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 | MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -493.50 | Gross profit | 326.00 | Gross loss | -819.50 |
| Profit factor | 0.40 | Expected payoff | -23.50 | ||
| Absolute drawdown | 547.50 | Maximal drawdown | 702.00 (6.91%) | Relative drawdown | 6.91% (702.00) |
| Total trades | 21 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 9 (42.86%) | Loss trades (% of total) | 12 (57.14%) | ||
| Largest | profit trade | 120.00 | loss trade | -71.50 | |
| Average | profit trade | 36.22 | loss trade | -68.29 | |
| Maximum | consecutive wins (profit in money) | 3 (146.00) | consecutive losses (loss in money) | 3 (-214.50) | |
| Maximal | consecutive profit (count of wins) | 146.00 (3) | consecutive loss (count of losses) | -214.50 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 02:00 | buy stop | 1 | 1.30 | 1.50232 | 1.50177 | 1.50332 | ||
| 2 | 2009.12.01 02:02 | sell stop | 2 | 1.30 | 1.49431 | 1.49486 | 1.49331 | ||
| 3 | 2009.12.01 02:20 | buy | 1 | 1.30 | 1.50232 | 1.50177 | 1.50332 | ||
| 4 | 2009.12.01 02:20 | delete | 2 | 1.30 | 1.49431 | 1.49486 | 1.49331 | ||
| 5 | 2009.12.01 02:27 | s/l | 1 | 1.30 | 1.50177 | 1.50177 | 1.50332 | -71.50 | 9928.50 |
| 6 | 2009.12.01 02:27 | buy stop | 3 | 1.30 | 1.50232 | 1.50177 | 1.50332 | ||
| 7 | 2009.12.01 02:27 | sell stop | 4 | 1.30 | 1.49431 | 1.49486 | 1.49331 | ||
| 8 | 2009.12.01 04:50 | buy | 3 | 1.30 | 1.50232 | 1.50177 | 1.50332 | ||
| 9 | 2009.12.01 04:50 | delete | 4 | 1.30 | 1.49431 | 1.49486 | 1.49331 | ||
| 10 | 2009.12.01 04:57 | s/l | 3 | 1.30 | 1.50177 | 1.50177 | 1.50332 | -71.50 | 9857.00 |
| 11 | 2009.12.02 02:00 | sell stop | 5 | 1.30 | 1.50434 | 1.50489 | 1.50334 | ||
| 12 | 2009.12.02 02:02 | buy stop | 6 | 1.30 | 1.51364 | 1.51309 | 1.51464 | ||
| 13 | 2009.12.02 17:20 | sell | 5 | 1.30 | 1.50434 | 1.50489 | 1.50334 | ||
| 14 | 2009.12.02 17:20 | delete | 6 | 1.30 | 1.51364 | 1.51309 | 1.51464 | ||
| 15 | 2009.12.02 17:27 | s/l | 5 | 1.30 | 1.50489 | 1.50489 | 1.50334 | -71.50 | 9785.50 |
| 16 | 2009.12.07 02:00 | buy stop | 7 | 1.20 | 1.49560 | 1.49505 | 1.49660 | ||
| 17 | 2009.12.07 02:02 | sell stop | 8 | 1.20 | 1.48013 | 1.48068 | 1.47913 | ||
| 18 | 2009.12.07 09:45 | sell | 8 | 1.20 | 1.48013 | 1.48068 | 1.47913 | ||
| 19 | 2009.12.07 09:45 | delete | 7 | 1.20 | 1.49560 | 1.49505 | 1.49660 | ||
| 20 | 2009.12.07 09:50 | t/p | 8 | 1.20 | 1.47913 | 1.48068 | 1.47913 | 120.00 | 9905.50 |
| 21 | 2009.12.08 02:00 | sell stop | 9 | 1.30 | 1.48300 | 1.48355 | 1.48200 | ||
| 22 | 2009.12.08 02:03 | buy stop | 10 | 1.30 | 1.49242 | 1.49187 | 1.49342 | ||
