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 | -41.00 | Gross profit | 52.50 | Gross loss | -93.50 |
Profit factor | 0.56 | Expected payoff | -1.28 | ||
Absolute drawdown | 46.80 | Maximal drawdown | 47.60 (0.48%) | Relative drawdown | 0.48% (47.60) |
Total trades | 32 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 15 (46.88%) | Loss trades (% of total) | 17 (53.13%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 4 (14.00) | consecutive losses (loss in money) | 4 (-22.00) | |
Maximal | consecutive profit (count of wins) | 14.00 (4) | consecutive loss (count of losses) | -22.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | buy | 1 | 0.10 | 1.50109 | 1.50054 | 1.50144 | ||
2 | 2009.12.01 00:20 | s/l | 1 | 0.10 | 1.50054 | 1.50054 | 1.50144 | -5.50 | 9994.50 |
3 | 2009.12.02 00:05 | sell | 2 | 0.10 | 1.50765 | 1.50820 | 1.50730 | ||
4 | 2009.12.02 00:15 | s/l | 2 | 0.10 | 1.50820 | 1.50820 | 1.50730 | -5.50 | 9989.00 |
5 | 2009.12.03 00:05 | buy | 3 | 0.10 | 1.50514 | 1.50459 | 1.50549 | ||
6 | 2009.12.03 00:10 | t/p | 3 | 0.10 | 1.50549 | 1.50459 | 1.50549 | 3.50 | 9992.50 |
7 | 2009.12.04 00:05 | sell | 4 | 0.10 | 1.50533 | 1.50588 | 1.50498 | ||
8 | 2009.12.04 00:15 | s/l | 4 | 0.10 | 1.50588 | 1.50588 | 1.50498 | -5.50 | 9987.00 |
9 | 2009.12.07 00:05 | buy | 5 | 0.10 | 1.48716 | 1.48661 | 1.48751 | ||
10 | 2009.12.07 00:20 | s/l | 5 | 0.10 | 1.48661 | 1.48661 | 1.48751 | -5.50 | 9981.50 |
11 | 2009.12.08 00:05 | buy | 6 | 0.10 | 1.48275 | 1.48220 | 1.48310 | ||
12 | 2009.12.08 00:15 | t/p | 6 | 0.10 | 1.48310 | 1.48220 | 1.48310 | 3.50 | 9985.00 |
13 | 2009.12.09 00:05 | buy | 7 | 0.10 | 1.47110 | 1.47055 | 1.47145 | ||
14 | 2009.12.09 00:07 | t/p | 7 | 0.10 | 1.47145 | 1.47055 | 1.47145 | 3.50 | 9988.50 |
15 | 2009.12.10 00:05 | sell | 8 | 0.10 | 1.47386 | 1.47441 | 1.47351 | ||
16 | 2009.12.10 00:20 | t/p | 8 | 0.10 | 1.47351 | 1.47441 | 1.47351 | 3.50 | 9992.00 |
17 | 2009.12.11 00:06 | buy | 9 | 0.10 | 1.47297 | 1.47242 | 1.47332 | ||
18 | 2009.12.11 00:16 | s/l | 9 | 0.10 | 1.47242 | 1.47242 | 1.47332 | -5.50 | 9986.50 |
19 | 2009.12.14 00:05 | buy | 10 | 0.10 | 1.46141 | 1.46086 | 1.46176 | ||
20 | 2009.12.14 00:15 | t/p | 10 | 0.10 | 1.46176 | 1.46086 | 1.46176 | 3.50 | 9990.00 |
21 | 2009.12.15 00:05 | sell | 11 | 0.10 | 1.46512 | 1.46567 | 1.46477 | ||
22 | 2009.12.15 00:15 | s/l | 11 | 0.10 | 1.46567 | 1.46567 | 1.46477 | -5.50 | 9984.50 |
23 | 2009.12.16 00:05 | buy | 12 | 0.10 | 1.45376 | 1.45321 | 1.45411 | ||
24 | 2009.12.16 00:20 | t/p | 12 | 0.10 | 1.45411 | 1.45321 | 1.45411 | 3.50 | 9988.00 |
25 | 2009.12.17 00:05 | buy | 13 | 0.10 | 1.45269 | 1.45214 | 1.45304 | ||
26 | 2009.12.17 00:15 | t/p | 13 | 0.10 | 1.45304 | 1.45214 | 1.45304 | 3.50 | 9991.50 |
27 | 2009.12.18 00:05 | buy | 14 | 0.10 | 1.43423 | 1.43368 | 1.43458 | ||
28 | 2009.12.18 00:07 | t/p | 14 | 0.10 | 1.43458 | 1.43368 | 1.43458 | 3.50 | 9995.00 |
