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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -541.20 | Gross profit | 770.60 | Gross loss | -1311.80 |
| Profit factor | 0.59 | Expected payoff | -24.60 | ||
| Absolute drawdown | 1022.20 | Maximal drawdown | 1792.80 (16.65%) | Relative drawdown | 16.65% (1792.80) |
| Total trades | 22 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 21 (95.45%) | Loss trades (% of total) | 1 (4.55%) | ||
| Largest | profit trade | 50.00 | loss trade | -1311.80 | |
| Average | profit trade | 36.70 | loss trade | -1311.80 | |
| Maximum | consecutive wins (profit in money) | 21 (770.60) | consecutive losses (loss in money) | 1 (-1311.80) | |
| Maximal | consecutive profit (count of wins) | 770.60 (21) | consecutive loss (count of losses) | -1311.80 (1) | |
| Average | consecutive wins | 21 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 05:02 | sell | 1 | 1.00 | 1.50041 | 0.00000 | 1.49991 | ||
| 2 | 2009.12.01 06:10 | t/p | 1 | 1.00 | 1.49991 | 0.00000 | 1.49991 | 50.00 | 10050.00 |
| 3 | 2009.12.01 06:10 | sell | 2 | 1.00 | 1.49964 | 0.00000 | 1.49914 | ||
| 4 | 2009.12.01 06:15 | t/p | 2 | 1.00 | 1.49914 | 0.00000 | 1.49914 | 50.00 | 10100.00 |
| 5 | 2009.12.01 06:45 | sell | 3 | 1.00 | 1.49984 | 0.00000 | 1.49934 | ||
| 6 | 2009.12.01 07:20 | t/p | 3 | 1.00 | 1.49934 | 0.00000 | 1.49934 | 50.00 | 10150.00 |
| 7 | 2009.12.03 02:00 | buy | 4 | 1.00 | 1.50787 | 0.00000 | 1.50837 | ||
| 8 | 2009.12.03 02:15 | modify | 4 | 1.00 | 1.50787 | 1.50790 | 1.50837 | ||
| 9 | 2009.12.03 02:20 | t/p | 4 | 1.00 | 1.50837 | 1.50790 | 1.50837 | 50.00 | 10200.00 |
| 10 | 2009.12.03 02:20 | buy | 5 | 1.00 | 1.50846 | 0.00000 | 1.50896 | ||
| 11 | 2009.12.03 02:37 | modify | 5 | 1.00 | 1.50846 | 1.50847 | 1.50896 | ||
| 12 | 2009.12.03 02:40 | s/l | 5 | 1.00 | 1.50847 | 1.50847 | 1.50896 | 1.00 | 10201.00 |
| 13 | 2009.12.03 02:40 | buy | 6 | 1.00 | 1.50850 | 0.00000 | 1.50900 | ||
| 14 | 2009.12.03 03:45 | modify | 6 | 1.00 | 1.50850 | 1.50868 | 1.50900 | ||
| 15 | 2009.12.03 03:50 | t/p | 6 | 1.00 | 1.50900 | 1.50868 | 1.50900 | 50.00 | 10251.00 |
| 16 | 2009.12.09 22:00 | buy | 7 | 1.00 | 1.47306 | 0.00000 | 1.47356 | ||
| 17 | 2009.12.09 22:07 | modify | 7 | 1.00 | 1.47306 | 1.47307 | 1.47356 | ||
| 18 | 2009.12.09 22:10 | s/l | 7 | 1.00 | 1.47307 | 1.47307 | 1.47356 | 1.00 | 10252.00 |
| 19 | 2009.12.09 22:10 | buy | 8 | 1.00 | 1.47313 | 0.00000 | 1.47363 | ||
| 20 | 2009.12.09 23:10 | t/p | 8 | 1.00 | 1.47363 | 0.00000 | 1.47363 | 50.00 | 10302.00 |
| 21 | 2009.12.10 22:00 | buy | 9 | 1.00 | 1.47309 | 0.00000 | 1.47359 | ||
| 22 | 2009.12.10 22:32 | modify | 9 | 1.00 | 1.47309 | 1.47310 | 1.47359 | ||
| 23 | 2009.12.10 22:37 | modify | 9 | 1.00 | 1.47309 | 1.47317 | 1.47359 | ||
