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 | -136.60 | Gross profit | 493.40 | Gross loss | -630.00 |
Profit factor | 0.78 | Expected payoff | -3.90 | ||
Absolute drawdown | 444.60 | Maximal drawdown | 470.90 (4.70%) | Relative drawdown | 4.70% (470.90) |
Total trades | 35 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 22 (13.64%) |
Profit trades (% of total) | 12 (34.29%) | Loss trades (% of total) | 23 (65.71%) | ||
Largest | profit trade | 104.75 | loss trade | -127.90 | |
Average | profit trade | 41.12 | loss trade | -27.39 | |
Maximum | consecutive wins (profit in money) | 2 (111.55) | consecutive losses (loss in money) | 13 (-254.00) | |
Maximal | consecutive profit (count of wins) | 111.55 (2) | consecutive loss (count of losses) | -254.00 (13) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:00 | sell | 1 | 0.10 | 1.50001 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:00 | close | 1 | 0.10 | 1.50205 | 0.00000 | 0.00000 | -20.40 | 9979.60 |
3 | 2009.12.02 15:00 | sell | 2 | 0.10 | 1.50750 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 01:00 | close | 2 | 0.10 | 1.50672 | 0.00000 | 0.00000 | 7.50 | 9987.10 |
5 | 2009.12.03 16:00 | sell | 3 | 0.10 | 1.50770 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 08:00 | close | 3 | 0.10 | 1.50698 | 0.00000 | 0.00000 | 7.10 | 9994.20 |
7 | 2009.12.04 09:00 | buy | 4 | 0.10 | 1.50851 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 12:00 | close | 4 | 0.10 | 1.50605 | 0.00000 | 0.00000 | -24.60 | 9969.60 |
9 | 2009.12.04 14:00 | buy | 5 | 0.10 | 1.50705 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 0.10 | 1.49426 | 0.00000 | 0.00000 | -127.90 | 9841.70 |
11 | 2009.12.04 15:00 | sell | 6 | 0.10 | 1.49426 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 05:00 | close | 6 | 0.10 | 1.48903 | 0.00000 | 0.00000 | 52.20 | 9893.90 |
13 | 2009.12.08 11:00 | buy | 7 | 0.10 | 1.48452 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 13:00 | close | 7 | 0.10 | 1.47935 | 0.00000 | 0.00000 | -51.70 | 9842.20 |
15 | 2009.12.08 13:00 | sell | 8 | 0.10 | 1.47935 | 0.00000 | 0.00000 | ||
16 | 2009.12.09 04:00 | close | 8 | 0.10 | 1.47332 | 0.00000 | 0.00000 | 60.20 | 9902.40 |
17 | 2009.12.09 10:00 | buy | 9 | 0.10 | 1.47434 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 14:00 | close | 9 | 0.10 | 1.47259 | 0.00000 | 0.00000 | -17.50 | 9884.90 |
19 | 2009.12.09 17:00 | buy | 10 | 0.10 | 1.47455 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 18:00 | close | 10 | 0.10 | 1.47237 | 0.00000 | 0.00000 | -21.80 | 9863.10 |
21 | 2009.12.10 00:00 | buy | 11 | 0.10 | 1.47387 | 0.00000 | 0.00000 | ||
22 | 2009.12.10 06:00 | close | 11 | 0.10 | 1.47112 | 0.00000 | 0.00000 | -27.50 | 9835.60 |
23 | 2009.12.10 12:00 | buy | 12 | 0.10 | 1.47415 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 17:00 | close | 12 | 0.10 | 1.47195 | 0.00000 | 0.00000 | -22.00 | 9813.60 |
25 | 2009.12.10 23:00 | buy | 13 | 0.10 | 1.47317 | 0.00000 | 0.00000 | ||
26 | 2009.12.11 03:00 | close | 13 | 0.10 | 1.47224 | 0.00000 | 0.00000 | -9.35 | 9804.25 |
27 | 2009.12.11 05:00 | buy | 14 | 0.10 | 1.47274 | 0.00000 | 0.00000 | ||
28 | 2009.12.11 08:00 | close | 14 | 0.10 | 1.47225 | 0.00000 | 0.00000 | -4.90 | 9799.35 |
29 | 2009.12.11 09:00 | sell | 15 | 0.10 | 1.47219 | 0.00000 | 0.00000 | ||
30 | 2009.12.11 10:00 | close | 15 | 0.10 | 1.47404 | 0.00000 | 0.00000 | -18.50 | 9780.85 |
