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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1030.95 | Gross profit | 2273.51 | Gross loss | -1242.56 |
| Profit factor | 1.83 | Expected payoff | 20.21 | ||
| Absolute drawdown | 82.74 | Maximal drawdown | 395.02 (3.49%) | Relative drawdown | 3.49% (395.02) |
| Total trades | 51 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 26 (42.31%) |
| Profit trades (% of total) | 28 (54.90%) | Loss trades (% of total) | 23 (45.10%) | ||
| Largest | profit trade | 277.80 | loss trade | -89.74 | |
| Average | profit trade | 81.20 | loss trade | -54.02 | |
| Maximum | consecutive wins (profit in money) | 4 (131.04) | consecutive losses (loss in money) | 3 (-196.74) | |
| Maximal | consecutive profit (count of wins) | 495.60 (2) | consecutive loss (count of losses) | -196.74 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:00 | buy | 1 | 0.20 | 1.50208 | 1.49978 | 1.50835 | ||
| 2 | 2009.12.01 12:00 | modify | 1 | 0.20 | 1.50208 | 1.50218 | 1.50835 | ||
| 3 | 2009.12.01 14:15 | t/p | 1 | 0.20 | 1.50835 | 1.50218 | 1.50835 | 125.40 | 10125.40 |
| 4 | 2009.12.01 16:00 | buy | 2 | 0.20 | 1.50826 | 1.50596 | 1.51453 | ||
| 5 | 2009.12.01 20:00 | modify | 2 | 0.20 | 1.50826 | 1.50836 | 1.51453 | ||
| 6 | 2009.12.01 21:20 | s/l | 2 | 0.20 | 1.50836 | 1.50836 | 1.51453 | 2.00 | 10127.40 |
| 7 | 2009.12.02 12:00 | buy | 3 | 0.20 | 1.51037 | 1.50807 | 1.51664 | ||
| 8 | 2009.12.02 13:37 | s/l | 3 | 0.20 | 1.50807 | 1.50807 | 1.51664 | -46.00 | 10081.40 |
| 9 | 2009.12.02 20:00 | sell | 4 | 0.20 | 1.50468 | 1.50888 | 1.49229 | ||
| 10 | 2009.12.03 03:45 | s/l | 4 | 0.20 | 1.50888 | 1.50888 | 1.49229 | -84.54 | 9996.86 |
| 11 | 2009.12.03 08:00 | buy | 5 | 0.10 | 1.51071 | 1.50841 | 1.51698 | ||
| 12 | 2009.12.03 12:00 | modify | 5 | 0.10 | 1.51071 | 1.51081 | 1.51698 | ||
| 13 | 2009.12.03 14:45 | s/l | 5 | 0.10 | 1.51081 | 1.51081 | 1.51698 | 1.00 | 9997.86 |
| 14 | 2009.12.04 00:00 | sell | 6 | 0.20 | 1.50527 | 1.50947 | 1.49288 | ||
| 15 | 2009.12.04 04:00 | buy | 7 | 0.20 | 1.50627 | 1.50397 | 1.51254 | ||
| 16 | 2009.12.04 08:00 | modify | 7 | 0.20 | 1.50627 | 1.50637 | 1.51254 | ||
| 17 | 2009.12.04 08:00 | modify | 7 | 0.20 | 1.50627 | 1.50471 | 1.51328 | ||
| 18 | 2009.12.04 14:26 | s/l | 7 | 0.20 | 1.50471 | 1.50471 | 1.51328 | -31.20 | 9966.66 |
| 19 | 2009.12.04 14:50 | t/p | 6 | 0.20 | 1.49288 | 1.50947 | 1.49288 | 247.80 | 10214.46 |
| 20 | 2009.12.04 16:00 | sell | 8 | 0.20 | 1.49491 | 1.49911 | 1.48252 | ||
