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 | Lots=0.1; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -59.00 | Gross profit | 45.50 | Gross loss | -104.50 |
Profit factor | 0.44 | Expected payoff | -1.84 | ||
Absolute drawdown | 61.70 | Maximal drawdown | 70.40 (0.70%) | Relative drawdown | 0.70% (70.40) |
Total trades | 32 | Short positions (won %) | 20 (25.00%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 13 (40.63%) | Loss trades (% of total) | 19 (59.38%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 2 (7.00) | consecutive losses (loss in money) | 5 (-27.50) | |
Maximal | consecutive profit (count of wins) | 7.00 (2) | consecutive loss (count of losses) | -27.50 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | sell | 1 | 0.10 | 1.50101 | 1.50156 | 1.50066 | ||
2 | 2009.12.01 00:20 | t/p | 1 | 0.10 | 1.50066 | 1.50156 | 1.50066 | 3.50 | 10003.50 |
3 | 2009.12.02 00:05 | buy | 2 | 0.10 | 1.50785 | 1.50730 | 1.50820 | ||
4 | 2009.12.02 00:15 | t/p | 2 | 0.10 | 1.50820 | 1.50730 | 1.50820 | 3.50 | 10007.00 |
5 | 2009.12.03 00:05 | sell | 3 | 0.10 | 1.50506 | 1.50561 | 1.50471 | ||
6 | 2009.12.03 00:10 | s/l | 3 | 0.10 | 1.50561 | 1.50561 | 1.50471 | -5.50 | 10001.50 |
7 | 2009.12.04 00:05 | buy | 4 | 0.10 | 1.50553 | 1.50498 | 1.50588 | ||
8 | 2009.12.04 00:15 | t/p | 4 | 0.10 | 1.50588 | 1.50498 | 1.50588 | 3.50 | 10005.00 |
9 | 2009.12.07 00:05 | sell | 5 | 0.10 | 1.48708 | 1.48763 | 1.48673 | ||
10 | 2009.12.07 00:20 | t/p | 5 | 0.10 | 1.48673 | 1.48763 | 1.48673 | 3.50 | 10008.50 |
11 | 2009.12.08 00:05 | sell | 6 | 0.10 | 1.48267 | 1.48322 | 1.48232 | ||
12 | 2009.12.08 00:15 | s/l | 6 | 0.10 | 1.48322 | 1.48322 | 1.48232 | -5.50 | 10003.00 |
13 | 2009.12.09 00:05 | sell | 7 | 0.10 | 1.47102 | 1.47157 | 1.47067 | ||
14 | 2009.12.09 00:07 | s/l | 7 | 0.10 | 1.47157 | 1.47157 | 1.47067 | -5.50 | 9997.50 |
15 | 2009.12.10 00:05 | buy | 8 | 0.10 | 1.47406 | 1.47351 | 1.47441 | ||
16 | 2009.12.10 00:20 | s/l | 8 | 0.10 | 1.47351 | 1.47351 | 1.47441 | -5.50 | 9992.00 |
17 | 2009.12.11 00:06 | sell | 9 | 0.10 | 1.47289 | 1.47344 | 1.47254 | ||
18 | 2009.12.11 00:50 | s/l | 9 | 0.10 | 1.47344 | 1.47344 | 1.47254 | -5.50 | 9986.50 |
19 | 2009.12.14 00:05 | sell | 10 | 0.10 | 1.46133 | 1.46188 | 1.46098 | ||
20 | 2009.12.14 00:10 | s/l | 10 | 0.10 | 1.46188 | 1.46188 | 1.46098 | -5.50 | 9981.00 |
21 | 2009.12.15 00:05 | buy | 11 | 0.10 | 1.46532 | 1.46477 | 1.46567 | ||
22 | 2009.12.15 00:20 | t/p | 11 | 0.10 | 1.46567 | 1.46477 | 1.46567 | 3.50 | 9984.50 |
23 | 2009.12.16 00:05 | sell | 12 | 0.10 | 1.45368 | 1.45423 | 1.45333 | ||
24 | 2009.12.16 00:15 | s/l | 12 | 0.10 | 1.45423 | 1.45423 | 1.45333 | -5.50 | 9979.00 |
25 | 2009.12.17 00:05 | sell | 13 | 0.10 | 1.45261 | 1.45316 | 1.45226 | ||
26 | 2009.12.17 00:15 | s/l | 13 | 0.10 | 1.45316 | 1.45316 | 1.45226 | -5.50 | 9973.50 |
27 | 2009.12.18 00:05 | sell | 14 | 0.10 | 1.43415 | 1.43470 | 1.43380 | ||
28 | 2009.12.18 00:07 | s/l | 14 | 0.10 | 1.43470 | 1.43470 | 1.43380 | -5.50 | 9968.00 |
