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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1952.20 | Gross profit | 8163.80 | Gross loss | -6211.60 |
| Profit factor | 1.31 | Expected payoff | 41.54 | ||
| Absolute drawdown | 322.00 | Maximal drawdown | 2220.00 (17.49%) | Relative drawdown | 17.49% (2220.00) |
| Total trades | 47 | Short positions (won %) | 24 (54.17%) | Long positions (won %) | 23 (39.13%) |
| Profit trades (% of total) | 22 (46.81%) | Loss trades (% of total) | 25 (53.19%) | ||
| Largest | profit trade | 1014.60 | loss trade | -592.00 | |
| Average | profit trade | 371.08 | loss trade | -248.46 | |
| Maximum | consecutive wins (profit in money) | 3 (553.20) | consecutive losses (loss in money) | 7 (-1728.00) | |
| Maximal | consecutive profit (count of wins) | 1422.40 (2) | consecutive loss (count of losses) | -1728.00 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:00 | buy | 1 | 1.00 | 1.50210 | 1.50026 | 1.50662 | ||
| 2 | 2009.12.01 09:50 | t/p | 1 | 1.00 | 1.50662 | 1.50026 | 1.50662 | 452.00 | 10452.00 |
| 3 | 2009.12.01 16:00 | buy | 2 | 1.00 | 1.50828 | 1.50434 | 1.51918 | ||
| 4 | 2009.12.01 20:00 | modify | 2 | 1.00 | 1.50828 | 1.50838 | 1.51918 | ||
| 5 | 2009.12.01 21:20 | s/l | 2 | 1.00 | 1.50838 | 1.50838 | 1.51918 | 10.00 | 10462.00 |
| 6 | 2009.12.02 12:00 | buy | 3 | 1.00 | 1.51039 | 1.50905 | 1.51354 | ||
| 7 | 2009.12.02 12:20 | s/l | 3 | 1.00 | 1.50905 | 1.50905 | 1.51354 | -134.00 | 10328.00 |
| 8 | 2009.12.03 08:00 | buy | 4 | 1.00 | 1.51073 | 1.50809 | 1.51765 | ||
| 9 | 2009.12.03 12:00 | modify | 4 | 1.00 | 1.51073 | 1.51083 | 1.51765 | ||
| 10 | 2009.12.03 14:45 | s/l | 4 | 1.00 | 1.51083 | 1.51083 | 1.51765 | 10.00 | 10338.00 |
| 11 | 2009.12.04 00:00 | sell | 5 | 1.00 | 1.50527 | 1.50819 | 1.49704 | ||
| 12 | 2009.12.04 08:00 | close | 5 | 1.00 | 1.50703 | 1.50819 | 1.49704 | -176.00 | 10162.00 |
| 13 | 2009.12.04 08:00 | buy | 6 | 1.00 | 1.50703 | 1.50519 | 1.51159 | ||
| 14 | 2009.12.04 14:26 | s/l | 6 | 1.00 | 1.50519 | 1.50519 | 1.51159 | -184.00 | 9978.00 |
| 15 | 2009.12.04 16:00 | sell | 7 | 1.00 | 1.49491 | 1.49643 | 1.49085 | ||
| 16 | 2009.12.04 16:45 | t/p | 7 | 1.00 | 1.49085 | 1.49643 | 1.49085 | 406.00 | 10384.00 |
| 17 | 2009.12.07 04:00 | buy | 8 | 1.00 | 1.48896 | 1.48462 | 1.50118 | ||
| 18 | 2009.12.07 09:20 | s/l | 8 | 1.00 | 1.48462 | 1.48462 | 1.50118 | -434.00 | 9950.00 |
| 19 | 2009.12.08 08:00 | sell | 9 | 1.00 | 1.48371 | 1.48683 | 1.47479 | ||
| 20 | 2009.12.08 14:20 | t/p | 9 | 1.00 | 1.47479 | 1.48683 | 1.47479 | 892.00 | 10842.00 |