| 21 | 2009.12.04 20:00 | modify | 8 | 0.20 | 1.49491 | 1.49481 | 1.48252 | ||
| 22 | 2009.12.04 20:50 | t/p | 8 | 0.20 | 1.48252 | 1.49481 | 1.48252 | 247.80 | 10462.26 |
| 23 | 2009.12.07 04:00 | buy | 9 | 0.20 | 1.48894 | 1.48664 | 1.49521 | ||
| 24 | 2009.12.07 08:20 | s/l | 9 | 0.20 | 1.48664 | 1.48664 | 1.49521 | -46.00 | 10416.26 |
| 25 | 2009.12.07 12:00 | sell | 10 | 0.20 | 1.48080 | 1.48500 | 1.46841 | ||
| 26 | 2009.12.07 18:45 | s/l | 10 | 0.20 | 1.48500 | 1.48500 | 1.46841 | -84.00 | 10332.26 |
| 27 | 2009.12.08 08:00 | sell | 11 | 0.10 | 1.48371 | 1.48791 | 1.47132 | ||
| 28 | 2009.12.08 16:00 | modify | 11 | 0.10 | 1.48371 | 1.48361 | 1.47132 | ||
| 29 | 2009.12.08 16:00 | modify | 11 | 0.10 | 1.48371 | 1.48089 | 1.46430 | ||
| 30 | 2009.12.08 20:00 | modify | 11 | 0.10 | 1.48371 | 1.47401 | 1.45742 | ||
| 31 | 2009.12.09 09:20 | s/l | 11 | 0.10 | 1.47401 | 1.47401 | 1.45742 | 96.91 | 10429.17 |
| 32 | 2009.12.09 16:00 | sell | 12 | 0.20 | 1.47127 | 1.47547 | 1.45888 | ||
| 33 | 2009.12.09 20:00 | modify | 12 | 0.20 | 1.47127 | 1.47117 | 1.45888 | ||
| 34 | 2009.12.09 20:00 | modify | 12 | 0.20 | 1.47127 | 1.47221 | 1.45562 | ||
| 35 | 2009.12.09 20:50 | s/l | 12 | 0.20 | 1.47221 | 1.47221 | 1.45562 | -18.80 | 10410.37 |
| 36 | 2009.12.10 12:00 | buy | 13 | 0.20 | 1.47418 | 1.47188 | 1.48045 | ||
| 37 | 2009.12.10 16:20 | s/l | 13 | 0.20 | 1.47188 | 1.47188 | 1.48045 | -46.00 | 10364.37 |
| 38 | 2009.12.11 16:00 | sell | 14 | 0.10 | 1.46533 | 1.46953 | 1.45294 | ||
| 39 | 2009.12.11 20:00 | modify | 14 | 0.10 | 1.46533 | 1.46523 | 1.45294 | ||
| 40 | 2009.12.14 05:20 | s/l | 14 | 0.10 | 1.46523 | 1.46523 | 1.45294 | 0.91 | 10365.28 |
| 41 | 2009.12.14 16:00 | buy | 15 | 0.20 | 1.46457 | 1.46227 | 1.47084 | ||
| 42 | 2009.12.14 20:00 | modify | 15 | 0.20 | 1.46457 | 1.46467 | 1.47084 | ||
| 43 | 2009.12.14 20:15 | s/l | 15 | 0.20 | 1.46467 | 1.46467 | 1.47084 | 2.00 | 10367.28 |
| 44 | 2009.12.15 04:00 | sell | 16 | 0.20 | 1.46478 | 1.46898 | 1.45239 | ||
| 45 | 2009.12.15 08:00 | modify | 16 | 0.20 | 1.46478 | 1.46468 | 1.45239 | ||
| 46 | 2009.12.15 08:00 | modify | 16 | 0.20 | 1.46478 | 1.46748 | 1.45089 | ||
| 47 | 2009.12.15 12:00 | modify | 16 | 0.20 | 1.46478 | 1.46468 | 1.45089 | ||
| 48 | 2009.12.15 17:50 | t/p | 16 | 0.20 | 1.45089 | 1.46468 | 1.45089 | 277.80 | 10645.08 |
| 49 | 2009.12.15 20:00 | sell | 17 | 0.20 | 1.45216 | 1.45636 | 1.43977 | ||
| 50 | 2009.12.16 08:00 | buy | 18 | 0.20 | 1.45516 | 1.45286 | 1.46143 | ||
| 51 | 2009.12.16 08:40 | s/l | 18 | 0.20 | 1.45286 | 1.45286 | 1.46143 | -46.00 | 10599.08 |
