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 | ModeNote=""0"; PriceNote=""0Close,"; FastMA=10; FastMode=1; FastShift=0; FastPrice=0; SlowMA=20; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=100; StopLoss=50; TrailingStop=0; AutoClose=true; FirstLots=0.1; Management=true; Balance=1000; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -256.50 | Gross profit | 1384.00 | Gross loss | -1640.50 |
| Profit factor | 0.84 | Expected payoff | -5.46 | ||
| Absolute drawdown | 385.14 | Maximal drawdown | 578.64 (5.68%) | Relative drawdown | 5.68% (578.64) |
| Total trades | 47 | Short positions (won %) | 26 (26.92%) | Long positions (won %) | 21 (33.33%) |
| Profit trades (% of total) | 14 (29.79%) | Loss trades (% of total) | 33 (70.21%) | ||
| Largest | profit trade | 101.00 | loss trade | -51.00 | |
| Average | profit trade | 98.86 | loss trade | -49.71 | |
| Maximum | consecutive wins (profit in money) | 3 (300.00) | consecutive losses (loss in money) | 11 (-546.00) | |
| Maximal | consecutive profit (count of wins) | 300.00 (3) | consecutive loss (count of losses) | -546.00 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50365 | 1.50315 | 1.50465 | ||
| 2 | 2009.12.01 01:15 | s/l | 1 | 1.00 | 1.50315 | 1.50315 | 1.50465 | -50.00 | 9950.00 |
| 3 | 2009.12.01 07:00 | sell | 2 | 1.00 | 1.50001 | 1.50051 | 1.49901 | ||
| 4 | 2009.12.01 07:02 | s/l | 2 | 1.00 | 1.50051 | 1.50051 | 1.49901 | -50.00 | 9900.00 |
| 5 | 2009.12.01 07:02 | sell | 3 | 0.99 | 1.50042 | 1.50092 | 1.49942 | ||
| 6 | 2009.12.01 07:20 | t/p | 3 | 0.99 | 1.49942 | 1.50092 | 1.49942 | 99.00 | 9999.00 |
| 7 | 2009.12.01 08:00 | buy | 4 | 1.00 | 1.50218 | 1.50168 | 1.50318 | ||
| 8 | 2009.12.01 08:15 | t/p | 4 | 1.00 | 1.50318 | 1.50168 | 1.50318 | 100.00 | 10099.00 |
| 9 | 2009.12.02 18:00 | sell | 5 | 1.01 | 1.50580 | 1.50630 | 1.50480 | ||
| 10 | 2009.12.02 18:02 | s/l | 5 | 1.01 | 1.50630 | 1.50630 | 1.50480 | -50.50 | 10048.50 |
| 11 | 2009.12.02 18:02 | sell | 6 | 1.00 | 1.50644 | 1.50694 | 1.50544 | ||
| 12 | 2009.12.02 18:07 | s/l | 6 | 1.00 | 1.50694 | 1.50694 | 1.50544 | -50.00 | 9998.50 |
| 13 | 2009.12.03 05:00 | buy | 7 | 1.00 | 1.50944 | 1.50894 | 1.51044 | ||
| 14 | 2009.12.03 05:03 | s/l | 7 | 1.00 | 1.50894 | 1.50894 | 1.51044 | -50.00 | 9948.50 |
