Strategy Tester Report
vlado
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 | slippage=5; shift=0; Lots=0.1; MaximumRisk=10; mm=0; WPRLen=100; WPRLevel=-50; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 365.49 | Gross profit | 975.92 | Gross loss | -610.43 |
Profit factor | 1.60 | Expected payoff | 4.69 | ||
Absolute drawdown | 131.10 | Maximal drawdown | 536.42 (5.02%) | Relative drawdown | 5.02% (536.42) |
Total trades | 78 | Short positions (won %) | 39 (5.13%) | Long positions (won %) | 39 (7.69%) |
Profit trades (% of total) | 5 (6.41%) | Loss trades (% of total) | 73 (93.59%) | ||
Largest | profit trade | 707.97 | loss trade | -55.50 | |
Average | profit trade | 195.18 | loss trade | -8.36 | |
Maximum | consecutive wins (profit in money) | 2 (212.55) | consecutive losses (loss in money) | 58 (-423.93) | |
Maximal | consecutive profit (count of wins) | 707.97 (1) | consecutive loss (count of losses) | -423.93 (58) | |
Average | consecutive wins | 1 | consecutive losses | 18 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.50085 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 06:15 | close | 1 | 0.10 | 1.49852 | 0.00000 | 0.00000 | -23.30 | 9976.70 |
3 | 2009.12.01 06:20 | sell | 2 | 0.10 | 1.49703 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 06:27 | close | 2 | 0.10 | 1.49879 | 0.00000 | 0.00000 | -17.60 | 9959.10 |
5 | 2009.12.01 06:30 | buy | 3 | 0.10 | 1.49869 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 06:32 | close | 3 | 0.10 | 1.49837 | 0.00000 | 0.00000 | -3.20 | 9955.90 |
7 | 2009.12.01 06:37 | sell | 4 | 0.10 | 1.49816 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 06:40 | close | 4 | 0.10 | 1.49932 | 0.00000 | 0.00000 | -11.60 | 9944.30 |
9 | 2009.12.01 06:42 | buy | 5 | 0.10 | 1.49911 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 22:50 | close | 5 | 0.10 | 1.50446 | 0.00000 | 0.00000 | 53.30 | 9997.60 |
11 | 2009.12.03 23:02 | sell | 6 | 0.10 | 1.50386 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 23:15 | close | 6 | 0.10 | 1.50504 | 0.00000 | 0.00000 | -11.80 | 9985.80 |
13 | 2009.12.03 23:17 | buy | 7 | 0.10 | 1.50489 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 23:50 | close | 7 | 0.10 | 1.50446 | 0.00000 | 0.00000 | -4.30 | 9981.50 |
15 | 2009.12.04 02:02 | sell | 8 | 0.10 | 1.50467 | 0.00000 | 0.00000 | ||
