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; TrailingStop=20; ProfitTarget=100; Slippage=3; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -399.65 | Gross profit | 799.46 | Gross loss | -1199.11 |
Profit factor | 0.67 | Expected payoff | -9.52 | ||
Absolute drawdown | 615.36 | Maximal drawdown | 624.56 (6.24%) | Relative drawdown | 6.24% (624.56) |
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 | 156.30 | loss trade | -141.90 | |
Average | profit trade | 66.62 | loss trade | -39.97 | |
Maximum | consecutive wins (profit in money) | 2 (195.21) | consecutive losses (loss in money) | 7 (-345.37) | |
Maximal | consecutive profit (count of wins) | 195.21 (2) | consecutive loss (count of losses) | -345.37 (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 | 0.10 | 1.50352 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 03:15 | close | 1 | 0.10 | 1.50070 | 0.00000 | 0.00000 | -28.20 | 9971.80 |
3 | 2009.12.01 03:17 | sell | 2 | 0.10 | 1.50084 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 12:00 | close | 2 | 0.10 | 1.50756 | 0.00000 | 0.00000 | -67.20 | 9904.60 |
5 | 2009.12.01 12:02 | buy | 3 | 0.10 | 1.50793 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 03:00 | close | 3 | 0.10 | 1.50785 | 0.00000 | 0.00000 | -0.85 | 9903.75 |
7 | 2009.12.02 03:02 | sell | 4 | 0.10 | 1.50797 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 09:00 | close | 4 | 0.10 | 1.50851 | 0.00000 | 0.00000 | -5.76 | 9897.99 |
9 | 2009.12.04 09:02 | buy | 5 | 0.10 | 1.50845 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 0.10 | 1.49426 | 0.00000 | 0.00000 | -141.90 | 9756.09 |
11 | 2009.12.04 15:02 | sell | 6 | 0.10 | 1.49161 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 07:00 | close | 6 | 0.10 | 1.48844 | 0.00000 | 0.00000 | 31.61 | 9787.70 |
13 | 2009.12.07 07:02 | buy | 7 | 0.10 | 1.48852 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 13:00 | close | 7 | 0.10 | 1.47956 | 0.00000 | 0.00000 | -89.60 | 9698.10 |
15 | 2009.12.07 13:02 | sell | 8 | 0.10 | 1.47951 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 19:00 | close | 8 | 0.10 | 1.48480 | 0.00000 | 0.00000 | -52.90 | 9645.20 |
17 | 2009.12.07 19:02 | buy | 9 | 0.10 | 1.48512 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 02:00 | close | 9 | 0.10 | 1.47095 | 0.00000 | 0.00000 | -141.80 | 9503.40 |
19 | 2009.12.09 02:02 | sell | 10 | 0.10 | 1.46949 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 07:00 | close | 10 | 0.10 | 1.47303 | 0.00000 | 0.00000 | -35.40 | 9468.00 |
21 | 2009.12.09 07:02 | buy | 11 | 0.10 | 1.47294 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 22:20 | close | 11 | 0.10 | 1.47247 | 0.00000 | 0.00000 | -4.70 | 9463.30 |
