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 | a="Part One = Skalper"; IndSet1=3; IndSet2=1; F_T_treshold=8; Stoploss=0; Takeprofit=0; Risk=1; TimeFrame=0; OnBar=true; WlMinute=0; b="Part Two = Locker"; FullAuto=true; LockMode=1; TotalOrders=50; CloseLock=false; Martingale=true; c="Part Three Time and Date "; TradeOfTime=false; d="Hour start of trading"; StartTrade=19; e="Hour end of trading"; EndTrade=5; f="Date end of trading"; EndTradeData="Enterting Date of End trading in eeee.mm.dd"; h="Language: if true=engleesh,if false=russia"; EnglLang=false; SetInfotoDispl=true; TextSize=12; m="Text position to displ"; TextPos=0; n="text color to displ"; TextColor=White; UseSound=false; TestInfo=false; MagicFirstOrder=4642; Magik=6559; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 460.40 | Gross profit | 2407.07 | Gross loss | -1946.67 |
Profit factor | 1.24 | Expected payoff | 6.98 | ||
Absolute drawdown | 3027.16 | Maximal drawdown | 3510.72 (33.49%) | Relative drawdown | 33.49% (3510.72) |
Total trades | 66 | Short positions (won %) | 33 (75.76%) | Long positions (won %) | 33 (48.48%) |
Profit trades (% of total) | 41 (62.12%) | Loss trades (% of total) | 25 (37.88%) | ||
Largest | profit trade | 913.22 | loss trade | -267.12 | |
Average | profit trade | 58.71 | loss trade | -77.87 | |
Maximum | consecutive wins (profit in money) | 8 (193.92) | consecutive losses (loss in money) | 4 (-868.44) | |
Maximal | consecutive profit (count of wins) | 1033.58 (5) | consecutive loss (count of losses) | -868.44 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.50083 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 06:20 | buy | 2 | 0.10 | 1.49712 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 06:45 | close | 2 | 0.10 | 1.49984 | 0.00000 | 0.00000 | 27.20 | 10027.20 |
4 | 2009.12.01 06:45 | close | 1 | 0.10 | 1.49984 | 0.00000 | 0.00000 | -9.90 | 10017.30 |
5 | 2009.12.01 06:45 | buy | 3 | 0.10 | 1.49993 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 14:00 | close | 3 | 0.10 | 1.50608 | 0.00000 | 0.00000 | 61.50 | 10078.80 |
7 | 2009.12.01 15:00 | buy | 4 | 0.10 | 1.50777 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 18:20 | buy | 5 | 0.10 | 1.50326 | 0.00000 | 0.00000 | ||
9 | 2009.12.03 00:46 | close | 5 | 0.10 | 1.50738 | 0.00000 | 0.00000 | 41.26 | 10120.06 |
10 | 2009.12.03 00:46 | close | 4 | 0.10 | 1.50738 | 0.00000 | 0.00000 | -3.82 | 10116.24 |
11 | 2009.12.03 00:46 | sell | 6 | 0.10 | 1.50738 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 05:00 | sell | 7 | 0.10 | 1.50924 | 0.00000 | 0.00000 | ||
