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 | -1457.50 | Gross profit | 1633.00 | Gross loss | -3090.50 |
Profit factor | 0.53 | Expected payoff | -18.69 | ||
Absolute drawdown | 3120.50 | Maximal drawdown | 4654.50 (40.35%) | Relative drawdown | 40.35% (4654.50) |
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 | 1633.00 | loss trade | -42.50 | |
Average | profit trade | 1633.00 | loss trade | -40.14 | |
Maximum | consecutive wins (profit in money) | 1 (1633.00) | consecutive losses (loss in money) | 77 (-3090.50) | |
Maximal | consecutive profit (count of wins) | 1633.00 (1) | consecutive loss (count of losses) | -3090.50 (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 | 1.50083 | 1.50043 | 0.00000 | ||
2 | 2009.12.01 00:20 | s/l | 1 | 1.00 | 1.50043 | 1.50043 | 0.00000 | -40.00 | 9960.00 |
3 | 2009.12.01 00:20 | buy | 2 | 1.00 | 1.50036 | 1.49996 | 0.00000 | ||
4 | 2009.12.01 06:10 | s/l | 2 | 1.00 | 1.49996 | 1.49996 | 0.00000 | -40.00 | 9920.00 |
5 | 2009.12.01 06:10 | buy | 3 | 1.00 | 1.49973 | 1.49933 | 0.00000 | ||
6 | 2009.12.01 06:15 | s/l | 3 | 1.00 | 1.49933 | 1.49933 | 0.00000 | -40.00 | 9880.00 |
7 | 2009.12.01 06:15 | buy | 4 | 1.00 | 1.49861 | 1.49821 | 0.00000 | ||
8 | 2009.12.01 06:20 | s/l | 4 | 1.00 | 1.49821 | 1.49821 | 0.00000 | -40.00 | 9840.00 |
9 | 2009.12.01 06:20 | buy | 5 | 1.00 | 1.49712 | 1.49672 | 0.00000 | ||
10 | 2009.12.04 14:50 | s/l | 5 | 1.00 | 1.49672 | 1.49672 | 0.00000 | -42.50 | 9797.50 |
11 | 2009.12.04 14:50 | buy | 6 | 1.00 | 1.49276 | 1.49236 | 0.00000 | ||
12 | 2009.12.04 15:02 | s/l | 6 | 1.00 | 1.49236 | 1.49236 | 0.00000 | -40.00 | 9757.50 |
13 | 2009.12.04 15:02 | buy | 7 | 1.00 | 1.49170 | 1.49130 | 0.00000 | ||
14 | 2009.12.04 15:07 | s/l | 7 | 1.00 | 1.49130 | 1.49130 | 0.00000 | -40.00 | 9717.50 |
15 | 2009.12.04 15:07 | buy | 8 | 1.00 | 1.49122 | 1.49082 | 0.00000 | ||
16 | 2009.12.04 16:45 | s/l | 8 | 1.00 | 1.49082 | 1.49082 | 0.00000 | -40.00 | 9677.50 |
17 | 2009.12.04 16:45 | buy | 9 | 1.00 | 1.49012 | 1.48972 | 0.00000 | ||
18 | 2009.12.04 16:50 | s/l | 9 | 1.00 | 1.48972 | 1.48972 | 0.00000 | -40.00 | 9637.50 |
19 | 2009.12.04 16:50 | buy | 10 | 1.00 | 1.48876 | 1.48836 | 0.00000 | ||
20 | 2009.12.04 17:20 | s/l | 10 | 1.00 | 1.48836 | 1.48836 | 0.00000 | -40.00 | 9597.50 |