| 15 | 2009.12.03 05:03 | buy | 8 | 0.99 | 1.50913 | 1.50863 | 1.51013 | ||
| 16 | 2009.12.03 05:16 | s/l | 8 | 0.99 | 1.50863 | 1.50863 | 1.51013 | -49.50 | 9899.00 |
| 17 | 2009.12.03 22:00 | sell | 9 | 0.99 | 1.50729 | 1.50779 | 1.50629 | ||
| 18 | 2009.12.03 22:40 | t/p | 9 | 0.99 | 1.50629 | 1.50779 | 1.50629 | 99.00 | 9998.00 |
| 19 | 2009.12.10 04:00 | buy | 10 | 1.00 | 1.47387 | 1.47337 | 1.47487 | ||
| 20 | 2009.12.10 04:45 | s/l | 10 | 1.00 | 1.47337 | 1.47337 | 1.47487 | -50.00 | 9948.00 |
| 21 | 2009.12.10 06:00 | sell | 11 | 0.99 | 1.47112 | 1.47162 | 1.47012 | ||
| 22 | 2009.12.10 06:02 | s/l | 11 | 0.99 | 1.47162 | 1.47162 | 1.47012 | -49.50 | 9898.50 |
| 23 | 2009.12.10 06:02 | sell | 12 | 0.99 | 1.47164 | 1.47214 | 1.47064 | ||
| 24 | 2009.12.10 06:20 | t/p | 12 | 0.99 | 1.47064 | 1.47214 | 1.47064 | 99.00 | 9997.50 |
| 25 | 2009.12.10 14:00 | buy | 13 | 1.00 | 1.47309 | 1.47259 | 1.47409 | ||
| 26 | 2009.12.10 14:20 | s/l | 13 | 1.00 | 1.47259 | 1.47259 | 1.47409 | -50.00 | 9947.50 |
| 27 | 2009.12.10 18:00 | sell | 14 | 0.99 | 1.47142 | 1.47192 | 1.47042 | ||
| 28 | 2009.12.10 18:02 | s/l | 14 | 0.99 | 1.47192 | 1.47192 | 1.47042 | -49.50 | 9898.00 |
| 29 | 2009.12.10 18:02 | sell | 15 | 0.99 | 1.47186 | 1.47236 | 1.47086 | ||
| 30 | 2009.12.10 18:20 | t/p | 15 | 0.99 | 1.47086 | 1.47236 | 1.47086 | 99.00 | 9997.00 |
| 31 | 2009.12.11 00:00 | buy | 16 | 1.00 | 1.47329 | 1.47279 | 1.47429 | ||
| 32 | 2009.12.11 00:10 | s/l | 16 | 1.00 | 1.47279 | 1.47279 | 1.47429 | -50.00 | 9947.00 |
| 33 | 2009.12.11 04:00 | sell | 17 | 0.99 | 1.47207 | 1.47257 | 1.47107 | ||
| 34 | 2009.12.11 04:26 | s/l | 17 | 0.99 | 1.47257 | 1.47257 | 1.47107 | -49.50 | 9897.50 |
| 35 | 2009.12.11 05:00 | buy | 18 | 0.99 | 1.47287 | 1.47237 | 1.47387 | ||
| 36 | 2009.12.11 05:02 | s/l | 18 | 0.99 | 1.47237 | 1.47237 | 1.47387 | -49.50 | 9848.00 |
| 37 | 2009.12.11 05:02 | buy | 19 | 0.98 | 1.47250 | 1.47200 | 1.47350 | ||
| 38 | 2009.12.11 06:50 | t/p | 19 | 0.98 | 1.47350 | 1.47200 | 1.47350 | 98.00 | 9946.00 |
| 39 | 2009.12.11 16:00 | sell | 20 | 0.99 | 1.46533 | 1.46583 | 1.46433 | ||
| 40 | 2009.12.11 16:07 | s/l | 20 | 0.99 | 1.46583 | 1.46583 | 1.46433 | -49.50 | 9896.50 |
| 41 | 2009.12.16 16:00 | buy | 21 | 0.99 | 1.45787 | 1.45737 | 1.45887 | ||
