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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -338.65 | Gross profit | 177.05 | Gross loss | -515.70 |
Profit factor | 0.34 | Expected payoff | -7.53 | ||
Absolute drawdown | 386.75 | Maximal drawdown | 434.95 (4.33%) | Relative drawdown | 4.33% (434.95) |
Total trades | 45 | Short positions (won %) | 27 (100.00%) | Long positions (won %) | 18 (88.89%) |
Profit trades (% of total) | 43 (95.56%) | Loss trades (% of total) | 2 (4.44%) | ||
Largest | profit trade | 5.00 | loss trade | -384.65 | |
Average | profit trade | 4.12 | loss trade | -257.85 | |
Maximum | consecutive wins (profit in money) | 31 (128.85) | consecutive losses (loss in money) | 1 (-384.65) | |
Maximal | consecutive profit (count of wins) | 128.85 (31) | consecutive loss (count of losses) | -384.65 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:15 | sell | 1 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
2 | 2009.12.01 03:20 | modify | 1 | 0.10 | 1.50070 | 1.50052 | 1.50020 | ||
3 | 2009.12.01 03:27 | s/l | 1 | 0.10 | 1.50052 | 1.50052 | 1.50020 | 1.80 | 10001.80 |
4 | 2009.12.01 03:27 | sell | 2 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
5 | 2009.12.01 04:20 | modify | 2 | 0.10 | 1.50070 | 1.50069 | 1.50020 | ||
6 | 2009.12.01 04:27 | s/l | 2 | 0.10 | 1.50069 | 1.50069 | 1.50020 | 0.10 | 10001.90 |
7 | 2009.12.01 04:32 | sell | 3 | 0.10 | 1.50038 | 0.00000 | 1.49988 | ||
8 | 2009.12.01 06:10 | t/p | 3 | 0.10 | 1.49988 | 0.00000 | 1.49988 | 5.00 | 10006.90 |
9 | 2009.12.01 06:10 | sell | 4 | 0.10 | 1.49964 | 0.00000 | 1.49914 | ||
10 | 2009.12.01 06:15 | t/p | 4 | 0.10 | 1.49914 | 0.00000 | 1.49914 | 5.00 | 10011.90 |
11 | 2009.12.01 06:45 | sell | 5 | 0.10 | 1.49984 | 0.00000 | 1.49934 | ||
12 | 2009.12.01 07:20 | t/p | 5 | 0.10 | 1.49934 | 0.00000 | 1.49934 | 5.00 | 10016.90 |
13 | 2009.12.03 01:20 | buy | 6 | 0.10 | 1.50834 | 0.00000 | 1.50884 | ||
14 | 2009.12.03 02:32 | modify | 6 | 0.10 | 1.50834 | 1.50838 | 1.50884 | ||
15 | 2009.12.03 02:37 | modify | 6 | 0.10 | 1.50834 | 1.50847 | 1.50884 | ||
16 | 2009.12.03 02:40 | s/l | 6 | 0.10 | 1.50847 | 1.50847 | 1.50884 | 1.30 | 10018.20 |
17 | 2009.12.03 02:40 | buy | 7 | 0.10 | 1.50848 | 0.00000 | 1.50898 | ||
18 | 2009.12.03 03:45 | t/p | 7 | 0.10 | 1.50898 | 0.00000 | 1.50898 | 5.00 | 10023.20 |
19 | 2009.12.03 15:00 | sell | 8 | 0.10 | 1.50890 | 0.00000 | 1.50840 | ||