16 | 2009.12.04 02:10 | close | 8 | 0.10 | 1.50541 | 0.00000 | 0.00000 | -7.40 | 9974.10 |
17 | 2009.12.04 02:12 | buy | 9 | 0.10 | 1.50525 | 0.00000 | 0.00000 | ||
18 | 2009.12.04 05:15 | close | 9 | 0.10 | 1.50546 | 0.00000 | 0.00000 | 2.10 | 9976.20 |
19 | 2009.12.04 05:17 | sell | 10 | 0.10 | 1.50553 | 0.00000 | 0.00000 | ||
20 | 2009.12.04 05:30 | close | 10 | 0.10 | 1.50568 | 0.00000 | 0.00000 | -1.50 | 9974.70 |
21 | 2009.12.04 05:45 | buy | 11 | 0.10 | 1.50576 | 0.00000 | 0.00000 | ||
22 | 2009.12.04 06:10 | close | 11 | 0.10 | 1.50547 | 0.00000 | 0.00000 | -2.90 | 9971.80 |
23 | 2009.12.04 06:15 | sell | 12 | 0.10 | 1.50510 | 0.00000 | 0.00000 | ||
24 | 2009.12.04 06:50 | close | 12 | 0.10 | 1.50572 | 0.00000 | 0.00000 | -6.20 | 9965.60 |
25 | 2009.12.04 07:20 | buy | 13 | 0.10 | 1.50568 | 0.00000 | 0.00000 | ||
26 | 2009.12.04 07:22 | close | 13 | 0.10 | 1.50539 | 0.00000 | 0.00000 | -2.90 | 9962.70 |
27 | 2009.12.04 07:25 | sell | 14 | 0.10 | 1.50548 | 0.00000 | 0.00000 | ||
28 | 2009.12.04 07:33 | close | 14 | 0.10 | 1.50634 | 0.00000 | 0.00000 | -8.60 | 9954.10 |
29 | 2009.12.04 07:36 | buy | 15 | 0.10 | 1.50616 | 0.00000 | 0.00000 | ||
30 | 2009.12.04 14:20 | close | 15 | 0.10 | 1.50543 | 0.00000 | 0.00000 | -7.30 | 9946.80 |
31 | 2009.12.04 14:26 | sell | 16 | 0.10 | 1.50415 | 0.00000 | 0.00000 | ||
32 | 2009.12.04 14:32 | close | 16 | 0.10 | 1.50639 | 0.00000 | 0.00000 | -22.40 | 9924.40 |
33 | 2009.12.04 14:37 | buy | 17 | 0.10 | 1.50775 | 0.00000 | 0.00000 | ||
34 | 2009.12.04 14:40 | close | 17 | 0.10 | 1.50220 | 0.00000 | 0.00000 | -55.50 | 9868.90 |
35 | 2009.12.04 14:42 | sell | 18 | 0.10 | 1.50356 | 0.00000 | 0.00000 | ||
36 | 2009.12.23 16:20 | close | 18 | 0.10 | 1.43261 | 0.00000 | 0.00000 | 707.97 | 10576.87 |
37 | 2009.12.23 16:22 | buy | 19 | 0.10 | 1.43173 | 0.00000 | 0.00000 | ||
38 | 2009.12.23 16:27 | close | 19 | 0.10 | 1.43074 | 0.00000 | 0.00000 | -9.90 | 10566.97 |
39 | 2009.12.29 17:32 | sell | 20 | 0.10 | 1.43329 | 0.00000 | 0.00000 | ||
40 | 2009.12.29 17:40 | close | 20 | 0.10 | 1.43428 | 0.00000 | 0.00000 | -9.90 | 10557.07 |
41 | 2009.12.29 17:42 | buy | 21 | 0.10 | 1.43406 | 0.00000 | 0.00000 | ||
42 | 2009.12.29 23:37 | close | 21 | 0.10 | 1.43365 | 0.00000 | 0.00000 | -4.10 | 10552.97 |
43 | 2009.12.30 01:40 | sell | 22 | 0.10 | 1.43364 | 0.00000 | 0.00000 | ||
44 | 2009.12.30 01:42 | close | 22 | 0.10 | 1.43398 | 0.00000 | 0.00000 | -3.40 | 10549.57 |