13 | 2009.12.03 08:32 | sell | 8 | 0.10 | 1.51264 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 09:52 | sell | 9 | 0.10 | 1.51095 | 0.00000 | 0.00000 | ||
15 | 2009.12.03 13:17 | sell | 10 | 0.30 | 1.51180 | 0.00000 | 0.00000 | ||
16 | 2009.12.03 14:10 | sell | 11 | 0.20 | 1.51222 | 0.00000 | 0.00000 | ||
17 | 2009.12.03 14:45 | close | 11 | 0.20 | 1.51035 | 0.00000 | 0.00000 | 37.40 | 10153.64 |
18 | 2009.12.03 14:45 | close | 10 | 0.30 | 1.51035 | 0.00000 | 0.00000 | 43.50 | 10197.14 |
19 | 2009.12.03 14:45 | close | 9 | 0.10 | 1.51035 | 0.00000 | 0.00000 | 6.00 | 10203.14 |
20 | 2009.12.03 14:45 | close | 8 | 0.10 | 1.51035 | 0.00000 | 0.00000 | 22.90 | 10226.04 |
21 | 2009.12.03 14:45 | close | 7 | 0.10 | 1.51035 | 0.00000 | 0.00000 | -11.10 | 10214.94 |
22 | 2009.12.03 14:45 | close | 6 | 0.10 | 1.51035 | 0.00000 | 0.00000 | -29.70 | 10185.24 |
23 | 2009.12.03 14:45 | buy | 12 | 0.10 | 1.51035 | 0.00000 | 0.00000 | ||
24 | 2009.12.03 15:20 | buy | 13 | 0.10 | 1.50640 | 0.00000 | 0.00000 | ||
25 | 2009.12.03 15:50 | close | 13 | 0.10 | 1.50976 | 0.00000 | 0.00000 | 33.60 | 10218.84 |
26 | 2009.12.03 15:50 | close | 12 | 0.10 | 1.50976 | 0.00000 | 0.00000 | -5.90 | 10212.94 |
27 | 2009.12.03 23:00 | sell | 14 | 0.10 | 1.50510 | 0.00000 | 0.00000 | ||
28 | 2009.12.04 04:07 | sell | 15 | 0.10 | 1.50657 | 0.00000 | 0.00000 | ||
29 | 2009.12.04 05:20 | close | 15 | 0.10 | 1.50526 | 0.00000 | 0.00000 | 13.10 | 10226.04 |
30 | 2009.12.04 05:20 | close | 14 | 0.10 | 1.50526 | 0.00000 | 0.00000 | -1.64 | 10224.40 |
31 | 2009.12.04 05:20 | sell | 16 | 0.10 | 1.50517 | 0.00000 | 0.00000 | ||
32 | 2009.12.04 08:15 | sell | 17 | 0.10 | 1.50782 | 0.00000 | 0.00000 | ||
33 | 2009.12.04 14:26 | close | 17 | 0.10 | 1.50424 | 0.00000 | 0.00000 | 35.80 | 10260.20 |
34 | 2009.12.04 14:26 | close | 16 | 0.10 | 1.50424 | 0.00000 | 0.00000 | 9.30 | 10269.50 |
35 | 2009.12.04 14:26 | buy | 18 | 0.10 | 1.50424 | 0.00000 | 0.00000 | ||
36 | 2009.12.04 14:45 | buy | 19 | 0.10 | 1.49820 | 0.00000 | 0.00000 | ||
37 | 2009.12.04 15:02 | buy | 20 | 0.10 | 1.49170 | 0.00000 | 0.00000 | ||
38 | 2009.12.04 15:15 | buy | 21 | 0.20 | 1.49505 | 0.00000 | 0.00000 | ||
39 | 2009.12.07 09:45 | buy | 22 | 0.50 | 1.47957 | 0.00000 | 0.00000 | ||
40 | 2009.12.07 19:20 | close | 22 | 0.50 | 1.48895 | 0.00000 | 0.00000 | 469.00 | 10738.50 |
41 | 2009.12.07 19:20 | close | 21 | 0.20 | 1.48895 | 0.00000 | 0.00000 | -121.96 | 10616.54 |
42 | 2009.12.07 19:20 | close | 20 | 0.10 | 1.48895 | 0.00000 | 0.00000 | -27.48 | 10589.06 |
