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 | lTakeProfit=20; sTakeProfit=20; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""Generate"; Slippage=1; UseHourTrade=false; FromHourTrade=14; ToHourTrade=16; UseSound=false; NameFileSound=""alert.wav""; Lots=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -350.00 | Gross profit | 1359.00 | Gross loss | -1709.00 |
Profit factor | 0.80 | Expected payoff | -5.00 | ||
Absolute drawdown | 2291.00 | Maximal drawdown | 3650.00 (32.13%) | Relative drawdown | 32.13% (3650.00) |
Total trades | 70 | Short positions (won %) | 70 (98.57%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 69 (98.57%) | Loss trades (% of total) | 1 (1.43%) | ||
Largest | profit trade | 20.00 | loss trade | -1709.00 | |
Average | profit trade | 19.70 | loss trade | -1709.00 | |
Maximum | consecutive wins (profit in money) | 69 (1359.00) | consecutive losses (loss in money) | 1 (-1709.00) | |
Maximal | consecutive profit (count of wins) | 1359.00 (69) | consecutive loss (count of losses) | -1709.00 (1) | |
Average | consecutive wins | 69 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:20 | sell | 1 | 1.00 | 1.50027 | 0.00000 | 1.50007 | ||
2 | 2009.12.01 06:10 | t/p | 1 | 1.00 | 1.50007 | 0.00000 | 1.50007 | 20.00 | 10020.00 |
3 | 2009.12.01 06:10 | sell | 2 | 1.00 | 1.49964 | 0.00000 | 1.49944 | ||
4 | 2009.12.01 06:15 | t/p | 2 | 1.00 | 1.49944 | 0.00000 | 1.49944 | 20.00 | 10040.00 |
5 | 2009.12.01 06:15 | sell | 3 | 1.00 | 1.49852 | 0.00000 | 1.49832 | ||
6 | 2009.12.01 06:20 | t/p | 3 | 1.00 | 1.49832 | 0.00000 | 1.49832 | 20.00 | 10060.00 |
7 | 2009.12.01 06:20 | sell | 4 | 1.00 | 1.49703 | 0.00000 | 1.49683 | ||
8 | 2009.12.04 14:50 | t/p | 4 | 1.00 | 1.49683 | 0.00000 | 1.49683 | 15.00 | 10075.00 |
9 | 2009.12.04 14:50 | sell | 5 | 1.00 | 1.49267 | 0.00000 | 1.49247 | ||
10 | 2009.12.04 15:02 | t/p | 5 | 1.00 | 1.49247 | 0.00000 | 1.49247 | 20.00 | 10095.00 |
11 | 2009.12.04 15:02 | sell | 6 | 1.00 | 1.49161 | 0.00000 | 1.49141 | ||
12 | 2009.12.04 15:07 | t/p | 6 | 1.00 | 1.49141 | 0.00000 | 1.49141 | 20.00 | 10115.00 |
13 | 2009.12.04 15:07 | sell | 7 | 1.00 | 1.49113 | 0.00000 | 1.49093 | ||
14 | 2009.12.04 16:45 | t/p | 7 | 1.00 | 1.49093 | 0.00000 | 1.49093 | 20.00 | 10135.00 |
15 | 2009.12.04 16:45 | sell | 8 | 1.00 | 1.49003 | 0.00000 | 1.48983 | ||
16 | 2009.12.04 16:50 | t/p | 8 | 1.00 | 1.48983 | 0.00000 | 1.48983 | 20.00 | 10155.00 |
17 | 2009.12.04 16:50 | sell | 9 | 1.00 | 1.48867 | 0.00000 | 1.48847 | ||
18 | 2009.12.04 17:20 | t/p | 9 | 1.00 | 1.48847 | 0.00000 | 1.48847 | 20.00 | 10175.00 |
