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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -924.00 | Gross profit | 2598.50 | Gross loss | -3522.50 |
| Profit factor | 0.74 | Expected payoff | -38.50 | ||
| Absolute drawdown | 1466.00 | Maximal drawdown | 2050.00 (19.37%) | Relative drawdown | 19.37% (2050.00) |
| Total trades | 24 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 20 (83.33%) | Loss trades (% of total) | 4 (16.67%) | ||
| Largest | profit trade | 130.00 | loss trade | -1011.50 | |
| Average | profit trade | 129.93 | loss trade | -880.63 | |
| Maximum | consecutive wins (profit in money) | 9 (1169.50) | consecutive losses (loss in money) | 1 (-1011.50) | |
| Maximal | consecutive profit (count of wins) | 1169.50 (9) | consecutive loss (count of losses) | -1011.50 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 17:00 | sell | 1 | 1.00 | 1.48879 | 1.49889 | 1.48749 | ||
| 2 | 2009.12.04 17:32 | t/p | 1 | 1.00 | 1.48749 | 1.49889 | 1.48749 | 130.00 | 10130.00 |
| 3 | 2009.12.04 17:32 | sell | 2 | 1.00 | 1.48712 | 1.49722 | 1.48582 | ||
| 4 | 2009.12.04 19:33 | t/p | 2 | 1.00 | 1.48582 | 1.49722 | 1.48582 | 130.00 | 10260.00 |
| 5 | 2009.12.04 20:00 | sell | 3 | 1.00 | 1.48353 | 1.49363 | 1.48223 | ||
| 6 | 2009.12.04 20:50 | t/p | 3 | 1.00 | 1.48223 | 1.49363 | 1.48223 | 130.00 | 10390.00 |
| 7 | 2009.12.04 20:50 | sell | 4 | 1.00 | 1.48213 | 1.49223 | 1.48083 | ||
| 8 | 2009.12.07 09:45 | t/p | 4 | 1.00 | 1.48083 | 1.49223 | 1.48083 | 129.00 | 10519.00 |
| 9 | 2010.01.05 08:00 | buy | 5 | 1.00 | 1.44767 | 1.43757 | 1.44897 | ||
| 10 | 2010.01.05 19:20 | s/l | 5 | 1.00 | 1.43757 | 1.43757 | 1.44897 | -1010.00 | 9509.00 |
| 11 | 2010.01.06 00:00 | sell | 6 | 1.00 | 1.43618 | 1.44628 | 1.43488 | ||
| 12 | 2010.01.06 01:20 | t/p | 6 | 1.00 | 1.43488 | 1.44628 | 1.43488 | 130.00 | 9639.00 |
| 13 | 2010.01.07 04:00 | buy | 7 | 1.00 | 1.44044 | 1.43034 | 1.44174 | ||
| 14 | 2010.01.07 14:20 | s/l | 7 | 1.00 | 1.43034 | 1.43034 | 1.44174 | -1010.00 | 8629.00 |
| 15 | 2010.01.11 03:00 | buy | 8 | 1.00 | 1.44810 | 1.43800 | 1.44940 | ||
| 16 | 2010.01.11 03:45 | t/p | 8 | 1.00 | 1.44940 | 1.43800 | 1.44940 | 130.00 | 8759.00 |
| 17 | 2010.01.11 03:45 | buy | 9 | 1.00 | 1.45026 | 1.44016 | 1.45156 | ||
| 18 | 2010.01.11 04:10 | t/p | 9 | 1.00 | 1.45156 | 1.44016 | 1.45156 | 130.00 | 8889.00 |
| 19 | 2010.01.11 06:00 | buy | 10 | 1.00 | 1.44988 | 1.43978 | 1.45118 | ||
