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=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3094.20 | Gross profit | 3534.20 | Gross loss | -440.00 |
Profit factor | 8.03 | Expected payoff | 123.77 | ||
Absolute drawdown | 53.00 | Maximal drawdown | 1345.50 (10.49%) | Relative drawdown | 10.49% (1345.50) |
Total trades | 25 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 13 (53.85%) |
Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
Largest | profit trade | 920.00 | loss trade | -111.00 | |
Average | profit trade | 220.89 | loss trade | -48.89 | |
Maximum | consecutive wins (profit in money) | 3 (1792.20) | consecutive losses (loss in money) | 1 (-111.00) | |
Maximal | consecutive profit (count of wins) | 1792.20 (3) | consecutive loss (count of losses) | -111.00 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.29 08:47 | buy | 1 | 1.00 | 1.44171 | 0.00000 | 0.00000 | ||
2 | 2009.12.29 09:12 | close | 1 | 1.00 | 1.44203 | 0.00000 | 0.00000 | 32.00 | 10032.00 |
3 | 2009.12.29 16:35 | sell | 2 | 1.00 | 1.44161 | 0.00000 | 0.00000 | ||
4 | 2009.12.29 16:59 | modify | 2 | 1.00 | 1.44161 | 1.44110 | 0.00000 | ||
5 | 2009.12.29 20:52 | modify | 2 | 1.00 | 1.44161 | 1.43564 | 0.00000 | ||
6 | 2009.12.29 21:07 | close | 2 | 1.00 | 1.43517 | 1.43564 | 0.00000 | 644.00 | 10676.00 |
7 | 2009.12.30 07:47 | buy | 3 | 1.00 | 1.43422 | 0.00000 | 0.00000 | ||
8 | 2009.12.30 08:40 | modify | 3 | 1.00 | 1.43422 | 1.43423 | 0.00000 | ||
9 | 2009.12.30 09:20 | s/l | 3 | 1.00 | 1.43423 | 1.43423 | 0.00000 | 1.00 | 10677.00 |
10 | 2009.12.30 13:07 | sell | 4 | 1.00 | 1.43254 | 0.00000 | 0.00000 | ||
11 | 2009.12.30 13:10 | close | 4 | 1.00 | 1.43365 | 0.00000 | 0.00000 | -111.00 | 10566.00 |
12 | 2009.12.30 18:40 | buy | 5 | 1.00 | 1.43433 | 0.00000 | 0.00000 | ||
13 | 2009.12.30 23:07 | close | 5 | 1.00 | 1.43446 | 0.00000 | 0.00000 | 13.00 | 10579.00 |
14 | 2009.12.31 14:52 | sell | 6 | 1.00 | 1.43786 | 0.00000 | 0.00000 | ||
15 | 2009.12.31 15:45 | modify | 6 | 1.00 | 1.43786 | 1.43786 | 0.00000 | ||
16 | 2010.01.04 00:40 | modify | 6 | 1.00 | 1.43786 | 1.43327 | 0.00000 | ||
17 | 2010.01.04 03:47 | close | 6 | 1.00 | 1.42925 | 1.43327 | 0.00000 | 859.20 | 11438.20 |
18 | 2010.01.04 09:37 | buy | 7 | 1.00 | 1.43018 | 0.00000 | 0.00000 | ||
19 | 2010.01.04 09:40 | modify | 7 | 1.00 | 1.43018 | 1.43126 | 0.00000 | ||
20 | 2010.01.04 13:42 | modify | 7 | 1.00 | 1.43018 | 1.43938 | 0.00000 | ||
21 | 2010.01.04 13:50 | s/l | 7 | 1.00 | 1.43938 | 1.43938 | 0.00000 | 920.00 | 12358.20 |
22 | 2010.01.05 03:55 | sell | 8 | 1.00 | 1.44159 | 0.00000 | 0.00000 | ||
23 | 2010.01.05 04:10 | close | 8 | 1.00 | 1.44193 | 0.00000 | 0.00000 | -34.00 | 12324.20 |
24 | 2010.01.05 04:20 | buy | 9 | 1.00 | 1.44267 | 0.00000 | 0.00000 | ||
25 | 2010.01.05 05:20 | close | 9 | 1.00 | 1.44302 | 0.00000 | 0.00000 | 35.00 | 12359.20 |
26 | 2010.01.05 09:57 | sell | 10 | 1.00 | 1.44123 | 0.00000 | 0.00000 | ||
27 | 2010.01.05 12:20 | modify | 10 | 1.00 | 1.44123 | 1.44056 | 0.00000 | ||
28 | 2010.01.05 12:27 | s/l | 10 | 1.00 | 1.44056 | 1.44056 | 0.00000 | 67.00 | 12426.20 |
29 | 2010.01.05 13:52 | buy | 11 | 1.00 | 1.44506 | 0.00000 | 0.00000 | ||
