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 | Debug=false; UseNRTR=0; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=40; UseTrailingStop=false; TrailingStopType=2; TrailingStop=25; UseTakeProfit=false; TakeProfit=999; Slippage=3; SignalCandle=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1453.80 | Gross profit | 1634.60 | Gross loss | -3088.40 |
Profit factor | 0.53 | Expected payoff | -18.64 | ||
Absolute drawdown | 3119.40 | Maximal drawdown | 4652.80 (40.34%) | Relative drawdown | 40.34% (4652.80) |
Total trades | 78 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 78 (1.28%) |
Profit trades (% of total) | 1 (1.28%) | Loss trades (% of total) | 77 (98.72%) | ||
Largest | profit trade | 1634.60 | loss trade | -42.00 | |
Average | profit trade | 1634.60 | loss trade | -40.11 | |
Maximum | consecutive wins (profit in money) | 1 (1634.60) | consecutive losses (loss in money) | 77 (-3088.40) | |
Maximal | consecutive profit (count of wins) | 1634.60 (1) | consecutive loss (count of losses) | -3088.40 (77) | |
Average | consecutive wins | 1 | consecutive losses | 77 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50084 | 1.50044 | 0.00000 | ||
2 | 2009.12.01 00:20 | s/l | 1 | 1.00 | 1.50044 | 1.50044 | 0.00000 | -40.00 | 9960.00 |
3 | 2009.12.01 00:20 | buy | 2 | 1.00 | 1.50037 | 1.49997 | 0.00000 | ||
4 | 2009.12.01 06:10 | s/l | 2 | 1.00 | 1.49997 | 1.49997 | 0.00000 | -40.00 | 9920.00 |
5 | 2009.12.01 06:10 | buy | 3 | 1.00 | 1.49974 | 1.49934 | 0.00000 | ||
6 | 2009.12.01 06:15 | s/l | 3 | 1.00 | 1.49934 | 1.49934 | 0.00000 | -40.00 | 9880.00 |
7 | 2009.12.01 06:15 | buy | 4 | 1.00 | 1.49862 | 1.49822 | 0.00000 | ||
8 | 2009.12.01 06:20 | s/l | 4 | 1.00 | 1.49822 | 1.49822 | 0.00000 | -40.00 | 9840.00 |
9 | 2009.12.01 06:20 | buy | 5 | 1.00 | 1.49713 | 1.49673 | 0.00000 | ||
10 | 2009.12.04 14:50 | s/l | 5 | 1.00 | 1.49673 | 1.49673 | 0.00000 | -42.00 | 9798.00 |
11 | 2009.12.04 14:50 | buy | 6 | 1.00 | 1.49277 | 1.49237 | 0.00000 | ||
12 | 2009.12.04 15:02 | s/l | 6 | 1.00 | 1.49237 | 1.49237 | 0.00000 | -40.00 | 9758.00 |
13 | 2009.12.04 15:02 | buy | 7 | 1.00 | 1.49171 | 1.49131 | 0.00000 | ||
14 | 2009.12.04 15:07 | s/l | 7 | 1.00 | 1.49131 | 1.49131 | 0.00000 | -40.00 | 9718.00 |
15 | 2009.12.04 15:07 | buy | 8 | 1.00 | 1.49123 | 1.49083 | 0.00000 | ||
