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 | TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 180.40 | Gross profit | 766.46 | Gross loss | -586.06 |
Profit factor | 1.31 | Expected payoff | 3.22 | ||
Absolute drawdown | 241.22 | Maximal drawdown | 309.10 (3.07%) | Relative drawdown | 3.07% (309.10) |
Total trades | 56 | Short positions (won %) | 28 (46.43%) | Long positions (won %) | 28 (32.14%) |
Profit trades (% of total) | 22 (39.29%) | Loss trades (% of total) | 34 (60.71%) | ||
Largest | profit trade | 196.58 | loss trade | -78.80 | |
Average | profit trade | 34.84 | loss trade | -17.24 | |
Maximum | consecutive wins (profit in money) | 10 (295.82) | consecutive losses (loss in money) | 16 (-202.38) | |
Maximal | consecutive profit (count of wins) | 295.82 (10) | consecutive loss (count of losses) | -202.38 (16) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50355 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 02:00 | close | 1 | 0.10 | 1.50093 | 0.00000 | 0.00000 | -26.20 | 9973.80 |
3 | 2009.12.01 07:00 | sell | 2 | 0.10 | 1.50001 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 08:00 | close | 2 | 0.10 | 1.50208 | 0.00000 | 0.00000 | -20.70 | 9953.10 |
5 | 2009.12.01 08:00 | buy | 3 | 0.10 | 1.50208 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 22:00 | close | 3 | 0.10 | 1.50841 | 0.00000 | 0.00000 | 63.30 | 10016.40 |
7 | 2009.12.02 16:00 | sell | 4 | 0.10 | 1.50737 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 00:00 | close | 4 | 0.10 | 1.50489 | 0.00000 | 0.00000 | 24.68 | 10041.08 |
9 | 2009.12.03 03:00 | buy | 5 | 0.10 | 1.50793 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 07:00 | close | 5 | 0.10 | 1.50801 | 0.00000 | 0.00000 | 0.80 | 10041.88 |
11 | 2009.12.03 18:00 | sell | 6 | 0.10 | 1.50799 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 20:00 | close | 6 | 0.10 | 1.50921 | 0.00000 | 0.00000 | -12.20 | 10029.68 |
13 | 2009.12.08 03:00 | buy | 7 | 0.10 | 1.48530 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 04:00 | close | 7 | 0.10 | 1.48400 | 0.00000 | 0.00000 | -13.00 | 10016.68 |
15 | 2009.12.08 04:00 | sell | 8 | 0.10 | 1.48400 | 0.00000 | 0.00000 | ||
16 | 2009.12.08 05:00 | close | 8 | 0.10 | 1.48432 | 0.00000 | 0.00000 | -3.20 | 10013.48 |
17 | 2009.12.08 05:00 | buy | 9 | 0.10 | 1.48432 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 07:00 | close | 9 | 0.10 | 1.48427 | 0.00000 | 0.00000 | -0.50 | 10012.98 |
19 | 2009.12.08 08:00 | sell | 10 | 0.10 | 1.48371 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 11:00 | close | 10 | 0.10 | 1.48455 | 0.00000 | 0.00000 | -8.40 | 10004.58 |
