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 | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -135.80 | Gross profit | 94.60 | Gross loss | -230.40 |
Profit factor | 0.41 | Expected payoff | -2.89 | ||
Absolute drawdown | 150.40 | Maximal drawdown | 151.80 (1.52%) | Relative drawdown | 1.52% (151.80) |
Total trades | 47 | Short positions (won %) | 25 (24.00%) | Long positions (won %) | 22 (22.73%) |
Profit trades (% of total) | 11 (23.40%) | Loss trades (% of total) | 36 (76.60%) | ||
Largest | profit trade | 8.60 | loss trade | -6.40 | |
Average | profit trade | 8.60 | loss trade | -6.40 | |
Maximum | consecutive wins (profit in money) | 2 (17.20) | consecutive losses (loss in money) | 10 (-64.00) | |
Maximal | consecutive profit (count of wins) | 17.20 (2) | consecutive loss (count of losses) | -64.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 02:00 | buy | 1 | 0.10 | 1.50907 | 1.50843 | 1.50993 | ||
2 | 2009.12.02 02:15 | s/l | 1 | 0.10 | 1.50843 | 1.50843 | 1.50993 | -6.40 | 9993.60 |
3 | 2009.12.02 11:00 | buy | 2 | 0.10 | 1.51010 | 1.50946 | 1.51096 | ||
4 | 2009.12.02 11:32 | s/l | 2 | 0.10 | 1.50946 | 1.50946 | 1.51096 | -6.40 | 9987.20 |
5 | 2009.12.02 13:00 | sell | 3 | 0.10 | 1.50849 | 1.50913 | 1.50763 | ||
6 | 2009.12.02 13:07 | s/l | 3 | 0.10 | 1.50913 | 1.50913 | 1.50763 | -6.40 | 9980.80 |
7 | 2009.12.04 07:00 | sell | 4 | 0.10 | 1.50499 | 1.50563 | 1.50413 | ||
8 | 2009.12.04 07:20 | s/l | 4 | 0.10 | 1.50563 | 1.50563 | 1.50413 | -6.40 | 9974.40 |
9 | 2009.12.04 12:00 | sell | 5 | 0.10 | 1.50605 | 1.50669 | 1.50519 | ||
10 | 2009.12.04 12:32 | s/l | 5 | 0.10 | 1.50669 | 1.50669 | 1.50519 | -6.40 | 9968.00 |
11 | 2009.12.07 07:00 | sell | 6 | 0.10 | 1.48837 | 1.48901 | 1.48751 | ||
12 | 2009.12.07 07:10 | s/l | 6 | 0.10 | 1.48901 | 1.48901 | 1.48751 | -6.40 | 9961.60 |
13 | 2009.12.07 08:00 | sell | 7 | 0.10 | 1.48862 | 1.48926 | 1.48776 | ||
14 | 2009.12.07 08:07 | s/l | 7 | 0.10 | 1.48926 | 1.48926 | 1.48776 | -6.40 | 9955.20 |
15 | 2009.12.07 22:00 | sell | 8 | 0.10 | 1.48119 | 1.48183 | 1.48033 | ||
16 | 2009.12.07 22:15 | s/l | 8 | 0.10 | 1.48183 | 1.48183 | 1.48033 | -6.40 | 9948.80 |
17 | 2009.12.08 01:00 | buy | 9 | 0.10 | 1.48391 | 1.48327 | 1.48477 | ||
18 | 2009.12.08 01:10 | s/l | 9 | 0.10 | 1.48327 | 1.48327 | 1.48477 | -6.40 | 9942.40 |
19 | 2009.12.08 12:00 | buy | 10 | 0.10 | 1.48359 | 1.48295 | 1.48445 | ||
20 | 2009.12.08 12:10 | s/l | 10 | 0.10 | 1.48295 | 1.48295 | 1.48445 | -6.40 | 9936.00 |
21 | 2009.12.09 10:00 | buy | 11 | 0.10 | 1.47441 | 1.47377 | 1.47527 | ||
22 | 2009.12.09 10:02 | t/p | 11 | 0.10 | 1.47527 | 1.47377 | 1.47527 | 8.60 | 9944.60 |
23 | 2009.12.09 14:00 | sell | 12 | 0.10 | 1.47259 | 1.47323 | 1.47173 | ||
24 | 2009.12.09 14:05 | s/l | 12 | 0.10 | 1.47323 | 1.47323 | 1.47173 | -6.40 | 9938.20 |
25 | 2009.12.09 15:00 | sell | 13 | 0.10 | 1.47307 | 1.47371 | 1.47221 | ||