| 23 | 2009.12.08 03:32 | sell | 9 | 1.30 | 1.48300 | 1.48355 | 1.48200 | ||
| 24 | 2009.12.08 03:32 | delete | 10 | 1.30 | 1.49242 | 1.49187 | 1.49342 | ||
| 25 | 2009.12.08 03:37 | modify | 9 | 1.30 | 1.48300 | 1.48290 | 0.00000 | ||
| 26 | 2009.12.08 03:40 | s/l | 9 | 1.30 | 1.48290 | 1.48290 | 0.00000 | 13.00 | 9918.50 |
| 27 | 2009.12.09 02:00 | buy stop | 11 | 1.30 | 1.47731 | 1.47676 | 1.47831 | ||
| 28 | 2009.12.09 02:02 | sell stop | 12 | 1.30 | 1.46601 | 1.46656 | 1.46501 | ||
| 29 | 2009.12.09 11:32 | buy | 11 | 1.30 | 1.47731 | 1.47676 | 1.47831 | ||
| 30 | 2009.12.09 11:32 | delete | 12 | 1.30 | 1.46601 | 1.46656 | 1.46501 | ||
| 31 | 2009.12.09 11:32 | modify | 11 | 1.30 | 1.47731 | 1.47741 | 0.00000 | ||
| 32 | 2009.12.09 11:45 | s/l | 11 | 1.30 | 1.47741 | 1.47741 | 0.00000 | 13.00 | 9931.50 |
| 33 | 2009.12.14 02:00 | buy stop | 13 | 1.30 | 1.46806 | 1.46751 | 1.46906 | ||
| 34 | 2009.12.14 02:02 | sell stop | 14 | 1.30 | 1.45656 | 1.45711 | 1.45556 | ||
| 35 | 2009.12.14 06:46 | buy | 13 | 1.30 | 1.46806 | 1.46751 | 1.46906 | ||
| 36 | 2009.12.14 06:46 | delete | 14 | 1.30 | 1.45656 | 1.45711 | 1.45556 | ||
| 37 | 2009.12.14 07:02 | s/l | 13 | 1.30 | 1.46751 | 1.46751 | 1.46906 | -71.50 | 9860.00 |
| 38 | 2009.12.16 02:00 | buy stop | 15 | 1.30 | 1.45809 | 1.45754 | 1.45909 | ||
| 39 | 2009.12.16 02:02 | sell stop | 16 | 1.30 | 1.44833 | 1.44888 | 1.44733 | ||
| 40 | 2009.12.16 13:16 | buy | 15 | 1.30 | 1.45809 | 1.45754 | 1.45909 | ||
| 41 | 2009.12.16 13:16 | delete | 16 | 1.30 | 1.44833 | 1.44888 | 1.44733 | ||
| 42 | 2009.12.16 13:40 | s/l | 15 | 1.30 | 1.45754 | 1.45754 | 1.45909 | -71.50 | 9788.50 |
| 43 | 2009.12.18 02:00 | buy stop | 17 | 1.20 | 1.44180 | 1.44125 | 1.44280 | ||
| 44 | 2009.12.18 02:02 | sell stop | 18 | 1.20 | 1.42830 | 1.42885 | 1.42730 | ||
| 45 | 2009.12.18 16:50 | sell | 18 | 1.20 | 1.42830 | 1.42885 | 1.42730 | ||
| 46 | 2009.12.18 16:50 | delete | 17 | 1.20 | 1.44180 | 1.44125 | 1.44280 | ||
| 47 | 2009.12.18 16:52 | modify | 18 | 1.20 | 1.42830 | 1.42820 | 0.00000 | ||
| 48 | 2009.12.18 16:57 | s/l | 18 | 1.20 | 1.42820 | 1.42820 | 0.00000 | 12.00 | 9800.50 |
| 49 | 2009.12.21 02:00 | buy stop | 19 | 1.20 | 1.43359 | 1.43304 | 1.43459 | ||
| 50 | 2009.12.21 02:02 | sell stop | 20 | 1.20 | 1.42406 | 1.42461 | 1.42306 | ||
| 51 | 2009.12.21 02:37 | buy | 19 | 1.20 | 1.43359 | 1.43304 | 1.43459 | ||
| 52 | 2009.12.21 02:37 | delete | 20 | 1.20 | 1.42406 | 1.42461 | 1.42306 | ||
| 53 | 2009.12.21 02:40 | s/l | 19 | 1.20 | 1.43304 | 1.43304 | 1.43459 | -66.00 | 9734.50 |
| 54 | 2009.12.21 02:40 | buy stop | 21 | 1.20 | 1.43359 | 1.43304 | 1.43459 | ||
