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 | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5324.86 | Gross profit | 21098.02 | Gross loss | -26422.88 |
Profit factor | 0.80 | Expected payoff | -106.50 | ||
Absolute drawdown | 8977.84 | Maximal drawdown | 24611.18 (96.01%) | Relative drawdown | 96.01% (24611.18) |
Total trades | 50 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 29 (58.62%) |
Profit trades (% of total) | 35 (70.00%) | Loss trades (% of total) | 15 (30.00%) | ||
Largest | profit trade | 3575.88 | loss trade | -6198.76 | |
Average | profit trade | 602.80 | loss trade | -1761.53 | |
Maximum | consecutive wins (profit in money) | 17 (4492.44) | consecutive losses (loss in money) | 6 (-7155.62) | |
Maximal | consecutive profit (count of wins) | 12634.54 (8) | consecutive loss (count of losses) | -17796.44 (3) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:20 | buy | 1 | 1.30 | 1.49713 | 1.47713 | 0.00000 | ||
2 | 2009.12.01 11:20 | close | 1 | 1.30 | 1.50798 | 1.47713 | 0.00000 | 1410.50 | 11410.50 |
3 | 2009.12.01 11:32 | sell | 2 | 1.50 | 1.50805 | 1.52805 | 0.00000 | ||
4 | 2009.12.01 11:37 | sell | 3 | 1.50 | 1.50814 | 1.52814 | 0.00000 | ||
5 | 2009.12.01 14:15 | sell | 4 | 1.40 | 1.50843 | 1.52843 | 0.00000 | ||
6 | 2009.12.02 17:15 | close | 2 | 1.50 | 1.50546 | 1.52805 | 0.00000 | 387.90 | 11798.40 |
7 | 2009.12.02 17:20 | close | 3 | 1.50 | 1.50417 | 1.52814 | 0.00000 | 594.90 | 12393.30 |
8 | 2009.12.02 18:20 | close | 4 | 1.40 | 1.50327 | 1.52843 | 0.00000 | 721.84 | 13115.14 |
9 | 2009.12.02 18:37 | buy | 5 | 1.80 | 1.50326 | 1.48326 | 0.00000 | ||
10 | 2009.12.03 07:50 | close | 5 | 1.80 | 1.51118 | 1.48326 | 0.00000 | 1426.68 | 14541.82 |
11 | 2009.12.03 08:15 | sell | 6 | 2.00 | 1.51163 | 1.53163 | 0.00000 | ||
12 | 2009.12.03 08:20 | sell | 7 | 1.90 | 1.51217 | 1.53217 | 0.00000 | ||
13 | 2009.12.03 08:32 | sell | 8 | 1.80 | 1.51264 | 1.53264 | 0.00000 | ||
14 | 2009.12.04 14:40 | close | 6 | 2.00 | 1.50230 | 1.53163 | 0.00000 | 1865.20 | 16407.02 |
15 | 2009.12.04 14:45 | close | 7 | 1.90 | 1.49821 | 1.53217 | 0.00000 | 2651.64 | 19058.66 |
16 | 2009.12.04 14:50 | close | 8 | 1.80 | 1.49277 | 1.53264 | 0.00000 | 3575.88 | 22634.54 |
17 | 2009.12.04 15:02 | buy | 9 | 3.10 | 1.49171 | 1.47171 | 0.00000 | ||
