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; TrailingStop=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -81.00 | Gross profit | 99.00 | Gross loss | -180.00 |
Profit factor | 0.55 | Expected payoff | -1.98 | ||
Absolute drawdown | 100.10 | Maximal drawdown | 102.30 (1.02%) | Relative drawdown | 1.02% (102.30) |
Total trades | 41 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 19 (31.58%) |
Profit trades (% of total) | 11 (26.83%) | Loss trades (% of total) | 30 (73.17%) | ||
Largest | profit trade | 9.00 | loss trade | -6.00 | |
Average | profit trade | 9.00 | loss trade | -6.00 | |
Maximum | consecutive wins (profit in money) | 3 (27.00) | consecutive losses (loss in money) | 9 (-54.00) | |
Maximal | consecutive profit (count of wins) | 27.00 (3) | consecutive loss (count of losses) | -54.00 (9) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 02:00 | buy | 1 | 0.10 | 1.50903 | 1.50843 | 1.50993 | ||
2 | 2009.12.02 02:15 | s/l | 1 | 0.10 | 1.50843 | 1.50843 | 1.50993 | -6.00 | 9994.00 |
3 | 2009.12.02 11:00 | buy | 2 | 0.10 | 1.51006 | 1.50946 | 1.51096 | ||
4 | 2009.12.02 11:32 | s/l | 2 | 0.10 | 1.50946 | 1.50946 | 1.51096 | -6.00 | 9988.00 |
5 | 2009.12.04 07:00 | sell | 3 | 0.10 | 1.50499 | 1.50559 | 1.50409 | ||
6 | 2009.12.04 07:20 | s/l | 3 | 0.10 | 1.50559 | 1.50559 | 1.50409 | -6.00 | 9982.00 |
7 | 2009.12.04 12:00 | sell | 4 | 0.10 | 1.50605 | 1.50665 | 1.50515 | ||
8 | 2009.12.04 12:32 | s/l | 4 | 0.10 | 1.50665 | 1.50665 | 1.50515 | -6.00 | 9976.00 |
9 | 2009.12.07 07:00 | sell | 5 | 0.10 | 1.48837 | 1.48897 | 1.48747 | ||
10 | 2009.12.07 07:10 | s/l | 5 | 0.10 | 1.48897 | 1.48897 | 1.48747 | -6.00 | 9970.00 |
11 | 2009.12.07 08:00 | sell | 6 | 0.10 | 1.48862 | 1.48922 | 1.48772 | ||
12 | 2009.12.07 08:07 | s/l | 6 | 0.10 | 1.48922 | 1.48922 | 1.48772 | -6.00 | 9964.00 |
13 | 2009.12.07 22:00 | sell | 7 | 0.10 | 1.48119 | 1.48179 | 1.48029 | ||
14 | 2009.12.07 22:15 | s/l | 7 | 0.10 | 1.48179 | 1.48179 | 1.48029 | -6.00 | 9958.00 |
15 | 2009.12.08 01:00 | buy | 8 | 0.10 | 1.48387 | 1.48327 | 1.48477 | ||
16 | 2009.12.08 01:10 | s/l | 8 | 0.10 | 1.48327 | 1.48327 | 1.48477 | -6.00 | 9952.00 |
17 | 2009.12.08 12:00 | buy | 9 | 0.10 | 1.48355 | 1.48295 | 1.48445 | ||
18 | 2009.12.08 12:10 | s/l | 9 | 0.10 | 1.48295 | 1.48295 | 1.48445 | -6.00 | 9946.00 |
19 | 2009.12.09 10:00 | buy | 10 | 0.10 | 1.47437 | 1.47377 | 1.47527 | ||
20 | 2009.12.09 10:02 | t/p | 10 | 0.10 | 1.47527 | 1.47377 | 1.47527 | 9.00 | 9955.00 |
21 | 2009.12.10 11:00 | sell | 11 | 0.10 | 1.47116 | 1.47176 | 1.47026 | ||
