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_____=""""; tss0=""0"; tss1=""3"; tss2=""4"; tss3=""5"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______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 | -4773.00 | Gross profit | 10739.50 | Gross loss | -15512.50 |
Profit factor | 0.69 | Expected payoff | -82.29 | ||
Absolute drawdown | 6518.00 | Maximal drawdown | 7223.50 (67.47%) | Relative drawdown | 67.47% (7223.50) |
Total trades | 58 | Short positions (won %) | 29 (37.93%) | Long positions (won %) | 29 (24.14%) |
Profit trades (% of total) | 18 (31.03%) | Loss trades (% of total) | 40 (68.97%) | ||
Largest | profit trade | 1448.00 | loss trade | -718.00 | |
Average | profit trade | 596.64 | loss trade | -387.81 | |
Maximum | consecutive wins (profit in money) | 4 (1292.50) | consecutive losses (loss in money) | 8 (-2504.00) | |
Maximal | consecutive profit (count of wins) | 1448.00 (1) | consecutive loss (count of losses) | -3788.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:46 | buy | 1 | 1.00 | 1.50404 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 06:15 | close | 1 | 1.00 | 1.49852 | 0.00000 | 0.00000 | -552.00 | 9448.00 |
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 | 1.50494 | 0.00000 | 0.00000 | -642.00 | 8806.00 |
5 | 2009.12.01 09:10 | buy | 3 | 1.00 | 1.50494 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 08:20 | close | 3 | 1.00 | 1.50661 | 0.00000 | 0.00000 | 166.50 | 8972.50 |
7 | 2009.12.02 08:20 | sell | 4 | 1.00 | 1.50661 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 01:15 | close | 4 | 1.00 | 1.50782 | 0.00000 | 0.00000 | -124.00 | 8848.50 |
9 | 2009.12.03 01:15 | buy | 5 | 1.00 | 1.50782 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 14:50 | close | 5 | 1.00 | 1.50807 | 0.00000 | 0.00000 | 25.00 | 8873.50 |
11 | 2009.12.03 14:50 | sell | 6 | 1.00 | 1.50807 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 08:15 | close | 6 | 1.00 | 1.50791 | 0.00000 | 0.00000 | 15.00 | 8888.50 |
13 | 2009.12.04 08:15 | buy | 7 | 1.00 | 1.50791 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 14:26 | close | 7 | 1.00 | 1.50415 | 0.00000 | 0.00000 | -376.00 | 8512.50 |
15 | 2009.12.04 14:26 | sell | 8 | 1.00 | 1.50415 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 03:32 | close | 8 | 1.00 | 1.48967 | 0.00000 | 0.00000 | 1447.00 | 9959.50 |
17 | 2009.12.07 03:32 | buy | 9 | 1.00 | 1.48967 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 09:15 | close | 9 | 1.00 | 1.48546 | 0.00000 | 0.00000 | -421.00 | 9538.50 |
19 | 2009.12.07 09:15 | sell | 10 | 1.00 | 1.48546 | 0.00000 | 0.00000 | ||
20 | 2009.12.07 18:45 | close | 10 | 1.00 | 1.48622 | 0.00000 | 0.00000 | -76.00 | 9462.50 |