21 | 2009.12.09 11:00 | buy | 11 | 0.10 | 1.47548 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 14:00 | close | 11 | 0.10 | 1.47259 | 0.00000 | 0.00000 | -28.90 | 9975.68 |
23 | 2009.12.09 14:00 | sell | 12 | 0.10 | 1.47259 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 17:00 | close | 12 | 0.10 | 1.47458 | 0.00000 | 0.00000 | -19.90 | 9955.78 |
25 | 2009.12.10 01:00 | buy | 13 | 0.10 | 1.47362 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 05:00 | close | 13 | 0.10 | 1.47291 | 0.00000 | 0.00000 | -7.10 | 9948.68 |
27 | 2009.12.10 06:00 | sell | 14 | 0.10 | 1.47112 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 08:00 | close | 14 | 0.10 | 1.47211 | 0.00000 | 0.00000 | -9.90 | 9938.78 |
29 | 2009.12.10 12:00 | buy | 15 | 0.10 | 1.47418 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 17:00 | close | 15 | 0.10 | 1.47195 | 0.00000 | 0.00000 | -22.30 | 9916.48 |
31 | 2009.12.10 18:00 | sell | 16 | 0.10 | 1.47142 | 0.00000 | 0.00000 | ||
32 | 2009.12.10 21:00 | close | 16 | 0.10 | 1.47199 | 0.00000 | 0.00000 | -5.70 | 9910.78 |
33 | 2009.12.10 23:00 | buy | 17 | 0.10 | 1.47320 | 0.00000 | 0.00000 | ||
34 | 2009.12.11 03:00 | close | 17 | 0.10 | 1.47224 | 0.00000 | 0.00000 | -9.58 | 9901.20 |
35 | 2009.12.11 04:00 | sell | 18 | 0.10 | 1.47207 | 0.00000 | 0.00000 | ||
36 | 2009.12.11 05:00 | close | 18 | 0.10 | 1.47277 | 0.00000 | 0.00000 | -7.00 | 9894.20 |
37 | 2009.12.11 05:00 | buy | 19 | 0.10 | 1.47277 | 0.00000 | 0.00000 | ||
38 | 2009.12.11 06:00 | close | 19 | 0.10 | 1.47255 | 0.00000 | 0.00000 | -2.20 | 9892.00 |
39 | 2009.12.11 09:00 | sell | 20 | 0.10 | 1.47219 | 0.00000 | 0.00000 | ||
40 | 2009.12.11 10:00 | close | 20 | 0.10 | 1.47407 | 0.00000 | 0.00000 | -18.80 | 9873.20 |
41 | 2009.12.11 10:00 | buy | 21 | 0.10 | 1.47407 | 0.00000 | 0.00000 | ||
42 | 2009.12.11 15:00 | close | 21 | 0.10 | 1.47070 | 0.00000 | 0.00000 | -33.70 | 9839.50 |
43 | 2009.12.11 16:00 | sell | 22 | 0.10 | 1.46533 | 0.00000 | 0.00000 | ||
44 | 2009.12.14 02:00 | close | 22 | 0.10 | 1.46246 | 0.00000 | 0.00000 | 28.66 | 9868.16 |
45 | 2009.12.14 09:00 | buy | 23 | 0.10 | 1.46746 | 0.00000 | 0.00000 | ||
46 | 2009.12.14 12:00 | close | 23 | 0.10 | 1.46258 | 0.00000 | 0.00000 | -48.80 | 9819.36 |
47 | 2009.12.14 12:00 | sell | 24 | 0.10 | 1.46258 | 0.00000 | 0.00000 | ||
48 | 2009.12.14 16:00 | close | 24 | 0.10 | 1.46457 | 0.00000 | 0.00000 | -19.90 | 9799.46 |
49 | 2009.12.14 23:00 | buy | 25 | 0.10 | 1.46576 | 0.00000 | 0.00000 | ||
50 | 2009.12.15 00:00 | close | 25 | 0.10 | 1.46508 | 0.00000 | 0.00000 | -6.78 | 9792.68 |
