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 | expName=""Anubis""; Lots=1; CCIthres=80; CCIPeriod=11; Stoploss=100; breakeven=65; M_FastEMA=20; M_ShowEMA=50; M_Signal=2; RFactor=0.6; closeK=2; thres=28; stdK=2.9; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -161.40 | Gross profit | 1478.60 | Gross loss | -1640.00 |
| Profit factor | 0.90 | Expected payoff | -5.04 | ||
| Absolute drawdown | 236.60 | Maximal drawdown | 1074.00 (9.85%) | Relative drawdown | 9.85% (1074.00) |
| Total trades | 32 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 23 (26.09%) |
| Profit trades (% of total) | 8 (25.00%) | Loss trades (% of total) | 24 (75.00%) | ||
| Largest | profit trade | 825.60 | loss trade | -100.00 | |
| Average | profit trade | 184.82 | loss trade | -68.33 | |
| Maximum | consecutive wins (profit in money) | 3 (113.00) | consecutive losses (loss in money) | 9 (-580.00) | |
| Maximal | consecutive profit (count of wins) | 825.60 (1) | consecutive loss (count of losses) | -580.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 18:00 | sell | 1 | 1.00 | 1.50984 | 1.51084 | 1.49310 | ||
| 2 | 2009.12.01 18:20 | s/l | 1 | 1.00 | 1.51084 | 1.51084 | 1.49310 | -100.00 | 9900.00 |
| 3 | 2009.12.01 20:00 | sell | 2 | 0.60 | 1.51092 | 1.51192 | 1.49419 | ||
| 4 | 2009.12.01 21:00 | modify | 2 | 0.60 | 1.51092 | 1.51092 | 1.49419 | ||
| 5 | 2009.12.02 09:00 | close | 2 | 0.60 | 1.50876 | 1.51092 | 1.49419 | 129.00 | 10029.00 |
| 6 | 2009.12.03 10:00 | sell | 3 | 1.00 | 1.51086 | 1.51186 | 1.49457 | ||
| 7 | 2009.12.03 10:50 | s/l | 3 | 1.00 | 1.51186 | 1.51186 | 1.49457 | -100.00 | 9929.00 |
| 8 | 2009.12.03 13:00 | sell | 4 | 0.60 | 1.51224 | 1.51324 | 1.49561 | ||
| 9 | 2009.12.03 14:32 | s/l | 4 | 0.60 | 1.51324 | 1.51324 | 1.49561 | -60.00 | 9869.00 |
| 10 | 2009.12.07 14:00 | buy | 5 | 0.60 | 1.47925 | 1.47825 | 1.50116 | ||
| 11 | 2009.12.07 14:07 | s/l | 5 | 0.60 | 1.47825 | 1.47825 | 1.50116 | -60.00 | 9809.00 |
| 12 | 2009.12.11 14:00 | sell | 6 | 0.60 | 1.47628 | 1.47728 | 1.45157 | ||
| 13 | 2009.12.11 15:00 | modify | 6 | 0.60 | 1.47628 | 1.47628 | 1.45157 | ||
| 14 | 2009.12.11 19:00 | buy | 7 | 0.60 | 1.46252 | 1.46152 | 1.48241 | ||
| 15 | 2009.12.11 19:00 | close | 6 | 0.60 | 1.46252 | 1.47628 | 1.45157 | 825.60 | 10634.60 |
| 16 | 2009.12.11 19:10 | s/l | 7 | 0.60 | 1.46152 | 1.46152 | 1.48241 | -60.00 | 10574.60 |
