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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=80; UseTrailingStop=false; TrailingStopType=1; TrailingStop=25; TakeProfit=0; 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 | -2986.60 | Gross profit | 1649.20 | Gross loss | -4635.80 |
Profit factor | 0.36 | Expected payoff | -50.62 | ||
Absolute drawdown | 4667.80 | Maximal drawdown | 6122.60 (53.45%) | Relative drawdown | 53.45% (6122.60) |
Total trades | 59 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 59 (1.69%) |
Profit trades (% of total) | 1 (1.69%) | Loss trades (% of total) | 58 (98.31%) | ||
Largest | profit trade | 1649.20 | loss trade | -80.00 | |
Average | profit trade | 1649.20 | loss trade | -79.93 | |
Maximum | consecutive wins (profit in money) | 1 (1649.20) | consecutive losses (loss in money) | 58 (-4635.80) | |
Maximal | consecutive profit (count of wins) | 1649.20 (1) | consecutive loss (count of losses) | -4635.80 (58) | |
Average | consecutive wins | 1 | consecutive losses | 58 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50085 | 1.50005 | 0.00000 | ||
2 | 2009.12.01 06:10 | s/l | 1 | 1.00 | 1.50005 | 1.50005 | 0.00000 | -80.00 | 9920.00 |
3 | 2009.12.01 06:10 | buy | 2 | 1.00 | 1.49975 | 1.49895 | 0.00000 | ||
4 | 2009.12.01 06:15 | s/l | 2 | 1.00 | 1.49895 | 1.49895 | 0.00000 | -80.00 | 9840.00 |
5 | 2009.12.01 06:15 | buy | 3 | 1.00 | 1.49863 | 1.49783 | 0.00000 | ||
6 | 2009.12.01 06:20 | s/l | 3 | 1.00 | 1.49783 | 1.49783 | 0.00000 | -80.00 | 9760.00 |
7 | 2009.12.01 06:20 | buy | 4 | 1.00 | 1.49714 | 1.49634 | 0.00000 | ||
8 | 2009.12.04 14:50 | s/l | 4 | 1.00 | 1.49634 | 1.49634 | 0.00000 | -79.00 | 9681.00 |
9 | 2009.12.04 14:50 | buy | 5 | 1.00 | 1.49278 | 1.49198 | 0.00000 | ||
10 | 2009.12.04 15:02 | s/l | 5 | 1.00 | 1.49198 | 1.49198 | 0.00000 | -80.00 | 9601.00 |
11 | 2009.12.04 15:02 | buy | 6 | 1.00 | 1.49172 | 1.49092 | 0.00000 | ||
12 | 2009.12.04 16:45 | s/l | 6 | 1.00 | 1.49092 | 1.49092 | 0.00000 | -80.00 | 9521.00 |
13 | 2009.12.04 16:45 | buy | 7 | 1.00 | 1.49014 | 1.48934 | 0.00000 | ||
14 | 2009.12.04 16:50 | s/l | 7 | 1.00 | 1.48934 | 1.48934 | 0.00000 | -80.00 | 9441.00 |
15 | 2009.12.04 16:50 | buy | 8 | 1.00 | 1.48878 | 1.48798 | 0.00000 | ||
16 | 2009.12.04 17:20 | s/l | 8 | 1.00 | 1.48798 | 1.48798 | 0.00000 | -80.00 | 9361.00 |
17 | 2009.12.04 17:20 | buy | 9 | 1.00 | 1.48759 | 1.48679 | 0.00000 | ||
18 | 2009.12.04 19:20 | s/l | 9 | 1.00 | 1.48679 | 1.48679 | 0.00000 | -80.00 | 9281.00 |
19 | 2009.12.04 19:20 | buy | 10 | 1.00 | 1.48608 | 1.48528 | 0.00000 | ||
20 | 2009.12.04 19:33 | s/l | 10 | 1.00 | 1.48528 | 1.48528 | 0.00000 | -80.00 | 9201.00 |