18 | 2009.12.04 15:07 | buy | 10 | 3.00 | 1.49123 | 1.47123 | 0.00000 | ||
19 | 2009.12.04 16:40 | buy | 11 | 2.80 | 1.49115 | 1.47115 | 0.00000 | ||
20 | 2009.12.08 18:50 | s/l | 9 | 3.10 | 1.47171 | 1.47171 | 0.00000 | -6198.76 | 16435.78 |
21 | 2009.12.08 18:50 | s/l | 10 | 3.00 | 1.47123 | 1.47123 | 0.00000 | -5998.80 | 10436.98 |
22 | 2009.12.08 18:50 | s/l | 11 | 2.80 | 1.47115 | 1.47115 | 0.00000 | -5598.88 | 4838.10 |
23 | 2009.12.08 18:50 | buy | 12 | 0.60 | 1.47125 | 1.45125 | 0.00000 | ||
24 | 2009.12.08 19:15 | buy | 13 | 0.60 | 1.47054 | 1.45054 | 0.00000 | ||
25 | 2009.12.08 19:20 | buy | 14 | 0.60 | 1.46937 | 1.44937 | 0.00000 | ||
26 | 2009.12.11 10:32 | close | 12 | 0.60 | 1.47667 | 1.45125 | 0.00000 | 325.80 | 5163.90 |
27 | 2009.12.11 10:37 | close | 13 | 0.60 | 1.47682 | 1.45054 | 0.00000 | 377.40 | 5541.30 |
28 | 2009.12.11 11:32 | close | 14 | 0.60 | 1.47710 | 1.44937 | 0.00000 | 464.40 | 6005.70 |
29 | 2009.12.11 11:37 | sell | 15 | 0.80 | 1.47727 | 1.49727 | 0.00000 | ||
30 | 2009.12.11 13:20 | sell | 16 | 0.80 | 1.47749 | 1.49749 | 0.00000 | ||
31 | 2009.12.11 13:37 | sell | 17 | 0.70 | 1.47755 | 1.49755 | 0.00000 | ||
32 | 2009.12.11 15:20 | close | 15 | 0.80 | 1.46823 | 1.49727 | 0.00000 | 723.20 | 6728.90 |
33 | 2009.12.11 15:26 | close | 16 | 0.80 | 1.46633 | 1.49749 | 0.00000 | 892.80 | 7621.70 |
34 | 2009.12.11 15:30 | close | 17 | 0.70 | 1.46631 | 1.49755 | 0.00000 | 786.80 | 8408.50 |
35 | 2009.12.11 15:35 | buy | 18 | 1.10 | 1.46621 | 1.44621 | 0.00000 | ||
36 | 2009.12.11 15:40 | buy | 19 | 1.10 | 1.46565 | 1.44565 | 0.00000 | ||
37 | 2009.12.11 15:45 | buy | 20 | 1.00 | 1.46481 | 1.44481 | 0.00000 | ||
38 | 2009.12.16 15:50 | close | 18 | 1.10 | 1.45876 | 1.44621 | 0.00000 | -818.84 | 7589.66 |
39 | 2009.12.16 16:07 | close | 19 | 1.10 | 1.45893 | 1.44565 | 0.00000 | -738.54 | 6851.12 |
40 | 2009.12.17 02:33 | buy | 21 | 0.70 | 1.44958 | 1.42958 | 0.00000 | ||
41 | 2009.12.17 02:40 | buy | 22 | 0.60 | 1.44830 | 1.42830 | 0.00000 | ||
42 | 2009.12.17 03:45 | s/l | 20 | 1.00 | 1.44481 | 1.44481 | 0.00000 | -1998.80 | 4852.32 |
43 | 2009.12.17 03:45 | buy | 23 | 0.50 | 1.44411 | 1.42411 | 0.00000 | ||
44 | 2009.12.18 16:45 | s/l | 21 | 0.70 | 1.42958 | 1.42958 | 0.00000 | -1399.86 | 3452.46 |
45 | 2009.12.18 16:45 | buy | 24 | 0.10 | 1.42860 | 1.40860 | 0.00000 | ||
