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 | Step=120; FirstLot=0.1; IncLot=0; MinProfit=450; Magic=2008; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 473.02 | Gross profit | 2473.28 | Gross loss | -2000.26 |
Profit factor | 1.24 | Expected payoff | 9.65 | ||
Absolute drawdown | 386.88 | Maximal drawdown | 2140.48 (17.93%) | Relative drawdown | 17.93% (2140.48) |
Total trades | 49 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 29 (58.62%) |
Profit trades (% of total) | 33 (67.35%) | Loss trades (% of total) | 16 (32.65%) | ||
Largest | profit trade | 229.10 | loss trade | -379.50 | |
Average | profit trade | 74.95 | loss trade | -125.02 | |
Maximum | consecutive wins (profit in money) | 9 (473.72) | consecutive losses (loss in money) | 4 (-1446.00) | |
Maximal | consecutive profit (count of wins) | 699.54 (4) | consecutive loss (count of losses) | -1446.00 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy limit | 1 | 0.10 | 1.49964 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:00 | sell limit | 2 | 0.10 | 1.50194 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:33 | sell | 2 | 0.10 | 1.50194 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:33 | sell limit | 3 | 0.10 | 1.50314 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:46 | sell | 3 | 0.10 | 1.50314 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:46 | sell limit | 4 | 0.10 | 1.50434 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 06:15 | buy | 1 | 0.10 | 1.49964 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 06:17 | buy limit | 5 | 0.10 | 1.49844 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 06:20 | buy | 5 | 0.10 | 1.49844 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 06:22 | buy limit | 6 | 0.10 | 1.49724 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 09:10 | sell | 4 | 0.10 | 1.50434 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 09:10 | sell limit | 7 | 0.10 | 1.50554 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 09:16 | sell | 7 | 0.10 | 1.50554 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 09:16 | sell limit | 8 | 0.10 | 1.50674 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 09:50 | sell | 8 | 0.10 | 1.50674 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 09:50 | sell limit | 9 | 0.10 | 1.50794 | 0.00000 | 0.00000 | ||
17 | 2009.12.01 11:20 | sell | 9 | 0.10 | 1.50794 | 0.00000 | 0.00000 | ||
18 | 2009.12.01 11:20 | sell limit | 10 | 0.10 | 1.50914 | 0.00000 | 0.00000 | ||
19 | 2009.12.01 14:20 | sell | 10 | 0.10 | 1.50914 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 14:20 | sell limit | 11 | 0.10 | 1.51034 | 0.00000 | 0.00000 | ||
21 | 2009.12.01 17:03 | sell limit | 12 | 0.10 | 1.51154 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 17:10 | sell | 11 | 0.10 | 1.51034 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 17:16 | sell | 12 | 0.10 | 1.51154 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 17:16 | sell limit | 13 | 0.10 | 1.51274 | 0.00000 | 0.00000 | ||