21 | 2009.12.07 18:45 | buy | 11 | 1.00 | 1.48622 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 08:20 | close | 11 | 1.00 | 1.48139 | 0.00000 | 0.00000 | -483.50 | 8979.00 |
23 | 2009.12.08 08:20 | sell | 12 | 1.00 | 1.48139 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 04:20 | close | 12 | 1.00 | 1.47359 | 0.00000 | 0.00000 | 779.00 | 9758.00 |
25 | 2009.12.09 04:20 | buy | 13 | 1.00 | 1.47359 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 18:20 | close | 13 | 1.00 | 1.46866 | 0.00000 | 0.00000 | -493.00 | 9265.00 |
27 | 2009.12.09 18:20 | sell | 14 | 1.00 | 1.46866 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 01:32 | close | 14 | 1.00 | 1.47581 | 0.00000 | 0.00000 | -718.00 | 8547.00 |
29 | 2009.12.10 01:32 | buy | 15 | 1.00 | 1.47581 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 05:45 | close | 15 | 1.00 | 1.47041 | 0.00000 | 0.00000 | -540.00 | 8007.00 |
31 | 2009.12.10 05:45 | sell | 16 | 1.00 | 1.47041 | 0.00000 | 0.00000 | ||
32 | 2009.12.10 14:50 | close | 16 | 1.00 | 1.47535 | 0.00000 | 0.00000 | -494.00 | 7513.00 |
33 | 2009.12.10 14:50 | buy | 17 | 1.00 | 1.47535 | 0.00000 | 0.00000 | ||
34 | 2009.12.10 19:20 | close | 17 | 1.00 | 1.46933 | 0.00000 | 0.00000 | -602.00 | 6911.00 |
35 | 2009.12.10 19:20 | sell | 18 | 1.00 | 1.46933 | 0.00000 | 0.00000 | ||
36 | 2009.12.11 09:45 | close | 18 | 1.00 | 1.47474 | 0.00000 | 0.00000 | -542.00 | 6369.00 |
37 | 2009.12.11 09:45 | buy | 19 | 1.00 | 1.47474 | 0.00000 | 0.00000 | ||
38 | 2009.12.11 14:59 | close | 19 | 1.00 | 1.47075 | 0.00000 | 0.00000 | -399.00 | 5970.00 |
39 | 2009.12.11 14:59 | sell | 20 | 1.00 | 1.47075 | 0.00000 | 0.00000 | ||
40 | 2009.12.14 05:15 | close | 20 | 1.00 | 1.46508 | 0.00000 | 0.00000 | 566.00 | 6536.00 |
41 | 2009.12.14 05:15 | buy | 21 | 1.00 | 1.46508 | 0.00000 | 0.00000 | ||
42 | 2009.12.14 12:32 | close | 21 | 1.00 | 1.46182 | 0.00000 | 0.00000 | -326.00 | 6210.00 |
43 | 2009.12.14 12:32 | sell | 22 | 1.00 | 1.46182 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 07:20 | close | 22 | 1.00 | 1.45597 | 0.00000 | 0.00000 | 583.00 | 6793.00 |
45 | 2009.12.16 07:20 | buy | 23 | 1.00 | 1.45597 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 08:50 | close | 23 | 1.00 | 1.45099 | 0.00000 | 0.00000 | -498.00 | 6295.00 |
47 | 2009.12.16 08:50 | sell | 24 | 1.00 | 1.45099 | 0.00000 | 0.00000 | ||
48 | 2009.12.16 11:20 | close | 24 | 1.00 | 1.45691 | 0.00000 | 0.00000 | -592.00 | 5703.00 |
49 | 2009.12.16 11:20 | buy | 25 | 1.00 | 1.45691 | 0.00000 | 0.00000 | ||
50 | 2009.12.16 20:20 | close | 25 | 1.00 | 1.45104 | 0.00000 | 0.00000 | -587.00 | 5116.00 |
51 | 2009.12.16 20:20 | sell | 26 | 1.00 | 1.45104 | 0.00000 | 0.00000 | ||
52 | 2009.12.18 03:10 | close | 26 | 1.00 | 1.43830 | 0.00000 | 0.00000 | 1270.00 | 6386.00 |
