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=1; InitialStop=10; TrailingStop=10; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1998.00 | Gross profit | 7993.50 | Gross loss | -5995.50 |
| Profit factor | 1.33 | Expected payoff | 54.00 | ||
| Absolute drawdown | 437.00 | Maximal drawdown | 2721.50 (20.71%) | Relative drawdown | 20.71% (2721.50) |
| Total trades | 37 | Short positions (won %) | 22 (40.91%) | Long positions (won %) | 15 (33.33%) |
| Profit trades (% of total) | 14 (37.84%) | Loss trades (% of total) | 23 (62.16%) | ||
| Largest | profit trade | 1718.00 | loss trade | -531.00 | |
| Average | profit trade | 570.96 | loss trade | -260.67 | |
| Maximum | consecutive wins (profit in money) | 5 (3094.00) | consecutive losses (loss in money) | 5 (-1405.00) | |
| Maximal | consecutive profit (count of wins) | 3094.00 (5) | consecutive loss (count of losses) | -1405.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | buy | 1 | 1.00 | 1.50275 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 21:00 | close | 1 | 1.00 | 1.50940 | 0.00000 | 0.00000 | 665.00 | 10665.00 |
| 3 | 2009.12.02 19:00 | sell | 2 | 1.00 | 1.50435 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 03:00 | close | 2 | 1.00 | 1.50791 | 0.00000 | 0.00000 | -359.00 | 10306.00 |
| 5 | 2009.12.03 08:00 | buy | 3 | 1.00 | 1.51069 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 15:00 | close | 3 | 1.00 | 1.50890 | 0.00000 | 0.00000 | -179.00 | 10127.00 |
| 7 | 2009.12.03 23:00 | sell | 4 | 1.00 | 1.50510 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 09:00 | close | 4 | 1.00 | 1.50852 | 0.00000 | 0.00000 | -343.00 | 9784.00 |
| 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 | 1.48892 | 0.00000 | 0.00000 | 533.00 | 10317.00 |
| 11 | 2009.12.07 11:00 | sell | 6 | 1.00 | 1.48037 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 17:00 | close | 6 | 1.00 | 1.48285 | 0.00000 | 0.00000 | -248.00 | 10069.00 |
| 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 | 1.47216 | 0.00000 | 0.00000 | 718.00 | 10787.00 |
| 15 | 2009.12.09 19:00 | sell | 8 | 1.00 | 1.46942 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.09 23:00 | close | 8 | 1.00 | 1.47248 | 0.00000 | 0.00000 | -306.00 | 10481.00 |
| 17 | 2009.12.10 07:00 | sell | 9 | 1.00 | 1.47011 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.10 12:00 | close | 9 | 1.00 | 1.47416 | 0.00000 | 0.00000 | -405.00 | 10076.00 |
| 19 | 2009.12.11 10:00 | buy | 10 | 1.00 | 1.47405 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.11 15:00 | close | 10 | 1.00 | 1.47070 | 0.00000 | 0.00000 | -335.00 | 9741.00 |
| 21 | 2009.12.11 16:00 | sell | 11 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.14 04:00 | close | 11 | 1.00 | 1.46354 | 0.00000 | 0.00000 | 178.00 | 9919.00 |
| 23 | 2009.12.15 08:00 | sell | 12 | 1.00 | 1.46328 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.15 23:00 | close | 12 | 1.00 | 1.45378 | 0.00000 | 0.00000 | 950.00 | 10869.00 |
| 25 | 2009.12.16 21:00 | sell | 13 | 1.00 | 1.45148 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.17 20:00 | close | 13 | 1.00 | 1.43427 | 0.00000 | 0.00000 | 1718.00 | 12587.00 |
| 27 | 2009.12.18 15:00 | sell | 14 | 1.00 | 1.43171 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.21 00:00 | close | 14 | 1.00 | 1.43123 | 0.00000 | 0.00000 | 47.00 | 12634.00 |
| 29 | 2009.12.21 19:00 | sell | 15 | 1.00 | 1.43116 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.22 05:00 | close | 15 | 1.00 | 1.42914 | 0.00000 | 0.00000 | 201.00 | 12835.00 |
| 31 | 2009.12.22 17:00 | sell | 16 | 1.00 | 1.42309 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.23 03:00 | close | 16 | 1.00 | 1.42724 | 0.00000 | 0.00000 | -416.00 | 12419.00 |
| 33 | 2009.12.23 17:00 | buy | 17 | 1.00 | 1.43336 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.23 22:00 | close | 17 | 1.00 | 1.43241 | 0.00000 | 0.00000 | -95.00 | 12324.00 |