| 42 | 2009.12.16 16:07 | t/p | 21 | 0.99 | 1.45887 | 1.45737 | 1.45887 | 99.00 | 9995.50 |
| 43 | 2009.12.16 21:00 | sell | 22 | 1.00 | 1.45148 | 1.45198 | 1.45048 | ||
| 44 | 2009.12.16 21:15 | s/l | 22 | 1.00 | 1.45198 | 1.45198 | 1.45048 | -50.00 | 9945.50 |
| 45 | 2009.12.18 10:00 | buy | 23 | 0.99 | 1.43965 | 1.43915 | 1.44065 | ||
| 46 | 2009.12.18 10:10 | s/l | 23 | 0.99 | 1.43915 | 1.43915 | 1.44065 | -49.50 | 9896.00 |
| 47 | 2009.12.18 14:00 | sell | 24 | 0.99 | 1.43356 | 1.43406 | 1.43256 | ||
| 48 | 2009.12.18 14:10 | s/l | 24 | 0.99 | 1.43406 | 1.43406 | 1.43256 | -49.50 | 9846.50 |
| 49 | 2009.12.21 15:00 | buy | 25 | 0.98 | 1.43563 | 1.43513 | 1.43663 | ||
| 50 | 2009.12.21 15:07 | t/p | 25 | 0.98 | 1.43663 | 1.43513 | 1.43663 | 98.00 | 9944.50 |
| 51 | 2009.12.21 17:00 | sell | 26 | 0.99 | 1.43120 | 1.43170 | 1.43020 | ||
| 52 | 2009.12.21 17:07 | s/l | 26 | 0.99 | 1.43170 | 1.43170 | 1.43020 | -49.50 | 9895.00 |
| 53 | 2009.12.23 16:00 | buy | 27 | 0.99 | 1.42815 | 1.42765 | 1.42915 | ||
| 54 | 2009.12.23 16:10 | t/p | 27 | 0.99 | 1.42915 | 1.42765 | 1.42915 | 99.00 | 9994.00 |
| 55 | 2009.12.29 00:00 | sell | 28 | 1.00 | 1.43727 | 1.43777 | 1.43627 | ||
| 56 | 2009.12.29 00:10 | s/l | 28 | 1.00 | 1.43777 | 1.43777 | 1.43627 | -50.00 | 9944.00 |
| 57 | 2009.12.29 09:00 | buy | 29 | 0.99 | 1.44187 | 1.44137 | 1.44287 | ||
| 58 | 2009.12.29 09:07 | s/l | 29 | 0.99 | 1.44137 | 1.44137 | 1.44287 | -49.50 | 9894.50 |
| 59 | 2009.12.29 19:00 | sell | 30 | 0.99 | 1.43453 | 1.43503 | 1.43353 | ||
| 60 | 2009.12.29 19:10 | s/l | 30 | 0.99 | 1.43503 | 1.43503 | 1.43353 | -49.50 | 9845.00 |
| 61 | 2009.12.31 02:00 | buy | 31 | 0.98 | 1.43552 | 1.43502 | 1.43652 | ||
| 62 | 2009.12.31 02:45 | t/p | 31 | 0.98 | 1.43652 | 1.43502 | 1.43652 | 98.00 | 9943.00 |
| 63 | 2010.01.04 00:00 | sell | 32 | 0.99 | 1.43261 | 1.43311 | 1.43161 | ||
| 64 | 2010.01.04 00:02 | s/l | 32 | 0.99 | 1.43311 | 1.43311 | 1.43161 | -49.50 | 9893.50 |
| 65 | 2010.01.04 00:02 | sell | 33 | 0.99 | 1.43324 | 1.43374 | 1.43224 | ||
| 66 | 2010.01.04 00:50 | t/p | 33 | 0.99 | 1.43224 | 1.43374 | 1.43224 | 99.00 | 9992.50 |
| 67 | 2010.01.04 13:00 | buy | 34 | 1.00 | 1.43901 | 1.43851 | 1.44001 | ||