43 | 2009.12.07 19:20 | close | 19 | 0.10 | 1.48895 | 0.00000 | 0.00000 | -92.48 | 10496.58 |
44 | 2009.12.07 19:20 | close | 18 | 0.10 | 1.48895 | 0.00000 | 0.00000 | -152.88 | 10343.70 |
45 | 2009.12.08 14:00 | sell | 23 | 0.10 | 1.47896 | 0.00000 | 0.00000 | ||
46 | 2009.12.08 14:15 | close | 23 | 0.10 | 1.47567 | 0.00000 | 0.00000 | 32.90 | 10376.60 |
47 | 2009.12.08 15:00 | sell | 24 | 0.10 | 1.47557 | 0.00000 | 0.00000 | ||
48 | 2009.12.08 19:20 | close | 24 | 0.10 | 1.46936 | 0.00000 | 0.00000 | 62.10 | 10438.70 |
49 | 2009.12.08 20:00 | sell | 25 | 0.10 | 1.46981 | 0.00000 | 0.00000 | ||
50 | 2009.12.09 00:07 | sell | 26 | 0.10 | 1.47167 | 0.00000 | 0.00000 | ||
51 | 2009.12.09 00:15 | close | 26 | 0.10 | 1.46947 | 0.00000 | 0.00000 | 22.00 | 10460.70 |
52 | 2009.12.09 00:15 | close | 25 | 0.10 | 1.46947 | 0.00000 | 0.00000 | 3.36 | 10464.06 |
53 | 2009.12.11 12:00 | buy | 27 | 0.10 | 1.47560 | 0.00000 | 0.00000 | ||
54 | 2009.12.11 14:59 | buy | 28 | 0.10 | 1.47084 | 0.00000 | 0.00000 | ||
55 | 2009.12.11 15:26 | buy | 29 | 0.10 | 1.46632 | 0.00000 | 0.00000 | ||
56 | 2009.12.15 09:20 | buy | 30 | 0.30 | 1.45580 | 0.00000 | 0.00000 | ||
57 | 2009.12.17 10:50 | buy | 31 | 0.70 | 1.43583 | 0.00000 | 0.00000 | ||
58 | 2010.01.11 01:45 | close | 31 | 0.70 | 1.44883 | 0.00000 | 0.00000 | 913.22 | 11377.28 |
59 | 2010.01.11 01:45 | close | 30 | 0.30 | 1.44883 | 0.00000 | 0.00000 | -207.48 | 11169.80 |
60 | 2010.01.11 01:45 | close | 29 | 0.10 | 1.44883 | 0.00000 | 0.00000 | -174.32 | 10995.48 |
61 | 2010.01.11 01:45 | close | 28 | 0.10 | 1.44883 | 0.00000 | 0.00000 | -219.52 | 10775.96 |
62 | 2010.01.11 01:45 | close | 27 | 0.10 | 1.44883 | 0.00000 | 0.00000 | -267.12 | 10508.84 |
63 | 2010.01.11 01:45 | buy | 32 | 0.10 | 1.44892 | 0.00000 | 0.00000 | ||
64 | 2010.01.11 05:00 | close | 32 | 0.10 | 1.45219 | 0.00000 | 0.00000 | 32.70 | 10541.54 |
65 | 2010.01.11 05:00 | buy | 33 | 0.11 | 1.45228 | 0.00000 | 0.00000 | ||
66 | 2010.01.11 05:45 | buy | 34 | 0.11 | 1.45006 | 0.00000 | 0.00000 | ||
67 | 2010.01.11 06:50 | close | 34 | 0.11 | 1.45238 | 0.00000 | 0.00000 | 25.52 | 10567.06 |
68 | 2010.01.11 06:50 | close | 33 | 0.11 | 1.45238 | 0.00000 | 0.00000 | 1.10 | 10568.16 |
69 | 2010.01.11 06:50 | buy | 35 | 0.11 | 1.45247 | 0.00000 | 0.00000 | ||
70 | 2010.01.11 07:50 | buy | 36 | 0.11 | 1.44886 | 0.00000 | 0.00000 | ||
71 | 2010.01.11 09:45 | close | 36 | 0.11 | 1.45250 | 0.00000 | 0.00000 | 40.04 | 10608.20 |
72 | 2010.01.11 09:45 | close | 35 | 0.11 | 1.45250 | 0.00000 | 0.00000 | 0.33 | 10608.53 |
73 | 2010.01.11 09:45 | buy | 37 | 0.11 | 1.45259 | 0.00000 | 0.00000 | ||