21 | 2009.12.04 17:20 | buy | 11 | 1.00 | 1.48757 | 1.48717 | 0.00000 | ||
22 | 2009.12.04 17:32 | s/l | 11 | 1.00 | 1.48717 | 1.48717 | 0.00000 | -40.00 | 9557.50 |
23 | 2009.12.04 17:32 | buy | 12 | 1.00 | 1.48721 | 1.48681 | 0.00000 | ||
24 | 2009.12.04 19:20 | s/l | 12 | 1.00 | 1.48681 | 1.48681 | 0.00000 | -40.00 | 9517.50 |
25 | 2009.12.04 19:20 | buy | 13 | 1.00 | 1.48606 | 1.48566 | 0.00000 | ||
26 | 2009.12.04 19:33 | s/l | 13 | 1.00 | 1.48566 | 1.48566 | 0.00000 | -40.00 | 9477.50 |
27 | 2009.12.04 19:33 | buy | 14 | 1.00 | 1.48514 | 1.48474 | 0.00000 | ||
28 | 2009.12.04 19:40 | s/l | 14 | 1.00 | 1.48474 | 1.48474 | 0.00000 | -40.00 | 9437.50 |
29 | 2009.12.04 19:40 | buy | 15 | 1.00 | 1.48437 | 1.48397 | 0.00000 | ||
30 | 2009.12.04 19:46 | s/l | 15 | 1.00 | 1.48397 | 1.48397 | 0.00000 | -40.00 | 9397.50 |
31 | 2009.12.04 19:46 | buy | 16 | 1.00 | 1.48335 | 1.48295 | 0.00000 | ||
32 | 2009.12.04 20:50 | s/l | 16 | 1.00 | 1.48295 | 1.48295 | 0.00000 | -40.00 | 9357.50 |
33 | 2009.12.04 20:50 | buy | 17 | 1.00 | 1.48222 | 1.48182 | 0.00000 | ||
34 | 2009.12.07 09:40 | s/l | 17 | 1.00 | 1.48182 | 1.48182 | 0.00000 | -40.50 | 9317.00 |
35 | 2009.12.07 09:40 | buy | 18 | 1.00 | 1.48166 | 1.48126 | 0.00000 | ||
36 | 2009.12.07 09:45 | s/l | 18 | 1.00 | 1.48126 | 1.48126 | 0.00000 | -40.00 | 9277.00 |
37 | 2009.12.07 09:45 | buy | 19 | 1.00 | 1.47957 | 1.47917 | 0.00000 | ||
38 | 2009.12.07 09:50 | s/l | 19 | 1.00 | 1.47917 | 1.47917 | 0.00000 | -40.00 | 9237.00 |
39 | 2009.12.07 09:50 | buy | 20 | 1.00 | 1.47678 | 1.47638 | 0.00000 | ||
40 | 2009.12.07 10:02 | s/l | 20 | 1.00 | 1.47638 | 1.47638 | 0.00000 | -40.00 | 9197.00 |
41 | 2009.12.07 10:02 | buy | 21 | 1.00 | 1.47601 | 1.47561 | 0.00000 | ||
42 | 2009.12.07 10:07 | s/l | 21 | 1.00 | 1.47561 | 1.47561 | 0.00000 | -40.00 | 9157.00 |
43 | 2009.12.07 10:07 | buy | 22 | 1.00 | 1.47566 | 1.47526 | 0.00000 | ||
44 | 2009.12.08 14:20 | s/l | 22 | 1.00 | 1.47526 | 1.47526 | 0.00000 | -40.50 | 9116.50 |
45 | 2009.12.08 14:20 | buy | 23 | 1.00 | 1.47366 | 1.47326 | 0.00000 | ||
46 | 2009.12.08 14:32 | s/l | 23 | 1.00 | 1.47326 | 1.47326 | 0.00000 | -40.00 | 9076.50 |
47 | 2009.12.08 14:32 | buy | 24 | 1.00 | 1.47301 | 1.47261 | 0.00000 | ||
