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 | UsePct=0; MaxLots=100; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4713.00 | Gross profit | 7789.50 | Gross loss | -12502.50 |
Profit factor | 0.62 | Expected payoff | -112.21 | ||
Absolute drawdown | 6392.50 | Maximal drawdown | 6450.50 (64.13%) | Relative drawdown | 64.13% (6450.50) |
Total trades | 42 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 21 (19.05%) |
Profit trades (% of total) | 12 (28.57%) | Loss trades (% of total) | 30 (71.43%) | ||
Largest | profit trade | 1546.00 | loss trade | -1436.00 | |
Average | profit trade | 649.13 | loss trade | -416.75 | |
Maximum | consecutive wins (profit in money) | 2 (1918.00) | consecutive losses (loss in money) | 7 (-3573.00) | |
Maximal | consecutive profit (count of wins) | 1918.00 (2) | consecutive loss (count of losses) | -3573.00 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50369 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 03:15 | close | 1 | 1.00 | 1.50070 | 0.00000 | 0.00000 | -299.00 | 9701.00 |
3 | 2009.12.01 03:17 | sell | 2 | 1.00 | 1.50084 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 12:00 | close | 2 | 1.00 | 1.50773 | 0.00000 | 0.00000 | -689.00 | 9012.00 |
5 | 2009.12.01 12:02 | buy | 3 | 1.00 | 1.50810 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 03:00 | close | 3 | 1.00 | 1.50785 | 0.00000 | 0.00000 | -25.50 | 8986.50 |
7 | 2009.12.02 03:02 | sell | 4 | 1.00 | 1.50797 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 09:00 | close | 4 | 1.00 | 1.50868 | 0.00000 | 0.00000 | -75.00 | 8911.50 |
9 | 2009.12.04 09:02 | buy | 5 | 1.00 | 1.50862 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 1.00 | 1.49426 | 0.00000 | 0.00000 | -1436.00 | 7475.50 |
11 | 2009.12.04 15:02 | sell | 6 | 1.00 | 1.49161 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 07:00 | close | 6 | 1.00 | 1.48861 | 0.00000 | 0.00000 | 299.00 | 7774.50 |
13 | 2009.12.07 07:02 | buy | 7 | 1.00 | 1.48869 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 13:00 | close | 7 | 1.00 | 1.47956 | 0.00000 | 0.00000 | -913.00 | 6861.50 |
15 | 2009.12.07 13:02 | sell | 8 | 1.00 | 1.47951 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 19:00 | close | 8 | 1.00 | 1.48497 | 0.00000 | 0.00000 | -546.00 | 6315.50 |
17 | 2009.12.07 19:02 | buy | 9 | 1.00 | 1.48529 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 02:00 | close | 9 | 1.00 | 1.47095 | 0.00000 | 0.00000 | -1435.00 | 4880.50 |
19 | 2009.12.09 02:02 | sell | 10 | 1.00 | 1.46949 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 07:00 | close | 10 | 1.00 | 1.47320 | 0.00000 | 0.00000 | -371.00 | 4509.50 |