19 | 2009.12.04 17:20 | sell | 10 | 1.00 | 1.48748 | 0.00000 | 1.48728 | ||
20 | 2009.12.04 17:37 | t/p | 10 | 1.00 | 1.48728 | 0.00000 | 1.48728 | 20.00 | 10195.00 |
21 | 2009.12.04 17:37 | sell | 11 | 1.00 | 1.48697 | 0.00000 | 1.48677 | ||
22 | 2009.12.04 19:20 | t/p | 11 | 1.00 | 1.48677 | 0.00000 | 1.48677 | 20.00 | 10215.00 |
23 | 2009.12.04 19:20 | sell | 12 | 1.00 | 1.48597 | 0.00000 | 1.48577 | ||
24 | 2009.12.04 19:33 | t/p | 12 | 1.00 | 1.48577 | 0.00000 | 1.48577 | 20.00 | 10235.00 |
25 | 2009.12.04 19:33 | sell | 13 | 1.00 | 1.48505 | 0.00000 | 1.48485 | ||
26 | 2009.12.04 19:40 | t/p | 13 | 1.00 | 1.48485 | 0.00000 | 1.48485 | 20.00 | 10255.00 |
27 | 2009.12.04 19:40 | sell | 14 | 1.00 | 1.48428 | 0.00000 | 1.48408 | ||
28 | 2009.12.04 19:46 | t/p | 14 | 1.00 | 1.48408 | 0.00000 | 1.48408 | 20.00 | 10275.00 |
29 | 2009.12.04 19:46 | sell | 15 | 1.00 | 1.48326 | 0.00000 | 1.48306 | ||
30 | 2009.12.04 20:50 | t/p | 15 | 1.00 | 1.48306 | 0.00000 | 1.48306 | 20.00 | 10295.00 |
31 | 2009.12.04 20:50 | sell | 16 | 1.00 | 1.48213 | 0.00000 | 1.48193 | ||
32 | 2009.12.07 09:40 | t/p | 16 | 1.00 | 1.48193 | 0.00000 | 1.48193 | 19.00 | 10314.00 |
33 | 2009.12.07 09:40 | sell | 17 | 1.00 | 1.48157 | 0.00000 | 1.48137 | ||
34 | 2009.12.07 09:45 | t/p | 17 | 1.00 | 1.48137 | 0.00000 | 1.48137 | 20.00 | 10334.00 |
35 | 2009.12.07 09:45 | sell | 18 | 1.00 | 1.47948 | 0.00000 | 1.47928 | ||
36 | 2009.12.07 09:50 | t/p | 18 | 1.00 | 1.47928 | 0.00000 | 1.47928 | 20.00 | 10354.00 |
37 | 2009.12.07 09:50 | sell | 19 | 1.00 | 1.47669 | 0.00000 | 1.47649 | ||
38 | 2009.12.07 10:02 | t/p | 19 | 1.00 | 1.47649 | 0.00000 | 1.47649 | 20.00 | 10374.00 |
39 | 2009.12.07 10:02 | sell | 20 | 1.00 | 1.47592 | 0.00000 | 1.47572 | ||
40 | 2009.12.08 14:20 | t/p | 20 | 1.00 | 1.47572 | 0.00000 | 1.47572 | 19.00 | 10393.00 |
41 | 2009.12.08 14:20 | sell | 21 | 1.00 | 1.47357 | 0.00000 | 1.47337 | ||
42 | 2009.12.08 14:32 | t/p | 21 | 1.00 | 1.47337 | 0.00000 | 1.47337 | 20.00 | 10413.00 |
43 | 2009.12.08 14:32 | sell | 22 | 1.00 | 1.47292 | 0.00000 | 1.47272 | ||
44 | 2009.12.08 17:02 | t/p | 22 | 1.00 | 1.47272 | 0.00000 | 1.47272 | 20.00 | 10433.00 |
45 | 2009.12.08 17:02 | sell | 23 | 1.00 | 1.47244 | 0.00000 | 1.47224 | ||
46 | 2009.12.08 18:45 | t/p | 23 | 1.00 | 1.47224 | 0.00000 | 1.47224 | 20.00 | 10453.00 |
47 | 2009.12.08 18:45 | sell | 24 | 1.00 | 1.47174 | 0.00000 | 1.47154 | ||
48 | 2009.12.08 18:50 | t/p | 24 | 1.00 | 1.47154 | 0.00000 | 1.47154 | 20.00 | 10473.00 |