| 52 | 2009.12.16 11:15 | s/l | 17 | 0.20 | 1.45636 | 1.45636 | 1.43977 | -84.18 | 10514.90 |
| 53 | 2009.12.16 16:00 | buy | 19 | 0.10 | 1.45777 | 1.45547 | 1.46404 | ||
| 54 | 2009.12.16 18:20 | s/l | 19 | 0.10 | 1.45547 | 1.45547 | 1.46404 | -23.00 | 10491.90 |
| 55 | 2009.12.16 20:00 | sell | 20 | 0.10 | 1.45396 | 1.45816 | 1.44157 | ||
| 56 | 2009.12.17 00:00 | modify | 20 | 0.10 | 1.45396 | 1.45386 | 1.44157 | ||
| 57 | 2009.12.17 04:00 | modify | 20 | 0.10 | 1.45396 | 1.44731 | 1.43072 | ||
| 58 | 2009.12.17 18:02 | t/p | 20 | 0.10 | 1.43072 | 1.44731 | 1.43072 | 232.13 | 10724.03 |
| 59 | 2009.12.17 20:00 | buy | 21 | 0.20 | 1.43429 | 1.43199 | 1.44056 | ||
| 60 | 2009.12.18 00:00 | modify | 21 | 0.20 | 1.43429 | 1.43439 | 1.44056 | ||
| 61 | 2009.12.18 00:05 | s/l | 21 | 0.20 | 1.43439 | 1.43439 | 1.44056 | 1.90 | 10725.93 |
| 62 | 2009.12.18 04:00 | buy | 22 | 0.20 | 1.43796 | 1.43566 | 1.44423 | ||
| 63 | 2009.12.18 08:16 | s/l | 22 | 0.20 | 1.43566 | 1.43566 | 1.44423 | -46.00 | 10679.93 |
| 64 | 2009.12.21 00:00 | buy | 23 | 0.20 | 1.43125 | 1.42895 | 1.43752 | ||
| 65 | 2009.12.21 04:00 | modify | 23 | 0.20 | 1.43125 | 1.43135 | 1.43752 | ||
| 66 | 2009.12.21 04:00 | sell | 24 | 0.20 | 1.43427 | 1.43847 | 1.42188 | ||
| 67 | 2009.12.21 08:00 | modify | 24 | 0.20 | 1.43427 | 1.43417 | 1.42188 | ||
| 68 | 2009.12.21 08:20 | s/l | 24 | 0.20 | 1.43417 | 1.43417 | 1.42188 | 2.00 | 10681.93 |
| 69 | 2009.12.21 09:20 | s/l | 23 | 0.20 | 1.43135 | 1.43135 | 1.43752 | 2.00 | 10683.93 |
| 70 | 2009.12.21 12:00 | buy | 25 | 0.20 | 1.43387 | 1.43157 | 1.44014 | ||
| 71 | 2009.12.21 16:26 | s/l | 25 | 0.20 | 1.43157 | 1.43157 | 1.44014 | -46.00 | 10637.93 |
| 72 | 2009.12.21 20:00 | sell | 26 | 0.20 | 1.42940 | 1.43360 | 1.41701 | ||
| 73 | 2009.12.22 00:00 | modify | 26 | 0.20 | 1.42940 | 1.42930 | 1.41701 | ||
| 74 | 2009.12.22 01:50 | s/l | 26 | 0.20 | 1.42930 | 1.42930 | 1.41701 | 1.82 | 10639.75 |
| 75 | 2009.12.22 16:00 | sell | 27 | 0.20 | 1.42820 | 1.43240 | 1.41581 | ||
| 76 | 2009.12.22 20:00 | modify | 27 | 0.20 | 1.42820 | 1.42810 | 1.41581 | ||
| 77 | 2009.12.23 13:50 | s/l | 27 | 0.20 | 1.42810 | 1.42810 | 1.41581 | 1.82 | 10641.57 |
| 78 | 2009.12.23 16:00 | buy | 28 | 0.20 | 1.42805 | 1.42575 | 1.43432 | ||
| 79 | 2009.12.23 16:50 | t/p | 28 | 0.20 | 1.43432 | 1.42575 | 1.43432 | 125.40 | 10766.97 |
| 80 | 2009.12.24 08:00 | buy | 29 | 0.20 | 1.43598 | 1.43368 | 1.44225 | ||
| 81 | 2009.12.24 12:00 | modify | 29 | 0.20 | 1.43598 | 1.43608 | 1.44225 | ||
