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 | Order_Hour=13; Entry_Pips=4; CloseOrdersHour=20; ShowComments=true; Lots=1; StopLoss=30; TakeProfit=150; TrailingStop=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -90.00 | Gross profit | 750.00 | Gross loss | -840.00 |
| Profit factor | 0.89 | Expected payoff | -2.73 | ||
| Absolute drawdown | 300.00 | Maximal drawdown | 423.00 (4.18%) | Relative drawdown | 4.18% (423.00) |
| Total trades | 33 | Short positions (won %) | 22 (9.09%) | Long positions (won %) | 11 (27.27%) |
| Profit trades (% of total) | 5 (15.15%) | Loss trades (% of total) | 28 (84.85%) | ||
| Largest | profit trade | 150.00 | loss trade | -30.00 | |
| Average | profit trade | 150.00 | loss trade | -30.00 | |
| Maximum | consecutive wins (profit in money) | 2 (300.00) | consecutive losses (loss in money) | 9 (-270.00) | |
| Maximal | consecutive profit (count of wins) | 300.00 (2) | consecutive loss (count of losses) | -270.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 13:00 | sell stop | 1 | 1.00 | 1.50580 | 1.50610 | 1.50430 | ||
| 2 | 2009.12.01 13:02 | buy stop | 2 | 1.00 | 1.50830 | 1.50800 | 1.50980 | ||
| 3 | 2009.12.01 14:15 | buy | 2 | 1.00 | 1.50830 | 1.50800 | 1.50980 | ||
| 4 | 2009.12.01 14:15 | delete | 1 | 1.00 | 1.50580 | 1.50610 | 1.50430 | ||
| 5 | 2009.12.01 14:50 | s/l | 2 | 1.00 | 1.50800 | 1.50800 | 1.50980 | -30.00 | 9970.00 |
| 6 | 2009.12.02 13:00 | sell stop | 3 | 1.00 | 1.50810 | 1.50840 | 1.50660 | ||
| 7 | 2009.12.02 13:02 | buy stop | 4 | 1.00 | 1.51100 | 1.51070 | 1.51250 | ||
| 8 | 2009.12.02 13:20 | sell | 3 | 1.00 | 1.50810 | 1.50840 | 1.50660 | ||
| 9 | 2009.12.02 13:20 | delete | 4 | 1.00 | 1.51100 | 1.51070 | 1.51250 | ||
| 10 | 2009.12.02 13:27 | s/l | 3 | 1.00 | 1.50840 | 1.50840 | 1.50660 | -30.00 | 9940.00 |
| 11 | 2009.12.03 13:00 | sell stop | 5 | 1.00 | 1.51130 | 1.51160 | 1.50980 | ||
| 12 | 2009.12.03 13:02 | buy stop | 6 | 1.00 | 1.51340 | 1.51310 | 1.51490 | ||
| 13 | 2009.12.03 13:20 | sell | 5 | 1.00 | 1.51130 | 1.51160 | 1.50980 | ||
| 14 | 2009.12.03 13:20 | delete | 6 | 1.00 | 1.51340 | 1.51310 | 1.51490 | ||
| 15 | 2009.12.03 13:27 | s/l | 5 | 1.00 | 1.51160 | 1.51160 | 1.50980 | -30.00 | 9910.00 |
