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 | SL=57; TP=100; TS=35; UDayChanel=0.004; StartTime=6; EndTime=11; lots=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5793.00 | Gross profit | 4288.00 | Gross loss | -10081.00 |
| Profit factor | 0.43 | Expected payoff | -103.45 | ||
| Absolute drawdown | 5963.00 | Maximal drawdown | 7640.00 (65.43%) | Relative drawdown | 65.43% (7640.00) |
| Total trades | 56 | Short positions (won %) | 44 (25.00%) | Long positions (won %) | 12 (16.67%) |
| Profit trades (% of total) | 13 (23.21%) | Loss trades (% of total) | 43 (76.79%) | ||
| Largest | profit trade | 800.00 | loss trade | -513.00 | |
| Average | profit trade | 329.85 | loss trade | -234.44 | |
| Maximum | consecutive wins (profit in money) | 3 (372.00) | consecutive losses (loss in money) | 11 (-2565.00) | |
| Maximal | consecutive profit (count of wins) | 1600.00 (2) | consecutive loss (count of losses) | -2565.00 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 06:10 | sell | 1 | 8.00 | 1.49964 | 1.50021 | 1.49864 | ||
| 2 | 2009.12.01 06:15 | t/p | 1 | 8.00 | 1.49864 | 1.50021 | 1.49864 | 800.00 | 10800.00 |
| 3 | 2009.12.01 06:15 | sell | 2 | 8.00 | 1.49852 | 1.49909 | 1.49752 | ||
| 4 | 2009.12.01 06:20 | t/p | 2 | 8.00 | 1.49752 | 1.49909 | 1.49752 | 800.00 | 11600.00 |
| 5 | 2009.12.01 06:20 | sell | 3 | 9.00 | 1.49703 | 1.49760 | 1.49603 | ||
| 6 | 2009.12.01 06:22 | s/l | 3 | 9.00 | 1.49760 | 1.49760 | 1.49603 | -513.00 | 11087.00 |
| 7 | 2009.12.03 08:30 | buy | 4 | 1.00 | 1.51217 | 1.51160 | 1.51317 | ||
| 8 | 2009.12.03 08:30 | buy | 5 | 9.00 | 1.51217 | 1.51160 | 1.51317 | ||
| 9 | 2009.12.03 08:32 | modify | 4 | 1.00 | 1.51217 | 1.51229 | 1.51317 | ||
| 10 | 2009.12.03 08:37 | modify | 4 | 1.00 | 1.51217 | 1.51241 | 1.51317 | ||
| 11 | 2009.12.03 08:40 | s/l | 4 | 1.00 | 1.51241 | 1.51241 | 1.51317 | 24.00 | 11111.00 |
| 12 | 2009.12.03 08:50 | s/l | 5 | 9.00 | 1.51160 | 1.51160 | 1.51317 | -513.00 | 10598.00 |
| 13 | 2009.12.04 08:47 | buy | 6 | 1.00 | 1.50872 | 1.50816 | 1.50973 | ||
| 14 | 2009.12.04 08:47 | buy | 7 | 8.00 | 1.50872 | 1.50816 | 1.50973 | ||
| 15 | 2009.12.04 09:10 | s/l | 6 | 1.00 | 1.50816 | 1.50816 | 1.50973 | -56.00 | 10542.00 |
| 16 | 2009.12.04 09:10 | s/l | 7 | 8.00 | 1.50816 | 1.50816 | 1.50973 | -448.00 | 10094.00 |