| 17 | 2009.12.15 13:00 | buy | 8 | 0.60 | 1.45483 | 1.45383 | 1.47019 | ||
| 18 | 2009.12.15 13:15 | s/l | 8 | 0.60 | 1.45383 | 1.45383 | 1.47019 | -60.00 | 10514.60 |
| 19 | 2009.12.15 19:00 | buy | 9 | 0.60 | 1.45208 | 1.45108 | 1.46751 | ||
| 20 | 2009.12.15 19:20 | s/l | 9 | 0.60 | 1.45108 | 1.45108 | 1.46751 | -60.00 | 10454.60 |
| 21 | 2009.12.17 10:00 | buy | 10 | 0.60 | 1.43944 | 1.43844 | 1.46314 | ||
| 22 | 2009.12.17 10:02 | s/l | 10 | 0.60 | 1.43844 | 1.43844 | 1.46314 | -60.00 | 10394.60 |
| 23 | 2009.12.17 15:00 | buy | 11 | 0.60 | 1.43486 | 1.43386 | 1.46043 | ||
| 24 | 2009.12.17 16:00 | modify | 11 | 0.60 | 1.43486 | 1.43486 | 1.46043 | ||
| 25 | 2009.12.17 16:50 | s/l | 11 | 0.60 | 1.43486 | 1.43486 | 1.46043 | 0.00 | 10394.60 |
| 26 | 2009.12.21 11:00 | buy | 12 | 1.00 | 1.43219 | 1.43119 | 1.46683 | ||
| 27 | 2009.12.21 12:00 | modify | 12 | 1.00 | 1.43219 | 1.43219 | 1.46683 | ||
| 28 | 2009.12.21 16:00 | close | 12 | 1.00 | 1.43332 | 1.43219 | 1.46683 | 113.00 | 10507.60 |
| 29 | 2009.12.22 00:00 | buy | 13 | 1.00 | 1.42750 | 1.42650 | 1.46026 | ||
| 30 | 2009.12.22 01:00 | modify | 13 | 1.00 | 1.42750 | 1.42750 | 1.46026 | ||
| 31 | 2009.12.22 01:37 | s/l | 13 | 1.00 | 1.42750 | 1.42750 | 1.46026 | 0.00 | 10507.60 |
| 32 | 2009.12.23 08:00 | buy | 14 | 1.00 | 1.42546 | 1.42446 | 1.45229 | ||
| 33 | 2009.12.23 09:07 | s/l | 14 | 1.00 | 1.42446 | 1.42446 | 1.45229 | -100.00 | 10407.60 |
| 34 | 2009.12.23 10:00 | buy | 15 | 0.60 | 1.42540 | 1.42440 | 1.45223 | ||
| 35 | 2009.12.23 10:07 | s/l | 15 | 0.60 | 1.42440 | 1.42440 | 1.45223 | -60.00 | 10347.60 |
| 36 | 2009.12.30 00:00 | buy | 16 | 0.60 | 1.43512 | 1.43412 | 1.45102 | ||
| 37 | 2009.12.30 00:46 | s/l | 16 | 0.60 | 1.43412 | 1.43412 | 1.45102 | -60.00 | 10287.60 |
| 38 | 2009.12.30 18:00 | buy | 17 | 0.60 | 1.43159 | 1.43059 | 1.44663 | ||
| 39 | 2009.12.30 19:00 | modify | 17 | 0.60 | 1.43159 | 1.43159 | 1.44663 | ||
| 40 | 2009.12.31 05:00 | close | 17 | 0.60 | 1.43640 | 1.43159 | 1.44663 | 287.70 | 10575.30 |
| 41 | 2009.12.31 13:00 | sell | 18 | 1.00 | 1.43974 | 1.44074 | 1.42677 | ||
| 42 | 2009.12.31 13:15 | s/l | 18 | 1.00 | 1.44074 | 1.44074 | 1.42677 | -100.00 | 10475.30 |
| 43 | 2010.01.06 04:00 | buy | 19 | 0.60 | 1.43574 | 1.43474 | 1.44868 | ||
| 44 | 2010.01.06 06:20 | s/l | 19 | 0.60 | 1.43474 | 1.43474 | 1.44868 | -60.00 | 10415.30 |
