Strategy Tester Report
Lentiaika_demarka
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; sl=20; tp=30; TimePeriod=0; DemarkerPeriod=14; DemarkerUP=0.7; DemarkerDN=0.3; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -26.80 | Gross profit | 39.90 | Gross loss | -66.70 |
Profit factor | 0.60 | Expected payoff | -0.64 | ||
Absolute drawdown | 33.10 | Maximal drawdown | 33.20 (0.33%) | Relative drawdown | 0.33% (33.20) |
Total trades | 42 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 28 (50.00%) |
Profit trades (% of total) | 19 (45.24%) | Loss trades (% of total) | 23 (54.76%) | ||
Largest | profit trade | 2.10 | loss trade | -2.90 | |
Average | profit trade | 2.10 | loss trade | -2.90 | |
Maximum | consecutive wins (profit in money) | 3 (6.30) | consecutive losses (loss in money) | 5 (-14.50) | |
Maximal | consecutive profit (count of wins) | 6.30 (3) | consecutive loss (count of losses) | -14.50 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 00:00 | sell | 1 | 0.10 | 1.50748 | 1.50777 | 1.50727 | ||
2 | 2009.12.02 00:10 | s/l | 1 | 0.10 | 1.50777 | 1.50777 | 1.50727 | -2.90 | 9997.10 |
3 | 2009.12.02 23:00 | buy | 2 | 0.10 | 1.50445 | 1.50416 | 1.50466 | ||
4 | 2009.12.02 23:15 | t/p | 2 | 0.10 | 1.50466 | 1.50416 | 1.50466 | 2.10 | 9999.20 |
5 | 2009.12.03 01:00 | buy | 3 | 0.10 | 1.50674 | 1.50645 | 1.50695 | ||
6 | 2009.12.03 01:07 | s/l | 3 | 0.10 | 1.50645 | 1.50645 | 1.50695 | -2.90 | 9996.30 |
7 | 2009.12.03 15:00 | sell | 4 | 0.10 | 1.50890 | 1.50919 | 1.50869 | ||
8 | 2009.12.03 15:02 | s/l | 4 | 0.10 | 1.50919 | 1.50919 | 1.50869 | -2.90 | 9993.40 |
9 | 2009.12.04 06:00 | buy | 5 | 0.10 | 1.50580 | 1.50551 | 1.50601 | ||
10 | 2009.12.04 06:10 | s/l | 5 | 0.10 | 1.50551 | 1.50551 | 1.50601 | -2.90 | 9990.50 |
11 | 2009.12.07 06:00 | buy | 6 | 0.10 | 1.48879 | 1.48850 | 1.48900 | ||
12 | 2009.12.07 06:10 | t/p | 6 | 0.10 | 1.48900 | 1.48850 | 1.48900 | 2.10 | 9992.60 |
13 | 2009.12.07 12:00 | buy | 7 | 0.10 | 1.48089 | 1.48060 | 1.48110 | ||
14 | 2009.12.07 12:02 | t/p | 7 | 0.10 | 1.48110 | 1.48060 | 1.48110 | 2.10 | 9994.70 |
15 | 2009.12.07 17:00 | buy | 8 | 0.10 | 1.48286 | 1.48257 | 1.48307 | ||
16 | 2009.12.07 17:05 | s/l | 8 | 0.10 | 1.48257 | 1.48257 | 1.48307 | -2.90 | 9991.80 |
17 | 2009.12.08 11:00 | buy | 9 | 0.10 | 1.48454 | 1.48425 | 1.48475 | ||
18 | 2009.12.08 11:10 | t/p | 9 | 0.10 | 1.48475 | 1.48425 | 1.48475 | 2.10 | 9993.90 |
19 | 2009.12.09 07:00 | buy | 10 | 0.10 | 1.47305 | 1.47276 | 1.47326 | ||
20 | 2009.12.09 07:05 | s/l | 10 | 0.10 | 1.47276 | 1.47276 | 1.47326 | -2.90 | 9991.00 |