26 | 2009.12.09 15:07 | s/l | 13 | 0.10 | 1.47371 | 1.47371 | 1.47221 | -6.40 | 9931.80 |
27 | 2009.12.09 22:00 | buy | 14 | 0.10 | 1.47311 | 1.47247 | 1.47397 | ||
28 | 2009.12.09 22:20 | s/l | 14 | 0.10 | 1.47247 | 1.47247 | 1.47397 | -6.40 | 9925.40 |
29 | 2009.12.10 11:00 | sell | 15 | 0.10 | 1.47116 | 1.47180 | 1.47030 | ||
30 | 2009.12.10 11:10 | s/l | 15 | 0.10 | 1.47180 | 1.47180 | 1.47030 | -6.40 | 9919.00 |
31 | 2009.12.10 22:00 | buy | 16 | 0.10 | 1.47314 | 1.47250 | 1.47400 | ||
32 | 2009.12.10 23:20 | s/l | 16 | 0.10 | 1.47250 | 1.47250 | 1.47400 | -6.40 | 9912.60 |
33 | 2009.12.15 06:00 | buy | 17 | 0.10 | 1.46548 | 1.46484 | 1.46634 | ||
34 | 2009.12.15 06:10 | s/l | 17 | 0.10 | 1.46484 | 1.46484 | 1.46634 | -6.40 | 9906.20 |
35 | 2009.12.15 18:00 | sell | 18 | 0.10 | 1.45126 | 1.45190 | 1.45040 | ||
36 | 2009.12.15 18:02 | s/l | 18 | 0.10 | 1.45190 | 1.45190 | 1.45040 | -6.40 | 9899.80 |
37 | 2009.12.17 11:00 | sell | 19 | 0.10 | 1.43658 | 1.43722 | 1.43572 | ||
38 | 2009.12.17 11:20 | t/p | 19 | 0.10 | 1.43572 | 1.43722 | 1.43572 | 8.60 | 9908.40 |
39 | 2009.12.18 03:00 | buy | 20 | 0.10 | 1.43612 | 1.43548 | 1.43698 | ||
40 | 2009.12.18 03:10 | t/p | 20 | 0.10 | 1.43698 | 1.43548 | 1.43698 | 8.60 | 9917.00 |
41 | 2009.12.18 11:00 | buy | 21 | 0.10 | 1.44002 | 1.43938 | 1.44088 | ||
42 | 2009.12.18 11:15 | s/l | 21 | 0.10 | 1.43938 | 1.43938 | 1.44088 | -6.40 | 9910.60 |
43 | 2009.12.21 02:00 | sell | 22 | 0.10 | 1.43250 | 1.43314 | 1.43164 | ||
44 | 2009.12.21 02:32 | s/l | 22 | 0.10 | 1.43314 | 1.43314 | 1.43164 | -6.40 | 9904.20 |
45 | 2009.12.21 08:00 | sell | 23 | 0.10 | 1.43340 | 1.43404 | 1.43254 | ||
46 | 2009.12.21 08:02 | t/p | 23 | 0.10 | 1.43254 | 1.43404 | 1.43254 | 8.60 | 9912.80 |
47 | 2009.12.21 12:00 | buy | 24 | 0.10 | 1.43391 | 1.43327 | 1.43477 | ||
48 | 2009.12.21 12:07 | s/l | 24 | 0.10 | 1.43327 | 1.43327 | 1.43477 | -6.40 | 9906.40 |
49 | 2009.12.22 23:00 | sell | 25 | 0.10 | 1.42474 | 1.42538 | 1.42388 | ||
50 | 2009.12.22 23:32 | t/p | 25 | 0.10 | 1.42388 | 1.42538 | 1.42388 | 8.60 | 9915.00 |
51 | 2009.12.23 06:00 | sell | 26 | 0.10 | 1.42470 | 1.42534 | 1.42384 | ||
52 | 2009.12.23 06:20 | s/l | 26 | 0.10 | 1.42534 | 1.42534 | 1.42384 | -6.40 | 9908.60 |
53 | 2009.12.23 11:00 | sell | 27 | 0.10 | 1.42453 | 1.42517 | 1.42367 | ||
54 | 2009.12.23 11:15 | s/l | 27 | 0.10 | 1.42517 | 1.42517 | 1.42367 | -6.40 | 9902.20 |
55 | 2009.12.28 01:00 | buy | 28 | 0.10 | 1.43759 | 1.43695 | 1.43845 | ||
56 | 2009.12.28 01:15 | s/l | 28 | 0.10 | 1.43695 | 1.43695 | 1.43845 | -6.40 | 9895.80 |
57 | 2009.12.28 11:00 | buy | 29 | 0.10 | 1.43906 | 1.43842 | 1.43992 | ||
58 | 2009.12.28 11:07 | s/l | 29 | 0.10 | 1.43842 | 1.43842 | 1.43992 | -6.40 | 9889.40 |
59 | 2009.12.29 06:00 | buy | 30 | 0.10 | 1.43744 | 1.43680 | 1.43830 | ||
