Strategy Tester Report
AC+AO ea v3
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=1; StopLoss=150; UseTakeProfit=0; TakeProfit=300; UseTrailingStop=0; TrailingStop=55; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4701.30 | Gross profit | 2255.60 | Gross loss | -6956.90 |
Profit factor | 0.32 | Expected payoff | -67.16 | ||
Absolute drawdown | 4756.30 | Maximal drawdown | 5126.30 (49.43%) | Relative drawdown | 49.43% (5126.30) |
Total trades | 70 | Short positions (won %) | 32 (25.00%) | Long positions (won %) | 38 (21.05%) |
Profit trades (% of total) | 16 (22.86%) | Loss trades (% of total) | 54 (77.14%) | ||
Largest | profit trade | 436.10 | loss trade | -150.90 | |
Average | profit trade | 140.97 | loss trade | -128.83 | |
Maximum | consecutive wins (profit in money) | 3 (410.00) | consecutive losses (loss in money) | 15 (-1840.50) | |
Maximal | consecutive profit (count of wins) | 544.00 (2) | consecutive loss (count of losses) | -1840.50 (15) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 1.00 | 1.50157 | 1.50307 | 0.00000 | ||
2 | 2009.12.01 05:00 | close | 1 | 1.00 | 1.50162 | 1.50307 | 0.00000 | -5.00 | 9995.00 |
3 | 2009.12.01 06:00 | sell | 2 | 1.00 | 1.50102 | 1.50252 | 0.00000 | ||
4 | 2009.12.01 08:05 | s/l | 2 | 1.00 | 1.50252 | 1.50252 | 0.00000 | -150.00 | 9845.00 |
5 | 2009.12.01 09:00 | buy | 3 | 1.00 | 1.50291 | 1.50141 | 0.00000 | ||
6 | 2009.12.01 14:00 | close | 3 | 1.00 | 1.50608 | 1.50141 | 0.00000 | 317.00 | 10162.00 |
7 | 2009.12.01 18:00 | buy | 4 | 1.00 | 1.51008 | 1.50858 | 0.00000 | ||
8 | 2009.12.01 20:00 | close | 4 | 1.00 | 1.51092 | 1.50858 | 0.00000 | 84.00 | 10246.00 |
9 | 2009.12.02 07:00 | sell | 5 | 1.00 | 1.50887 | 1.51037 | 0.00000 | ||
10 | 2009.12.02 08:00 | close | 5 | 1.00 | 1.50878 | 1.51037 | 0.00000 | 9.00 | 10255.00 |
11 | 2009.12.02 09:00 | sell | 6 | 1.00 | 1.50867 | 1.51017 | 0.00000 | ||
12 | 2009.12.02 09:20 | s/l | 6 | 1.00 | 1.51017 | 1.51017 | 0.00000 | -150.00 | 10105.00 |
13 | 2009.12.02 15:00 | sell | 7 | 1.00 | 1.50750 | 1.50900 | 0.00000 | ||
14 | 2009.12.02 16:20 | s/l | 7 | 1.00 | 1.50900 | 1.50900 | 0.00000 | -150.00 | 9955.00 |
15 | 2009.12.03 11:00 | buy | 8 | 1.00 | 1.51188 | 1.51038 | 0.00000 | ||
16 | 2009.12.03 14:00 | close | 8 | 1.00 | 1.51262 | 1.51038 | 0.00000 | 74.00 | 10029.00 |
17 | 2009.12.03 23:00 | sell | 9 | 1.00 | 1.50510 | 1.50660 | 0.00000 | ||
18 | 2009.12.04 00:20 | s/l | 9 | 1.00 | 1.50660 | 1.50660 | 0.00000 | -150.90 | 9878.10 |
19 | 2009.12.08 02:00 | buy | 10 | 1.00 | 1.48570 | 1.48420 | 0.00000 | ||