53 | 2009.12.18 03:10 | buy | 27 | 1.00 | 1.43830 | 0.00000 | 0.00000 | ||
54 | 2009.12.18 13:15 | close | 27 | 1.00 | 1.43538 | 0.00000 | 0.00000 | -292.00 | 6094.00 |
55 | 2009.12.18 13:15 | sell | 28 | 1.00 | 1.43538 | 0.00000 | 0.00000 | ||
56 | 2009.12.21 04:45 | close | 28 | 1.00 | 1.43551 | 0.00000 | 0.00000 | -14.00 | 6080.00 |
57 | 2009.12.21 04:45 | buy | 29 | 1.00 | 1.43551 | 0.00000 | 0.00000 | ||
58 | 2009.12.21 09:20 | close | 29 | 1.00 | 1.43066 | 0.00000 | 0.00000 | -485.00 | 5595.00 |
59 | 2009.12.21 09:20 | sell | 30 | 1.00 | 1.43066 | 0.00000 | 0.00000 | ||
60 | 2009.12.21 13:16 | close | 30 | 1.00 | 1.43645 | 0.00000 | 0.00000 | -579.00 | 5016.00 |
61 | 2009.12.21 13:16 | buy | 31 | 1.00 | 1.43645 | 0.00000 | 0.00000 | ||
62 | 2009.12.21 19:15 | close | 31 | 1.00 | 1.42989 | 0.00000 | 0.00000 | -656.00 | 4360.00 |
63 | 2009.12.21 19:15 | sell | 32 | 1.00 | 1.42989 | 0.00000 | 0.00000 | ||
64 | 2009.12.22 08:15 | close | 32 | 1.00 | 1.43101 | 0.00000 | 0.00000 | -113.00 | 4247.00 |
65 | 2009.12.22 08:15 | buy | 33 | 1.00 | 1.43101 | 0.00000 | 0.00000 | ||
66 | 2009.12.22 13:45 | close | 33 | 1.00 | 1.42752 | 0.00000 | 0.00000 | -349.00 | 3898.00 |
67 | 2009.12.22 13:45 | sell | 34 | 1.00 | 1.42752 | 0.00000 | 0.00000 | ||
68 | 2009.12.23 13:45 | close | 34 | 1.00 | 1.42767 | 0.00000 | 0.00000 | -16.00 | 3882.00 |
69 | 2009.12.23 13:45 | buy | 35 | 1.00 | 1.42767 | 0.00000 | 0.00000 | ||
70 | 2009.12.24 18:50 | close | 35 | 1.00 | 1.43536 | 0.00000 | 0.00000 | 767.50 | 4649.50 |
71 | 2009.12.24 18:50 | sell | 36 | 1.00 | 1.43536 | 0.00000 | 0.00000 | ||
72 | 2009.12.28 04:00 | close | 36 | 1.00 | 1.43957 | 0.00000 | 0.00000 | -423.00 | 4226.50 |
73 | 2009.12.28 04:00 | buy | 37 | 1.00 | 1.43957 | 0.00000 | 0.00000 | ||
74 | 2009.12.28 21:59 | close | 37 | 1.00 | 1.43768 | 0.00000 | 0.00000 | -189.00 | 4037.50 |
75 | 2009.12.28 21:59 | sell | 38 | 1.00 | 1.43768 | 0.00000 | 0.00000 | ||
76 | 2009.12.29 07:45 | close | 38 | 1.00 | 1.43837 | 0.00000 | 0.00000 | -70.00 | 3967.50 |
77 | 2009.12.29 07:45 | buy | 39 | 1.00 | 1.43837 | 0.00000 | 0.00000 | ||
78 | 2009.12.29 17:05 | close | 39 | 1.00 | 1.43977 | 0.00000 | 0.00000 | 140.00 | 4107.50 |
79 | 2009.12.29 17:05 | sell | 40 | 1.00 | 1.43977 | 0.00000 | 0.00000 | ||
80 | 2009.12.30 08:40 | close | 40 | 1.00 | 1.43487 | 0.00000 | 0.00000 | 489.00 | 4596.50 |
81 | 2009.12.30 08:40 | buy | 41 | 1.00 | 1.43487 | 0.00000 | 0.00000 | ||
82 | 2009.12.30 15:20 | close | 41 | 1.00 | 1.43133 | 0.00000 | 0.00000 | -354.00 | 4242.50 |
83 | 2009.12.30 15:20 | sell | 42 | 1.00 | 1.43133 | 0.00000 | 0.00000 | ||
84 | 2009.12.31 02:15 | close | 42 | 1.00 | 1.43590 | 0.00000 | 0.00000 | -460.00 | 3782.50 |