30 | 2010.01.05 13:57 | close | 11 | 1.00 | 1.44448 | 0.00000 | 0.00000 | -58.00 | 12368.20 |
31 | 2010.01.05 15:10 | sell | 12 | 1.00 | 1.44190 | 0.00000 | 0.00000 | ||
32 | 2010.01.05 15:20 | modify | 12 | 1.00 | 1.44190 | 1.44118 | 0.00000 | ||
33 | 2010.01.05 15:27 | s/l | 12 | 1.00 | 1.44118 | 1.44118 | 0.00000 | 72.00 | 12440.20 |
34 | 2010.01.06 10:40 | buy | 13 | 1.00 | 1.43758 | 0.00000 | 0.00000 | ||
35 | 2010.01.06 10:43 | close | 13 | 1.00 | 1.43725 | 0.00000 | 0.00000 | -33.00 | 12407.20 |
36 | 2010.01.07 04:35 | sell | 14 | 1.00 | 1.43974 | 0.00000 | 0.00000 | ||
37 | 2010.01.07 06:33 | modify | 14 | 1.00 | 1.43974 | 1.43963 | 0.00000 | ||
38 | 2010.01.07 09:02 | s/l | 14 | 1.00 | 1.43963 | 1.43963 | 0.00000 | 11.00 | 12418.20 |
39 | 2010.01.08 08:42 | buy | 15 | 1.00 | 1.43307 | 0.00000 | 0.00000 | ||
40 | 2010.01.08 08:45 | close | 15 | 1.00 | 1.43232 | 0.00000 | 0.00000 | -75.00 | 12343.20 |
41 | 2010.01.08 11:52 | sell | 16 | 1.00 | 1.43000 | 0.00000 | 0.00000 | ||
42 | 2010.01.08 12:02 | modify | 16 | 1.00 | 1.43000 | 1.42966 | 0.00000 | ||
43 | 2010.01.08 12:10 | s/l | 16 | 1.00 | 1.42966 | 1.42966 | 0.00000 | 34.00 | 12377.20 |
44 | 2010.01.08 14:52 | buy | 17 | 1.00 | 1.43923 | 0.00000 | 0.00000 | ||
45 | 2010.01.08 14:55 | modify | 17 | 1.00 | 1.43923 | 1.43976 | 0.00000 | ||
46 | 2010.01.08 14:57 | s/l | 17 | 1.00 | 1.43976 | 1.43976 | 0.00000 | 53.00 | 12430.20 |
47 | 2010.01.11 16:02 | sell | 18 | 1.00 | 1.45150 | 0.00000 | 0.00000 | ||
48 | 2010.01.11 16:07 | close | 18 | 1.00 | 1.45173 | 0.00000 | 0.00000 | -23.00 | 12407.20 |
49 | 2010.01.11 16:52 | buy | 19 | 1.00 | 1.45455 | 0.00000 | 0.00000 | ||
50 | 2010.01.13 12:50 | modify | 19 | 1.00 | 1.45455 | 1.45481 | 0.00000 | ||
51 | 2010.01.13 12:59 | s/l | 19 | 1.00 | 1.45481 | 1.45481 | 0.00000 | 25.00 | 12432.20 |
52 | 2010.01.13 16:47 | sell | 20 | 1.00 | 1.45025 | 0.00000 | 0.00000 | ||
53 | 2010.01.13 16:50 | modify | 20 | 1.00 | 1.45025 | 1.45005 | 0.00000 | ||
54 | 2010.01.13 16:57 | s/l | 20 | 1.00 | 1.45005 | 1.45005 | 0.00000 | 20.00 | 12452.20 |
55 | 2010.01.14 00:50 | buy | 21 | 1.00 | 1.45223 | 0.00000 | 0.00000 | ||
56 | 2010.01.14 00:56 | close | 21 | 1.00 | 1.45190 | 0.00000 | 0.00000 | -33.00 | 12419.20 |
57 | 2010.01.14 09:20 | sell | 22 | 1.00 | 1.45137 | 0.00000 | 0.00000 | ||
58 | 2010.01.14 10:50 | modify | 22 | 1.00 | 1.45137 | 1.45081 | 0.00000 | ||
59 | 2010.01.14 10:57 | s/l | 22 | 1.00 | 1.45081 | 1.45081 | 0.00000 | 56.00 | 12475.20 |
60 | 2010.01.14 19:35 | buy | 23 | 1.00 | 1.45074 | 0.00000 | 0.00000 | ||
61 | 2010.01.14 19:37 | close | 23 | 1.00 | 1.45035 | 0.00000 | 0.00000 | -39.00 | 12436.20 |
62 | 2010.01.15 01:42 | sell | 24 | 1.00 | 1.44899 | 0.00000 | 0.00000 | ||
63 | 2010.01.15 01:45 | modify | 24 | 1.00 | 1.44899 | 1.44876 | 0.00000 | ||
64 | 2010.01.15 05:40 | modify | 24 | 1.00 | 1.44899 | 1.44207 | 0.00000 | ||
65 | 2010.01.15 06:15 | s/l | 24 | 1.00 | 1.44207 | 1.44207 | 0.00000 | 692.00 | 13128.20 |
66 | 2010.01.15 22:40 | buy | 25 | 1.00 | 1.43877 | 0.00000 | 0.00000 | ||
67 | 2010.01.15 22:45 | close | 25 | 1.00 | 1.43843 | 0.00000 | 0.00000 | -34.00 | 13094.20 |