20 | 2009.12.08 03:10 | s/l | 10 | 1.00 | 1.48420 | 1.48420 | 0.00000 | -150.00 | 9728.10 |
21 | 2009.12.08 13:00 | sell | 11 | 1.00 | 1.47935 | 1.48085 | 0.00000 | ||
22 | 2009.12.08 13:20 | s/l | 11 | 1.00 | 1.48085 | 1.48085 | 0.00000 | -150.00 | 9578.10 |
23 | 2009.12.08 21:00 | sell | 12 | 1.00 | 1.46822 | 1.46972 | 0.00000 | ||
24 | 2009.12.08 21:10 | s/l | 12 | 1.00 | 1.46972 | 1.46972 | 0.00000 | -150.00 | 9428.10 |
25 | 2009.12.09 11:00 | buy | 13 | 1.00 | 1.47562 | 1.47412 | 0.00000 | ||
26 | 2009.12.09 13:20 | s/l | 13 | 1.00 | 1.47412 | 1.47412 | 0.00000 | -150.00 | 9278.10 |
27 | 2009.12.09 21:00 | buy | 14 | 1.00 | 1.47178 | 1.47028 | 0.00000 | ||
28 | 2009.12.10 03:00 | close | 14 | 1.00 | 1.47349 | 1.47028 | 0.00000 | 169.50 | 9447.60 |
29 | 2009.12.10 10:00 | sell | 15 | 1.00 | 1.47187 | 1.47337 | 0.00000 | ||
30 | 2009.12.10 11:00 | close | 15 | 1.00 | 1.47140 | 1.47337 | 0.00000 | 47.00 | 9494.60 |
31 | 2009.12.10 17:00 | sell | 16 | 1.00 | 1.47195 | 1.47345 | 0.00000 | ||
32 | 2009.12.10 20:20 | s/l | 16 | 1.00 | 1.47345 | 1.47345 | 0.00000 | -150.00 | 9344.60 |
33 | 2009.12.10 22:00 | buy | 17 | 1.00 | 1.47324 | 1.47174 | 0.00000 | ||
34 | 2009.12.11 02:00 | close | 17 | 1.00 | 1.47317 | 1.47174 | 0.00000 | -7.50 | 9337.10 |
35 | 2009.12.14 06:00 | buy | 18 | 1.00 | 1.46611 | 1.46461 | 0.00000 | ||
36 | 2009.12.14 11:00 | close | 18 | 1.00 | 1.46667 | 1.46461 | 0.00000 | 56.00 | 9393.10 |
37 | 2009.12.14 23:00 | buy | 19 | 1.00 | 1.46590 | 1.46440 | 0.00000 | ||
38 | 2009.12.14 23:50 | s/l | 19 | 1.00 | 1.46440 | 1.46440 | 0.00000 | -150.00 | 9243.10 |
39 | 2009.12.15 19:00 | sell | 20 | 1.00 | 1.45199 | 1.45349 | 0.00000 | ||
40 | 2009.12.15 20:50 | s/l | 20 | 1.00 | 1.45349 | 1.45349 | 0.00000 | -150.00 | 9093.10 |
41 | 2009.12.15 23:00 | buy | 21 | 1.00 | 1.45394 | 1.45244 | 0.00000 | ||
42 | 2009.12.16 01:20 | s/l | 21 | 1.00 | 1.45244 | 1.45244 | 0.00000 | -150.50 | 8942.60 |
43 | 2009.12.16 08:00 | buy | 22 | 1.00 | 1.45530 | 1.45380 | 0.00000 | ||
44 | 2009.12.16 08:20 | s/l | 22 | 1.00 | 1.45380 | 1.45380 | 0.00000 | -150.00 | 8792.60 |
45 | 2009.12.16 11:00 | buy | 23 | 1.00 | 1.45572 | 1.45422 | 0.00000 | ||
46 | 2009.12.16 14:20 | s/l | 23 | 1.00 | 1.45422 | 1.45422 | 0.00000 | -150.00 | 8642.60 |
47 | 2009.12.17 04:00 | sell | 24 | 1.00 | 1.44311 | 1.44461 | 0.00000 | ||
48 | 2009.12.17 08:00 | close | 24 | 1.00 | 1.44159 | 1.44461 | 0.00000 | 152.00 | 8794.60 |
49 | 2009.12.17 12:00 | sell | 25 | 1.00 | 1.43419 | 1.43569 | 0.00000 | ||