| 17 | 2009.12.07 09:20 | sell | 8 | 8.00 | 1.48427 | 1.48484 | 1.48327 | ||
| 18 | 2009.12.07 09:22 | s/l | 8 | 8.00 | 1.48484 | 1.48484 | 1.48327 | -456.00 | 9638.00 |
| 19 | 2009.12.07 09:32 | sell | 9 | 7.00 | 1.48366 | 1.48423 | 1.48266 | ||
| 20 | 2009.12.07 09:35 | modify | 9 | 7.00 | 1.48366 | 1.48342 | 1.48266 | ||
| 21 | 2009.12.07 09:37 | s/l | 9 | 7.00 | 1.48342 | 1.48342 | 1.48266 | 168.00 | 9806.00 |
| 22 | 2009.12.07 09:40 | sell | 10 | 7.00 | 1.48157 | 1.48214 | 1.48057 | ||
| 23 | 2009.12.07 09:42 | s/l | 10 | 7.00 | 1.48214 | 1.48214 | 1.48057 | -399.00 | 9407.00 |
| 24 | 2009.12.07 09:45 | sell | 11 | 7.00 | 1.47948 | 1.48005 | 1.47848 | ||
| 25 | 2009.12.07 09:47 | s/l | 11 | 7.00 | 1.48005 | 1.48005 | 1.47848 | -399.00 | 9008.00 |
| 26 | 2009.12.07 09:50 | sell | 12 | 7.00 | 1.47669 | 1.47726 | 1.47569 | ||
| 27 | 2009.12.07 09:52 | s/l | 12 | 7.00 | 1.47726 | 1.47726 | 1.47569 | -399.00 | 8609.00 |
| 28 | 2009.12.07 10:00 | sell | 13 | 6.00 | 1.47670 | 1.47726 | 1.47569 | ||
| 29 | 2009.12.07 10:02 | modify | 13 | 6.00 | 1.47670 | 1.47637 | 1.47569 | ||
| 30 | 2009.12.07 10:07 | t/p | 13 | 6.00 | 1.47569 | 1.47637 | 1.47569 | 606.00 | 9215.00 |
| 31 | 2009.12.07 10:07 | sell | 14 | 7.00 | 1.47557 | 1.47614 | 1.47457 | ||
| 32 | 2009.12.07 10:10 | s/l | 14 | 7.00 | 1.47614 | 1.47614 | 1.47457 | -399.00 | 8816.00 |
| 33 | 2009.12.08 08:20 | sell | 15 | 6.00 | 1.48139 | 1.48196 | 1.48039 | ||
| 34 | 2009.12.08 08:22 | s/l | 15 | 6.00 | 1.48196 | 1.48196 | 1.48039 | -342.00 | 8474.00 |
| 35 | 2009.12.08 08:45 | sell | 16 | 6.00 | 1.48057 | 1.48114 | 1.47957 | ||
| 36 | 2009.12.08 08:50 | t/p | 16 | 6.00 | 1.47957 | 1.48114 | 1.47957 | 600.00 | 9074.00 |
| 37 | 2009.12.08 08:50 | sell | 17 | 7.00 | 1.47941 | 1.47998 | 1.47841 | ||
| 38 | 2009.12.08 08:52 | s/l | 17 | 7.00 | 1.47998 | 1.47998 | 1.47841 | -399.00 | 8675.00 |
| 39 | 2009.12.08 09:02 | sell | 18 | 6.00 | 1.47844 | 1.47901 | 1.47744 | ||
| 40 | 2009.12.08 09:10 | s/l | 18 | 6.00 | 1.47901 | 1.47901 | 1.47744 | -342.00 | 8333.00 |
| 41 | 2009.12.10 09:20 | sell | 19 | 6.00 | 1.46916 | 1.46973 | 1.46816 | ||
| 42 | 2009.12.10 09:22 | s/l | 19 | 6.00 | 1.46973 | 1.46973 | 1.46816 | -342.00 | 7991.00 |
