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"; TimeFrame=30; b="Maximum quantity of warrants=20"; MaxOrd_1=50; c="Stoploss, for a scalping mode =0"; StopLoss=0; d="TakeProfit, for a scalping mode=0"; TakeProfit=0; e="StartLots of EA =0,01"; StartLots=0.01; f="Lot increment value=0,01"; LotsIncrementValue=0.01; g="The permission to lot auto detection"; AutoLot=true; h="the percentage of risk as% of deposit amount"; Risk=10; j="Profit at which the pack of warrants will be closed=0"; MInProfit=5; k="Pause between opening of warrants in minutes=10"; MinTradePause=10; per=9; l="Traling step for single order=5"; TralStep=5; m="Equity traling step=5"; EqvTralStep=5; TradeOfTime=true; StartTradeHour=20; EndTradeHour=8; ShowComment=true; MargineVarning=true; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8740.34 | Gross profit | 6459.37 | Gross loss | -15199.71 |
Profit factor | 0.42 | Expected payoff | -164.91 | ||
Absolute drawdown | 8740.34 | Maximal drawdown | 11961.62 (90.47%) | Relative drawdown | 90.47% (11961.62) |
Total trades | 53 | Short positions (won %) | 52 (55.77%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 30 (56.60%) | Loss trades (% of total) | 23 (43.40%) | ||
Largest | profit trade | 824.34 | loss trade | -1002.03 | |
Average | profit trade | 215.31 | loss trade | -660.86 | |
Maximum | consecutive wins (profit in money) | 29 (5635.03) | consecutive losses (loss in money) | 23 (-15199.71) | |
Maximal | consecutive profit (count of wins) | 5635.03 (29) | consecutive loss (count of losses) | -15199.71 (23) | |
Average | consecutive wins | 15 | consecutive losses | 23 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.50074 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:30 | sell | 2 | 0.97 | 1.50040 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 01:00 | sell | 3 | 0.88 | 1.50345 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 01:30 | sell | 4 | 0.95 | 1.50307 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 02:00 | sell | 5 | 0.95 | 1.50093 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 02:30 | sell | 6 | 0.95 | 1.50197 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 03:30 | sell | 7 | 0.95 | 1.50082 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 04:30 | sell | 8 | 0.95 | 1.50133 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 06:00 | sell | 9 | 0.95 | 1.50102 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 06:10 | close | 9 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 108.30 | 10108.30 |
11 | 2009.12.01 06:10 | close | 8 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 137.75 | 10246.05 |
12 | 2009.12.01 06:10 | close | 7 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 89.30 | 10335.35 |
13 | 2009.12.01 06:10 | close | 6 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 198.55 | 10533.90 |
14 | 2009.12.01 06:10 | close | 5 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 99.75 | 10633.65 |
15 | 2009.12.01 06:10 | close | 4 | 0.95 | 1.49988 | 0.00000 | 0.00000 | 303.05 | 10936.70 |
16 | 2009.12.01 06:10 | close | 3 | 0.88 | 1.49988 | 0.00000 | 0.00000 | 314.16 | 11250.86 |
17 | 2009.12.01 06:10 | close | 2 | 0.97 | 1.49988 | 0.00000 | 0.00000 | 50.44 | 11301.30 |
18 | 2009.12.01 06:10 | close | 1 | 1.00 | 1.49988 | 0.00000 | 0.00000 | 86.00 | 11387.30 |
19 | 2009.12.01 06:30 | sell | 10 | 1.14 | 1.49858 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 07:00 | sell | 11 | 1.09 | 1.50001 | 0.00000 | 0.00000 | ||
21 | 2009.12.01 07:30 | sell | 12 | 1.05 | 1.49996 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 20:00 | sell | 13 | 1.09 | 1.51092 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 20:30 | sell | 14 | 1.09 | 1.51102 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 21:00 | sell | 15 | 1.09 | 1.50940 | 0.00000 | 0.00000 | ||