50 | 2009.12.17 12:15 | s/l | 25 | 1.00 | 1.43569 | 1.43569 | 0.00000 | -150.00 | 8644.60 |
51 | 2009.12.17 16:00 | buy | 26 | 1.00 | 1.43588 | 1.43438 | 0.00000 | ||
52 | 2009.12.17 16:50 | s/l | 26 | 1.00 | 1.43438 | 1.43438 | 0.00000 | -150.00 | 8494.60 |
53 | 2009.12.17 19:00 | sell | 27 | 1.00 | 1.43331 | 1.43481 | 0.00000 | ||
54 | 2009.12.17 19:50 | s/l | 27 | 1.00 | 1.43481 | 1.43481 | 0.00000 | -150.00 | 8344.60 |
55 | 2009.12.17 20:00 | buy | 28 | 1.00 | 1.43443 | 1.43293 | 0.00000 | ||
56 | 2009.12.18 00:15 | s/l | 28 | 1.00 | 1.43293 | 1.43293 | 0.00000 | -150.50 | 8194.10 |
57 | 2009.12.18 04:00 | buy | 29 | 1.00 | 1.43810 | 1.43660 | 0.00000 | ||
58 | 2009.12.18 08:00 | close | 29 | 1.00 | 1.43744 | 1.43660 | 0.00000 | -66.00 | 8128.10 |
59 | 2009.12.18 12:00 | buy | 30 | 1.00 | 1.43907 | 1.43757 | 0.00000 | ||
60 | 2009.12.18 12:45 | s/l | 30 | 1.00 | 1.43757 | 1.43757 | 0.00000 | -150.00 | 7978.10 |
61 | 2009.12.21 06:00 | buy | 31 | 1.00 | 1.43520 | 1.43370 | 0.00000 | ||
62 | 2009.12.21 06:50 | s/l | 31 | 1.00 | 1.43370 | 1.43370 | 0.00000 | -150.00 | 7828.10 |
63 | 2009.12.21 08:00 | buy | 32 | 1.00 | 1.43364 | 1.43214 | 0.00000 | ||
64 | 2009.12.21 09:00 | close | 32 | 1.00 | 1.43236 | 1.43214 | 0.00000 | -128.00 | 7700.10 |
65 | 2009.12.22 09:00 | buy | 33 | 1.00 | 1.43091 | 1.42941 | 0.00000 | ||
66 | 2009.12.22 12:00 | close | 33 | 1.00 | 1.43078 | 1.42941 | 0.00000 | -13.00 | 7687.10 |
67 | 2009.12.23 03:00 | buy | 34 | 1.00 | 1.42740 | 1.42590 | 0.00000 | ||
68 | 2009.12.23 03:45 | s/l | 34 | 1.00 | 1.42590 | 1.42590 | 0.00000 | -150.00 | 7537.10 |
69 | 2009.12.23 10:00 | buy | 35 | 1.00 | 1.42555 | 1.42405 | 0.00000 | ||
70 | 2009.12.23 10:50 | s/l | 35 | 1.00 | 1.42405 | 1.42405 | 0.00000 | -150.00 | 7387.10 |
71 | 2009.12.23 11:00 | sell | 36 | 1.00 | 1.42453 | 1.42603 | 0.00000 | ||
72 | 2009.12.23 12:00 | close | 36 | 1.00 | 1.42583 | 1.42603 | 0.00000 | -130.00 | 7257.10 |
73 | 2009.12.24 06:00 | sell | 37 | 1.00 | 1.43360 | 1.43510 | 0.00000 | ||
74 | 2009.12.24 07:10 | s/l | 37 | 1.00 | 1.43510 | 1.43510 | 0.00000 | -150.00 | 7107.10 |
75 | 2009.12.24 10:00 | sell | 38 | 1.00 | 1.43575 | 1.43725 | 0.00000 | ||
76 | 2009.12.24 10:20 | s/l | 38 | 1.00 | 1.43725 | 1.43725 | 0.00000 | -150.00 | 6957.10 |
77 | 2009.12.24 11:00 | buy | 39 | 1.00 | 1.43842 | 1.43692 | 0.00000 | ||
78 | 2009.12.24 15:00 | close | 39 | 1.00 | 1.43839 | 1.43692 | 0.00000 | -3.00 | 6954.10 |
79 | 2009.12.28 11:00 | buy | 40 | 1.00 | 1.43916 | 1.43766 | 0.00000 | ||
80 | 2009.12.28 16:00 | close | 40 | 1.00 | 1.43955 | 1.43766 | 0.00000 | 39.00 | 6993.10 |