21 | 2009.12.04 19:33 | buy | 11 | 1.00 | 1.48516 | 1.48436 | 0.00000 | ||
22 | 2009.12.04 19:40 | s/l | 11 | 1.00 | 1.48436 | 1.48436 | 0.00000 | -80.00 | 9121.00 |
23 | 2009.12.04 19:40 | buy | 12 | 1.00 | 1.48439 | 1.48359 | 0.00000 | ||
24 | 2009.12.04 19:46 | s/l | 12 | 1.00 | 1.48359 | 1.48359 | 0.00000 | -80.00 | 9041.00 |
25 | 2009.12.04 19:46 | buy | 13 | 1.00 | 1.48337 | 1.48257 | 0.00000 | ||
26 | 2009.12.04 20:50 | s/l | 13 | 1.00 | 1.48257 | 1.48257 | 0.00000 | -80.00 | 8961.00 |
27 | 2009.12.04 20:50 | buy | 14 | 1.00 | 1.48224 | 1.48144 | 0.00000 | ||
28 | 2009.12.07 09:45 | s/l | 14 | 1.00 | 1.48144 | 1.48144 | 0.00000 | -79.80 | 8881.20 |
29 | 2009.12.07 09:45 | buy | 15 | 1.00 | 1.47959 | 1.47879 | 0.00000 | ||
30 | 2009.12.07 09:50 | s/l | 15 | 1.00 | 1.47879 | 1.47879 | 0.00000 | -80.00 | 8801.20 |
31 | 2009.12.07 09:50 | buy | 16 | 1.00 | 1.47680 | 1.47600 | 0.00000 | ||
32 | 2009.12.07 10:02 | s/l | 16 | 1.00 | 1.47600 | 1.47600 | 0.00000 | -80.00 | 8721.20 |
33 | 2009.12.07 10:02 | buy | 17 | 1.00 | 1.47603 | 1.47523 | 0.00000 | ||
34 | 2009.12.08 14:20 | s/l | 17 | 1.00 | 1.47523 | 1.47523 | 0.00000 | -79.80 | 8641.40 |
35 | 2009.12.08 14:20 | buy | 18 | 1.00 | 1.47368 | 1.47288 | 0.00000 | ||
36 | 2009.12.08 14:37 | s/l | 18 | 1.00 | 1.47288 | 1.47288 | 0.00000 | -80.00 | 8561.40 |
37 | 2009.12.08 14:37 | buy | 19 | 1.00 | 1.47271 | 1.47191 | 0.00000 | ||
38 | 2009.12.08 18:45 | s/l | 19 | 1.00 | 1.47191 | 1.47191 | 0.00000 | -80.00 | 8481.40 |
39 | 2009.12.08 18:45 | buy | 20 | 1.00 | 1.47185 | 1.47105 | 0.00000 | ||
40 | 2009.12.08 19:15 | s/l | 20 | 1.00 | 1.47105 | 1.47105 | 0.00000 | -80.00 | 8401.40 |
41 | 2009.12.08 19:15 | buy | 21 | 1.00 | 1.47055 | 1.46975 | 0.00000 | ||
42 | 2009.12.08 19:20 | s/l | 21 | 1.00 | 1.46975 | 1.46975 | 0.00000 | -80.00 | 8321.40 |
43 | 2009.12.08 19:20 | buy | 22 | 1.00 | 1.46938 | 1.46858 | 0.00000 | ||
44 | 2009.12.08 20:50 | s/l | 22 | 1.00 | 1.46858 | 1.46858 | 0.00000 | -80.00 | 8241.40 |
45 | 2009.12.08 20:50 | buy | 23 | 1.00 | 1.46812 | 1.46732 | 0.00000 | ||
46 | 2009.12.09 00:32 | s/l | 23 | 1.00 | 1.46732 | 1.46732 | 0.00000 | -79.80 | 8161.60 |
47 | 2009.12.09 00:32 | buy | 24 | 1.00 | 1.46720 | 1.46640 | 0.00000 | ||
48 | 2009.12.11 15:26 | s/l | 24 | 1.00 | 1.46640 | 1.46640 | 0.00000 | -79.20 | 8082.40 |
49 | 2009.12.11 15:26 | buy | 25 | 1.00 | 1.46634 | 1.46554 | 0.00000 | ||
50 | 2009.12.11 15:45 | s/l | 25 | 1.00 | 1.46554 | 1.46554 | 0.00000 | -80.00 | 8002.40 |
51 | 2009.12.11 15:45 | buy | 26 | 1.00 | 1.46482 | 1.46402 | 0.00000 | ||
52 | 2009.12.11 15:50 | s/l | 26 | 1.00 | 1.46402 | 1.46402 | 0.00000 | -80.00 | 7922.40 |
53 | 2009.12.11 15:50 | buy | 27 | 1.00 | 1.46370 | 1.46290 | 0.00000 | ||