49 | 2009.12.08 18:50 | sell | 25 | 1.00 | 1.47115 | 0.00000 | 1.47095 | ||
50 | 2009.12.08 19:15 | t/p | 25 | 1.00 | 1.47095 | 0.00000 | 1.47095 | 20.00 | 10493.00 |
51 | 2009.12.08 19:15 | sell | 26 | 1.00 | 1.47044 | 0.00000 | 1.47024 | ||
52 | 2009.12.08 19:20 | t/p | 26 | 1.00 | 1.47024 | 0.00000 | 1.47024 | 20.00 | 10513.00 |
53 | 2009.12.08 19:20 | sell | 27 | 1.00 | 1.46927 | 0.00000 | 1.46907 | ||
54 | 2009.12.08 20:50 | t/p | 27 | 1.00 | 1.46907 | 0.00000 | 1.46907 | 20.00 | 10533.00 |
55 | 2009.12.08 20:50 | sell | 28 | 1.00 | 1.46801 | 0.00000 | 1.46781 | ||
56 | 2009.12.09 00:32 | t/p | 28 | 1.00 | 1.46781 | 0.00000 | 1.46781 | 19.00 | 10552.00 |
57 | 2009.12.09 00:32 | sell | 29 | 1.00 | 1.46709 | 0.00000 | 1.46689 | ||
58 | 2009.12.11 15:26 | t/p | 29 | 1.00 | 1.46689 | 0.00000 | 1.46689 | 16.00 | 10568.00 |
59 | 2009.12.11 15:26 | sell | 30 | 1.00 | 1.46623 | 0.00000 | 1.46603 | ||
60 | 2009.12.11 15:40 | t/p | 30 | 1.00 | 1.46603 | 0.00000 | 1.46603 | 20.00 | 10588.00 |
61 | 2009.12.11 15:40 | sell | 31 | 1.00 | 1.46555 | 0.00000 | 1.46535 | ||
62 | 2009.12.11 15:45 | t/p | 31 | 1.00 | 1.46535 | 0.00000 | 1.46535 | 20.00 | 10608.00 |
63 | 2009.12.11 15:45 | sell | 32 | 1.00 | 1.46471 | 0.00000 | 1.46451 | ||
64 | 2009.12.11 15:50 | t/p | 32 | 1.00 | 1.46451 | 0.00000 | 1.46451 | 20.00 | 10628.00 |
65 | 2009.12.11 15:50 | sell | 33 | 1.00 | 1.46359 | 0.00000 | 1.46339 | ||
66 | 2009.12.11 16:15 | t/p | 33 | 1.00 | 1.46339 | 0.00000 | 1.46339 | 20.00 | 10648.00 |
67 | 2009.12.11 16:15 | sell | 34 | 1.00 | 1.46257 | 0.00000 | 1.46237 | ||
68 | 2009.12.11 16:20 | t/p | 34 | 1.00 | 1.46237 | 0.00000 | 1.46237 | 20.00 | 10668.00 |
69 | 2009.12.11 16:20 | sell | 35 | 1.00 | 1.46068 | 0.00000 | 1.46048 | ||
70 | 2009.12.11 16:50 | t/p | 35 | 1.00 | 1.46048 | 0.00000 | 1.46048 | 20.00 | 10688.00 |
71 | 2009.12.11 16:50 | sell | 36 | 1.00 | 1.45991 | 0.00000 | 1.45971 | ||
72 | 2009.12.11 17:20 | t/p | 36 | 1.00 | 1.45971 | 0.00000 | 1.45971 | 20.00 | 10708.00 |
73 | 2009.12.11 17:20 | sell | 37 | 1.00 | 1.45856 | 0.00000 | 1.45836 | ||
74 | 2009.12.15 09:15 | t/p | 37 | 1.00 | 1.45836 | 0.00000 | 1.45836 | 18.00 | 10726.00 |
75 | 2009.12.15 09:15 | sell | 38 | 1.00 | 1.45766 | 0.00000 | 1.45746 | ||
76 | 2009.12.15 09:20 | t/p | 38 | 1.00 | 1.45746 | 0.00000 | 1.45746 | 20.00 | 10746.00 |
77 | 2009.12.15 09:20 | sell | 39 | 1.00 | 1.45571 | 0.00000 | 1.45551 | ||
78 | 2009.12.15 09:37 | t/p | 39 | 1.00 | 1.45551 | 0.00000 | 1.45551 | 20.00 | 10766.00 |
79 | 2009.12.15 09:37 | sell | 40 | 1.00 | 1.45512 | 0.00000 | 1.45492 | ||