23 | 2009.12.09 22:22 | sell | 12 | 0.10 | 1.47263 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 05:00 | close | 12 | 0.10 | 1.47298 | 0.00000 | 0.00000 | -3.77 | 9459.53 |
25 | 2009.12.10 05:02 | buy | 13 | 0.10 | 1.47314 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 18:00 | close | 13 | 0.10 | 1.47142 | 0.00000 | 0.00000 | -17.20 | 9442.33 |
27 | 2009.12.10 18:02 | sell | 14 | 0.10 | 1.47186 | 0.00000 | 0.00000 | ||
28 | 2009.12.14 06:00 | close | 14 | 0.10 | 1.46594 | 0.00000 | 0.00000 | 59.02 | 9501.35 |
29 | 2009.12.14 06:02 | buy | 15 | 0.10 | 1.46601 | 0.00000 | 0.00000 | ||
30 | 2009.12.15 07:00 | close | 15 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -22.75 | 9478.60 |
31 | 2009.12.15 07:02 | sell | 16 | 0.10 | 1.46434 | 0.00000 | 0.00000 | ||
32 | 2009.12.16 01:00 | close | 16 | 0.10 | 1.45415 | 0.00000 | 0.00000 | 101.81 | 9580.41 |
33 | 2009.12.16 01:02 | buy | 17 | 0.10 | 1.45397 | 0.00000 | 0.00000 | ||
34 | 2009.12.16 09:00 | close | 17 | 0.10 | 1.45182 | 0.00000 | 0.00000 | -21.50 | 9558.91 |
35 | 2009.12.16 09:02 | sell | 18 | 0.10 | 1.45198 | 0.00000 | 0.00000 | ||
36 | 2009.12.16 13:00 | close | 18 | 0.10 | 1.45694 | 0.00000 | 0.00000 | -49.60 | 9509.31 |
37 | 2009.12.16 13:03 | buy | 19 | 0.10 | 1.45761 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 21:00 | close | 19 | 0.10 | 1.45148 | 0.00000 | 0.00000 | -61.30 | 9448.01 |
39 | 2009.12.16 21:02 | sell | 20 | 0.10 | 1.45069 | 0.00000 | 0.00000 | ||
40 | 2009.12.17 20:20 | close | 20 | 0.10 | 1.43639 | 0.00000 | 0.00000 | 142.73 | 9590.74 |
41 | 2009.12.17 20:25 | buy | 21 | 0.10 | 1.43619 | 0.00000 | 0.00000 | ||
42 | 2009.12.18 15:00 | close | 21 | 0.10 | 1.43171 | 0.00000 | 0.00000 | -44.85 | 9545.89 |
43 | 2009.12.18 15:02 | sell | 22 | 0.10 | 1.43142 | 0.00000 | 0.00000 | ||
44 | 2009.12.21 03:00 | close | 22 | 0.10 | 1.43205 | 0.00000 | 0.00000 | -6.39 | 9539.50 |
45 | 2009.12.21 03:02 | buy | 23 | 0.10 | 1.43188 | 0.00000 | 0.00000 | ||
46 | 2009.12.21 10:00 | close | 23 | 0.10 | 1.42914 | 0.00000 | 0.00000 | -27.40 | 9512.10 |
47 | 2009.12.21 10:02 | sell | 24 | 0.10 | 1.42863 | 0.00000 | 0.00000 | ||
48 | 2009.12.22 09:00 | close | 24 | 0.10 | 1.43074 | 0.00000 | 0.00000 | -21.19 | 9490.91 |
49 | 2009.12.22 09:03 | buy | 25 | 0.10 | 1.43093 | 0.00000 | 0.00000 | ||
50 | 2009.12.22 12:20 | close | 25 | 0.10 | 1.42917 | 0.00000 | 0.00000 | -17.60 | 9473.31 |
51 | 2009.12.22 12:22 | sell | 26 | 0.10 | 1.42949 | 0.00000 | 0.00000 | ||
52 | 2009.12.23 15:00 | close | 26 | 0.10 | 1.42812 | 0.00000 | 0.00000 | 13.61 | 9486.92 |