22 | 2009.12.10 11:10 | s/l | 11 | 0.10 | 1.47176 | 1.47176 | 1.47026 | -6.00 | 9949.00 |
23 | 2009.12.10 22:00 | buy | 12 | 0.10 | 1.47310 | 1.47250 | 1.47400 | ||
24 | 2009.12.10 23:20 | s/l | 12 | 0.10 | 1.47250 | 1.47250 | 1.47400 | -6.00 | 9943.00 |
25 | 2009.12.15 00:00 | buy | 13 | 0.10 | 1.46518 | 1.46458 | 1.46608 | ||
26 | 2009.12.15 02:20 | s/l | 13 | 0.10 | 1.46458 | 1.46458 | 1.46608 | -6.00 | 9937.00 |
27 | 2009.12.15 06:00 | buy | 14 | 0.10 | 1.46544 | 1.46484 | 1.46634 | ||
28 | 2009.12.15 06:10 | s/l | 14 | 0.10 | 1.46484 | 1.46484 | 1.46634 | -6.00 | 9931.00 |
29 | 2009.12.15 18:00 | sell | 15 | 0.10 | 1.45126 | 1.45186 | 1.45036 | ||
30 | 2009.12.15 18:02 | s/l | 15 | 0.10 | 1.45186 | 1.45186 | 1.45036 | -6.00 | 9925.00 |
31 | 2009.12.17 11:00 | sell | 16 | 0.10 | 1.43658 | 1.43718 | 1.43568 | ||
32 | 2009.12.17 11:20 | t/p | 16 | 0.10 | 1.43568 | 1.43718 | 1.43568 | 9.00 | 9934.00 |
33 | 2009.12.17 16:00 | sell | 17 | 0.10 | 1.43564 | 1.43624 | 1.43474 | ||
34 | 2009.12.17 16:02 | s/l | 17 | 0.10 | 1.43624 | 1.43624 | 1.43474 | -6.00 | 9928.00 |
35 | 2009.12.18 03:00 | buy | 18 | 0.10 | 1.43608 | 1.43548 | 1.43698 | ||
36 | 2009.12.18 03:10 | t/p | 18 | 0.10 | 1.43698 | 1.43548 | 1.43698 | 9.00 | 9937.00 |
37 | 2009.12.18 11:00 | buy | 19 | 0.10 | 1.43998 | 1.43938 | 1.44088 | ||
38 | 2009.12.18 11:15 | s/l | 19 | 0.10 | 1.43938 | 1.43938 | 1.44088 | -6.00 | 9931.00 |
39 | 2009.12.21 02:00 | sell | 20 | 0.10 | 1.43250 | 1.43310 | 1.43160 | ||
40 | 2009.12.21 02:32 | s/l | 20 | 0.10 | 1.43310 | 1.43310 | 1.43160 | -6.00 | 9925.00 |
41 | 2009.12.22 23:00 | sell | 21 | 0.10 | 1.42474 | 1.42534 | 1.42384 | ||
42 | 2009.12.22 23:32 | t/p | 21 | 0.10 | 1.42384 | 1.42534 | 1.42384 | 9.00 | 9934.00 |
43 | 2009.12.23 06:00 | sell | 22 | 0.10 | 1.42470 | 1.42530 | 1.42380 | ||
44 | 2009.12.23 06:20 | s/l | 22 | 0.10 | 1.42530 | 1.42530 | 1.42380 | -6.00 | 9928.00 |
45 | 2009.12.23 09:00 | sell | 23 | 0.10 | 1.42554 | 1.42614 | 1.42464 | ||
46 | 2009.12.23 09:07 | t/p | 23 | 0.10 | 1.42464 | 1.42614 | 1.42464 | 9.00 | 9937.00 |
47 | 2009.12.23 11:00 | sell | 24 | 0.10 | 1.42453 | 1.42513 | 1.42363 | ||
48 | 2009.12.23 11:15 | s/l | 24 | 0.10 | 1.42513 | 1.42513 | 1.42363 | -6.00 | 9931.00 |
49 | 2009.12.28 11:00 | buy | 25 | 0.10 | 1.43902 | 1.43842 | 1.43992 | ||
50 | 2009.12.28 11:07 | s/l | 25 | 0.10 | 1.43842 | 1.43842 | 1.43992 | -6.00 | 9925.00 |
51 | 2009.12.30 01:00 | sell | 26 | 0.10 | 1.43402 | 1.43462 | 1.43312 | ||