| 45 | 2010.01.07 15:00 | buy | 20 | 0.60 | 1.43338 | 1.43238 | 1.44601 | ||
| 46 | 2010.01.07 15:07 | s/l | 20 | 0.60 | 1.43238 | 1.43238 | 1.44601 | -60.00 | 10355.30 |
| 47 | 2010.01.07 17:00 | buy | 21 | 0.60 | 1.43271 | 1.43171 | 1.44528 | ||
| 48 | 2010.01.07 17:15 | s/l | 21 | 0.60 | 1.43171 | 1.43171 | 1.44528 | -60.00 | 10295.30 |
| 49 | 2010.01.11 10:00 | sell | 22 | 0.60 | 1.45183 | 1.45283 | 1.43667 | ||
| 50 | 2010.01.11 10:02 | s/l | 22 | 0.60 | 1.45283 | 1.45283 | 1.43667 | -60.00 | 10235.30 |
| 51 | 2010.01.11 18:00 | sell | 23 | 0.60 | 1.45339 | 1.45439 | 1.43599 | ||
| 52 | 2010.01.11 18:02 | s/l | 23 | 0.60 | 1.45439 | 1.45439 | 1.43599 | -60.00 | 10175.30 |
| 53 | 2010.01.13 00:00 | buy | 24 | 0.60 | 1.44929 | 1.44829 | 1.47268 | ||
| 54 | 2010.01.13 00:40 | s/l | 24 | 0.60 | 1.44829 | 1.44829 | 1.47268 | -60.00 | 10115.30 |
| 55 | 2010.01.13 03:00 | buy | 25 | 0.60 | 1.44772 | 1.44672 | 1.47111 | ||
| 56 | 2010.01.13 04:02 | s/l | 25 | 0.60 | 1.44672 | 1.44672 | 1.47111 | -60.00 | 10055.30 |
| 57 | 2010.01.14 05:00 | sell | 26 | 0.60 | 1.45370 | 1.45470 | 1.42937 | ||
| 58 | 2010.01.14 06:45 | s/l | 26 | 0.60 | 1.45470 | 1.45470 | 1.42937 | -60.00 | 9995.30 |
| 59 | 2010.01.14 18:00 | buy | 27 | 0.60 | 1.44787 | 1.44687 | 1.47226 | ||
| 60 | 2010.01.14 19:00 | modify | 27 | 0.60 | 1.44787 | 1.44787 | 1.47226 | ||
| 61 | 2010.01.15 01:00 | close | 27 | 0.60 | 1.44993 | 1.44787 | 1.47226 | 123.30 | 10118.60 |
| 62 | 2010.01.15 07:00 | buy | 28 | 1.00 | 1.44348 | 1.44248 | 1.46336 | ||
| 63 | 2010.01.15 07:20 | s/l | 28 | 1.00 | 1.44248 | 1.44248 | 1.46336 | -100.00 | 10018.60 |
| 64 | 2010.01.15 08:00 | buy | 29 | 0.60 | 1.44273 | 1.44173 | 1.46065 | ||
| 65 | 2010.01.15 08:20 | s/l | 29 | 0.60 | 1.44173 | 1.44173 | 1.46065 | -60.00 | 9958.60 |
| 66 | 2010.01.15 10:00 | buy | 30 | 0.60 | 1.44093 | 1.43993 | 1.45885 | ||
| 67 | 2010.01.15 11:15 | s/l | 30 | 0.60 | 1.43993 | 1.43993 | 1.45885 | -60.00 | 9898.60 |
| 68 | 2010.01.15 13:00 | buy | 31 | 0.60 | 1.43867 | 1.43767 | 1.45439 | ||
| 69 | 2010.01.15 13:02 | s/l | 31 | 0.60 | 1.43767 | 1.43767 | 1.45439 | -60.00 | 9838.60 |
| 70 | 2010.01.15 17:00 | buy | 32 | 0.60 | 1.43690 | 1.43590 | 1.45037 | ||
| 71 | 2010.01.15 19:00 | modify | 32 | 0.60 | 1.43690 | 1.43690 | 1.45037 | ||
| 72 | 2010.01.15 20:15 | s/l | 32 | 0.60 | 1.43690 | 1.43690 | 1.45037 | 0.00 | 9838.60 |