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 | Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -118.70 | Gross profit | 935.28 | Gross loss | -1053.98 |
Profit factor | 0.89 | Expected payoff | -1.65 | ||
Absolute drawdown | 277.02 | Maximal drawdown | 515.04 (5.03%) | Relative drawdown | 5.03% (515.04) |
Total trades | 72 | Short positions (won %) | 36 (27.78%) | Long positions (won %) | 36 (13.89%) |
Profit trades (% of total) | 15 (20.83%) | Loss trades (% of total) | 57 (79.17%) | ||
Largest | profit trade | 211.02 | loss trade | -63.90 | |
Average | profit trade | 62.35 | loss trade | -18.49 | |
Maximum | consecutive wins (profit in money) | 2 (101.56) | consecutive losses (loss in money) | 13 (-234.02) | |
Maximal | consecutive profit (count of wins) | 211.02 (1) | consecutive loss (count of losses) | -234.02 (13) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50356 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 02:00 | close | 1 | 0.10 | 1.50093 | 0.00000 | 0.00000 | -26.30 | 9973.70 |
3 | 2009.12.01 02:00 | sell | 2 | 0.10 | 1.50093 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 09:00 | close | 2 | 0.10 | 1.50278 | 0.00000 | 0.00000 | -18.50 | 9955.20 |
5 | 2009.12.01 09:00 | buy | 3 | 0.10 | 1.50278 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 15:00 | close | 3 | 0.10 | 1.50750 | 0.00000 | 0.00000 | 47.22 | 10002.42 |
7 | 2009.12.02 15:00 | sell | 4 | 0.10 | 1.50750 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 02:00 | close | 4 | 0.10 | 1.50789 | 0.00000 | 0.00000 | -4.02 | 9998.40 |
9 | 2009.12.03 02:00 | buy | 5 | 0.10 | 1.50789 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 16:00 | close | 5 | 0.10 | 1.50770 | 0.00000 | 0.00000 | -1.90 | 9996.50 |
11 | 2009.12.03 16:00 | sell | 6 | 0.10 | 1.50770 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 17:00 | close | 6 | 0.10 | 1.50885 | 0.00000 | 0.00000 | -11.50 | 9985.00 |
13 | 2009.12.03 17:00 | buy | 7 | 0.10 | 1.50885 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 18:00 | close | 7 | 0.10 | 1.50799 | 0.00000 | 0.00000 | -8.60 | 9976.40 |
15 | 2009.12.03 18:00 | sell | 8 | 0.10 | 1.50799 | 0.00000 | 0.00000 | ||
16 | 2009.12.03 19:00 | close | 8 | 0.10 | 1.50849 | 0.00000 | 0.00000 | -5.00 | 9971.40 |
17 | 2009.12.03 19:00 | buy | 9 | 0.10 | 1.50849 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 22:00 | close | 9 | 0.10 | 1.50729 | 0.00000 | 0.00000 | -12.00 | 9959.40 |
19 | 2009.12.03 22:00 | sell | 10 | 0.10 | 1.50729 | 0.00000 | 0.00000 | ||
20 | 2009.12.04 09:00 | close | 10 | 0.10 | 1.50855 | 0.00000 | 0.00000 | -12.64 | 9946.76 |
