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; Wait_For_Fresh_Cross=false; 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 | -1252.50 | Gross profit | 1638.00 | Gross loss | -2890.50 |
| Profit factor | 0.57 | Expected payoff | -17.16 | ||
| Absolute drawdown | 2915.50 | Maximal drawdown | 4454.50 (38.60%) | Relative drawdown | 38.60% (4454.50) |
| Total trades | 73 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 73 (1.37%) |
| Profit trades (% of total) | 1 (1.37%) | Loss trades (% of total) | 72 (98.63%) | ||
| Largest | profit trade | 1638.00 | loss trade | -42.50 | |
| Average | profit trade | 1638.00 | loss trade | -40.15 | |
| Maximum | consecutive wins (profit in money) | 1 (1638.00) | consecutive losses (loss in money) | 72 (-2890.50) | |
| Maximal | consecutive profit (count of wins) | 1638.00 (1) | consecutive loss (count of losses) | -2890.50 (72) | |
| Average | consecutive wins | 1 | consecutive losses | 72 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50078 | 1.50038 | 0.00000 | ||
| 2 | 2009.12.01 00:20 | s/l | 1 | 1.00 | 1.50038 | 1.50038 | 0.00000 | -40.00 | 9960.00 |
| 3 | 2009.12.01 00:20 | buy | 2 | 1.00 | 1.50031 | 1.49991 | 0.00000 | ||
| 4 | 2009.12.01 06:10 | s/l | 2 | 1.00 | 1.49991 | 1.49991 | 0.00000 | -40.00 | 9920.00 |
| 5 | 2009.12.01 06:10 | buy | 3 | 1.00 | 1.49968 | 1.49928 | 0.00000 | ||
| 6 | 2009.12.01 06:15 | s/l | 3 | 1.00 | 1.49928 | 1.49928 | 0.00000 | -40.00 | 9880.00 |
| 7 | 2009.12.01 06:15 | buy | 4 | 1.00 | 1.49856 | 1.49816 | 0.00000 | ||
| 8 | 2009.12.01 06:20 | s/l | 4 | 1.00 | 1.49816 | 1.49816 | 0.00000 | -40.00 | 9840.00 |
| 9 | 2009.12.01 06:20 | buy | 5 | 1.00 | 1.49707 | 1.49667 | 0.00000 | ||
| 10 | 2009.12.04 14:50 | s/l | 5 | 1.00 | 1.49667 | 1.49667 | 0.00000 | -42.50 | 9797.50 |
| 11 | 2009.12.04 14:50 | buy | 6 | 1.00 | 1.49271 | 1.49231 | 0.00000 | ||
| 12 | 2009.12.04 15:02 | s/l | 6 | 1.00 | 1.49231 | 1.49231 | 0.00000 | -40.00 | 9757.50 |
| 13 | 2009.12.04 15:02 | buy | 7 | 1.00 | 1.49165 | 1.49125 | 0.00000 | ||
| 14 | 2009.12.04 15:07 | s/l | 7 | 1.00 | 1.49125 | 1.49125 | 0.00000 | -40.00 | 9717.50 |
| 15 | 2009.12.04 15:07 | buy | 8 | 1.00 | 1.49117 | 1.49077 | 0.00000 | ||