21 | 2009.12.09 07:02 | buy | 11 | 1.00 | 1.47311 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 22:20 | close | 11 | 1.00 | 1.47247 | 0.00000 | 0.00000 | -64.00 | 4445.50 |
23 | 2009.12.09 22:22 | sell | 12 | 1.00 | 1.47263 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 05:00 | close | 12 | 1.00 | 1.47315 | 0.00000 | 0.00000 | -55.00 | 4390.50 |
25 | 2009.12.10 05:02 | buy | 13 | 1.00 | 1.47331 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 18:00 | close | 13 | 1.00 | 1.47142 | 0.00000 | 0.00000 | -189.00 | 4201.50 |
27 | 2009.12.10 18:02 | sell | 14 | 1.00 | 1.47186 | 0.00000 | 0.00000 | ||
28 | 2009.12.14 06:00 | close | 14 | 1.00 | 1.46611 | 0.00000 | 0.00000 | 573.00 | 4774.50 |
29 | 2009.12.14 06:02 | buy | 15 | 1.00 | 1.46618 | 0.00000 | 0.00000 | ||
30 | 2009.12.15 07:00 | close | 15 | 1.00 | 1.46374 | 0.00000 | 0.00000 | -244.50 | 4530.00 |
31 | 2009.12.15 07:02 | sell | 16 | 1.00 | 1.46434 | 0.00000 | 0.00000 | ||
32 | 2009.12.16 01:00 | close | 16 | 1.00 | 1.45432 | 0.00000 | 0.00000 | 1001.00 | 5531.00 |
33 | 2009.12.16 01:02 | buy | 17 | 1.00 | 1.45414 | 0.00000 | 0.00000 | ||
34 | 2009.12.16 09:00 | close | 17 | 1.00 | 1.45182 | 0.00000 | 0.00000 | -232.00 | 5299.00 |
35 | 2009.12.16 09:02 | sell | 18 | 1.00 | 1.45198 | 0.00000 | 0.00000 | ||
36 | 2009.12.16 13:00 | close | 18 | 1.00 | 1.45711 | 0.00000 | 0.00000 | -513.00 | 4786.00 |
37 | 2009.12.16 13:03 | buy | 19 | 1.00 | 1.45778 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 21:00 | close | 19 | 1.00 | 1.45148 | 0.00000 | 0.00000 | -630.00 | 4156.00 |
39 | 2009.12.16 21:02 | sell | 20 | 1.00 | 1.45069 | 0.00000 | 0.00000 | ||
40 | 2009.12.17 20:20 | close | 20 | 1.00 | 1.43656 | 0.00000 | 0.00000 | 1410.00 | 5566.00 |
41 | 2009.12.17 20:25 | buy | 21 | 1.00 | 1.43636 | 0.00000 | 0.00000 | ||
42 | 2009.12.18 15:00 | close | 21 | 1.00 | 1.43171 | 0.00000 | 0.00000 | -465.50 | 5100.50 |
43 | 2009.12.18 15:02 | sell | 22 | 1.00 | 1.43142 | 0.00000 | 0.00000 | ||
44 | 2009.12.21 03:00 | close | 22 | 1.00 | 1.43222 | 0.00000 | 0.00000 | -81.00 | 5019.50 |
45 | 2009.12.21 03:02 | buy | 23 | 1.00 | 1.43205 | 0.00000 | 0.00000 | ||
46 | 2009.12.21 10:00 | close | 23 | 1.00 | 1.42914 | 0.00000 | 0.00000 | -291.00 | 4728.50 |
47 | 2009.12.21 10:02 | sell | 24 | 1.00 | 1.42863 | 0.00000 | 0.00000 | ||
48 | 2009.12.22 09:00 | close | 24 | 1.00 | 1.43091 | 0.00000 | 0.00000 | -229.00 | 4499.50 |
49 | 2009.12.22 09:03 | buy | 25 | 1.00 | 1.43110 | 0.00000 | 0.00000 | ||
50 | 2009.12.22 12:20 | close | 25 | 1.00 | 1.42917 | 0.00000 | 0.00000 | -193.00 | 4306.50 |
51 | 2009.12.22 12:22 | sell | 26 | 1.00 | 1.42949 | 0.00000 | 0.00000 | ||
52 | 2009.12.23 15:00 | close | 26 | 1.00 | 1.42829 | 0.00000 | 0.00000 | 119.00 | 4425.50 |
