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="MasterMind"; 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 | -1764.35 | Gross profit | 4006.90 | Gross loss | -5771.25 |
Profit factor | 0.69 | Expected payoff | -65.35 | ||
Absolute drawdown | 4564.65 | Maximal drawdown | 6376.35 (53.98%) | Relative drawdown | 53.98% (6376.35) |
Total trades | 27 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 18 (33.33%) |
Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
Largest | profit trade | 501.00 | loss trade | -800.40 | |
Average | profit trade | 267.13 | loss trade | -480.94 | |
Maximum | consecutive wins (profit in money) | 12 (2522.50) | consecutive losses (loss in money) | 9 (-5405.55) | |
Maximal | consecutive profit (count of wins) | 2522.50 (12) | consecutive loss (count of losses) | -5405.55 (9) | |
Average | consecutive wins | 8 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 17:16 | sell | 1 | 0.30 | 1.51164 | 1.53164 | 0.00000 | ||
2 | 2009.12.01 17:20 | sell | 2 | 0.30 | 1.51120 | 1.53120 | 0.00000 | ||
3 | 2009.12.01 17:23 | sell | 3 | 0.30 | 1.51142 | 1.53142 | 0.00000 | ||
4 | 2009.12.04 16:00 | close | 1 | 0.30 | 1.49502 | 1.53164 | 0.00000 | 497.10 | 10497.10 |
5 | 2009.12.04 16:02 | close | 2 | 0.30 | 1.49494 | 1.53120 | 0.00000 | 486.30 | 10983.40 |
6 | 2009.12.04 16:05 | close | 3 | 0.30 | 1.49467 | 1.53142 | 0.00000 | 501.00 | 11484.40 |
7 | 2009.12.04 16:07 | buy | 4 | 0.40 | 1.49522 | 1.47522 | 0.00000 | ||
8 | 2009.12.04 16:10 | buy | 5 | 0.40 | 1.49412 | 1.47412 | 0.00000 | ||
9 | 2009.12.04 16:12 | buy | 6 | 0.40 | 1.49439 | 1.47439 | 0.00000 | ||
10 | 2009.12.08 14:20 | s/l | 4 | 0.40 | 1.47522 | 1.47522 | 0.00000 | -800.40 | 10684.00 |
11 | 2009.12.08 14:20 | s/l | 5 | 0.40 | 1.47412 | 1.47412 | 0.00000 | -800.40 | 9883.60 |
12 | 2009.12.08 14:20 | s/l | 6 | 0.40 | 1.47439 | 1.47439 | 0.00000 | -800.40 | 9083.20 |
13 | 2009.12.08 14:32 | buy | 7 | 0.30 | 1.47303 | 1.45303 | 0.00000 | ||
14 | 2009.12.08 14:37 | buy | 8 | 0.30 | 1.47271 | 1.45271 | 0.00000 | ||
15 | 2009.12.08 17:07 | buy | 9 | 0.30 | 1.47227 | 1.45227 | 0.00000 | ||
16 | 2009.12.15 11:02 | s/l | 7 | 0.30 | 1.45303 | 1.45303 | 0.00000 | -601.05 | 8482.15 |
17 | 2009.12.15 11:02 | buy | 10 | 0.20 | 1.45283 | 1.43283 | 0.00000 | ||
18 | 2009.12.15 11:07 | s/l | 8 | 0.30 | 1.45271 | 1.45271 | 0.00000 | -601.05 | 7881.10 |
19 | 2009.12.15 11:07 | buy | 11 | 0.20 | 1.45257 | 1.43257 | 0.00000 | ||
20 | 2009.12.15 14:37 | s/l | 9 | 0.30 | 1.45227 | 1.45227 | 0.00000 | -601.05 | 7280.05 |
21 | 2009.12.15 14:37 | buy | 12 | 0.20 | 1.45231 | 1.43231 | 0.00000 | ||
22 | 2009.12.17 11:50 | s/l | 10 | 0.20 | 1.43283 | 1.43283 | 0.00000 | -400.40 | 6879.65 |
