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=180; StopLoss=50; MaximumRisk=0.03; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -200.40 | Gross profit | 432.00 | Gross loss | -632.40 |
Profit factor | 0.68 | Expected payoff | -4.66 | ||
Absolute drawdown | 200.40 | Maximal drawdown | 350.10 (3.45%) | Relative drawdown | 3.45% (350.10) |
Total trades | 43 | Short positions (won %) | 22 (27.27%) | Long positions (won %) | 21 (14.29%) |
Profit trades (% of total) | 9 (20.93%) | Loss trades (% of total) | 34 (79.07%) | ||
Largest | profit trade | 54.00 | loss trade | -18.60 | |
Average | profit trade | 48.00 | loss trade | -18.60 | |
Maximum | consecutive wins (profit in money) | 3 (108.00) | consecutive losses (loss in money) | 15 (-279.00) | |
Maximal | consecutive profit (count of wins) | 108.00 (2) | consecutive loss (count of losses) | -279.00 (15) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.30 | 1.50357 | 1.50295 | 1.50537 | ||
2 | 2009.12.01 01:15 | s/l | 1 | 0.30 | 1.50295 | 1.50295 | 1.50537 | -18.60 | 9981.40 |
3 | 2009.12.01 07:00 | sell | 2 | 0.30 | 1.50001 | 1.50063 | 1.49821 | ||
4 | 2009.12.01 07:07 | s/l | 2 | 0.30 | 1.50063 | 1.50063 | 1.49821 | -18.60 | 9962.80 |
5 | 2009.12.01 09:00 | buy | 3 | 0.30 | 1.50279 | 1.50217 | 1.50459 | ||
6 | 2009.12.01 09:10 | t/p | 3 | 0.30 | 1.50459 | 1.50217 | 1.50459 | 54.00 | 10016.80 |
7 | 2009.12.02 10:00 | buy | 4 | 0.30 | 1.50954 | 1.50892 | 1.51134 | ||
8 | 2009.12.02 10:20 | s/l | 4 | 0.30 | 1.50892 | 1.50892 | 1.51134 | -18.60 | 9998.20 |
9 | 2009.12.02 15:00 | sell | 5 | 0.30 | 1.50750 | 1.50812 | 1.50570 | ||
10 | 2009.12.02 15:20 | s/l | 5 | 0.30 | 1.50812 | 1.50812 | 1.50570 | -18.60 | 9979.60 |
11 | 2009.12.04 10:00 | buy | 6 | 0.30 | 1.50680 | 1.50618 | 1.50860 | ||
12 | 2009.12.04 10:20 | s/l | 6 | 0.30 | 1.50618 | 1.50618 | 1.50860 | -18.60 | 9961.00 |
13 | 2009.12.04 15:00 | sell | 7 | 0.30 | 1.49426 | 1.49488 | 1.49246 | ||
14 | 2009.12.04 15:02 | t/p | 7 | 0.30 | 1.49246 | 1.49488 | 1.49246 | 54.00 | 10015.00 |
15 | 2009.12.04 16:00 | sell | 8 | 0.30 | 1.49491 | 1.49553 | 1.49311 | ||
16 | 2009.12.04 16:20 | t/p | 8 | 0.30 | 1.49311 | 1.49553 | 1.49311 | 54.00 | 10069.00 |
17 | 2009.12.07 16:00 | sell | 9 | 0.30 | 1.48093 | 1.48155 | 1.47913 | ||
18 | 2009.12.07 16:20 | s/l | 9 | 0.30 | 1.48155 | 1.48155 | 1.47913 | -18.60 | 10050.40 |
19 | 2009.12.07 21:00 | buy | 10 | 0.30 | 1.48228 | 1.48166 | 1.48408 | ||
20 | 2009.12.07 21:15 | s/l | 10 | 0.30 | 1.48166 | 1.48166 | 1.48408 | -18.60 | 10031.80 |
21 | 2009.12.08 09:00 | sell | 11 | 0.30 | 1.47952 | 1.48014 | 1.47772 | ||
22 | 2009.12.08 09:15 | s/l | 11 | 0.30 | 1.48014 | 1.48014 | 1.47772 | -18.60 | 10013.20 |
