Strategy Tester Report
TYP1
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 | sNameExpert=""TYP1""; nAccount=0; dBuyStopLossPoint=40; dSellStopLossPoint=40; dBuyTakeProfitPoint=0; dSellTakeProfitPoint=0; dBuyTrailingStopPoint=55; dSellTrailingStopPoint=55; dLots=0.1; nSlippage=1; lFlagUseHourTrade=false; nFromHourTrade=0; nToHourTrade=23; lFlagUseSound=false; sSoundFileName=""alert.wav""; colorOpenBuy=Black; colorCloseBuy=Black; colorOpenSell=Black; colorCloseSell=Black; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15.93 | Gross profit | 100.80 | Gross loss | -84.87 |
Profit factor | 1.19 | Expected payoff | 0.59 | ||
Absolute drawdown | 3.40 | Maximal drawdown | 38.87 (0.39%) | Relative drawdown | 0.39% (38.87) |
Total trades | 27 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 15 (40.00%) |
Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
Largest | profit trade | 26.80 | loss trade | -4.97 | |
Average | profit trade | 11.20 | loss trade | -4.72 | |
Maximum | consecutive wins (profit in money) | 3 (35.80) | consecutive losses (loss in money) | 5 (-23.50) | |
Maximal | consecutive profit (count of wins) | 35.80 (3) | consecutive loss (count of losses) | -23.50 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.12 16:10 | buy | 1 | 0.10 | 1.45109 | 1.45062 | 0.00000 | ||
2 | 2010.01.12 16:15 | modify | 1 | 0.10 | 1.45109 | 1.45128 | 0.00000 | ||
3 | 2010.01.12 16:20 | modify | 1 | 0.10 | 1.45109 | 1.45209 | 0.00000 | ||
4 | 2010.01.12 16:27 | s/l | 1 | 0.10 | 1.45209 | 1.45209 | 0.00000 | 10.00 | 10010.00 |
5 | 2010.01.12 16:27 | buy | 2 | 0.10 | 1.45163 | 1.45116 | 0.00000 | ||
6 | 2010.01.12 16:40 | modify | 2 | 0.10 | 1.45163 | 1.45223 | 0.00000 | ||
7 | 2010.01.12 16:45 | modify | 2 | 0.10 | 1.45163 | 1.45307 | 0.00000 | ||
8 | 2010.01.12 16:50 | modify | 2 | 0.10 | 1.45163 | 1.45392 | 0.00000 | ||
9 | 2010.01.12 16:52 | s/l | 2 | 0.10 | 1.45392 | 1.45392 | 0.00000 | 22.90 | 10032.90 |
10 | 2010.01.12 19:15 | sell | 3 | 0.10 | 1.44918 | 1.44965 | 0.00000 | ||
11 | 2010.01.12 19:20 | modify | 3 | 0.10 | 1.44918 | 1.44889 | 0.00000 | ||
12 | 2010.01.12 19:27 | s/l | 3 | 0.10 | 1.44889 | 1.44889 | 0.00000 | 2.90 | 10035.80 |
13 | 2010.01.12 19:27 | sell | 4 | 0.10 | 1.44918 | 1.44965 | 0.00000 | ||
14 | 2010.01.12 19:50 | s/l | 4 | 0.10 | 1.44965 | 1.44965 | 0.00000 | -4.70 | 10031.10 |
15 | 2010.01.13 07:35 | buy | 5 | 0.10 | 1.44939 | 1.44892 | 0.00000 | ||
16 | 2010.01.13 07:45 | modify | 5 | 0.10 | 1.44939 | 1.44952 | 0.00000 | ||