53 | 2009.12.23 15:03 | buy | 27 | 0.10 | 1.42789 | 0.00000 | 0.00000 | ||
54 | 2009.12.24 16:00 | close | 27 | 0.10 | 1.43651 | 0.00000 | 0.00000 | 86.05 | 9572.97 |
55 | 2009.12.24 16:02 | sell | 28 | 0.10 | 1.43655 | 0.00000 | 0.00000 | ||
56 | 2009.12.28 08:00 | close | 28 | 0.10 | 1.43894 | 0.00000 | 0.00000 | -24.08 | 9548.89 |
57 | 2009.12.28 08:03 | buy | 29 | 0.10 | 1.43849 | 0.00000 | 0.00000 | ||
58 | 2009.12.29 17:00 | close | 29 | 0.10 | 1.44049 | 0.00000 | 0.00000 | 19.95 | 9568.84 |
59 | 2009.12.29 17:02 | sell | 30 | 0.10 | 1.44036 | 0.00000 | 0.00000 | ||
60 | 2009.12.30 19:00 | close | 30 | 0.10 | 1.43384 | 0.00000 | 0.00000 | 65.11 | 9633.95 |
61 | 2009.12.30 19:02 | buy | 31 | 0.10 | 1.43453 | 0.00000 | 0.00000 | ||
62 | 2010.01.04 00:00 | close | 31 | 0.10 | 1.43261 | 0.00000 | 0.00000 | -19.45 | 9614.50 |
63 | 2010.01.04 00:02 | sell | 32 | 0.10 | 1.43324 | 0.00000 | 0.00000 | ||
64 | 2010.01.04 10:00 | close | 32 | 0.10 | 1.43378 | 0.00000 | 0.00000 | -5.40 | 9609.10 |
65 | 2010.01.04 10:02 | buy | 33 | 0.10 | 1.43380 | 0.00000 | 0.00000 | ||
66 | 2010.01.05 13:00 | close | 33 | 0.10 | 1.44169 | 0.00000 | 0.00000 | 78.85 | 9687.95 |
67 | 2010.01.05 13:02 | sell | 34 | 0.10 | 1.44182 | 0.00000 | 0.00000 | ||
68 | 2010.01.06 22:00 | close | 34 | 0.10 | 1.44126 | 0.00000 | 0.00000 | 5.51 | 9693.46 |
69 | 2010.01.06 22:02 | buy | 35 | 0.10 | 1.44127 | 0.00000 | 0.00000 | ||
70 | 2010.01.07 08:00 | close | 35 | 0.10 | 1.43678 | 0.00000 | 0.00000 | -45.05 | 9648.41 |
71 | 2010.01.07 08:02 | sell | 36 | 0.10 | 1.43575 | 0.00000 | 0.00000 | ||
72 | 2010.01.08 09:00 | close | 36 | 0.10 | 1.43185 | 0.00000 | 0.00000 | 38.91 | 9687.32 |
73 | 2010.01.08 09:02 | buy | 37 | 0.10 | 1.43163 | 0.00000 | 0.00000 | ||
74 | 2010.01.12 05:00 | close | 37 | 0.10 | 1.44727 | 0.00000 | 0.00000 | 156.30 | 9843.62 |
75 | 2010.01.12 05:02 | sell | 38 | 0.10 | 1.44730 | 0.00000 | 0.00000 | ||
76 | 2010.01.12 12:00 | close | 38 | 0.10 | 1.45052 | 0.00000 | 0.00000 | -32.20 | 9811.42 |
77 | 2010.01.12 12:02 | buy | 39 | 0.10 | 1.45015 | 0.00000 | 0.00000 | ||
78 | 2010.01.13 04:00 | close | 39 | 0.10 | 1.44738 | 0.00000 | 0.00000 | -27.75 | 9783.67 |
79 | 2010.01.13 04:02 | sell | 40 | 0.10 | 1.44659 | 0.00000 | 0.00000 | ||
80 | 2010.01.14 19:15 | close | 40 | 0.10 | 1.45053 | 0.00000 | 0.00000 | -39.67 | 9744.00 |
81 | 2010.01.14 19:17 | buy | 41 | 0.10 | 1.45032 | 0.00000 | 0.00000 | ||
82 | 2010.01.15 15:00 | close | 41 | 0.10 | 1.43750 | 0.00000 | 0.00000 | -128.25 | 9615.75 |
83 | 2010.01.15 15:02 | sell | 42 | 0.10 | 1.43696 | 0.00000 | 0.00000 | ||
84 | 2010.01.15 22:57 | close at stop | 42 | 0.10 | 1.43850 | 0.00000 | 0.00000 | -15.40 | 9600.35 |