16 | 2009.12.04 16:45 | s/l | 8 | 1.00 | 1.49083 | 1.49083 | 0.00000 | -40.00 | 9678.00 |
17 | 2009.12.04 16:45 | buy | 9 | 1.00 | 1.49013 | 1.48973 | 0.00000 | ||
18 | 2009.12.04 16:50 | s/l | 9 | 1.00 | 1.48973 | 1.48973 | 0.00000 | -40.00 | 9638.00 |
19 | 2009.12.04 16:50 | buy | 10 | 1.00 | 1.48877 | 1.48837 | 0.00000 | ||
20 | 2009.12.04 17:20 | s/l | 10 | 1.00 | 1.48837 | 1.48837 | 0.00000 | -40.00 | 9598.00 |
21 | 2009.12.04 17:20 | buy | 11 | 1.00 | 1.48758 | 1.48718 | 0.00000 | ||
22 | 2009.12.04 17:32 | s/l | 11 | 1.00 | 1.48718 | 1.48718 | 0.00000 | -40.00 | 9558.00 |
23 | 2009.12.04 17:32 | buy | 12 | 1.00 | 1.48722 | 1.48682 | 0.00000 | ||
24 | 2009.12.04 19:20 | s/l | 12 | 1.00 | 1.48682 | 1.48682 | 0.00000 | -40.00 | 9518.00 |
25 | 2009.12.04 19:20 | buy | 13 | 1.00 | 1.48607 | 1.48567 | 0.00000 | ||
26 | 2009.12.04 19:33 | s/l | 13 | 1.00 | 1.48567 | 1.48567 | 0.00000 | -40.00 | 9478.00 |
27 | 2009.12.04 19:33 | buy | 14 | 1.00 | 1.48515 | 1.48475 | 0.00000 | ||
28 | 2009.12.04 19:40 | s/l | 14 | 1.00 | 1.48475 | 1.48475 | 0.00000 | -40.00 | 9438.00 |
29 | 2009.12.04 19:40 | buy | 15 | 1.00 | 1.48438 | 1.48398 | 0.00000 | ||
30 | 2009.12.04 19:46 | s/l | 15 | 1.00 | 1.48398 | 1.48398 | 0.00000 | -40.00 | 9398.00 |
31 | 2009.12.04 19:46 | buy | 16 | 1.00 | 1.48336 | 1.48296 | 0.00000 | ||
32 | 2009.12.04 20:50 | s/l | 16 | 1.00 | 1.48296 | 1.48296 | 0.00000 | -40.00 | 9358.00 |
33 | 2009.12.04 20:50 | buy | 17 | 1.00 | 1.48223 | 1.48183 | 0.00000 | ||
34 | 2009.12.07 09:40 | s/l | 17 | 1.00 | 1.48183 | 1.48183 | 0.00000 | -40.40 | 9317.60 |
35 | 2009.12.07 09:40 | buy | 18 | 1.00 | 1.48167 | 1.48127 | 0.00000 | ||
36 | 2009.12.07 09:45 | s/l | 18 | 1.00 | 1.48127 | 1.48127 | 0.00000 | -40.00 | 9277.60 |
37 | 2009.12.07 09:45 | buy | 19 | 1.00 | 1.47958 | 1.47918 | 0.00000 | ||
38 | 2009.12.07 09:50 | s/l | 19 | 1.00 | 1.47918 | 1.47918 | 0.00000 | -40.00 | 9237.60 |
39 | 2009.12.07 09:50 | buy | 20 | 1.00 | 1.47679 | 1.47639 | 0.00000 | ||
40 | 2009.12.07 10:02 | s/l | 20 | 1.00 | 1.47639 | 1.47639 | 0.00000 | -40.00 | 9197.60 |
41 | 2009.12.07 10:02 | buy | 21 | 1.00 | 1.47602 | 1.47562 | 0.00000 | ||
42 | 2009.12.07 10:07 | s/l | 21 | 1.00 | 1.47562 | 1.47562 | 0.00000 | -40.00 | 9157.60 |
43 | 2009.12.07 10:07 | buy | 22 | 1.00 | 1.47567 | 1.47527 | 0.00000 | ||
44 | 2009.12.08 14:20 | s/l | 22 | 1.00 | 1.47527 | 1.47527 | 0.00000 | -40.40 | 9117.20 |