| 43 | 2009.12.10 09:32 | sell | 20 | 5.00 | 1.46889 | 1.46946 | 1.46789 | ||
| 44 | 2009.12.10 09:40 | s/l | 20 | 5.00 | 1.46946 | 1.46946 | 1.46789 | -285.00 | 7706.00 |
| 45 | 2009.12.14 06:43 | buy | 21 | 1.00 | 1.46778 | 1.46721 | 1.46878 | ||
| 46 | 2009.12.14 06:43 | buy | 22 | 5.00 | 1.46778 | 1.46721 | 1.46878 | ||
| 47 | 2009.12.14 07:07 | s/l | 21 | 1.00 | 1.46721 | 1.46721 | 1.46878 | -57.00 | 7649.00 |
| 48 | 2009.12.14 07:07 | s/l | 22 | 5.00 | 1.46721 | 1.46721 | 1.46878 | -285.00 | 7364.00 |
| 49 | 2009.12.15 08:45 | sell | 23 | 5.00 | 1.46184 | 1.46241 | 1.46084 | ||
| 50 | 2009.12.15 08:50 | t/p | 23 | 5.00 | 1.46084 | 1.46241 | 1.46084 | 500.00 | 7864.00 |
| 51 | 2009.12.15 08:50 | sell | 24 | 5.00 | 1.46056 | 1.46113 | 1.45956 | ||
| 52 | 2009.12.15 08:52 | s/l | 24 | 5.00 | 1.46113 | 1.46113 | 1.45956 | -285.00 | 7579.00 |
| 53 | 2009.12.15 09:05 | sell | 25 | 5.00 | 1.46010 | 1.46067 | 1.45910 | ||
| 54 | 2009.12.15 09:07 | s/l | 25 | 5.00 | 1.46067 | 1.46067 | 1.45910 | -285.00 | 7294.00 |
| 55 | 2009.12.15 09:10 | sell | 26 | 5.00 | 1.45912 | 1.45969 | 1.45812 | ||
| 56 | 2009.12.15 09:12 | s/l | 26 | 5.00 | 1.45969 | 1.45969 | 1.45812 | -285.00 | 7009.00 |
| 57 | 2009.12.15 09:15 | sell | 27 | 5.00 | 1.45766 | 1.45823 | 1.45666 | ||
| 58 | 2009.12.15 09:17 | s/l | 27 | 5.00 | 1.45823 | 1.45823 | 1.45666 | -285.00 | 6724.00 |
| 59 | 2009.12.15 09:20 | sell | 28 | 4.00 | 1.45571 | 1.45628 | 1.45471 | ||
| 60 | 2009.12.15 09:22 | s/l | 28 | 4.00 | 1.45628 | 1.45628 | 1.45471 | -228.00 | 6496.00 |
| 61 | 2009.12.15 09:32 | sell | 29 | 4.00 | 1.45527 | 1.45584 | 1.45427 | ||
| 62 | 2009.12.15 09:40 | s/l | 29 | 4.00 | 1.45584 | 1.45584 | 1.45427 | -228.00 | 6268.00 |
| 63 | 2009.12.15 10:20 | sell | 30 | 4.00 | 1.45407 | 1.45464 | 1.45307 | ||
| 64 | 2009.12.15 10:22 | s/l | 30 | 4.00 | 1.45464 | 1.45464 | 1.45307 | -228.00 | 6040.00 |
| 65 | 2009.12.15 10:32 | sell | 31 | 4.00 | 1.45347 | 1.45404 | 1.45247 | ||
| 66 | 2009.12.15 10:40 | s/l | 31 | 4.00 | 1.45404 | 1.45404 | 1.45247 | -228.00 | 5812.00 |
| 67 | 2009.12.16 08:50 | sell | 32 | 3.00 | 1.45099 | 1.45156 | 1.44999 | ||
| 68 | 2009.12.16 08:52 | s/l | 32 | 3.00 | 1.45156 | 1.45156 | 1.44999 | -171.00 | 5641.00 |
| 69 | 2009.12.17 10:50 | sell | 33 | 3.00 | 1.43574 | 1.43631 | 1.43474 | ||