| 16 | 2009.12.04 16:45 | s/l | 8 | 1.00 | 1.49077 | 1.49077 | 0.00000 | -40.00 | 9677.50 |
| 17 | 2009.12.04 16:45 | buy | 9 | 1.00 | 1.49007 | 1.48967 | 0.00000 | ||
| 18 | 2009.12.04 16:50 | s/l | 9 | 1.00 | 1.48967 | 1.48967 | 0.00000 | -40.00 | 9637.50 |
| 19 | 2009.12.04 16:50 | buy | 10 | 1.00 | 1.48871 | 1.48831 | 0.00000 | ||
| 20 | 2009.12.04 17:20 | s/l | 10 | 1.00 | 1.48831 | 1.48831 | 0.00000 | -40.00 | 9597.50 |
| 21 | 2009.12.04 17:20 | buy | 11 | 1.00 | 1.48752 | 1.48712 | 0.00000 | ||
| 22 | 2009.12.04 17:32 | s/l | 11 | 1.00 | 1.48712 | 1.48712 | 0.00000 | -40.00 | 9557.50 |
| 23 | 2009.12.04 17:32 | buy | 12 | 1.00 | 1.48716 | 1.48676 | 0.00000 | ||
| 24 | 2009.12.04 19:20 | s/l | 12 | 1.00 | 1.48676 | 1.48676 | 0.00000 | -40.00 | 9517.50 |
| 25 | 2009.12.04 19:20 | buy | 13 | 1.00 | 1.48601 | 1.48561 | 0.00000 | ||
| 26 | 2009.12.04 19:33 | s/l | 13 | 1.00 | 1.48561 | 1.48561 | 0.00000 | -40.00 | 9477.50 |
| 27 | 2009.12.04 19:33 | buy | 14 | 1.00 | 1.48509 | 1.48469 | 0.00000 | ||
| 28 | 2009.12.04 19:40 | s/l | 14 | 1.00 | 1.48469 | 1.48469 | 0.00000 | -40.00 | 9437.50 |
| 29 | 2009.12.04 19:40 | buy | 15 | 1.00 | 1.48432 | 1.48392 | 0.00000 | ||
| 30 | 2009.12.04 19:46 | s/l | 15 | 1.00 | 1.48392 | 1.48392 | 0.00000 | -40.00 | 9397.50 |
| 31 | 2009.12.04 19:46 | buy | 16 | 1.00 | 1.48330 | 1.48290 | 0.00000 | ||
| 32 | 2009.12.04 20:50 | s/l | 16 | 1.00 | 1.48290 | 1.48290 | 0.00000 | -40.00 | 9357.50 |
| 33 | 2009.12.04 20:50 | buy | 17 | 1.00 | 1.48217 | 1.48177 | 0.00000 | ||
| 34 | 2009.12.07 09:40 | s/l | 17 | 1.00 | 1.48177 | 1.48177 | 0.00000 | -40.50 | 9317.00 |
| 35 | 2009.12.07 09:40 | buy | 18 | 1.00 | 1.48161 | 1.48121 | 0.00000 | ||
| 36 | 2009.12.07 09:45 | s/l | 18 | 1.00 | 1.48121 | 1.48121 | 0.00000 | -40.00 | 9277.00 |
| 37 | 2009.12.07 09:45 | buy | 19 | 1.00 | 1.47952 | 1.47912 | 0.00000 | ||
| 38 | 2009.12.07 09:50 | s/l | 19 | 1.00 | 1.47912 | 1.47912 | 0.00000 | -40.00 | 9237.00 |
| 39 | 2009.12.07 09:50 | buy | 20 | 1.00 | 1.47673 | 1.47633 | 0.00000 | ||
| 40 | 2009.12.07 10:02 | s/l | 20 | 1.00 | 1.47633 | 1.47633 | 0.00000 | -40.00 | 9197.00 |
| 41 | 2009.12.07 10:02 | buy | 21 | 1.00 | 1.47596 | 1.47556 | 0.00000 | ||
| 42 | 2009.12.08 14:20 | s/l | 21 | 1.00 | 1.47556 | 1.47556 | 0.00000 | -40.50 | 9156.50 |