21 | 2009.12.04 09:00 | buy | 11 | 0.10 | 1.50855 | 0.00000 | 0.00000 | ||
22 | 2009.12.04 10:00 | close | 11 | 0.10 | 1.50668 | 0.00000 | 0.00000 | -18.70 | 9928.06 |
23 | 2009.12.04 10:00 | sell | 12 | 0.10 | 1.50668 | 0.00000 | 0.00000 | ||
24 | 2009.12.08 02:00 | close | 12 | 0.10 | 1.48557 | 0.00000 | 0.00000 | 211.02 | 10139.08 |
25 | 2009.12.08 02:00 | buy | 13 | 0.10 | 1.48557 | 0.00000 | 0.00000 | ||
26 | 2009.12.08 04:00 | close | 13 | 0.10 | 1.48400 | 0.00000 | 0.00000 | -15.70 | 10123.38 |
27 | 2009.12.08 04:00 | sell | 14 | 0.10 | 1.48400 | 0.00000 | 0.00000 | ||
28 | 2009.12.08 05:00 | close | 14 | 0.10 | 1.48433 | 0.00000 | 0.00000 | -3.30 | 10120.08 |
29 | 2009.12.08 05:00 | buy | 15 | 0.10 | 1.48433 | 0.00000 | 0.00000 | ||
30 | 2009.12.08 08:00 | close | 15 | 0.10 | 1.48371 | 0.00000 | 0.00000 | -6.20 | 10113.88 |
31 | 2009.12.08 08:00 | sell | 16 | 0.10 | 1.48371 | 0.00000 | 0.00000 | ||
32 | 2009.12.08 11:00 | close | 16 | 0.10 | 1.48456 | 0.00000 | 0.00000 | -8.50 | 10105.38 |
33 | 2009.12.08 11:00 | buy | 17 | 0.10 | 1.48456 | 0.00000 | 0.00000 | ||
34 | 2009.12.08 13:00 | close | 17 | 0.10 | 1.47935 | 0.00000 | 0.00000 | -52.10 | 10053.28 |
35 | 2009.12.08 13:00 | sell | 18 | 0.10 | 1.47935 | 0.00000 | 0.00000 | ||
36 | 2009.12.09 11:00 | close | 18 | 0.10 | 1.47549 | 0.00000 | 0.00000 | 38.56 | 10091.84 |
37 | 2009.12.09 11:00 | buy | 19 | 0.10 | 1.47549 | 0.00000 | 0.00000 | ||
38 | 2009.12.09 14:00 | close | 19 | 0.10 | 1.47259 | 0.00000 | 0.00000 | -29.00 | 10062.84 |
39 | 2009.12.09 14:00 | sell | 20 | 0.10 | 1.47259 | 0.00000 | 0.00000 | ||
40 | 2009.12.09 17:00 | close | 20 | 0.10 | 1.47459 | 0.00000 | 0.00000 | -20.00 | 10042.84 |
41 | 2009.12.09 17:00 | buy | 21 | 0.10 | 1.47459 | 0.00000 | 0.00000 | ||
42 | 2009.12.09 18:00 | close | 21 | 0.10 | 1.47237 | 0.00000 | 0.00000 | -22.20 | 10020.64 |
43 | 2009.12.09 18:00 | sell | 22 | 0.10 | 1.47237 | 0.00000 | 0.00000 | ||
44 | 2009.12.09 22:00 | close | 22 | 0.10 | 1.47308 | 0.00000 | 0.00000 | -7.10 | 10013.54 |
45 | 2009.12.09 22:00 | buy | 23 | 0.10 | 1.47308 | 0.00000 | 0.00000 | ||
46 | 2009.12.10 06:00 | close | 23 | 0.10 | 1.47112 | 0.00000 | 0.00000 | -19.54 | 9994.00 |
47 | 2009.12.10 06:00 | sell | 24 | 0.10 | 1.47112 | 0.00000 | 0.00000 | ||
48 | 2009.12.10 12:00 | close | 24 | 0.10 | 1.47419 | 0.00000 | 0.00000 | -30.70 | 9963.30 |
49 | 2009.12.10 12:00 | buy | 25 | 0.10 | 1.47419 | 0.00000 | 0.00000 | ||
50 | 2009.12.10 17:00 | close | 25 | 0.10 | 1.47195 | 0.00000 | 0.00000 | -22.40 | 9940.90 |
51 | 2009.12.10 17:00 | sell | 26 | 0.10 | 1.47195 | 0.00000 | 0.00000 | ||
