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 | extRperiod=48; extQualforHowLong=5; extLots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -41.50 | Gross profit | 103.50 | Gross loss | -145.00 |
Profit factor | 0.71 | Expected payoff | -1.15 | ||
Absolute drawdown | 41.50 | Maximal drawdown | 99.60 (0.99%) | Relative drawdown | 0.99% (99.60) |
Total trades | 36 | Short positions (won %) | 18 (27.78%) | Long positions (won %) | 18 (11.11%) |
Profit trades (% of total) | 7 (19.44%) | Loss trades (% of total) | 29 (80.56%) | ||
Largest | profit trade | 51.50 | loss trade | -5.00 | |
Average | profit trade | 14.79 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 1 (51.50) | consecutive losses (loss in money) | 12 (-60.00) | |
Maximal | consecutive profit (count of wins) | 51.50 (1) | consecutive loss (count of losses) | -60.00 (12) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 19:00 | buy | 1 | 0.10 | 1.50937 | 1.50887 | 0.00000 | ||
2 | 2009.12.01 20:00 | close | 1 | 0.10 | 1.51092 | 1.50887 | 0.00000 | 15.50 | 10015.50 |
3 | 2009.12.02 19:00 | sell | 2 | 0.10 | 1.50435 | 1.50485 | 0.00000 | ||
4 | 2009.12.02 19:50 | s/l | 2 | 0.10 | 1.50485 | 1.50485 | 0.00000 | -5.00 | 10010.50 |
5 | 2009.12.03 12:00 | buy | 3 | 0.10 | 1.51223 | 1.51173 | 0.00000 | ||
6 | 2009.12.03 13:00 | close | 3 | 0.10 | 1.51224 | 1.51173 | 0.00000 | 0.10 | 10010.60 |
7 | 2009.12.03 21:00 | buy | 4 | 0.10 | 1.50913 | 1.50863 | 0.00000 | ||
8 | 2009.12.03 21:40 | s/l | 4 | 0.10 | 1.50863 | 1.50863 | 0.00000 | -5.00 | 10005.60 |
9 | 2009.12.04 02:00 | sell | 5 | 0.10 | 1.50520 | 1.50570 | 0.00000 | ||
10 | 2009.12.04 02:15 | s/l | 5 | 0.10 | 1.50570 | 1.50570 | 0.00000 | -5.00 | 10000.60 |
11 | 2009.12.04 19:00 | sell | 6 | 0.10 | 1.48878 | 1.48928 | 0.00000 | ||
12 | 2009.12.04 20:00 | close | 6 | 0.10 | 1.48363 | 1.48928 | 0.00000 | 51.50 | 10052.10 |
13 | 2009.12.08 06:00 | buy | 7 | 0.10 | 1.48440 | 1.48390 | 0.00000 | ||
14 | 2009.12.08 06:20 | s/l | 7 | 0.10 | 1.48390 | 1.48390 | 0.00000 | -5.00 | 10047.10 |
15 | 2009.12.08 20:00 | sell | 8 | 0.10 | 1.46981 | 1.47031 | 0.00000 | ||
16 | 2009.12.08 20:02 | s/l | 8 | 0.10 | 1.47031 | 1.47031 | 0.00000 | -5.00 | 10042.10 |
17 | 2009.12.09 22:00 | sell | 9 | 0.10 | 1.47297 | 1.47347 | 0.00000 | ||
18 | 2009.12.09 22:07 | s/l | 9 | 0.10 | 1.47347 | 1.47347 | 0.00000 | -5.00 | 10037.10 |
19 | 2009.12.10 04:00 | buy | 10 | 0.10 | 1.47377 | 1.47327 | 0.00000 | ||
20 | 2009.12.10 04:50 | s/l | 10 | 0.10 | 1.47327 | 1.47327 | 0.00000 | -5.00 | 10032.10 |
21 | 2009.12.10 23:00 | sell | 11 | 0.10 | 1.47310 | 1.47360 | 0.00000 | ||
22 | 2009.12.10 23:50 | s/l | 11 | 0.10 | 1.47360 | 1.47360 | 0.00000 | -5.00 | 10027.10 |
23 | 2009.12.11 14:00 | buy | 12 | 0.10 | 1.47638 | 1.47588 | 0.00000 | ||
24 | 2009.12.11 14:15 | s/l | 12 | 0.10 | 1.47588 | 1.47588 | 0.00000 | -5.00 | 10022.10 |
25 | 2009.12.11 19:00 | sell | 13 | 0.10 | 1.46243 | 1.46293 | 0.00000 | ||
26 | 2009.12.11 20:00 | close | 13 | 0.10 | 1.46162 | 1.46293 | 0.00000 | 8.10 | 10030.20 |
27 | 2009.12.15 03:00 | buy | 14 | 0.10 | 1.46531 | 1.46481 | 0.00000 | ||
28 | 2009.12.15 03:03 | s/l | 14 | 0.10 | 1.46481 | 1.46481 | 0.00000 | -5.00 | 10025.20 |
29 | 2009.12.15 13:00 | sell | 15 | 0.10 | 1.45474 | 1.45524 | 0.00000 | ||
30 | 2009.12.15 13:07 | s/l | 15 | 0.10 | 1.45524 | 1.45524 | 0.00000 | -5.00 | 10020.20 |
31 | 2009.12.16 20:00 | buy | 16 | 0.10 | 1.45406 | 1.45356 | 0.00000 | ||