| 43 | 2009.12.08 14:20 | buy | 22 | 1.00 | 1.47361 | 1.47321 | 0.00000 | ||
| 44 | 2009.12.08 14:32 | s/l | 22 | 1.00 | 1.47321 | 1.47321 | 0.00000 | -40.00 | 9116.50 |
| 45 | 2009.12.08 14:32 | buy | 23 | 1.00 | 1.47296 | 1.47256 | 0.00000 | ||
| 46 | 2009.12.08 17:02 | s/l | 23 | 1.00 | 1.47256 | 1.47256 | 0.00000 | -40.00 | 9076.50 |
| 47 | 2009.12.08 17:02 | buy | 24 | 1.00 | 1.47248 | 1.47208 | 0.00000 | ||
| 48 | 2009.12.08 18:45 | s/l | 24 | 1.00 | 1.47208 | 1.47208 | 0.00000 | -40.00 | 9036.50 |
| 49 | 2009.12.08 18:45 | buy | 25 | 1.00 | 1.47178 | 1.47138 | 0.00000 | ||
| 50 | 2009.12.08 18:50 | s/l | 25 | 1.00 | 1.47138 | 1.47138 | 0.00000 | -40.00 | 8996.50 |
| 51 | 2009.12.08 18:50 | buy | 26 | 1.00 | 1.47119 | 1.47079 | 0.00000 | ||
| 52 | 2009.12.08 19:15 | s/l | 26 | 1.00 | 1.47079 | 1.47079 | 0.00000 | -40.00 | 8956.50 |
| 53 | 2009.12.08 19:15 | buy | 27 | 1.00 | 1.47048 | 1.47008 | 0.00000 | ||
| 54 | 2009.12.08 19:20 | s/l | 27 | 1.00 | 1.47008 | 1.47008 | 0.00000 | -40.00 | 8916.50 |
| 55 | 2009.12.08 19:20 | buy | 28 | 1.00 | 1.46931 | 1.46891 | 0.00000 | ||
| 56 | 2009.12.08 20:20 | s/l | 28 | 1.00 | 1.46891 | 1.46891 | 0.00000 | -40.00 | 8876.50 |
| 57 | 2009.12.08 20:20 | buy | 29 | 1.00 | 1.46891 | 1.46851 | 0.00000 | ||
| 58 | 2009.12.08 20:50 | s/l | 29 | 1.00 | 1.46851 | 1.46851 | 0.00000 | -40.00 | 8836.50 |
| 59 | 2009.12.08 20:50 | buy | 30 | 1.00 | 1.46805 | 1.46765 | 0.00000 | ||
| 60 | 2009.12.09 00:32 | s/l | 30 | 1.00 | 1.46765 | 1.46765 | 0.00000 | -40.50 | 8796.00 |
| 61 | 2009.12.09 00:32 | buy | 31 | 1.00 | 1.46713 | 1.46673 | 0.00000 | ||
| 62 | 2009.12.11 15:26 | s/l | 31 | 1.00 | 1.46673 | 1.46673 | 0.00000 | -42.00 | 8754.00 |
| 63 | 2009.12.11 15:26 | buy | 32 | 1.00 | 1.46627 | 1.46587 | 0.00000 | ||
| 64 | 2009.12.11 15:40 | s/l | 32 | 1.00 | 1.46587 | 1.46587 | 0.00000 | -40.00 | 8714.00 |
| 65 | 2009.12.11 15:40 | buy | 33 | 1.00 | 1.46559 | 1.46519 | 0.00000 | ||
| 66 | 2009.12.11 15:45 | s/l | 33 | 1.00 | 1.46519 | 1.46519 | 0.00000 | -40.00 | 8674.00 |
| 67 | 2009.12.11 15:45 | buy | 34 | 1.00 | 1.46475 | 1.46435 | 0.00000 | ||
| 68 | 2009.12.11 15:50 | s/l | 34 | 1.00 | 1.46435 | 1.46435 | 0.00000 | -40.00 | 8634.00 |