52 | 2009.12.10 22:00 | close | 26 | 0.10 | 1.47311 | 0.00000 | 0.00000 | -11.60 | 9929.30 |
53 | 2009.12.10 22:00 | buy | 27 | 0.10 | 1.47311 | 0.00000 | 0.00000 | ||
54 | 2009.12.11 03:00 | close | 27 | 0.10 | 1.47224 | 0.00000 | 0.00000 | -8.68 | 9920.62 |
55 | 2009.12.11 03:00 | sell | 28 | 0.10 | 1.47224 | 0.00000 | 0.00000 | ||
56 | 2009.12.11 05:00 | close | 28 | 0.10 | 1.47278 | 0.00000 | 0.00000 | -5.40 | 9915.22 |
57 | 2009.12.11 05:00 | buy | 29 | 0.10 | 1.47278 | 0.00000 | 0.00000 | ||
58 | 2009.12.11 08:00 | close | 29 | 0.10 | 1.47225 | 0.00000 | 0.00000 | -5.30 | 9909.92 |
59 | 2009.12.11 08:00 | sell | 30 | 0.10 | 1.47225 | 0.00000 | 0.00000 | ||
60 | 2009.12.11 10:00 | close | 30 | 0.10 | 1.47408 | 0.00000 | 0.00000 | -18.30 | 9891.62 |
61 | 2009.12.11 10:00 | buy | 31 | 0.10 | 1.47408 | 0.00000 | 0.00000 | ||
62 | 2009.12.11 15:00 | close | 31 | 0.10 | 1.47070 | 0.00000 | 0.00000 | -33.80 | 9857.82 |
63 | 2009.12.11 15:00 | sell | 32 | 0.10 | 1.47070 | 0.00000 | 0.00000 | ||
64 | 2009.12.14 19:00 | close | 32 | 0.10 | 1.46579 | 0.00000 | 0.00000 | 49.06 | 9906.88 |
65 | 2009.12.14 19:00 | buy | 33 | 0.10 | 1.46579 | 0.00000 | 0.00000 | ||
66 | 2009.12.15 07:00 | close | 33 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -20.48 | 9886.40 |
67 | 2009.12.15 07:00 | sell | 34 | 0.10 | 1.46374 | 0.00000 | 0.00000 | ||
68 | 2009.12.16 11:00 | close | 34 | 0.10 | 1.45559 | 0.00000 | 0.00000 | 81.46 | 9967.86 |
69 | 2009.12.16 11:00 | buy | 35 | 0.10 | 1.45559 | 0.00000 | 0.00000 | ||
70 | 2009.12.16 19:00 | close | 35 | 0.10 | 1.45366 | 0.00000 | 0.00000 | -19.30 | 9948.56 |
71 | 2009.12.16 19:00 | sell | 36 | 0.10 | 1.45366 | 0.00000 | 0.00000 | ||
72 | 2009.12.18 05:00 | close | 36 | 0.10 | 1.43916 | 0.00000 | 0.00000 | 144.84 | 10093.40 |
73 | 2009.12.18 05:00 | buy | 37 | 0.10 | 1.43916 | 0.00000 | 0.00000 | ||
74 | 2009.12.18 14:00 | close | 37 | 0.10 | 1.43356 | 0.00000 | 0.00000 | -56.00 | 10037.40 |
75 | 2009.12.18 14:00 | sell | 38 | 0.10 | 1.43356 | 0.00000 | 0.00000 | ||
76 | 2009.12.21 05:00 | close | 38 | 0.10 | 1.43536 | 0.00000 | 0.00000 | -18.04 | 10019.36 |
77 | 2009.12.21 05:00 | buy | 39 | 0.10 | 1.43536 | 0.00000 | 0.00000 | ||
78 | 2009.12.21 07:00 | close | 39 | 0.10 | 1.43361 | 0.00000 | 0.00000 | -17.50 | 10001.86 |
79 | 2009.12.21 07:00 | sell | 40 | 0.10 | 1.43361 | 0.00000 | 0.00000 | ||
80 | 2009.12.21 13:00 | close | 40 | 0.10 | 1.43432 | 0.00000 | 0.00000 | -7.10 | 9994.76 |
81 | 2009.12.21 13:00 | buy | 41 | 0.10 | 1.43432 | 0.00000 | 0.00000 | ||
82 | 2009.12.21 16:00 | close | 41 | 0.10 | 1.43332 | 0.00000 | 0.00000 | -10.00 | 9984.76 |