45 | 2009.12.30 07:20 | buy | 23 | 0.10 | 1.43470 | 0.00000 | 0.00000 | ||
46 | 2009.12.30 07:22 | close | 23 | 0.10 | 1.43419 | 0.00000 | 0.00000 | -5.10 | 10544.47 |
47 | 2009.12.30 07:25 | sell | 24 | 0.10 | 1.43439 | 0.00000 | 0.00000 | ||
48 | 2009.12.30 08:20 | close | 24 | 0.10 | 1.43470 | 0.00000 | 0.00000 | -3.10 | 10541.37 |
49 | 2009.12.30 08:40 | buy | 25 | 0.10 | 1.43489 | 0.00000 | 0.00000 | ||
50 | 2009.12.30 09:15 | close | 25 | 0.10 | 1.43454 | 0.00000 | 0.00000 | -3.50 | 10537.87 |
51 | 2009.12.30 09:20 | sell | 26 | 0.10 | 1.43376 | 0.00000 | 0.00000 | ||
52 | 2009.12.30 09:45 | close | 26 | 0.10 | 1.43479 | 0.00000 | 0.00000 | -10.30 | 10527.57 |
53 | 2009.12.30 09:50 | buy | 27 | 0.10 | 1.43524 | 0.00000 | 0.00000 | ||
54 | 2009.12.30 09:57 | close | 27 | 0.10 | 1.43453 | 0.00000 | 0.00000 | -7.10 | 10520.47 |
55 | 2009.12.30 09:59 | sell | 28 | 0.10 | 1.43456 | 0.00000 | 0.00000 | ||
56 | 2009.12.30 10:10 | close | 28 | 0.10 | 1.43471 | 0.00000 | 0.00000 | -1.50 | 10518.97 |
57 | 2009.12.30 10:15 | buy | 29 | 0.10 | 1.43500 | 0.00000 | 0.00000 | ||
58 | 2009.12.30 10:45 | close | 29 | 0.10 | 1.43445 | 0.00000 | 0.00000 | -5.50 | 10513.47 |
59 | 2009.12.30 10:50 | sell | 30 | 0.10 | 1.43353 | 0.00000 | 0.00000 | ||
60 | 2009.12.30 10:59 | close | 30 | 0.10 | 1.43507 | 0.00000 | 0.00000 | -15.40 | 10498.07 |
61 | 2009.12.30 11:00 | buy | 31 | 0.10 | 1.43516 | 0.00000 | 0.00000 | ||
62 | 2009.12.30 12:20 | close | 31 | 0.10 | 1.43398 | 0.00000 | 0.00000 | -11.80 | 10486.27 |
63 | 2009.12.30 12:22 | sell | 32 | 0.10 | 1.43436 | 0.00000 | 0.00000 | ||
64 | 2009.12.30 12:27 | close | 32 | 0.10 | 1.43485 | 0.00000 | 0.00000 | -4.90 | 10481.37 |
65 | 2009.12.30 12:37 | buy | 33 | 0.10 | 1.43488 | 0.00000 | 0.00000 | ||
66 | 2009.12.30 12:40 | close | 33 | 0.10 | 1.43385 | 0.00000 | 0.00000 | -10.30 | 10471.07 |
67 | 2009.12.30 12:42 | sell | 34 | 0.10 | 1.43408 | 0.00000 | 0.00000 | ||
68 | 2009.12.30 13:20 | close | 34 | 0.10 | 1.43489 | 0.00000 | 0.00000 | -8.10 | 10462.97 |
69 | 2009.12.30 18:20 | buy | 35 | 0.10 | 1.43588 | 0.00000 | 0.00000 | ||
70 | 2009.12.30 18:27 | close | 35 | 0.10 | 1.43413 | 0.00000 | 0.00000 | -17.50 | 10445.47 |
71 | 2009.12.30 18:27 | sell | 36 | 0.10 | 1.43415 | 0.00000 | 0.00000 | ||
72 | 2009.12.30 18:37 | close | 36 | 0.10 | 1.43480 | 0.00000 | 0.00000 | -6.50 | 10438.97 |