| 69 | 2009.12.11 15:50 | buy | 35 | 1.00 | 1.46363 | 1.46323 | 0.00000 | ||
| 70 | 2009.12.11 16:15 | s/l | 35 | 1.00 | 1.46323 | 1.46323 | 0.00000 | -40.00 | 8594.00 |
| 71 | 2009.12.11 16:15 | buy | 36 | 1.00 | 1.46261 | 1.46221 | 0.00000 | ||
| 72 | 2009.12.11 16:20 | s/l | 36 | 1.00 | 1.46221 | 1.46221 | 0.00000 | -40.00 | 8554.00 |
| 73 | 2009.12.11 16:20 | buy | 37 | 1.00 | 1.46072 | 1.46032 | 0.00000 | ||
| 74 | 2009.12.11 16:50 | s/l | 37 | 1.00 | 1.46032 | 1.46032 | 0.00000 | -40.00 | 8514.00 |
| 75 | 2009.12.11 16:50 | buy | 38 | 1.00 | 1.45995 | 1.45955 | 0.00000 | ||
| 76 | 2009.12.11 17:20 | s/l | 38 | 1.00 | 1.45955 | 1.45955 | 0.00000 | -40.00 | 8474.00 |
| 77 | 2009.12.11 17:20 | buy | 39 | 1.00 | 1.45860 | 1.45820 | 0.00000 | ||
| 78 | 2009.12.15 09:15 | s/l | 39 | 1.00 | 1.45820 | 1.45820 | 0.00000 | -41.00 | 8433.00 |
| 79 | 2009.12.15 09:15 | buy | 40 | 1.00 | 1.45770 | 1.45730 | 0.00000 | ||
| 80 | 2009.12.15 09:20 | s/l | 40 | 1.00 | 1.45730 | 1.45730 | 0.00000 | -40.00 | 8393.00 |
| 81 | 2009.12.15 09:20 | buy | 41 | 1.00 | 1.45575 | 1.45535 | 0.00000 | ||
| 82 | 2009.12.15 09:32 | s/l | 41 | 1.00 | 1.45535 | 1.45535 | 0.00000 | -40.00 | 8353.00 |
| 83 | 2009.12.15 09:32 | buy | 42 | 1.00 | 1.45531 | 1.45491 | 0.00000 | ||
| 84 | 2009.12.15 10:20 | s/l | 42 | 1.00 | 1.45491 | 1.45491 | 0.00000 | -40.00 | 8313.00 |
| 85 | 2009.12.15 10:20 | buy | 43 | 1.00 | 1.45411 | 1.45371 | 0.00000 | ||
| 86 | 2009.12.15 10:32 | s/l | 43 | 1.00 | 1.45371 | 1.45371 | 0.00000 | -40.00 | 8273.00 |
| 87 | 2009.12.15 10:32 | buy | 44 | 1.00 | 1.45351 | 1.45311 | 0.00000 | ||
| 88 | 2009.12.15 11:02 | s/l | 44 | 1.00 | 1.45311 | 1.45311 | 0.00000 | -40.00 | 8233.00 |
| 89 | 2009.12.15 11:02 | buy | 45 | 1.00 | 1.45276 | 1.45236 | 0.00000 | ||
| 90 | 2009.12.15 14:37 | s/l | 45 | 1.00 | 1.45236 | 1.45236 | 0.00000 | -40.00 | 8193.00 |
| 91 | 2009.12.15 14:37 | buy | 46 | 1.00 | 1.45224 | 1.45184 | 0.00000 | ||
| 92 | 2009.12.15 17:45 | s/l | 46 | 1.00 | 1.45184 | 1.45184 | 0.00000 | -40.00 | 8153.00 |
| 93 | 2009.12.15 17:45 | buy | 47 | 1.00 | 1.45148 | 1.45108 | 0.00000 | ||
| 94 | 2009.12.15 17:50 | s/l | 47 | 1.00 | 1.45108 | 1.45108 | 0.00000 | -40.00 | 8113.00 |