83 | 2009.12.21 16:00 | sell | 42 | 0.10 | 1.43332 | 0.00000 | 0.00000 | ||
84 | 2009.12.22 10:00 | close | 42 | 0.10 | 1.43218 | 0.00000 | 0.00000 | 11.36 | 9996.12 |
85 | 2009.12.22 10:00 | buy | 43 | 0.10 | 1.43218 | 0.00000 | 0.00000 | ||
86 | 2009.12.22 12:00 | close | 43 | 0.10 | 1.43078 | 0.00000 | 0.00000 | -14.00 | 9982.12 |
87 | 2009.12.22 12:00 | sell | 44 | 0.10 | 1.43078 | 0.00000 | 0.00000 | ||
88 | 2009.12.22 15:00 | close | 44 | 0.10 | 1.43101 | 0.00000 | 0.00000 | -2.30 | 9979.82 |
89 | 2009.12.22 15:00 | buy | 45 | 0.10 | 1.43101 | 0.00000 | 0.00000 | ||
90 | 2009.12.22 16:00 | close | 45 | 0.10 | 1.42820 | 0.00000 | 0.00000 | -28.10 | 9951.72 |
91 | 2009.12.22 16:00 | sell | 46 | 0.10 | 1.42820 | 0.00000 | 0.00000 | ||
92 | 2009.12.23 14:00 | close | 46 | 0.10 | 1.42817 | 0.00000 | 0.00000 | 0.26 | 9951.98 |
93 | 2009.12.23 14:00 | buy | 47 | 0.10 | 1.42817 | 0.00000 | 0.00000 | ||
94 | 2009.12.28 19:00 | close | 47 | 0.10 | 1.43829 | 0.00000 | 0.00000 | 101.30 | 10053.28 |
95 | 2009.12.28 19:00 | sell | 48 | 0.10 | 1.43829 | 0.00000 | 0.00000 | ||
96 | 2009.12.28 20:00 | close | 48 | 0.10 | 1.43918 | 0.00000 | 0.00000 | -8.90 | 10044.38 |
97 | 2009.12.28 20:00 | buy | 49 | 0.10 | 1.43918 | 0.00000 | 0.00000 | ||
98 | 2009.12.28 21:00 | close | 49 | 0.10 | 1.43831 | 0.00000 | 0.00000 | -8.70 | 10035.68 |
99 | 2009.12.28 21:00 | sell | 50 | 0.10 | 1.43831 | 0.00000 | 0.00000 | ||
100 | 2009.12.29 09:00 | close | 50 | 0.10 | 1.44178 | 0.00000 | 0.00000 | -34.74 | 10000.94 |
101 | 2009.12.29 09:00 | buy | 51 | 0.10 | 1.44178 | 0.00000 | 0.00000 | ||
102 | 2009.12.29 18:00 | close | 51 | 0.10 | 1.43539 | 0.00000 | 0.00000 | -63.90 | 9937.04 |
103 | 2009.12.29 18:00 | sell | 52 | 0.10 | 1.43539 | 0.00000 | 0.00000 | ||
104 | 2009.12.30 23:00 | close | 52 | 0.10 | 1.43392 | 0.00000 | 0.00000 | 14.66 | 9951.70 |
105 | 2009.12.30 23:00 | buy | 53 | 0.10 | 1.43392 | 0.00000 | 0.00000 | ||
106 | 2009.12.31 17:00 | close | 53 | 0.10 | 1.43465 | 0.00000 | 0.00000 | 7.36 | 9959.06 |
107 | 2009.12.31 17:00 | sell | 54 | 0.10 | 1.43465 | 0.00000 | 0.00000 | ||
108 | 2010.01.04 11:00 | close | 54 | 0.10 | 1.43949 | 0.00000 | 0.00000 | -48.48 | 9910.58 |
109 | 2010.01.04 11:00 | buy | 55 | 0.10 | 1.43949 | 0.00000 | 0.00000 | ||
110 | 2010.01.05 16:00 | close | 55 | 0.10 | 1.44036 | 0.00000 | 0.00000 | 8.72 | 9919.30 |
111 | 2010.01.05 16:00 | sell | 56 | 0.10 | 1.44036 | 0.00000 | 0.00000 | ||
112 | 2010.01.06 17:00 | close | 56 | 0.10 | 1.43883 | 0.00000 | 0.00000 | 15.26 | 9934.56 |
113 | 2010.01.06 17:00 | buy | 57 | 0.10 | 1.43883 | 0.00000 | 0.00000 | ||