| 70 | 2009.12.17 10:52 | s/l | 33 | 3.00 | 1.43631 | 1.43631 | 1.43474 | -171.00 | 5470.00 |
| 71 | 2009.12.21 09:20 | sell | 34 | 3.00 | 1.43066 | 1.43123 | 1.42966 | ||
| 72 | 2009.12.21 09:27 | s/l | 34 | 3.00 | 1.43123 | 1.43123 | 1.42966 | -171.00 | 5299.00 |
| 73 | 2009.12.21 09:40 | sell | 35 | 3.00 | 1.43050 | 1.43107 | 1.42950 | ||
| 74 | 2009.12.21 09:45 | modify | 35 | 3.00 | 1.43050 | 1.42987 | 1.42950 | ||
| 75 | 2009.12.21 09:47 | s/l | 35 | 3.00 | 1.42987 | 1.42987 | 1.42950 | 189.00 | 5488.00 |
| 76 | 2009.12.21 09:50 | sell | 36 | 3.00 | 1.42799 | 1.42856 | 1.42699 | ||
| 77 | 2009.12.21 09:52 | s/l | 36 | 3.00 | 1.42856 | 1.42856 | 1.42699 | -171.00 | 5317.00 |
| 78 | 2009.12.22 09:26 | buy | 37 | 1.00 | 1.43308 | 1.43250 | 1.43407 | ||
| 79 | 2009.12.22 09:26 | buy | 38 | 3.00 | 1.43308 | 1.43250 | 1.43407 | ||
| 80 | 2009.12.22 09:45 | s/l | 37 | 1.00 | 1.43250 | 1.43250 | 1.43407 | -58.00 | 5259.00 |
| 81 | 2009.12.22 09:45 | s/l | 38 | 3.00 | 1.43250 | 1.43250 | 1.43407 | -174.00 | 5085.00 |
| 82 | 2009.12.23 10:50 | sell | 39 | 3.00 | 1.42337 | 1.42394 | 1.42237 | ||
| 83 | 2009.12.23 10:57 | s/l | 39 | 3.00 | 1.42394 | 1.42394 | 1.42237 | -171.00 | 4914.00 |
| 84 | 2009.12.28 10:32 | buy | 40 | 1.00 | 1.43961 | 1.43905 | 1.44062 | ||
| 85 | 2009.12.28 10:32 | buy | 41 | 2.00 | 1.43961 | 1.43905 | 1.44062 | ||
| 86 | 2009.12.28 10:50 | s/l | 40 | 1.00 | 1.43905 | 1.43905 | 1.44062 | -56.00 | 4858.00 |
| 87 | 2009.12.28 10:50 | s/l | 41 | 2.00 | 1.43905 | 1.43905 | 1.44062 | -112.00 | 4746.00 |
| 88 | 2010.01.05 07:59 | buy | 42 | 1.00 | 1.44768 | 1.44711 | 1.44868 | ||
| 89 | 2010.01.05 07:59 | buy | 43 | 2.00 | 1.44768 | 1.44711 | 1.44868 | ||
| 90 | 2010.01.05 08:02 | modify | 42 | 1.00 | 1.44768 | 1.44775 | 1.44868 | ||
| 91 | 2010.01.05 08:07 | modify | 42 | 1.00 | 1.44768 | 1.44797 | 1.44868 | ||
| 92 | 2010.01.05 08:10 | s/l | 42 | 1.00 | 1.44797 | 1.44797 | 1.44868 | 29.00 | 4775.00 |
| 93 | 2010.01.05 08:15 | s/l | 43 | 2.00 | 1.44711 | 1.44711 | 1.44868 | -114.00 | 4661.00 |
| 94 | 2010.01.05 09:50 | sell | 44 | 2.00 | 1.44036 | 1.44093 | 1.43936 | ||
| 95 | 2010.01.05 09:57 | s/l | 44 | 2.00 | 1.44093 | 1.44093 | 1.43936 | -114.00 | 4547.00 |
| 96 | 2010.01.06 07:45 | sell | 45 | 2.00 | 1.43137 | 1.43194 | 1.43037 | ||