48 | 2009.12.08 14:37 | s/l | 24 | 1.00 | 1.47261 | 1.47261 | 0.00000 | -40.00 | 9036.50 |
49 | 2009.12.08 14:37 | buy | 25 | 1.00 | 1.47269 | 1.47229 | 0.00000 | ||
50 | 2009.12.08 17:07 | s/l | 25 | 1.00 | 1.47229 | 1.47229 | 0.00000 | -40.00 | 8996.50 |
51 | 2009.12.08 17:07 | buy | 26 | 1.00 | 1.47225 | 1.47185 | 0.00000 | ||
52 | 2009.12.08 18:45 | s/l | 26 | 1.00 | 1.47185 | 1.47185 | 0.00000 | -40.00 | 8956.50 |
53 | 2009.12.08 18:45 | buy | 27 | 1.00 | 1.47183 | 1.47143 | 0.00000 | ||
54 | 2009.12.08 18:50 | s/l | 27 | 1.00 | 1.47143 | 1.47143 | 0.00000 | -40.00 | 8916.50 |
55 | 2009.12.08 18:50 | buy | 28 | 1.00 | 1.47124 | 1.47084 | 0.00000 | ||
56 | 2009.12.08 19:15 | s/l | 28 | 1.00 | 1.47084 | 1.47084 | 0.00000 | -40.00 | 8876.50 |
57 | 2009.12.08 19:15 | buy | 29 | 1.00 | 1.47053 | 1.47013 | 0.00000 | ||
58 | 2009.12.08 19:20 | s/l | 29 | 1.00 | 1.47013 | 1.47013 | 0.00000 | -40.00 | 8836.50 |
59 | 2009.12.08 19:20 | buy | 30 | 1.00 | 1.46936 | 1.46896 | 0.00000 | ||
60 | 2009.12.08 20:20 | s/l | 30 | 1.00 | 1.46896 | 1.46896 | 0.00000 | -40.00 | 8796.50 |
61 | 2009.12.08 20:20 | buy | 31 | 1.00 | 1.46896 | 1.46856 | 0.00000 | ||
62 | 2009.12.08 20:50 | s/l | 31 | 1.00 | 1.46856 | 1.46856 | 0.00000 | -40.00 | 8756.50 |
63 | 2009.12.08 20:50 | buy | 32 | 1.00 | 1.46810 | 1.46770 | 0.00000 | ||
64 | 2009.12.09 00:32 | s/l | 32 | 1.00 | 1.46770 | 1.46770 | 0.00000 | -40.50 | 8716.00 |
65 | 2009.12.09 00:32 | buy | 33 | 1.00 | 1.46718 | 1.46678 | 0.00000 | ||
66 | 2009.12.09 00:37 | s/l | 33 | 1.00 | 1.46678 | 1.46678 | 0.00000 | -40.00 | 8676.00 |
67 | 2009.12.09 00:37 | buy | 34 | 1.00 | 1.46687 | 1.46647 | 0.00000 | ||
68 | 2009.12.11 15:26 | s/l | 34 | 1.00 | 1.46647 | 1.46647 | 0.00000 | -42.00 | 8634.00 |
69 | 2009.12.11 15:26 | buy | 35 | 1.00 | 1.46632 | 1.46592 | 0.00000 | ||
70 | 2009.12.11 15:40 | s/l | 35 | 1.00 | 1.46592 | 1.46592 | 0.00000 | -40.00 | 8594.00 |
71 | 2009.12.11 15:40 | buy | 36 | 1.00 | 1.46564 | 1.46524 | 0.00000 | ||
72 | 2009.12.11 15:45 | s/l | 36 | 1.00 | 1.46524 | 1.46524 | 0.00000 | -40.00 | 8554.00 |
73 | 2009.12.11 15:45 | buy | 37 | 1.00 | 1.46480 | 1.46440 | 0.00000 | ||
74 | 2009.12.11 15:50 | s/l | 37 | 1.00 | 1.46440 | 1.46440 | 0.00000 | -40.00 | 8514.00 |
75 | 2009.12.11 15:50 | buy | 38 | 1.00 | 1.46368 | 1.46328 | 0.00000 | ||