| 21 | 2009.12.08 16:00 | sell | 10 | 1.00 | 1.47669 | 1.48041 | 1.46587 | ||
| 22 | 2009.12.08 20:00 | modify | 10 | 1.00 | 1.47669 | 1.47659 | 1.46587 | ||
| 23 | 2009.12.08 20:00 | modify | 10 | 1.00 | 1.47669 | 1.48403 | 1.42730 | ||
| 24 | 2009.12.09 00:00 | modify | 10 | 1.00 | 1.47669 | 1.47659 | 1.42730 | ||
| 25 | 2009.12.09 10:50 | s/l | 10 | 1.00 | 1.47659 | 1.47659 | 1.42730 | 9.60 | 10851.60 |
| 26 | 2009.12.09 16:00 | sell | 11 | 1.00 | 1.47127 | 1.47409 | 1.46315 | ||
| 27 | 2009.12.09 16:45 | s/l | 11 | 1.00 | 1.47409 | 1.47409 | 1.46315 | -282.00 | 10569.60 |
| 28 | 2009.12.09 20:00 | sell | 12 | 1.00 | 1.46801 | 1.47103 | 1.45944 | ||
| 29 | 2009.12.09 20:45 | s/l | 12 | 1.00 | 1.47103 | 1.47103 | 1.45944 | -302.00 | 10267.60 |
| 30 | 2009.12.10 12:00 | buy | 13 | 1.00 | 1.47420 | 1.47236 | 1.47873 | ||
| 31 | 2009.12.10 13:20 | s/l | 13 | 1.00 | 1.47236 | 1.47236 | 1.47873 | -184.00 | 10083.60 |
| 32 | 2009.12.11 16:00 | sell | 14 | 1.00 | 1.46533 | 1.46725 | 1.45998 | ||
| 33 | 2009.12.11 17:20 | t/p | 14 | 1.00 | 1.45998 | 1.46725 | 1.45998 | 535.00 | 10618.60 |
| 34 | 2009.12.14 16:00 | buy | 15 | 1.00 | 1.46459 | 1.45875 | 1.48132 | ||
| 35 | 2009.12.15 00:00 | modify | 15 | 1.00 | 1.46459 | 1.46469 | 1.48132 | ||
| 36 | 2009.12.15 01:50 | s/l | 15 | 1.00 | 1.46469 | 1.46469 | 1.48132 | 10.20 | 10628.80 |
| 37 | 2009.12.15 04:00 | sell | 16 | 1.00 | 1.46478 | 1.46600 | 1.46142 | ||
| 38 | 2009.12.15 08:00 | modify | 16 | 1.00 | 1.46478 | 1.46468 | 1.46142 | ||
| 39 | 2009.12.15 08:00 | modify | 16 | 1.00 | 1.46478 | 1.46470 | 1.45943 | ||
| 40 | 2009.12.15 08:16 | s/l | 16 | 1.00 | 1.46470 | 1.46470 | 1.45943 | 8.00 | 10636.80 |
| 41 | 2009.12.16 08:00 | buy | 17 | 1.00 | 1.45518 | 1.45284 | 1.46130 | ||
| 42 | 2009.12.16 08:45 | s/l | 17 | 1.00 | 1.45284 | 1.45284 | 1.46130 | -234.00 | 10402.80 |
| 43 | 2009.12.16 16:00 | buy | 18 | 1.00 | 1.45779 | 1.45535 | 1.46421 | ||
| 44 | 2009.12.16 18:20 | s/l | 18 | 1.00 | 1.45535 | 1.45535 | 1.46421 | -244.00 | 10158.80 |
| 45 | 2009.12.16 20:00 | sell | 19 | 1.00 | 1.45396 | 1.45558 | 1.44947 | ||
| 46 | 2009.12.16 20:02 | s/l | 19 | 1.00 | 1.45558 | 1.45558 | 1.44947 | -162.00 | 9996.80 |
| 47 | 2009.12.17 04:00 | sell | 20 | 1.00 | 1.44311 | 1.44603 | 1.43475 | ||
| 48 | 2009.12.17 08:00 | modify | 20 | 1.00 | 1.44311 | 1.44301 | 1.43475 | ||
| 49 | 2009.12.17 11:40 | t/p | 20 | 1.00 | 1.43475 | 1.44301 | 1.43475 | 836.00 | 10832.80 |
| 50 | 2009.12.17 20:00 | buy | 21 | 1.00 | 1.43431 | 1.43257 | 1.43854 | ||
| 51 | 2009.12.18 00:00 | modify | 21 | 1.00 | 1.43431 | 1.43441 | 1.43854 | ||