25 | 2009.12.03 08:37 | sell | 13 | 0.10 | 1.51274 | 0.00000 | 0.00000 | ||
26 | 2009.12.03 08:37 | sell limit | 14 | 0.10 | 1.51394 | 0.00000 | 0.00000 | ||
27 | 2009.12.03 14:37 | sell | 14 | 0.10 | 1.51394 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 14:37 | sell limit | 15 | 0.10 | 1.51514 | 0.00000 | 0.00000 | ||
29 | 2009.12.03 22:50 | delete | 15 | 0.10 | 1.51514 | 0.00000 | 0.00000 | ||
30 | 2009.12.03 22:50 | delete | 6 | 0.10 | 1.49724 | 0.00000 | 0.00000 | ||
31 | 2009.12.03 22:50 | close | 14 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 93.80 | 10093.80 |
32 | 2009.12.03 22:50 | close | 13 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 81.80 | 10175.60 |
33 | 2009.12.03 22:50 | close | 12 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 69.64 | 10245.24 |
34 | 2009.12.03 22:50 | close | 11 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 57.64 | 10302.88 |
35 | 2009.12.03 22:50 | close | 10 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 45.64 | 10348.52 |
36 | 2009.12.03 22:50 | close | 9 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 33.64 | 10382.16 |
37 | 2009.12.03 22:50 | close | 8 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 21.64 | 10403.80 |
38 | 2009.12.03 22:50 | close | 7 | 0.10 | 1.50456 | 0.00000 | 0.00000 | 9.64 | 10413.44 |
39 | 2009.12.03 22:50 | close | 5 | 0.10 | 1.50446 | 0.00000 | 0.00000 | 60.28 | 10473.72 |
40 | 2009.12.03 22:50 | close | 4 | 0.10 | 1.50456 | 0.00000 | 0.00000 | -2.36 | 10471.36 |
41 | 2009.12.03 22:50 | close | 3 | 0.10 | 1.50456 | 0.00000 | 0.00000 | -14.36 | 10457.00 |
42 | 2009.12.03 22:50 | close | 2 | 0.10 | 1.50456 | 0.00000 | 0.00000 | -26.36 | 10430.64 |
43 | 2009.12.03 22:50 | close | 1 | 0.10 | 1.50446 | 0.00000 | 0.00000 | 48.28 | 10478.92 |
44 | 2009.12.03 22:50 | buy limit | 16 | 0.10 | 1.50336 | 0.00000 | 0.00000 | ||
45 | 2009.12.03 22:50 | sell limit | 17 | 0.10 | 1.50566 | 0.00000 | 0.00000 | ||
46 | 2009.12.03 23:32 | sell | 17 | 0.10 | 1.50566 | 0.00000 | 0.00000 | ||
47 | 2009.12.03 23:32 | sell limit | 18 | 0.10 | 1.50686 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 07:46 | sell | 18 | 0.10 | 1.50686 | 0.00000 | 0.00000 | ||
49 | 2009.12.04 07:46 | sell limit | 19 | 0.10 | 1.50806 | 0.00000 | 0.00000 | ||
50 | 2009.12.04 08:20 | sell | 19 | 0.10 | 1.50806 | 0.00000 | 0.00000 | ||
51 | 2009.12.04 08:20 | sell limit | 20 | 0.10 | 1.50926 | 0.00000 | 0.00000 | ||
52 | 2009.12.04 14:40 | buy | 16 | 0.10 | 1.50336 | 0.00000 | 0.00000 | ||
53 | 2009.12.04 19:33 | delete | 20 | 0.10 | 1.50926 | 0.00000 | 0.00000 | ||
54 | 2009.12.04 19:33 | close | 19 | 0.10 | 1.48515 | 0.00000 | 0.00000 | 229.10 | 10708.02 |
55 | 2009.12.04 19:33 | close | 18 | 0.10 | 1.48515 | 0.00000 | 0.00000 | 217.10 | 10925.12 |
56 | 2009.12.04 19:33 | close | 17 | 0.10 | 1.48515 | 0.00000 | 0.00000 | 205.06 | 11130.18 |
57 | 2009.12.04 19:33 | close | 16 | 0.10 | 1.48505 | 0.00000 | 0.00000 | -183.10 | 10947.08 |
58 | 2009.12.04 19:33 | buy limit | 21 | 0.10 | 1.48395 | 0.00000 | 0.00000 | ||
