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=150; StopLoss=70; Lots=0.1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8.00 | Gross profit | 300.00 | Gross loss | -308.00 |
| Profit factor | 0.97 | Expected payoff | -0.13 | ||
| Absolute drawdown | 17.00 | Maximal drawdown | 95.60 (0.95%) | Relative drawdown | 0.95% (95.60) |
| Total trades | 64 | Short positions (won %) | 33 (30.30%) | Long positions (won %) | 31 (32.26%) |
| Profit trades (% of total) | 20 (31.25%) | Loss trades (% of total) | 44 (68.75%) | ||
| Largest | profit trade | 15.00 | loss trade | -7.00 | |
| Average | profit trade | 15.00 | loss trade | -7.00 | |
| Maximum | consecutive wins (profit in money) | 3 (45.00) | consecutive losses (loss in money) | 9 (-63.00) | |
| Maximal | consecutive profit (count of wins) | 45.00 (3) | consecutive loss (count of losses) | -63.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 11:00 | buy | 1 | 0.10 | 1.50616 | 1.50546 | 1.50766 | ||
| 2 | 2009.12.01 11:20 | t/p | 1 | 0.10 | 1.50766 | 1.50546 | 1.50766 | 15.00 | 10015.00 |
| 3 | 2009.12.01 17:00 | buy | 2 | 0.10 | 1.50931 | 1.50861 | 1.51081 | ||
| 4 | 2009.12.01 17:10 | t/p | 2 | 0.10 | 1.51081 | 1.50861 | 1.51081 | 15.00 | 10030.00 |
| 5 | 2009.12.02 11:00 | buy | 3 | 0.10 | 1.51004 | 1.50934 | 1.51154 | ||
| 6 | 2009.12.02 11:32 | s/l | 3 | 0.10 | 1.50934 | 1.50934 | 1.51154 | -7.00 | 10023.00 |
| 7 | 2009.12.02 17:00 | buy | 4 | 0.10 | 1.50764 | 1.50694 | 1.50914 | ||
| 8 | 2009.12.02 17:10 | s/l | 4 | 0.10 | 1.50694 | 1.50694 | 1.50914 | -7.00 | 10016.00 |
| 9 | 2009.12.03 11:00 | buy | 5 | 0.10 | 1.51172 | 1.51102 | 1.51322 | ||
| 10 | 2009.12.03 11:37 | t/p | 5 | 0.10 | 1.51322 | 1.51102 | 1.51322 | 15.00 | 10031.00 |
| 11 | 2009.12.03 17:00 | sell | 6 | 0.10 | 1.50874 | 1.50944 | 1.50724 | ||
| 12 | 2009.12.03 17:15 | s/l | 6 | 0.10 | 1.50944 | 1.50944 | 1.50724 | -7.00 | 10024.00 |
| 13 | 2009.12.04 11:00 | sell | 7 | 0.10 | 1.50663 | 1.50733 | 1.50513 | ||
| 14 | 2009.12.04 13:10 | s/l | 7 | 0.10 | 1.50733 | 1.50733 | 1.50513 | -7.00 | 10017.00 |
| 15 | 2009.12.04 17:00 | sell | 8 | 0.10 | 1.48879 | 1.48949 | 1.48729 | ||
| 16 | 2009.12.04 17:02 | s/l | 8 | 0.10 | 1.48949 | 1.48949 | 1.48729 | -7.00 | 10010.00 |
| 17 | 2009.12.07 11:00 | sell | 9 | 0.10 | 1.48037 | 1.48107 | 1.47887 | ||
| 18 | 2009.12.07 11:15 | s/l | 9 | 0.10 | 1.48107 | 1.48107 | 1.47887 | -7.00 | 10003.00 |