20 | 2009.12.03 15:15 | t/p | 8 | 0.10 | 1.50840 | 0.00000 | 1.50840 | 5.00 | 10028.20 |
21 | 2009.12.03 15:15 | sell | 9 | 0.10 | 1.50790 | 0.00000 | 1.50740 | ||
22 | 2009.12.03 15:20 | t/p | 9 | 0.10 | 1.50740 | 0.00000 | 1.50740 | 5.00 | 10033.20 |
23 | 2009.12.03 15:20 | sell | 10 | 0.10 | 1.50631 | 0.00000 | 1.50581 | ||
24 | 2009.12.03 22:45 | t/p | 10 | 0.10 | 1.50581 | 0.00000 | 1.50581 | 5.00 | 10038.20 |
25 | 2009.12.04 08:10 | buy | 11 | 0.10 | 1.50748 | 0.00000 | 1.50798 | ||
26 | 2009.12.04 08:15 | modify | 11 | 0.10 | 1.50748 | 1.50752 | 1.50798 | ||
27 | 2009.12.04 08:20 | t/p | 11 | 0.10 | 1.50798 | 1.50752 | 1.50798 | 5.00 | 10043.20 |
28 | 2009.12.04 08:20 | buy | 12 | 0.10 | 1.50829 | 0.00000 | 1.50879 | ||
29 | 2009.12.04 08:45 | modify | 12 | 0.10 | 1.50829 | 1.50843 | 1.50879 | ||
30 | 2009.12.04 08:50 | t/p | 12 | 0.10 | 1.50879 | 1.50843 | 1.50879 | 5.00 | 10048.20 |
31 | 2009.12.04 08:50 | buy | 13 | 0.10 | 1.50913 | 0.00000 | 1.50963 | ||
32 | 2009.12.11 15:00 | close | 13 | 0.10 | 1.47070 | 0.00000 | 1.50963 | -384.65 | 9663.55 |
33 | 2009.12.11 15:03 | sell | 14 | 0.10 | 1.47098 | 0.00000 | 1.47048 | ||
34 | 2009.12.11 15:06 | modify | 14 | 0.10 | 1.47098 | 1.47088 | 1.47048 | ||
35 | 2009.12.11 15:10 | s/l | 14 | 0.10 | 1.47088 | 1.47088 | 1.47048 | 1.00 | 9664.55 |
36 | 2009.12.11 15:10 | sell | 15 | 0.10 | 1.47146 | 0.00000 | 1.47096 | ||
37 | 2009.12.11 15:13 | t/p | 15 | 0.10 | 1.47096 | 0.00000 | 1.47096 | 5.00 | 9669.55 |
38 | 2009.12.11 15:13 | sell | 16 | 0.10 | 1.46956 | 0.00000 | 1.46906 | ||
39 | 2009.12.11 15:20 | t/p | 16 | 0.10 | 1.46906 | 0.00000 | 1.46906 | 5.00 | 9674.55 |
40 | 2009.12.21 11:45 | buy | 17 | 0.10 | 1.43386 | 0.00000 | 1.43436 | ||
41 | 2009.12.21 11:50 | modify | 17 | 0.10 | 1.43386 | 1.43399 | 1.43436 | ||
42 | 2009.12.21 11:52 | s/l | 17 | 0.10 | 1.43399 | 1.43399 | 1.43436 | 1.30 | 9675.85 |
43 | 2009.12.21 11:52 | buy | 18 | 0.10 | 1.43402 | 0.00000 | 1.43452 | ||
44 | 2009.12.21 12:50 | t/p | 18 | 0.10 | 1.43452 | 0.00000 | 1.43452 | 5.00 | 9680.85 |
45 | 2009.12.29 08:00 | buy | 19 | 0.10 | 1.43814 | 0.00000 | 1.43864 | ||
46 | 2009.12.29 08:05 | modify | 19 | 0.10 | 1.43814 | 1.43823 | 1.43864 | ||
47 | 2009.12.29 08:07 | s/l | 19 | 0.10 | 1.43823 | 1.43823 | 1.43864 | 0.90 | 9681.75 |
48 | 2009.12.29 08:07 | buy | 20 | 0.10 | 1.43808 | 0.00000 | 1.43858 | ||
