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 | stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; 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 | -34.20 | Gross profit | 444.25 | Gross loss | -478.45 |
Profit factor | 0.93 | Expected payoff | -0.53 | ||
Absolute drawdown | 130.14 | Maximal drawdown | 215.58 (2.14%) | Relative drawdown | 2.14% (215.58) |
Total trades | 65 | Short positions (won %) | 30 (80.00%) | Long positions (won %) | 35 (71.43%) |
Profit trades (% of total) | 49 (75.38%) | Loss trades (% of total) | 16 (24.62%) | ||
Largest | profit trade | 56.49 | loss trade | -51.80 | |
Average | profit trade | 9.07 | loss trade | -29.90 | |
Maximum | consecutive wins (profit in money) | 14 (122.42) | consecutive losses (loss in money) | 2 (-92.29) | |
Maximal | consecutive profit (count of wins) | 122.42 (14) | consecutive loss (count of losses) | -92.29 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | buy | 1 | 0.10 | 1.50181 | 1.49896 | 1.50832 | ||
2 | 2009.12.01 04:50 | close | 1 | 0.03 | 1.50251 | 1.49896 | 1.50832 | 2.10 | 10002.10 |
3 | 2009.12.01 04:50 | buy | 2 | 0.07 | 1.50181 | 1.49896 | 1.50832 | ||
4 | 2009.12.01 06:15 | s/l | 2 | 0.07 | 1.49896 | 1.49896 | 1.50832 | -19.95 | 9982.15 |
5 | 2009.12.01 15:00 | buy | 3 | 0.10 | 1.50792 | 1.50257 | 1.50953 | ||
6 | 2009.12.01 15:10 | close | 3 | 0.03 | 1.50856 | 1.50257 | 1.50953 | 1.92 | 9984.07 |
7 | 2009.12.01 15:10 | buy | 4 | 0.07 | 1.50792 | 1.50257 | 1.50953 | ||
8 | 2009.12.01 15:20 | t/p | 4 | 0.07 | 1.50953 | 1.50257 | 1.50953 | 11.27 | 9995.34 |
9 | 2009.12.03 08:00 | buy | 5 | 0.10 | 1.51085 | 1.50756 | 1.51164 | ||
10 | 2009.12.03 08:15 | close | 5 | 0.03 | 1.51163 | 1.50756 | 1.51164 | 2.34 | 9997.68 |
11 | 2009.12.03 08:15 | buy | 6 | 0.07 | 1.51085 | 1.50756 | 1.51164 | ||
12 | 2009.12.03 08:20 | t/p | 6 | 0.07 | 1.51164 | 1.50756 | 1.51164 | 5.53 | 10003.21 |
13 | 2009.12.03 22:00 | sell | 7 | 0.10 | 1.50729 | 1.51017 | 1.50316 | ||
14 | 2009.12.03 22:35 | close | 7 | 0.03 | 1.50667 | 1.51017 | 1.50316 | 1.86 | 10005.07 |
15 | 2009.12.03 22:35 | sell | 8 | 0.07 | 1.50729 | 1.51017 | 1.50316 | ||
16 | 2009.12.04 14:40 | t/p | 8 | 0.07 | 1.50316 | 1.51017 | 1.50316 | 28.84 | 10033.91 |
17 | 2009.12.04 15:00 | sell | 9 | 0.10 | 1.49426 | 1.50866 | 1.49267 | ||