| 19 | 2009.12.07 17:00 | buy | 10 | 0.10 | 1.48285 | 1.48215 | 1.48435 | ||
| 20 | 2009.12.07 17:15 | s/l | 10 | 0.10 | 1.48215 | 1.48215 | 1.48435 | -7.00 | 9996.00 |
| 21 | 2009.12.08 11:00 | buy | 11 | 0.10 | 1.48453 | 1.48383 | 1.48603 | ||
| 22 | 2009.12.08 11:20 | t/p | 11 | 0.10 | 1.48603 | 1.48383 | 1.48603 | 15.00 | 10011.00 |
| 23 | 2009.12.08 17:00 | sell | 12 | 0.10 | 1.47357 | 1.47427 | 1.47207 | ||
| 24 | 2009.12.08 17:15 | s/l | 12 | 0.10 | 1.47427 | 1.47427 | 1.47207 | -7.00 | 10004.00 |
| 25 | 2009.12.09 11:00 | buy | 13 | 0.10 | 1.47546 | 1.47476 | 1.47696 | ||
| 26 | 2009.12.09 11:20 | t/p | 13 | 0.10 | 1.47696 | 1.47476 | 1.47696 | 15.00 | 10019.00 |
| 27 | 2009.12.09 17:00 | buy | 14 | 0.10 | 1.47456 | 1.47386 | 1.47606 | ||
| 28 | 2009.12.09 17:10 | s/l | 14 | 0.10 | 1.47386 | 1.47386 | 1.47606 | -7.00 | 10012.00 |
| 29 | 2009.12.10 11:00 | buy | 15 | 0.10 | 1.47124 | 1.47054 | 1.47274 | ||
| 30 | 2009.12.10 11:15 | t/p | 15 | 0.10 | 1.47274 | 1.47054 | 1.47274 | 15.00 | 10027.00 |
| 31 | 2009.12.10 17:00 | sell | 16 | 0.10 | 1.47195 | 1.47265 | 1.47045 | ||
| 32 | 2009.12.10 17:02 | s/l | 16 | 0.10 | 1.47265 | 1.47265 | 1.47045 | -7.00 | 10020.00 |
| 33 | 2009.12.11 11:00 | buy | 17 | 0.10 | 1.47535 | 1.47465 | 1.47685 | ||
| 34 | 2009.12.11 11:32 | t/p | 17 | 0.10 | 1.47685 | 1.47465 | 1.47685 | 15.00 | 10035.00 |
| 35 | 2009.12.11 17:00 | sell | 18 | 0.10 | 1.46201 | 1.46271 | 1.46051 | ||
| 36 | 2009.12.11 17:15 | t/p | 18 | 0.10 | 1.46051 | 1.46271 | 1.46051 | 15.00 | 10050.00 |
| 37 | 2009.12.14 11:00 | sell | 19 | 0.10 | 1.46667 | 1.46737 | 1.46517 | ||
| 38 | 2009.12.14 11:20 | t/p | 19 | 0.10 | 1.46517 | 1.46737 | 1.46517 | 15.00 | 10065.00 |
| 39 | 2009.12.14 17:00 | buy | 20 | 0.10 | 1.46524 | 1.46454 | 1.46674 | ||
| 40 | 2009.12.14 17:15 | s/l | 20 | 0.10 | 1.46454 | 1.46454 | 1.46674 | -7.00 | 10058.00 |
| 41 | 2009.12.15 11:00 | sell | 21 | 0.10 | 1.45415 | 1.45485 | 1.45265 | ||
| 42 | 2009.12.15 11:07 | t/p | 21 | 0.10 | 1.45265 | 1.45485 | 1.45265 | 15.00 | 10073.00 |
| 43 | 2009.12.15 17:00 | buy | 22 | 0.10 | 1.45563 | 1.45493 | 1.45713 | ||
| 44 | 2009.12.15 17:10 | s/l | 22 | 0.10 | 1.45493 | 1.45493 | 1.45713 | -7.00 | 10066.00 |
| 45 | 2009.12.16 11:00 | buy | 23 | 0.10 | 1.45556 | 1.45486 | 1.45706 | ||