17 | 2010.01.13 07:50 | modify | 5 | 0.10 | 1.44939 | 1.44990 | 0.00000 | ||
18 | 2010.01.13 08:02 | modify | 5 | 0.10 | 1.44939 | 1.45069 | 0.00000 | ||
19 | 2010.01.13 08:07 | modify | 5 | 0.10 | 1.44939 | 1.45088 | 0.00000 | ||
20 | 2010.01.13 08:10 | s/l | 5 | 0.10 | 1.45088 | 1.45088 | 0.00000 | 14.90 | 10046.00 |
21 | 2010.01.13 09:02 | sell | 6 | 0.10 | 1.44647 | 1.44694 | 0.00000 | ||
22 | 2010.01.13 09:10 | s/l | 6 | 0.10 | 1.44694 | 1.44694 | 0.00000 | -4.70 | 10041.30 |
23 | 2010.01.13 10:20 | buy | 7 | 0.10 | 1.45114 | 1.45067 | 0.00000 | ||
24 | 2010.01.13 10:22 | s/l | 7 | 0.10 | 1.45067 | 1.45067 | 0.00000 | -4.70 | 10036.60 |
25 | 2010.01.13 10:22 | buy | 8 | 0.10 | 1.45060 | 1.45013 | 0.00000 | ||
26 | 2010.01.13 10:27 | s/l | 8 | 0.10 | 1.45013 | 1.45013 | 0.00000 | -4.70 | 10031.90 |
27 | 2010.01.13 16:55 | sell | 9 | 0.10 | 1.44958 | 1.45005 | 0.00000 | ||
28 | 2010.01.13 16:57 | s/l | 9 | 0.10 | 1.45005 | 1.45005 | 0.00000 | -4.70 | 10027.20 |
29 | 2010.01.13 16:57 | sell | 10 | 0.10 | 1.45008 | 1.45055 | 0.00000 | ||
30 | 2010.01.13 16:59 | s/l | 10 | 0.10 | 1.45055 | 1.45055 | 0.00000 | -4.70 | 10022.50 |
31 | 2010.01.13 16:59 | sell | 11 | 0.10 | 1.45087 | 1.45134 | 0.00000 | ||
32 | 2010.01.13 17:03 | modify | 11 | 0.10 | 1.45087 | 1.45023 | 0.00000 | ||
33 | 2010.01.13 17:10 | modify | 11 | 0.10 | 1.45087 | 1.44936 | 0.00000 | ||
34 | 2010.01.13 17:16 | modify | 11 | 0.10 | 1.45087 | 1.44819 | 0.00000 | ||
35 | 2010.01.13 17:20 | s/l | 11 | 0.10 | 1.44819 | 1.44819 | 0.00000 | 26.80 | 10049.30 |
36 | 2010.01.13 17:20 | sell | 12 | 0.10 | 1.44815 | 1.44862 | 0.00000 | ||
37 | 2010.01.13 17:26 | s/l | 12 | 0.10 | 1.44862 | 1.44862 | 0.00000 | -4.70 | 10044.60 |
38 | 2010.01.13 21:15 | buy | 13 | 0.10 | 1.45134 | 1.45087 | 0.00000 | ||
39 | 2010.01.13 21:50 | s/l | 13 | 0.10 | 1.45087 | 1.45087 | 0.00000 | -4.70 | 10039.90 |
40 | 2010.01.13 21:50 | buy | 14 | 0.10 | 1.45064 | 1.45017 | 0.00000 | ||
41 | 2010.01.13 22:15 | modify | 14 | 0.10 | 1.45064 | 1.45065 | 0.00000 | ||
42 | 2010.01.13 22:20 | modify | 14 | 0.10 | 1.45064 | 1.45082 | 0.00000 | ||
43 | 2010.01.13 22:37 | modify | 14 | 0.10 | 1.45064 | 1.45083 | 0.00000 | ||
44 | 2010.01.13 23:10 | s/l | 14 | 0.10 | 1.45083 | 1.45083 | 0.00000 | 1.90 | 10041.80 |
45 | 2010.01.13 23:20 | sell | 15 | 0.10 | 1.45010 | 1.45057 | 0.00000 | ||
46 | 2010.01.14 00:10 | s/l | 15 | 0.10 | 1.45057 | 1.45057 | 0.00000 | -4.97 | 10036.83 |