45 | 2009.12.08 14:20 | buy | 23 | 1.00 | 1.47367 | 1.47327 | 0.00000 | ||
46 | 2009.12.08 14:32 | s/l | 23 | 1.00 | 1.47327 | 1.47327 | 0.00000 | -40.00 | 9077.20 |
47 | 2009.12.08 14:32 | buy | 24 | 1.00 | 1.47302 | 1.47262 | 0.00000 | ||
48 | 2009.12.08 14:37 | s/l | 24 | 1.00 | 1.47262 | 1.47262 | 0.00000 | -40.00 | 9037.20 |
49 | 2009.12.08 14:37 | buy | 25 | 1.00 | 1.47270 | 1.47230 | 0.00000 | ||
50 | 2009.12.08 17:07 | s/l | 25 | 1.00 | 1.47230 | 1.47230 | 0.00000 | -40.00 | 8997.20 |
51 | 2009.12.08 17:07 | buy | 26 | 1.00 | 1.47226 | 1.47186 | 0.00000 | ||
52 | 2009.12.08 18:45 | s/l | 26 | 1.00 | 1.47186 | 1.47186 | 0.00000 | -40.00 | 8957.20 |
53 | 2009.12.08 18:45 | buy | 27 | 1.00 | 1.47184 | 1.47144 | 0.00000 | ||
54 | 2009.12.08 18:50 | s/l | 27 | 1.00 | 1.47144 | 1.47144 | 0.00000 | -40.00 | 8917.20 |
55 | 2009.12.08 18:50 | buy | 28 | 1.00 | 1.47125 | 1.47085 | 0.00000 | ||
56 | 2009.12.08 19:15 | s/l | 28 | 1.00 | 1.47085 | 1.47085 | 0.00000 | -40.00 | 8877.20 |
57 | 2009.12.08 19:15 | buy | 29 | 1.00 | 1.47054 | 1.47014 | 0.00000 | ||
58 | 2009.12.08 19:20 | s/l | 29 | 1.00 | 1.47014 | 1.47014 | 0.00000 | -40.00 | 8837.20 |
59 | 2009.12.08 19:20 | buy | 30 | 1.00 | 1.46937 | 1.46897 | 0.00000 | ||
60 | 2009.12.08 20:20 | s/l | 30 | 1.00 | 1.46897 | 1.46897 | 0.00000 | -40.00 | 8797.20 |
61 | 2009.12.08 20:20 | buy | 31 | 1.00 | 1.46897 | 1.46857 | 0.00000 | ||
62 | 2009.12.08 20:50 | s/l | 31 | 1.00 | 1.46857 | 1.46857 | 0.00000 | -40.00 | 8757.20 |
63 | 2009.12.08 20:50 | buy | 32 | 1.00 | 1.46811 | 1.46771 | 0.00000 | ||
64 | 2009.12.09 00:32 | s/l | 32 | 1.00 | 1.46771 | 1.46771 | 0.00000 | -40.40 | 8716.80 |
65 | 2009.12.09 00:32 | buy | 33 | 1.00 | 1.46719 | 1.46679 | 0.00000 | ||
66 | 2009.12.09 00:37 | s/l | 33 | 1.00 | 1.46679 | 1.46679 | 0.00000 | -40.00 | 8676.80 |
67 | 2009.12.09 00:37 | buy | 34 | 1.00 | 1.46688 | 1.46648 | 0.00000 | ||
68 | 2009.12.11 15:26 | s/l | 34 | 1.00 | 1.46648 | 1.46648 | 0.00000 | -41.60 | 8635.20 |
69 | 2009.12.11 15:26 | buy | 35 | 1.00 | 1.46633 | 1.46593 | 0.00000 | ||
70 | 2009.12.11 15:40 | s/l | 35 | 1.00 | 1.46593 | 1.46593 | 0.00000 | -40.00 | 8595.20 |
71 | 2009.12.11 15:40 | buy | 36 | 1.00 | 1.46565 | 1.46525 | 0.00000 | ||
72 | 2009.12.11 15:45 | s/l | 36 | 1.00 | 1.46525 | 1.46525 | 0.00000 | -40.00 | 8555.20 |