| 46 | 2009.12.16 11:50 | s/l | 23 | 0.10 | 1.45486 | 1.45486 | 1.45706 | -7.00 | 10059.00 |
| 47 | 2009.12.16 17:00 | buy | 24 | 0.10 | 1.45793 | 1.45723 | 1.45943 | ||
| 48 | 2009.12.16 17:20 | s/l | 24 | 0.10 | 1.45723 | 1.45723 | 1.45943 | -7.00 | 10052.00 |
| 49 | 2009.12.17 11:00 | sell | 25 | 0.10 | 1.43658 | 1.43728 | 1.43508 | ||
| 50 | 2009.12.17 11:40 | t/p | 25 | 0.10 | 1.43508 | 1.43728 | 1.43508 | 15.00 | 10067.00 |
| 51 | 2009.12.17 17:00 | sell | 26 | 0.10 | 1.43458 | 1.43528 | 1.43308 | ||
| 52 | 2009.12.17 17:07 | s/l | 26 | 0.10 | 1.43528 | 1.43528 | 1.43308 | -7.00 | 10060.00 |
| 53 | 2009.12.18 11:00 | buy | 27 | 0.10 | 1.43996 | 1.43926 | 1.44146 | ||
| 54 | 2009.12.18 11:15 | s/l | 27 | 0.10 | 1.43926 | 1.43926 | 1.44146 | -7.00 | 10053.00 |
| 55 | 2009.12.18 17:00 | sell | 28 | 0.10 | 1.42737 | 1.42807 | 1.42587 | ||
| 56 | 2009.12.18 17:20 | s/l | 28 | 0.10 | 1.42807 | 1.42807 | 1.42587 | -7.00 | 10046.00 |
| 57 | 2009.12.21 11:00 | sell | 29 | 0.10 | 1.43210 | 1.43280 | 1.43060 | ||
| 58 | 2009.12.21 11:20 | s/l | 29 | 0.10 | 1.43280 | 1.43280 | 1.43060 | -7.00 | 10039.00 |
| 59 | 2009.12.21 17:00 | sell | 30 | 0.10 | 1.43120 | 1.43190 | 1.42970 | ||
| 60 | 2009.12.21 17:50 | s/l | 30 | 0.10 | 1.43190 | 1.43190 | 1.42970 | -7.00 | 10032.00 |
| 61 | 2009.12.22 11:00 | buy | 31 | 0.10 | 1.43159 | 1.43089 | 1.43309 | ||
| 62 | 2009.12.22 11:20 | s/l | 31 | 0.10 | 1.43089 | 1.43089 | 1.43309 | -7.00 | 10025.00 |
| 63 | 2009.12.22 17:00 | sell | 32 | 0.10 | 1.42309 | 1.42379 | 1.42159 | ||
| 64 | 2009.12.22 17:20 | s/l | 32 | 0.10 | 1.42379 | 1.42379 | 1.42159 | -7.00 | 10018.00 |
| 65 | 2009.12.23 11:00 | sell | 33 | 0.10 | 1.42453 | 1.42523 | 1.42303 | ||
| 66 | 2009.12.23 11:15 | s/l | 33 | 0.10 | 1.42523 | 1.42523 | 1.42303 | -7.00 | 10011.00 |
| 67 | 2009.12.23 17:00 | buy | 34 | 0.10 | 1.43336 | 1.43266 | 1.43486 | ||
| 68 | 2009.12.23 17:15 | s/l | 34 | 0.10 | 1.43266 | 1.43266 | 1.43486 | -7.00 | 10004.00 |
| 69 | 2009.12.24 11:00 | buy | 35 | 0.10 | 1.43826 | 1.43756 | 1.43976 | ||
| 70 | 2009.12.24 11:15 | t/p | 35 | 0.10 | 1.43976 | 1.43756 | 1.43976 | 15.00 | 10019.00 |
| 71 | 2009.12.24 17:00 | sell | 36 | 0.10 | 1.43561 | 1.43631 | 1.43411 | ||
| 72 | 2009.12.24 17:15 | s/l | 36 | 0.10 | 1.43631 | 1.43631 | 1.43411 | -7.00 | 10012.00 |
| 73 | 2009.12.28 11:00 | buy | 37 | 0.10 | 1.43900 | 1.43830 | 1.44050 | ||