76 | 2009.12.11 16:15 | s/l | 38 | 1.00 | 1.46328 | 1.46328 | 0.00000 | -40.00 | 8474.00 |
77 | 2009.12.11 16:15 | buy | 39 | 1.00 | 1.46266 | 1.46226 | 0.00000 | ||
78 | 2009.12.11 16:20 | s/l | 39 | 1.00 | 1.46226 | 1.46226 | 0.00000 | -40.00 | 8434.00 |
79 | 2009.12.11 16:20 | buy | 40 | 1.00 | 1.46077 | 1.46037 | 0.00000 | ||
80 | 2009.12.11 16:50 | s/l | 40 | 1.00 | 1.46037 | 1.46037 | 0.00000 | -40.00 | 8394.00 |
81 | 2009.12.11 16:50 | buy | 41 | 1.00 | 1.46000 | 1.45960 | 0.00000 | ||
82 | 2009.12.11 17:20 | s/l | 41 | 1.00 | 1.45960 | 1.45960 | 0.00000 | -40.00 | 8354.00 |
83 | 2009.12.11 17:20 | buy | 42 | 1.00 | 1.45865 | 1.45825 | 0.00000 | ||
84 | 2009.12.15 09:15 | s/l | 42 | 1.00 | 1.45825 | 1.45825 | 0.00000 | -41.00 | 8313.00 |
85 | 2009.12.15 09:15 | buy | 43 | 1.00 | 1.45775 | 1.45735 | 0.00000 | ||
86 | 2009.12.15 09:20 | s/l | 43 | 1.00 | 1.45735 | 1.45735 | 0.00000 | -40.00 | 8273.00 |
87 | 2009.12.15 09:20 | buy | 44 | 1.00 | 1.45580 | 1.45540 | 0.00000 | ||
88 | 2009.12.15 09:32 | s/l | 44 | 1.00 | 1.45540 | 1.45540 | 0.00000 | -40.00 | 8233.00 |
89 | 2009.12.15 09:32 | buy | 45 | 1.00 | 1.45536 | 1.45496 | 0.00000 | ||
90 | 2009.12.15 10:20 | s/l | 45 | 1.00 | 1.45496 | 1.45496 | 0.00000 | -40.00 | 8193.00 |
91 | 2009.12.15 10:20 | buy | 46 | 1.00 | 1.45416 | 1.45376 | 0.00000 | ||
92 | 2009.12.15 10:32 | s/l | 46 | 1.00 | 1.45376 | 1.45376 | 0.00000 | -40.00 | 8153.00 |
93 | 2009.12.15 10:32 | buy | 47 | 1.00 | 1.45356 | 1.45316 | 0.00000 | ||
94 | 2009.12.15 11:02 | s/l | 47 | 1.00 | 1.45316 | 1.45316 | 0.00000 | -40.00 | 8113.00 |
95 | 2009.12.15 11:02 | buy | 48 | 1.00 | 1.45281 | 1.45241 | 0.00000 | ||
96 | 2009.12.15 13:37 | s/l | 48 | 1.00 | 1.45241 | 1.45241 | 0.00000 | -40.00 | 8073.00 |
97 | 2009.12.15 13:37 | buy | 49 | 1.00 | 1.45247 | 1.45207 | 0.00000 | ||
98 | 2009.12.15 17:20 | s/l | 49 | 1.00 | 1.45207 | 1.45207 | 0.00000 | -40.00 | 8033.00 |
99 | 2009.12.15 17:20 | buy | 50 | 1.00 | 1.45206 | 1.45166 | 0.00000 | ||
100 | 2009.12.15 17:45 | s/l | 50 | 1.00 | 1.45166 | 1.45166 | 0.00000 | -40.00 | 7993.00 |
101 | 2009.12.15 17:45 | buy | 51 | 1.00 | 1.45153 | 1.45113 | 0.00000 | ||
102 | 2009.12.15 17:50 | s/l | 51 | 1.00 | 1.45113 | 1.45113 | 0.00000 | -40.00 | 7953.00 |
