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="16:00"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -32.00 | Gross profit | 56.00 | Gross loss | -88.00 |
Profit factor | 0.64 | Expected payoff | -1.00 | ||
Absolute drawdown | 43.00 | Maximal drawdown | 43.00 (0.43%) | Relative drawdown | 0.43% (43.00) |
Total trades | 32 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 21 (47.62%) |
Profit trades (% of total) | 16 (50.00%) | Loss trades (% of total) | 16 (50.00%) | ||
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) | 6 (-33.00) | |
Maximal | consecutive profit (count of wins) | 14.00 (4) | consecutive loss (count of losses) | -33.00 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 16:00 | buy | 1 | 0.10 | 1.50825 | 1.50770 | 1.50860 | ||
2 | 2009.12.01 16:02 | s/l | 1 | 0.10 | 1.50770 | 1.50770 | 1.50860 | -5.50 | 9994.50 |
3 | 2009.12.02 16:00 | sell | 2 | 0.10 | 1.50737 | 1.50792 | 1.50702 | ||
4 | 2009.12.02 16:10 | s/l | 2 | 0.10 | 1.50792 | 1.50792 | 1.50702 | -5.50 | 9989.00 |
5 | 2009.12.03 16:00 | buy | 3 | 0.10 | 1.50779 | 1.50724 | 1.50814 | ||
6 | 2009.12.03 16:02 | s/l | 3 | 0.10 | 1.50724 | 1.50724 | 1.50814 | -5.50 | 9983.50 |
7 | 2009.12.04 16:00 | buy | 4 | 0.10 | 1.49500 | 1.49445 | 1.49535 | ||
8 | 2009.12.04 16:10 | s/l | 4 | 0.10 | 1.49445 | 1.49445 | 1.49535 | -5.50 | 9978.00 |
9 | 2009.12.07 16:00 | buy | 5 | 0.10 | 1.48102 | 1.48047 | 1.48137 | ||
10 | 2009.12.07 16:03 | s/l | 5 | 0.10 | 1.48047 | 1.48047 | 1.48137 | -5.50 | 9972.50 |
11 | 2009.12.08 16:00 | buy | 6 | 0.10 | 1.47678 | 1.47623 | 1.47713 | ||
12 | 2009.12.08 16:10 | s/l | 6 | 0.10 | 1.47623 | 1.47623 | 1.47713 | -5.50 | 9967.00 |
13 | 2009.12.09 16:00 | buy | 7 | 0.10 | 1.47136 | 1.47081 | 1.47171 | ||
14 | 2009.12.09 16:03 | t/p | 7 | 0.10 | 1.47171 | 1.47081 | 1.47171 | 3.50 | 9970.50 |
15 | 2009.12.10 16:00 | sell | 8 | 0.10 | 1.47422 | 1.47477 | 1.47387 | ||
16 | 2009.12.10 16:05 | t/p | 8 | 0.10 | 1.47387 | 1.47477 | 1.47387 | 3.50 | 9974.00 |
17 | 2009.12.11 16:00 | sell | 9 | 0.10 | 1.46533 | 1.46588 | 1.46498 | ||
18 | 2009.12.11 16:07 | s/l | 9 | 0.10 | 1.46588 | 1.46588 | 1.46498 | -5.50 | 9968.50 |
19 | 2009.12.14 16:00 | buy | 10 | 0.10 | 1.46456 | 1.46401 | 1.46491 | ||
20 | 2009.12.14 16:15 | s/l | 10 | 0.10 | 1.46401 | 1.46401 | 1.46491 | -5.50 | 9963.00 |
21 | 2009.12.15 16:00 | sell | 11 | 0.10 | 1.45458 | 1.45513 | 1.45423 | ||
22 | 2009.12.15 16:10 | s/l | 11 | 0.10 | 1.45513 | 1.45513 | 1.45423 | -5.50 | 9957.50 |
23 | 2009.12.16 16:00 | buy | 12 | 0.10 | 1.45776 | 1.45721 | 1.45811 | ||
24 | 2009.12.16 16:02 | t/p | 12 | 0.10 | 1.45811 | 1.45721 | 1.45811 | 3.50 | 9961.00 |
25 | 2009.12.17 16:00 | buy | 13 | 0.10 | 1.43573 | 1.43518 | 1.43608 | ||
26 | 2009.12.17 16:02 | t/p | 13 | 0.10 | 1.43608 | 1.43518 | 1.43608 | 3.50 | 9964.50 |
27 | 2009.12.18 16:00 | buy | 14 | 0.10 | 1.43496 | 1.43441 | 1.43531 | ||
28 | 2009.12.18 16:02 | t/p | 14 | 0.10 | 1.43531 | 1.43441 | 1.43531 | 3.50 | 9968.00 |