| 74 | 2009.12.28 12:45 | t/p | 37 | 0.10 | 1.44050 | 1.43830 | 1.44050 | 15.00 | 10027.00 |
| 75 | 2009.12.28 17:00 | sell | 38 | 0.10 | 1.43887 | 1.43957 | 1.43737 | ||
| 76 | 2009.12.28 17:30 | s/l | 38 | 0.10 | 1.43957 | 1.43957 | 1.43737 | -7.00 | 10020.00 |
| 77 | 2009.12.29 11:00 | buy | 39 | 0.10 | 1.44281 | 1.44211 | 1.44431 | ||
| 78 | 2009.12.29 11:20 | s/l | 39 | 0.10 | 1.44211 | 1.44211 | 1.44431 | -7.00 | 10013.00 |
| 79 | 2009.12.29 17:00 | sell | 40 | 0.10 | 1.44049 | 1.44119 | 1.43899 | ||
| 80 | 2009.12.29 17:10 | t/p | 40 | 0.10 | 1.43899 | 1.44119 | 1.43899 | 15.00 | 10028.00 |
| 81 | 2009.12.30 11:00 | sell | 41 | 0.10 | 1.43505 | 1.43575 | 1.43355 | ||
| 82 | 2009.12.30 11:02 | s/l | 41 | 0.10 | 1.43575 | 1.43575 | 1.43355 | -7.00 | 10021.00 |
| 83 | 2009.12.30 17:00 | sell | 42 | 0.10 | 1.43000 | 1.43070 | 1.42850 | ||
| 84 | 2009.12.30 17:02 | s/l | 42 | 0.10 | 1.43070 | 1.43070 | 1.42850 | -7.00 | 10014.00 |
| 85 | 2009.12.31 11:00 | sell | 43 | 0.10 | 1.43995 | 1.44065 | 1.43845 | ||
| 86 | 2009.12.31 11:15 | s/l | 43 | 0.10 | 1.44065 | 1.44065 | 1.43845 | -7.00 | 10007.00 |
| 87 | 2009.12.31 17:00 | sell | 44 | 0.10 | 1.43465 | 1.43535 | 1.43315 | ||
| 88 | 2009.12.31 17:20 | t/p | 44 | 0.10 | 1.43315 | 1.43535 | 1.43315 | 15.00 | 10022.00 |
| 89 | 2010.01.04 11:00 | buy | 45 | 0.10 | 1.43946 | 1.43876 | 1.44096 | ||
| 90 | 2010.01.04 11:20 | s/l | 45 | 0.10 | 1.43876 | 1.43876 | 1.44096 | -7.00 | 10015.00 |
| 91 | 2010.01.04 17:00 | buy | 46 | 0.10 | 1.44389 | 1.44319 | 1.44539 | ||
| 92 | 2010.01.04 17:15 | s/l | 46 | 0.10 | 1.44319 | 1.44319 | 1.44539 | -7.00 | 10008.00 |
| 93 | 2010.01.05 11:00 | sell | 47 | 0.10 | 1.44310 | 1.44380 | 1.44160 | ||
| 94 | 2010.01.05 11:50 | t/p | 47 | 0.10 | 1.44160 | 1.44380 | 1.44160 | 15.00 | 10023.00 |
| 95 | 2010.01.05 17:00 | sell | 48 | 0.10 | 1.44165 | 1.44235 | 1.44015 | ||
| 96 | 2010.01.05 17:07 | s/l | 48 | 0.10 | 1.44235 | 1.44235 | 1.44015 | -7.00 | 10016.00 |
| 97 | 2010.01.06 11:00 | buy | 49 | 0.10 | 1.43779 | 1.43709 | 1.43929 | ||
| 98 | 2010.01.06 11:10 | s/l | 49 | 0.10 | 1.43709 | 1.43709 | 1.43929 | -7.00 | 10009.00 |
| 99 | 2010.01.06 17:00 | buy | 50 | 0.10 | 1.43880 | 1.43810 | 1.44030 | ||
| 100 | 2010.01.06 17:15 | t/p | 50 | 0.10 | 1.44030 | 1.43810 | 1.44030 | 15.00 | 10024.00 |
| 101 | 2010.01.07 11:00 | sell | 51 | 0.10 | 1.43524 | 1.43594 | 1.43374 | ||