21 | 2009.12.09 10:00 | buy | 11 | 0.10 | 1.47436 | 1.47407 | 1.47457 | ||
22 | 2009.12.09 10:02 | t/p | 11 | 0.10 | 1.47457 | 1.47407 | 1.47457 | 2.10 | 9993.10 |
23 | 2009.12.11 15:00 | sell | 12 | 0.10 | 1.47070 | 1.47099 | 1.47049 | ||
24 | 2009.12.11 15:03 | s/l | 12 | 0.10 | 1.47099 | 1.47099 | 1.47049 | -2.90 | 9990.20 |
25 | 2009.12.14 07:00 | buy | 13 | 0.10 | 1.46766 | 1.46737 | 1.46787 | ||
26 | 2009.12.14 07:02 | s/l | 13 | 0.10 | 1.46737 | 1.46737 | 1.46787 | -2.90 | 9987.30 |
27 | 2009.12.16 00:00 | buy | 14 | 0.10 | 1.45376 | 1.45347 | 1.45397 | ||
28 | 2009.12.16 00:15 | t/p | 14 | 0.10 | 1.45397 | 1.45347 | 1.45397 | 2.10 | 9989.40 |
29 | 2009.12.16 08:00 | buy | 15 | 0.10 | 1.45515 | 1.45486 | 1.45536 | ||
30 | 2009.12.16 08:02 | t/p | 15 | 0.10 | 1.45536 | 1.45486 | 1.45536 | 2.10 | 9991.50 |
31 | 2009.12.17 21:00 | buy | 16 | 0.10 | 1.43512 | 1.43483 | 1.43533 | ||
32 | 2009.12.17 21:03 | t/p | 16 | 0.10 | 1.43533 | 1.43483 | 1.43533 | 2.10 | 9993.60 |
33 | 2009.12.18 00:00 | buy | 17 | 0.10 | 1.43501 | 1.43472 | 1.43522 | ||
34 | 2009.12.18 00:02 | s/l | 17 | 0.10 | 1.43472 | 1.43472 | 1.43522 | -2.90 | 9990.70 |
35 | 2009.12.18 19:00 | buy | 18 | 0.10 | 1.43129 | 1.43100 | 1.43150 | ||
36 | 2009.12.18 19:07 | t/p | 18 | 0.10 | 1.43150 | 1.43100 | 1.43150 | 2.10 | 9992.80 |
37 | 2009.12.18 21:00 | buy | 19 | 0.10 | 1.43206 | 1.43177 | 1.43227 | ||
38 | 2009.12.18 21:03 | t/p | 19 | 0.10 | 1.43227 | 1.43177 | 1.43227 | 2.10 | 9994.90 |
39 | 2009.12.22 07:00 | buy | 20 | 0.10 | 1.42953 | 1.42924 | 1.42974 | ||
40 | 2009.12.22 07:20 | s/l | 20 | 0.10 | 1.42924 | 1.42924 | 1.42974 | -2.90 | 9992.00 |
41 | 2009.12.22 13:00 | sell | 21 | 0.10 | 1.42810 | 1.42839 | 1.42789 | ||
42 | 2009.12.22 13:02 | s/l | 21 | 0.10 | 1.42839 | 1.42839 | 1.42789 | -2.90 | 9989.10 |
43 | 2009.12.23 01:00 | buy | 22 | 0.10 | 1.42550 | 1.42521 | 1.42571 | ||
44 | 2009.12.23 01:20 | s/l | 22 | 0.10 | 1.42521 | 1.42521 | 1.42571 | -2.90 | 9986.20 |
45 | 2009.12.24 07:00 | sell | 23 | 0.10 | 1.43432 | 1.43461 | 1.43411 | ||
46 | 2009.12.24 07:05 | s/l | 23 | 0.10 | 1.43461 | 1.43461 | 1.43411 | -2.90 | 9983.30 |
47 | 2009.12.24 16:00 | sell | 24 | 0.10 | 1.43651 | 1.43680 | 1.43630 | ||
48 | 2009.12.24 16:10 | s/l | 24 | 0.10 | 1.43680 | 1.43680 | 1.43630 | -2.90 | 9980.40 |
49 | 2009.12.29 07:00 | buy | 25 | 0.10 | 1.43724 | 1.43695 | 1.43745 | ||
50 | 2009.12.29 07:20 | t/p | 25 | 0.10 | 1.43745 | 1.43695 | 1.43745 | 2.10 | 9982.50 |
51 | 2009.12.29 18:00 | sell | 26 | 0.10 | 1.43539 | 1.43568 | 1.43518 | ||
52 | 2009.12.29 18:02 | s/l | 26 | 0.10 | 1.43568 | 1.43568 | 1.43518 | -2.90 | 9979.60 |