| 35 | 2009.12.24 09:00 | buy | 18 | 1.00 | 1.43656 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.24 15:00 | close | 18 | 1.00 | 1.43839 | 0.00000 | 0.00000 | 183.00 | 12507.00 |
| 37 | 2009.12.28 14:00 | buy | 19 | 1.00 | 1.44085 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.28 15:00 | close | 19 | 1.00 | 1.44008 | 0.00000 | 0.00000 | -77.00 | 12430.00 |
| 39 | 2009.12.29 03:00 | sell | 20 | 1.00 | 1.43644 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.29 09:00 | close | 20 | 1.00 | 1.44175 | 0.00000 | 0.00000 | -531.00 | 11899.00 |
| 41 | 2009.12.29 10:00 | buy | 21 | 1.00 | 1.44344 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.29 16:00 | close | 21 | 1.00 | 1.44267 | 0.00000 | 0.00000 | -77.00 | 11822.00 |
| 43 | 2009.12.30 02:00 | sell | 22 | 1.00 | 1.43239 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.30 09:00 | close | 22 | 1.00 | 1.43555 | 0.00000 | 0.00000 | -316.00 | 11506.00 |
| 45 | 2009.12.30 16:00 | sell | 23 | 1.00 | 1.42973 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.30 20:00 | close | 23 | 1.00 | 1.43377 | 0.00000 | 0.00000 | -404.00 | 11102.00 |
| 47 | 2009.12.31 04:00 | buy | 24 | 1.00 | 1.43687 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.31 11:00 | close | 24 | 1.00 | 1.43995 | 0.00000 | 0.00000 | 308.00 | 11410.00 |
| 49 | 2010.01.04 01:00 | sell | 25 | 1.00 | 1.43154 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.04 10:00 | close | 25 | 1.00 | 1.43379 | 0.00000 | 0.00000 | -225.00 | 11185.00 |
| 51 | 2010.01.04 14:00 | buy | 26 | 1.00 | 1.43971 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.04 18:00 | close | 26 | 1.00 | 1.44174 | 0.00000 | 0.00000 | 203.00 | 11388.00 |
| 53 | 2010.01.05 07:00 | buy | 27 | 1.00 | 1.44643 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.05 10:00 | close | 27 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -457.00 | 10931.00 |
| 55 | 2010.01.05 20:00 | sell | 28 | 1.00 | 1.43620 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.06 11:00 | close | 28 | 1.00 | 1.43779 | 0.00000 | 0.00000 | -160.00 | 10771.00 |
| 57 | 2010.01.06 19:00 | buy | 29 | 1.00 | 1.44044 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.07 00:00 | close | 29 | 1.00 | 1.43999 | 0.00000 | 0.00000 | -46.50 | 10724.50 |
| 59 | 2010.01.07 02:00 | buy | 30 | 1.00 | 1.44238 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.07 04:00 | close | 30 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -204.00 | 10520.50 |
| 61 | 2010.01.07 11:00 | sell | 31 | 1.00 | 1.43524 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.08 02:00 | close | 31 | 1.00 | 1.43171 | 0.00000 | 0.00000 | 352.00 | 10872.50 |
| 63 | 2010.01.08 18:00 | buy | 32 | 1.00 | 1.43559 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.11 08:00 | close | 32 | 1.00 | 1.44887 | 0.00000 | 0.00000 | 1327.50 | 12200.00 |
| 65 | 2010.01.12 17:00 | buy | 33 | 1.00 | 1.45388 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.12 19:00 | close | 33 | 1.00 | 1.45063 | 0.00000 | 0.00000 | -325.00 | 11875.00 |
| 67 | 2010.01.13 01:00 | sell | 34 | 1.00 | 1.44757 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.13 08:00 | close | 34 | 1.00 | 1.45032 | 0.00000 | 0.00000 | -275.00 | 11600.00 |
| 69 | 2010.01.13 12:00 | buy | 35 | 1.00 | 1.45163 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.13 17:00 | close | 35 | 1.00 | 1.45078 | 0.00000 | 0.00000 | -85.00 | 11515.00 |
| 71 | 2010.01.14 14:00 | sell | 36 | 1.00 | 1.44864 | 0.00000 | 0.00000 | ||
| 72 | 2010.01.14 22:00 | close | 36 | 1.00 | 1.44991 | 0.00000 | 0.00000 | -127.00 | 11388.00 |
| 73 | 2010.01.15 03:00 | sell | 37 | 1.00 | 1.44380 | 0.00000 | 0.00000 | ||
| 74 | 2010.01.15 20:00 | close | 37 | 1.00 | 1.43770 | 0.00000 | 0.00000 | 610.00 | 11998.00 |