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="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 915.23 | Gross profit | 2674.88 | Gross loss | -1759.65 |
Profit factor | 1.52 | Expected payoff | 18.68 | ||
Absolute drawdown | 4061.49 | Maximal drawdown | 4516.17 (43.20%) | Relative drawdown | 43.20% (4516.17) |
Total trades | 49 | Short positions (won %) | 24 (87.50%) | Long positions (won %) | 25 (84.00%) |
Profit trades (% of total) | 42 (85.71%) | Loss trades (% of total) | 7 (14.29%) | ||
Largest | profit trade | 460.94 | loss trade | -789.79 | |
Average | profit trade | 63.69 | loss trade | -251.38 | |
Maximum | consecutive wins (profit in money) | 13 (388.80) | consecutive losses (loss in money) | 3 (-1612.81) | |
Maximal | consecutive profit (count of wins) | 1676.23 (7) | consecutive loss (count of losses) | -1612.81 (3) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.30 | 1.50094 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:56 | close | 1 | 0.30 | 1.50266 | 0.00000 | 0.00000 | 51.60 | 10051.60 |
3 | 2009.12.01 01:00 | sell | 2 | 0.30 | 1.50345 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 02:10 | close | 2 | 0.30 | 1.50162 | 0.00000 | 0.00000 | 54.90 | 10106.50 |
5 | 2009.12.01 12:00 | sell | 3 | 0.30 | 1.50749 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 13:15 | close | 3 | 0.30 | 1.50717 | 0.00000 | 0.00000 | 9.60 | 10116.10 |
7 | 2009.12.01 17:00 | sell | 4 | 0.30 | 1.50923 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 21:59 | close | 4 | 0.30 | 1.50856 | 0.00000 | 0.00000 | 20.10 | 10136.20 |
9 | 2009.12.02 06:00 | sell | 5 | 0.30 | 1.50912 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 08:27 | close | 5 | 0.30 | 1.50771 | 0.00000 | 0.00000 | 42.30 | 10178.50 |
11 | 2009.12.02 19:00 | sell | 6 | 0.31 | 1.50435 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 00:00 | sell | 7 | 0.31 | 1.50479 | 0.00000 | 0.00000 | ||
13 | 2009.12.03 23:00 | sell | 8 | 0.31 | 1.50510 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 23:02 | close | 6 | 0.31 | 1.50406 | 0.00000 | 0.00000 | 8.62 | 10187.12 |
15 | 2009.12.03 23:02 | close | 7 | 0.31 | 1.50406 | 0.00000 | 0.00000 | 22.63 | 10209.75 |
16 | 2009.12.03 23:02 | close | 8 | 0.31 | 1.50406 | 0.00000 | 0.00000 | 32.24 | 10241.99 |
17 | 2009.12.04 04:00 | buy | 9 | 0.31 | 1.50637 | 0.00000 | 0.00000 | ||
18 | 2009.12.04 09:02 | close | 9 | 0.31 | 1.50838 | 0.00000 | 0.00000 | 62.31 | 10304.30 |
19 | 2009.12.07 03:00 | buy | 10 | 0.31 | 1.48751 | 0.00000 | 0.00000 | ||
20 | 2009.12.07 03:27 | close | 10 | 0.31 | 1.48849 | 0.00000 | 0.00000 | 30.38 | 10334.68 |
21 | 2009.12.07 23:00 | buy | 11 | 0.31 | 1.48279 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 00:59 | close | 11 | 0.31 | 1.48379 | 0.00000 | 0.00000 | 31.09 | 10365.77 |
23 | 2009.12.08 05:00 | buy | 12 | 0.31 | 1.48442 | 0.00000 | 0.00000 | ||
24 | 2009.12.08 11:27 | close | 12 | 0.31 | 1.48497 | 0.00000 | 0.00000 | 17.05 | 10382.82 |
25 | 2009.12.08 23:00 | buy | 13 | 0.31 | 1.47050 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 00:12 | close | 13 | 0.31 | 1.47069 | 0.00000 | 0.00000 | 5.98 | 10388.80 |