73 | 2009.12.31 02:45 | buy | 37 | 0.10 | 1.43690 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 03:02 | close | 37 | 0.10 | 1.43643 | 0.00000 | 0.00000 | -4.70 | 10434.27 |
75 | 2009.12.31 03:05 | sell | 38 | 0.10 | 1.43650 | 0.00000 | 0.00000 | ||
76 | 2009.12.31 03:10 | close | 38 | 0.10 | 1.43682 | 0.00000 | 0.00000 | -3.20 | 10431.07 |
77 | 2009.12.31 03:12 | buy | 39 | 0.10 | 1.43675 | 0.00000 | 0.00000 | ||
78 | 2009.12.31 04:20 | close | 39 | 0.10 | 1.43646 | 0.00000 | 0.00000 | -2.90 | 10428.17 |
79 | 2009.12.31 04:25 | sell | 40 | 0.10 | 1.43652 | 0.00000 | 0.00000 | ||
80 | 2009.12.31 04:27 | close | 40 | 0.10 | 1.43679 | 0.00000 | 0.00000 | -2.70 | 10425.47 |
81 | 2009.12.31 04:27 | buy | 41 | 0.10 | 1.43688 | 0.00000 | 0.00000 | ||
82 | 2009.12.31 04:45 | close | 41 | 0.10 | 1.43647 | 0.00000 | 0.00000 | -4.10 | 10421.37 |
83 | 2009.12.31 04:47 | sell | 42 | 0.10 | 1.43652 | 0.00000 | 0.00000 | ||
84 | 2009.12.31 05:10 | close | 42 | 0.10 | 1.43672 | 0.00000 | 0.00000 | -2.00 | 10419.37 |
85 | 2009.12.31 05:12 | buy | 43 | 0.10 | 1.43668 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 06:20 | close | 43 | 0.10 | 1.43633 | 0.00000 | 0.00000 | -3.50 | 10415.87 |
87 | 2009.12.31 06:22 | sell | 44 | 0.10 | 1.43648 | 0.00000 | 0.00000 | ||
88 | 2009.12.31 06:27 | close | 44 | 0.10 | 1.43675 | 0.00000 | 0.00000 | -2.70 | 10413.17 |
89 | 2009.12.31 06:30 | buy | 45 | 0.10 | 1.43670 | 0.00000 | 0.00000 | ||
90 | 2009.12.31 06:32 | close | 45 | 0.10 | 1.43642 | 0.00000 | 0.00000 | -2.80 | 10410.37 |
91 | 2009.12.31 06:35 | sell | 46 | 0.10 | 1.43649 | 0.00000 | 0.00000 | ||
92 | 2009.12.31 06:40 | close | 46 | 0.10 | 1.43680 | 0.00000 | 0.00000 | -3.10 | 10407.27 |
93 | 2009.12.31 06:42 | buy | 47 | 0.10 | 1.43673 | 0.00000 | 0.00000 | ||
94 | 2009.12.31 07:20 | close | 47 | 0.10 | 1.43634 | 0.00000 | 0.00000 | -3.90 | 10403.37 |
95 | 2009.12.31 07:22 | sell | 48 | 0.10 | 1.43647 | 0.00000 | 0.00000 | ||
96 | 2009.12.31 07:27 | close | 48 | 0.10 | 1.43671 | 0.00000 | 0.00000 | -2.40 | 10400.97 |
97 | 2009.12.31 07:27 | buy | 49 | 0.10 | 1.43681 | 0.00000 | 0.00000 | ||
98 | 2009.12.31 15:50 | close | 49 | 0.10 | 1.43627 | 0.00000 | 0.00000 | -5.40 | 10395.57 |
99 | 2009.12.31 15:55 | sell | 50 | 0.10 | 1.43651 | 0.00000 | 0.00000 | ||
100 | 2009.12.31 15:57 | close | 50 | 0.10 | 1.43733 | 0.00000 | 0.00000 | -8.20 | 10387.37 |
