 13:15 | sell | 30 | 1.00 | 1.43538 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.21 04:45 | close | 30 | 1.00 | 1.43548 | 0.00000 | 0.00000 | -10.40 | 5850.20 |
| 61 | 2009.12.21 04:45 | buy | 31 | 1.00 | 1.43548 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.21 09:20 | close | 31 | 1.00 | 1.43066 | 0.00000 | 0.00000 | -482.00 | 5368.20 |
| 63 | 2009.12.21 09:20 | sell | 32 | 1.00 | 1.43066 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.21 13:10 | close | 32 | 1.00 | 1.43583 | 0.00000 | 0.00000 | -517.00 | 4851.20 |
| 65 | 2009.12.21 13:10 | buy | 33 | 1.00 | 1.43583 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.21 19:15 | close | 33 | 1.00 | 1.42989 | 0.00000 | 0.00000 | -594.00 | 4257.20 |
| 67 | 2009.12.21 19:15 | sell | 34 | 1.00 | 1.42989 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.22 08:15 | close | 34 | 1.00 | 1.43098 | 0.00000 | 0.00000 | -109.40 | 4147.80 |
| 69 | 2009.12.22 08:15 | buy | 35 | 1.00 | 1.43098 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.22 13:00 | close | 35 | 1.00 | 1.42810 | 0.00000 | 0.00000 | -288.00 | 3859.80 |
| 71 | 2009.12.22 13:00 | sell | 36 | 1.00 | 1.42810 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.23 13:45 | close | 36 | 1.00 | 1.42764 | 0.00000 | 0.00000 | 45.60 | 3905.40 |
| 73 | 2009.12.23 13:45 | buy | 37 | 1.00 | 1.42764 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.24 16:46 | close | 37 | 1.00 | 1.43545 | 0.00000 | 0.00000 | 781.60 | 4687.00 |
| 75 | 2009.12.24 16:46 | sell | 38 | 1.00 | 1.43545 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.28 04:00 | close | 38 | 1.00 | 1.43954 | 0.00000 | 0.00000 | -409.80 | 4277.20 |
| 77 | 2009.12.28 04:00 | buy | 39 | 1.00 | 1.43954 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.28 20:50 | close | 39 | 1.00 | 1.43799 | 0.00000 | 0.00000 | -155.00 | 4122.20 |
| 79 | 2009.12.28 20:50 | sell | 40 | 1.00 | 1.43799 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.29 07:40 | close | 40 | 1.00 | 1.43796 | 0.00000 | 0.00000 | 2.60 | 4124.80 |
| 81 | 2009.12.29 07:40 | buy | 41 | 1.00 | 1.43796 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.29 17:05 | close | 41 | 1.00 | 1.43977 | 0.00000 | 0.00000 | 181.00 | 4305.80 |
| 83 | 2009.12.29 17:05 | sell | 42 | 1.00 | 1.43977 | 0.00000 | 0.00000 | ||
| 84 | 2009.12.30 08:20 | close | 42 | 1.00 | 1.43465 | 0.00000 | 0.00000 | 511.60 | 4817.40 |
| 85 | 2009.12.30 08:20 | buy | 43 | 1.00 | 1.43465 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.30 15:20 | close | 43 | 1.00 | 1.43133 | 0.00000 | 0.00000 | -332.00 | 4485.40 |
| 87 | 2009.12.30 15:20 | sell | 44 | 1.00 | 1.43133 | 0.00000 | 0.00000 | ||
| 88 | 2009.12.31 02:15 | close | 44 | 1.00 | 1.43587 | 0.00000 | 0.00000 | -455.20 | 4030.20 |