74 | 2010.01.11 22:20 | sell | 38 | 0.11 | 1.45118 | 0.00000 | 0.00000 | ||
75 | 2010.01.12 01:20 | sell | 39 | 0.11 | 1.44905 | 0.00000 | 0.00000 | ||
76 | 2010.01.12 03:10 | sell | 40 | 0.22 | 1.44781 | 0.00000 | 0.00000 | ||
77 | 2010.01.12 03:15 | close | 40 | 0.22 | 1.44682 | 0.00000 | 0.00000 | 21.78 | 10630.31 |
78 | 2010.01.12 03:15 | close | 39 | 0.11 | 1.44682 | 0.00000 | 0.00000 | 24.53 | 10654.84 |
79 | 2010.01.12 03:15 | close | 38 | 0.11 | 1.44682 | 0.00000 | 0.00000 | 47.92 | 10702.76 |
80 | 2010.01.12 03:15 | close | 37 | 0.11 | 1.44673 | 0.00000 | 0.00000 | -64.44 | 10638.32 |
81 | 2010.01.13 12:00 | buy | 41 | 0.11 | 1.45164 | 0.00000 | 0.00000 | ||
82 | 2010.01.13 17:16 | sell | 42 | 0.11 | 1.44757 | 0.00000 | 0.00000 | ||
83 | 2010.01.14 01:07 | buy | 43 | 0.22 | 1.45289 | 0.00000 | 0.00000 | ||
84 | 2010.01.14 01:15 | buy | 44 | 0.22 | 1.45236 | 0.00000 | 0.00000 | ||
85 | 2010.01.14 02:50 | buy | 45 | 0.33 | 1.45379 | 0.00000 | 0.00000 | ||
86 | 2010.01.14 02:57 | buy | 46 | 0.33 | 1.45343 | 0.00000 | 0.00000 | ||
87 | 2010.01.14 03:05 | close | 46 | 0.33 | 1.45372 | 0.00000 | 0.00000 | 9.57 | 10647.89 |
88 | 2010.01.14 03:05 | close | 45 | 0.33 | 1.45372 | 0.00000 | 0.00000 | -2.31 | 10645.58 |
89 | 2010.01.14 03:05 | close | 44 | 0.22 | 1.45372 | 0.00000 | 0.00000 | 29.92 | 10675.50 |
90 | 2010.01.14 03:05 | close | 43 | 0.22 | 1.45372 | 0.00000 | 0.00000 | 18.26 | 10693.76 |
91 | 2010.01.14 03:05 | close | 42 | 0.11 | 1.45381 | 0.00000 | 0.00000 | -68.77 | 10624.99 |
92 | 2010.01.14 03:05 | close | 41 | 0.11 | 1.45372 | 0.00000 | 0.00000 | 22.95 | 10647.93 |
93 | 2010.01.14 03:05 | buy | 47 | 0.11 | 1.45381 | 0.00000 | 0.00000 | ||
94 | 2010.01.14 10:45 | sell | 48 | 0.11 | 1.45094 | 0.00000 | 0.00000 | ||
95 | 2010.01.14 13:20 | sell | 49 | 0.11 | 1.44809 | 0.00000 | 0.00000 | ||
96 | 2010.01.14 17:02 | sell | 50 | 0.22 | 1.44491 | 0.00000 | 0.00000 | ||
97 | 2010.01.14 18:20 | sell | 51 | 0.33 | 1.44952 | 0.00000 | 0.00000 | ||
98 | 2010.01.14 20:17 | sell | 52 | 0.33 | 1.45022 | 0.00000 | 0.00000 | ||
99 | 2010.01.14 21:12 | sell | 53 | 0.55 | 1.45058 | 0.00000 | 0.00000 | ||
100 | 2010.01.14 22:05 | sell | 54 | 0.88 | 1.44988 | 0.00000 | 0.00000 | ||
101 | 2010.01.14 22:07 | sell | 55 | 0.88 | 1.44971 | 0.00000 | 0.00000 | ||
102 | 2010.01.14 22:12 | sell | 56 | 0.88 | 1.45005 | 0.00000 | 0.00000 | ||
103 | 2010.01.14 22:15 | sell | 57 | 0.88 | 1.45039 | 0.00000 | 0.00000 | ||
104 | 2010.01.14 22:17 | sell | 58 | 0.88 | 1.45031 | 0.00000 | 0.00000 | ||
105 | 2010.01.14 22:22 | sell | 59 | 0.88 | 1.45048 | 0.00000 | 0.00000 | ||