59 | 2009.12.04 19:33 | sell limit | 22 | 0.10 | 1.48625 | 0.00000 | 0.00000 | ||
60 | 2009.12.04 19:46 | buy | 21 | 0.10 | 1.48395 | 0.00000 | 0.00000 | ||
61 | 2009.12.04 19:46 | buy limit | 23 | 0.10 | 1.48275 | 0.00000 | 0.00000 | ||
62 | 2009.12.04 20:50 | buy | 23 | 0.10 | 1.48275 | 0.00000 | 0.00000 | ||
63 | 2009.12.04 20:50 | buy limit | 24 | 0.10 | 1.48155 | 0.00000 | 0.00000 | ||
64 | 2009.12.07 00:00 | sell | 22 | 0.10 | 1.48625 | 0.00000 | 0.00000 | ||
65 | 2009.12.07 00:00 | sell limit | 25 | 0.10 | 1.48745 | 0.00000 | 0.00000 | ||
66 | 2009.12.07 01:07 | sell limit | 26 | 0.10 | 1.48865 | 0.00000 | 0.00000 | ||
67 | 2009.12.07 01:40 | sell | 25 | 0.10 | 1.48745 | 0.00000 | 0.00000 | ||
68 | 2009.12.07 01:45 | sell | 26 | 0.10 | 1.48865 | 0.00000 | 0.00000 | ||
69 | 2009.12.07 01:45 | sell limit | 27 | 0.10 | 1.48985 | 0.00000 | 0.00000 | ||
70 | 2009.12.07 06:32 | sell | 27 | 0.10 | 1.48985 | 0.00000 | 0.00000 | ||
71 | 2009.12.07 06:32 | sell limit | 28 | 0.10 | 1.49105 | 0.00000 | 0.00000 | ||
72 | 2009.12.07 09:45 | buy | 24 | 0.10 | 1.48155 | 0.00000 | 0.00000 | ||
73 | 2009.12.07 10:50 | buy limit | 29 | 0.10 | 1.48035 | 0.00000 | 0.00000 | ||
74 | 2009.12.07 10:57 | buy | 29 | 0.10 | 1.48035 | 0.00000 | 0.00000 | ||
75 | 2009.12.07 10:57 | buy limit | 30 | 0.10 | 1.47915 | 0.00000 | 0.00000 | ||
76 | 2009.12.07 12:50 | buy | 30 | 0.10 | 1.47915 | 0.00000 | 0.00000 | ||
77 | 2009.12.07 12:50 | buy limit | 31 | 0.10 | 1.47795 | 0.00000 | 0.00000 | ||
78 | 2009.12.08 13:02 | buy | 31 | 0.10 | 1.47795 | 0.00000 | 0.00000 | ||
79 | 2009.12.08 13:02 | buy limit | 32 | 0.10 | 1.47675 | 0.00000 | 0.00000 | ||
80 | 2009.12.08 14:15 | buy | 32 | 0.10 | 1.47675 | 0.00000 | 0.00000 | ||
81 | 2009.12.08 14:17 | buy limit | 33 | 0.10 | 1.47555 | 0.00000 | 0.00000 | ||
82 | 2009.12.08 14:20 | buy | 33 | 0.10 | 1.47555 | 0.00000 | 0.00000 | ||
83 | 2009.12.08 14:22 | buy limit | 34 | 0.10 | 1.47435 | 0.00000 | 0.00000 | ||
84 | 2009.12.08 14:25 | buy | 34 | 0.10 | 1.47435 | 0.00000 | 0.00000 | ||
85 | 2009.12.08 14:25 | buy limit | 35 | 0.10 | 1.47315 | 0.00000 | 0.00000 | ||
86 | 2009.12.08 14:32 | buy | 35 | 0.10 | 1.47315 | 0.00000 | 0.00000 | ||
87 | 2009.12.08 14:32 | buy limit | 36 | 0.10 | 1.47195 | 0.00000 | 0.00000 | ||
88 | 2009.12.08 18:45 | buy | 36 | 0.10 | 1.47195 | 0.00000 | 0.00000 | ||
89 | 2009.12.08 18:45 | buy limit | 37 | 0.10 | 1.47075 | 0.00000 | 0.00000 | ||
90 | 2009.12.08 19:15 | buy | 37 | 0.10 | 1.47075 | 0.00000 | 0.00000 | ||
91 | 2009.12.08 19:15 | buy limit | 38 | 0.10 | 1.46955 | 0.00000 | 0.00000 | ||
92 | 2009.12.08 19:20 | buy | 38 | 0.10 | 1.46955 | 0.00000 | 0.00000 | ||
93 | 2009.12.08 19:20 | buy limit | 39 | 0.10 | 1.46835 | 0.00000 | 0.00000 | ||
94 | 2009.12.08 20:50 | buy | 39 | 0.10 | 1.46835 | 0.00000 | 0.00000 | ||
95 | 2009.12.08 20:50 | buy limit | 40 | 0.10 | 1.46715 | 0.00000 | 0.00000 | ||
96 | 2009.12.09 00:32 | buy limit | 41 | 0.10 | 1.46595 | 0.00000 | 0.00000 | ||