101 | 2009.12.31 15:59 | buy | 51 | 0.10 | 1.43703 | 0.00000 | 0.00000 | ||
102 | 2009.12.31 16:02 | close | 51 | 0.10 | 1.43649 | 0.00000 | 0.00000 | -5.40 | 10381.97 |
103 | 2009.12.31 16:05 | sell | 52 | 0.10 | 1.43600 | 0.00000 | 0.00000 | ||
104 | 2009.12.31 16:07 | close | 52 | 0.10 | 1.43708 | 0.00000 | 0.00000 | -10.80 | 10371.17 |
105 | 2010.01.04 10:35 | buy | 53 | 0.10 | 1.43586 | 0.00000 | 0.00000 | ||
106 | 2010.01.04 10:37 | close | 53 | 0.10 | 1.43490 | 0.00000 | 0.00000 | -9.60 | 10361.57 |
107 | 2010.01.05 19:35 | sell | 54 | 0.10 | 1.43695 | 0.00000 | 0.00000 | ||
108 | 2010.01.05 19:37 | close | 54 | 0.10 | 1.43759 | 0.00000 | 0.00000 | -6.40 | 10355.17 |
109 | 2010.01.05 21:15 | buy | 55 | 0.10 | 1.43722 | 0.00000 | 0.00000 | ||
110 | 2010.01.05 21:40 | close | 55 | 0.10 | 1.43690 | 0.00000 | 0.00000 | -3.20 | 10351.97 |
111 | 2010.01.05 21:42 | sell | 56 | 0.10 | 1.43697 | 0.00000 | 0.00000 | ||
112 | 2010.01.05 22:15 | close | 56 | 0.10 | 1.43717 | 0.00000 | 0.00000 | -2.00 | 10349.97 |
113 | 2010.01.05 22:17 | buy | 57 | 0.10 | 1.43711 | 0.00000 | 0.00000 | ||
114 | 2010.01.05 22:40 | close | 57 | 0.10 | 1.43692 | 0.00000 | 0.00000 | -1.90 | 10348.07 |
115 | 2010.01.05 22:45 | sell | 58 | 0.10 | 1.43665 | 0.00000 | 0.00000 | ||
116 | 2010.01.06 00:07 | close | 58 | 0.10 | 1.43712 | 0.00000 | 0.00000 | -4.79 | 10343.28 |
117 | 2010.01.06 10:40 | buy | 59 | 0.10 | 1.43760 | 0.00000 | 0.00000 | ||
118 | 2010.01.06 11:10 | close | 59 | 0.10 | 1.43689 | 0.00000 | 0.00000 | -7.10 | 10336.18 |
119 | 2010.01.06 11:15 | sell | 60 | 0.10 | 1.43617 | 0.00000 | 0.00000 | ||
120 | 2010.01.06 11:50 | close | 60 | 0.10 | 1.43769 | 0.00000 | 0.00000 | -15.20 | 10320.98 |
121 | 2010.01.06 11:52 | buy | 61 | 0.10 | 1.43729 | 0.00000 | 0.00000 | ||
122 | 2010.01.06 11:57 | close | 61 | 0.10 | 1.43677 | 0.00000 | 0.00000 | -5.20 | 10315.78 |
123 | 2010.01.06 12:15 | sell | 62 | 0.10 | 1.43648 | 0.00000 | 0.00000 | ||
124 | 2010.01.06 14:32 | close | 62 | 0.10 | 1.43719 | 0.00000 | 0.00000 | -7.10 | 10308.68 |
125 | 2010.01.06 14:37 | buy | 63 | 0.10 | 1.43736 | 0.00000 | 0.00000 | ||
126 | 2010.01.06 14:40 | close | 63 | 0.10 | 1.43656 | 0.00000 | 0.00000 | -8.00 | 10300.68 |
127 | 2010.01.06 14:42 | sell | 64 | 0.10 | 1.43673 | 0.00000 | 0.00000 | ||
128 | 2010.01.06 16:15 | close | 64 | 0.10 | 1.43818 | 0.00000 | 0.00000 | -14.50 | 10286.18 |