54 | 2009.12.11 16:15 | s/l | 27 | 1.00 | 1.46290 | 1.46290 | 0.00000 | -80.00 | 7842.40 |
55 | 2009.12.11 16:15 | buy | 28 | 1.00 | 1.46268 | 1.46188 | 0.00000 | ||
56 | 2009.12.11 16:20 | s/l | 28 | 1.00 | 1.46188 | 1.46188 | 0.00000 | -80.00 | 7762.40 |
57 | 2009.12.11 16:20 | buy | 29 | 1.00 | 1.46079 | 1.45999 | 0.00000 | ||
58 | 2009.12.11 16:50 | s/l | 29 | 1.00 | 1.45999 | 1.45999 | 0.00000 | -80.00 | 7682.40 |
59 | 2009.12.11 16:50 | buy | 30 | 1.00 | 1.46002 | 1.45922 | 0.00000 | ||
60 | 2009.12.11 17:20 | s/l | 30 | 1.00 | 1.45922 | 1.45922 | 0.00000 | -80.00 | 7602.40 |
61 | 2009.12.11 17:20 | buy | 31 | 1.00 | 1.45867 | 1.45787 | 0.00000 | ||
62 | 2009.12.15 09:15 | s/l | 31 | 1.00 | 1.45787 | 1.45787 | 0.00000 | -79.60 | 7522.80 |
63 | 2009.12.15 09:15 | buy | 32 | 1.00 | 1.45777 | 1.45697 | 0.00000 | ||
64 | 2009.12.15 09:20 | s/l | 32 | 1.00 | 1.45697 | 1.45697 | 0.00000 | -80.00 | 7442.80 |
65 | 2009.12.15 09:20 | buy | 33 | 1.00 | 1.45582 | 1.45502 | 0.00000 | ||
66 | 2009.12.15 10:20 | s/l | 33 | 1.00 | 1.45502 | 1.45502 | 0.00000 | -80.00 | 7362.80 |
67 | 2009.12.15 10:20 | buy | 34 | 1.00 | 1.45418 | 1.45338 | 0.00000 | ||
68 | 2009.12.15 10:37 | s/l | 34 | 1.00 | 1.45338 | 1.45338 | 0.00000 | -80.00 | 7282.80 |
69 | 2009.12.15 10:37 | buy | 35 | 1.00 | 1.45339 | 1.45259 | 0.00000 | ||
70 | 2009.12.15 11:07 | s/l | 35 | 1.00 | 1.45259 | 1.45259 | 0.00000 | -80.00 | 7202.80 |
71 | 2009.12.15 11:07 | buy | 36 | 1.00 | 1.45257 | 1.45177 | 0.00000 | ||
72 | 2009.12.15 17:45 | s/l | 36 | 1.00 | 1.45177 | 1.45177 | 0.00000 | -80.00 | 7122.80 |
73 | 2009.12.15 17:45 | buy | 37 | 1.00 | 1.45155 | 1.45075 | 0.00000 | ||
74 | 2009.12.15 17:50 | s/l | 37 | 1.00 | 1.45075 | 1.45075 | 0.00000 | -80.00 | 7042.80 |
75 | 2009.12.15 17:50 | buy | 38 | 1.00 | 1.45058 | 1.44978 | 0.00000 | ||
76 | 2009.12.17 02:33 | s/l | 38 | 1.00 | 1.44978 | 1.44978 | 0.00000 | -79.20 | 6963.60 |
77 | 2009.12.17 02:33 | buy | 39 | 1.00 | 1.44959 | 1.44879 | 0.00000 | ||
78 | 2009.12.17 02:40 | s/l | 39 | 1.00 | 1.44879 | 1.44879 | 0.00000 | -80.00 | 6883.60 |
79 | 2009.12.17 02:40 | buy | 40 | 1.00 | 1.44831 | 1.44751 | 0.00000 | ||
80 | 2009.12.17 02:46 | s/l | 40 | 1.00 | 1.44751 | 1.44751 | 0.00000 | -80.00 | 6803.60 |
81 | 2009.12.17 02:46 | buy | 41 | 1.00 | 1.44661 | 1.44581 | 0.00000 | ||
82 | 2009.12.17 03:02 | s/l | 41 | 1.00 | 1.44581 | 1.44581 | 0.00000 | -80.00 | 6723.60 |
83 | 2009.12.17 03:02 | buy | 42 | 1.00 | 1.44545 | 1.44465 | 0.00000 | ||
84 | 2009.12.17 03:45 | s/l | 42 | 1.00 | 1.44465 | 1.44465 | 0.00000 | -80.00 | 6643.60 |
85 | 2009.12.17 03:45 | buy | 43 | 1.00 | 1.44412 | 1.44332 | 0.00000 | ||
86 | 2009.12.17 03:50 | s/l | 43 | 1.00 | 1.44332 | 1.44332 | 0.00000 | -80.00 | 6563.60 |
