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 | MAGIC=1; STOPLOSS=200; TAKEPROFIT=100; SLIPPAGE=3; SIGNALCANDLE=1; LOTS=1; PIPSTART=5; PIPSTEP=3; OSMATIME=0; OSMAFast=5; OSMASlow=30; OSMASignal=2; ADXTIME=0; ADXPERIOD=6; ProfitTrailing=false; TrailingStop=5; TrailingStep=2; UseSound=false; NameFileSound=""expert.wav""; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 201.60 | Gross profit | 3201.80 | Gross loss | -3000.20 |
Profit factor | 1.07 | Expected payoff | 4.29 | ||
Absolute drawdown | 303.60 | Maximal drawdown | 1377.40 (12.19%) | Relative drawdown | 12.19% (1377.40) |
Total trades | 47 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 29 (75.86%) |
Profit trades (% of total) | 32 (68.09%) | Loss trades (% of total) | 15 (31.91%) | ||
Largest | profit trade | 100.60 | loss trade | -200.40 | |
Average | profit trade | 100.06 | loss trade | -200.01 | |
Maximum | consecutive wins (profit in money) | 12 (1198.80) | consecutive losses (loss in money) | 5 (-1000.40) | |
Maximal | consecutive profit (count of wins) | 1198.80 (12) | consecutive loss (count of losses) | -1000.40 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 11:12 | buy | 1 | 1.00 | 1.50673 | 1.50473 | 1.50773 | ||
2 | 2009.12.01 11:20 | t/p | 1 | 1.00 | 1.50773 | 1.50473 | 1.50773 | 100.00 | 10100.00 |
3 | 2009.12.01 20:52 | sell | 2 | 1.00 | 1.50943 | 1.51143 | 1.50843 | ||
4 | 2009.12.01 21:20 | t/p | 2 | 1.00 | 1.50843 | 1.51143 | 1.50843 | 100.00 | 10200.00 |
5 | 2009.12.02 02:02 | buy | 3 | 1.00 | 1.50911 | 1.50711 | 1.51011 | ||
6 | 2009.12.02 04:32 | t/p | 3 | 1.00 | 1.51011 | 1.50711 | 1.51011 | 100.00 | 10300.00 |
7 | 2009.12.02 07:17 | buy | 4 | 1.00 | 1.50925 | 1.50725 | 1.51025 | ||
8 | 2009.12.02 08:20 | s/l | 4 | 1.00 | 1.50725 | 1.50725 | 1.51025 | -200.00 | 10100.00 |
9 | 2009.12.09 23:10 | buy | 5 | 1.00 | 1.47375 | 1.47175 | 1.47475 | ||
10 | 2009.12.09 23:45 | buy | 6 | 1.00 | 1.47387 | 1.47187 | 1.47487 | ||
11 | 2009.12.09 23:52 | buy | 7 | 1.00 | 1.47375 | 1.47175 | 1.47475 | ||
12 | 2009.12.09 23:57 | buy | 8 | 1.00 | 1.47387 | 1.47187 | 1.47487 | ||
13 | 2009.12.10 01:32 | t/p | 5 | 1.00 | 1.47475 | 1.47175 | 1.47475 | 100.60 | 10200.60 |
14 | 2009.12.10 01:32 | t/p | 6 | 1.00 | 1.47487 | 1.47187 | 1.47487 | 100.60 | 10301.20 |
15 | 2009.12.10 01:32 | t/p | 7 | 1.00 | 1.47475 | 1.47175 | 1.47475 | 100.60 | 10401.80 |
16 | 2009.12.10 01:32 | t/p | 8 | 1.00 | 1.47487 | 1.47187 | 1.47487 | 100.60 | 10502.40 |
17 | 2009.12.10 04:05 | sell | 9 | 1.00 | 1.47364 | 1.47564 | 1.47264 | ||
18 | 2009.12.10 05:10 | t/p | 9 | 1.00 | 1.47264 | 1.47564 | 1.47264 | 100.00 | 10602.40 |
19 | 2009.12.10 13:07 | buy | 10 | 1.00 | 1.47416 | 1.47216 | 1.47516 | ||
20 | 2009.12.10 13:20 | s/l | 10 | 1.00 | 1.47216 | 1.47216 | 1.47516 | -200.00 | 10402.40 |
21 | 2009.12.10 23:00 | buy | 11 | 1.00 | 1.47319 | 1.47119 | 1.47419 | ||
22 | 2009.12.11 02:27 | sell | 12 | 1.00 | 1.47248 | 1.47448 | 1.47148 | ||
23 | 2009.12.11 02:40 | sell | 13 | 1.00 | 1.47242 | 1.47442 | 1.47142 | ||