18 | 2009.12.04 15:02 | t/p | 9 | 0.10 | 1.49267 | 1.50866 | 1.49267 | 15.90 | 10049.81 |
19 | 2009.12.08 13:00 | sell | 10 | 0.10 | 1.47935 | 1.48641 | 1.47557 | ||
20 | 2009.12.08 13:02 | close | 10 | 0.03 | 1.47806 | 1.48641 | 1.47557 | 3.87 | 10053.68 |
21 | 2009.12.08 13:02 | sell | 11 | 0.07 | 1.47935 | 1.48641 | 1.47557 | ||
22 | 2009.12.08 14:20 | t/p | 11 | 0.07 | 1.47557 | 1.48641 | 1.47557 | 26.46 | 10080.14 |
23 | 2009.12.10 04:00 | buy | 12 | 0.10 | 1.47391 | 1.47209 | 1.51408 | ||
24 | 2009.12.10 04:37 | close | 12 | 0.03 | 1.47444 | 1.47209 | 1.51408 | 1.59 | 10081.73 |
25 | 2009.12.10 04:37 | buy | 13 | 0.07 | 1.47391 | 1.47209 | 1.51408 | ||
26 | 2009.12.10 05:15 | s/l | 13 | 0.07 | 1.47209 | 1.47209 | 1.51408 | -12.74 | 10068.99 |
27 | 2009.12.10 09:00 | sell | 14 | 0.10 | 1.47051 | 1.47454 | 1.46678 | ||
28 | 2009.12.10 09:20 | close | 14 | 0.03 | 1.46940 | 1.47454 | 1.46678 | 3.33 | 10072.32 |
29 | 2009.12.10 09:20 | sell | 15 | 0.07 | 1.47051 | 1.47454 | 1.46678 | ||
30 | 2009.12.10 12:20 | s/l | 15 | 0.07 | 1.47454 | 1.47454 | 1.46678 | -28.21 | 10044.11 |
31 | 2009.12.10 15:00 | buy | 16 | 0.10 | 1.47420 | 1.46842 | 1.51408 | ||
32 | 2009.12.10 15:10 | close | 16 | 0.03 | 1.47481 | 1.46842 | 1.51408 | 1.83 | 10045.94 |
33 | 2009.12.10 15:10 | buy | 17 | 0.07 | 1.47420 | 1.46842 | 1.51408 | ||
34 | 2009.12.11 07:00 | buy | 18 | 0.10 | 1.47396 | 1.47076 | 1.47594 | ||
35 | 2009.12.11 10:10 | close | 18 | 0.03 | 1.47455 | 1.47076 | 1.47594 | 1.77 | 10047.71 |
36 | 2009.12.11 10:10 | buy | 19 | 0.07 | 1.47396 | 1.47076 | 1.47594 | ||
37 | 2009.12.11 10:32 | t/p | 19 | 0.07 | 1.47594 | 1.47076 | 1.47594 | 13.86 | 10061.57 |
38 | 2009.12.11 15:20 | s/l | 17 | 0.07 | 1.46842 | 1.46842 | 1.51408 | -40.49 | 10021.08 |
39 | 2009.12.14 11:00 | buy | 20 | 0.10 | 1.46691 | 1.46173 | 1.47755 | ||
40 | 2009.12.14 12:37 | s/l | 20 | 0.10 | 1.46173 | 1.46173 | 1.47755 | -51.80 | 9969.28 |
41 | 2009.12.14 22:00 | buy | 21 | 0.10 | 1.46541 | 1.46298 | 1.47755 | ||
42 | 2009.12.14 23:02 | close | 21 | 0.03 | 1.46612 | 1.46298 | 1.47755 | 2.13 | 9971.41 |
43 | 2009.12.14 23:02 | buy | 22 | 0.07 | 1.46541 | 1.46298 | 1.47755 | ||
44 | 2009.12.15 08:40 | s/l | 22 | 0.07 | 1.46298 | 1.46298 | 1.47755 | -17.05 | 9954.36 |
45 | 2009.12.15 18:00 | sell | 23 | 0.10 | 1.45126 | 1.45724 | 1.45047 | ||
46 | 2009.12.15 18:32 | close | 23 | 0.03 | 1.45072 | 1.45724 | 1.45047 | 1.62 | 9955.98 |