| 55 | 2009.12.21 02:42 | sell stop | 22 | 1.20 | 1.42406 | 1.42461 | 1.42306 | ||
| 56 | 2009.12.21 03:40 | buy | 21 | 1.20 | 1.43359 | 1.43304 | 1.43459 | ||
| 57 | 2009.12.21 03:40 | delete | 22 | 1.20 | 1.42406 | 1.42461 | 1.42306 | ||
| 58 | 2009.12.21 03:40 | modify | 21 | 1.20 | 1.43359 | 1.43369 | 0.00000 | ||
| 59 | 2009.12.21 06:50 | s/l | 21 | 1.20 | 1.43369 | 1.43369 | 0.00000 | 12.00 | 9746.50 |
| 60 | 2009.12.24 02:00 | sell stop | 23 | 1.20 | 1.42998 | 1.43053 | 1.42898 | ||
| 61 | 2009.12.24 02:02 | buy stop | 24 | 1.20 | 1.43858 | 1.43803 | 1.43958 | ||
| 62 | 2009.12.24 10:50 | buy | 24 | 1.20 | 1.43858 | 1.43803 | 1.43958 | ||
| 63 | 2009.12.24 10:50 | delete | 23 | 1.20 | 1.42998 | 1.43053 | 1.42898 | ||
| 64 | 2009.12.24 10:50 | modify | 24 | 1.20 | 1.43858 | 1.43868 | 0.00000 | ||
| 65 | 2009.12.24 10:52 | s/l | 24 | 1.20 | 1.43868 | 1.43868 | 0.00000 | 12.00 | 9758.50 |
| 66 | 2009.12.28 02:00 | buy stop | 25 | 1.20 | 1.46802 | 1.46747 | 1.46902 | ||
| 67 | 2009.12.28 02:02 | sell stop | 26 | 1.20 | 1.41967 | 1.42022 | 1.41867 | ||
| 68 | 2009.12.28 23:00 | delete | 26 | 1.20 | 1.41967 | 1.42022 | 1.41867 | ||
| 69 | 2009.12.28 23:00 | delete | 25 | 1.20 | 1.46802 | 1.46747 | 1.46902 | ||
| 70 | 2009.12.30 02:00 | buy stop | 27 | 1.20 | 1.43943 | 1.43888 | 1.44043 | ||
| 71 | 2009.12.30 02:03 | sell stop | 28 | 1.20 | 1.43107 | 1.43162 | 1.43007 | ||
| 72 | 2009.12.30 02:50 | sell | 28 | 1.20 | 1.43107 | 1.43162 | 1.43007 | ||
| 73 | 2009.12.30 02:50 | delete | 27 | 1.20 | 1.43943 | 1.43888 | 1.44043 | ||
| 74 | 2009.12.30 02:59 | s/l | 28 | 1.20 | 1.43162 | 1.43162 | 1.43007 | -66.00 | 9692.50 |
| 75 | 2009.12.30 02:59 | buy stop | 29 | 1.20 | 1.43943 | 1.43888 | 1.44043 | ||
| 76 | 2009.12.30 03:00 | sell stop | 30 | 1.20 | 1.43107 | 1.43162 | 1.43007 | ||
| 77 | 2009.12.30 03:15 | sell | 30 | 1.20 | 1.43107 | 1.43162 | 1.43007 | ||
| 78 | 2009.12.30 03:15 | delete | 29 | 1.20 | 1.43943 | 1.43888 | 1.44043 | ||
| 79 | 2009.12.30 03:20 | modify | 30 | 1.20 | 1.43107 | 1.43097 | 0.00000 | ||
| 80 | 2009.12.30 03:27 | s/l | 30 | 1.20 | 1.43097 | 1.43097 | 0.00000 | 12.00 | 9704.50 |
| 81 | 2010.01.04 02:00 | buy stop | 31 | 1.20 | 1.46802 | 1.46747 | 1.46902 | ||
| 82 | 2010.01.04 02:03 | sell stop | 32 | 1.20 | 1.41967 | 1.42022 | 1.41867 | ||
| 83 | 2010.01.04 23:00 | delete | 32 | 1.20 | 1.41967 | 1.42022 | 1.41867 | ||
| 84 | 2010.01.04 23:00 | delete | 31 | 1.20 | 1.46802 | 1.46747 | 1.46902 | ||
| 85 | 2010.01.05 02:00 | sell stop | 33 | 1.20 | 1.43561 | 1.43616 | 1.43461 | ||
| 86 | 2010.01.05 02:02 | buy stop | 34 | 1.20 | 1.44756 | 1.44701 | 1.44856 | ||