| 16 | 2009.12.04 13:00 | sell stop | 7 | 1.00 | 1.50570 | 1.50600 | 1.50420 | ||
| 17 | 2009.12.04 14:20 | sell | 7 | 1.00 | 1.50570 | 1.50600 | 1.50420 | ||
| 18 | 2009.12.04 14:32 | s/l | 7 | 1.00 | 1.50600 | 1.50600 | 1.50420 | -30.00 | 9880.00 |
| 19 | 2009.12.07 13:00 | sell stop | 8 | 1.00 | 1.47890 | 1.47920 | 1.47740 | ||
| 20 | 2009.12.07 13:02 | buy stop | 9 | 1.00 | 1.48320 | 1.48290 | 1.48470 | ||
| 21 | 2009.12.07 13:15 | sell | 8 | 1.00 | 1.47890 | 1.47920 | 1.47740 | ||
| 22 | 2009.12.07 13:15 | delete | 9 | 1.00 | 1.48320 | 1.48290 | 1.48470 | ||
| 23 | 2009.12.07 13:40 | s/l | 8 | 1.00 | 1.47920 | 1.47920 | 1.47740 | -30.00 | 9850.00 |
| 24 | 2009.12.09 13:00 | sell stop | 10 | 1.00 | 1.47440 | 1.47470 | 1.47290 | ||
| 25 | 2009.12.09 13:02 | buy stop | 11 | 1.00 | 1.47830 | 1.47800 | 1.47980 | ||
| 26 | 2009.12.09 13:15 | sell | 10 | 1.00 | 1.47440 | 1.47470 | 1.47290 | ||
| 27 | 2009.12.09 13:15 | delete | 11 | 1.00 | 1.47830 | 1.47800 | 1.47980 | ||
| 28 | 2009.12.09 13:45 | t/p | 10 | 1.00 | 1.47290 | 1.47470 | 1.47290 | 150.00 | 10000.00 |
| 29 | 2009.12.10 13:00 | sell stop | 12 | 1.00 | 1.47110 | 1.47140 | 1.46960 | ||
| 30 | 2009.12.10 13:02 | buy stop | 13 | 1.00 | 1.47490 | 1.47460 | 1.47640 | ||
| 31 | 2009.12.10 14:50 | buy | 13 | 1.00 | 1.47490 | 1.47460 | 1.47640 | ||
| 32 | 2009.12.10 14:50 | delete | 12 | 1.00 | 1.47110 | 1.47140 | 1.46960 | ||
| 33 | 2009.12.10 14:57 | s/l | 13 | 1.00 | 1.47460 | 1.47460 | 1.47640 | -30.00 | 9970.00 |
| 34 | 2009.12.11 13:00 | sell stop | 14 | 1.00 | 1.47490 | 1.47520 | 1.47340 | ||
| 35 | 2009.12.11 13:02 | buy stop | 15 | 1.00 | 1.47740 | 1.47710 | 1.47890 | ||
| 36 | 2009.12.11 13:20 | buy | 15 | 1.00 | 1.47740 | 1.47710 | 1.47890 | ||
| 37 | 2009.12.11 13:20 | delete | 14 | 1.00 | 1.47490 | 1.47520 | 1.47340 | ||
| 38 | 2009.12.11 13:27 | s/l | 15 | 1.00 | 1.47710 | 1.47710 | 1.47890 | -30.00 | 9940.00 |
| 39 | 2009.12.14 13:00 | sell stop | 16 | 1.00 | 1.46160 | 1.46190 | 1.46010 | ||
| 40 | 2009.12.14 13:02 | buy stop | 17 | 1.00 | 1.46730 | 1.46700 | 1.46880 | ||
| 41 | 2009.12.15 08:50 | sell | 16 | 1.00 | 1.46160 | 1.46190 | 1.46010 | ||
| 42 | 2009.12.15 08:57 | s/l | 16 | 1.00 | 1.46190 | 1.46190 | 1.46010 | -30.00 | 9910.00 |
| 43 | 2009.12.15 13:00 | sell stop | 18 | 1.00 | 1.45240 | 1.45270 | 1.45090 | ||