47 | 2010.01.14 00:36 | buy | 16 | 0.10 | 1.45162 | 1.45115 | 0.00000 | ||
48 | 2010.01.14 00:46 | modify | 16 | 0.10 | 1.45162 | 1.45183 | 0.00000 | ||
49 | 2010.01.14 01:02 | modify | 16 | 0.10 | 1.45162 | 1.45217 | 0.00000 | ||
50 | 2010.01.14 01:07 | modify | 16 | 0.10 | 1.45162 | 1.45225 | 0.00000 | ||
51 | 2010.01.14 01:20 | s/l | 16 | 0.10 | 1.45225 | 1.45225 | 0.00000 | 6.30 | 10043.13 |
52 | 2010.01.14 09:50 | sell | 17 | 0.10 | 1.45128 | 1.45175 | 0.00000 | ||
53 | 2010.01.14 09:57 | s/l | 17 | 0.10 | 1.45175 | 1.45175 | 0.00000 | -4.70 | 10038.43 |
54 | 2010.01.14 09:57 | sell | 18 | 0.10 | 1.45177 | 1.45224 | 0.00000 | ||
55 | 2010.01.14 10:02 | s/l | 18 | 0.10 | 1.45224 | 1.45224 | 0.00000 | -4.70 | 10033.73 |
56 | 2010.01.14 10:30 | sell | 19 | 0.10 | 1.45164 | 1.45211 | 0.00000 | ||
57 | 2010.01.14 10:32 | s/l | 19 | 0.10 | 1.45211 | 1.45211 | 0.00000 | -4.70 | 10029.03 |
58 | 2010.01.14 10:32 | sell | 20 | 0.10 | 1.45209 | 1.45256 | 0.00000 | ||
59 | 2010.01.14 10:45 | modify | 20 | 0.10 | 1.45209 | 1.45156 | 0.00000 | ||
60 | 2010.01.14 10:50 | modify | 20 | 0.10 | 1.45209 | 1.45079 | 0.00000 | ||
61 | 2010.01.14 10:57 | s/l | 20 | 0.10 | 1.45079 | 1.45079 | 0.00000 | 13.00 | 10042.03 |
62 | 2010.01.14 19:50 | buy | 21 | 0.10 | 1.45209 | 1.45162 | 0.00000 | ||
63 | 2010.01.14 19:57 | s/l | 21 | 0.10 | 1.45162 | 1.45162 | 0.00000 | -4.70 | 10037.33 |
64 | 2010.01.14 19:57 | buy | 22 | 0.10 | 1.45148 | 1.45101 | 0.00000 | ||
65 | 2010.01.14 20:10 | s/l | 22 | 0.10 | 1.45101 | 1.45101 | 0.00000 | -4.70 | 10032.63 |
66 | 2010.01.14 20:10 | buy | 23 | 0.10 | 1.45070 | 1.45023 | 0.00000 | ||
67 | 2010.01.14 20:15 | s/l | 23 | 0.10 | 1.45023 | 1.45023 | 0.00000 | -4.70 | 10027.93 |
68 | 2010.01.14 20:15 | buy | 24 | 0.10 | 1.45008 | 1.44961 | 0.00000 | ||
69 | 2010.01.14 20:20 | s/l | 24 | 0.10 | 1.44961 | 1.44961 | 0.00000 | -4.70 | 10023.23 |
70 | 2010.01.14 20:20 | buy | 25 | 0.10 | 1.44925 | 1.44878 | 0.00000 | ||
71 | 2010.01.14 20:27 | modify | 25 | 0.10 | 1.44925 | 1.44946 | 0.00000 | ||
72 | 2010.01.14 20:27 | s/l | 25 | 0.10 | 1.44946 | 1.44946 | 0.00000 | 2.10 | 10025.33 |
73 | 2010.01.15 00:45 | buy | 26 | 0.10 | 1.45040 | 1.44993 | 0.00000 | ||
74 | 2010.01.15 00:50 | s/l | 26 | 0.10 | 1.44993 | 1.44993 | 0.00000 | -4.70 | 10020.63 |
75 | 2010.01.15 00:50 | buy | 27 | 0.10 | 1.44995 | 1.44948 | 0.00000 | ||
76 | 2010.01.15 01:20 | s/l | 27 | 0.10 | 1.44948 | 1.44948 | 0.00000 | -4.70 | 10015.93 |