60 | 2009.12.29 06:15 | s/l | 30 | 0.10 | 1.43680 | 1.43680 | 1.43830 | -6.40 | 9883.00 |
61 | 2009.12.30 01:00 | sell | 31 | 0.10 | 1.43402 | 1.43466 | 1.43316 | ||
62 | 2009.12.30 01:15 | s/l | 31 | 0.10 | 1.43466 | 1.43466 | 1.43316 | -6.40 | 9876.60 |
63 | 2009.12.30 19:00 | buy | 32 | 0.10 | 1.43391 | 1.43327 | 1.43477 | ||
64 | 2009.12.30 19:20 | s/l | 32 | 0.10 | 1.43327 | 1.43327 | 1.43477 | -6.40 | 9870.20 |
65 | 2009.12.31 00:00 | buy | 33 | 0.10 | 1.43381 | 1.43317 | 1.43467 | ||
66 | 2009.12.31 01:40 | t/p | 33 | 0.10 | 1.43467 | 1.43317 | 1.43467 | 8.60 | 9878.80 |
67 | 2010.01.05 01:00 | buy | 34 | 0.10 | 1.44249 | 1.44185 | 1.44335 | ||
68 | 2010.01.05 01:15 | t/p | 34 | 0.10 | 1.44335 | 1.44185 | 1.44335 | 8.60 | 9887.40 |
69 | 2010.01.05 10:00 | sell | 35 | 0.10 | 1.44186 | 1.44250 | 1.44100 | ||
70 | 2010.01.05 10:10 | s/l | 35 | 0.10 | 1.44250 | 1.44250 | 1.44100 | -6.40 | 9881.00 |
71 | 2010.01.05 17:00 | sell | 36 | 0.10 | 1.44165 | 1.44229 | 1.44079 | ||
72 | 2010.01.05 17:07 | s/l | 36 | 0.10 | 1.44229 | 1.44229 | 1.44079 | -6.40 | 9874.60 |
73 | 2010.01.07 03:00 | buy | 37 | 0.10 | 1.44259 | 1.44195 | 1.44345 | ||
74 | 2010.01.07 03:03 | s/l | 37 | 0.10 | 1.44195 | 1.44195 | 1.44345 | -6.40 | 9868.20 |
75 | 2010.01.07 18:00 | sell | 38 | 0.10 | 1.43126 | 1.43190 | 1.43040 | ||
76 | 2010.01.07 18:10 | s/l | 38 | 0.10 | 1.43190 | 1.43190 | 1.43040 | -6.40 | 9861.80 |
77 | 2010.01.08 12:00 | sell | 39 | 0.10 | 1.43015 | 1.43079 | 1.42929 | ||
78 | 2010.01.08 12:02 | t/p | 39 | 0.10 | 1.42929 | 1.43079 | 1.42929 | 8.60 | 9870.40 |
79 | 2010.01.11 11:00 | buy | 40 | 0.10 | 1.45223 | 1.45159 | 1.45309 | ||
80 | 2010.01.11 11:15 | s/l | 40 | 0.10 | 1.45159 | 1.45159 | 1.45309 | -6.40 | 9864.00 |
81 | 2010.01.11 17:00 | buy | 41 | 0.10 | 1.45487 | 1.45423 | 1.45573 | ||
82 | 2010.01.11 17:03 | s/l | 41 | 0.10 | 1.45423 | 1.45423 | 1.45573 | -6.40 | 9857.60 |
83 | 2010.01.12 16:00 | buy | 42 | 0.10 | 1.45091 | 1.45027 | 1.45177 | ||
84 | 2010.01.12 16:02 | s/l | 42 | 0.10 | 1.45027 | 1.45027 | 1.45177 | -6.40 | 9851.20 |
85 | 2010.01.12 20:00 | sell | 43 | 0.10 | 1.44970 | 1.45034 | 1.44884 | ||
86 | 2010.01.12 20:37 | t/p | 43 | 0.10 | 1.44884 | 1.45034 | 1.44884 | 8.60 | 9859.80 |
87 | 2010.01.13 12:00 | buy | 44 | 0.10 | 1.45169 | 1.45105 | 1.45255 | ||
88 | 2010.01.13 12:15 | t/p | 44 | 0.10 | 1.45255 | 1.45105 | 1.45255 | 8.60 | 9868.40 |
89 | 2010.01.15 00:00 | sell | 45 | 0.10 | 1.44981 | 1.45045 | 1.44895 | ||
90 | 2010.01.15 00:20 | s/l | 45 | 0.10 | 1.45045 | 1.45045 | 1.44895 | -6.40 | 9862.00 |
91 | 2010.01.15 01:00 | sell | 46 | 0.10 | 1.44993 | 1.45057 | 1.44907 | ||
92 | 2010.01.15 01:40 | t/p | 46 | 0.10 | 1.44907 | 1.45057 | 1.44907 | 8.60 | 9870.60 |
93 | 2010.01.15 18:00 | sell | 47 | 0.10 | 1.43752 | 1.43816 | 1.43666 | ||
94 | 2010.01.15 18:02 | s/l | 47 | 0.10 | 1.43816 | 1.43816 | 1.43666 | -6.40 | 9864.20 |