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 | ma_fast=8; ma_slow=21; ma_method=1; stop_loss=110; take_profit=370; TrailingStop=110; applied_price=0; ma_shifft=0; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 78.28 | Gross profit | 364.28 | Gross loss | -286.00 |
Profit factor | 1.27 | Expected payoff | 1.86 | ||
Absolute drawdown | 96.00 | Maximal drawdown | 134.10 (1.34%) | Relative drawdown | 1.34% (134.10) |
Total trades | 42 | Short positions (won %) | 21 (42.86%) | Long positions (won %) | 21 (33.33%) |
Profit trades (% of total) | 16 (38.10%) | Loss trades (% of total) | 26 (61.90%) | ||
Largest | profit trade | 37.00 | loss trade | -11.00 | |
Average | profit trade | 22.77 | loss trade | -11.00 | |
Maximum | consecutive wins (profit in money) | 4 (147.92) | consecutive losses (loss in money) | 10 (-110.00) | |
Maximal | consecutive profit (count of wins) | 147.92 (4) | consecutive loss (count of losses) | -110.00 (10) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50356 | 1.50246 | 1.50726 | ||
2 | 2009.12.01 01:40 | s/l | 1 | 0.10 | 1.50246 | 1.50246 | 1.50726 | -11.00 | 9989.00 |
3 | 2009.12.01 07:00 | sell | 2 | 0.10 | 1.50001 | 1.50111 | 1.49631 | ||
4 | 2009.12.01 07:45 | s/l | 2 | 0.10 | 1.50111 | 1.50111 | 1.49631 | -11.00 | 9978.00 |
5 | 2009.12.01 08:00 | buy | 3 | 0.10 | 1.50209 | 1.50099 | 1.50579 | ||
6 | 2009.12.01 09:03 | modify | 3 | 0.10 | 1.50209 | 1.50293 | 1.50579 | ||
7 | 2009.12.01 09:10 | modify | 3 | 0.10 | 1.50209 | 1.50375 | 1.50579 | ||
8 | 2009.12.01 09:16 | modify | 3 | 0.10 | 1.50209 | 1.50457 | 1.50579 | ||
9 | 2009.12.01 09:32 | s/l | 3 | 0.10 | 1.50457 | 1.50457 | 1.50579 | 24.80 | 10002.80 |
10 | 2009.12.02 18:00 | sell | 4 | 0.10 | 1.50580 | 1.50690 | 1.50210 | ||
11 | 2009.12.02 19:00 | modify | 4 | 0.10 | 1.50580 | 1.50556 | 1.50210 | ||
12 | 2009.12.02 19:05 | modify | 4 | 0.10 | 1.50580 | 1.50552 | 1.50210 | ||
13 | 2009.12.02 19:10 | modify | 4 | 0.10 | 1.50580 | 1.50532 | 1.50210 | ||
14 | 2009.12.02 19:15 | modify | 4 | 0.10 | 1.50580 | 1.50503 | 1.50210 | ||
15 | 2009.12.02 19:20 | modify | 4 | 0.10 | 1.50580 | 1.50464 | 1.50210 | ||
16 | 2009.12.02 19:45 | s/l | 4 | 0.10 | 1.50464 | 1.50464 | 1.50210 | 11.60 | 10014.40 |
17 | 2009.12.03 04:00 | buy | 5 | 0.10 | 1.50885 | 1.50775 | 1.51255 | ||
18 | 2009.12.03 07:07 | s/l | 5 | 0.10 | 1.50775 | 1.50775 | 1.51255 | -11.00 | 10003.40 |