32 | 2009.12.16 20:15 | s/l | 16 | 0.10 | 1.45356 | 1.45356 | 0.00000 | -5.00 | 10015.20 |
33 | 2009.12.17 02:00 | buy | 17 | 0.10 | 1.45236 | 1.45186 | 0.00000 | ||
34 | 2009.12.17 02:10 | s/l | 17 | 0.10 | 1.45186 | 1.45186 | 0.00000 | -5.00 | 10010.20 |
35 | 2009.12.17 07:00 | sell | 18 | 0.10 | 1.43949 | 1.43999 | 0.00000 | ||
36 | 2009.12.17 07:20 | s/l | 18 | 0.10 | 1.43999 | 1.43999 | 0.00000 | -5.00 | 10005.20 |
37 | 2009.12.21 02:00 | buy | 19 | 0.10 | 1.43260 | 1.43210 | 0.00000 | ||
38 | 2009.12.21 02:02 | s/l | 19 | 0.10 | 1.43210 | 1.43210 | 0.00000 | -5.00 | 10000.20 |
39 | 2009.12.21 20:00 | sell | 20 | 0.10 | 1.42940 | 1.42990 | 0.00000 | ||
40 | 2009.12.21 21:00 | close | 20 | 0.10 | 1.42891 | 1.42990 | 0.00000 | 4.90 | 10005.10 |
41 | 2009.12.22 13:00 | buy | 21 | 0.10 | 1.42820 | 1.42770 | 0.00000 | ||
42 | 2009.12.22 13:45 | s/l | 21 | 0.10 | 1.42770 | 1.42770 | 0.00000 | -5.00 | 10000.10 |
43 | 2009.12.22 20:00 | sell | 22 | 0.10 | 1.42705 | 1.42755 | 0.00000 | ||
44 | 2009.12.22 21:00 | close | 22 | 0.10 | 1.42537 | 1.42755 | 0.00000 | 16.80 | 10016.90 |
45 | 2009.12.23 18:00 | buy | 23 | 0.10 | 1.43397 | 1.43347 | 0.00000 | ||
46 | 2009.12.23 18:07 | s/l | 23 | 0.10 | 1.43347 | 1.43347 | 0.00000 | -5.00 | 10011.90 |
47 | 2009.12.28 20:00 | sell | 24 | 0.10 | 1.43907 | 1.43957 | 0.00000 | ||
48 | 2009.12.28 21:00 | close | 24 | 0.10 | 1.43841 | 1.43957 | 0.00000 | 6.60 | 10018.50 |
49 | 2009.12.29 13:00 | buy | 25 | 0.10 | 1.44434 | 1.44384 | 0.00000 | ||
50 | 2009.12.29 13:02 | s/l | 25 | 0.10 | 1.44384 | 1.44384 | 0.00000 | -5.00 | 10013.50 |
51 | 2009.12.29 22:00 | sell | 26 | 0.10 | 1.43493 | 1.43543 | 0.00000 | ||
52 | 2009.12.29 22:02 | s/l | 26 | 0.10 | 1.43543 | 1.43543 | 0.00000 | -5.00 | 10008.50 |
53 | 2009.12.31 07:00 | buy | 27 | 0.10 | 1.43711 | 1.43661 | 0.00000 | ||
54 | 2009.12.31 07:15 | s/l | 27 | 0.10 | 1.43661 | 1.43661 | 0.00000 | -5.00 | 10003.50 |
55 | 2010.01.04 03:00 | sell | 28 | 0.10 | 1.42700 | 1.42750 | 0.00000 | ||
56 | 2010.01.04 03:10 | s/l | 28 | 0.10 | 1.42750 | 1.42750 | 0.00000 | -5.00 | 9998.50 |
57 | 2010.01.04 15:00 | buy | 29 | 0.10 | 1.44235 | 1.44185 | 0.00000 | ||
58 | 2010.01.04 15:50 | s/l | 29 | 0.10 | 1.44185 | 1.44185 | 0.00000 | -5.00 | 9993.50 |
59 | 2010.01.06 00:00 | sell | 30 | 0.10 | 1.43618 | 1.43668 | 0.00000 | ||
60 | 2010.01.06 00:02 | s/l | 30 | 0.10 | 1.43668 | 1.43668 | 0.00000 | -5.00 | 9988.50 |
61 | 2010.01.06 21:00 | buy | 31 | 0.10 | 1.44087 | 1.44037 | 0.00000 | ||
62 | 2010.01.06 21:02 | s/l | 31 | 0.10 | 1.44037 | 1.44037 | 0.00000 | -5.00 | 9983.50 |
63 | 2010.01.07 14:00 | sell | 32 | 0.10 | 1.43176 | 1.43226 | 0.00000 | ||
64 | 2010.01.07 14:07 | s/l | 32 | 0.10 | 1.43226 | 1.43226 | 0.00000 | -5.00 | 9978.50 |
65 | 2010.01.08 22:00 | buy | 33 | 0.10 | 1.44166 | 1.44116 | 0.00000 | ||
66 | 2010.01.08 22:40 | s/l | 33 | 0.10 | 1.44116 | 1.44116 | 0.00000 | -5.00 | 9973.50 |
67 | 2010.01.12 07:00 | sell | 34 | 0.10 | 1.44944 | 1.44994 | 0.00000 | ||
68 | 2010.01.12 07:15 | s/l | 34 | 0.10 | 1.44994 | 1.44994 | 0.00000 | -5.00 | 9968.50 |
69 | 2010.01.13 15:00 | buy | 35 | 0.10 | 1.45726 | 1.45676 | 0.00000 | ||
70 | 2010.01.13 15:03 | s/l | 35 | 0.10 | 1.45676 | 1.45676 | 0.00000 | -5.00 | 9963.50 |
71 | 2010.01.14 15:00 | sell | 36 | 0.10 | 1.45080 | 1.45130 | 0.00000 | ||
72 | 2010.01.14 15:07 | s/l | 36 | 0.10 | 1.45130 | 1.45130 | 0.00000 | -5.00 | 9958.50 |