| 44 | 2009.12.15 13:37 | sell | 18 | 1.00 | 1.45240 | 1.45270 | 1.45090 | ||
| 45 | 2009.12.15 13:37 | delete | 17 | 1.00 | 1.46730 | 1.46700 | 1.46880 | ||
| 46 | 2009.12.15 13:40 | s/l | 18 | 1.00 | 1.45270 | 1.45270 | 1.45090 | -30.00 | 9880.00 |
| 47 | 2009.12.16 13:00 | sell stop | 19 | 1.00 | 1.45480 | 1.45510 | 1.45330 | ||
| 48 | 2009.12.16 14:20 | sell | 19 | 1.00 | 1.45480 | 1.45510 | 1.45330 | ||
| 49 | 2009.12.16 14:27 | s/l | 19 | 1.00 | 1.45510 | 1.45510 | 1.45330 | -30.00 | 9850.00 |
| 50 | 2009.12.17 13:00 | sell stop | 20 | 1.00 | 1.43270 | 1.43300 | 1.43120 | ||
| 51 | 2009.12.17 13:02 | buy stop | 21 | 1.00 | 1.43720 | 1.43690 | 1.43870 | ||
| 52 | 2009.12.17 15:32 | buy | 21 | 1.00 | 1.43720 | 1.43690 | 1.43870 | ||
| 53 | 2009.12.17 15:32 | delete | 20 | 1.00 | 1.43270 | 1.43300 | 1.43120 | ||
| 54 | 2009.12.17 15:40 | s/l | 21 | 1.00 | 1.43690 | 1.43690 | 1.43870 | -30.00 | 9820.00 |
| 55 | 2009.12.18 13:00 | sell stop | 22 | 1.00 | 1.43630 | 1.43660 | 1.43480 | ||
| 56 | 2009.12.18 13:02 | buy stop | 23 | 1.00 | 1.44030 | 1.44000 | 1.44180 | ||
| 57 | 2009.12.18 13:10 | sell | 22 | 1.00 | 1.43630 | 1.43660 | 1.43480 | ||
| 58 | 2009.12.18 13:10 | delete | 23 | 1.00 | 1.44030 | 1.44000 | 1.44180 | ||
| 59 | 2009.12.18 13:20 | t/p | 22 | 1.00 | 1.43480 | 1.43660 | 1.43480 | 150.00 | 9970.00 |
| 60 | 2009.12.21 13:00 | sell stop | 24 | 1.00 | 1.43160 | 1.43190 | 1.43010 | ||
| 61 | 2009.12.21 16:26 | sell | 24 | 1.00 | 1.43160 | 1.43190 | 1.43010 | ||
| 62 | 2009.12.21 16:45 | s/l | 24 | 1.00 | 1.43190 | 1.43190 | 1.43010 | -30.00 | 9940.00 |
| 63 | 2009.12.22 13:02 | sell stop | 25 | 1.00 | 1.42810 | 1.42840 | 1.42660 | ||
| 64 | 2009.12.22 13:05 | buy stop | 26 | 1.00 | 1.43190 | 1.43160 | 1.43340 | ||
| 65 | 2009.12.22 13:20 | sell | 25 | 1.00 | 1.42810 | 1.42840 | 1.42660 | ||
| 66 | 2009.12.22 13:20 | delete | 26 | 1.00 | 1.43190 | 1.43160 | 1.43340 | ||
| 67 | 2009.12.22 13:27 | s/l | 25 | 1.00 | 1.42840 | 1.42840 | 1.42660 | -30.00 | 9910.00 |
| 68 | 2009.12.23 13:00 | sell stop | 27 | 1.00 | 1.42370 | 1.42400 | 1.42220 | ||
| 69 | 2009.12.23 13:02 | buy stop | 28 | 1.00 | 1.42630 | 1.42600 | 1.42780 | ||
| 70 | 2009.12.23 13:20 | buy | 28 | 1.00 | 1.42630 | 1.42600 | 1.42780 | ||