| 95 | 2009.12.15 17:50 | buy | 48 | 1.00 | 1.45051 | 1.45011 | 0.00000 | ||
| 96 | 2009.12.17 02:33 | s/l | 48 | 1.00 | 1.45011 | 1.45011 | 0.00000 | -42.00 | 8071.00 |
| 97 | 2009.12.17 02:33 | buy | 49 | 1.00 | 1.44952 | 1.44912 | 0.00000 | ||
| 98 | 2009.12.17 02:40 | s/l | 49 | 1.00 | 1.44912 | 1.44912 | 0.00000 | -40.00 | 8031.00 |
| 99 | 2009.12.17 02:40 | buy | 50 | 1.00 | 1.44824 | 1.44784 | 0.00000 | ||
| 100 | 2009.12.17 02:46 | s/l | 50 | 1.00 | 1.44784 | 1.44784 | 0.00000 | -40.00 | 7991.00 |
| 101 | 2009.12.17 02:46 | buy | 51 | 1.00 | 1.44654 | 1.44614 | 0.00000 | ||
| 102 | 2009.12.17 03:02 | s/l | 51 | 1.00 | 1.44614 | 1.44614 | 0.00000 | -40.00 | 7951.00 |
| 103 | 2009.12.17 03:02 | buy | 52 | 1.00 | 1.44538 | 1.44498 | 0.00000 | ||
| 104 | 2009.12.17 03:45 | s/l | 52 | 1.00 | 1.44498 | 1.44498 | 0.00000 | -40.00 | 7911.00 |
| 105 | 2009.12.17 03:45 | buy | 53 | 1.00 | 1.44405 | 1.44365 | 0.00000 | ||
| 106 | 2009.12.17 03:50 | s/l | 53 | 1.00 | 1.44365 | 1.44365 | 0.00000 | -40.00 | 7871.00 |
| 107 | 2009.12.17 03:50 | buy | 54 | 1.00 | 1.44201 | 1.44161 | 0.00000 | ||
| 108 | 2009.12.17 04:10 | s/l | 54 | 1.00 | 1.44161 | 1.44161 | 0.00000 | -40.00 | 7831.00 |
| 109 | 2009.12.17 04:10 | buy | 55 | 1.00 | 1.44160 | 1.44120 | 0.00000 | ||
| 110 | 2009.12.17 04:15 | s/l | 55 | 1.00 | 1.44120 | 1.44120 | 0.00000 | -40.00 | 7791.00 |
| 111 | 2009.12.17 04:15 | buy | 56 | 1.00 | 1.44040 | 1.44000 | 0.00000 | ||
| 112 | 2009.12.17 04:20 | s/l | 56 | 1.00 | 1.44000 | 1.44000 | 0.00000 | -40.00 | 7751.00 |
| 113 | 2009.12.17 04:20 | buy | 57 | 1.00 | 1.43879 | 1.43839 | 0.00000 | ||
| 114 | 2009.12.17 05:45 | s/l | 57 | 1.00 | 1.43839 | 1.43839 | 0.00000 | -40.00 | 7711.00 |
| 115 | 2009.12.17 05:45 | buy | 58 | 1.00 | 1.43817 | 1.43777 | 0.00000 | ||
| 116 | 2009.12.17 05:50 | s/l | 58 | 1.00 | 1.43777 | 1.43777 | 0.00000 | -40.00 | 7671.00 |
| 117 | 2009.12.17 05:50 | buy | 59 | 1.00 | 1.43685 | 1.43645 | 0.00000 | ||
| 118 | 2009.12.17 10:50 | s/l | 59 | 1.00 | 1.43645 | 1.43645 | 0.00000 | -40.00 | 7631.00 |
| 119 | 2009.12.17 10:50 | buy | 60 | 1.00 | 1.43578 | 1.43538 | 0.00000 | ||
| 120 | 2009.12.17 11:20 | s/l | 60 | 1.00 | 1.43538 | 1.43538 | 0.00000 | -40.00 | 7591.00 |