106 | 2010.01.14 22:40 | sell | 60 | 0.88 | 1.45013 | 0.00000 | 0.00000 | ||
107 | 2010.01.14 22:45 | sell | 61 | 0.88 | 1.44997 | 0.00000 | 0.00000 | ||
108 | 2010.01.14 22:47 | sell | 62 | 0.88 | 1.45002 | 0.00000 | 0.00000 | ||
109 | 2010.01.14 22:50 | close | 62 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 15.84 | 10663.77 |
110 | 2010.01.14 22:50 | close | 61 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 11.44 | 10675.21 |
111 | 2010.01.14 22:50 | close | 60 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 25.52 | 10700.73 |
112 | 2010.01.14 22:50 | close | 59 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 56.32 | 10757.05 |
113 | 2010.01.14 22:50 | close | 58 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 41.36 | 10798.41 |
114 | 2010.01.14 22:50 | close | 57 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 48.40 | 10846.81 |
115 | 2010.01.14 22:50 | close | 56 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 18.48 | 10865.29 |
116 | 2010.01.14 22:50 | close | 55 | 0.88 | 1.44984 | 0.00000 | 0.00000 | -11.44 | 10853.85 |
117 | 2010.01.14 22:50 | close | 54 | 0.88 | 1.44984 | 0.00000 | 0.00000 | 3.52 | 10857.37 |
118 | 2010.01.14 22:50 | close | 53 | 0.55 | 1.44984 | 0.00000 | 0.00000 | 40.70 | 10898.07 |
119 | 2010.01.14 22:50 | close | 52 | 0.33 | 1.44984 | 0.00000 | 0.00000 | 12.54 | 10910.61 |
120 | 2010.01.14 22:50 | close | 51 | 0.33 | 1.44984 | 0.00000 | 0.00000 | -10.56 | 10900.05 |
121 | 2010.01.14 22:50 | close | 50 | 0.22 | 1.44984 | 0.00000 | 0.00000 | -108.46 | 10791.59 |
122 | 2010.01.14 22:50 | close | 49 | 0.11 | 1.44984 | 0.00000 | 0.00000 | -19.25 | 10772.34 |
123 | 2010.01.14 22:50 | close | 48 | 0.11 | 1.44984 | 0.00000 | 0.00000 | 12.10 | 10784.44 |
124 | 2010.01.14 22:50 | close | 47 | 0.11 | 1.44975 | 0.00000 | 0.00000 | -44.66 | 10739.78 |
125 | 2010.01.14 22:50 | buy | 63 | 0.11 | 1.44984 | 0.00000 | 0.00000 | ||
126 | 2010.01.15 01:50 | buy | 64 | 0.11 | 1.44734 | 0.00000 | 0.00000 | ||
127 | 2010.01.15 02:45 | buy | 65 | 0.11 | 1.44461 | 0.00000 | 0.00000 | ||
128 | 2010.01.15 09:20 | buy | 66 | 0.22 | 1.43788 | 0.00000 | 0.00000 | ||
129 | 2010.01.15 22:57 | close at stop | 66 | 0.22 | 1.43843 | 0.00000 | 0.00000 | 12.10 | 10751.88 |
130 | 2010.01.15 22:57 | close at stop | 65 | 0.11 | 1.43843 | 0.00000 | 0.00000 | -67.98 | 10683.90 |
131 | 2010.01.15 22:57 | close at stop | 64 | 0.11 | 1.43843 | 0.00000 | 0.00000 | -98.01 | 10585.89 |
132 | 2010.01.15 22:57 | close at stop | 63 | 0.11 | 1.43843 | 0.00000 | 0.00000 | -125.49 | 10460.40 |