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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -341.05 | Gross profit | 175.45 | Gross loss | -516.50 |
Profit factor | 0.34 | Expected payoff | -7.93 | ||
Absolute drawdown | 389.15 | Maximal drawdown | 437.65 (4.36%) | Relative drawdown | 4.36% (437.65) |
Total trades | 43 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 41 (95.35%) | Loss trades (% of total) | 2 (4.65%) | ||
Largest | profit trade | 5.00 | loss trade | -385.05 | |
Average | profit trade | 4.28 | loss trade | -258.25 | |
Maximum | consecutive wins (profit in money) | 29 (126.95) | consecutive losses (loss in money) | 1 (-385.05) | |
Maximal | consecutive profit (count of wins) | 126.95 (29) | consecutive loss (count of losses) | -385.05 (1) | |
Average | consecutive wins | 21 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:15 | sell | 1 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
2 | 2009.12.01 03:20 | modify | 1 | 0.10 | 1.50070 | 1.50056 | 1.50020 | ||
3 | 2009.12.01 03:27 | s/l | 1 | 0.10 | 1.50056 | 1.50056 | 1.50020 | 1.40 | 10001.40 |
4 | 2009.12.01 03:27 | sell | 2 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
5 | 2009.12.01 04:37 | modify | 2 | 0.10 | 1.50070 | 1.50058 | 1.50020 | ||
6 | 2009.12.01 04:40 | s/l | 2 | 0.10 | 1.50058 | 1.50058 | 1.50020 | 1.20 | 10002.60 |
7 | 2009.12.01 05:02 | sell | 3 | 0.10 | 1.50041 | 0.00000 | 1.49991 | ||
8 | 2009.12.01 06:10 | t/p | 3 | 0.10 | 1.49991 | 0.00000 | 1.49991 | 5.00 | 10007.60 |
9 | 2009.12.01 06:10 | sell | 4 | 0.10 | 1.49964 | 0.00000 | 1.49914 | ||
10 | 2009.12.01 06:15 | t/p | 4 | 0.10 | 1.49914 | 0.00000 | 1.49914 | 5.00 | 10012.60 |
11 | 2009.12.01 06:45 | sell | 5 | 0.10 | 1.49984 | 0.00000 | 1.49934 | ||
12 | 2009.12.01 07:20 | t/p | 5 | 0.10 | 1.49934 | 0.00000 | 1.49934 | 5.00 | 10017.60 |
13 | 2009.12.03 01:20 | buy | 6 | 0.10 | 1.50838 | 0.00000 | 1.50888 | ||
14 | 2009.12.03 02:37 | modify | 6 | 0.10 | 1.50838 | 1.50847 | 1.50888 | ||
15 | 2009.12.03 02:40 | s/l | 6 | 0.10 | 1.50847 | 1.50847 | 1.50888 | 0.90 | 10018.50 |
16 | 2009.12.03 02:40 | buy | 7 | 0.10 | 1.50852 | 0.00000 | 1.50902 | ||
17 | 2009.12.03 03:45 | modify | 7 | 0.10 | 1.50852 | 1.50868 | 1.50902 | ||
18 | 2009.12.03 03:50 | t/p | 7 | 0.10 | 1.50902 | 1.50868 | 1.50902 | 5.00 | 10023.50 |
19 | 2009.12.03 15:00 | sell | 8 | 0.10 | 1.50890 | 0.00000 | 1.50840 | ||
20 | 2009.12.03 15:15 | t/p | 8 | 0.10 | 1.50840 | 0.00000 | 1.50840 | 5.00 | 10028.50 |
21 | 2009.12.03 15:15 | sell | 9 | 0.10 | 1.50790 | 0.00000 | 1.50740 | ||
22 | 2009.12.03 15:20 | t/p | 9 | 0.10 | 1.50740 | 0.00000 | 1.50740 | 5.00 | 10033.50 |
23 | 2009.12.03 15:20 | sell | 10 | 0.10 | 1.50631 | 0.00000 | 1.50581 | ||
24 | 2009.12.03 22:45 | t/p | 10 | 0.10 | 1.50581 | 0.00000 | 1.50581 | 5.00 | 10038.50 |
25 | 2009.12.04 08:10 | buy | 11 | 0.10 | 1.50752 | 0.00000 | 1.50802 | ||
26 | 2009.12.04 08:20 | t/p | 11 | 0.10 | 1.50802 | 0.00000 | 1.50802 | 5.00 | 10043.50 |
27 | 2009.12.04 08:20 | buy | 12 | 0.10 | 1.50833 | 0.00000 | 1.50883 | ||