| 68 | 2010.01.04 13:20 | t/p | 34 | 1.00 | 1.44001 | 1.43851 | 1.44001 | 100.00 | 10092.50 |
| 69 | 2010.01.05 19:00 | sell | 35 | 1.01 | 1.43911 | 1.43961 | 1.43811 | ||
| 70 | 2010.01.05 19:15 | t/p | 35 | 1.01 | 1.43811 | 1.43961 | 1.43811 | 101.00 | 10193.50 |
| 71 | 2010.01.06 18:00 | buy | 36 | 1.02 | 1.44040 | 1.43990 | 1.44140 | ||
| 72 | 2010.01.06 18:10 | s/l | 36 | 1.02 | 1.43990 | 1.43990 | 1.44140 | -51.00 | 10142.50 |
| 73 | 2010.01.07 10:00 | sell | 37 | 1.01 | 1.43627 | 1.43677 | 1.43527 | ||
| 74 | 2010.01.07 10:10 | s/l | 37 | 1.01 | 1.43677 | 1.43677 | 1.43527 | -50.50 | 10092.00 |
| 75 | 2010.01.08 15:00 | buy | 38 | 1.01 | 1.44046 | 1.43996 | 1.44146 | ||
| 76 | 2010.01.08 15:10 | s/l | 38 | 1.01 | 1.43996 | 1.43996 | 1.44146 | -50.50 | 10041.50 |
| 77 | 2010.01.12 06:00 | sell | 39 | 1.00 | 1.44832 | 1.44882 | 1.44732 | ||
| 78 | 2010.01.12 06:10 | s/l | 39 | 1.00 | 1.44882 | 1.44882 | 1.44732 | -50.00 | 9991.50 |
| 79 | 2010.01.12 09:00 | buy | 40 | 1.00 | 1.45075 | 1.45025 | 1.45175 | ||
| 80 | 2010.01.12 09:20 | s/l | 40 | 1.00 | 1.45025 | 1.45025 | 1.45175 | -50.00 | 9941.50 |
| 81 | 2010.01.12 10:00 | sell | 41 | 0.99 | 1.44827 | 1.44877 | 1.44727 | ||
| 82 | 2010.01.12 10:07 | s/l | 41 | 0.99 | 1.44877 | 1.44877 | 1.44727 | -49.50 | 9892.00 |
| 83 | 2010.01.12 17:00 | buy | 42 | 0.99 | 1.45400 | 1.45350 | 1.45500 | ||
| 84 | 2010.01.12 17:15 | s/l | 42 | 0.99 | 1.45350 | 1.45350 | 1.45500 | -49.50 | 9842.50 |
| 85 | 2010.01.12 23:00 | sell | 43 | 0.98 | 1.44848 | 1.44898 | 1.44748 | ||
| 86 | 2010.01.12 23:02 | s/l | 43 | 0.98 | 1.44898 | 1.44898 | 1.44748 | -49.00 | 9793.50 |
| 87 | 2010.01.12 23:02 | sell | 44 | 0.98 | 1.44897 | 1.44947 | 1.44797 | ||
| 88 | 2010.01.12 23:50 | s/l | 44 | 0.98 | 1.44947 | 1.44947 | 1.44797 | -49.00 | 9744.50 |
| 89 | 2010.01.13 12:00 | buy | 45 | 0.97 | 1.45175 | 1.45125 | 1.45275 | ||
| 90 | 2010.01.13 12:07 | s/l | 45 | 0.97 | 1.45125 | 1.45125 | 1.45275 | -48.50 | 9696.00 |
| 91 | 2010.01.14 13:00 | sell | 46 | 0.97 | 1.44912 | 1.44962 | 1.44812 | ||
| 92 | 2010.01.14 13:02 | s/l | 46 | 0.97 | 1.44962 | 1.44962 | 1.44812 | -48.50 | 9647.50 |
| 93 | 2010.01.14 13:02 | sell | 47 | 0.96 | 1.44944 | 1.44994 | 1.44844 | ||
| 94 | 2010.01.14 13:20 | t/p | 47 | 0.96 | 1.44844 | 1.44994 | 1.44844 | 96.00 | 9743.50 |