80 | 2009.12.15 10:20 | t/p | 40 | 1.00 | 1.45492 | 0.00000 | 1.45492 | 20.00 | 10786.00 |
81 | 2009.12.15 10:20 | sell | 41 | 1.00 | 1.45407 | 0.00000 | 1.45387 | ||
82 | 2009.12.15 10:32 | t/p | 41 | 1.00 | 1.45387 | 0.00000 | 1.45387 | 20.00 | 10806.00 |
83 | 2009.12.15 10:32 | sell | 42 | 1.00 | 1.45347 | 0.00000 | 1.45327 | ||
84 | 2009.12.15 11:02 | t/p | 42 | 1.00 | 1.45327 | 0.00000 | 1.45327 | 20.00 | 10826.00 |
85 | 2009.12.15 11:02 | sell | 43 | 1.00 | 1.45272 | 0.00000 | 1.45252 | ||
86 | 2009.12.15 14:37 | t/p | 43 | 1.00 | 1.45252 | 0.00000 | 1.45252 | 20.00 | 10846.00 |
87 | 2009.12.15 14:37 | sell | 44 | 1.00 | 1.45220 | 0.00000 | 1.45200 | ||
88 | 2009.12.15 17:45 | t/p | 44 | 1.00 | 1.45200 | 0.00000 | 1.45200 | 20.00 | 10866.00 |
89 | 2009.12.15 17:45 | sell | 45 | 1.00 | 1.45144 | 0.00000 | 1.45124 | ||
90 | 2009.12.15 17:50 | t/p | 45 | 1.00 | 1.45124 | 0.00000 | 1.45124 | 20.00 | 10886.00 |
91 | 2009.12.15 17:50 | sell | 46 | 1.00 | 1.45047 | 0.00000 | 1.45027 | ||
92 | 2009.12.17 02:33 | t/p | 46 | 1.00 | 1.45027 | 0.00000 | 1.45027 | 16.00 | 10902.00 |
93 | 2009.12.17 02:33 | sell | 47 | 1.00 | 1.44948 | 0.00000 | 1.44928 | ||
94 | 2009.12.17 02:40 | t/p | 47 | 1.00 | 1.44928 | 0.00000 | 1.44928 | 20.00 | 10922.00 |
95 | 2009.12.17 02:40 | sell | 48 | 1.00 | 1.44820 | 0.00000 | 1.44800 | ||
96 | 2009.12.17 02:46 | t/p | 48 | 1.00 | 1.44800 | 0.00000 | 1.44800 | 20.00 | 10942.00 |
97 | 2009.12.17 02:46 | sell | 49 | 1.00 | 1.44650 | 0.00000 | 1.44630 | ||
98 | 2009.12.17 03:02 | t/p | 49 | 1.00 | 1.44630 | 0.00000 | 1.44630 | 20.00 | 10962.00 |
99 | 2009.12.17 03:02 | sell | 50 | 1.00 | 1.44534 | 0.00000 | 1.44514 | ||
100 | 2009.12.17 03:45 | t/p | 50 | 1.00 | 1.44514 | 0.00000 | 1.44514 | 20.00 | 10982.00 |
101 | 2009.12.17 03:45 | sell | 51 | 1.00 | 1.44401 | 0.00000 | 1.44381 | ||
102 | 2009.12.17 03:50 | t/p | 51 | 1.00 | 1.44381 | 0.00000 | 1.44381 | 20.00 | 11002.00 |
103 | 2009.12.17 03:50 | sell | 52 | 1.00 | 1.44197 | 0.00000 | 1.44177 | ||
104 | 2009.12.17 04:15 | t/p | 52 | 1.00 | 1.44177 | 0.00000 | 1.44177 | 20.00 | 11022.00 |
105 | 2009.12.17 04:15 | sell | 53 | 1.00 | 1.44036 | 0.00000 | 1.44016 | ||
106 | 2009.12.17 04:20 | t/p | 53 | 1.00 | 1.44016 | 0.00000 | 1.44016 | 20.00 | 11042.00 |
107 | 2009.12.17 04:20 | sell | 54 | 1.00 | 1.43875 | 0.00000 | 1.43855 | ||
108 | 2009.12.17 05:45 | t/p | 54 | 1.00 | 1.43855 | 0.00000 | 1.43855 | 20.00 | 11062.00 |
109 | 2009.12.17 05:45 | sell | 55 | 1.00 | 1.43813 | 0.00000 | 1.43793 | ||
110 | 2009.12.17 05:50 | t/p | 55 | 1.00 | 1.43793 | 0.00000 | 1.43793 | 20.00 | 11082.00 |