51 | 2009.12.15 04:00 | sell | 26 | 0.10 | 1.46478 | 0.00000 | 0.00000 | ||
52 | 2009.12.15 06:00 | close | 26 | 0.10 | 1.46544 | 0.00000 | 0.00000 | -6.60 | 9786.08 |
53 | 2009.12.15 06:00 | buy | 27 | 0.10 | 1.46544 | 0.00000 | 0.00000 | ||
54 | 2009.12.15 07:00 | close | 27 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -17.00 | 9769.08 |
55 | 2009.12.15 07:00 | sell | 28 | 0.10 | 1.46374 | 0.00000 | 0.00000 | ||
56 | 2009.12.15 17:00 | close | 28 | 0.10 | 1.45565 | 0.00000 | 0.00000 | 80.90 | 9849.98 |
57 | 2009.12.16 13:00 | buy | 29 | 0.10 | 1.45697 | 0.00000 | 0.00000 | ||
58 | 2009.12.16 15:00 | close | 29 | 0.10 | 1.45487 | 0.00000 | 0.00000 | -21.00 | 9828.98 |
59 | 2009.12.16 20:00 | sell | 30 | 0.10 | 1.45396 | 0.00000 | 0.00000 | ||
60 | 2009.12.17 20:00 | close | 30 | 0.10 | 1.43429 | 0.00000 | 0.00000 | 196.58 | 10025.56 |
61 | 2009.12.18 05:00 | buy | 31 | 0.10 | 1.43915 | 0.00000 | 0.00000 | ||
62 | 2009.12.18 08:00 | close | 31 | 0.10 | 1.43744 | 0.00000 | 0.00000 | -17.10 | 10008.46 |
63 | 2009.12.18 14:00 | sell | 32 | 0.10 | 1.43356 | 0.00000 | 0.00000 | ||
64 | 2009.12.18 19:00 | close | 32 | 0.10 | 1.43130 | 0.00000 | 0.00000 | 22.60 | 10031.06 |
65 | 2009.12.21 05:00 | buy | 33 | 0.10 | 1.43535 | 0.00000 | 0.00000 | ||
66 | 2009.12.21 07:00 | close | 33 | 0.10 | 1.43361 | 0.00000 | 0.00000 | -17.40 | 10013.66 |
67 | 2009.12.21 08:00 | sell | 34 | 0.10 | 1.43340 | 0.00000 | 0.00000 | ||
68 | 2009.12.21 11:00 | close | 34 | 0.10 | 1.43220 | 0.00000 | 0.00000 | 12.00 | 10025.66 |
69 | 2009.12.21 14:00 | buy | 35 | 0.10 | 1.43593 | 0.00000 | 0.00000 | ||
70 | 2009.12.21 16:00 | close | 35 | 0.10 | 1.43332 | 0.00000 | 0.00000 | -26.10 | 9999.56 |
71 | 2009.12.21 17:00 | sell | 36 | 0.10 | 1.43120 | 0.00000 | 0.00000 | ||
72 | 2009.12.22 02:00 | close | 36 | 0.10 | 1.42918 | 0.00000 | 0.00000 | 20.16 | 10019.72 |
73 | 2009.12.22 10:00 | buy | 37 | 0.10 | 1.43217 | 0.00000 | 0.00000 | ||
74 | 2009.12.22 12:00 | close | 37 | 0.10 | 1.43078 | 0.00000 | 0.00000 | -13.90 | 10005.82 |
75 | 2009.12.22 13:00 | sell | 38 | 0.10 | 1.42810 | 0.00000 | 0.00000 | ||
76 | 2009.12.22 15:00 | close | 38 | 0.10 | 1.43100 | 0.00000 | 0.00000 | -29.00 | 9976.82 |
77 | 2009.12.23 14:00 | buy | 39 | 0.10 | 1.42816 | 0.00000 | 0.00000 | ||
78 | 2009.12.23 22:00 | close | 39 | 0.10 | 1.43241 | 0.00000 | 0.00000 | 42.50 | 10019.32 |
79 | 2009.12.28 22:00 | sell | 40 | 0.10 | 1.43772 | 0.00000 | 0.00000 | ||
80 | 2009.12.29 06:00 | close | 40 | 0.10 | 1.43740 | 0.00000 | 0.00000 | 3.16 | 10022.48 |
81 | 2009.12.29 09:00 | buy | 41 | 0.10 | 1.44177 | 0.00000 | 0.00000 | ||