73 | 2009.12.11 15:45 | buy | 37 | 1.00 | 1.46481 | 1.46441 | 0.00000 | ||
74 | 2009.12.11 15:50 | s/l | 37 | 1.00 | 1.46441 | 1.46441 | 0.00000 | -40.00 | 8515.20 |
75 | 2009.12.11 15:50 | buy | 38 | 1.00 | 1.46369 | 1.46329 | 0.00000 | ||
76 | 2009.12.11 16:15 | s/l | 38 | 1.00 | 1.46329 | 1.46329 | 0.00000 | -40.00 | 8475.20 |
77 | 2009.12.11 16:15 | buy | 39 | 1.00 | 1.46267 | 1.46227 | 0.00000 | ||
78 | 2009.12.11 16:20 | s/l | 39 | 1.00 | 1.46227 | 1.46227 | 0.00000 | -40.00 | 8435.20 |
79 | 2009.12.11 16:20 | buy | 40 | 1.00 | 1.46078 | 1.46038 | 0.00000 | ||
80 | 2009.12.11 16:50 | s/l | 40 | 1.00 | 1.46038 | 1.46038 | 0.00000 | -40.00 | 8395.20 |
81 | 2009.12.11 16:50 | buy | 41 | 1.00 | 1.46001 | 1.45961 | 0.00000 | ||
82 | 2009.12.11 17:20 | s/l | 41 | 1.00 | 1.45961 | 1.45961 | 0.00000 | -40.00 | 8355.20 |
83 | 2009.12.11 17:20 | buy | 42 | 1.00 | 1.45866 | 1.45826 | 0.00000 | ||
84 | 2009.12.15 09:15 | s/l | 42 | 1.00 | 1.45826 | 1.45826 | 0.00000 | -40.80 | 8314.40 |
85 | 2009.12.15 09:15 | buy | 43 | 1.00 | 1.45776 | 1.45736 | 0.00000 | ||
86 | 2009.12.15 09:20 | s/l | 43 | 1.00 | 1.45736 | 1.45736 | 0.00000 | -40.00 | 8274.40 |
87 | 2009.12.15 09:20 | buy | 44 | 1.00 | 1.45581 | 1.45541 | 0.00000 | ||
88 | 2009.12.15 09:32 | s/l | 44 | 1.00 | 1.45541 | 1.45541 | 0.00000 | -40.00 | 8234.40 |
89 | 2009.12.15 09:32 | buy | 45 | 1.00 | 1.45537 | 1.45497 | 0.00000 | ||
90 | 2009.12.15 10:20 | s/l | 45 | 1.00 | 1.45497 | 1.45497 | 0.00000 | -40.00 | 8194.40 |
91 | 2009.12.15 10:20 | buy | 46 | 1.00 | 1.45417 | 1.45377 | 0.00000 | ||
92 | 2009.12.15 10:32 | s/l | 46 | 1.00 | 1.45377 | 1.45377 | 0.00000 | -40.00 | 8154.40 |
93 | 2009.12.15 10:32 | buy | 47 | 1.00 | 1.45357 | 1.45317 | 0.00000 | ||
94 | 2009.12.15 11:02 | s/l | 47 | 1.00 | 1.45317 | 1.45317 | 0.00000 | -40.00 | 8114.40 |
95 | 2009.12.15 11:02 | buy | 48 | 1.00 | 1.45282 | 1.45242 | 0.00000 | ||
96 | 2009.12.15 13:37 | s/l | 48 | 1.00 | 1.45242 | 1.45242 | 0.00000 | -40.00 | 8074.40 |
97 | 2009.12.15 13:37 | buy | 49 | 1.00 | 1.45248 | 1.45208 | 0.00000 | ||
98 | 2009.12.15 17:20 | s/l | 49 | 1.00 | 1.45208 | 1.45208 | 0.00000 | -40.00 | 8034.40 |
99 | 2009.12.15 17:20 | buy | 50 | 1.00 | 1.45207 | 1.45167 | 0.00000 | ||
100 | 2009.12.15 17:45 | s/l | 50 | 1.00 | 1.45167 | 1.45167 | 0.00000 | -40.00 | 7994.40 |