19 | 2009.12.03 22:00 | sell | 6 | 0.10 | 1.50729 | 1.50839 | 1.50359 | ||
20 | 2009.12.03 23:00 | modify | 6 | 0.10 | 1.50729 | 1.50631 | 1.50359 | ||
21 | 2009.12.03 23:02 | modify | 6 | 0.10 | 1.50729 | 1.50507 | 1.50359 | ||
22 | 2009.12.03 23:07 | modify | 6 | 0.10 | 1.50729 | 1.50492 | 1.50359 | ||
23 | 2009.12.03 23:15 | s/l | 6 | 0.10 | 1.50492 | 1.50492 | 1.50359 | 23.70 | 10027.10 |
24 | 2009.12.10 03:00 | buy | 7 | 0.10 | 1.47360 | 1.47250 | 1.47730 | ||
25 | 2009.12.10 05:10 | s/l | 7 | 0.10 | 1.47250 | 1.47250 | 1.47730 | -11.00 | 10016.10 |
26 | 2009.12.10 06:00 | sell | 8 | 0.10 | 1.47112 | 1.47222 | 1.46742 | ||
27 | 2009.12.10 07:50 | s/l | 8 | 0.10 | 1.47222 | 1.47222 | 1.46742 | -11.00 | 10005.10 |
28 | 2009.12.10 13:00 | buy | 9 | 0.10 | 1.47380 | 1.47270 | 1.47750 | ||
29 | 2009.12.10 13:20 | s/l | 9 | 0.10 | 1.47270 | 1.47270 | 1.47750 | -11.00 | 9994.10 |
30 | 2009.12.10 18:00 | sell | 10 | 0.10 | 1.47142 | 1.47252 | 1.46772 | ||
31 | 2009.12.10 19:15 | modify | 10 | 0.10 | 1.47142 | 1.47121 | 1.46772 | ||
32 | 2009.12.10 19:20 | modify | 10 | 0.10 | 1.47142 | 1.47054 | 1.46772 | ||
33 | 2009.12.10 19:33 | s/l | 10 | 0.10 | 1.47054 | 1.47054 | 1.46772 | 8.80 | 10002.90 |
34 | 2009.12.11 00:00 | buy | 11 | 0.10 | 1.47320 | 1.47210 | 1.47690 | ||
35 | 2009.12.11 02:20 | s/l | 11 | 0.10 | 1.47210 | 1.47210 | 1.47690 | -11.00 | 9991.90 |
36 | 2009.12.11 04:00 | sell | 12 | 0.10 | 1.47207 | 1.47317 | 1.46837 | ||
37 | 2009.12.11 04:50 | s/l | 12 | 0.10 | 1.47317 | 1.47317 | 1.46837 | -11.00 | 9980.90 |
38 | 2009.12.11 05:00 | buy | 13 | 0.10 | 1.47278 | 1.47168 | 1.47648 | ||
39 | 2009.12.11 07:10 | modify | 13 | 0.10 | 1.47278 | 1.47278 | 1.47648 | ||
40 | 2009.12.11 07:37 | modify | 13 | 0.10 | 1.47278 | 1.47292 | 1.47648 | ||
41 | 2009.12.11 07:45 | s/l | 13 | 0.10 | 1.47292 | 1.47292 | 1.47648 | 1.40 | 9982.30 |
42 | 2009.12.11 16:00 | sell | 14 | 0.10 | 1.46533 | 1.46643 | 1.46163 | ||
43 | 2009.12.11 16:20 | t/p | 14 | 0.10 | 1.46163 | 1.46643 | 1.46163 | 37.00 | 10019.30 |
44 | 2009.12.15 01:00 | buy | 15 | 0.10 | 1.46581 | 1.46471 | 1.46951 | ||
45 | 2009.12.15 01:50 | s/l | 15 | 0.10 | 1.46471 | 1.46471 | 1.46951 | -11.00 | 10008.30 |
46 | 2009.12.15 04:00 | sell | 16 | 0.10 | 1.46478 | 1.46588 | 1.46108 | ||