97 | 2009.12.09 00:37 | buy | 40 | 0.10 | 1.46715 | 0.00000 | 0.00000 | ||
98 | 2009.12.09 10:02 | delete | 41 | 0.10 | 1.46595 | 0.00000 | 0.00000 | ||
99 | 2009.12.09 10:02 | delete | 28 | 0.10 | 1.49105 | 0.00000 | 0.00000 | ||
100 | 2009.12.09 10:02 | close | 40 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 86.10 | 11033.18 |
101 | 2009.12.09 10:02 | close | 39 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 74.12 | 11107.30 |
102 | 2009.12.09 10:02 | close | 38 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 62.12 | 11169.42 |
103 | 2009.12.09 10:02 | close | 37 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 50.12 | 11219.54 |
104 | 2009.12.09 10:02 | close | 36 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 38.12 | 11257.66 |
105 | 2009.12.09 10:02 | close | 35 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 26.12 | 11283.78 |
106 | 2009.12.09 10:02 | close | 34 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 14.12 | 11297.90 |
107 | 2009.12.09 10:02 | close | 33 | 0.10 | 1.47576 | 0.00000 | 0.00000 | 2.12 | 11300.02 |
108 | 2009.12.09 10:02 | close | 32 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -9.88 | 11290.14 |
109 | 2009.12.09 10:02 | close | 31 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -21.88 | 11268.26 |
110 | 2009.12.09 10:02 | close | 30 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -33.86 | 11234.40 |
111 | 2009.12.09 10:02 | close | 29 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -45.86 | 11188.54 |
112 | 2009.12.09 10:02 | close | 27 | 0.10 | 1.47586 | 0.00000 | 0.00000 | 139.82 | 11328.36 |
113 | 2009.12.09 10:02 | close | 26 | 0.10 | 1.47586 | 0.00000 | 0.00000 | 127.82 | 11456.18 |
114 | 2009.12.09 10:02 | close | 25 | 0.10 | 1.47586 | 0.00000 | 0.00000 | 115.82 | 11572.00 |
115 | 2009.12.09 10:02 | close | 24 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -57.86 | 11514.14 |
116 | 2009.12.09 10:02 | close | 23 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -69.84 | 11444.30 |
117 | 2009.12.09 10:02 | close | 22 | 0.10 | 1.47586 | 0.00000 | 0.00000 | 103.82 | 11548.12 |
118 | 2009.12.09 10:02 | close | 21 | 0.10 | 1.47576 | 0.00000 | 0.00000 | -81.84 | 11466.28 |
119 | 2009.12.09 10:02 | buy limit | 42 | 0.10 | 1.47466 | 0.00000 | 0.00000 | ||
120 | 2009.12.09 10:02 | sell limit | 43 | 0.10 | 1.47696 | 0.00000 | 0.00000 | ||
121 | 2009.12.09 10:15 | buy | 42 | 0.10 | 1.47466 | 0.00000 | 0.00000 | ||
122 | 2009.12.09 10:15 | buy limit | 44 | 0.10 | 1.47346 | 0.00000 | 0.00000 | ||
123 | 2009.12.09 10:20 | buy | 44 | 0.10 | 1.47346 | 0.00000 | 0.00000 | ||
124 | 2009.12.09 10:20 | buy limit | 45 | 0.10 | 1.47226 | 0.00000 | 0.00000 | ||
125 | 2009.12.09 11:20 | sell | 43 | 0.10 | 1.47696 | 0.00000 | 0.00000 | ||
126 | 2009.12.09 11:20 | sell limit | 46 | 0.10 | 1.47816 | 0.00000 | 0.00000 | ||
127 | 2009.12.09 11:37 | sell | 46 | 0.10 | 1.47816 | 0.00000 | 0.00000 | ||
128 | 2009.12.09 11:37 | sell limit | 47 | 0.10 | 1.47936 | 0.00000 | 0.00000 | ||
129 | 2009.12.09 13:50 | buy | 45 | 0.10 | 1.47226 | 0.00000 | 0.00000 | ||