24 | 2009.12.11 02:42 | sell | 14 | 1.00 | 1.47248 | 1.47448 | 1.47148 | ||
25 | 2009.12.11 03:20 | s/l | 11 | 1.00 | 1.47119 | 1.47119 | 1.47419 | -199.80 | 10202.60 |
26 | 2009.12.11 03:20 | t/p | 12 | 1.00 | 1.47148 | 1.47448 | 1.47148 | 100.00 | 10302.60 |
27 | 2009.12.11 03:20 | t/p | 13 | 1.00 | 1.47142 | 1.47442 | 1.47142 | 100.00 | 10402.60 |
28 | 2009.12.11 03:20 | t/p | 14 | 1.00 | 1.47148 | 1.47448 | 1.47148 | 100.00 | 10502.60 |
29 | 2009.12.11 07:55 | sell | 15 | 1.00 | 1.47218 | 1.47418 | 1.47118 | ||
30 | 2009.12.11 09:20 | s/l | 15 | 1.00 | 1.47418 | 1.47418 | 1.47118 | -200.00 | 10302.60 |
31 | 2009.12.11 12:22 | buy | 16 | 1.00 | 1.47677 | 1.47477 | 1.47777 | ||
32 | 2009.12.11 14:43 | s/l | 16 | 1.00 | 1.47477 | 1.47477 | 1.47777 | -200.00 | 10102.60 |
33 | 2009.12.14 23:45 | sell | 17 | 1.00 | 1.46455 | 1.46655 | 1.46355 | ||
34 | 2009.12.14 23:47 | sell | 18 | 1.00 | 1.46464 | 1.46664 | 1.46364 | ||
35 | 2009.12.14 23:57 | sell | 19 | 1.00 | 1.46455 | 1.46655 | 1.46355 | ||
36 | 2009.12.15 06:50 | t/p | 17 | 1.00 | 1.46355 | 1.46655 | 1.46355 | 99.60 | 10202.20 |
37 | 2009.12.15 06:50 | t/p | 18 | 1.00 | 1.46364 | 1.46664 | 1.46364 | 99.60 | 10301.80 |
38 | 2009.12.15 06:50 | t/p | 19 | 1.00 | 1.46355 | 1.46655 | 1.46355 | 99.60 | 10401.40 |
39 | 2009.12.16 00:05 | buy | 20 | 1.00 | 1.45377 | 1.45177 | 1.45477 | ||
40 | 2009.12.16 07:15 | t/p | 20 | 1.00 | 1.45477 | 1.45177 | 1.45477 | 100.00 | 10501.40 |
41 | 2009.12.18 00:12 | sell | 21 | 1.00 | 1.43375 | 1.43575 | 1.43275 | ||
42 | 2009.12.18 00:15 | t/p | 21 | 1.00 | 1.43275 | 1.43575 | 1.43275 | 100.00 | 10601.40 |
43 | 2009.12.22 05:45 | buy | 22 | 1.00 | 1.42947 | 1.42747 | 1.43047 | ||
44 | 2009.12.22 07:00 | buy | 23 | 1.00 | 1.42953 | 1.42753 | 1.43053 | ||
45 | 2009.12.22 07:10 | buy | 24 | 1.00 | 1.42953 | 1.42753 | 1.43053 | ||
46 | 2009.12.22 07:45 | buy | 25 | 1.00 | 1.42950 | 1.42750 | 1.43050 | ||
47 | 2009.12.22 08:15 | t/p | 22 | 1.00 | 1.43047 | 1.42747 | 1.43047 | 100.00 | 10701.40 |
48 | 2009.12.22 08:15 | t/p | 23 | 1.00 | 1.43053 | 1.42753 | 1.43053 | 100.00 | 10801.40 |
49 | 2009.12.22 08:15 | t/p | 24 | 1.00 | 1.43053 | 1.42753 | 1.43053 | 100.00 | 10901.40 |
50 | 2009.12.22 08:15 | t/p | 25 | 1.00 | 1.43050 | 1.42750 | 1.43050 | 100.00 | 11001.40 |
51 | 2009.12.22 08:50 | buy | 26 | 1.00 | 1.42993 | 1.42793 | 1.43093 | ||
52 | 2009.12.22 08:57 | t/p | 26 | 1.00 | 1.43093 | 1.42793 | 1.43093 | 100.00 | 11101.40 |
53 | 2009.12.24 02:00 | buy | 27 | 1.00 | 1.43357 | 1.43157 | 1.43457 | ||
54 | 2009.12.24 03:10 | t/p | 27 | 1.00 | 1.43457 | 1.43157 | 1.43457 | 100.00 | 11201.40 |
55 | 2009.12.24 10:27 | buy | 28 | 1.00 | 1.43706 | 1.43506 | 1.43806 | ||
56 | 2009.12.24 10:45 | t/p | 28 | 1.00 | 1.43806 | 1.43506 | 1.43806 | 100.00 | 11301.40 |
57 | 2009.12.28 01:55 | sell | 29 | 1.00 | 1.43544 | 1.43744 | 1.43444 | ||
58 | 2009.12.28 02:40 | s/l | 29 | 1.00 | 1.43744 | 1.43744 | 1.43444 | -200.00 | 11101.40 |