49 | 2009.12.29 08:10 | t/p | 20 | 0.10 | 1.43858 | 0.00000 | 1.43858 | 5.00 | 9686.75 |
50 | 2009.12.29 08:12 | buy | 21 | 0.10 | 1.43912 | 0.00000 | 1.43962 | ||
51 | 2009.12.29 08:15 | t/p | 21 | 0.10 | 1.43962 | 0.00000 | 1.43962 | 5.00 | 9691.75 |
52 | 2009.12.29 17:05 | sell | 22 | 0.10 | 1.43977 | 0.00000 | 1.43927 | ||
53 | 2009.12.29 17:10 | t/p | 22 | 0.10 | 1.43927 | 0.00000 | 1.43927 | 5.00 | 9696.75 |
54 | 2009.12.29 17:10 | sell | 23 | 0.10 | 1.43857 | 0.00000 | 1.43807 | ||
55 | 2009.12.29 17:15 | t/p | 23 | 0.10 | 1.43807 | 0.00000 | 1.43807 | 5.00 | 9701.75 |
56 | 2009.12.29 17:15 | sell | 24 | 0.10 | 1.43678 | 0.00000 | 1.43628 | ||
57 | 2009.12.29 17:20 | t/p | 24 | 0.10 | 1.43628 | 0.00000 | 1.43628 | 5.00 | 9706.75 |
58 | 2009.12.29 17:20 | sell | 25 | 0.10 | 1.43439 | 0.00000 | 1.43389 | ||
59 | 2009.12.29 17:32 | t/p | 25 | 0.10 | 1.43389 | 0.00000 | 1.43389 | 5.00 | 9711.75 |
60 | 2009.12.29 17:32 | sell | 26 | 0.10 | 1.43329 | 0.00000 | 1.43279 | ||
61 | 2009.12.30 01:50 | t/p | 26 | 0.10 | 1.43279 | 0.00000 | 1.43279 | 4.90 | 9716.65 |
62 | 2009.12.30 08:50 | buy | 27 | 0.10 | 1.43589 | 0.00000 | 1.43639 | ||
63 | 2009.12.31 02:40 | t/p | 27 | 0.10 | 1.43639 | 0.00000 | 1.43639 | 4.85 | 9721.50 |
64 | 2009.12.31 14:50 | sell | 28 | 0.10 | 1.43732 | 0.00000 | 1.43682 | ||
65 | 2009.12.31 15:50 | t/p | 28 | 0.10 | 1.43682 | 0.00000 | 1.43682 | 5.00 | 9726.50 |
66 | 2009.12.31 15:50 | sell | 29 | 0.10 | 1.43627 | 0.00000 | 1.43577 | ||
67 | 2009.12.31 16:10 | t/p | 29 | 0.10 | 1.43577 | 0.00000 | 1.43577 | 5.00 | 9731.50 |
68 | 2010.01.04 09:50 | buy | 30 | 0.10 | 1.43394 | 0.00000 | 1.43444 | ||
69 | 2010.01.04 10:10 | t/p | 30 | 0.10 | 1.43444 | 0.00000 | 1.43444 | 5.00 | 9736.50 |
70 | 2010.01.05 09:50 | sell | 31 | 0.10 | 1.44036 | 0.00000 | 1.43986 | ||
71 | 2010.01.05 12:20 | modify | 31 | 0.10 | 1.44036 | 1.44029 | 1.43986 | ||
72 | 2010.01.05 12:22 | s/l | 31 | 0.10 | 1.44029 | 1.44029 | 1.43986 | 0.70 | 9737.20 |
73 | 2010.01.06 10:40 | buy | 32 | 0.10 | 1.43756 | 0.00000 | 1.43806 | ||
74 | 2010.01.06 10:46 | t/p | 32 | 0.10 | 1.43806 | 0.00000 | 1.43806 | 5.00 | 9742.20 |
75 | 2010.01.06 10:46 | buy | 33 | 0.10 | 1.43828 | 0.00000 | 1.43878 | ||
76 | 2010.01.06 16:20 | t/p | 33 | 0.10 | 1.43878 | 0.00000 | 1.43878 | 5.00 | 9747.20 |
77 | 2010.01.07 06:33 | sell | 34 | 0.10 | 1.43899 | 0.00000 | 1.43849 | ||