130 | 2009.12.09 13:50 | buy limit | 48 | 0.10 | 1.47106 | 0.00000 | 0.00000 | ||
131 | 2009.12.09 15:20 | buy | 48 | 0.10 | 1.47106 | 0.00000 | 0.00000 | ||
132 | 2009.12.09 15:20 | buy limit | 49 | 0.10 | 1.46986 | 0.00000 | 0.00000 | ||
133 | 2009.12.09 18:20 | buy | 49 | 0.10 | 1.46986 | 0.00000 | 0.00000 | ||
134 | 2009.12.09 18:22 | buy limit | 50 | 0.10 | 1.46866 | 0.00000 | 0.00000 | ||
135 | 2009.12.09 19:15 | buy | 50 | 0.10 | 1.46866 | 0.00000 | 0.00000 | ||
136 | 2009.12.09 19:15 | buy limit | 51 | 0.10 | 1.46746 | 0.00000 | 0.00000 | ||
137 | 2009.12.09 19:20 | buy | 51 | 0.10 | 1.46746 | 0.00000 | 0.00000 | ||
138 | 2009.12.09 19:20 | buy limit | 52 | 0.10 | 1.46626 | 0.00000 | 0.00000 | ||
139 | 2009.12.11 13:37 | delete | 52 | 0.10 | 1.46626 | 0.00000 | 0.00000 | ||
140 | 2009.12.11 13:37 | delete | 47 | 0.10 | 1.47936 | 0.00000 | 0.00000 | ||
141 | 2009.12.11 13:37 | close | 51 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 100.98 | 11567.26 |
142 | 2009.12.11 13:37 | close | 50 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 88.98 | 11656.24 |
143 | 2009.12.11 13:37 | close | 49 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 76.98 | 11733.22 |
144 | 2009.12.11 13:37 | close | 48 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 64.98 | 11798.20 |
145 | 2009.12.11 13:37 | close | 46 | 0.10 | 1.47765 | 0.00000 | 0.00000 | 4.94 | 11803.14 |
146 | 2009.12.11 13:37 | close | 45 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 52.98 | 11856.12 |
147 | 2009.12.11 13:37 | close | 44 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 40.98 | 11897.10 |
148 | 2009.12.11 13:37 | close | 43 | 0.10 | 1.47765 | 0.00000 | 0.00000 | -7.06 | 11890.04 |
149 | 2009.12.11 13:37 | close | 42 | 0.10 | 1.47755 | 0.00000 | 0.00000 | 28.98 | 11919.02 |
150 | 2009.12.11 13:37 | buy limit | 53 | 0.10 | 1.47645 | 0.00000 | 0.00000 | ||
151 | 2009.12.11 13:37 | sell limit | 54 | 0.10 | 1.47875 | 0.00000 | 0.00000 | ||
152 | 2009.12.11 13:50 | buy | 53 | 0.10 | 1.47645 | 0.00000 | 0.00000 | ||
153 | 2009.12.11 13:50 | buy limit | 55 | 0.10 | 1.47525 | 0.00000 | 0.00000 | ||
154 | 2009.12.11 14:20 | buy | 55 | 0.10 | 1.47525 | 0.00000 | 0.00000 | ||
155 | 2009.12.11 14:20 | buy limit | 56 | 0.10 | 1.47405 | 0.00000 | 0.00000 | ||
156 | 2009.12.11 14:50 | buy | 56 | 0.10 | 1.47405 | 0.00000 | 0.00000 | ||
157 | 2009.12.11 14:50 | buy limit | 57 | 0.10 | 1.47285 | 0.00000 | 0.00000 | ||
158 | 2009.12.11 14:59 | buy | 57 | 0.10 | 1.47285 | 0.00000 | 0.00000 | ||
159 | 2010.01.15 22:57 | close at stop | 57 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -343.50 | 11575.52 |
160 | 2010.01.15 22:57 | close at stop | 56 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -355.50 | 11220.02 |
161 | 2010.01.15 22:57 | close at stop | 55 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -367.50 | 10852.52 |
162 | 2010.01.15 22:57 | close at stop | 53 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -379.50 | 10473.02 |