| 82 | 2009.12.24 15:50 | s/l | 29 | 0.20 | 1.43608 | 1.43608 | 1.44225 | 2.00 | 10768.97 |
| 83 | 2009.12.28 08:00 | sell | 30 | 0.20 | 1.43887 | 1.44307 | 1.42648 | ||
| 84 | 2009.12.28 12:00 | buy | 31 | 0.20 | 1.43952 | 1.43722 | 1.44579 | ||
| 85 | 2009.12.28 16:00 | modify | 30 | 0.20 | 1.43887 | 1.44375 | 1.42716 | ||
| 86 | 2009.12.28 23:50 | s/l | 31 | 0.20 | 1.43722 | 1.43722 | 1.44579 | -46.00 | 10722.97 |
| 87 | 2009.12.29 00:00 | modify | 30 | 0.20 | 1.43887 | 1.43877 | 1.42716 | ||
| 88 | 2009.12.29 08:10 | s/l | 30 | 0.20 | 1.43877 | 1.43877 | 1.42716 | 1.82 | 10724.79 |
| 89 | 2009.12.29 16:00 | sell | 32 | 0.20 | 1.44267 | 1.44687 | 1.43028 | ||
| 90 | 2009.12.29 20:00 | modify | 32 | 0.20 | 1.44267 | 1.44257 | 1.43028 | ||
| 91 | 2009.12.30 15:45 | t/p | 32 | 0.20 | 1.43028 | 1.44257 | 1.43028 | 247.62 | 10972.41 |
| 92 | 2009.12.30 16:00 | sell | 33 | 0.20 | 1.42973 | 1.43393 | 1.41734 | ||
| 93 | 2009.12.30 18:15 | s/l | 33 | 0.20 | 1.43393 | 1.43393 | 1.41734 | -84.00 | 10888.41 |
| 94 | 2009.12.30 20:00 | buy | 34 | 0.20 | 1.43379 | 1.43149 | 1.44006 | ||
| 95 | 2009.12.31 04:00 | modify | 34 | 0.20 | 1.43379 | 1.43389 | 1.44006 | ||
| 96 | 2009.12.31 07:40 | t/p | 34 | 0.20 | 1.44006 | 1.43389 | 1.44006 | 125.10 | 11013.51 |
| 97 | 2009.12.31 12:00 | sell | 35 | 0.20 | 1.44029 | 1.44449 | 1.42790 | ||
| 98 | 2009.12.31 16:00 | modify | 35 | 0.20 | 1.44029 | 1.44019 | 1.42790 | ||
| 99 | 2010.01.04 02:10 | t/p | 35 | 0.20 | 1.42790 | 1.44019 | 1.42790 | 247.44 | 11260.95 |
| 100 | 2010.01.04 04:00 | sell | 36 | 0.20 | 1.42939 | 1.43359 | 1.41700 | ||
| 101 | 2010.01.04 09:50 | s/l | 36 | 0.20 | 1.43359 | 1.43359 | 1.41700 | -84.00 | 11176.95 |
| 102 | 2010.01.05 08:00 | buy | 37 | 0.20 | 1.44767 | 1.44537 | 1.45394 | ||
| 103 | 2010.01.05 08:45 | s/l | 37 | 0.20 | 1.44537 | 1.44537 | 1.45394 | -46.00 | 11130.95 |
| 104 | 2010.01.05 16:00 | sell | 38 | 0.10 | 1.44036 | 1.44456 | 1.42797 | ||
| 105 | 2010.01.05 20:00 | modify | 38 | 0.10 | 1.44036 | 1.44026 | 1.42797 | ||
| 106 | 2010.01.06 08:00 | modify | 38 | 0.10 | 1.44036 | 1.43534 | 1.41875 | ||
| 107 | 2010.01.06 10:10 | s/l | 38 | 0.10 | 1.43534 | 1.43534 | 1.41875 | 50.11 | 11181.06 |
| 108 | 2010.01.06 16:00 | sell | 39 | 0.20 | 1.43534 | 1.43954 | 1.42295 | ||
| 109 | 2010.01.06 17:10 | s/l | 39 | 0.20 | 1.43954 | 1.43954 | 1.42295 | -84.00 | 11097.06 |
| 110 | 2010.01.06 20:00 | sell | 40 | 0.20 | 1.43973 | 1.44393 | 1.42734 | ||
| 111 | 2010.01.07 00:00 | modify | 40 | 0.20 | 1.43973 | 1.44419 | 1.42760 | ||