85 | 2009.12.31 02:15 | buy | 43 | 1.00 | 1.43590 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 15:50 | close | 43 | 1.00 | 1.43627 | 0.00000 | 0.00000 | 37.00 | 3819.50 |
87 | 2009.12.31 15:50 | sell | 44 | 1.00 | 1.43627 | 0.00000 | 0.00000 | ||
88 | 2010.01.04 09:07 | close | 44 | 1.00 | 1.43261 | 0.00000 | 0.00000 | 364.00 | 4183.50 |
89 | 2010.01.04 09:07 | buy | 45 | 1.00 | 1.43261 | 0.00000 | 0.00000 | ||
90 | 2010.01.05 12:20 | close | 45 | 1.00 | 1.43992 | 0.00000 | 0.00000 | 730.50 | 4914.00 |
91 | 2010.01.05 12:20 | sell | 46 | 1.00 | 1.43992 | 0.00000 | 0.00000 | ||
92 | 2010.01.06 10:46 | close | 46 | 1.00 | 1.43830 | 0.00000 | 0.00000 | 161.00 | 5075.00 |
93 | 2010.01.06 10:46 | buy | 47 | 1.00 | 1.43830 | 0.00000 | 0.00000 | ||
94 | 2010.01.07 06:46 | close | 47 | 1.00 | 1.43808 | 0.00000 | 0.00000 | -23.50 | 5051.50 |
95 | 2010.01.07 06:46 | sell | 48 | 1.00 | 1.43808 | 0.00000 | 0.00000 | ||
96 | 2010.01.08 08:32 | close | 48 | 1.00 | 1.43340 | 0.00000 | 0.00000 | 467.00 | 5518.50 |
97 | 2010.01.08 08:32 | buy | 49 | 1.00 | 1.43340 | 0.00000 | 0.00000 | ||
98 | 2010.01.08 12:07 | close | 49 | 1.00 | 1.42887 | 0.00000 | 0.00000 | -453.00 | 5065.50 |
99 | 2010.01.08 12:07 | sell | 50 | 1.00 | 1.42887 | 0.00000 | 0.00000 | ||
100 | 2010.01.08 14:40 | close | 50 | 1.00 | 1.43456 | 0.00000 | 0.00000 | -569.00 | 4496.50 |
101 | 2010.01.08 14:40 | buy | 51 | 1.00 | 1.43456 | 0.00000 | 0.00000 | ||
102 | 2010.01.12 01:20 | close | 51 | 1.00 | 1.44905 | 0.00000 | 0.00000 | 1448.00 | 5944.50 |
103 | 2010.01.12 01:20 | sell | 52 | 1.00 | 1.44905 | 0.00000 | 0.00000 | ||
104 | 2010.01.12 08:46 | close | 52 | 1.00 | 1.45218 | 0.00000 | 0.00000 | -313.00 | 5631.50 |
105 | 2010.01.12 08:46 | buy | 53 | 1.00 | 1.45218 | 0.00000 | 0.00000 | ||
106 | 2010.01.13 00:50 | close | 53 | 1.00 | 1.44726 | 0.00000 | 0.00000 | -492.50 | 5139.00 |
107 | 2010.01.13 00:50 | sell | 54 | 1.00 | 1.44726 | 0.00000 | 0.00000 | ||
108 | 2010.01.13 07:45 | close | 54 | 1.00 | 1.45016 | 0.00000 | 0.00000 | -290.00 | 4849.00 |
109 | 2010.01.13 07:45 | buy | 55 | 1.00 | 1.45016 | 0.00000 | 0.00000 | ||
110 | 2010.01.13 17:10 | close | 55 | 1.00 | 1.44874 | 0.00000 | 0.00000 | -142.00 | 4707.00 |
111 | 2010.01.13 17:10 | sell | 56 | 1.00 | 1.44874 | 0.00000 | 0.00000 | ||
112 | 2010.01.14 01:46 | close | 56 | 1.00 | 1.45386 | 0.00000 | 0.00000 | -515.00 | 4192.00 |
113 | 2010.01.14 01:46 | buy | 57 | 1.00 | 1.45386 | 0.00000 | 0.00000 | ||
114 | 2010.01.14 09:20 | close | 57 | 1.00 | 1.45137 | 0.00000 | 0.00000 | -249.00 | 3943.00 |
115 | 2010.01.14 09:20 | sell | 58 | 1.00 | 1.45137 | 0.00000 | 0.00000 | ||
116 | 2010.01.15 22:57 | close at stop | 58 | 1.00 | 1.43852 | 0.00000 | 0.00000 | 1284.00 | 5227.00 |