27 | 2009.12.09 12:00 | buy | 14 | 0.31 | 1.47679 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 22:00 | buy | 15 | 0.31 | 1.47320 | 0.00000 | 0.00000 | ||
29 | 2009.12.11 09:50 | close | 14 | 0.31 | 1.47506 | 0.00000 | 0.00000 | -53.26 | 10335.55 |
30 | 2009.12.11 09:50 | close | 15 | 0.31 | 1.47506 | 0.00000 | 0.00000 | 57.75 | 10393.30 |
31 | 2009.12.14 02:00 | buy | 16 | 0.31 | 1.46256 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 02:27 | close | 16 | 0.31 | 1.46334 | 0.00000 | 0.00000 | 24.18 | 10417.48 |
33 | 2009.12.14 14:00 | buy | 17 | 0.31 | 1.46399 | 0.00000 | 0.00000 | ||
34 | 2009.12.14 15:45 | close | 17 | 0.31 | 1.46411 | 0.00000 | 0.00000 | 3.72 | 10421.20 |
35 | 2009.12.14 20:00 | buy | 18 | 0.31 | 1.46517 | 0.00000 | 0.00000 | ||
36 | 2009.12.14 23:15 | close | 18 | 0.31 | 1.46533 | 0.00000 | 0.00000 | 4.96 | 10426.16 |
37 | 2009.12.15 01:00 | buy | 19 | 0.31 | 1.46590 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 01:00 | buy | 20 | 0.31 | 1.45428 | 0.00000 | 0.00000 | ||
39 | 2009.12.17 00:00 | buy | 21 | 0.31 | 1.45310 | 0.00000 | 0.00000 | ||
40 | 2009.12.18 06:00 | buy | 22 | 0.31 | 1.43960 | 0.00000 | 0.00000 | ||
41 | 2009.12.21 02:00 | buy | 23 | 0.31 | 1.43270 | 0.00000 | 0.00000 | ||
42 | 2009.12.22 05:00 | buy | 24 | 0.31 | 1.42926 | 0.00000 | 0.00000 | ||
43 | 2009.12.23 00:00 | buy | 25 | 0.31 | 1.42553 | 0.00000 | 0.00000 | ||
44 | 2009.12.23 20:00 | buy | 26 | 0.31 | 1.43502 | 0.00000 | 0.00000 | ||
45 | 2009.12.23 21:00 | buy | 27 | 0.31 | 1.43358 | 0.00000 | 0.00000 | ||
46 | 2009.12.24 00:00 | buy | 28 | 0.31 | 1.43304 | 0.00000 | 0.00000 | ||
47 | 2009.12.24 11:15 | close | 19 | 0.31 | 1.44039 | 0.00000 | 0.00000 | -789.79 | 9636.37 |
48 | 2009.12.24 11:15 | close | 20 | 0.31 | 1.44039 | 0.00000 | 0.00000 | -429.66 | 9206.71 |
49 | 2009.12.24 11:15 | close | 21 | 0.31 | 1.44039 | 0.00000 | 0.00000 | -393.36 | 8813.35 |
50 | 2009.12.24 11:15 | close | 22 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 25.05 | 8838.40 |
51 | 2009.12.24 11:15 | close | 23 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 238.85 | 9077.26 |
52 | 2009.12.24 11:15 | close | 24 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 345.40 | 9422.66 |
53 | 2009.12.24 11:15 | close | 25 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 460.94 | 9883.60 |
54 | 2009.12.24 11:15 | close | 26 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 166.75 | 10050.35 |
55 | 2009.12.24 11:15 | close | 27 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 211.39 | 10261.73 |
56 | 2009.12.24 11:15 | close | 28 | 0.31 | 1.44039 | 0.00000 | 0.00000 | 227.85 | 10489.58 |
57 | 2009.12.28 02:00 | sell | 29 | 0.31 | 1.43594 | 0.00000 | 0.00000 | ||
58 | 2009.12.28 19:00 | sell | 30 | 0.31 | 1.43829 | 0.00000 | 0.00000 | ||
59 | 2009.12.28 22:00 | sell | 31 | 0.31 | 1.43772 | 0.00000 | 0.00000 | ||
60 | 2009.12.29 00:00 | sell | 32 | 0.31 | 1.43727 | 0.00000 | 0.00000 | ||
61 | 2009.12.29 01:13 | close | 29 | 0.31 | 1.43730 | 0.00000 | 0.00000 | -42.28 | 10447.30 |