78 | 2010.01.07 06:40 | modify | 34 | 0.10 | 1.43899 | 1.43897 | 1.43849 | ||
79 | 2010.01.07 06:46 | t/p | 34 | 0.10 | 1.43849 | 1.43897 | 1.43849 | 5.00 | 9752.20 |
80 | 2010.01.07 06:46 | sell | 35 | 0.10 | 1.43808 | 0.00000 | 1.43758 | ||
81 | 2010.01.07 07:20 | t/p | 35 | 0.10 | 1.43758 | 0.00000 | 1.43758 | 5.00 | 9757.20 |
82 | 2010.01.12 20:20 | sell | 36 | 0.10 | 1.44907 | 0.00000 | 1.44857 | ||
83 | 2010.01.12 20:37 | modify | 36 | 0.10 | 1.44907 | 1.44905 | 1.44857 | ||
84 | 2010.01.12 20:40 | s/l | 36 | 0.10 | 1.44905 | 1.44905 | 1.44857 | 0.20 | 9757.40 |
85 | 2010.01.12 20:42 | sell | 37 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
86 | 2010.01.12 21:20 | t/p | 37 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 9762.40 |
87 | 2010.01.12 21:20 | sell | 38 | 0.10 | 1.44828 | 0.00000 | 1.44778 | ||
88 | 2010.01.13 00:45 | modify | 38 | 0.10 | 1.44828 | 1.44817 | 1.44778 | ||
89 | 2010.01.13 00:50 | t/p | 38 | 0.10 | 1.44778 | 1.44817 | 1.44778 | 4.90 | 9767.30 |
90 | 2010.01.13 07:20 | buy | 39 | 0.10 | 1.44957 | 0.00000 | 1.45007 | ||
91 | 2010.01.13 07:45 | t/p | 39 | 0.10 | 1.45007 | 0.00000 | 1.45007 | 5.00 | 9772.30 |
92 | 2010.01.13 07:45 | buy | 40 | 0.10 | 1.45014 | 0.00000 | 1.45064 | ||
93 | 2010.01.13 07:50 | modify | 40 | 0.10 | 1.45014 | 1.45015 | 1.45064 | ||
94 | 2010.01.13 07:57 | s/l | 40 | 0.10 | 1.45015 | 1.45015 | 1.45064 | 0.10 | 9772.40 |
95 | 2010.01.13 07:57 | buy | 41 | 0.10 | 1.45002 | 0.00000 | 1.45052 | ||
96 | 2010.01.13 08:02 | t/p | 41 | 0.10 | 1.45052 | 0.00000 | 1.45052 | 5.00 | 9777.40 |
97 | 2010.01.13 18:00 | sell | 42 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
98 | 2010.01.13 19:20 | t/p | 42 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 9782.40 |
99 | 2010.01.14 09:15 | sell | 43 | 0.10 | 1.45206 | 0.00000 | 1.45156 | ||
100 | 2010.01.14 09:20 | t/p | 43 | 0.10 | 1.45156 | 0.00000 | 1.45156 | 5.00 | 9787.40 |
101 | 2010.01.14 09:20 | sell | 44 | 0.10 | 1.45137 | 0.00000 | 1.45087 | ||
102 | 2010.01.14 10:45 | modify | 44 | 0.10 | 1.45137 | 1.45131 | 1.45087 | ||
103 | 2010.01.14 10:50 | t/p | 44 | 0.10 | 1.45087 | 1.45131 | 1.45087 | 5.00 | 9792.40 |
104 | 2010.01.14 20:07 | buy | 45 | 0.10 | 1.45153 | 0.00000 | 1.45203 | ||
105 | 2010.01.15 22:57 | close at stop | 45 | 0.10 | 1.43843 | 0.00000 | 1.45203 | -131.05 | 9661.35 |