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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3321.80 | Gross profit | 5357.20 | Gross loss | -2035.40 |
Profit factor | 2.63 | Expected payoff | 221.45 | ||
Absolute drawdown | 185.00 | Maximal drawdown | 1266.40 (9.75%) | Relative drawdown | 9.75% (1266.40) |
Total trades | 15 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 5 (33.33%) | Loss trades (% of total) | 10 (66.67%) | ||
Largest | profit trade | 1518.60 | loss trade | -376.00 | |
Average | profit trade | 1071.44 | loss trade | -203.54 | |
Maximum | consecutive wins (profit in money) | 1 (1518.60) | consecutive losses (loss in money) | 4 (-883.40) | |
Maximal | consecutive profit (count of wins) | 1518.60 (1) | consecutive loss (count of losses) | -883.40 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:07 | buy stop | 1 | 1.00 | 1.50396 | 1.50026 | 1.51395 | ||
2 | 2009.12.01 02:07 | modify | 1 | 1.00 | 1.50353 | 1.50081 | 1.51395 | ||
3 | 2009.12.01 03:07 | modify | 1 | 1.00 | 1.50228 | 1.50071 | 1.51395 | ||
4 | 2009.12.01 04:50 | buy | 1 | 1.00 | 1.50228 | 1.50071 | 1.51395 | ||
5 | 2009.12.01 05:02 | s/l | 1 | 1.00 | 1.50071 | 1.50071 | 1.51395 | -157.00 | 9843.00 |
6 | 2009.12.01 05:07 | buy stop | 2 | 1.00 | 1.50252 | 1.50016 | 1.51251 | ||
7 | 2009.12.01 06:07 | modify | 2 | 1.00 | 1.50178 | 1.50023 | 1.51251 | ||
8 | 2009.12.01 07:07 | modify | 2 | 1.00 | 1.50114 | 1.49702 | 1.51251 | ||
9 | 2009.12.01 07:45 | buy | 2 | 1.00 | 1.50114 | 1.49702 | 1.51251 | ||
10 | 2009.12.03 08:32 | t/p | 2 | 1.00 | 1.51251 | 1.49702 | 1.51251 | 1138.20 | 10981.20 |
11 | 2009.12.07 00:07 | sell stop | 3 | 1.00 | 1.48447 | 1.48601 | 1.47448 | ||
12 | 2009.12.07 01:07 | modify | 3 | 1.00 | 1.48549 | 1.48726 | 1.47448 | ||
13 | 2009.12.07 01:20 | sell | 3 | 1.00 | 1.48549 | 1.48726 | 1.47448 | ||
14 | 2009.12.07 01:32 | s/l | 3 | 1.00 | 1.48726 | 1.48726 | 1.47448 | -177.00 | 10804.20 |
15 | 2009.12.07 02:07 | sell stop | 4 | 1.00 | 1.48506 | 1.48977 | 1.47507 | ||
16 | 2009.12.07 05:07 | modify | 4 | 1.00 | 1.48831 | 1.48958 | 1.47507 | ||
17 | 2009.12.07 06:50 | sell | 4 | 1.00 | 1.48831 | 1.48958 | 1.47507 | ||
18 | 2009.12.07 07:15 | s/l | 4 | 1.00 | 1.48958 | 1.48958 | 1.47507 | -127.00 | 10677.20 |
19 | 2009.12.07 08:07 | sell stop | 5 | 1.00 | 1.48827 | 1.49019 | 1.47828 | ||
20 | 2009.12.07 08:10 | sell | 5 | 1.00 | 1.48827 | 1.49019 | 1.47828 | ||
21 | 2009.12.07 09:50 | t/p | 5 | 1.00 | 1.47828 | 1.49019 | 1.47828 | 999.00 | 11676.20 |
22 | 2009.12.07 11:07 | sell stop | 6 | 1.00 | 1.47556 | 1.48068 | 1.46557 | ||
23 | 2009.12.07 12:07 | modify | 6 | 1.00 | 1.47931 | 1.48307 | 1.46557 | ||
24 | 2009.12.07 12:50 | sell | 6 | 1.00 | 1.47931 | 1.48307 | 1.46557 | ||
25 | 2009.12.07 16:26 | s/l | 6 | 1.00 | 1.48307 | 1.48307 | 1.46557 | -376.00 | 11300.20 |
26 | 2009.12.07 17:07 | sell stop | 7 | 1.00 | 1.47908 | 1.48421 | 1.46909 | ||
27 | 2009.12.07 18:07 | modify | 7 | 1.00 | 1.48116 | 1.48279 | 1.46909 | ||