46 | 2009.12.18 16:50 | s/l | 22 | 0.60 | 1.42830 | 1.42830 | 0.00000 | -1199.88 | 2252.58 |
47 | 2009.12.18 16:50 | buy | 25 | 0.10 | 1.42679 | 1.40679 | 0.00000 | ||
48 | 2009.12.22 16:50 | s/l | 23 | 0.50 | 1.42411 | 1.42411 | 0.00000 | -999.70 | 1252.88 |
49 | 2009.12.22 16:50 | buy | 26 | 0.10 | 1.42306 | 1.40306 | 0.00000 | ||
50 | 2009.12.23 16:20 | close | 24 | 0.10 | 1.43250 | 1.40860 | 0.00000 | 39.06 | 1291.94 |
51 | 2009.12.23 16:40 | close | 25 | 0.10 | 1.43296 | 1.40679 | 0.00000 | 61.76 | 1353.70 |
52 | 2009.12.23 16:45 | close | 26 | 0.10 | 1.43372 | 1.40306 | 0.00000 | 106.62 | 1460.32 |
53 | 2009.12.23 16:50 | sell | 27 | 0.20 | 1.43449 | 1.45449 | 0.00000 | ||
54 | 2009.12.23 18:15 | sell | 28 | 0.10 | 1.43509 | 1.45509 | 0.00000 | ||
55 | 2009.12.23 18:20 | sell | 29 | 0.10 | 1.43577 | 1.45577 | 0.00000 | ||
56 | 2009.12.29 17:20 | close | 27 | 0.20 | 1.43449 | 1.45449 | 0.00000 | -0.48 | 1459.84 |
57 | 2009.12.29 17:32 | close | 28 | 0.10 | 1.43339 | 1.45509 | 0.00000 | 16.76 | 1476.60 |
58 | 2009.12.29 17:37 | close | 29 | 0.10 | 1.43317 | 1.45577 | 0.00000 | 25.76 | 1502.36 |
59 | 2009.12.30 01:45 | buy | 30 | 0.20 | 1.43306 | 1.41306 | 0.00000 | ||
60 | 2009.12.30 01:50 | buy | 31 | 0.10 | 1.43215 | 1.41215 | 0.00000 | ||
61 | 2009.12.30 02:26 | buy | 32 | 0.10 | 1.43176 | 1.41176 | 0.00000 | ||
62 | 2009.12.31 02:40 | close | 30 | 0.20 | 1.43640 | 1.41306 | 0.00000 | 66.92 | 1569.28 |
63 | 2009.12.31 02:45 | close | 31 | 0.10 | 1.43679 | 1.41215 | 0.00000 | 46.46 | 1615.74 |
64 | 2009.12.31 02:50 | close | 32 | 0.10 | 1.43719 | 1.41176 | 0.00000 | 54.36 | 1670.10 |
65 | 2009.12.31 07:33 | sell | 33 | 0.20 | 1.44001 | 1.46001 | 0.00000 | ||
66 | 2009.12.31 07:40 | sell | 34 | 0.20 | 1.44198 | 1.46198 | 0.00000 | ||
67 | 2009.12.31 07:46 | sell | 35 | 0.20 | 1.44396 | 1.46396 | 0.00000 | ||
68 | 2010.01.04 02:16 | close | 33 | 0.20 | 1.42679 | 1.46001 | 0.00000 | 264.24 | 1934.34 |
69 | 2010.01.04 02:45 | close | 34 | 0.20 | 1.42664 | 1.46198 | 0.00000 | 306.64 | 2240.98 |
70 | 2010.01.04 02:50 | close | 35 | 0.20 | 1.42575 | 1.46396 | 0.00000 | 364.04 | 2605.02 |
71 | 2010.01.04 15:10 | sell | 36 | 0.30 | 1.44424 | 1.46424 | 0.00000 | ||
72 | 2010.01.04 15:16 | sell | 37 | 0.30 | 1.44498 | 1.46498 | 0.00000 | ||
73 | 2010.01.04 16:50 | sell | 38 | 0.30 | 1.44556 | 1.46556 | 0.00000 | ||