| 52 | 2009.12.18 00:05 | s/l | 21 | 1.00 | 1.43441 | 1.43441 | 1.43854 | 10.20 | 10843.00 |
| 53 | 2009.12.18 04:00 | buy | 22 | 1.00 | 1.43798 | 1.43554 | 1.44426 | ||
| 54 | 2009.12.18 08:16 | s/l | 22 | 1.00 | 1.43554 | 1.43554 | 1.44426 | -244.00 | 10599.00 |
| 55 | 2009.12.21 12:00 | buy | 23 | 1.00 | 1.43389 | 1.42955 | 1.44614 | ||
| 56 | 2009.12.21 19:20 | s/l | 23 | 1.00 | 1.42955 | 1.42955 | 1.44614 | -434.00 | 10165.00 |
| 57 | 2009.12.21 20:00 | sell | 24 | 1.00 | 1.42940 | 1.43232 | 1.42090 | ||
| 58 | 2009.12.22 00:00 | modify | 24 | 1.00 | 1.42940 | 1.42930 | 1.42090 | ||
| 59 | 2009.12.22 01:50 | s/l | 24 | 1.00 | 1.42930 | 1.42930 | 1.42090 | 9.60 | 10174.60 |
| 60 | 2009.12.22 16:00 | sell | 25 | 1.00 | 1.42820 | 1.42962 | 1.42431 | ||
| 61 | 2009.12.22 16:50 | t/p | 25 | 1.00 | 1.42431 | 1.42962 | 1.42431 | 389.00 | 10563.60 |
| 62 | 2009.12.24 08:00 | buy | 26 | 1.00 | 1.43600 | 1.43446 | 1.43959 | ||
| 63 | 2009.12.24 11:15 | t/p | 26 | 1.00 | 1.43959 | 1.43446 | 1.43959 | 359.00 | 10922.60 |
| 64 | 2009.12.28 08:00 | sell | 27 | 1.00 | 1.43887 | 1.43989 | 1.43624 | ||
| 65 | 2009.12.28 11:20 | s/l | 27 | 1.00 | 1.43989 | 1.43989 | 1.43624 | -102.00 | 10820.60 |
| 66 | 2009.12.28 16:00 | sell | 28 | 1.00 | 1.43955 | 1.44047 | 1.43716 | ||
| 67 | 2009.12.29 00:00 | modify | 28 | 1.00 | 1.43955 | 1.43945 | 1.43716 | ||
| 68 | 2009.12.29 01:20 | t/p | 28 | 1.00 | 1.43716 | 1.43945 | 1.43716 | 238.60 | 11059.20 |
| 69 | 2009.12.29 16:00 | sell | 29 | 1.00 | 1.44267 | 1.44399 | 1.43901 | ||
| 70 | 2009.12.29 17:10 | t/p | 29 | 1.00 | 1.43901 | 1.44399 | 1.43901 | 366.00 | 11425.20 |
| 71 | 2009.12.30 16:00 | sell | 30 | 1.00 | 1.42973 | 1.43525 | 1.41343 | ||
| 72 | 2009.12.30 18:20 | s/l | 30 | 1.00 | 1.43525 | 1.43525 | 1.41343 | -552.00 | 10873.20 |
| 73 | 2009.12.30 20:00 | buy | 31 | 1.00 | 1.43381 | 1.43127 | 1.44067 | ||
| 74 | 2009.12.31 04:00 | modify | 31 | 1.00 | 1.43381 | 1.43391 | 1.44067 | ||
| 75 | 2009.12.31 07:40 | t/p | 31 | 1.00 | 1.44067 | 1.43391 | 1.44067 | 686.60 | 11559.80 |
| 76 | 2010.01.05 08:00 | buy | 32 | 1.00 | 1.44769 | 1.44605 | 1.45167 | ||
| 77 | 2010.01.05 08:20 | s/l | 32 | 1.00 | 1.44605 | 1.44605 | 1.45167 | -164.00 | 11395.80 |
| 78 | 2010.01.05 16:00 | sell | 33 | 1.00 | 1.44036 | 1.44388 | 1.43021 | ||
| 79 | 2010.01.05 20:00 | modify | 33 | 1.00 | 1.44036 | 1.44026 | 1.43021 | ||
| 80 | 2010.01.06 07:50 | t/p | 33 | 1.00 | 1.43021 | 1.44026 | 1.43021 | 1014.60 | 12410.40 |
| 81 | 2010.01.06 08:00 | sell | 34 | 1.00 | 1.43114 | 1.43706 | 1.41361 | ||