28 | 2009.12.07 18:10 | sell | 7 | 1.00 | 1.48116 | 1.48279 | 1.46909 | ||
29 | 2009.12.07 18:40 | s/l | 7 | 1.00 | 1.48279 | 1.48279 | 1.46909 | -163.00 | 11137.20 |
30 | 2009.12.07 19:07 | sell stop | 8 | 1.00 | 1.47945 | 1.48826 | 1.46946 | ||
31 | 2009.12.07 20:07 | modify | 8 | 1.00 | 1.48465 | 1.48896 | 1.46946 | ||
32 | 2009.12.07 20:15 | sell | 8 | 1.00 | 1.48465 | 1.48896 | 1.46946 | ||
33 | 2009.12.08 20:20 | t/p | 8 | 1.00 | 1.46946 | 1.48896 | 1.46946 | 1518.60 | 12655.80 |
34 | 2009.12.08 21:06 | sell stop | 9 | 1.00 | 1.46800 | 1.47079 | 1.45801 | ||
35 | 2009.12.08 22:07 | modify | 9 | 1.00 | 1.46821 | 1.47034 | 1.45801 | ||
36 | 2009.12.08 23:07 | modify | 9 | 1.00 | 1.46946 | 1.47123 | 1.45801 | ||
37 | 2009.12.09 00:07 | modify | 9 | 1.00 | 1.46960 | 1.47106 | 1.45801 | ||
38 | 2009.12.09 00:15 | sell | 9 | 1.00 | 1.46960 | 1.47106 | 1.45801 | ||
39 | 2009.12.09 01:20 | s/l | 9 | 1.00 | 1.47106 | 1.47106 | 1.45801 | -146.00 | 12509.80 |
40 | 2010.01.12 00:07 | sell stop | 10 | 1.00 | 1.45005 | 1.45206 | 1.44006 | ||
41 | 2010.01.12 01:07 | modify | 10 | 1.00 | 1.45026 | 1.45181 | 1.44006 | ||
42 | 2010.01.12 01:10 | sell | 10 | 1.00 | 1.45026 | 1.45181 | 1.44006 | ||
43 | 2010.01.12 08:46 | s/l | 10 | 1.00 | 1.45181 | 1.45181 | 1.44006 | -155.00 | 12354.80 |
44 | 2010.01.12 09:07 | sell stop | 11 | 1.00 | 1.44869 | 1.45210 | 1.43870 | ||
45 | 2010.01.12 09:50 | sell | 11 | 1.00 | 1.44869 | 1.45210 | 1.43870 | ||
46 | 2010.01.12 16:20 | s/l | 11 | 1.00 | 1.45210 | 1.45210 | 1.43870 | -341.00 | 12013.80 |
47 | 2010.01.12 17:07 | sell stop | 12 | 1.00 | 1.44966 | 1.45448 | 1.43967 | ||
48 | 2010.01.12 18:07 | modify | 12 | 1.00 | 1.45185 | 1.45426 | 1.43967 | ||
49 | 2010.01.12 18:10 | sell | 12 | 1.00 | 1.45185 | 1.45426 | 1.43967 | ||
50 | 2010.01.13 12:20 | s/l | 12 | 1.00 | 1.45426 | 1.45426 | 1.43967 | -241.40 | 11772.40 |
51 | 2010.01.13 13:07 | sell stop | 13 | 1.00 | 1.45123 | 1.45537 | 1.44124 | ||
52 | 2010.01.13 14:07 | modify | 13 | 1.00 | 1.45423 | 1.45789 | 1.44124 | ||
53 | 2010.01.13 15:06 | modify | 13 | 1.00 | 1.45585 | 1.45758 | 1.44124 | ||
54 | 2010.01.13 15:10 | sell | 13 | 1.00 | 1.45585 | 1.45758 | 1.44124 | ||
55 | 2010.01.15 03:20 | t/p | 13 | 1.00 | 1.44124 | 1.45758 | 1.44124 | 1459.40 | 13231.80 |
56 | 2010.01.15 04:07 | sell stop | 14 | 1.00 | 1.44097 | 1.44440 | 1.43098 | ||
57 | 2010.01.15 05:07 | modify | 14 | 1.00 | 1.44209 | 1.44361 | 1.43098 | ||
58 | 2010.01.15 05:33 | sell | 14 | 1.00 | 1.44209 | 1.44361 | 1.43098 | ||
59 | 2010.01.15 06:45 | s/l | 14 | 1.00 | 1.44361 | 1.44361 | 1.43098 | -152.00 | 13079.80 |
60 | 2010.01.15 07:07 | sell stop | 15 | 1.00 | 1.44098 | 1.44457 | 1.43099 | ||
61 | 2010.01.15 08:07 | modify | 15 | 1.00 | 1.44105 | 1.44370 | 1.43099 | ||
62 | 2010.01.15 08:50 | sell | 15 | 1.00 | 1.44105 | 1.44370 | 1.43099 | ||
63 | 2010.01.15 22:57 | close at stop | 15 | 1.00 | 1.43863 | 1.44370 | 1.43099 | 242.00 | 13321.80 |