| 71 | 2009.12.23 13:20 | delete | 27 | 1.00 | 1.42370 | 1.42400 | 1.42220 | ||
| 72 | 2009.12.23 13:27 | s/l | 28 | 1.00 | 1.42600 | 1.42600 | 1.42780 | -30.00 | 9880.00 |
| 73 | 2009.12.24 13:00 | sell stop | 29 | 1.00 | 1.43810 | 1.43840 | 1.43660 | ||
| 74 | 2009.12.24 13:05 | buy stop | 30 | 1.00 | 1.44190 | 1.44160 | 1.44340 | ||
| 75 | 2009.12.24 14:50 | sell | 29 | 1.00 | 1.43810 | 1.43840 | 1.43660 | ||
| 76 | 2009.12.24 14:50 | delete | 30 | 1.00 | 1.44190 | 1.44160 | 1.44340 | ||
| 77 | 2009.12.24 14:52 | s/l | 29 | 1.00 | 1.43840 | 1.43840 | 1.43660 | -30.00 | 9850.00 |
| 78 | 2009.12.28 13:00 | sell stop | 31 | 1.00 | 1.43830 | 1.43860 | 1.43680 | ||
| 79 | 2009.12.28 13:02 | buy stop | 32 | 1.00 | 1.44110 | 1.44080 | 1.44260 | ||
| 80 | 2009.12.28 13:50 | buy | 32 | 1.00 | 1.44110 | 1.44080 | 1.44260 | ||
| 81 | 2009.12.28 13:50 | delete | 31 | 1.00 | 1.43830 | 1.43860 | 1.43680 | ||
| 82 | 2009.12.28 13:59 | s/l | 32 | 1.00 | 1.44080 | 1.44080 | 1.44260 | -30.00 | 9820.00 |
| 83 | 2009.12.29 13:00 | sell stop | 33 | 1.00 | 1.44120 | 1.44150 | 1.43970 | ||
| 84 | 2009.12.29 13:02 | buy stop | 34 | 1.00 | 1.44480 | 1.44450 | 1.44630 | ||
| 85 | 2009.12.29 13:20 | buy | 34 | 1.00 | 1.44480 | 1.44450 | 1.44630 | ||
| 86 | 2009.12.29 13:20 | delete | 33 | 1.00 | 1.44120 | 1.44150 | 1.43970 | ||
| 87 | 2009.12.29 13:27 | s/l | 34 | 1.00 | 1.44450 | 1.44450 | 1.44630 | -30.00 | 9790.00 |
| 88 | 2009.12.30 13:00 | sell stop | 35 | 1.00 | 1.43220 | 1.43250 | 1.43070 | ||
| 89 | 2009.12.30 13:02 | buy stop | 36 | 1.00 | 1.43620 | 1.43590 | 1.43770 | ||
| 90 | 2009.12.30 14:50 | sell | 35 | 1.00 | 1.43220 | 1.43250 | 1.43070 | ||
| 91 | 2009.12.30 14:50 | delete | 36 | 1.00 | 1.43620 | 1.43590 | 1.43770 | ||
| 92 | 2009.12.30 14:57 | s/l | 35 | 1.00 | 1.43250 | 1.43250 | 1.43070 | -30.00 | 9760.00 |
| 93 | 2009.12.31 13:05 | sell stop | 37 | 1.00 | 1.43970 | 1.44000 | 1.43820 | ||
| 94 | 2009.12.31 13:07 | sell | 37 | 1.00 | 1.43970 | 1.44000 | 1.43820 | ||
| 95 | 2009.12.31 13:10 | s/l | 37 | 1.00 | 1.44000 | 1.44000 | 1.43820 | -30.00 | 9730.00 |
| 96 | 2009.12.31 13:10 | sell stop | 38 | 1.00 | 1.43970 | 1.44000 | 1.43820 | ||
| 97 | 2009.12.31 13:12 | buy stop | 39 | 1.00 | 1.44210 | 1.44180 | 1.44360 | ||