| 112 | 2010.01.07 01:32 | s/l | 40 | 0.20 | 1.44419 | 1.44419 | 1.42760 | -89.74 | 11007.32 |
| 113 | 2010.01.07 08:00 | sell | 41 | 0.10 | 1.43678 | 1.44098 | 1.42439 | ||
| 114 | 2010.01.07 12:00 | modify | 41 | 0.10 | 1.43678 | 1.43668 | 1.42439 | ||
| 115 | 2010.01.07 20:00 | modify | 41 | 0.10 | 1.43678 | 1.43501 | 1.41842 | ||
| 116 | 2010.01.08 08:00 | buy | 42 | 0.10 | 1.43121 | 1.42891 | 1.43748 | ||
| 117 | 2010.01.08 12:07 | s/l | 42 | 0.10 | 1.42891 | 1.42891 | 1.43748 | -23.00 | 10984.32 |
| 118 | 2010.01.08 14:45 | s/l | 41 | 0.10 | 1.43501 | 1.43501 | 1.41842 | 17.61 | 11001.93 |
| 119 | 2010.01.08 16:00 | buy | 43 | 0.20 | 1.43567 | 1.43337 | 1.44194 | ||
| 120 | 2010.01.08 16:10 | s/l | 43 | 0.20 | 1.43337 | 1.43337 | 1.44194 | -46.00 | 10955.93 |
| 121 | 2010.01.08 20:00 | buy | 44 | 0.20 | 1.44243 | 1.44013 | 1.44870 | ||
| 122 | 2010.01.11 01:45 | t/p | 44 | 0.20 | 1.44870 | 1.44013 | 1.44870 | 125.30 | 11081.23 |
| 123 | 2010.01.11 16:00 | sell | 45 | 0.20 | 1.45140 | 1.45560 | 1.43901 | ||
| 124 | 2010.01.12 00:00 | modify | 45 | 0.20 | 1.45140 | 1.45548 | 1.43889 | ||
| 125 | 2010.01.12 04:00 | modify | 45 | 0.20 | 1.45140 | 1.45130 | 1.43889 | ||
| 126 | 2010.01.12 08:40 | s/l | 45 | 0.20 | 1.45130 | 1.45130 | 1.43889 | 1.82 | 11083.05 |
| 127 | 2010.01.12 16:00 | buy | 46 | 0.20 | 1.45087 | 1.44857 | 1.45714 | ||
| 128 | 2010.01.12 19:20 | s/l | 46 | 0.20 | 1.44857 | 1.44857 | 1.45714 | -46.00 | 11037.05 |
| 129 | 2010.01.13 00:00 | sell | 47 | 0.20 | 1.44920 | 1.45340 | 1.43681 | ||
| 130 | 2010.01.13 04:00 | modify | 47 | 0.20 | 1.44920 | 1.44910 | 1.43681 | ||
| 131 | 2010.01.13 05:50 | s/l | 47 | 0.20 | 1.44910 | 1.44910 | 1.43681 | 2.00 | 11039.05 |
| 132 | 2010.01.13 12:00 | buy | 48 | 0.20 | 1.45165 | 1.44935 | 1.45792 | ||
| 133 | 2010.01.13 16:00 | modify | 48 | 0.20 | 1.45165 | 1.45175 | 1.45792 | ||
| 134 | 2010.01.13 16:15 | s/l | 48 | 0.20 | 1.45175 | 1.45175 | 1.45792 | 2.00 | 11041.05 |
| 135 | 2010.01.14 20:00 | buy | 49 | 0.20 | 1.45116 | 1.44886 | 1.45743 | ||
| 136 | 2010.01.15 01:40 | s/l | 49 | 0.20 | 1.44886 | 1.44886 | 1.45743 | -46.10 | 10994.95 |
| 137 | 2010.01.15 04:00 | sell | 50 | 0.20 | 1.44263 | 1.44683 | 1.43024 | ||
| 138 | 2010.01.15 12:00 | modify | 50 | 0.20 | 1.44263 | 1.44253 | 1.43024 | ||
| 139 | 2010.01.15 20:00 | buy | 51 | 0.20 | 1.43772 | 1.43542 | 1.44399 | ||
| 140 | 2010.01.15 20:45 | s/l | 51 | 0.20 | 1.43542 | 1.43542 | 1.44399 | -46.00 | 10948.95 |
| 141 | 2010.01.15 22:57 | close at stop | 50 | 0.20 | 1.43853 | 1.44253 | 1.43024 | 82.00 | 11030.95 |