62 | 2009.12.29 01:13 | close | 30 | 0.31 | 1.43730 | 0.00000 | 0.00000 | 30.57 | 10477.87 |
63 | 2009.12.29 01:13 | close | 31 | 0.31 | 1.43730 | 0.00000 | 0.00000 | 12.90 | 10490.76 |
64 | 2009.12.29 01:13 | close | 32 | 0.31 | 1.43730 | 0.00000 | 0.00000 | -0.93 | 10489.83 |
65 | 2009.12.29 05:00 | sell | 33 | 0.31 | 1.43567 | 0.00000 | 0.00000 | ||
66 | 2009.12.29 17:25 | close | 33 | 0.31 | 1.43519 | 0.00000 | 0.00000 | 14.88 | 10504.71 |
67 | 2009.12.30 00:00 | sell | 34 | 0.32 | 1.43503 | 0.00000 | 0.00000 | ||
68 | 2009.12.30 04:50 | close | 34 | 0.32 | 1.43210 | 0.00000 | 0.00000 | 93.76 | 10598.47 |
69 | 2009.12.30 20:00 | sell | 35 | 0.32 | 1.43369 | 0.00000 | 0.00000 | ||
70 | 2009.12.31 16:40 | close | 35 | 0.32 | 1.43305 | 0.00000 | 0.00000 | 20.10 | 10618.57 |
71 | 2010.01.04 02:00 | buy | 36 | 0.32 | 1.42906 | 0.00000 | 0.00000 | ||
72 | 2010.01.04 06:59 | close | 36 | 0.32 | 1.43004 | 0.00000 | 0.00000 | 31.36 | 10649.93 |
73 | 2010.01.04 19:00 | sell | 37 | 0.32 | 1.44137 | 0.00000 | 0.00000 | ||
74 | 2010.01.05 12:32 | close | 37 | 0.32 | 1.44114 | 0.00000 | 0.00000 | 7.23 | 10657.16 |
75 | 2010.01.05 22:00 | buy | 38 | 0.32 | 1.43695 | 0.00000 | 0.00000 | ||
76 | 2010.01.06 10:56 | close | 38 | 0.32 | 1.43725 | 0.00000 | 0.00000 | 9.70 | 10666.86 |
77 | 2010.01.06 22:00 | sell | 39 | 0.32 | 1.44119 | 0.00000 | 0.00000 | ||
78 | 2010.01.06 23:59 | close | 39 | 0.32 | 1.44020 | 0.00000 | 0.00000 | 31.68 | 10698.54 |
79 | 2010.01.07 05:00 | sell | 40 | 0.32 | 1.44046 | 0.00000 | 0.00000 | ||
80 | 2010.01.07 06:59 | close | 40 | 0.32 | 1.43923 | 0.00000 | 0.00000 | 39.36 | 10737.90 |
81 | 2010.01.07 17:00 | buy | 41 | 0.32 | 1.43282 | 0.00000 | 0.00000 | ||
82 | 2010.01.08 14:42 | close | 41 | 0.32 | 1.43330 | 0.00000 | 0.00000 | 15.46 | 10753.35 |
83 | 2010.01.11 02:00 | sell | 42 | 0.32 | 1.44831 | 0.00000 | 0.00000 | ||
84 | 2010.01.11 22:00 | sell | 43 | 0.32 | 1.45188 | 0.00000 | 0.00000 | ||
85 | 2010.01.12 01:15 | close | 42 | 0.32 | 1.44988 | 0.00000 | 0.00000 | -50.37 | 10702.99 |
86 | 2010.01.12 01:15 | close | 43 | 0.32 | 1.44988 | 0.00000 | 0.00000 | 63.87 | 10766.86 |
87 | 2010.01.12 11:00 | sell | 44 | 0.32 | 1.44900 | 0.00000 | 0.00000 | ||
88 | 2010.01.12 12:27 | close | 44 | 0.32 | 1.44793 | 0.00000 | 0.00000 | 34.24 | 10801.10 |
89 | 2010.01.12 23:00 | sell | 45 | 0.32 | 1.44848 | 0.00000 | 0.00000 | ||
90 | 2010.01.13 01:15 | close | 45 | 0.32 | 1.44813 | 0.00000 | 0.00000 | 11.07 | 10812.17 |
91 | 2010.01.13 19:00 | sell | 46 | 0.32 | 1.45042 | 0.00000 | 0.00000 | ||
92 | 2010.01.13 19:27 | close | 46 | 0.32 | 1.44953 | 0.00000 | 0.00000 | 28.48 | 10840.65 |
93 | 2010.01.14 00:00 | sell | 47 | 0.33 | 1.44990 | 0.00000 | 0.00000 | ||
94 | 2010.01.14 13:59 | close | 47 | 0.33 | 1.44884 | 0.00000 | 0.00000 | 34.98 | 10875.63 |
95 | 2010.01.14 20:00 | sell | 48 | 0.33 | 1.45106 | 0.00000 | 0.00000 | ||
96 | 2010.01.14 20:50 | close | 48 | 0.33 | 1.45018 | 0.00000 | 0.00000 | 29.04 | 10904.67 |
97 | 2010.01.15 00:00 | buy | 49 | 0.33 | 1.45001 | 0.00000 | 0.00000 | ||
98 | 2010.01.15 00:45 | close | 49 | 0.33 | 1.45033 | 0.00000 | 0.00000 | 10.56 | 10915.23 |