25 | 2009.12.01 21:30 | sell | 16 | 1.09 | 1.50870 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 22:00 | sell | 17 | 1.09 | 1.50841 | 0.00000 | 0.00000 | ||
27 | 2009.12.01 22:30 | sell | 18 | 1.09 | 1.50836 | 0.00000 | 0.00000 | ||
28 | 2009.12.01 23:00 | sell | 19 | 1.09 | 1.50796 | 0.00000 | 0.00000 | ||
29 | 2009.12.01 23:30 | sell | 20 | 1.09 | 1.50805 | 0.00000 | 0.00000 | ||
30 | 2009.12.02 00:00 | sell | 21 | 1.09 | 1.50748 | 0.00000 | 0.00000 | ||
31 | 2009.12.02 00:30 | sell | 22 | 1.09 | 1.50887 | 0.00000 | 0.00000 | ||
32 | 2009.12.02 01:00 | sell | 23 | 1.09 | 1.50891 | 0.00000 | 0.00000 | ||
33 | 2009.12.02 01:30 | sell | 24 | 1.09 | 1.50887 | 0.00000 | 0.00000 | ||
34 | 2009.12.02 02:00 | sell | 25 | 1.09 | 1.50893 | 0.00000 | 0.00000 | ||
35 | 2009.12.02 02:30 | sell | 26 | 1.09 | 1.50759 | 0.00000 | 0.00000 | ||
36 | 2009.12.02 03:00 | sell | 27 | 1.09 | 1.50785 | 0.00000 | 0.00000 | ||
37 | 2009.12.02 03:30 | sell | 28 | 1.09 | 1.50936 | 0.00000 | 0.00000 | ||
38 | 2009.12.02 04:00 | sell | 29 | 1.09 | 1.50861 | 0.00000 | 0.00000 | ||
39 | 2009.12.02 05:00 | sell | 30 | 1.09 | 1.50907 | 0.00000 | 0.00000 | ||
40 | 2009.12.02 07:00 | sell | 31 | 1.09 | 1.50887 | 0.00000 | 0.00000 | ||
41 | 2009.12.02 07:30 | sell | 32 | 1.09 | 1.50882 | 0.00000 | 0.00000 | ||
42 | 2009.12.02 08:20 | close | 32 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 214.73 | 11602.03 |
43 | 2009.12.02 08:20 | close | 31 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 220.18 | 11822.21 |
44 | 2009.12.02 08:20 | close | 30 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 241.98 | 12064.19 |
45 | 2009.12.02 08:20 | close | 29 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 191.84 | 12256.03 |
46 | 2009.12.02 08:20 | close | 28 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 273.59 | 12529.62 |
47 | 2009.12.02 08:20 | close | 27 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 109.00 | 12638.62 |
48 | 2009.12.02 08:20 | close | 26 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 80.66 | 12719.28 |
49 | 2009.12.02 08:20 | close | 25 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 226.72 | 12946.00 |
50 | 2009.12.02 08:20 | close | 24 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 220.18 | 13166.18 |
51 | 2009.12.02 08:20 | close | 23 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 224.54 | 13390.72 |
52 | 2009.12.02 08:20 | close | 22 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 220.18 | 13610.90 |
53 | 2009.12.02 08:20 | close | 21 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 68.67 | 13679.57 |
54 | 2009.12.02 08:20 | close | 20 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 129.71 | 13809.28 |
55 | 2009.12.02 08:20 | close | 19 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 119.90 | 13929.18 |
56 | 2009.12.02 08:20 | close | 18 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 163.50 | 14092.68 |
57 | 2009.12.02 08:20 | close | 17 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 168.95 | 14261.63 |
58 | 2009.12.02 08:20 | close | 16 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 200.56 | 14462.19 |
59 | 2009.12.02 08:20 | close | 15 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 276.86 | 14739.05 |
60 | 2009.12.02 08:20 | close | 14 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 453.44 | 15192.49 |
61 | 2009.12.02 08:20 | close | 13 | 1.09 | 1.50685 | 0.00000 | 0.00000 | 442.54 | 15635.03 |
62 | 2009.12.02 08:20 | close | 12 | 1.05 | 1.50685 | 0.00000 | 0.00000 | -724.50 | 14910.53 |
63 | 2009.12.02 08:20 | close | 11 | 1.09 | 1.50685 | 0.00000 | 0.00000 | -746.65 | 14163.88 |
64 | 2009.12.02 08:20 | close | 10 | 1.14 | 1.50685 | 0.00000 | 0.00000 | -943.92 | 13219.96 |
65 | 2009.12.02 20:00 | buy | 33 | 1.32 | 1.50492 | 0.00000 | 0.00000 | ||
66 | 2009.12.02 20:30 | sell | 34 | 1.27 | 1.50423 | 0.00000 | 0.00000 | ||