47 | 2009.12.15 05:37 | s/l | 16 | 0.10 | 1.46588 | 1.46588 | 1.46108 | -11.00 | 9997.30 |
48 | 2009.12.16 14:00 | buy | 17 | 0.10 | 1.45638 | 1.45528 | 1.46008 | ||
49 | 2009.12.16 14:15 | s/l | 17 | 0.10 | 1.45528 | 1.45528 | 1.46008 | -11.00 | 9986.30 |
50 | 2009.12.16 21:00 | sell | 18 | 0.10 | 1.45148 | 1.45258 | 1.44778 | ||
51 | 2009.12.16 21:20 | s/l | 18 | 0.10 | 1.45258 | 1.45258 | 1.44778 | -11.00 | 9975.30 |
52 | 2009.12.18 10:00 | buy | 19 | 0.10 | 1.43956 | 1.43846 | 1.44326 | ||
53 | 2009.12.18 10:15 | s/l | 19 | 0.10 | 1.43846 | 1.43846 | 1.44326 | -11.00 | 9964.30 |
54 | 2009.12.18 14:00 | sell | 20 | 0.10 | 1.43356 | 1.43466 | 1.42986 | ||
55 | 2009.12.18 14:20 | s/l | 20 | 0.10 | 1.43466 | 1.43466 | 1.42986 | -11.00 | 9953.30 |
56 | 2009.12.21 14:00 | buy | 21 | 0.10 | 1.43594 | 1.43484 | 1.43964 | ||
57 | 2009.12.21 14:50 | s/l | 21 | 0.10 | 1.43484 | 1.43484 | 1.43964 | -11.00 | 9942.30 |
58 | 2009.12.21 17:00 | sell | 22 | 0.10 | 1.43120 | 1.43230 | 1.42750 | ||
59 | 2009.12.21 18:02 | s/l | 22 | 0.10 | 1.43230 | 1.43230 | 1.42750 | -11.00 | 9931.30 |
60 | 2009.12.22 12:00 | buy | 23 | 0.10 | 1.43089 | 1.42979 | 1.43459 | ||
61 | 2009.12.22 12:20 | s/l | 23 | 0.10 | 1.42979 | 1.42979 | 1.43459 | -11.00 | 9920.30 |
62 | 2009.12.22 13:00 | sell | 24 | 0.10 | 1.42810 | 1.42920 | 1.42440 | ||
63 | 2009.12.22 13:02 | s/l | 24 | 0.10 | 1.42920 | 1.42920 | 1.42440 | -11.00 | 9909.30 |
64 | 2009.12.23 15:00 | buy | 25 | 0.10 | 1.42816 | 1.42706 | 1.43186 | ||
65 | 2009.12.23 16:10 | modify | 25 | 0.10 | 1.42816 | 1.42876 | 1.43186 | ||
66 | 2009.12.23 16:15 | modify | 25 | 0.10 | 1.42816 | 1.43008 | 1.43186 | ||
67 | 2009.12.23 16:20 | t/p | 25 | 0.10 | 1.43186 | 1.43008 | 1.43186 | 37.00 | 9946.30 |
68 | 2009.12.29 00:00 | sell | 26 | 0.10 | 1.43727 | 1.43837 | 1.43357 | ||
69 | 2009.12.29 01:50 | modify | 26 | 0.10 | 1.43727 | 1.43713 | 1.43357 | ||
70 | 2009.12.29 02:20 | modify | 26 | 0.10 | 1.43727 | 1.43710 | 1.43357 | ||
71 | 2009.12.29 03:45 | modify | 26 | 0.10 | 1.43727 | 1.43709 | 1.43357 | ||
72 | 2009.12.29 03:50 | modify | 26 | 0.10 | 1.43727 | 1.43687 | 1.43357 | ||
73 | 2009.12.29 04:15 | modify | 26 | 0.10 | 1.43727 | 1.43681 | 1.43357 | ||
74 | 2009.12.29 04:20 | modify | 26 | 0.10 | 1.43727 | 1.43661 | 1.43357 | ||
75 | 2009.12.29 04:32 | modify | 26 | 0.10 | 1.43727 | 1.43658 | 1.43357 | ||