29 | 2009.12.21 00:06 | sell | 15 | 0.10 | 1.43202 | 1.43257 | 1.43167 | ||
30 | 2009.12.21 00:10 | s/l | 15 | 0.10 | 1.43257 | 1.43257 | 1.43167 | -5.50 | 9962.50 |
31 | 2009.12.22 00:05 | sell | 16 | 0.10 | 1.42779 | 1.42834 | 1.42744 | ||
32 | 2009.12.22 00:20 | t/p | 16 | 0.10 | 1.42744 | 1.42834 | 1.42744 | 3.50 | 9966.00 |
33 | 2009.12.23 00:05 | sell | 17 | 0.10 | 1.42533 | 1.42588 | 1.42498 | ||
34 | 2009.12.23 02:05 | s/l | 17 | 0.10 | 1.42588 | 1.42588 | 1.42498 | -5.50 | 9960.50 |
35 | 2009.12.24 00:05 | buy | 18 | 0.10 | 1.43311 | 1.43256 | 1.43346 | ||
36 | 2009.12.24 00:20 | t/p | 18 | 0.10 | 1.43346 | 1.43256 | 1.43346 | 3.50 | 9964.00 |
37 | 2009.12.28 00:05 | buy | 19 | 0.10 | 1.43720 | 1.43665 | 1.43755 | ||
38 | 2009.12.28 00:15 | s/l | 19 | 0.10 | 1.43665 | 1.43665 | 1.43755 | -5.50 | 9958.50 |
39 | 2009.12.29 00:05 | buy | 20 | 0.10 | 1.43754 | 1.43699 | 1.43789 | ||
40 | 2009.12.29 00:20 | t/p | 20 | 0.10 | 1.43789 | 1.43699 | 1.43789 | 3.50 | 9962.00 |
41 | 2009.12.30 00:05 | sell | 21 | 0.10 | 1.43506 | 1.43561 | 1.43471 | ||
42 | 2009.12.30 00:15 | s/l | 21 | 0.10 | 1.43561 | 1.43561 | 1.43471 | -5.50 | 9956.50 |
43 | 2009.12.31 00:06 | sell | 22 | 0.10 | 1.43395 | 1.43450 | 1.43360 | ||
44 | 2009.12.31 00:16 | s/l | 22 | 0.10 | 1.43450 | 1.43450 | 1.43360 | -5.50 | 9951.00 |
45 | 2010.01.04 00:05 | sell | 23 | 0.10 | 1.43312 | 1.43367 | 1.43277 | ||
46 | 2010.01.04 00:15 | t/p | 23 | 0.10 | 1.43277 | 1.43367 | 1.43277 | 3.50 | 9954.50 |
47 | 2010.01.05 00:05 | buy | 24 | 0.10 | 1.44099 | 1.44044 | 1.44134 | ||
48 | 2010.01.05 00:15 | t/p | 24 | 0.10 | 1.44134 | 1.44044 | 1.44134 | 3.50 | 9958.00 |
49 | 2010.01.06 00:05 | sell | 25 | 0.10 | 1.43662 | 1.43717 | 1.43627 | ||
50 | 2010.01.06 00:07 | s/l | 25 | 0.10 | 1.43717 | 1.43717 | 1.43627 | -5.50 | 9952.50 |
51 | 2010.01.07 00:05 | buy | 26 | 0.10 | 1.44054 | 1.43999 | 1.44089 | ||
52 | 2010.01.07 00:15 | s/l | 26 | 0.10 | 1.43999 | 1.43999 | 1.44089 | -5.50 | 9947.00 |
53 | 2010.01.08 00:06 | sell | 27 | 0.10 | 1.43051 | 1.43106 | 1.43016 | ||
54 | 2010.01.08 00:20 | s/l | 27 | 0.10 | 1.43106 | 1.43106 | 1.43016 | -5.50 | 9941.50 |
55 | 2010.01.11 00:06 | buy | 28 | 0.10 | 1.44193 | 1.44138 | 1.44228 | ||
56 | 2010.01.11 00:16 | t/p | 28 | 0.10 | 1.44228 | 1.44138 | 1.44228 | 3.50 | 9945.00 |
57 | 2010.01.12 00:05 | buy | 29 | 0.10 | 1.45151 | 1.45096 | 1.45186 | ||
58 | 2010.01.12 00:45 | s/l | 29 | 0.10 | 1.45096 | 1.45096 | 1.45186 | -5.50 | 9939.50 |
59 | 2010.01.13 00:06 | sell | 30 | 0.10 | 1.44897 | 1.44952 | 1.44862 | ||
60 | 2010.01.13 00:16 | t/p | 30 | 0.10 | 1.44862 | 1.44952 | 1.44862 | 3.50 | 9943.00 |
61 | 2010.01.14 00:05 | buy | 31 | 0.10 | 1.45030 | 1.44975 | 1.45065 | ||
62 | 2010.01.14 00:15 | t/p | 31 | 0.10 | 1.45065 | 1.44975 | 1.45065 | 3.50 | 9946.50 |
63 | 2010.01.15 00:05 | sell | 32 | 0.10 | 1.44973 | 1.45028 | 1.44938 | ||
64 | 2010.01.15 00:15 | s/l | 32 | 0.10 | 1.45028 | 1.45028 | 1.44938 | -5.50 | 9941.00 |