29 | 2009.12.21 16:00 | sell | 15 | 0.10 | 1.43332 | 1.43387 | 1.43297 | ||
30 | 2009.12.21 16:13 | t/p | 15 | 0.10 | 1.43297 | 1.43387 | 1.43297 | 3.50 | 9971.50 |
31 | 2009.12.22 16:00 | buy | 16 | 0.10 | 1.42829 | 1.42774 | 1.42864 | ||
32 | 2009.12.22 16:10 | s/l | 16 | 0.10 | 1.42774 | 1.42774 | 1.42864 | -5.50 | 9966.00 |
33 | 2009.12.23 16:00 | buy | 17 | 0.10 | 1.42804 | 1.42749 | 1.42839 | ||
34 | 2009.12.23 16:05 | t/p | 17 | 0.10 | 1.42839 | 1.42749 | 1.42839 | 3.50 | 9969.50 |
35 | 2009.12.24 16:00 | sell | 18 | 0.10 | 1.43651 | 1.43706 | 1.43616 | ||
36 | 2009.12.24 16:10 | s/l | 18 | 0.10 | 1.43706 | 1.43706 | 1.43616 | -5.50 | 9964.00 |
37 | 2009.12.28 16:00 | buy | 19 | 0.10 | 1.43964 | 1.43909 | 1.43999 | ||
38 | 2009.12.28 16:37 | t/p | 19 | 0.10 | 1.43999 | 1.43909 | 1.43999 | 3.50 | 9967.50 |
39 | 2009.12.29 16:00 | buy | 20 | 0.10 | 1.44276 | 1.44221 | 1.44311 | ||
40 | 2009.12.29 16:15 | s/l | 20 | 0.10 | 1.44221 | 1.44221 | 1.44311 | -5.50 | 9962.00 |
41 | 2009.12.30 16:00 | buy | 21 | 0.10 | 1.42982 | 1.42927 | 1.43017 | ||
42 | 2009.12.30 16:15 | t/p | 21 | 0.10 | 1.43017 | 1.42927 | 1.43017 | 3.50 | 9965.50 |
43 | 2009.12.31 16:00 | sell | 22 | 0.10 | 1.43688 | 1.43743 | 1.43653 | ||
44 | 2009.12.31 16:05 | t/p | 22 | 0.10 | 1.43653 | 1.43743 | 1.43653 | 3.50 | 9969.00 |
45 | 2010.01.04 16:00 | buy | 23 | 0.10 | 1.44249 | 1.44194 | 1.44284 | ||
46 | 2010.01.04 16:02 | t/p | 23 | 0.10 | 1.44284 | 1.44194 | 1.44284 | 3.50 | 9972.50 |
47 | 2010.01.05 16:00 | sell | 24 | 0.10 | 1.44036 | 1.44091 | 1.44001 | ||
48 | 2010.01.05 16:10 | s/l | 24 | 0.10 | 1.44091 | 1.44091 | 1.44001 | -5.50 | 9967.00 |
49 | 2010.01.06 16:00 | buy | 25 | 0.10 | 1.43543 | 1.43488 | 1.43578 | ||
50 | 2010.01.06 16:05 | t/p | 25 | 0.10 | 1.43578 | 1.43488 | 1.43578 | 3.50 | 9970.50 |
51 | 2010.01.07 16:00 | sell | 26 | 0.10 | 1.43186 | 1.43241 | 1.43151 | ||
52 | 2010.01.07 16:02 | t/p | 26 | 0.10 | 1.43151 | 1.43241 | 1.43151 | 3.50 | 9974.00 |
53 | 2010.01.08 16:00 | buy | 27 | 0.10 | 1.43566 | 1.43511 | 1.43601 | ||
54 | 2010.01.08 16:03 | s/l | 27 | 0.10 | 1.43511 | 1.43511 | 1.43601 | -5.50 | 9968.50 |
55 | 2010.01.11 16:00 | sell | 28 | 0.10 | 1.45140 | 1.45195 | 1.45105 | ||
56 | 2010.01.11 16:15 | t/p | 28 | 0.10 | 1.45105 | 1.45195 | 1.45105 | 3.50 | 9972.00 |
57 | 2010.01.12 16:00 | sell | 29 | 0.10 | 1.45077 | 1.45132 | 1.45042 | ||
58 | 2010.01.12 16:02 | t/p | 29 | 0.10 | 1.45042 | 1.45132 | 1.45042 | 3.50 | 9975.50 |
59 | 2010.01.13 16:00 | buy | 30 | 0.10 | 1.45518 | 1.45463 | 1.45553 | ||
60 | 2010.01.13 16:05 | s/l | 30 | 0.10 | 1.45463 | 1.45463 | 1.45553 | -5.50 | 9970.00 |
61 | 2010.01.14 16:00 | buy | 31 | 0.10 | 1.44732 | 1.44677 | 1.44767 | ||
62 | 2010.01.14 16:10 | t/p | 31 | 0.10 | 1.44767 | 1.44677 | 1.44767 | 3.50 | 9973.50 |
63 | 2010.01.15 16:00 | buy | 32 | 0.10 | 1.43868 | 1.43813 | 1.43903 | ||
64 | 2010.01.15 16:03 | s/l | 32 | 0.10 | 1.43813 | 1.43813 | 1.43903 | -5.50 | 9968.00 |