53 | 2009.12.30 08:00 | buy | 27 | 0.10 | 1.43406 | 1.43377 | 1.43427 | ||
54 | 2009.12.30 08:02 | s/l | 27 | 0.10 | 1.43377 | 1.43377 | 1.43427 | -2.90 | 9976.70 |
55 | 2009.12.31 16:00 | sell | 28 | 0.10 | 1.43688 | 1.43717 | 1.43667 | ||
56 | 2009.12.31 16:02 | t/p | 28 | 0.10 | 1.43667 | 1.43717 | 1.43667 | 2.10 | 9978.80 |
57 | 2010.01.04 11:00 | buy | 29 | 0.10 | 1.43947 | 1.43918 | 1.43968 | ||
58 | 2010.01.04 11:02 | t/p | 29 | 0.10 | 1.43968 | 1.43918 | 1.43968 | 2.10 | 9980.90 |
59 | 2010.01.05 04:00 | sell | 30 | 0.10 | 1.44142 | 1.44171 | 1.44121 | ||
60 | 2010.01.05 04:10 | s/l | 30 | 0.10 | 1.44171 | 1.44171 | 1.44121 | -2.90 | 9978.00 |
61 | 2010.01.05 10:00 | sell | 31 | 0.10 | 1.44186 | 1.44215 | 1.44165 | ||
62 | 2010.01.05 10:07 | t/p | 31 | 0.10 | 1.44165 | 1.44215 | 1.44165 | 2.10 | 9980.10 |
63 | 2010.01.06 11:00 | buy | 32 | 0.10 | 1.43780 | 1.43751 | 1.43801 | ||
64 | 2010.01.06 11:05 | s/l | 32 | 0.10 | 1.43751 | 1.43751 | 1.43801 | -2.90 | 9977.20 |
65 | 2010.01.07 07:00 | sell | 33 | 0.10 | 1.43902 | 1.43931 | 1.43881 | ||
66 | 2010.01.07 07:07 | s/l | 33 | 0.10 | 1.43931 | 1.43931 | 1.43881 | -2.90 | 9974.30 |
67 | 2010.01.08 02:00 | buy | 34 | 0.10 | 1.43172 | 1.43143 | 1.43193 | ||
68 | 2010.01.08 02:02 | s/l | 34 | 0.10 | 1.43143 | 1.43143 | 1.43193 | -2.90 | 9971.40 |
69 | 2010.01.08 09:00 | buy | 35 | 0.10 | 1.43187 | 1.43158 | 1.43208 | ||
70 | 2010.01.08 09:02 | s/l | 35 | 0.10 | 1.43158 | 1.43158 | 1.43208 | -2.90 | 9968.50 |
71 | 2010.01.11 15:00 | sell | 36 | 0.10 | 1.45306 | 1.45335 | 1.45285 | ||
72 | 2010.01.11 15:03 | t/p | 36 | 0.10 | 1.45285 | 1.45335 | 1.45285 | 2.10 | 9970.60 |
73 | 2010.01.12 09:00 | buy | 37 | 0.10 | 1.45064 | 1.45035 | 1.45085 | ||
74 | 2010.01.12 09:02 | t/p | 37 | 0.10 | 1.45085 | 1.45035 | 1.45085 | 2.10 | 9972.70 |
75 | 2010.01.12 12:00 | buy | 38 | 0.10 | 1.45054 | 1.45025 | 1.45075 | ||
76 | 2010.01.12 12:02 | s/l | 38 | 0.10 | 1.45025 | 1.45025 | 1.45075 | -2.90 | 9969.80 |
77 | 2010.01.13 09:00 | buy | 39 | 0.10 | 1.44847 | 1.44818 | 1.44868 | ||
78 | 2010.01.13 09:02 | s/l | 39 | 0.10 | 1.44818 | 1.44818 | 1.44868 | -2.90 | 9966.90 |
79 | 2010.01.13 17:00 | sell | 40 | 0.10 | 1.45078 | 1.45107 | 1.45057 | ||
80 | 2010.01.13 17:03 | t/p | 40 | 0.10 | 1.45057 | 1.45107 | 1.45057 | 2.10 | 9969.00 |
81 | 2010.01.14 09:00 | sell | 41 | 0.10 | 1.45320 | 1.45349 | 1.45299 | ||
82 | 2010.01.14 09:10 | t/p | 41 | 0.10 | 1.45299 | 1.45349 | 1.45299 | 2.10 | 9971.10 |
83 | 2010.01.15 07:00 | buy | 42 | 0.10 | 1.44348 | 1.44319 | 1.44369 | ||
84 | 2010.01.15 07:07 | t/p | 42 | 0.10 | 1.44369 | 1.44319 | 1.44369 | 2.10 | 9973.20 |