74 | 2010.01.05 18:20 | close | 36 | 0.30 | 1.43839 | 1.46424 | 0.00000 | 175.38 | 2780.40 |
75 | 2010.01.05 19:15 | close | 37 | 0.30 | 1.43797 | 1.46498 | 0.00000 | 210.18 | 2990.58 |
76 | 2010.01.05 19:20 | close | 38 | 0.30 | 1.43717 | 1.46556 | 0.00000 | 251.58 | 3242.16 |
77 | 2010.01.05 19:35 | buy | 39 | 0.40 | 1.43705 | 1.41705 | 0.00000 | ||
78 | 2010.01.05 19:40 | buy | 40 | 0.40 | 1.43652 | 1.41652 | 0.00000 | ||
79 | 2010.01.05 19:45 | buy | 41 | 0.40 | 1.43573 | 1.41573 | 0.00000 | ||
80 | 2010.01.06 20:37 | close | 39 | 0.40 | 1.44347 | 1.41705 | 0.00000 | 256.88 | 3499.04 |
81 | 2010.01.07 01:32 | close | 40 | 0.40 | 1.44443 | 1.41652 | 0.00000 | 316.72 | 3815.76 |
82 | 2010.01.07 01:37 | close | 41 | 0.40 | 1.44469 | 1.41573 | 0.00000 | 358.72 | 4174.48 |
83 | 2010.01.07 14:10 | buy | 42 | 0.50 | 1.43151 | 1.41151 | 0.00000 | ||
84 | 2010.01.07 14:15 | buy | 43 | 0.50 | 1.43085 | 1.41085 | 0.00000 | ||
85 | 2010.01.07 14:20 | buy | 44 | 0.50 | 1.42996 | 1.40996 | 0.00000 | ||
86 | 2010.01.08 14:50 | close | 42 | 0.50 | 1.44148 | 1.41151 | 0.00000 | 498.60 | 4673.08 |
87 | 2010.01.08 19:15 | close | 43 | 0.50 | 1.44254 | 1.41085 | 0.00000 | 584.60 | 5257.68 |
88 | 2010.01.08 19:20 | close | 44 | 0.50 | 1.44385 | 1.40996 | 0.00000 | 694.60 | 5952.28 |
89 | 2010.01.11 00:40 | sell | 45 | 0.80 | 1.44490 | 1.46490 | 0.00000 | ||
90 | 2010.01.11 00:45 | sell | 46 | 0.70 | 1.44634 | 1.46634 | 0.00000 | ||
91 | 2010.01.11 00:50 | sell | 47 | 0.70 | 1.44779 | 1.46779 | 0.00000 | ||
92 | 2010.01.14 15:20 | close | 45 | 0.80 | 1.44689 | 1.46490 | 0.00000 | -160.80 | 5791.48 |
93 | 2010.01.14 15:50 | close | 46 | 0.70 | 1.44639 | 1.46634 | 0.00000 | -4.90 | 5786.58 |
94 | 2010.01.14 17:02 | close | 47 | 0.70 | 1.44501 | 1.46779 | 0.00000 | 193.20 | 5979.78 |
95 | 2010.01.14 17:07 | buy | 48 | 0.80 | 1.44470 | 1.42470 | 0.00000 | ||
96 | 2010.01.15 02:45 | buy | 49 | 0.80 | 1.44462 | 1.42462 | 0.00000 | ||
97 | 2010.01.15 02:50 | buy | 50 | 0.70 | 1.44283 | 1.42283 | 0.00000 | ||
98 | 2010.01.15 22:57 | close at stop | 50 | 0.70 | 1.43843 | 1.42283 | 0.00000 | -308.00 | 5671.78 |
99 | 2010.01.15 22:57 | close at stop | 49 | 0.80 | 1.43843 | 1.42462 | 0.00000 | -495.20 | 5176.58 |
100 | 2010.01.15 22:57 | close at stop | 48 | 0.80 | 1.43843 | 1.42470 | 0.00000 | -501.44 | 4675.14 |