67 | 2009.12.02 21:00 | sell | 35 | 1.27 | 1.50356 | 0.00000 | 0.00000 | ||
68 | 2009.12.02 21:30 | sell | 36 | 1.29 | 1.50377 | 0.00000 | 0.00000 | ||
69 | 2009.12.02 22:00 | sell | 37 | 1.29 | 1.50452 | 0.00000 | 0.00000 | ||
70 | 2009.12.02 22:30 | sell | 38 | 1.29 | 1.50447 | 0.00000 | 0.00000 | ||
71 | 2009.12.02 23:00 | sell | 39 | 1.29 | 1.50436 | 0.00000 | 0.00000 | ||
72 | 2009.12.02 23:30 | sell | 40 | 1.29 | 1.50459 | 0.00000 | 0.00000 | ||
73 | 2009.12.03 00:00 | sell | 41 | 1.29 | 1.50479 | 0.00000 | 0.00000 | ||
74 | 2009.12.03 00:30 | sell | 42 | 1.29 | 1.50601 | 0.00000 | 0.00000 | ||
75 | 2009.12.03 01:00 | sell | 43 | 1.29 | 1.50665 | 0.00000 | 0.00000 | ||
76 | 2009.12.03 01:30 | sell | 44 | 1.29 | 1.50763 | 0.00000 | 0.00000 | ||
77 | 2009.12.03 02:00 | sell | 45 | 1.29 | 1.50778 | 0.00000 | 0.00000 | ||
78 | 2009.12.03 02:30 | sell | 46 | 1.29 | 1.50828 | 0.00000 | 0.00000 | ||
79 | 2009.12.03 03:00 | sell | 47 | 1.29 | 1.50783 | 0.00000 | 0.00000 | ||
80 | 2009.12.03 03:30 | sell | 48 | 1.29 | 1.50798 | 0.00000 | 0.00000 | ||
81 | 2009.12.03 04:00 | sell | 49 | 1.29 | 1.50874 | 0.00000 | 0.00000 | ||
82 | 2009.12.03 05:30 | sell | 50 | 1.29 | 1.50883 | 0.00000 | 0.00000 | ||
83 | 2009.12.03 06:00 | sell | 51 | 1.29 | 1.50866 | 0.00000 | 0.00000 | ||
84 | 2009.12.03 06:30 | sell | 52 | 1.29 | 1.50858 | 0.00000 | 0.00000 | ||
85 | 2009.12.03 07:00 | sell | 53 | 1.29 | 1.50801 | 0.00000 | 0.00000 | ||
86 | 2009.12.03 07:50 | close at stop | 53 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -439.89 | 12780.07 |
87 | 2009.12.03 07:50 | close at stop | 52 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -366.36 | 12413.71 |
88 | 2009.12.03 07:50 | close at stop | 51 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -356.04 | 12057.67 |
89 | 2009.12.03 07:50 | close at stop | 50 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -334.11 | 11723.56 |
90 | 2009.12.03 07:50 | close at stop | 49 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -345.72 | 11377.84 |
91 | 2009.12.03 07:50 | close at stop | 48 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -443.76 | 10934.08 |
92 | 2009.12.03 07:50 | close at stop | 47 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -463.11 | 10470.97 |
93 | 2009.12.03 07:50 | close at stop | 46 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -405.06 | 10065.91 |
94 | 2009.12.03 07:50 | close at stop | 45 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -469.56 | 9596.35 |
95 | 2009.12.03 07:50 | close at stop | 44 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -488.91 | 9107.44 |
96 | 2009.12.03 07:50 | close at stop | 43 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -615.33 | 8492.11 |
97 | 2009.12.03 07:50 | close at stop | 42 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -697.89 | 7794.22 |
98 | 2009.12.03 07:50 | close at stop | 41 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -855.27 | 6938.95 |
99 | 2009.12.03 07:50 | close at stop | 40 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -884.94 | 6054.01 |
100 | 2009.12.03 07:50 | close at stop | 39 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -914.61 | 5139.40 |
101 | 2009.12.03 07:50 | close at stop | 38 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -900.42 | 4238.98 |
102 | 2009.12.03 07:50 | close at stop | 37 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -893.97 | 3345.01 |
103 | 2009.12.03 07:50 | close at stop | 36 | 1.29 | 1.51142 | 0.00000 | 0.00000 | -990.72 | 2354.29 |
104 | 2009.12.03 07:50 | close at stop | 35 | 1.27 | 1.51142 | 0.00000 | 0.00000 | -1002.03 | 1352.26 |
105 | 2009.12.03 07:50 | close at stop | 34 | 1.27 | 1.51142 | 0.00000 | 0.00000 | -916.94 | 435.32 |
106 | 2009.12.03 07:50 | close at stop | 33 | 1.32 | 1.51118 | 0.00000 | 0.00000 | 824.34 | 1259.66 |