53 | 2009.12.23 15:03 | buy | 27 | 1.00 | 1.42806 | 0.00000 | 0.00000 | ||
54 | 2009.12.24 16:00 | close | 27 | 1.00 | 1.43651 | 0.00000 | 0.00000 | 843.50 | 5269.00 |
55 | 2009.12.24 16:02 | sell | 28 | 1.00 | 1.43655 | 0.00000 | 0.00000 | ||
56 | 2009.12.28 08:00 | close | 28 | 1.00 | 1.43911 | 0.00000 | 0.00000 | -258.00 | 5011.00 |
57 | 2009.12.28 08:03 | buy | 29 | 1.00 | 1.43866 | 0.00000 | 0.00000 | ||
58 | 2009.12.29 17:00 | close | 29 | 1.00 | 1.44049 | 0.00000 | 0.00000 | 182.50 | 5193.50 |
59 | 2009.12.29 17:02 | sell | 30 | 1.00 | 1.44036 | 0.00000 | 0.00000 | ||
60 | 2009.12.30 19:00 | close | 30 | 1.00 | 1.43401 | 0.00000 | 0.00000 | 634.00 | 5827.50 |
61 | 2009.12.30 19:02 | buy | 31 | 1.00 | 1.43470 | 0.00000 | 0.00000 | ||
62 | 2010.01.04 00:00 | close | 31 | 1.00 | 1.43261 | 0.00000 | 0.00000 | -211.50 | 5616.00 |
63 | 2010.01.04 00:02 | sell | 32 | 1.00 | 1.43324 | 0.00000 | 0.00000 | ||
64 | 2010.01.04 10:00 | close | 32 | 1.00 | 1.43395 | 0.00000 | 0.00000 | -71.00 | 5545.00 |
65 | 2010.01.04 10:02 | buy | 33 | 1.00 | 1.43397 | 0.00000 | 0.00000 | ||
66 | 2010.01.05 13:00 | close | 33 | 1.00 | 1.44169 | 0.00000 | 0.00000 | 771.50 | 6316.50 |
67 | 2010.01.05 13:02 | sell | 34 | 1.00 | 1.44182 | 0.00000 | 0.00000 | ||
68 | 2010.01.06 22:00 | close | 34 | 1.00 | 1.44143 | 0.00000 | 0.00000 | 38.00 | 6354.50 |
69 | 2010.01.06 22:02 | buy | 35 | 1.00 | 1.44144 | 0.00000 | 0.00000 | ||
70 | 2010.01.07 08:00 | close | 35 | 1.00 | 1.43678 | 0.00000 | 0.00000 | -467.50 | 5887.00 |
71 | 2010.01.07 08:02 | sell | 36 | 1.00 | 1.43575 | 0.00000 | 0.00000 | ||
72 | 2010.01.08 09:00 | close | 36 | 1.00 | 1.43202 | 0.00000 | 0.00000 | 372.00 | 6259.00 |
73 | 2010.01.08 09:02 | buy | 37 | 1.00 | 1.43180 | 0.00000 | 0.00000 | ||
74 | 2010.01.12 05:00 | close | 37 | 1.00 | 1.44727 | 0.00000 | 0.00000 | 1546.00 | 7805.00 |
75 | 2010.01.12 05:02 | sell | 38 | 1.00 | 1.44730 | 0.00000 | 0.00000 | ||
76 | 2010.01.12 12:00 | close | 38 | 1.00 | 1.45069 | 0.00000 | 0.00000 | -339.00 | 7466.00 |
77 | 2010.01.12 12:02 | buy | 39 | 1.00 | 1.45032 | 0.00000 | 0.00000 | ||
78 | 2010.01.13 04:00 | close | 39 | 1.00 | 1.44738 | 0.00000 | 0.00000 | -294.50 | 7171.50 |
79 | 2010.01.13 04:02 | sell | 40 | 1.00 | 1.44659 | 0.00000 | 0.00000 | ||
80 | 2010.01.14 19:15 | close | 40 | 1.00 | 1.45070 | 0.00000 | 0.00000 | -414.00 | 6757.50 |
81 | 2010.01.14 19:17 | buy | 41 | 1.00 | 1.45049 | 0.00000 | 0.00000 | ||
82 | 2010.01.15 15:00 | close | 41 | 1.00 | 1.43750 | 0.00000 | 0.00000 | -1299.50 | 5458.00 |
83 | 2010.01.15 15:02 | sell | 42 | 1.00 | 1.43696 | 0.00000 | 0.00000 | ||
84 | 2010.01.15 22:57 | close at stop | 42 | 1.00 | 1.43867 | 0.00000 | 0.00000 | -171.00 | 5287.00 |