23 | 2009.12.09 15:00 | buy | 12 | 0.30 | 1.47319 | 1.47257 | 1.47499 | ||
24 | 2009.12.09 15:10 | s/l | 12 | 0.30 | 1.47257 | 1.47257 | 1.47499 | -18.60 | 9994.60 |
25 | 2009.12.09 17:00 | sell | 13 | 0.30 | 1.47448 | 1.47510 | 1.47268 | ||
26 | 2009.12.09 17:20 | t/p | 13 | 0.30 | 1.47268 | 1.47510 | 1.47268 | 54.00 | 10048.60 |
27 | 2009.12.09 18:00 | sell | 14 | 0.30 | 1.47237 | 1.47299 | 1.47057 | ||
28 | 2009.12.09 18:15 | t/p | 14 | 0.30 | 1.47057 | 1.47299 | 1.47057 | 54.00 | 10102.60 |
29 | 2009.12.09 22:00 | sell | 15 | 0.30 | 1.47297 | 1.47359 | 1.47117 | ||
30 | 2009.12.09 23:00 | modify | 15 | 0.30 | 1.47297 | 1.47297 | 1.47117 | ||
31 | 2009.12.09 23:03 | s/l | 15 | 0.30 | 1.47297 | 1.47297 | 1.47117 | 0.00 | 10102.60 |
32 | 2009.12.10 08:00 | buy | 16 | 0.30 | 1.47213 | 1.47151 | 1.47393 | ||
33 | 2009.12.10 08:45 | s/l | 16 | 0.30 | 1.47151 | 1.47151 | 1.47393 | -18.60 | 10084.00 |
34 | 2009.12.10 10:00 | sell | 17 | 0.30 | 1.47187 | 1.47249 | 1.47007 | ||
35 | 2009.12.10 10:20 | t/p | 17 | 0.30 | 1.47007 | 1.47249 | 1.47007 | 54.00 | 10138.00 |
36 | 2009.12.10 11:00 | sell | 18 | 0.30 | 1.47116 | 1.47178 | 1.46936 | ||
37 | 2009.12.10 11:10 | s/l | 18 | 0.30 | 1.47178 | 1.47178 | 1.46936 | -18.60 | 10119.40 |
38 | 2009.12.10 17:00 | buy | 19 | 0.30 | 1.47207 | 1.47145 | 1.47387 | ||
39 | 2009.12.10 17:15 | s/l | 19 | 0.30 | 1.47145 | 1.47145 | 1.47387 | -18.60 | 10100.80 |
40 | 2009.12.10 20:00 | sell | 20 | 0.30 | 1.47151 | 1.47213 | 1.46971 | ||
41 | 2009.12.10 20:10 | s/l | 20 | 0.30 | 1.47213 | 1.47213 | 1.46971 | -18.60 | 10082.20 |
42 | 2009.12.11 10:00 | buy | 21 | 0.30 | 1.47409 | 1.47347 | 1.47589 | ||
43 | 2009.12.11 10:07 | s/l | 21 | 0.30 | 1.47347 | 1.47347 | 1.47589 | -18.60 | 10063.60 |
44 | 2009.12.14 04:00 | sell | 22 | 0.30 | 1.46346 | 1.46408 | 1.46166 | ||
45 | 2009.12.14 04:02 | s/l | 22 | 0.30 | 1.46408 | 1.46408 | 1.46166 | -18.60 | 10045.00 |
46 | 2009.12.14 06:00 | buy | 23 | 0.30 | 1.46599 | 1.46537 | 1.46779 | ||
47 | 2009.12.14 06:46 | t/p | 23 | 0.30 | 1.46779 | 1.46537 | 1.46779 | 54.00 | 10099.00 |
48 | 2009.12.14 07:00 | buy | 24 | 0.30 | 1.46769 | 1.46707 | 1.46949 | ||
49 | 2009.12.14 07:45 | s/l | 24 | 0.30 | 1.46707 | 1.46707 | 1.46949 | -18.60 | 10080.40 |
50 | 2009.12.14 14:00 | sell | 25 | 0.30 | 1.46379 | 1.46441 | 1.46199 | ||
51 | 2009.12.14 14:02 | s/l | 25 | 0.30 | 1.46441 | 1.46441 | 1.46199 | -18.60 | 10061.80 |
52 | 2009.12.16 03:00 | buy | 26 | 0.30 | 1.45462 | 1.45400 | 1.45642 | ||
53 | 2009.12.16 03:20 | s/l | 26 | 0.30 | 1.45400 | 1.45400 | 1.45642 | -18.60 | 10043.20 |
54 | 2009.12.16 09:00 | sell | 27 | 0.30 | 1.45182 | 1.45244 | 1.45002 | ||
55 | 2009.12.16 09:10 | s/l | 27 | 0.30 | 1.45244 | 1.45244 | 1.45002 | -18.60 | 10024.60 |