| 97 | 2010.01.06 07:47 | s/l | 45 | 2.00 | 1.43194 | 1.43194 | 1.43037 | -114.00 | 4433.00 |
| 98 | 2010.01.06 07:50 | sell | 46 | 2.00 | 1.42897 | 1.42954 | 1.42797 | ||
| 99 | 2010.01.06 07:52 | s/l | 46 | 2.00 | 1.42954 | 1.42954 | 1.42797 | -114.00 | 4319.00 |
| 100 | 2010.01.06 08:02 | sell | 47 | 2.00 | 1.42853 | 1.42910 | 1.42753 | ||
| 101 | 2010.01.06 08:10 | s/l | 47 | 2.00 | 1.42910 | 1.42910 | 1.42753 | -114.00 | 4205.00 |
| 102 | 2010.01.07 06:33 | sell | 48 | 2.00 | 1.43899 | 1.43956 | 1.43799 | ||
| 103 | 2010.01.07 06:46 | modify | 48 | 2.00 | 1.43899 | 1.43853 | 1.43799 | ||
| 104 | 2010.01.07 06:56 | s/l | 48 | 2.00 | 1.43853 | 1.43853 | 1.43799 | 92.00 | 4297.00 |
| 105 | 2010.01.07 07:15 | sell | 49 | 2.00 | 1.43783 | 1.43840 | 1.43683 | ||
| 106 | 2010.01.07 07:20 | modify | 49 | 2.00 | 1.43783 | 1.43743 | 1.43683 | ||
| 107 | 2010.01.07 07:22 | s/l | 49 | 2.00 | 1.43743 | 1.43743 | 1.43683 | 80.00 | 4377.00 |
| 108 | 2010.01.07 07:45 | sell | 50 | 2.00 | 1.43694 | 1.43751 | 1.43594 | ||
| 109 | 2010.01.07 07:50 | t/p | 50 | 2.00 | 1.43594 | 1.43751 | 1.43594 | 200.00 | 4577.00 |
| 110 | 2010.01.07 07:50 | sell | 51 | 2.00 | 1.43581 | 1.43638 | 1.43481 | ||
| 111 | 2010.01.07 07:52 | s/l | 51 | 2.00 | 1.43638 | 1.43638 | 1.43481 | -114.00 | 4463.00 |
| 112 | 2010.01.07 08:02 | sell | 52 | 2.00 | 1.43575 | 1.43632 | 1.43475 | ||
| 113 | 2010.01.07 08:10 | s/l | 52 | 2.00 | 1.43632 | 1.43632 | 1.43475 | -114.00 | 4349.00 |
| 114 | 2010.01.07 10:50 | sell | 53 | 2.00 | 1.43508 | 1.43565 | 1.43408 | ||
| 115 | 2010.01.07 10:52 | s/l | 53 | 2.00 | 1.43565 | 1.43565 | 1.43408 | -114.00 | 4235.00 |
| 116 | 2010.01.08 06:50 | sell | 54 | 2.00 | 1.42867 | 1.42924 | 1.42767 | ||
| 117 | 2010.01.08 06:52 | s/l | 54 | 2.00 | 1.42924 | 1.42924 | 1.42767 | -114.00 | 4121.00 |
| 118 | 2010.01.15 09:10 | sell | 55 | 2.00 | 1.44002 | 1.44059 | 1.43902 | ||
| 119 | 2010.01.15 09:15 | modify | 55 | 2.00 | 1.44002 | 1.43951 | 1.43902 | ||
| 120 | 2010.01.15 09:20 | t/p | 55 | 2.00 | 1.43902 | 1.43951 | 1.43902 | 200.00 | 4321.00 |
| 121 | 2010.01.15 09:20 | sell | 56 | 2.00 | 1.43779 | 1.43836 | 1.43679 | ||
| 122 | 2010.01.15 09:22 | s/l | 56 | 2.00 | 1.43836 | 1.43836 | 1.43679 | -114.00 | 4207.00 |