47 | 2009.12.15 18:32 | sell | 24 | 0.07 | 1.45126 | 1.45724 | 1.45047 | ||
48 | 2009.12.16 12:20 | s/l | 24 | 0.07 | 1.45724 | 1.45724 | 1.45047 | -41.93 | 9914.05 |
49 | 2009.12.16 16:00 | buy | 25 | 0.10 | 1.45791 | 1.45339 | 1.47755 | ||
50 | 2009.12.16 16:02 | close | 25 | 0.03 | 1.45872 | 1.45339 | 1.47755 | 2.43 | 9916.48 |
51 | 2009.12.16 16:02 | buy | 26 | 0.07 | 1.45791 | 1.45339 | 1.47755 | ||
52 | 2009.12.16 20:15 | s/l | 26 | 0.07 | 1.45339 | 1.45339 | 1.47755 | -31.64 | 9884.84 |
53 | 2009.12.17 01:00 | sell | 27 | 0.10 | 1.45242 | 1.45747 | 1.45033 | ||
54 | 2009.12.17 02:15 | close | 27 | 0.03 | 1.45160 | 1.45747 | 1.45033 | 2.46 | 9887.30 |
55 | 2009.12.17 02:15 | sell | 28 | 0.07 | 1.45242 | 1.45747 | 1.45033 | ||
56 | 2009.12.17 02:33 | t/p | 28 | 0.07 | 1.45033 | 1.45747 | 1.45033 | 14.63 | 9901.93 |
57 | 2009.12.18 10:00 | buy | 29 | 0.10 | 1.43969 | 1.43477 | 1.47755 | ||
58 | 2009.12.18 10:50 | close | 29 | 0.03 | 1.44048 | 1.43477 | 1.47755 | 2.37 | 9904.30 |
59 | 2009.12.18 10:50 | buy | 30 | 0.07 | 1.43969 | 1.43477 | 1.47755 | ||
60 | 2009.12.18 13:20 | s/l | 30 | 0.07 | 1.43477 | 1.43477 | 1.47755 | -34.44 | 9869.86 |
61 | 2009.12.18 17:00 | sell | 31 | 0.10 | 1.42737 | 1.44022 | 1.42669 | ||
62 | 2009.12.18 17:02 | t/p | 31 | 0.10 | 1.42669 | 1.44022 | 1.42669 | 6.80 | 9876.66 |
63 | 2009.12.22 16:00 | sell | 32 | 0.10 | 1.42820 | 1.43295 | 1.42647 | ||
64 | 2009.12.22 16:15 | close | 32 | 0.03 | 1.42714 | 1.43295 | 1.42647 | 3.18 | 9879.84 |
65 | 2009.12.22 16:15 | sell | 33 | 0.07 | 1.42820 | 1.43295 | 1.42647 | ||
66 | 2009.12.22 16:20 | t/p | 33 | 0.07 | 1.42647 | 1.43295 | 1.42647 | 12.11 | 9891.95 |
67 | 2009.12.24 03:00 | buy | 34 | 0.10 | 1.43454 | 1.43212 | 1.43658 | ||
68 | 2009.12.24 03:15 | close | 34 | 0.03 | 1.43506 | 1.43212 | 1.43658 | 1.56 | 9893.51 |
69 | 2009.12.24 03:15 | buy | 35 | 0.07 | 1.43454 | 1.43212 | 1.43658 | ||
70 | 2009.12.24 08:16 | t/p | 35 | 0.07 | 1.43658 | 1.43212 | 1.43658 | 14.28 | 9907.79 |
71 | 2009.12.28 07:00 | buy | 36 | 0.10 | 1.43920 | 1.43514 | 1.44174 | ||
72 | 2009.12.28 11:20 | close | 36 | 0.03 | 1.43981 | 1.43514 | 1.44174 | 1.83 | 9909.62 |
73 | 2009.12.28 11:20 | buy | 37 | 0.07 | 1.43920 | 1.43514 | 1.44174 | ||
74 | 2009.12.29 08:45 | t/p | 37 | 0.07 | 1.44174 | 1.43514 | 1.44174 | 17.75 | 9927.37 |