31 | 2009.12.11 10:00 | buy | 16 | 0.10 | 1.47404 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 15:00 | close | 16 | 0.10 | 1.47070 | 0.00000 | 0.00000 | -33.40 | 9747.45 |
33 | 2009.12.14 19:00 | buy | 17 | 0.10 | 1.46575 | 0.00000 | 0.00000 | ||
34 | 2009.12.15 04:00 | close | 17 | 0.10 | 1.46478 | 0.00000 | 0.00000 | -9.75 | 9737.70 |
35 | 2009.12.15 06:00 | buy | 18 | 0.10 | 1.46541 | 0.00000 | 0.00000 | ||
36 | 2009.12.15 07:00 | close | 18 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -16.70 | 9721.00 |
37 | 2009.12.21 04:00 | buy | 19 | 0.10 | 1.43434 | 0.00000 | 0.00000 | ||
38 | 2009.12.21 09:00 | close | 19 | 0.10 | 1.43236 | 0.00000 | 0.00000 | -19.80 | 9701.20 |
39 | 2009.12.21 12:00 | buy | 20 | 0.10 | 1.43384 | 0.00000 | 0.00000 | ||
40 | 2009.12.21 17:00 | close | 20 | 0.10 | 1.43120 | 0.00000 | 0.00000 | -26.40 | 9674.80 |
41 | 2009.12.22 09:00 | buy | 21 | 0.10 | 1.43074 | 0.00000 | 0.00000 | ||
42 | 2009.12.22 13:00 | close | 21 | 0.10 | 1.42810 | 0.00000 | 0.00000 | -26.40 | 9648.40 |
43 | 2009.12.22 15:00 | buy | 22 | 0.10 | 1.43097 | 0.00000 | 0.00000 | ||
44 | 2009.12.24 16:00 | close | 22 | 0.10 | 1.43651 | 0.00000 | 0.00000 | 55.20 | 9703.60 |
45 | 2009.12.29 18:00 | sell | 23 | 0.10 | 1.43539 | 0.00000 | 0.00000 | ||
46 | 2009.12.30 08:00 | close | 23 | 0.10 | 1.43404 | 0.00000 | 0.00000 | 13.40 | 9717.00 |
47 | 2009.12.30 09:00 | buy | 24 | 0.10 | 1.43554 | 0.00000 | 0.00000 | ||
48 | 2009.12.30 13:00 | close | 24 | 0.10 | 1.43256 | 0.00000 | 0.00000 | -29.80 | 9687.20 |
49 | 2009.12.31 16:00 | sell | 25 | 0.10 | 1.43688 | 0.00000 | 0.00000 | ||
50 | 2010.01.04 10:00 | close | 25 | 0.10 | 1.43378 | 0.00000 | 0.00000 | 30.80 | 9718.00 |
51 | 2010.01.04 10:00 | buy | 26 | 0.10 | 1.43378 | 0.00000 | 0.00000 | ||
52 | 2010.01.05 10:00 | close | 26 | 0.10 | 1.44186 | 0.00000 | 0.00000 | 80.75 | 9798.75 |
53 | 2010.01.06 11:00 | buy | 27 | 0.10 | 1.43778 | 0.00000 | 0.00000 | ||
54 | 2010.01.06 13:00 | close | 27 | 0.10 | 1.43476 | 0.00000 | 0.00000 | -30.20 | 9768.55 |
55 | 2010.01.07 07:00 | sell | 28 | 0.10 | 1.43902 | 0.00000 | 0.00000 | ||
56 | 2010.01.08 09:00 | close | 28 | 0.10 | 1.43185 | 0.00000 | 0.00000 | 71.60 | 9840.15 |
57 | 2010.01.08 10:00 | buy | 29 | 0.10 | 1.43295 | 0.00000 | 0.00000 | ||
58 | 2010.01.08 12:00 | close | 29 | 0.10 | 1.43015 | 0.00000 | 0.00000 | -28.00 | 9812.15 |
59 | 2010.01.08 15:00 | buy | 30 | 0.10 | 1.44033 | 0.00000 | 0.00000 | ||
60 | 2010.01.11 19:00 | close | 30 | 0.10 | 1.45081 | 0.00000 | 0.00000 | 104.75 | 9916.90 |
61 | 2010.01.12 10:00 | sell | 31 | 0.10 | 1.44827 | 0.00000 | 0.00000 | ||
62 | 2010.01.12 12:00 | close | 31 | 0.10 | 1.45052 | 0.00000 | 0.00000 | -22.50 | 9894.40 |
63 | 2010.01.12 13:00 | sell | 32 | 0.10 | 1.44795 | 0.00000 | 0.00000 | ||
64 | 2010.01.12 14:00 | close | 32 | 0.10 | 1.44994 | 0.00000 | 0.00000 | -19.90 | 9874.50 |
65 | 2010.01.12 22:00 | sell | 33 | 0.10 | 1.44888 | 0.00000 | 0.00000 | ||
66 | 2010.01.13 06:00 | close | 33 | 0.10 | 1.44885 | 0.00000 | 0.00000 | 0.20 | 9874.70 |
67 | 2010.01.13 08:00 | buy | 34 | 0.10 | 1.45031 | 0.00000 | 0.00000 | ||
68 | 2010.01.13 10:00 | close | 34 | 0.10 | 1.44821 | 0.00000 | 0.00000 | -21.00 | 9853.70 |
69 | 2010.01.14 10:00 | sell | 35 | 0.10 | 1.45210 | 0.00000 | 0.00000 | ||
70 | 2010.01.14 20:00 | close | 35 | 0.10 | 1.45113 | 0.00000 | 0.00000 | 9.70 | 9863.40 |