| 98 | 2009.12.31 14:20 | sell | 38 | 1.00 | 1.43970 | 1.44000 | 1.43820 | ||
| 99 | 2009.12.31 14:20 | delete | 39 | 1.00 | 1.44210 | 1.44180 | 1.44360 | ||
| 100 | 2009.12.31 14:27 | s/l | 38 | 1.00 | 1.44000 | 1.44000 | 1.43820 | -30.00 | 9700.00 |
| 101 | 2010.01.04 13:00 | sell stop | 40 | 1.00 | 1.43730 | 1.43760 | 1.43580 | ||
| 102 | 2010.01.04 13:02 | buy stop | 41 | 1.00 | 1.44180 | 1.44150 | 1.44330 | ||
| 103 | 2010.01.04 14:45 | buy | 41 | 1.00 | 1.44180 | 1.44150 | 1.44330 | ||
| 104 | 2010.01.04 14:45 | delete | 40 | 1.00 | 1.43730 | 1.43760 | 1.43580 | ||
| 105 | 2010.01.04 14:50 | t/p | 41 | 1.00 | 1.44330 | 1.44150 | 1.44330 | 150.00 | 9850.00 |
| 106 | 2010.01.05 13:00 | sell stop | 42 | 1.00 | 1.43990 | 1.44020 | 1.43840 | ||
| 107 | 2010.01.05 13:02 | buy stop | 43 | 1.00 | 1.44380 | 1.44350 | 1.44530 | ||
| 108 | 2010.01.05 13:40 | buy | 43 | 1.00 | 1.44380 | 1.44350 | 1.44530 | ||
| 109 | 2010.01.05 13:40 | delete | 42 | 1.00 | 1.43990 | 1.44020 | 1.43840 | ||
| 110 | 2010.01.05 13:50 | t/p | 43 | 1.00 | 1.44530 | 1.44350 | 1.44530 | 150.00 | 10000.00 |
| 111 | 2010.01.06 13:00 | sell stop | 44 | 1.00 | 1.43440 | 1.43470 | 1.43290 | ||
| 112 | 2010.01.06 13:02 | sell | 44 | 1.00 | 1.43440 | 1.43470 | 1.43290 | ||
| 113 | 2010.01.06 13:15 | s/l | 44 | 1.00 | 1.43470 | 1.43470 | 1.43290 | -30.00 | 9970.00 |
| 114 | 2010.01.07 13:00 | sell stop | 45 | 1.00 | 1.43270 | 1.43300 | 1.43120 | ||
| 115 | 2010.01.07 13:02 | sell | 45 | 1.00 | 1.43270 | 1.43300 | 1.43120 | ||
| 116 | 2010.01.07 13:15 | s/l | 45 | 1.00 | 1.43300 | 1.43300 | 1.43120 | -30.00 | 9940.00 |
| 117 | 2010.01.08 13:00 | sell stop | 46 | 1.00 | 1.42880 | 1.42910 | 1.42730 | ||
| 118 | 2010.01.08 13:03 | buy stop | 47 | 1.00 | 1.43260 | 1.43230 | 1.43410 | ||
| 119 | 2010.01.08 13:10 | sell | 46 | 1.00 | 1.42880 | 1.42910 | 1.42730 | ||
| 120 | 2010.01.08 13:10 | delete | 47 | 1.00 | 1.43260 | 1.43230 | 1.43410 | ||
| 121 | 2010.01.08 13:45 | s/l | 46 | 1.00 | 1.42910 | 1.42910 | 1.42730 | -30.00 | 9910.00 |
| 122 | 2010.01.11 13:00 | sell stop | 48 | 1.00 | 1.45000 | 1.45030 | 1.44850 | ||
| 123 | 2010.01.11 13:03 | buy stop | 49 | 1.00 | 1.45470 | 1.45440 | 1.45620 | ||
| 124 | 2010.01.11 15:16 | sell | 48 | 1.00 | 1.45000 | 1.45030 | 1.44850 | ||