101 | 2009.12.15 17:45 | buy | 51 | 1.00 | 1.45154 | 1.45114 | 0.00000 | ||
102 | 2009.12.15 17:50 | s/l | 51 | 1.00 | 1.45114 | 1.45114 | 0.00000 | -40.00 | 7954.40 |
103 | 2009.12.15 17:50 | buy | 52 | 1.00 | 1.45057 | 1.45017 | 0.00000 | ||
104 | 2009.12.17 02:33 | s/l | 52 | 1.00 | 1.45017 | 1.45017 | 0.00000 | -41.60 | 7912.80 |
105 | 2009.12.17 02:33 | buy | 53 | 1.00 | 1.44958 | 1.44918 | 0.00000 | ||
106 | 2009.12.17 02:40 | s/l | 53 | 1.00 | 1.44918 | 1.44918 | 0.00000 | -40.00 | 7872.80 |
107 | 2009.12.17 02:40 | buy | 54 | 1.00 | 1.44830 | 1.44790 | 0.00000 | ||
108 | 2009.12.17 02:46 | s/l | 54 | 1.00 | 1.44790 | 1.44790 | 0.00000 | -40.00 | 7832.80 |
109 | 2009.12.17 02:46 | buy | 55 | 1.00 | 1.44660 | 1.44620 | 0.00000 | ||
110 | 2009.12.17 03:02 | s/l | 55 | 1.00 | 1.44620 | 1.44620 | 0.00000 | -40.00 | 7792.80 |
111 | 2009.12.17 03:02 | buy | 56 | 1.00 | 1.44544 | 1.44504 | 0.00000 | ||
112 | 2009.12.17 03:45 | s/l | 56 | 1.00 | 1.44504 | 1.44504 | 0.00000 | -40.00 | 7752.80 |
113 | 2009.12.17 03:45 | buy | 57 | 1.00 | 1.44411 | 1.44371 | 0.00000 | ||
114 | 2009.12.17 03:50 | s/l | 57 | 1.00 | 1.44371 | 1.44371 | 0.00000 | -40.00 | 7712.80 |
115 | 2009.12.17 03:50 | buy | 58 | 1.00 | 1.44207 | 1.44167 | 0.00000 | ||
116 | 2009.12.17 04:10 | s/l | 58 | 1.00 | 1.44167 | 1.44167 | 0.00000 | -40.00 | 7672.80 |
117 | 2009.12.17 04:10 | buy | 59 | 1.00 | 1.44166 | 1.44126 | 0.00000 | ||
118 | 2009.12.17 04:15 | s/l | 59 | 1.00 | 1.44126 | 1.44126 | 0.00000 | -40.00 | 7632.80 |
119 | 2009.12.17 04:15 | buy | 60 | 1.00 | 1.44046 | 1.44006 | 0.00000 | ||
120 | 2009.12.17 04:20 | s/l | 60 | 1.00 | 1.44006 | 1.44006 | 0.00000 | -40.00 | 7592.80 |
121 | 2009.12.17 04:20 | buy | 61 | 1.00 | 1.43885 | 1.43845 | 0.00000 | ||
122 | 2009.12.17 05:45 | s/l | 61 | 1.00 | 1.43845 | 1.43845 | 0.00000 | -40.00 | 7552.80 |
123 | 2009.12.17 05:45 | buy | 62 | 1.00 | 1.43823 | 1.43783 | 0.00000 | ||
124 | 2009.12.17 05:50 | s/l | 62 | 1.00 | 1.43783 | 1.43783 | 0.00000 | -40.00 | 7512.80 |
125 | 2009.12.17 05:50 | buy | 63 | 1.00 | 1.43691 | 1.43651 | 0.00000 | ||
126 | 2009.12.17 10:50 | s/l | 63 | 1.00 | 1.43651 | 1.43651 | 0.00000 | -40.00 | 7472.80 |
127 | 2009.12.17 10:50 | buy | 64 | 1.00 | 1.43584 | 1.43544 | 0.00000 | ||
128 | 2009.12.17 11:20 | s/l | 64 | 1.00 | 1.43544 | 1.43544 | 0.00000 | -40.00 | 7432.80 |