87 | 2009.12.17 03:50 | buy | 44 | 1.00 | 1.44208 | 1.44128 | 0.00000 | ||
88 | 2009.12.17 04:15 | s/l | 44 | 1.00 | 1.44128 | 1.44128 | 0.00000 | -80.00 | 6483.60 |
89 | 2009.12.17 04:15 | buy | 45 | 1.00 | 1.44047 | 1.43967 | 0.00000 | ||
90 | 2009.12.17 04:20 | s/l | 45 | 1.00 | 1.43967 | 1.43967 | 0.00000 | -80.00 | 6403.60 |
91 | 2009.12.17 04:20 | buy | 46 | 1.00 | 1.43886 | 1.43806 | 0.00000 | ||
92 | 2009.12.17 05:50 | s/l | 46 | 1.00 | 1.43806 | 1.43806 | 0.00000 | -80.00 | 6323.60 |
93 | 2009.12.17 05:50 | buy | 47 | 1.00 | 1.43692 | 1.43612 | 0.00000 | ||
94 | 2009.12.17 10:50 | s/l | 47 | 1.00 | 1.43612 | 1.43612 | 0.00000 | -80.00 | 6243.60 |
95 | 2009.12.17 10:50 | buy | 48 | 1.00 | 1.43585 | 1.43505 | 0.00000 | ||
96 | 2009.12.17 11:40 | s/l | 48 | 1.00 | 1.43505 | 1.43505 | 0.00000 | -80.00 | 6163.60 |
97 | 2009.12.17 11:40 | buy | 49 | 1.00 | 1.43467 | 1.43387 | 0.00000 | ||
98 | 2009.12.17 11:45 | s/l | 49 | 1.00 | 1.43387 | 1.43387 | 0.00000 | -80.00 | 6083.60 |
99 | 2009.12.17 11:45 | buy | 50 | 1.00 | 1.43390 | 1.43310 | 0.00000 | ||
100 | 2009.12.17 11:50 | s/l | 50 | 1.00 | 1.43310 | 1.43310 | 0.00000 | -80.00 | 6003.60 |
101 | 2009.12.17 11:50 | buy | 51 | 1.00 | 1.43288 | 1.43208 | 0.00000 | ||
102 | 2009.12.17 17:50 | s/l | 51 | 1.00 | 1.43208 | 1.43208 | 0.00000 | -80.00 | 5923.60 |
103 | 2009.12.17 17:50 | buy | 52 | 1.00 | 1.43159 | 1.43079 | 0.00000 | ||
104 | 2009.12.17 18:02 | s/l | 52 | 1.00 | 1.43079 | 1.43079 | 0.00000 | -80.00 | 5843.60 |
105 | 2009.12.17 18:02 | buy | 53 | 1.00 | 1.43057 | 1.42977 | 0.00000 | ||
106 | 2009.12.18 16:45 | s/l | 53 | 1.00 | 1.42977 | 1.42977 | 0.00000 | -79.80 | 5763.80 |
107 | 2009.12.18 16:45 | buy | 54 | 1.00 | 1.42861 | 1.42781 | 0.00000 | ||
108 | 2009.12.18 16:50 | s/l | 54 | 1.00 | 1.42781 | 1.42781 | 0.00000 | -80.00 | 5683.80 |
109 | 2009.12.18 16:50 | buy | 55 | 1.00 | 1.42680 | 1.42600 | 0.00000 | ||
110 | 2009.12.22 16:20 | s/l | 55 | 1.00 | 1.42600 | 1.42600 | 0.00000 | -79.60 | 5604.20 |
111 | 2009.12.22 16:20 | buy | 56 | 1.00 | 1.42605 | 1.42525 | 0.00000 | ||
112 | 2009.12.22 16:45 | s/l | 56 | 1.00 | 1.42525 | 1.42525 | 0.00000 | -80.00 | 5524.20 |
113 | 2009.12.22 16:45 | buy | 57 | 1.00 | 1.42490 | 1.42410 | 0.00000 | ||
114 | 2009.12.22 16:50 | s/l | 57 | 1.00 | 1.42410 | 1.42410 | 0.00000 | -80.00 | 5444.20 |
115 | 2009.12.22 16:50 | buy | 58 | 1.00 | 1.42307 | 1.42227 | 0.00000 | ||
116 | 2009.12.22 17:02 | s/l | 58 | 1.00 | 1.42227 | 1.42227 | 0.00000 | -80.00 | 5364.20 |
117 | 2009.12.22 17:02 | buy | 59 | 1.00 | 1.42199 | 1.42119 | 0.00000 | ||
118 | 2010.01.15 22:57 | close at stop | 59 | 1.00 | 1.43843 | 1.42119 | 0.00000 | 1649.20 | 7013.40 |