129 | 2010.01.06 16:17 | buy | 65 | 0.10 | 1.43781 | 0.00000 | 0.00000 | ||
130 | 2010.01.06 16:32 | close | 65 | 0.10 | 1.43652 | 0.00000 | 0.00000 | -12.90 | 10273.28 |
131 | 2010.01.06 16:35 | sell | 66 | 0.10 | 1.43675 | 0.00000 | 0.00000 | ||
132 | 2010.01.06 16:40 | close | 66 | 0.10 | 1.43753 | 0.00000 | 0.00000 | -7.80 | 10265.48 |
133 | 2010.01.06 16:42 | buy | 67 | 0.10 | 1.43731 | 0.00000 | 0.00000 | ||
134 | 2010.01.07 07:20 | close | 67 | 0.10 | 1.43698 | 0.00000 | 0.00000 | -3.45 | 10262.03 |
135 | 2010.01.07 07:45 | sell | 68 | 0.10 | 1.43694 | 0.00000 | 0.00000 | ||
136 | 2010.01.07 07:47 | close | 68 | 0.10 | 1.43734 | 0.00000 | 0.00000 | -4.00 | 10258.03 |
137 | 2010.01.07 08:15 | buy | 69 | 0.10 | 1.43786 | 0.00000 | 0.00000 | ||
138 | 2010.01.07 09:20 | close | 69 | 0.10 | 1.43686 | 0.00000 | 0.00000 | -10.00 | 10248.03 |
139 | 2010.01.07 09:33 | sell | 70 | 0.10 | 1.43685 | 0.00000 | 0.00000 | ||
140 | 2010.01.07 09:36 | close | 70 | 0.10 | 1.43711 | 0.00000 | 0.00000 | -2.60 | 10245.43 |
141 | 2010.01.07 10:15 | buy | 71 | 0.10 | 1.43732 | 0.00000 | 0.00000 | ||
142 | 2010.01.07 10:45 | close | 71 | 0.10 | 1.43621 | 0.00000 | 0.00000 | -11.10 | 10234.33 |
143 | 2010.01.07 10:47 | sell | 72 | 0.10 | 1.43649 | 0.00000 | 0.00000 | ||
144 | 2010.01.08 14:45 | close | 72 | 0.10 | 1.43808 | 0.00000 | 0.00000 | -15.99 | 10218.34 |
145 | 2010.01.08 14:50 | buy | 73 | 0.10 | 1.44159 | 0.00000 | 0.00000 | ||
146 | 2010.01.08 14:57 | close | 73 | 0.10 | 1.43680 | 0.00000 | 0.00000 | -47.90 | 10170.44 |
147 | 2010.01.08 15:40 | sell | 74 | 0.10 | 1.43721 | 0.00000 | 0.00000 | ||
148 | 2010.01.08 15:42 | close | 74 | 0.10 | 1.43782 | 0.00000 | 0.00000 | -6.10 | 10164.34 |
149 | 2010.01.08 18:15 | buy | 75 | 0.10 | 1.43744 | 0.00000 | 0.00000 | ||
150 | 2010.01.08 18:17 | close | 75 | 0.10 | 1.43709 | 0.00000 | 0.00000 | -3.50 | 10160.84 |
151 | 2010.01.08 18:27 | sell | 76 | 0.10 | 1.43709 | 0.00000 | 0.00000 | ||
152 | 2010.01.08 18:27 | close | 76 | 0.10 | 1.43788 | 0.00000 | 0.00000 | -7.90 | 10152.94 |
153 | 2010.01.08 18:32 | buy | 77 | 0.10 | 1.43793 | 0.00000 | 0.00000 | ||
154 | 2010.01.15 01:40 | close | 77 | 0.10 | 1.44877 | 0.00000 | 0.00000 | 108.05 | 10260.99 |
155 | 2010.01.15 01:42 | sell | 78 | 0.10 | 1.44899 | 0.00000 | 0.00000 | ||
156 | 2010.01.15 22:57 | close at stop | 78 | 0.10 | 1.43854 | 0.00000 | 0.00000 | 104.50 | 10365.49 |