81 | 2009.12.29 02:00 | sell | 41 | 1.00 | 1.43616 | 1.43766 | 0.00000 | ||
82 | 2009.12.29 03:00 | close | 41 | 1.00 | 1.43668 | 1.43766 | 0.00000 | -52.00 | 6941.10 |
83 | 2009.12.30 03:00 | sell | 42 | 1.00 | 1.43166 | 1.43316 | 0.00000 | ||
84 | 2009.12.30 06:00 | close | 42 | 1.00 | 1.43198 | 1.43316 | 0.00000 | -32.00 | 6909.10 |
85 | 2009.12.30 19:00 | buy | 43 | 1.00 | 1.43401 | 1.43251 | 0.00000 | ||
86 | 2009.12.30 23:37 | s/l | 43 | 1.00 | 1.43251 | 1.43251 | 0.00000 | -150.00 | 6759.10 |
87 | 2009.12.31 03:00 | buy | 44 | 1.00 | 1.43712 | 1.43562 | 0.00000 | ||
88 | 2009.12.31 06:00 | close | 44 | 1.00 | 1.43706 | 1.43562 | 0.00000 | -6.00 | 6753.10 |
89 | 2009.12.31 08:00 | buy | 45 | 1.00 | 1.44412 | 1.44262 | 0.00000 | ||
90 | 2009.12.31 08:16 | s/l | 45 | 1.00 | 1.44262 | 1.44262 | 0.00000 | -150.00 | 6603.10 |
91 | 2009.12.31 11:00 | buy | 46 | 1.00 | 1.44019 | 1.43869 | 0.00000 | ||
92 | 2009.12.31 12:00 | close | 46 | 1.00 | 1.44029 | 1.43869 | 0.00000 | 10.00 | 6613.10 |
93 | 2010.01.05 06:00 | buy | 47 | 1.00 | 1.44277 | 1.44127 | 0.00000 | ||
94 | 2010.01.05 09:45 | s/l | 47 | 1.00 | 1.44127 | 1.44127 | 0.00000 | -150.00 | 6463.10 |
95 | 2010.01.05 10:00 | sell | 48 | 1.00 | 1.44186 | 1.44336 | 0.00000 | ||
96 | 2010.01.05 10:20 | s/l | 48 | 1.00 | 1.44336 | 1.44336 | 0.00000 | -150.00 | 6313.10 |
97 | 2010.01.05 19:00 | sell | 49 | 1.00 | 1.43911 | 1.44061 | 0.00000 | ||
98 | 2010.01.05 22:00 | close | 49 | 1.00 | 1.43699 | 1.44061 | 0.00000 | 212.00 | 6525.10 |
99 | 2010.01.06 08:00 | sell | 50 | 1.00 | 1.43114 | 1.43264 | 0.00000 | ||
100 | 2010.01.06 08:40 | s/l | 50 | 1.00 | 1.43264 | 1.43264 | 0.00000 | -150.00 | 6375.10 |
101 | 2010.01.06 18:00 | buy | 51 | 1.00 | 1.44044 | 1.43894 | 0.00000 | ||
102 | 2010.01.06 18:20 | s/l | 51 | 1.00 | 1.43894 | 1.43894 | 0.00000 | -150.00 | 6225.10 |
103 | 2010.01.07 03:00 | buy | 52 | 1.00 | 1.44269 | 1.44119 | 0.00000 | ||
104 | 2010.01.07 03:10 | s/l | 52 | 1.00 | 1.44119 | 1.44119 | 0.00000 | -150.00 | 6075.10 |
105 | 2010.01.07 04:00 | sell | 53 | 1.00 | 1.44034 | 1.44184 | 0.00000 | ||
106 | 2010.01.07 10:00 | close | 53 | 1.00 | 1.43651 | 1.44184 | 0.00000 | 383.00 | 6458.10 |
107 | 2010.01.07 11:00 | sell | 54 | 1.00 | 1.43524 | 1.43674 | 0.00000 | ||
108 | 2010.01.07 13:00 | close | 54 | 1.00 | 1.43363 | 1.43674 | 0.00000 | 161.00 | 6619.10 |
109 | 2010.01.07 14:00 | sell | 55 | 1.00 | 1.43176 | 1.43326 | 0.00000 | ||
110 | 2010.01.07 14:50 | s/l | 55 | 1.00 | 1.43326 | 1.43326 | 0.00000 | -150.00 | 6469.10 |