| 125 | 2010.01.11 15:16 | delete | 49 | 1.00 | 1.45470 | 1.45440 | 1.45620 | ||
| 126 | 2010.01.11 15:26 | s/l | 48 | 1.00 | 1.45030 | 1.45030 | 1.44850 | -30.00 | 9880.00 |
| 127 | 2010.01.12 13:00 | sell stop | 50 | 1.00 | 1.44610 | 1.44640 | 1.44460 | ||
| 128 | 2010.01.12 13:02 | buy stop | 51 | 1.00 | 1.45100 | 1.45070 | 1.45250 | ||
| 129 | 2010.01.12 15:50 | buy | 51 | 1.00 | 1.45100 | 1.45070 | 1.45250 | ||
| 130 | 2010.01.12 15:50 | delete | 50 | 1.00 | 1.44610 | 1.44640 | 1.44460 | ||
| 131 | 2010.01.12 15:57 | s/l | 51 | 1.00 | 1.45070 | 1.45070 | 1.45250 | -30.00 | 9850.00 |
| 132 | 2010.01.13 13:00 | sell stop | 52 | 1.00 | 1.44880 | 1.44910 | 1.44730 | ||
| 133 | 2010.01.13 13:02 | buy stop | 53 | 1.00 | 1.45550 | 1.45520 | 1.45700 | ||
| 134 | 2010.01.13 13:10 | buy | 53 | 1.00 | 1.45550 | 1.45520 | 1.45700 | ||
| 135 | 2010.01.13 13:10 | delete | 52 | 1.00 | 1.44880 | 1.44910 | 1.44730 | ||
| 136 | 2010.01.13 13:20 | t/p | 53 | 1.00 | 1.45700 | 1.45520 | 1.45700 | 150.00 | 10000.00 |
| 137 | 2010.01.14 13:02 | sell stop | 54 | 1.00 | 1.44900 | 1.44930 | 1.44750 | ||
| 138 | 2010.01.14 13:05 | buy stop | 55 | 1.00 | 1.45180 | 1.45150 | 1.45330 | ||
| 139 | 2010.01.14 13:15 | sell | 54 | 1.00 | 1.44900 | 1.44930 | 1.44750 | ||
| 140 | 2010.01.14 13:15 | delete | 55 | 1.00 | 1.45180 | 1.45150 | 1.45330 | ||
| 141 | 2010.01.14 14:15 | s/l | 54 | 1.00 | 1.44930 | 1.44930 | 1.44750 | -30.00 | 9970.00 |
| 142 | 2010.01.15 13:00 | sell stop | 56 | 1.00 | 1.43690 | 1.43720 | 1.43540 | ||
| 143 | 2010.01.15 13:02 | buy stop | 57 | 1.00 | 1.44160 | 1.44130 | 1.44310 | ||
| 144 | 2010.01.15 13:07 | sell | 56 | 1.00 | 1.43690 | 1.43720 | 1.43540 | ||
| 145 | 2010.01.15 13:07 | delete | 57 | 1.00 | 1.44160 | 1.44130 | 1.44310 | ||
| 146 | 2010.01.15 13:10 | s/l | 56 | 1.00 | 1.43720 | 1.43720 | 1.43540 | -30.00 | 9940.00 |
| 147 | 2010.01.15 13:10 | sell stop | 58 | 1.00 | 1.43690 | 1.43720 | 1.43540 | ||
| 148 | 2010.01.15 13:12 | buy stop | 59 | 1.00 | 1.44160 | 1.44130 | 1.44310 | ||
| 149 | 2010.01.15 14:20 | sell | 58 | 1.00 | 1.43690 | 1.43720 | 1.43540 | ||
| 150 | 2010.01.15 14:20 | delete | 59 | 1.00 | 1.44160 | 1.44130 | 1.44310 | ||
| 151 | 2010.01.15 14:22 | s/l | 58 | 1.00 | 1.43720 | 1.43720 | 1.43540 | -30.00 | 9910.00 |