28 | 2009.12.04 08:45 | modify | 12 | 0.10 | 1.50833 | 1.50843 | 1.50883 | ||
29 | 2009.12.04 08:50 | t/p | 12 | 0.10 | 1.50883 | 1.50843 | 1.50883 | 5.00 | 10048.50 |
30 | 2009.12.04 08:50 | buy | 13 | 0.10 | 1.50917 | 0.00000 | 1.50967 | ||
31 | 2009.12.11 15:00 | close | 13 | 0.10 | 1.47070 | 0.00000 | 1.50967 | -385.05 | 9663.45 |
32 | 2009.12.11 15:03 | sell | 14 | 0.10 | 1.47098 | 0.00000 | 1.47048 | ||
33 | 2009.12.11 15:06 | modify | 14 | 0.10 | 1.47098 | 1.47092 | 1.47048 | ||
34 | 2009.12.11 15:10 | s/l | 14 | 0.10 | 1.47092 | 1.47092 | 1.47048 | 0.60 | 9664.05 |
35 | 2009.12.11 15:10 | sell | 15 | 0.10 | 1.47146 | 0.00000 | 1.47096 | ||
36 | 2009.12.11 15:13 | t/p | 15 | 0.10 | 1.47096 | 0.00000 | 1.47096 | 5.00 | 9669.05 |
37 | 2009.12.11 15:13 | sell | 16 | 0.10 | 1.46956 | 0.00000 | 1.46906 | ||
38 | 2009.12.11 15:20 | t/p | 16 | 0.10 | 1.46906 | 0.00000 | 1.46906 | 5.00 | 9674.05 |
39 | 2009.12.21 11:45 | buy | 17 | 0.10 | 1.43390 | 0.00000 | 1.43440 | ||
40 | 2009.12.21 11:50 | modify | 17 | 0.10 | 1.43390 | 1.43399 | 1.43440 | ||
41 | 2009.12.21 11:52 | s/l | 17 | 0.10 | 1.43399 | 1.43399 | 1.43440 | 0.90 | 9674.95 |
42 | 2009.12.21 11:52 | buy | 18 | 0.10 | 1.43406 | 0.00000 | 1.43456 | ||
43 | 2009.12.21 12:50 | t/p | 18 | 0.10 | 1.43456 | 0.00000 | 1.43456 | 5.00 | 9679.95 |
44 | 2009.12.29 08:00 | buy | 19 | 0.10 | 1.43818 | 0.00000 | 1.43868 | ||
45 | 2009.12.29 08:05 | modify | 19 | 0.10 | 1.43818 | 1.43823 | 1.43868 | ||
46 | 2009.12.29 08:07 | s/l | 19 | 0.10 | 1.43823 | 1.43823 | 1.43868 | 0.50 | 9680.45 |
47 | 2009.12.29 08:07 | buy | 20 | 0.10 | 1.43812 | 0.00000 | 1.43862 | ||
48 | 2009.12.29 08:10 | t/p | 20 | 0.10 | 1.43862 | 0.00000 | 1.43862 | 5.00 | 9685.45 |
49 | 2009.12.29 08:12 | buy | 21 | 0.10 | 1.43916 | 0.00000 | 1.43966 | ||
50 | 2009.12.29 08:15 | t/p | 21 | 0.10 | 1.43966 | 0.00000 | 1.43966 | 5.00 | 9690.45 |
51 | 2009.12.29 17:05 | sell | 22 | 0.10 | 1.43977 | 0.00000 | 1.43927 | ||
52 | 2009.12.29 17:10 | t/p | 22 | 0.10 | 1.43927 | 0.00000 | 1.43927 | 5.00 | 9695.45 |
53 | 2009.12.29 17:10 | sell | 23 | 0.10 | 1.43857 | 0.00000 | 1.43807 | ||
54 | 2009.12.29 17:15 | t/p | 23 | 0.10 | 1.43807 | 0.00000 | 1.43807 | 5.00 | 9700.45 |
55 | 2009.12.29 17:15 | sell | 24 | 0.10 | 1.43678 | 0.00000 | 1.43628 | ||
56 | 2009.12.29 17:20 | t/p | 24 | 0.10 | 1.43628 | 0.00000 | 1.43628 | 5.00 | 9705.45 |
57 | 2009.12.29 17:20 | sell | 25 | 0.10 | 1.43439 | 0.00000 | 1.43389 | ||
58 | 2009.12.29 17:32 | t/p | 25 | 0.10 | 1.43389 | 0.00000 | 1.43389 | 5.00 | 9710.45 |
59 | 2009.12.29 17:32 | sell | 26 | 0.10 | 1.43329 | 0.00000 | 1.43279 | ||
60 | 2009.12.30 01:50 | t/p | 26 | 0.10 | 1.43279 | 0.00000 | 1.43279 | 4.90 | 9715.35 |
61 | 2009.12.30 08:50 | buy | 27 | 0.10 | 1.43593 | 0.00000 | 1.43643 | ||
62 | 2009.12.31 02:40 | modify | 27 | 0.10 | 1.43593 | 1.43610 | 1.43643 | ||
63 | 2009.12.31 02:45 | t/p | 27 | 0.10 | 1.43643 | 1.43610 | 1.43643 | 4.85 | 9720.20 |