| 24 | 2009.12.10 22:40 | s/l | 9 | 1.00 | 1.47317 | 1.47317 | 1.47359 | 8.00 | 10310.00 |
| 25 | 2009.12.10 22:40 | buy | 10 | 1.00 | 1.47326 | 0.00000 | 1.47376 | ||
| 26 | 2009.12.10 23:50 | modify | 10 | 1.00 | 1.47326 | 1.47330 | 1.47376 | ||
| 27 | 2009.12.10 23:57 | s/l | 10 | 1.00 | 1.47330 | 1.47330 | 1.47376 | 4.00 | 10314.00 |
| 28 | 2009.12.11 15:00 | sell | 11 | 1.00 | 1.47070 | 0.00000 | 1.47020 | ||
| 29 | 2009.12.11 15:13 | t/p | 11 | 1.00 | 1.47020 | 0.00000 | 1.47020 | 50.00 | 10364.00 |
| 30 | 2009.12.11 15:13 | sell | 12 | 1.00 | 1.46956 | 0.00000 | 1.46906 | ||
| 31 | 2009.12.11 15:20 | t/p | 12 | 1.00 | 1.46906 | 0.00000 | 1.46906 | 50.00 | 10414.00 |
| 32 | 2009.12.29 08:00 | buy | 13 | 1.00 | 1.43816 | 0.00000 | 1.43866 | ||
| 33 | 2009.12.29 08:05 | modify | 13 | 1.00 | 1.43816 | 1.43823 | 1.43866 | ||
| 34 | 2009.12.29 08:07 | s/l | 13 | 1.00 | 1.43823 | 1.43823 | 1.43866 | 7.00 | 10421.00 |
| 35 | 2009.12.29 08:07 | buy | 14 | 1.00 | 1.43810 | 0.00000 | 1.43860 | ||
| 36 | 2009.12.29 08:10 | t/p | 14 | 1.00 | 1.43860 | 0.00000 | 1.43860 | 50.00 | 10471.00 |
| 37 | 2009.12.29 08:12 | buy | 15 | 1.00 | 1.43914 | 0.00000 | 1.43964 | ||
| 38 | 2009.12.29 08:15 | t/p | 15 | 1.00 | 1.43964 | 0.00000 | 1.43964 | 50.00 | 10521.00 |
| 39 | 2010.01.12 20:20 | sell | 16 | 1.00 | 1.44907 | 0.00000 | 1.44857 | ||
| 40 | 2010.01.12 20:37 | modify | 16 | 1.00 | 1.44907 | 1.44907 | 1.44857 | ||
| 41 | 2010.01.12 20:40 | s/l | 16 | 1.00 | 1.44907 | 1.44907 | 1.44857 | 0.00 | 10521.00 |
| 42 | 2010.01.12 20:42 | sell | 17 | 1.00 | 1.44908 | 0.00000 | 1.44858 | ||
| 43 | 2010.01.12 21:20 | t/p | 17 | 1.00 | 1.44858 | 0.00000 | 1.44858 | 50.00 | 10571.00 |
| 44 | 2010.01.12 21:20 | sell | 18 | 1.00 | 1.44828 | 0.00000 | 1.44778 | ||
| 45 | 2010.01.13 00:45 | modify | 18 | 1.00 | 1.44828 | 1.44819 | 1.44778 | ||
| 46 | 2010.01.13 00:50 | t/p | 18 | 1.00 | 1.44778 | 1.44819 | 1.44778 | 49.60 | 10620.60 |
| 47 | 2010.01.13 07:20 | buy | 19 | 1.00 | 1.44959 | 0.00000 | 1.45009 | ||
| 48 | 2010.01.13 07:45 | modify | 19 | 1.00 | 1.44959 | 1.44977 | 1.45009 | ||
| 49 | 2010.01.13 07:50 | t/p | 19 | 1.00 | 1.45009 | 1.44977 | 1.45009 | 50.00 | 10670.60 |
| 50 | 2010.01.13 07:50 | buy | 20 | 1.00 | 1.45054 | 0.00000 | 1.45104 | ||
| 51 | 2010.01.13 08:02 | t/p | 20 | 1.00 | 1.45104 | 0.00000 | 1.45104 | 50.00 | 10720.60 |
| 52 | 2010.01.13 18:00 | sell | 21 | 1.00 | 1.44908 | 0.00000 | 1.44858 | ||
| 53 | 2010.01.13 19:20 | t/p | 21 | 1.00 | 1.44858 | 0.00000 | 1.44858 | 50.00 | 10770.60 |
| 54 | 2010.01.14 20:07 | buy | 22 | 1.00 | 1.45155 | 0.00000 | 1.45205 | ||
| 55 | 2010.01.15 22:57 | close at stop | 22 | 1.00 | 1.43843 | 0.00000 | 1.45205 | -1311.80 | 9458.80 |