76 | 2009.12.29 04:37 | modify | 26 | 0.10 | 1.43727 | 1.43655 | 1.43357 | ||
77 | 2009.12.29 05:20 | s/l | 26 | 0.10 | 1.43655 | 1.43655 | 1.43357 | 7.20 | 9953.50 |
78 | 2009.12.29 09:00 | buy | 27 | 0.10 | 1.44178 | 1.44068 | 1.44548 | ||
79 | 2009.12.29 10:00 | modify | 27 | 0.10 | 1.44178 | 1.44226 | 1.44548 | ||
80 | 2009.12.29 10:02 | modify | 27 | 0.10 | 1.44178 | 1.44227 | 1.44548 | ||
81 | 2009.12.29 10:07 | modify | 27 | 0.10 | 1.44178 | 1.44238 | 1.44548 | ||
82 | 2009.12.29 10:20 | s/l | 27 | 0.10 | 1.44238 | 1.44238 | 1.44548 | 6.00 | 9959.50 |
83 | 2009.12.29 19:00 | sell | 28 | 0.10 | 1.43453 | 1.43563 | 1.43083 | ||
84 | 2009.12.29 19:15 | s/l | 28 | 0.10 | 1.43563 | 1.43563 | 1.43083 | -11.00 | 9948.50 |
85 | 2009.12.31 02:00 | buy | 29 | 0.10 | 1.43543 | 1.43433 | 1.43913 | ||
86 | 2009.12.31 03:00 | modify | 29 | 0.10 | 1.43543 | 1.43578 | 1.43913 | ||
87 | 2009.12.31 03:15 | modify | 29 | 0.10 | 1.43543 | 1.43581 | 1.43913 | ||
88 | 2009.12.31 03:20 | modify | 29 | 0.10 | 1.43543 | 1.43602 | 1.43913 | ||
89 | 2009.12.31 06:07 | modify | 29 | 0.10 | 1.43543 | 1.43608 | 1.43913 | ||
90 | 2009.12.31 07:33 | t/p | 29 | 0.10 | 1.43913 | 1.43608 | 1.43913 | 37.00 | 9985.50 |
91 | 2009.12.31 18:00 | sell | 30 | 0.10 | 1.43313 | 1.43423 | 1.42943 | ||
92 | 2010.01.04 00:50 | modify | 30 | 0.10 | 1.43313 | 1.43268 | 1.42943 | ||
93 | 2010.01.04 01:05 | modify | 30 | 0.10 | 1.43313 | 1.43261 | 1.42943 | ||
94 | 2010.01.04 01:10 | modify | 30 | 0.10 | 1.43313 | 1.43205 | 1.42943 | ||
95 | 2010.01.04 01:15 | modify | 30 | 0.10 | 1.43313 | 1.43119 | 1.42943 | ||
96 | 2010.01.04 01:20 | t/p | 30 | 0.10 | 1.42943 | 1.43119 | 1.42943 | 36.92 | 10022.42 |
97 | 2010.01.04 12:00 | buy | 31 | 0.10 | 1.43757 | 1.43647 | 1.44127 | ||
98 | 2010.01.04 12:20 | t/p | 31 | 0.10 | 1.44127 | 1.43647 | 1.44127 | 37.00 | 10059.42 |
99 | 2010.01.05 18:00 | sell | 32 | 0.10 | 1.44007 | 1.44117 | 1.43637 | ||
100 | 2010.01.05 19:10 | modify | 32 | 0.10 | 1.44007 | 1.43967 | 1.43637 | ||
101 | 2010.01.05 19:15 | modify | 32 | 0.10 | 1.44007 | 1.43908 | 1.43637 | ||
102 | 2010.01.05 19:20 | modify | 32 | 0.10 | 1.44007 | 1.43828 | 1.43637 | ||
103 | 2010.01.05 19:35 | modify | 32 | 0.10 | 1.44007 | 1.43816 | 1.43637 | ||
104 | 2010.01.05 19:40 | modify | 32 | 0.10 | 1.44007 | 1.43763 | 1.43637 | ||
105 | 2010.01.05 19:45 | t/p | 32 | 0.10 | 1.43637 | 1.43763 | 1.43637 | 37.00 | 10096.42 |