23 | 2009.12.17 11:50 | buy | 13 | 0.20 | 1.43288 | 1.41288 | 0.00000 | ||
24 | 2009.12.17 17:45 | s/l | 11 | 0.20 | 1.43257 | 1.43257 | 0.00000 | -400.40 | 6479.25 |
25 | 2009.12.17 17:45 | buy | 14 | 0.20 | 1.43267 | 1.41267 | 0.00000 | ||
26 | 2009.12.17 17:50 | s/l | 12 | 0.20 | 1.43231 | 1.43231 | 0.00000 | -400.40 | 6078.85 |
27 | 2009.12.17 17:50 | buy | 15 | 0.20 | 1.43159 | 1.41159 | 0.00000 | ||
28 | 2009.12.24 10:50 | close | 13 | 0.20 | 1.43889 | 1.41288 | 0.00000 | 119.50 | 6198.35 |
29 | 2009.12.24 10:52 | close | 14 | 0.20 | 1.43851 | 1.41267 | 0.00000 | 116.10 | 6314.45 |
30 | 2009.12.24 10:55 | close | 15 | 0.20 | 1.43870 | 1.41159 | 0.00000 | 141.50 | 6455.95 |
31 | 2009.12.24 11:02 | sell | 16 | 0.20 | 1.43840 | 1.45840 | 0.00000 | ||
32 | 2009.12.24 11:05 | sell | 17 | 0.20 | 1.43868 | 1.45868 | 0.00000 | ||
33 | 2009.12.24 11:10 | sell | 18 | 0.20 | 1.43954 | 1.45954 | 0.00000 | ||
34 | 2010.01.04 02:03 | close | 16 | 0.20 | 1.42818 | 1.45840 | 0.00000 | 202.60 | 6658.55 |
35 | 2010.01.04 02:10 | close | 17 | 0.20 | 1.42759 | 1.45868 | 0.00000 | 220.00 | 6878.55 |
36 | 2010.01.04 02:13 | close | 18 | 0.20 | 1.42779 | 1.45954 | 0.00000 | 233.20 | 7111.75 |
37 | 2010.01.04 02:16 | buy | 19 | 0.20 | 1.42680 | 1.40680 | 0.00000 | ||
38 | 2010.01.04 02:20 | buy | 20 | 0.20 | 1.42719 | 1.40719 | 0.00000 | ||
39 | 2010.01.04 02:23 | buy | 21 | 0.20 | 1.42700 | 1.40700 | 0.00000 | ||
40 | 2010.01.04 16:50 | close | 19 | 0.20 | 1.44556 | 1.40680 | 0.00000 | 375.20 | 7486.95 |
41 | 2010.01.04 16:55 | close | 20 | 0.20 | 1.44515 | 1.40719 | 0.00000 | 359.20 | 7846.15 |
42 | 2010.01.05 06:45 | close | 21 | 0.20 | 1.44591 | 1.40700 | 0.00000 | 378.10 | 8224.25 |
43 | 2010.01.05 06:50 | sell | 22 | 0.30 | 1.44723 | 1.46723 | 0.00000 | ||
44 | 2010.01.05 06:52 | sell | 23 | 0.30 | 1.44635 | 1.46635 | 0.00000 | ||
45 | 2010.01.05 06:55 | sell | 24 | 0.30 | 1.44679 | 1.46679 | 0.00000 | ||
46 | 2010.01.15 04:00 | close | 22 | 0.30 | 1.44274 | 1.46723 | 0.00000 | 131.10 | 8355.35 |
47 | 2010.01.15 04:02 | close | 23 | 0.30 | 1.44230 | 1.46635 | 0.00000 | 117.90 | 8473.25 |
48 | 2010.01.15 04:05 | close | 24 | 0.30 | 1.44240 | 1.46679 | 0.00000 | 128.10 | 8601.35 |
49 | 2010.01.15 04:07 | buy | 25 | 0.30 | 1.44221 | 1.42221 | 0.00000 | ||
50 | 2010.01.15 04:10 | buy | 26 | 0.30 | 1.44268 | 1.42268 | 0.00000 | ||
51 | 2010.01.15 04:12 | buy | 27 | 0.30 | 1.44259 | 1.42259 | 0.00000 | ||
52 | 2010.01.15 22:57 | close at stop | 27 | 0.30 | 1.43843 | 1.42259 | 0.00000 | -124.80 | 8476.55 |
53 | 2010.01.15 22:57 | close at stop | 26 | 0.30 | 1.43843 | 1.42268 | 0.00000 | -127.50 | 8349.05 |
54 | 2010.01.15 22:57 | close at stop | 25 | 0.30 | 1.43843 | 1.42221 | 0.00000 | -113.40 | 8235.65 |