| 102 | 2010.01.07 12:20 | t/p | 51 | 0.10 | 1.43374 | 1.43594 | 1.43374 | 15.00 | 10039.00 |
| 103 | 2010.01.07 17:00 | sell | 52 | 0.10 | 1.43262 | 1.43332 | 1.43112 | ||
| 104 | 2010.01.07 17:07 | s/l | 52 | 0.10 | 1.43332 | 1.43332 | 1.43112 | -7.00 | 10032.00 |
| 105 | 2010.01.08 11:00 | buy | 53 | 0.10 | 1.43231 | 1.43161 | 1.43381 | ||
| 106 | 2010.01.08 11:20 | s/l | 53 | 0.10 | 1.43161 | 1.43161 | 1.43381 | -7.00 | 10025.00 |
| 107 | 2010.01.08 17:00 | sell | 54 | 0.10 | 1.43248 | 1.43318 | 1.43098 | ||
| 108 | 2010.01.08 17:10 | s/l | 54 | 0.10 | 1.43318 | 1.43318 | 1.43098 | -7.00 | 10018.00 |
| 109 | 2010.01.11 11:00 | buy | 55 | 0.10 | 1.45217 | 1.45147 | 1.45367 | ||
| 110 | 2010.01.11 11:15 | s/l | 55 | 0.10 | 1.45147 | 1.45147 | 1.45367 | -7.00 | 10011.00 |
| 111 | 2010.01.11 17:00 | buy | 56 | 0.10 | 1.45481 | 1.45411 | 1.45631 | ||
| 112 | 2010.01.11 17:10 | s/l | 56 | 0.10 | 1.45411 | 1.45411 | 1.45631 | -7.00 | 10004.00 |
| 113 | 2010.01.12 11:00 | sell | 57 | 0.10 | 1.44900 | 1.44970 | 1.44750 | ||
| 114 | 2010.01.12 11:10 | s/l | 57 | 0.10 | 1.44970 | 1.44970 | 1.44750 | -7.00 | 9997.00 |
| 115 | 2010.01.12 17:00 | buy | 58 | 0.10 | 1.45388 | 1.45318 | 1.45538 | ||
| 116 | 2010.01.12 17:15 | s/l | 58 | 0.10 | 1.45318 | 1.45318 | 1.45538 | -7.00 | 9990.00 |
| 117 | 2010.01.13 11:00 | buy | 59 | 0.10 | 1.45011 | 1.44941 | 1.45161 | ||
| 118 | 2010.01.13 11:02 | s/l | 59 | 0.10 | 1.44941 | 1.44941 | 1.45161 | -7.00 | 9983.00 |
| 119 | 2010.01.13 17:00 | sell | 60 | 0.10 | 1.45078 | 1.45148 | 1.44928 | ||
| 120 | 2010.01.13 17:10 | t/p | 60 | 0.10 | 1.44928 | 1.45148 | 1.44928 | 15.00 | 9998.00 |
| 121 | 2010.01.14 11:00 | sell | 61 | 0.10 | 1.45048 | 1.45118 | 1.44898 | ||
| 122 | 2010.01.14 11:20 | s/l | 61 | 0.10 | 1.45118 | 1.45118 | 1.44898 | -7.00 | 9991.00 |
| 123 | 2010.01.14 17:00 | sell | 62 | 0.10 | 1.44732 | 1.44802 | 1.44582 | ||
| 124 | 2010.01.14 17:02 | t/p | 62 | 0.10 | 1.44582 | 1.44802 | 1.44582 | 15.00 | 10006.00 |
| 125 | 2010.01.15 11:00 | buy | 63 | 0.10 | 1.44140 | 1.44070 | 1.44290 | ||
| 126 | 2010.01.15 11:10 | s/l | 63 | 0.10 | 1.44070 | 1.44070 | 1.44290 | -7.00 | 9999.00 |
| 127 | 2010.01.15 17:00 | sell | 64 | 0.10 | 1.43681 | 1.43751 | 1.43531 | ||
| 128 | 2010.01.15 17:10 | s/l | 64 | 0.10 | 1.43751 | 1.43751 | 1.43531 | -7.00 | 9992.00 |