103 | 2009.12.15 17:50 | buy | 52 | 1.00 | 1.45056 | 1.45016 | 0.00000 | ||
104 | 2009.12.17 02:33 | s/l | 52 | 1.00 | 1.45016 | 1.45016 | 0.00000 | -42.00 | 7911.00 |
105 | 2009.12.17 02:33 | buy | 53 | 1.00 | 1.44957 | 1.44917 | 0.00000 | ||
106 | 2009.12.17 02:40 | s/l | 53 | 1.00 | 1.44917 | 1.44917 | 0.00000 | -40.00 | 7871.00 |
107 | 2009.12.17 02:40 | buy | 54 | 1.00 | 1.44829 | 1.44789 | 0.00000 | ||
108 | 2009.12.17 02:46 | s/l | 54 | 1.00 | 1.44789 | 1.44789 | 0.00000 | -40.00 | 7831.00 |
109 | 2009.12.17 02:46 | buy | 55 | 1.00 | 1.44659 | 1.44619 | 0.00000 | ||
110 | 2009.12.17 03:02 | s/l | 55 | 1.00 | 1.44619 | 1.44619 | 0.00000 | -40.00 | 7791.00 |
111 | 2009.12.17 03:02 | buy | 56 | 1.00 | 1.44543 | 1.44503 | 0.00000 | ||
112 | 2009.12.17 03:45 | s/l | 56 | 1.00 | 1.44503 | 1.44503 | 0.00000 | -40.00 | 7751.00 |
113 | 2009.12.17 03:45 | buy | 57 | 1.00 | 1.44410 | 1.44370 | 0.00000 | ||
114 | 2009.12.17 03:50 | s/l | 57 | 1.00 | 1.44370 | 1.44370 | 0.00000 | -40.00 | 7711.00 |
115 | 2009.12.17 03:50 | buy | 58 | 1.00 | 1.44206 | 1.44166 | 0.00000 | ||
116 | 2009.12.17 04:10 | s/l | 58 | 1.00 | 1.44166 | 1.44166 | 0.00000 | -40.00 | 7671.00 |
117 | 2009.12.17 04:10 | buy | 59 | 1.00 | 1.44165 | 1.44125 | 0.00000 | ||
118 | 2009.12.17 04:15 | s/l | 59 | 1.00 | 1.44125 | 1.44125 | 0.00000 | -40.00 | 7631.00 |
119 | 2009.12.17 04:15 | buy | 60 | 1.00 | 1.44045 | 1.44005 | 0.00000 | ||
120 | 2009.12.17 04:20 | s/l | 60 | 1.00 | 1.44005 | 1.44005 | 0.00000 | -40.00 | 7591.00 |
121 | 2009.12.17 04:20 | buy | 61 | 1.00 | 1.43884 | 1.43844 | 0.00000 | ||
122 | 2009.12.17 05:45 | s/l | 61 | 1.00 | 1.43844 | 1.43844 | 0.00000 | -40.00 | 7551.00 |
123 | 2009.12.17 05:45 | buy | 62 | 1.00 | 1.43822 | 1.43782 | 0.00000 | ||
124 | 2009.12.17 05:50 | s/l | 62 | 1.00 | 1.43782 | 1.43782 | 0.00000 | -40.00 | 7511.00 |
125 | 2009.12.17 05:50 | buy | 63 | 1.00 | 1.43690 | 1.43650 | 0.00000 | ||
126 | 2009.12.17 10:50 | s/l | 63 | 1.00 | 1.43650 | 1.43650 | 0.00000 | -40.00 | 7471.00 |
127 | 2009.12.17 10:50 | buy | 64 | 1.00 | 1.43583 | 1.43543 | 0.00000 | ||
128 | 2009.12.17 11:20 | s/l | 64 | 1.00 | 1.43543 | 1.43543 | 0.00000 | -40.00 | 7431.00 |
129 | 2009.12.17 11:20 | buy | 65 | 1.00 | 1.43529 | 1.43489 | 0.00000 | ||
