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 | MAPeriod=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; FridayNightHour=16; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -167.00 | Gross profit | 5000.70 | Gross loss | -5167.70 |
| Profit factor | 0.97 | Expected payoff | -6.96 | ||
| Absolute drawdown | 1667.50 | Maximal drawdown | 3802.00 (31.33%) | Relative drawdown | 31.33% (3802.00) |
| Total trades | 24 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 12 (33.33%) |
| Profit trades (% of total) | 10 (41.67%) | Loss trades (% of total) | 14 (58.33%) | ||
| Largest | profit trade | 1042.50 | loss trade | -1160.00 | |
| Average | profit trade | 500.07 | loss trade | -369.12 | |
| Maximum | consecutive wins (profit in money) | 2 (599.40) | consecutive losses (loss in money) | 4 (-2234.00) | |
| Maximal | consecutive profit (count of wins) | 1042.50 (1) | consecutive loss (count of losses) | -2234.00 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.50074 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 01:00 | close | 1 | 1.00 | 1.50357 | 0.00000 | 0.00000 | -283.00 | 9717.00 |
| 3 | 2009.12.01 07:00 | buy | 2 | 1.00 | 1.50013 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 23:00 | close | 2 | 1.00 | 1.50796 | 0.00000 | 0.00000 | 783.00 | 10500.00 |
| 5 | 2009.12.02 11:00 | buy | 3 | 1.00 | 1.51008 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 15:00 | close | 3 | 1.00 | 1.50750 | 0.00000 | 0.00000 | -258.00 | 10242.00 |
| 7 | 2009.12.02 15:00 | sell | 4 | 1.00 | 1.50750 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 01:00 | close | 4 | 1.00 | 1.50677 | 0.00000 | 0.00000 | 70.30 | 10312.30 |
| 9 | 2009.12.04 15:00 | sell | 5 | 1.00 | 1.49426 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.07 04:00 | close | 5 | 1.00 | 1.48896 | 0.00000 | 0.00000 | 529.10 | 10841.40 |
| 11 | 2009.12.08 11:00 | buy | 6 | 1.00 | 1.48457 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.08 13:00 | close | 6 | 1.00 | 1.47935 | 0.00000 | 0.00000 | -522.00 | 10319.40 |
| 13 | 2009.12.08 13:00 | sell | 7 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.09 03:00 | close | 7 | 1.00 | 1.47220 | 0.00000 | 0.00000 | 714.10 | 11033.50 |
| 15 | 2009.12.09 16:00 | sell | 8 | 1.00 | 1.47127 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.10 00:00 | close | 8 | 1.00 | 1.47392 | 0.00000 | 0.00000 | -267.70 | 10765.80 |
| 17 | 2009.12.15 07:00 | sell | 9 | 1.00 | 1.46374 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.16 01:00 | close | 9 | 1.00 | 1.45420 | 0.00000 | 0.00000 | 953.10 | 11718.90 |
| 19 | 2009.12.16 09:00 | sell | 10 | 1.00 | 1.45182 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.16 10:00 | close | 10 | 1.00 | 1.45481 | 0.00000 | 0.00000 | -299.00 | 11419.90 |
| 21 | 2009.12.16 10:00 | buy | 11 | 1.00 | 1.45481 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.16 19:00 | close | 11 | 1.00 | 1.45366 | 0.00000 | 0.00000 | -115.00 | 11304.90 |
| 23 | 2009.12.18 03:00 | buy | 12 | 1.00 | 1.43610 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.18 14:00 | close | 12 | 1.00 | 1.43356 | 0.00000 | 0.00000 | -254.00 | 11050.90 |
| 25 | 2009.12.18 14:00 | sell | 13 | 1.00 | 1.43356 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.18 22:00 | close | 13 | 1.00 | 1.43351 | 0.00000 | 0.00000 | 5.00 | 11055.90 |
| 27 | 2009.12.21 19:00 | sell | 14 | 1.00 | 1.43116 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.22 04:00 | close | 14 | 1.00 | 1.42949 | 0.00000 | 0.00000 | 166.10 | 11222.00 |
| 29 | 2009.12.23 06:00 | sell | 15 | 1.00 | 1.42470 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.23 14:00 | close | 15 | 1.00 | 1.42818 | 0.00000 | 0.00000 | -348.00 | 10874.00 |
| 31 | 2009.12.23 14:00 | buy | 16 | 1.00 | 1.42818 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.24 02:00 | close | 16 | 1.00 | 1.43348 | 0.00000 | 0.00000 | 528.50 | 11402.50 |
| 33 | 2009.12.24 03:00 | buy | 17 | 1.00 | 1.43442 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.24 16:00 | close | 17 | 1.00 | 1.43651 | 0.00000 | 0.00000 | 209.00 | 11611.50 |
| 35 | 2009.12.30 14:00 | buy | 18 | 1.00 | 1.43409 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.30 15:00 | close | 18 | 1.00 | 1.43218 | 0.00000 | 0.00000 | -191.00 | 11420.50 |
| 37 | 2010.01.05 07:00 | buy | 19 | 1.00 | 1.44647 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.05 10:00 | close | 19 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -461.00 | 10959.50 |
| 39 | 2010.01.08 10:00 | buy | 20 | 1.00 | 1.43300 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.08 14:00 | close | 20 | 1.00 | 1.42878 | 0.00000 | 0.00000 | -422.00 | 10537.50 |
| 41 | 2010.01.08 14:00 | sell | 21 | 1.00 | 1.42878 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.08 15:00 | close | 21 | 1.00 | 1.44038 | 0.00000 | 0.00000 | -1160.00 | 9377.50 |
| 43 | 2010.01.08 15:00 | buy | 22 | 1.00 | 1.44038 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.11 19:00 | close | 22 | 1.00 | 1.45081 | 0.00000 | 0.00000 | 1042.50 | 10420.00 |
| 45 | 2010.01.12 15:00 | sell | 23 | 1.00 | 1.44703 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.12 16:00 | close | 23 | 1.00 | 1.45089 | 0.00000 | 0.00000 | -386.00 | 10034.00 |
| 47 | 2010.01.12 16:00 | buy | 24 | 1.00 | 1.45089 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.12 22:00 | close | 24 | 1.00 | 1.44888 | 0.00000 | 0.00000 | -201.00 | 9833.00 |