106 | 2010.01.06 18:00 | buy | 33 | 0.10 | 1.44031 | 1.43921 | 1.44401 | ||
107 | 2010.01.06 18:20 | s/l | 33 | 0.10 | 1.43921 | 1.43921 | 1.44401 | -11.00 | 10085.42 |
108 | 2010.01.07 10:00 | sell | 34 | 0.10 | 1.43627 | 1.43737 | 1.43257 | ||
109 | 2010.01.07 10:20 | s/l | 34 | 0.10 | 1.43737 | 1.43737 | 1.43257 | -11.00 | 10074.42 |
110 | 2010.01.08 15:00 | buy | 35 | 0.10 | 1.44037 | 1.43927 | 1.44407 | ||
111 | 2010.01.08 15:15 | s/l | 35 | 0.10 | 1.43927 | 1.43927 | 1.44407 | -11.00 | 10063.42 |
112 | 2010.01.12 05:00 | sell | 36 | 0.10 | 1.44727 | 1.44837 | 1.44357 | ||
113 | 2010.01.12 05:15 | s/l | 36 | 0.10 | 1.44837 | 1.44837 | 1.44357 | -11.00 | 10052.42 |
114 | 2010.01.12 09:00 | buy | 37 | 0.10 | 1.45066 | 1.44956 | 1.45436 | ||
115 | 2010.01.12 09:45 | s/l | 37 | 0.10 | 1.44956 | 1.44956 | 1.45436 | -11.00 | 10041.42 |
116 | 2010.01.12 10:00 | sell | 38 | 0.10 | 1.44827 | 1.44937 | 1.44457 | ||
117 | 2010.01.12 11:10 | s/l | 38 | 0.10 | 1.44937 | 1.44937 | 1.44457 | -11.00 | 10030.42 |
118 | 2010.01.12 17:00 | buy | 39 | 0.10 | 1.45391 | 1.45281 | 1.45761 | ||
119 | 2010.01.12 17:20 | s/l | 39 | 0.10 | 1.45281 | 1.45281 | 1.45761 | -11.00 | 10019.42 |
120 | 2010.01.12 23:00 | sell | 40 | 0.10 | 1.44848 | 1.44958 | 1.44478 | ||
121 | 2010.01.13 00:50 | modify | 40 | 0.10 | 1.44848 | 1.44847 | 1.44478 | ||
122 | 2010.01.13 01:02 | modify | 40 | 0.10 | 1.44848 | 1.44804 | 1.44478 | ||
123 | 2010.01.13 01:07 | modify | 40 | 0.10 | 1.44848 | 1.44788 | 1.44478 | ||
124 | 2010.01.13 01:15 | s/l | 40 | 0.10 | 1.44788 | 1.44788 | 1.44478 | 5.96 | 10025.38 |
125 | 2010.01.13 12:00 | buy | 41 | 0.10 | 1.45166 | 1.45056 | 1.45536 | ||
126 | 2010.01.13 12:50 | t/p | 41 | 0.10 | 1.45536 | 1.45056 | 1.45536 | 37.00 | 10062.38 |
127 | 2010.01.14 12:00 | sell | 42 | 0.10 | 1.45051 | 1.45161 | 1.44681 | ||
128 | 2010.01.14 13:00 | modify | 42 | 0.10 | 1.45051 | 1.45033 | 1.44681 | ||
129 | 2010.01.14 13:10 | modify | 42 | 0.10 | 1.45051 | 1.45025 | 1.44681 | ||
130 | 2010.01.14 13:15 | modify | 42 | 0.10 | 1.45051 | 1.44984 | 1.44681 | ||
131 | 2010.01.14 13:20 | modify | 42 | 0.10 | 1.45051 | 1.44930 | 1.44681 | ||
132 | 2010.01.14 13:50 | modify | 42 | 0.10 | 1.45051 | 1.44892 | 1.44681 | ||
133 | 2010.01.14 14:10 | s/l | 42 | 0.10 | 1.44892 | 1.44892 | 1.44681 | 15.90 | 10078.28 |