130 | 2009.12.17 11:40 | s/l | 65 | 1.00 | 1.43489 | 1.43489 | 0.00000 | -40.00 | 7391.00 |
131 | 2009.12.17 11:40 | buy | 66 | 1.00 | 1.43465 | 1.43425 | 0.00000 | ||
132 | 2009.12.17 11:45 | s/l | 66 | 1.00 | 1.43425 | 1.43425 | 0.00000 | -40.00 | 7351.00 |
133 | 2009.12.17 11:45 | buy | 67 | 1.00 | 1.43388 | 1.43348 | 0.00000 | ||
134 | 2009.12.17 11:50 | s/l | 67 | 1.00 | 1.43348 | 1.43348 | 0.00000 | -40.00 | 7311.00 |
135 | 2009.12.17 11:50 | buy | 68 | 1.00 | 1.43286 | 1.43246 | 0.00000 | ||
136 | 2009.12.17 17:50 | s/l | 68 | 1.00 | 1.43246 | 1.43246 | 0.00000 | -40.00 | 7271.00 |
137 | 2009.12.17 17:50 | buy | 69 | 1.00 | 1.43157 | 1.43117 | 0.00000 | ||
138 | 2009.12.17 18:02 | s/l | 69 | 1.00 | 1.43117 | 1.43117 | 0.00000 | -40.00 | 7231.00 |
139 | 2009.12.17 18:02 | buy | 70 | 1.00 | 1.43055 | 1.43015 | 0.00000 | ||
140 | 2009.12.18 16:40 | s/l | 70 | 1.00 | 1.43015 | 1.43015 | 0.00000 | -40.50 | 7190.50 |
141 | 2009.12.18 16:40 | buy | 71 | 1.00 | 1.42996 | 1.42956 | 0.00000 | ||
142 | 2009.12.18 16:45 | s/l | 71 | 1.00 | 1.42956 | 1.42956 | 0.00000 | -40.00 | 7150.50 |
143 | 2009.12.18 16:45 | buy | 72 | 1.00 | 1.42859 | 1.42819 | 0.00000 | ||
144 | 2009.12.18 16:50 | s/l | 72 | 1.00 | 1.42819 | 1.42819 | 0.00000 | -40.00 | 7110.50 |
145 | 2009.12.18 16:50 | buy | 73 | 1.00 | 1.42678 | 1.42638 | 0.00000 | ||
146 | 2009.12.18 17:02 | s/l | 73 | 1.00 | 1.42638 | 1.42638 | 0.00000 | -40.00 | 7070.50 |
147 | 2009.12.18 17:02 | buy | 74 | 1.00 | 1.42637 | 1.42597 | 0.00000 | ||
148 | 2009.12.22 16:20 | s/l | 74 | 1.00 | 1.42597 | 1.42597 | 0.00000 | -41.00 | 7029.50 |
149 | 2009.12.22 16:20 | buy | 75 | 1.00 | 1.42603 | 1.42563 | 0.00000 | ||
150 | 2009.12.22 16:45 | s/l | 75 | 1.00 | 1.42563 | 1.42563 | 0.00000 | -40.00 | 6989.50 |
151 | 2009.12.22 16:45 | buy | 76 | 1.00 | 1.42488 | 1.42448 | 0.00000 | ||
152 | 2009.12.22 16:50 | s/l | 76 | 1.00 | 1.42448 | 1.42448 | 0.00000 | -40.00 | 6949.50 |
153 | 2009.12.22 16:50 | buy | 77 | 1.00 | 1.42305 | 1.42265 | 0.00000 | ||
154 | 2009.12.22 17:02 | s/l | 77 | 1.00 | 1.42265 | 1.42265 | 0.00000 | -40.00 | 6909.50 |
155 | 2009.12.22 17:02 | buy | 78 | 1.00 | 1.42197 | 1.42157 | 0.00000 | ||
156 | 2010.01.15 22:57 | close at stop | 78 | 1.00 | 1.43843 | 1.42157 | 0.00000 | 1633.00 | 8542.50 |