75 | 2009.12.29 13:00 | buy | 38 | 0.10 | 1.44448 | 1.43694 | 1.44468 | ||
76 | 2009.12.29 13:20 | t/p | 38 | 0.10 | 1.44468 | 1.43694 | 1.44468 | 2.00 | 9929.37 |
77 | 2009.12.30 01:00 | sell | 39 | 0.10 | 1.43402 | 1.43667 | 1.43307 | ||
78 | 2009.12.30 01:45 | close | 39 | 0.03 | 1.43320 | 1.43667 | 1.43307 | 2.46 | 9931.83 |
79 | 2009.12.30 01:45 | sell | 40 | 0.07 | 1.43402 | 1.43667 | 1.43307 | ||
80 | 2009.12.30 01:50 | t/p | 40 | 0.07 | 1.43307 | 1.43667 | 1.43307 | 6.65 | 9938.48 |
81 | 2009.12.30 15:00 | sell | 41 | 0.10 | 1.43218 | 1.43616 | 1.43057 | ||
82 | 2009.12.30 15:20 | close | 41 | 0.03 | 1.43157 | 1.43616 | 1.43057 | 1.83 | 9940.31 |
83 | 2009.12.30 15:20 | sell | 42 | 0.07 | 1.43218 | 1.43616 | 1.43057 | ||
84 | 2009.12.30 15:40 | t/p | 42 | 0.07 | 1.43057 | 1.43616 | 1.43057 | 11.27 | 9951.58 |
85 | 2009.12.31 01:00 | buy | 43 | 0.10 | 1.43428 | 1.43240 | 1.44579 | ||
86 | 2009.12.31 01:45 | close | 43 | 0.03 | 1.43505 | 1.43240 | 1.44579 | 2.31 | 9953.89 |
87 | 2009.12.31 01:45 | buy | 44 | 0.07 | 1.43428 | 1.43240 | 1.44579 | ||
88 | 2009.12.31 08:00 | close | 44 | 0.04 | 1.44388 | 1.43240 | 1.44579 | 38.40 | 9992.29 |
89 | 2009.12.31 08:00 | buy | 45 | 0.03 | 1.43428 | 1.43240 | 1.44579 | ||
90 | 2009.12.31 16:20 | s/l | 45 | 0.03 | 1.43240 | 1.43240 | 1.44579 | -5.64 | 9986.65 |
91 | 2010.01.05 01:00 | buy | 46 | 0.10 | 1.44259 | 1.44017 | 1.44556 | ||
92 | 2010.01.05 01:15 | close | 46 | 0.03 | 1.44340 | 1.44017 | 1.44556 | 2.43 | 9989.08 |
93 | 2010.01.05 01:15 | buy | 47 | 0.07 | 1.44259 | 1.44017 | 1.44556 | ||
94 | 2010.01.05 06:45 | t/p | 47 | 0.07 | 1.44556 | 1.44017 | 1.44556 | 20.79 | 10009.87 |
95 | 2010.01.06 02:00 | sell | 48 | 0.10 | 1.43469 | 1.43738 | 1.43337 | ||
96 | 2010.01.06 07:40 | close | 48 | 0.03 | 1.43341 | 1.43738 | 1.43337 | 3.84 | 10013.71 |
97 | 2010.01.06 07:40 | sell | 49 | 0.07 | 1.43469 | 1.43738 | 1.43337 | ||
98 | 2010.01.06 07:45 | t/p | 49 | 0.07 | 1.43337 | 1.43738 | 1.43337 | 9.24 | 10022.95 |
99 | 2010.01.06 16:00 | sell | 50 | 0.10 | 1.43534 | 1.43831 | 1.42819 | ||
100 | 2010.01.06 16:15 | s/l | 50 | 0.10 | 1.43831 | 1.43831 | 1.42819 | -29.70 | 9993.25 |
101 | 2010.01.06 21:00 | buy | 51 | 0.10 | 1.44101 | 1.43419 | 1.44832 | ||
102 | 2010.01.06 22:15 | close | 51 | 0.03 | 1.44153 | 1.43419 | 1.44832 | 1.56 | 9994.81 |