| 121 | 2009.12.17 11:20 | buy | 61 | 1.00 | 1.43524 | 1.43484 | 0.00000 | ||
| 122 | 2009.12.17 11:40 | s/l | 61 | 1.00 | 1.43484 | 1.43484 | 0.00000 | -40.00 | 7551.00 |
| 123 | 2009.12.17 11:40 | buy | 62 | 1.00 | 1.43460 | 1.43420 | 0.00000 | ||
| 124 | 2009.12.17 11:45 | s/l | 62 | 1.00 | 1.43420 | 1.43420 | 0.00000 | -40.00 | 7511.00 |
| 125 | 2009.12.17 11:45 | buy | 63 | 1.00 | 1.43383 | 1.43343 | 0.00000 | ||
| 126 | 2009.12.17 11:50 | s/l | 63 | 1.00 | 1.43343 | 1.43343 | 0.00000 | -40.00 | 7471.00 |
| 127 | 2009.12.17 11:50 | buy | 64 | 1.00 | 1.43281 | 1.43241 | 0.00000 | ||
| 128 | 2009.12.17 17:50 | s/l | 64 | 1.00 | 1.43241 | 1.43241 | 0.00000 | -40.00 | 7431.00 |
| 129 | 2009.12.17 17:50 | buy | 65 | 1.00 | 1.43152 | 1.43112 | 0.00000 | ||
| 130 | 2009.12.17 18:02 | s/l | 65 | 1.00 | 1.43112 | 1.43112 | 0.00000 | -40.00 | 7391.00 |
| 131 | 2009.12.17 18:02 | buy | 66 | 1.00 | 1.43050 | 1.43010 | 0.00000 | ||
| 132 | 2009.12.18 16:40 | s/l | 66 | 1.00 | 1.43010 | 1.43010 | 0.00000 | -40.50 | 7350.50 |
| 133 | 2009.12.18 16:40 | buy | 67 | 1.00 | 1.42991 | 1.42951 | 0.00000 | ||
| 134 | 2009.12.18 16:45 | s/l | 67 | 1.00 | 1.42951 | 1.42951 | 0.00000 | -40.00 | 7310.50 |
| 135 | 2009.12.18 16:45 | buy | 68 | 1.00 | 1.42854 | 1.42814 | 0.00000 | ||
| 136 | 2009.12.18 16:50 | s/l | 68 | 1.00 | 1.42814 | 1.42814 | 0.00000 | -40.00 | 7270.50 |
| 137 | 2009.12.18 16:50 | buy | 69 | 1.00 | 1.42673 | 1.42633 | 0.00000 | ||
| 138 | 2009.12.18 17:02 | s/l | 69 | 1.00 | 1.42633 | 1.42633 | 0.00000 | -40.00 | 7230.50 |
| 139 | 2009.12.18 17:02 | buy | 70 | 1.00 | 1.42632 | 1.42592 | 0.00000 | ||
| 140 | 2009.12.22 16:45 | s/l | 70 | 1.00 | 1.42592 | 1.42592 | 0.00000 | -41.00 | 7189.50 |
| 141 | 2009.12.22 16:45 | buy | 71 | 1.00 | 1.42483 | 1.42443 | 0.00000 | ||
| 142 | 2009.12.22 16:50 | s/l | 71 | 1.00 | 1.42443 | 1.42443 | 0.00000 | -40.00 | 7149.50 |
| 143 | 2009.12.22 16:50 | buy | 72 | 1.00 | 1.42300 | 1.42260 | 0.00000 | ||
| 144 | 2009.12.22 17:02 | s/l | 72 | 1.00 | 1.42260 | 1.42260 | 0.00000 | -40.00 | 7109.50 |
| 145 | 2009.12.22 17:02 | buy | 73 | 1.00 | 1.42192 | 1.42152 | 0.00000 | ||
| 146 | 2010.01.15 22:57 | close at stop | 73 | 1.00 | 1.43843 | 1.42152 | 0.00000 | 1638.00 | 8747.50 |