| 89 | 2009.12.31 02:15 | buy | 45 | 1.00 | 1.43587 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.31 15:50 | close | 45 | 1.00 | 1.43627 | 0.00000 | 0.00000 | 40.00 | 4070.20 |
| 91 | 2009.12.31 15:50 | sell | 46 | 1.00 | 1.43627 | 0.00000 | 0.00000 | ||
| 92 | 2010.01.04 09:07 | close | 46 | 1.00 | 1.43258 | 0.00000 | 0.00000 | 368.20 | 4438.40 |
| 93 | 2010.01.04 09:07 | buy | 47 | 1.00 | 1.43258 | 0.00000 | 0.00000 | ||
| 94 | 2010.01.05 12:20 | close | 47 | 1.00 | 1.43992 | 0.00000 | 0.00000 | 734.20 | 5172.60 |
| 95 | 2010.01.05 12:20 | sell | 48 | 1.00 | 1.43992 | 0.00000 | 0.00000 | ||
| 96 | 2010.01.06 10:46 | close | 48 | 1.00 | 1.43827 | 0.00000 | 0.00000 | 164.60 | 5337.20 |
| 97 | 2010.01.06 10:46 | buy | 49 | 1.00 | 1.43827 | 0.00000 | 0.00000 | ||
| 98 | 2010.01.07 06:46 | close | 49 | 1.00 | 1.43808 | 0.00000 | 0.00000 | -18.40 | 5318.80 |
| 99 | 2010.01.07 06:46 | sell | 50 | 1.00 | 1.43808 | 0.00000 | 0.00000 | ||
| 100 | 2010.01.08 08:32 | close | 50 | 1.00 | 1.43337 | 0.00000 | 0.00000 | 470.60 | 5789.40 |
| 101 | 2010.01.08 08:32 | buy | 51 | 1.00 | 1.43337 | 0.00000 | 0.00000 | ||
| 102 | 2010.01.08 12:07 | close | 51 | 1.00 | 1.42887 | 0.00000 | 0.00000 | -450.00 | 5339.40 |
| 103 | 2010.01.08 12:07 | sell | 52 | 1.00 | 1.42887 | 0.00000 | 0.00000 | ||
| 104 | 2010.01.08 14:40 | close | 52 | 1.00 | 1.43453 | 0.00000 | 0.00000 | -566.00 | 4773.40 |
| 105 | 2010.01.08 14:40 | buy | 53 | 1.00 | 1.43453 | 0.00000 | 0.00000 | ||
| 106 | 2010.01.12 01:20 | close | 53 | 1.00 | 1.44905 | 0.00000 | 0.00000 | 1452.40 | 6225.80 |
| 107 | 2010.01.12 01:20 | sell | 54 | 1.00 | 1.44905 | 0.00000 | 0.00000 | ||
| 108 | 2010.01.12 08:46 | close | 54 | 1.00 | 1.45215 | 0.00000 | 0.00000 | -310.00 | 5915.80 |
| 109 | 2010.01.12 08:46 | buy | 55 | 1.00 | 1.45215 | 0.00000 | 0.00000 | ||
| 110 | 2010.01.13 00:50 | close | 55 | 1.00 | 1.44726 | 0.00000 | 0.00000 | -488.80 | 5427.00 |
| 111 | 2010.01.13 00:50 | sell | 56 | 1.00 | 1.44726 | 0.00000 | 0.00000 | ||
| 112 | 2010.01.13 07:45 | close | 56 | 1.00 | 1.45013 | 0.00000 | 0.00000 | -287.00 | 5140.00 |
| 113 | 2010.01.13 07:45 | buy | 57 | 1.00 | 1.45013 | 0.00000 | 0.00000 | ||
| 114 | 2010.01.13 17:10 | close | 57 | 1.00 | 1.44874 | 0.00000 | 0.00000 | -139.00 | 5001.00 |
| 115 | 2010.01.13 17:10 | sell | 58 | 1.00 | 1.44874 | 0.00000 | 0.00000 | ||
| 116 | 2010.01.14 01:46 | close | 58 | 1.00 | 1.45383 | 0.00000 | 0.00000 | -510.20 | 4490.80 |
| 117 | 2010.01.14 01:46 | buy | 59 | 1.00 | 1.45383 | 0.00000 | 0.00000 | ||
| 118 | 2010.01.14 09:20 | close | 59 | 1.00 | 1.45137 | 0.00000 | 0.00000 | -246.00 | 4244.80 |
| 119 | 2010.01.14 09:20 | sell | 60 | 1.00 | 1.45137 | 0.00000 | 0.00000 | ||
| 120 | 2010.01.15 22:57 | close at stop | 60 | 1.00 | 1.43849 | 0.00000 | 0.00000 | 1287.60 | 5532.40 |