103 | 2010.01.06 22:15 | buy | 52 | 0.07 | 1.44101 | 1.43419 | 1.44832 | ||
104 | 2010.01.07 10:00 | sell | 53 | 0.10 | 1.43627 | 1.44167 | 1.42819 | ||
105 | 2010.01.07 10:50 | close | 53 | 0.03 | 1.43532 | 1.44167 | 1.42819 | 2.85 | 9997.66 |
106 | 2010.01.07 10:50 | sell | 54 | 0.07 | 1.43627 | 1.44167 | 1.42819 | ||
107 | 2010.01.07 11:20 | s/l | 52 | 0.07 | 1.43419 | 1.43419 | 1.44832 | -47.84 | 9949.81 |
108 | 2010.01.08 13:16 | t/p | 54 | 0.07 | 1.42819 | 1.44167 | 1.42819 | 56.49 | 10006.30 |
109 | 2010.01.08 18:00 | buy | 55 | 0.10 | 1.43575 | 1.42620 | 1.44832 | ||
110 | 2010.01.08 18:10 | close | 55 | 0.03 | 1.43660 | 1.42620 | 1.44832 | 2.55 | 10008.85 |
111 | 2010.01.08 18:10 | buy | 56 | 0.07 | 1.43575 | 1.42620 | 1.44832 | ||
112 | 2010.01.08 19:00 | close | 56 | 0.04 | 1.43925 | 1.42620 | 1.44832 | 14.00 | 10022.85 |
113 | 2010.01.08 19:00 | buy | 57 | 0.03 | 1.43575 | 1.42620 | 1.44832 | ||
114 | 2010.01.11 01:45 | t/p | 57 | 0.03 | 1.44832 | 1.42620 | 1.44832 | 37.70 | 10060.55 |
115 | 2010.01.12 10:00 | sell | 58 | 0.10 | 1.44827 | 1.45219 | 1.42630 | ||
116 | 2010.01.12 10:15 | close | 58 | 0.03 | 1.44772 | 1.45219 | 1.42630 | 1.65 | 10062.20 |
117 | 2010.01.12 10:15 | sell | 59 | 0.07 | 1.44827 | 1.45219 | 1.42630 | ||
118 | 2010.01.12 16:20 | s/l | 59 | 0.07 | 1.45219 | 1.45219 | 1.42630 | -27.44 | 10034.76 |
119 | 2010.01.13 01:00 | sell | 60 | 0.10 | 1.44757 | 1.45087 | 1.42630 | ||
120 | 2010.01.13 01:07 | close | 60 | 0.03 | 1.44691 | 1.45087 | 1.42630 | 1.98 | 10036.74 |
121 | 2010.01.13 01:07 | sell | 61 | 0.07 | 1.44757 | 1.45087 | 1.42630 | ||
122 | 2010.01.13 08:02 | s/l | 61 | 0.07 | 1.45087 | 1.45087 | 1.42630 | -23.10 | 10013.64 |
123 | 2010.01.13 22:00 | sell | 62 | 0.10 | 1.45085 | 1.45536 | 1.42630 | ||
124 | 2010.01.14 00:00 | close | 62 | 0.03 | 1.45014 | 1.45536 | 1.42630 | 2.04 | 10015.68 |
125 | 2010.01.14 00:00 | sell | 63 | 0.07 | 1.45085 | 1.45536 | 1.42630 | ||
126 | 2010.01.14 06:50 | s/l | 63 | 0.07 | 1.45536 | 1.45536 | 1.42630 | -31.78 | 9983.90 |
127 | 2010.01.14 07:00 | buy | 64 | 0.10 | 1.45533 | 1.45186 | 1.45788 | ||
128 | 2010.01.14 09:20 | s/l | 64 | 0.10 | 1.45186 | 1.45186 | 1.45788 | -34.70 | 9949.20 |
129 | 2010.01.14 16:00 | sell | 65 | 0.10 | 1.44723 | 1.45321 | 1.44557 | ||
130 | 2010.01.14 17:02 | t/p | 65 | 0.10 | 1.44557 | 1.45321 | 1.44557 | 16.60 | 9965.80 |