52 | 2009.12.30 01:15 | s/l | 26 | 0.10 | 1.43462 | 1.43462 | 1.43312 | -6.00 | 9919.00 |
53 | 2009.12.31 00:00 | buy | 27 | 0.10 | 1.43377 | 1.43317 | 1.43467 | ||
54 | 2009.12.31 01:40 | t/p | 27 | 0.10 | 1.43467 | 1.43317 | 1.43467 | 9.00 | 9928.00 |
55 | 2010.01.05 01:00 | buy | 28 | 0.10 | 1.44245 | 1.44185 | 1.44335 | ||
56 | 2010.01.05 01:15 | t/p | 28 | 0.10 | 1.44335 | 1.44185 | 1.44335 | 9.00 | 9937.00 |
57 | 2010.01.05 17:00 | sell | 29 | 0.10 | 1.44165 | 1.44225 | 1.44075 | ||
58 | 2010.01.05 17:07 | s/l | 29 | 0.10 | 1.44225 | 1.44225 | 1.44075 | -6.00 | 9931.00 |
59 | 2010.01.07 03:00 | buy | 30 | 0.10 | 1.44255 | 1.44195 | 1.44345 | ||
60 | 2010.01.07 03:03 | s/l | 30 | 0.10 | 1.44195 | 1.44195 | 1.44345 | -6.00 | 9925.00 |
61 | 2010.01.07 18:00 | sell | 31 | 0.10 | 1.43126 | 1.43186 | 1.43036 | ||
62 | 2010.01.07 18:10 | s/l | 31 | 0.10 | 1.43186 | 1.43186 | 1.43036 | -6.00 | 9919.00 |
63 | 2010.01.08 05:00 | sell | 32 | 0.10 | 1.43130 | 1.43190 | 1.43040 | ||
64 | 2010.01.08 05:37 | s/l | 32 | 0.10 | 1.43190 | 1.43190 | 1.43040 | -6.00 | 9913.00 |
65 | 2010.01.08 12:00 | sell | 33 | 0.10 | 1.43015 | 1.43075 | 1.42925 | ||
66 | 2010.01.08 12:02 | t/p | 33 | 0.10 | 1.42925 | 1.43075 | 1.42925 | 9.00 | 9922.00 |
67 | 2010.01.11 11:00 | buy | 34 | 0.10 | 1.45219 | 1.45159 | 1.45309 | ||
68 | 2010.01.11 11:15 | s/l | 34 | 0.10 | 1.45159 | 1.45159 | 1.45309 | -6.00 | 9916.00 |
69 | 2010.01.11 17:00 | buy | 35 | 0.10 | 1.45483 | 1.45423 | 1.45573 | ||
70 | 2010.01.11 17:03 | s/l | 35 | 0.10 | 1.45423 | 1.45423 | 1.45573 | -6.00 | 9910.00 |
71 | 2010.01.12 16:00 | buy | 36 | 0.10 | 1.45087 | 1.45027 | 1.45177 | ||
72 | 2010.01.12 16:02 | s/l | 36 | 0.10 | 1.45027 | 1.45027 | 1.45177 | -6.00 | 9904.00 |
73 | 2010.01.13 12:00 | buy | 37 | 0.10 | 1.45165 | 1.45105 | 1.45255 | ||
74 | 2010.01.13 12:15 | t/p | 37 | 0.10 | 1.45255 | 1.45105 | 1.45255 | 9.00 | 9913.00 |
75 | 2010.01.14 08:00 | buy | 38 | 0.10 | 1.45418 | 1.45358 | 1.45508 | ||
76 | 2010.01.14 08:02 | t/p | 38 | 0.10 | 1.45508 | 1.45358 | 1.45508 | 9.00 | 9922.00 |
77 | 2010.01.15 11:00 | sell | 39 | 0.10 | 1.44132 | 1.44192 | 1.44042 | ||
78 | 2010.01.15 11:15 | t/p | 39 | 0.10 | 1.44042 | 1.44192 | 1.44042 | 9.00 | 9931.00 |
79 | 2010.01.15 18:00 | sell | 40 | 0.10 | 1.43752 | 1.43812 | 1.43662 | ||
80 | 2010.01.15 18:02 | s/l | 40 | 0.10 | 1.43812 | 1.43812 | 1.43662 | -6.00 | 9925.00 |
81 | 2010.01.15 22:00 | sell | 41 | 0.10 | 1.43797 | 1.43857 | 1.43707 | ||
82 | 2010.01.15 22:15 | s/l | 41 | 0.10 | 1.43857 | 1.43857 | 1.43707 | -6.00 | 9919.00 |