111 | 2009.12.17 05:50 | sell | 56 | 1.00 | 1.43681 | 0.00000 | 1.43661 | ||
112 | 2009.12.17 10:50 | t/p | 56 | 1.00 | 1.43661 | 0.00000 | 1.43661 | 20.00 | 11102.00 |
113 | 2009.12.17 10:50 | sell | 57 | 1.00 | 1.43574 | 0.00000 | 1.43554 | ||
114 | 2009.12.17 11:20 | t/p | 57 | 1.00 | 1.43554 | 0.00000 | 1.43554 | 20.00 | 11122.00 |
115 | 2009.12.17 11:20 | sell | 58 | 1.00 | 1.43520 | 0.00000 | 1.43500 | ||
116 | 2009.12.17 11:40 | t/p | 58 | 1.00 | 1.43500 | 0.00000 | 1.43500 | 20.00 | 11142.00 |
117 | 2009.12.17 11:40 | sell | 59 | 1.00 | 1.43456 | 0.00000 | 1.43436 | ||
118 | 2009.12.17 11:45 | t/p | 59 | 1.00 | 1.43436 | 0.00000 | 1.43436 | 20.00 | 11162.00 |
119 | 2009.12.17 11:45 | sell | 60 | 1.00 | 1.43379 | 0.00000 | 1.43359 | ||
120 | 2009.12.17 11:50 | t/p | 60 | 1.00 | 1.43359 | 0.00000 | 1.43359 | 20.00 | 11182.00 |
121 | 2009.12.17 11:50 | sell | 61 | 1.00 | 1.43277 | 0.00000 | 1.43257 | ||
122 | 2009.12.17 17:50 | t/p | 61 | 1.00 | 1.43257 | 0.00000 | 1.43257 | 20.00 | 11202.00 |
123 | 2009.12.17 17:50 | sell | 62 | 1.00 | 1.43148 | 0.00000 | 1.43128 | ||
124 | 2009.12.17 18:02 | t/p | 62 | 1.00 | 1.43128 | 0.00000 | 1.43128 | 20.00 | 11222.00 |
125 | 2009.12.17 18:02 | sell | 63 | 1.00 | 1.43046 | 0.00000 | 1.43026 | ||
126 | 2009.12.18 16:40 | t/p | 63 | 1.00 | 1.43026 | 0.00000 | 1.43026 | 19.00 | 11241.00 |
127 | 2009.12.18 16:40 | sell | 64 | 1.00 | 1.42987 | 0.00000 | 1.42967 | ||
128 | 2009.12.18 16:45 | t/p | 64 | 1.00 | 1.42967 | 0.00000 | 1.42967 | 20.00 | 11261.00 |
129 | 2009.12.18 16:45 | sell | 65 | 1.00 | 1.42850 | 0.00000 | 1.42830 | ||
130 | 2009.12.18 16:50 | t/p | 65 | 1.00 | 1.42830 | 0.00000 | 1.42830 | 20.00 | 11281.00 |
131 | 2009.12.18 16:50 | sell | 66 | 1.00 | 1.42669 | 0.00000 | 1.42649 | ||
132 | 2009.12.18 17:07 | t/p | 66 | 1.00 | 1.42649 | 0.00000 | 1.42649 | 20.00 | 11301.00 |
133 | 2009.12.18 17:07 | sell | 67 | 1.00 | 1.42606 | 0.00000 | 1.42586 | ||
134 | 2009.12.22 16:45 | t/p | 67 | 1.00 | 1.42586 | 0.00000 | 1.42586 | 18.00 | 11319.00 |
135 | 2009.12.22 16:45 | sell | 68 | 1.00 | 1.42479 | 0.00000 | 1.42459 | ||
136 | 2009.12.22 16:50 | t/p | 68 | 1.00 | 1.42459 | 0.00000 | 1.42459 | 20.00 | 11339.00 |
137 | 2009.12.22 16:50 | sell | 69 | 1.00 | 1.42296 | 0.00000 | 1.42276 | ||
138 | 2009.12.22 17:02 | t/p | 69 | 1.00 | 1.42276 | 0.00000 | 1.42276 | 20.00 | 11359.00 |
139 | 2009.12.22 17:02 | sell | 70 | 1.00 | 1.42188 | 0.00000 | 1.42168 | ||
140 | 2010.01.15 22:57 | close at stop | 70 | 1.00 | 1.43871 | 0.00000 | 1.42168 | -1709.00 | 9650.00 |