82 | 2009.12.29 16:00 | close | 41 | 0.10 | 1.44267 | 0.00000 | 0.00000 | 9.00 | 10031.48 |
83 | 2009.12.29 18:00 | sell | 42 | 0.10 | 1.43539 | 0.00000 | 0.00000 | ||
84 | 2009.12.30 07:00 | close | 42 | 0.10 | 1.43252 | 0.00000 | 0.00000 | 28.66 | 10060.14 |
85 | 2009.12.30 23:00 | buy | 43 | 0.10 | 1.43391 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 11:00 | close | 43 | 0.10 | 1.43995 | 0.00000 | 0.00000 | 60.46 | 10120.60 |
87 | 2009.12.31 17:00 | sell | 44 | 0.10 | 1.43465 | 0.00000 | 0.00000 | ||
88 | 2010.01.04 07:00 | close | 44 | 0.10 | 1.43011 | 0.00000 | 0.00000 | 45.32 | 10165.92 |
89 | 2010.01.04 11:00 | buy | 45 | 0.10 | 1.43948 | 0.00000 | 0.00000 | ||
90 | 2010.01.04 19:00 | close | 45 | 0.10 | 1.44137 | 0.00000 | 0.00000 | 18.90 | 10184.82 |
91 | 2010.01.05 16:00 | sell | 46 | 0.10 | 1.44036 | 0.00000 | 0.00000 | ||
92 | 2010.01.06 03:00 | close | 46 | 0.10 | 1.43682 | 0.00000 | 0.00000 | 35.36 | 10220.18 |
93 | 2010.01.06 17:00 | buy | 47 | 0.10 | 1.43882 | 0.00000 | 0.00000 | ||
94 | 2010.01.07 00:00 | close | 47 | 0.10 | 1.43999 | 0.00000 | 0.00000 | 11.76 | 10231.94 |
95 | 2010.01.07 08:00 | sell | 48 | 0.10 | 1.43678 | 0.00000 | 0.00000 | ||
96 | 2010.01.07 21:00 | close | 48 | 0.10 | 1.43271 | 0.00000 | 0.00000 | 40.70 | 10272.64 |
97 | 2010.01.08 15:00 | buy | 49 | 0.10 | 1.44036 | 0.00000 | 0.00000 | ||
98 | 2010.01.08 17:00 | close | 49 | 0.10 | 1.43248 | 0.00000 | 0.00000 | -78.80 | 10193.84 |
99 | 2010.01.12 03:00 | sell | 50 | 0.10 | 1.44897 | 0.00000 | 0.00000 | ||
100 | 2010.01.12 07:00 | close | 50 | 0.10 | 1.44954 | 0.00000 | 0.00000 | -5.70 | 10188.14 |
101 | 2010.01.12 09:00 | buy | 51 | 0.10 | 1.45065 | 0.00000 | 0.00000 | ||
102 | 2010.01.12 19:00 | close | 51 | 0.10 | 1.45063 | 0.00000 | 0.00000 | -0.20 | 10187.94 |
103 | 2010.01.12 22:00 | sell | 52 | 0.10 | 1.44888 | 0.00000 | 0.00000 | ||
104 | 2010.01.13 05:00 | close | 52 | 0.10 | 1.44803 | 0.00000 | 0.00000 | 8.46 | 10196.40 |
105 | 2010.01.13 08:00 | buy | 53 | 0.10 | 1.45034 | 0.00000 | 0.00000 | ||
106 | 2010.01.13 17:00 | close | 53 | 0.10 | 1.45078 | 0.00000 | 0.00000 | 4.40 | 10200.80 |
107 | 2010.01.14 00:00 | sell | 54 | 0.10 | 1.44990 | 0.00000 | 0.00000 | ||
108 | 2010.01.14 01:00 | close | 54 | 0.10 | 1.45233 | 0.00000 | 0.00000 | -24.30 | 10176.50 |
109 | 2010.01.14 01:00 | buy | 55 | 0.10 | 1.45233 | 0.00000 | 0.00000 | ||
110 | 2010.01.14 06:00 | close | 55 | 0.10 | 1.45314 | 0.00000 | 0.00000 | 8.10 | 10184.60 |
111 | 2010.01.14 11:00 | sell | 56 | 0.10 | 1.45048 | 0.00000 | 0.00000 | ||
112 | 2010.01.14 15:00 | close | 56 | 0.10 | 1.45090 | 0.00000 | 0.00000 | -4.20 | 10180.40 |