111 | 2010.01.08 00:00 | sell | 56 | 1.00 | 1.43043 | 1.43193 | 0.00000 | ||
112 | 2010.01.08 00:50 | s/l | 56 | 1.00 | 1.43193 | 1.43193 | 0.00000 | -150.00 | 6319.10 |
113 | 2010.01.08 01:00 | buy | 57 | 1.00 | 1.43192 | 1.43042 | 0.00000 | ||
114 | 2010.01.08 01:32 | s/l | 57 | 1.00 | 1.43042 | 1.43042 | 0.00000 | -150.00 | 6169.10 |
115 | 2010.01.08 09:00 | buy | 58 | 1.00 | 1.43202 | 1.43052 | 0.00000 | ||
116 | 2010.01.08 11:45 | s/l | 58 | 1.00 | 1.43052 | 1.43052 | 0.00000 | -150.00 | 6019.10 |
117 | 2010.01.08 15:00 | buy | 59 | 1.00 | 1.44050 | 1.43900 | 0.00000 | ||
118 | 2010.01.08 15:15 | s/l | 59 | 1.00 | 1.43900 | 1.43900 | 0.00000 | -150.00 | 5869.10 |
119 | 2010.01.08 22:00 | buy | 60 | 1.00 | 1.44180 | 1.44030 | 0.00000 | ||
120 | 2010.01.11 00:00 | close | 60 | 1.00 | 1.44118 | 1.44030 | 0.00000 | -62.50 | 5806.60 |
121 | 2010.01.11 04:00 | buy | 61 | 1.00 | 1.45117 | 1.44967 | 0.00000 | ||
122 | 2010.01.11 05:50 | s/l | 61 | 1.00 | 1.44967 | 1.44967 | 0.00000 | -150.00 | 5656.60 |
123 | 2010.01.11 15:00 | sell | 62 | 1.00 | 1.45306 | 1.45456 | 0.00000 | ||
124 | 2010.01.11 16:50 | s/l | 62 | 1.00 | 1.45456 | 1.45456 | 0.00000 | -150.00 | 5506.60 |
125 | 2010.01.11 22:00 | sell | 63 | 1.00 | 1.45188 | 1.45338 | 0.00000 | ||
126 | 2010.01.12 05:00 | close | 63 | 1.00 | 1.44751 | 1.45338 | 0.00000 | 436.10 | 5942.70 |
127 | 2010.01.12 11:00 | sell | 64 | 1.00 | 1.44900 | 1.45050 | 0.00000 | ||
128 | 2010.01.12 11:15 | s/l | 64 | 1.00 | 1.45050 | 1.45050 | 0.00000 | -150.00 | 5792.70 |
129 | 2010.01.12 12:00 | buy | 65 | 1.00 | 1.45069 | 1.44919 | 0.00000 | ||
130 | 2010.01.12 12:10 | s/l | 65 | 1.00 | 1.44919 | 1.44919 | 0.00000 | -150.00 | 5642.70 |
131 | 2010.01.12 13:00 | sell | 66 | 1.00 | 1.44795 | 1.44945 | 0.00000 | ||
132 | 2010.01.12 13:20 | s/l | 66 | 1.00 | 1.44945 | 1.44945 | 0.00000 | -150.00 | 5492.70 |
133 | 2010.01.13 13:00 | buy | 67 | 1.00 | 1.45482 | 1.45332 | 0.00000 | ||
134 | 2010.01.13 16:10 | s/l | 67 | 1.00 | 1.45332 | 1.45332 | 0.00000 | -150.00 | 5342.70 |
135 | 2010.01.15 12:00 | sell | 68 | 1.00 | 1.43858 | 1.44008 | 0.00000 | ||
136 | 2010.01.15 15:00 | close | 68 | 1.00 | 1.43774 | 1.44008 | 0.00000 | 84.00 | 5426.70 |
137 | 2010.01.15 21:00 | sell | 69 | 1.00 | 1.43558 | 1.43708 | 0.00000 | ||
138 | 2010.01.15 21:15 | s/l | 69 | 1.00 | 1.43708 | 1.43708 | 0.00000 | -150.00 | 5276.70 |
139 | 2010.01.15 22:00 | buy | 70 | 1.00 | 1.43821 | 1.43671 | 0.00000 | ||
140 | 2010.01.15 22:57 | close at stop | 70 | 1.00 | 1.43843 | 1.43671 | 0.00000 | 22.00 | 5298.70 |