114 | 2010.01.07 08:00 | close | 57 | 0.10 | 1.43678 | 0.00000 | 0.00000 | -20.44 | 9914.12 |
115 | 2010.01.07 08:00 | sell | 58 | 0.10 | 1.43678 | 0.00000 | 0.00000 | ||
116 | 2010.01.07 09:00 | close | 58 | 0.10 | 1.43881 | 0.00000 | 0.00000 | -20.30 | 9893.82 |
117 | 2010.01.07 09:00 | buy | 59 | 0.10 | 1.43881 | 0.00000 | 0.00000 | ||
118 | 2010.01.07 10:00 | close | 59 | 0.10 | 1.43627 | 0.00000 | 0.00000 | -25.40 | 9868.42 |
119 | 2010.01.07 10:00 | sell | 60 | 0.10 | 1.43627 | 0.00000 | 0.00000 | ||
120 | 2010.01.08 15:00 | close | 60 | 0.10 | 1.44037 | 0.00000 | 0.00000 | -41.04 | 9827.38 |
121 | 2010.01.08 15:00 | buy | 61 | 0.10 | 1.44037 | 0.00000 | 0.00000 | ||
122 | 2010.01.12 02:00 | close | 61 | 0.10 | 1.44885 | 0.00000 | 0.00000 | 84.84 | 9912.22 |
123 | 2010.01.12 02:00 | sell | 62 | 0.10 | 1.44885 | 0.00000 | 0.00000 | ||
124 | 2010.01.12 16:00 | close | 62 | 0.10 | 1.45088 | 0.00000 | 0.00000 | -20.30 | 9891.92 |
125 | 2010.01.12 16:00 | buy | 63 | 0.10 | 1.45088 | 0.00000 | 0.00000 | ||
126 | 2010.01.12 20:00 | close | 63 | 0.10 | 1.44970 | 0.00000 | 0.00000 | -11.80 | 9880.12 |
127 | 2010.01.12 20:00 | sell | 64 | 0.10 | 1.44970 | 0.00000 | 0.00000 | ||
128 | 2010.01.13 08:00 | close | 64 | 0.10 | 1.45035 | 0.00000 | 0.00000 | -6.54 | 9873.58 |
129 | 2010.01.13 08:00 | buy | 65 | 0.10 | 1.45035 | 0.00000 | 0.00000 | ||
130 | 2010.01.13 09:00 | close | 65 | 0.10 | 1.44838 | 0.00000 | 0.00000 | -19.70 | 9853.88 |
131 | 2010.01.13 09:00 | sell | 66 | 0.10 | 1.44838 | 0.00000 | 0.00000 | ||
132 | 2010.01.13 11:00 | close | 66 | 0.10 | 1.45014 | 0.00000 | 0.00000 | -17.60 | 9836.28 |
133 | 2010.01.13 11:00 | buy | 67 | 0.10 | 1.45014 | 0.00000 | 0.00000 | ||
134 | 2010.01.13 18:00 | close | 67 | 0.10 | 1.44908 | 0.00000 | 0.00000 | -10.60 | 9825.68 |
135 | 2010.01.13 18:00 | sell | 68 | 0.10 | 1.44908 | 0.00000 | 0.00000 | ||
136 | 2010.01.13 19:00 | close | 68 | 0.10 | 1.45053 | 0.00000 | 0.00000 | -14.50 | 9811.18 |
137 | 2010.01.13 19:00 | buy | 69 | 0.10 | 1.45053 | 0.00000 | 0.00000 | ||
138 | 2010.01.14 00:00 | close | 69 | 0.10 | 1.44990 | 0.00000 | 0.00000 | -6.24 | 9804.94 |
139 | 2010.01.14 00:00 | sell | 70 | 0.10 | 1.44990 | 0.00000 | 0.00000 | ||
140 | 2010.01.14 01:00 | close | 70 | 0.10 | 1.45234 | 0.00000 | 0.00000 | -24.40 | 9780.54 |
141 | 2010.01.14 01:00 | buy | 71 | 0.10 | 1.45234 | 0.00000 | 0.00000 | ||
142 | 2010.01.14 11:00 | close | 71 | 0.10 | 1.45048 | 0.00000 | 0.00000 | -18.60 | 9761.94 |
143 | 2010.01.14 11:00 | sell | 72 | 0.10 | 1.45048 | 0.00000 | 0.00000 | ||
144 | 2010.01.15 22:57 | close at stop | 72 | 0.10 | 1.43854 | 0.00000 | 0.00000 | 119.36 | 9881.30 |