64 | 2009.12.31 14:50 | sell | 28 | 0.10 | 1.43732 | 0.00000 | 1.43682 | ||
65 | 2009.12.31 15:50 | t/p | 28 | 0.10 | 1.43682 | 0.00000 | 1.43682 | 5.00 | 9725.20 |
66 | 2009.12.31 15:50 | sell | 29 | 0.10 | 1.43627 | 0.00000 | 1.43577 | ||
67 | 2009.12.31 16:10 | t/p | 29 | 0.10 | 1.43577 | 0.00000 | 1.43577 | 5.00 | 9730.20 |
68 | 2010.01.04 09:50 | buy | 30 | 0.10 | 1.43398 | 0.00000 | 1.43448 | ||
69 | 2010.01.04 10:10 | modify | 30 | 0.10 | 1.43398 | 1.43416 | 1.43448 | ||
70 | 2010.01.04 10:15 | t/p | 30 | 0.10 | 1.43448 | 1.43416 | 1.43448 | 5.00 | 9735.20 |
71 | 2010.01.05 09:50 | sell | 31 | 0.10 | 1.44036 | 0.00000 | 1.43986 | ||
72 | 2010.01.05 12:20 | modify | 31 | 0.10 | 1.44036 | 1.44033 | 1.43986 | ||
73 | 2010.01.05 12:22 | s/l | 31 | 0.10 | 1.44033 | 1.44033 | 1.43986 | 0.30 | 9735.50 |
74 | 2010.01.06 10:40 | buy | 32 | 0.10 | 1.43760 | 0.00000 | 1.43810 | ||
75 | 2010.01.06 10:46 | t/p | 32 | 0.10 | 1.43810 | 0.00000 | 1.43810 | 5.00 | 9740.50 |
76 | 2010.01.06 10:46 | buy | 33 | 0.10 | 1.43832 | 0.00000 | 1.43882 | ||
77 | 2010.01.06 16:20 | t/p | 33 | 0.10 | 1.43882 | 0.00000 | 1.43882 | 5.00 | 9745.50 |
78 | 2010.01.07 06:33 | sell | 34 | 0.10 | 1.43899 | 0.00000 | 1.43849 | ||
79 | 2010.01.07 06:46 | t/p | 34 | 0.10 | 1.43849 | 0.00000 | 1.43849 | 5.00 | 9750.50 |
80 | 2010.01.07 06:46 | sell | 35 | 0.10 | 1.43808 | 0.00000 | 1.43758 | ||
81 | 2010.01.07 07:20 | t/p | 35 | 0.10 | 1.43758 | 0.00000 | 1.43758 | 5.00 | 9755.50 |
82 | 2010.01.12 20:20 | sell | 36 | 0.10 | 1.44907 | 0.00000 | 1.44857 | ||
83 | 2010.01.12 21:20 | t/p | 36 | 0.10 | 1.44857 | 0.00000 | 1.44857 | 5.00 | 9760.50 |
84 | 2010.01.12 21:20 | sell | 37 | 0.10 | 1.44828 | 0.00000 | 1.44778 | ||
85 | 2010.01.13 00:45 | modify | 37 | 0.10 | 1.44828 | 1.44821 | 1.44778 | ||
86 | 2010.01.13 00:50 | t/p | 37 | 0.10 | 1.44778 | 1.44821 | 1.44778 | 4.90 | 9765.40 |
87 | 2010.01.13 07:20 | buy | 38 | 0.10 | 1.44961 | 0.00000 | 1.45011 | ||
88 | 2010.01.13 07:45 | modify | 38 | 0.10 | 1.44961 | 1.44977 | 1.45011 | ||
89 | 2010.01.13 07:50 | t/p | 38 | 0.10 | 1.45011 | 1.44977 | 1.45011 | 5.00 | 9770.40 |
90 | 2010.01.13 07:50 | buy | 39 | 0.10 | 1.45056 | 0.00000 | 1.45106 | ||
91 | 2010.01.13 08:02 | t/p | 39 | 0.10 | 1.45106 | 0.00000 | 1.45106 | 5.00 | 9775.40 |
92 | 2010.01.13 18:00 | sell | 40 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
93 | 2010.01.13 19:20 | t/p | 40 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 9780.40 |
94 | 2010.01.14 09:15 | sell | 41 | 0.10 | 1.45206 | 0.00000 | 1.45156 | ||
95 | 2010.01.14 09:20 | t/p | 41 | 0.10 | 1.45156 | 0.00000 | 1.45156 | 5.00 | 9785.40 |
96 | 2010.01.14 09:20 | sell | 42 | 0.10 | 1.45137 | 0.00000 | 1.45087 | ||
97 | 2010.01.14 10:45 | modify | 42 | 0.10 | 1.45137 | 1.45135 | 1.45087 | ||
98 | 2010.01.14 10:50 | t/p | 42 | 0.10 | 1.45087 | 1.45135 | 1.45087 | 5.00 | 9790.40 |
99 | 2010.01.14 20:07 | buy | 43 | 0.10 | 1.45157 | 0.00000 | 1.45207 | ||
100 | 2010.01.15 22:57 | close at stop | 43 | 0.10 | 1.43843 | 0.00000 | 1.45207 | -131.45 | 9658.95 |