| 87 | 2010.01.05 07:50 | buy | 34 | 1.20 | 1.44756 | 1.44701 | 1.44856 | ||
| 88 | 2010.01.05 07:50 | delete | 33 | 1.20 | 1.43561 | 1.43616 | 1.43461 | ||
| 89 | 2010.01.05 07:57 | s/l | 34 | 1.20 | 1.44701 | 1.44701 | 1.44856 | -66.00 | 9638.50 |
| 90 | 2010.01.06 02:00 | buy stop | 35 | 1.20 | 1.44145 | 1.44090 | 1.44245 | ||
| 91 | 2010.01.06 02:02 | sell stop | 36 | 1.20 | 1.43257 | 1.43312 | 1.43157 | ||
| 92 | 2010.01.06 07:45 | sell | 36 | 1.20 | 1.43257 | 1.43312 | 1.43157 | ||
| 93 | 2010.01.06 07:45 | delete | 35 | 1.20 | 1.44145 | 1.44090 | 1.44245 | ||
| 94 | 2010.01.06 07:47 | modify | 36 | 1.20 | 1.43257 | 1.43247 | 0.00000 | ||
| 95 | 2010.01.06 08:40 | s/l | 36 | 1.20 | 1.43247 | 1.43247 | 0.00000 | 12.00 | 9650.50 |
| 96 | 2010.01.07 02:00 | sell stop | 37 | 1.20 | 1.43583 | 1.43638 | 1.43483 | ||
| 97 | 2010.01.07 02:02 | buy stop | 38 | 1.20 | 1.44547 | 1.44492 | 1.44647 | ||
| 98 | 2010.01.07 07:50 | sell | 37 | 1.20 | 1.43583 | 1.43638 | 1.43483 | ||
| 99 | 2010.01.07 07:50 | delete | 38 | 1.20 | 1.44547 | 1.44492 | 1.44647 | ||
| 100 | 2010.01.07 07:52 | s/l | 37 | 1.20 | 1.43638 | 1.43638 | 1.43483 | -66.00 | 9584.50 |
| 101 | 2010.01.08 02:00 | buy stop | 39 | 1.20 | 1.43728 | 1.43673 | 1.43828 | ||
| 102 | 2010.01.08 02:02 | sell stop | 40 | 1.20 | 1.42786 | 1.42841 | 1.42686 | ||
| 103 | 2010.01.08 13:16 | sell | 40 | 1.20 | 1.42786 | 1.42841 | 1.42686 | ||
| 104 | 2010.01.08 13:16 | delete | 39 | 1.20 | 1.43728 | 1.43673 | 1.43828 | ||
| 105 | 2010.01.08 13:26 | s/l | 40 | 1.20 | 1.42841 | 1.42841 | 1.42686 | -66.00 | 9518.50 |
| 106 | 2010.01.12 02:00 | sell stop | 41 | 1.20 | 1.44826 | 1.44881 | 1.44726 | ||
| 107 | 2010.01.12 02:02 | sell | 41 | 1.20 | 1.44826 | 1.44881 | 1.44726 | ||
| 108 | 2010.01.12 02:15 | s/l | 41 | 1.20 | 1.44881 | 1.44881 | 1.44726 | -66.00 | 9452.50 |
| 109 | 2010.01.12 02:15 | sell stop | 42 | 1.20 | 1.44826 | 1.44881 | 1.44726 | ||
| 110 | 2010.01.12 02:17 | buy stop | 43 | 1.20 | 1.45733 | 1.45678 | 1.45833 | ||
| 111 | 2010.01.12 03:10 | sell | 42 | 1.20 | 1.44826 | 1.44881 | 1.44726 | ||
| 112 | 2010.01.12 03:10 | delete | 43 | 1.20 | 1.45733 | 1.45678 | 1.45833 | ||
| 113 | 2010.01.12 03:15 | t/p | 42 | 1.20 | 1.44726 | 1.44881 | 1.44726 | 120.00 | 9572.50 |
| 114 | 2010.01.14 02:00 | sell stop | 44 | 1.20 | 1.45173 | 1.45228 | 1.45073 | ||
| 115 | 2010.01.14 02:02 | buy stop | 45 | 1.20 | 1.45988 | 1.45933 | 1.46088 | ||
| 116 | 2010.01.14 09:20 | sell | 44 | 1.20 | 1.45173 | 1.45228 | 1.45073 | ||
| 117 | 2010.01.14 09:20 | delete | 45 | 1.20 | 1.45988 | 1.45933 | 1.46088 | ||
| 118 | 2010.01.14 09:27 | s/l | 44 | 1.20 | 1.45228 | 1.45228 | 1.45073 | -66.00 | 9506.50 |