56 | 2009.12.16 12:00 | buy | 28 | 0.30 | 1.45531 | 1.45469 | 1.45711 | ||
57 | 2009.12.16 12:20 | t/p | 28 | 0.30 | 1.45711 | 1.45469 | 1.45711 | 54.00 | 10078.60 |
58 | 2009.12.16 15:00 | buy | 29 | 0.30 | 1.45499 | 1.45437 | 1.45679 | ||
59 | 2009.12.16 15:15 | s/l | 29 | 0.30 | 1.45437 | 1.45437 | 1.45679 | -18.60 | 10060.00 |
60 | 2009.12.16 19:00 | sell | 30 | 0.30 | 1.45366 | 1.45428 | 1.45186 | ||
61 | 2009.12.16 19:10 | s/l | 30 | 0.30 | 1.45428 | 1.45428 | 1.45186 | -18.60 | 10041.40 |
62 | 2009.12.18 08:00 | buy | 31 | 0.30 | 1.43756 | 1.43694 | 1.43936 | ||
63 | 2009.12.18 08:03 | s/l | 31 | 0.30 | 1.43694 | 1.43694 | 1.43936 | -18.60 | 10022.80 |
64 | 2009.12.21 12:00 | sell | 32 | 0.30 | 1.43377 | 1.43439 | 1.43197 | ||
65 | 2009.12.21 12:45 | s/l | 32 | 0.30 | 1.43439 | 1.43439 | 1.43197 | -18.60 | 10004.20 |
66 | 2009.12.21 14:00 | buy | 33 | 0.30 | 1.43595 | 1.43533 | 1.43775 | ||
67 | 2009.12.21 14:40 | s/l | 33 | 0.30 | 1.43533 | 1.43533 | 1.43775 | -18.60 | 9985.60 |
68 | 2009.12.22 05:00 | sell | 34 | 0.30 | 1.42906 | 1.42968 | 1.42726 | ||
69 | 2009.12.22 06:45 | s/l | 34 | 0.30 | 1.42968 | 1.42968 | 1.42726 | -18.60 | 9967.00 |
70 | 2009.12.22 12:00 | buy | 35 | 0.30 | 1.43090 | 1.43028 | 1.43270 | ||
71 | 2009.12.22 12:15 | s/l | 35 | 0.30 | 1.43028 | 1.43028 | 1.43270 | -18.60 | 9948.40 |
72 | 2009.12.28 02:00 | sell | 36 | 0.30 | 1.43594 | 1.43656 | 1.43414 | ||
73 | 2009.12.28 02:20 | s/l | 36 | 0.30 | 1.43656 | 1.43656 | 1.43414 | -18.60 | 9929.80 |
74 | 2009.12.28 11:00 | buy | 37 | 0.30 | 1.43904 | 1.43842 | 1.44084 | ||
75 | 2009.12.28 11:07 | s/l | 37 | 0.30 | 1.43842 | 1.43842 | 1.44084 | -18.60 | 9911.20 |
76 | 2010.01.05 17:00 | sell | 38 | 0.30 | 1.44165 | 1.44227 | 1.43985 | ||
77 | 2010.01.05 17:07 | s/l | 38 | 0.30 | 1.44227 | 1.44227 | 1.43985 | -18.60 | 9892.60 |
78 | 2010.01.11 21:00 | buy | 39 | 0.30 | 1.45200 | 1.45138 | 1.45380 | ||
79 | 2010.01.11 22:20 | s/l | 39 | 0.30 | 1.45138 | 1.45138 | 1.45380 | -18.60 | 9874.00 |
80 | 2010.01.13 19:00 | sell | 40 | 0.30 | 1.45042 | 1.45104 | 1.44862 | ||
81 | 2010.01.13 19:07 | s/l | 40 | 0.30 | 1.45104 | 1.45104 | 1.44862 | -18.60 | 9855.40 |
82 | 2010.01.14 09:00 | buy | 41 | 0.30 | 1.45332 | 1.45270 | 1.45512 | ||
83 | 2010.01.14 09:10 | s/l | 41 | 0.30 | 1.45270 | 1.45270 | 1.45512 | -18.60 | 9836.80 |
84 | 2010.01.14 21:00 | sell | 42 | 0.30 | 1.45024 | 1.45086 | 1.44844 | ||
85 | 2010.01.14 21:07 | s/l | 42 | 0.30 | 1.45086 | 1.45086 | 1.44844 | -18.60 | 9818.20 |
86 | 2010.01.15 01:00 | buy | 43 | 0.30 | 1.45005 | 1.44943 | 1.45185 | ||
87 | 2010.01.15 01:20 | s/l | 43 | 0.30 | 1.44943 | 1.44943 | 1.45185 | -18.60 | 9799.60 |