| 20 | 2010.01.11 06:20 | t/p | 10 | 1.00 | 1.45118 | 1.43978 | 1.45118 | 130.00 | 9019.00 |
| 21 | 2010.01.11 06:20 | buy | 11 | 1.00 | 1.45152 | 1.44142 | 1.45282 | ||
| 22 | 2010.01.11 09:50 | t/p | 11 | 1.00 | 1.45282 | 1.44142 | 1.45282 | 130.00 | 9149.00 |
| 23 | 2010.01.11 09:50 | buy | 12 | 1.00 | 1.45320 | 1.44310 | 1.45450 | ||
| 24 | 2010.01.11 12:37 | t/p | 12 | 1.00 | 1.45450 | 1.44310 | 1.45450 | 130.00 | 9279.00 |
| 25 | 2010.01.11 14:00 | buy | 13 | 1.00 | 1.45232 | 1.44222 | 1.45362 | ||
| 26 | 2010.01.11 16:45 | t/p | 13 | 1.00 | 1.45362 | 1.44222 | 1.45362 | 130.00 | 9409.00 |
| 27 | 2010.01.11 20:00 | buy | 14 | 1.00 | 1.45309 | 1.44299 | 1.45439 | ||
| 28 | 2010.01.12 16:50 | t/p | 14 | 1.00 | 1.45439 | 1.44299 | 1.45439 | 129.50 | 9538.50 |
| 29 | 2010.01.13 05:00 | sell | 15 | 1.00 | 1.44793 | 1.45803 | 1.44663 | ||
| 30 | 2010.01.13 09:02 | t/p | 15 | 1.00 | 1.44663 | 1.45803 | 1.44663 | 130.00 | 9668.50 |
| 31 | 2010.01.13 13:00 | buy | 16 | 1.00 | 1.45468 | 1.44458 | 1.45598 | ||
| 32 | 2010.01.13 13:15 | t/p | 16 | 1.00 | 1.45598 | 1.44458 | 1.45598 | 130.00 | 9798.50 |
| 33 | 2010.01.13 13:15 | buy | 17 | 1.00 | 1.45699 | 1.44689 | 1.45829 | ||
| 34 | 2010.01.14 15:20 | s/l | 17 | 1.00 | 1.44689 | 1.44689 | 1.45829 | -1011.50 | 8787.00 |
| 35 | 2010.01.15 01:00 | sell | 18 | 1.00 | 1.44993 | 1.46003 | 1.44863 | ||
| 36 | 2010.01.15 01:45 | t/p | 18 | 1.00 | 1.44863 | 1.46003 | 1.44863 | 130.00 | 8917.00 |
| 37 | 2010.01.15 01:45 | sell | 19 | 1.00 | 1.44812 | 1.45822 | 1.44682 | ||
| 38 | 2010.01.15 02:07 | t/p | 19 | 1.00 | 1.44682 | 1.45822 | 1.44682 | 130.00 | 9047.00 |
| 39 | 2010.01.15 08:00 | sell | 20 | 1.00 | 1.44264 | 1.45274 | 1.44134 | ||
| 40 | 2010.01.15 08:50 | t/p | 20 | 1.00 | 1.44134 | 1.45274 | 1.44134 | 130.00 | 9177.00 |
| 41 | 2010.01.15 08:50 | sell | 21 | 1.00 | 1.44084 | 1.45094 | 1.43954 | ||
| 42 | 2010.01.15 09:15 | t/p | 21 | 1.00 | 1.43954 | 1.45094 | 1.43954 | 130.00 | 9307.00 |
| 43 | 2010.01.15 14:00 | sell | 22 | 1.00 | 1.43809 | 1.44819 | 1.43679 | ||
| 44 | 2010.01.15 14:32 | t/p | 22 | 1.00 | 1.43679 | 1.44819 | 1.43679 | 130.00 | 9437.00 |
| 45 | 2010.01.15 14:32 | sell | 23 | 1.00 | 1.43613 | 1.44623 | 1.43483 | ||
| 46 | 2010.01.15 20:50 | t/p | 23 | 1.00 | 1.43483 | 1.44623 | 1.43483 | 130.00 | 9567.00 |
| 47 | 2010.01.15 20:50 | sell | 24 | 1.00 | 1.43362 | 1.44372 | 1.43232 | ||
| 48 | 2010.01.15 22:57 | close at stop | 24 | 1.00 | 1.43853 | 1.44372 | 1.43232 | -491.00 | 9076.00 |