129 | 2009.12.17 11:20 | buy | 65 | 1.00 | 1.43530 | 1.43490 | 0.00000 | ||
130 | 2009.12.17 11:40 | s/l | 65 | 1.00 | 1.43490 | 1.43490 | 0.00000 | -40.00 | 7392.80 |
131 | 2009.12.17 11:40 | buy | 66 | 1.00 | 1.43466 | 1.43426 | 0.00000 | ||
132 | 2009.12.17 11:45 | s/l | 66 | 1.00 | 1.43426 | 1.43426 | 0.00000 | -40.00 | 7352.80 |
133 | 2009.12.17 11:45 | buy | 67 | 1.00 | 1.43389 | 1.43349 | 0.00000 | ||
134 | 2009.12.17 11:50 | s/l | 67 | 1.00 | 1.43349 | 1.43349 | 0.00000 | -40.00 | 7312.80 |
135 | 2009.12.17 11:50 | buy | 68 | 1.00 | 1.43287 | 1.43247 | 0.00000 | ||
136 | 2009.12.17 17:50 | s/l | 68 | 1.00 | 1.43247 | 1.43247 | 0.00000 | -40.00 | 7272.80 |
137 | 2009.12.17 17:50 | buy | 69 | 1.00 | 1.43158 | 1.43118 | 0.00000 | ||
138 | 2009.12.17 18:02 | s/l | 69 | 1.00 | 1.43118 | 1.43118 | 0.00000 | -40.00 | 7232.80 |
139 | 2009.12.17 18:02 | buy | 70 | 1.00 | 1.43056 | 1.43016 | 0.00000 | ||
140 | 2009.12.18 16:40 | s/l | 70 | 1.00 | 1.43016 | 1.43016 | 0.00000 | -40.40 | 7192.40 |
141 | 2009.12.18 16:40 | buy | 71 | 1.00 | 1.42997 | 1.42957 | 0.00000 | ||
142 | 2009.12.18 16:45 | s/l | 71 | 1.00 | 1.42957 | 1.42957 | 0.00000 | -40.00 | 7152.40 |
143 | 2009.12.18 16:45 | buy | 72 | 1.00 | 1.42860 | 1.42820 | 0.00000 | ||
144 | 2009.12.18 16:50 | s/l | 72 | 1.00 | 1.42820 | 1.42820 | 0.00000 | -40.00 | 7112.40 |
145 | 2009.12.18 16:50 | buy | 73 | 1.00 | 1.42679 | 1.42639 | 0.00000 | ||
146 | 2009.12.18 17:02 | s/l | 73 | 1.00 | 1.42639 | 1.42639 | 0.00000 | -40.00 | 7072.40 |
147 | 2009.12.18 17:02 | buy | 74 | 1.00 | 1.42638 | 1.42598 | 0.00000 | ||
148 | 2009.12.22 16:20 | s/l | 74 | 1.00 | 1.42598 | 1.42598 | 0.00000 | -40.80 | 7031.60 |
149 | 2009.12.22 16:20 | buy | 75 | 1.00 | 1.42604 | 1.42564 | 0.00000 | ||
150 | 2009.12.22 16:45 | s/l | 75 | 1.00 | 1.42564 | 1.42564 | 0.00000 | -40.00 | 6991.60 |
151 | 2009.12.22 16:45 | buy | 76 | 1.00 | 1.42489 | 1.42449 | 0.00000 | ||
152 | 2009.12.22 16:50 | s/l | 76 | 1.00 | 1.42449 | 1.42449 | 0.00000 | -40.00 | 6951.60 |
153 | 2009.12.22 16:50 | buy | 77 | 1.00 | 1.42306 | 1.42266 | 0.00000 | ||
154 | 2009.12.22 17:02 | s/l | 77 | 1.00 | 1.42266 | 1.42266 | 0.00000 | -40.00 | 6911.60 |
155 | 2009.12.22 17:02 | buy | 78 | 1.00 | 1.42198 | 1.42158 | 0.00000 | ||
156 | 2010.01.15 22:57 | close at stop | 78 | 1.00 | 1.43843 | 1.42158 | 0.00000 | 1634.60 | 8546.20 |