| 82 | 2010.01.06 10:40 | s/l | 34 | 1.00 | 1.43706 | 1.43706 | 1.41361 | -592.00 | 11818.40 |
| 83 | 2010.01.06 16:00 | sell | 35 | 1.00 | 1.43534 | 1.43806 | 1.42760 | ||
| 84 | 2010.01.06 16:15 | s/l | 35 | 1.00 | 1.43806 | 1.43806 | 1.42760 | -272.00 | 11546.40 |
| 85 | 2010.01.06 20:00 | sell | 36 | 1.00 | 1.43973 | 1.44105 | 1.43619 | ||
| 86 | 2010.01.06 20:10 | s/l | 36 | 1.00 | 1.44105 | 1.44105 | 1.43619 | -132.00 | 11414.40 |
| 87 | 2010.01.07 08:00 | sell | 37 | 1.00 | 1.43678 | 1.43870 | 1.43147 | ||
| 88 | 2010.01.07 08:20 | s/l | 37 | 1.00 | 1.43870 | 1.43870 | 1.43147 | -192.00 | 11222.40 |
| 89 | 2010.01.07 20:00 | sell | 38 | 1.00 | 1.43081 | 1.43263 | 1.42589 | ||
| 90 | 2010.01.07 20:50 | s/l | 38 | 1.00 | 1.43263 | 1.43263 | 1.42589 | -182.00 | 11040.40 |
| 91 | 2010.01.08 08:00 | buy | 39 | 1.00 | 1.43123 | 1.43009 | 1.43384 | ||
| 92 | 2010.01.08 11:50 | s/l | 39 | 1.00 | 1.43009 | 1.43009 | 1.43384 | -114.00 | 10926.40 |
| 93 | 2010.01.08 16:00 | buy | 40 | 1.00 | 1.43569 | 1.43325 | 1.44206 | ||
| 94 | 2010.01.08 16:10 | s/l | 40 | 1.00 | 1.43325 | 1.43325 | 1.44206 | -244.00 | 10682.40 |
| 95 | 2010.01.08 20:00 | buy | 41 | 1.00 | 1.44245 | 1.43721 | 1.45739 | ||
| 96 | 2010.01.11 04:00 | modify | 41 | 1.00 | 1.44245 | 1.44255 | 1.45739 | ||
| 97 | 2010.01.12 00:00 | close | 41 | 1.00 | 1.45128 | 1.44255 | 1.45739 | 883.40 | 11565.80 |
| 98 | 2010.01.12 00:00 | sell | 42 | 1.00 | 1.45128 | 1.45320 | 1.44589 | ||
| 99 | 2010.01.12 03:20 | t/p | 42 | 1.00 | 1.44589 | 1.45320 | 1.44589 | 539.00 | 12104.80 |
| 100 | 2010.01.12 16:00 | buy | 43 | 1.00 | 1.45089 | 1.44805 | 1.45847 | ||
| 101 | 2010.01.13 00:45 | s/l | 43 | 1.00 | 1.44805 | 1.44805 | 1.45847 | -283.80 | 11821.00 |
| 102 | 2010.01.13 12:00 | buy | 44 | 1.00 | 1.45167 | 1.44913 | 1.45843 | ||
| 103 | 2010.01.13 16:00 | modify | 44 | 1.00 | 1.45167 | 1.45177 | 1.45843 | ||
| 104 | 2010.01.13 16:15 | s/l | 44 | 1.00 | 1.45177 | 1.45177 | 1.45843 | 10.00 | 11831.00 |
| 105 | 2010.01.14 20:00 | buy | 45 | 1.00 | 1.45118 | 1.44894 | 1.45713 | ||
| 106 | 2010.01.15 01:40 | s/l | 45 | 1.00 | 1.44894 | 1.44894 | 1.45713 | -223.80 | 11607.20 |
| 107 | 2010.01.15 04:00 | sell | 46 | 1.00 | 1.44263 | 1.44755 | 1.42815 | ||
| 108 | 2010.01.15 12:00 | modify | 46 | 1.00 | 1.44263 | 1.44253 | 1.42815 | ||
| 109 | 2010.01.15 20:00 | close | 46 | 1.00 | 1.43774 | 1.44253 | 1.42815 | 489.00 | 12096.20 |
| 110 | 2010.01.15 20:00 | buy | 47 | 1.00 | 1.43774 | 1.43630 | 1.44118 | ||
| 111 | 2010.01.15 20:20 | s/l | 47 | 1.00 | 1.43630 | 1.43630 | 1.44118 | -144.00 | 11952.20 |