59 | 2009.12.28 14:02 | buy | 30 | 1.00 | 1.44093 | 1.43893 | 1.44193 | ||
60 | 2009.12.28 16:50 | s/l | 30 | 1.00 | 1.43893 | 1.43893 | 1.44193 | -200.00 | 10901.40 |
61 | 2009.12.29 07:17 | buy | 31 | 1.00 | 1.43747 | 1.43547 | 1.43847 | ||
62 | 2009.12.29 07:27 | buy | 32 | 1.00 | 1.43747 | 1.43547 | 1.43847 | ||
63 | 2009.12.29 07:50 | t/p | 31 | 1.00 | 1.43847 | 1.43547 | 1.43847 | 100.00 | 11001.40 |
64 | 2009.12.29 07:50 | t/p | 32 | 1.00 | 1.43847 | 1.43547 | 1.43847 | 100.00 | 11101.40 |
65 | 2009.12.29 14:05 | buy | 33 | 1.00 | 1.44463 | 1.44263 | 1.44563 | ||
66 | 2009.12.29 14:20 | s/l | 33 | 1.00 | 1.44263 | 1.44263 | 1.44563 | -200.00 | 10901.40 |
67 | 2009.12.31 05:45 | buy | 34 | 1.00 | 1.43707 | 1.43507 | 1.43807 | ||
68 | 2009.12.31 05:55 | buy | 35 | 1.00 | 1.43716 | 1.43516 | 1.43816 | ||
69 | 2009.12.31 05:59 | buy | 36 | 1.00 | 1.43719 | 1.43519 | 1.43819 | ||
70 | 2009.12.31 06:25 | sell | 37 | 1.00 | 1.43641 | 1.43841 | 1.43541 | ||
71 | 2009.12.31 06:37 | sell | 38 | 1.00 | 1.43635 | 1.43835 | 1.43535 | ||
72 | 2009.12.31 07:33 | t/p | 34 | 1.00 | 1.43807 | 1.43507 | 1.43807 | 100.00 | 11001.40 |
73 | 2009.12.31 07:33 | t/p | 35 | 1.00 | 1.43816 | 1.43516 | 1.43816 | 100.00 | 11101.40 |
74 | 2009.12.31 07:33 | t/p | 36 | 1.00 | 1.43819 | 1.43519 | 1.43819 | 100.00 | 11201.40 |
75 | 2009.12.31 07:33 | s/l | 37 | 1.00 | 1.43841 | 1.43841 | 1.43541 | -200.00 | 11001.40 |
76 | 2009.12.31 07:33 | s/l | 38 | 1.00 | 1.43835 | 1.43835 | 1.43535 | -200.00 | 10801.40 |
77 | 2010.01.04 21:59 | sell | 39 | 1.00 | 1.44104 | 1.44304 | 1.44004 | ||
78 | 2010.01.05 01:15 | s/l | 39 | 1.00 | 1.44304 | 1.44304 | 1.44004 | -200.40 | 10601.00 |
79 | 2010.01.05 03:47 | sell | 40 | 1.00 | 1.44131 | 1.44331 | 1.44031 | ||
80 | 2010.01.05 03:57 | sell | 41 | 1.00 | 1.44131 | 1.44331 | 1.44031 | ||
81 | 2010.01.05 05:32 | s/l | 40 | 1.00 | 1.44331 | 1.44331 | 1.44031 | -200.00 | 10401.00 |
82 | 2010.01.05 05:32 | s/l | 41 | 1.00 | 1.44331 | 1.44331 | 1.44031 | -200.00 | 10201.00 |
83 | 2010.01.06 16:42 | buy | 42 | 1.00 | 1.43729 | 1.43529 | 1.43829 | ||
84 | 2010.01.06 16:50 | t/p | 42 | 1.00 | 1.43829 | 1.43529 | 1.43829 | 100.00 | 10301.00 |
85 | 2010.01.08 01:35 | sell | 43 | 1.00 | 1.43048 | 1.43248 | 1.42948 | ||
86 | 2010.01.08 02:00 | buy | 44 | 1.00 | 1.43172 | 1.42972 | 1.43272 | ||
87 | 2010.01.08 06:45 | s/l | 44 | 1.00 | 1.42972 | 1.42972 | 1.43272 | -200.00 | 10101.00 |
88 | 2010.01.08 06:50 | t/p | 43 | 1.00 | 1.42948 | 1.43248 | 1.42948 | 100.00 | 10201.00 |
89 | 2010.01.11 02:05 | buy | 45 | 1.00 | 1.44780 | 1.44580 | 1.44880 | ||
90 | 2010.01.11 02:20 | t/p | 45 | 1.00 | 1.44880 | 1.44580 | 1.44880 | 100.00 | 10301.00 |
91 | 2010.01.11 07:55 | sell | 46 | 1.00 | 1.44904 | 1.45104 | 1.44804 | ||
92 | 2010.01.11 08:20 | s/l | 46 | 1.00 | 1.45104 | 1.45104 | 1.44804 | -200.00 | 10101.00 |
93 | 2010.01.13 22:15 | buy | 47 | 1.00 | 1.45129 | 1.44929 | 1.45229 | ||
94 | 2010.01.14 00:46 | t/p | 47 | 1.00 | 1.45229 | 1.44929 | 1.45229 | 100.60 | 10201.60 |