29 | 2009.12.21 00:06 | buy | 15 | 0.10 | 1.43210 | 1.43155 | 1.43245 | ||
30 | 2009.12.21 00:10 | t/p | 15 | 0.10 | 1.43245 | 1.43155 | 1.43245 | 3.50 | 9998.50 |
31 | 2009.12.22 00:05 | buy | 16 | 0.10 | 1.42787 | 1.42732 | 1.42822 | ||
32 | 2009.12.22 00:15 | s/l | 16 | 0.10 | 1.42732 | 1.42732 | 1.42822 | -5.50 | 9993.00 |
33 | 2009.12.23 00:05 | buy | 17 | 0.10 | 1.42541 | 1.42486 | 1.42576 | ||
34 | 2009.12.23 00:50 | s/l | 17 | 0.10 | 1.42486 | 1.42486 | 1.42576 | -5.50 | 9987.50 |
35 | 2009.12.24 00:05 | sell | 18 | 0.10 | 1.43291 | 1.43346 | 1.43256 | ||
36 | 2009.12.24 00:20 | s/l | 18 | 0.10 | 1.43346 | 1.43346 | 1.43256 | -5.50 | 9982.00 |
37 | 2009.12.28 00:05 | sell | 19 | 0.10 | 1.43700 | 1.43755 | 1.43665 | ||
38 | 2009.12.28 00:15 | t/p | 19 | 0.10 | 1.43665 | 1.43755 | 1.43665 | 3.50 | 9985.50 |
39 | 2009.12.29 00:05 | sell | 20 | 0.10 | 1.43734 | 1.43789 | 1.43699 | ||
40 | 2009.12.29 00:20 | s/l | 20 | 0.10 | 1.43789 | 1.43789 | 1.43699 | -5.50 | 9980.00 |
41 | 2009.12.30 00:05 | buy | 21 | 0.10 | 1.43514 | 1.43459 | 1.43549 | ||
42 | 2009.12.30 00:15 | t/p | 21 | 0.10 | 1.43549 | 1.43459 | 1.43549 | 3.50 | 9983.50 |
43 | 2009.12.31 00:06 | buy | 22 | 0.10 | 1.43403 | 1.43348 | 1.43438 | ||
44 | 2009.12.31 00:16 | t/p | 22 | 0.10 | 1.43438 | 1.43348 | 1.43438 | 3.50 | 9987.00 |
45 | 2010.01.04 00:05 | buy | 23 | 0.10 | 1.43320 | 1.43265 | 1.43355 | ||
46 | 2010.01.04 00:15 | s/l | 23 | 0.10 | 1.43265 | 1.43265 | 1.43355 | -5.50 | 9981.50 |
47 | 2010.01.05 00:05 | sell | 24 | 0.10 | 1.44079 | 1.44134 | 1.44044 | ||
48 | 2010.01.05 00:15 | s/l | 24 | 0.10 | 1.44134 | 1.44134 | 1.44044 | -5.50 | 9976.00 |
49 | 2010.01.06 00:05 | buy | 25 | 0.10 | 1.43670 | 1.43615 | 1.43705 | ||
50 | 2010.01.06 00:15 | s/l | 25 | 0.10 | 1.43615 | 1.43615 | 1.43705 | -5.50 | 9970.50 |
51 | 2010.01.07 00:05 | sell | 26 | 0.10 | 1.44034 | 1.44089 | 1.43999 | ||
52 | 2010.01.07 00:15 | t/p | 26 | 0.10 | 1.43999 | 1.44089 | 1.43999 | 3.50 | 9974.00 |
53 | 2010.01.08 00:06 | buy | 27 | 0.10 | 1.43059 | 1.43004 | 1.43094 | ||
54 | 2010.01.08 00:20 | t/p | 27 | 0.10 | 1.43094 | 1.43004 | 1.43094 | 3.50 | 9977.50 |
55 | 2010.01.11 00:06 | sell | 28 | 0.10 | 1.44173 | 1.44228 | 1.44138 | ||
56 | 2010.01.11 00:10 | s/l | 28 | 0.10 | 1.44228 | 1.44228 | 1.44138 | -5.50 | 9972.00 |
57 | 2010.01.12 00:05 | sell | 29 | 0.10 | 1.45131 | 1.45186 | 1.45096 | ||
58 | 2010.01.12 00:20 | s/l | 29 | 0.10 | 1.45186 | 1.45186 | 1.45096 | -5.50 | 9966.50 |
59 | 2010.01.13 00:06 | buy | 30 | 0.10 | 1.44905 | 1.44850 | 1.44940 | ||
60 | 2010.01.13 00:16 | s/l | 30 | 0.10 | 1.44850 | 1.44850 | 1.44940 | -5.50 | 9961.00 |
61 | 2010.01.14 00:05 | sell | 31 | 0.10 | 1.45010 | 1.45065 | 1.44975 | ||
62 | 2010.01.14 00:15 | s/l | 31 | 0.10 | 1.45065 | 1.45065 | 1.44975 | -5.50 | 9955.50 |
63 | 2010.01.15 00:05 | buy | 32 | 0.10 | 1.44981 | 1.44926 | 1.45016 | ||
64 | 2010.01.15 00:15 | t/p | 32 | 0.10 | 1.45016 | 1.44926 | 1.45016 | 3.50 | 9959.00 |