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 | _______Position_______=""""; Pip_Value=10; Lots=1; TP=0; SL=0; _______Session_______=""""; From_Hour=13; From_Min=0; To_Hour=18; To_Min=30; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=15; _______Indicators______=""""; Breakout_Pips=5; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9025.00 | Gross profit | 2892.00 | Gross loss | -11917.00 |
Profit factor | 0.24 | Expected payoff | -170.28 | ||
Absolute drawdown | 9067.00 | Maximal drawdown | 9332.00 (90.91%) | Relative drawdown | 90.91% (9332.00) |
Total trades | 53 | Short positions (won %) | 27 (29.63%) | Long positions (won %) | 26 (19.23%) |
Profit trades (% of total) | 13 (24.53%) | Loss trades (% of total) | 40 (75.47%) | ||
Largest | profit trade | 512.00 | loss trade | -1480.00 | |
Average | profit trade | 222.46 | loss trade | -297.93 | |
Maximum | consecutive wins (profit in money) | 2 (159.00) | consecutive losses (loss in money) | 10 (-5131.00) | |
Maximal | consecutive profit (count of wins) | 512.00 (1) | consecutive loss (count of losses) | -5131.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 13:02 | sell | 1 | 1.00 | 1.50610 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 14:02 | close | 1 | 1.00 | 1.50649 | 0.00000 | 0.00000 | -39.00 | 9961.00 |
3 | 2009.12.01 14:02 | buy | 2 | 1.00 | 1.50649 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 15:02 | close | 2 | 1.00 | 1.50747 | 0.00000 | 0.00000 | 98.00 | 10059.00 |
5 | 2009.12.01 15:02 | sell | 3 | 1.00 | 1.50747 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 17:03 | close | 3 | 1.00 | 1.51061 | 0.00000 | 0.00000 | -314.00 | 9745.00 |
7 | 2009.12.01 17:03 | buy | 4 | 1.00 | 1.51061 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 18:02 | close | 4 | 1.00 | 1.50941 | 0.00000 | 0.00000 | -120.00 | 9625.00 |
9 | 2009.12.01 18:02 | sell | 5 | 1.00 | 1.50941 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 19:02 | close | 5 | 1.00 | 1.50967 | 0.00000 | 0.00000 | -26.00 | 9599.00 |
11 | 2009.12.02 13:02 | buy | 6 | 1.00 | 1.50926 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 15:02 | close | 6 | 1.00 | 1.50629 | 0.00000 | 0.00000 | -297.00 | 9302.00 |
13 | 2009.12.02 15:02 | sell | 7 | 1.00 | 1.50629 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 18:02 | close | 7 | 1.00 | 1.50672 | 0.00000 | 0.00000 | -43.00 | 9259.00 |
15 | 2009.12.02 18:02 | buy | 8 | 1.00 | 1.50672 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 21:02 | close | 8 | 1.00 | 1.50350 | 0.00000 | 0.00000 | -322.00 | 8937.00 |
17 | 2009.12.03 14:02 | sell | 9 | 1.00 | 1.51257 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 15:02 | close | 9 | 1.00 | 1.51056 | 0.00000 | 0.00000 | 201.00 | 9138.00 |
19 | 2009.12.03 15:02 | buy | 10 | 1.00 | 1.51056 | 0.00000 | 0.00000 | ||
20 | 2009.12.03 16:02 | close | 10 | 1.00 | 1.50617 | 0.00000 | 0.00000 | -439.00 | 8699.00 |
21 | 2009.12.03 16:02 | sell | 11 | 1.00 | 1.50617 | 0.00000 | 0.00000 | ||
22 | 2009.12.03 17:02 | close | 11 | 1.00 | 1.50908 | 0.00000 | 0.00000 | -291.00 | 8408.00 |
23 | 2009.12.03 17:02 | buy | 12 | 1.00 | 1.50908 | 0.00000 | 0.00000 | ||
24 | 2009.12.03 19:03 | close | 12 | 1.00 | 1.50761 | 0.00000 | 0.00000 | -147.00 | 8261.00 |
25 | 2009.12.04 15:02 | sell | 13 | 1.00 | 1.49161 | 0.00000 | 0.00000 | ||
26 | 2009.12.04 17:02 | close | 13 | 1.00 | 1.49040 | 0.00000 | 0.00000 | 121.00 | 8382.00 |
27 | 2009.12.04 17:02 | buy | 14 | 1.00 | 1.49040 | 0.00000 | 0.00000 | ||
28 | 2009.12.04 18:02 | close | 14 | 1.00 | 1.48790 | 0.00000 | 0.00000 | -250.00 | 8132.00 |
29 | 2009.12.04 18:02 | sell | 15 | 1.00 | 1.48790 | 0.00000 | 0.00000 | ||
30 | 2009.12.04 21:02 | close | 15 | 1.00 | 1.48292 | 0.00000 | 0.00000 | 498.00 | 8630.00 |
31 | 2009.12.07 15:02 | buy | 16 | 1.00 | 1.48068 | 0.00000 | 0.00000 | ||
32 | 2009.12.07 16:03 | close | 16 | 1.00 | 1.47947 | 0.00000 | 0.00000 | -121.00 | 8509.00 |
33 | 2009.12.07 16:03 | sell | 17 | 1.00 | 1.47947 | 0.00000 | 0.00000 | ||
34 | 2009.12.07 19:02 | close | 17 | 1.00 | 1.48533 | 0.00000 | 0.00000 | -586.00 | 7923.00 |
35 | 2009.12.08 18:02 | buy | 18 | 1.00 | 1.47437 | 0.00000 | 0.00000 | ||
36 | 2009.12.08 22:02 | close | 18 | 1.00 | 1.46961 | 0.00000 | 0.00000 | -476.00 | 7447.00 |
37 | 2009.12.09 18:02 | sell | 19 | 1.00 | 1.47213 | 0.00000 | 0.00000 | ||
38 | 2009.12.09 19:02 | close | 19 | 1.00 | 1.47010 | 0.00000 | 0.00000 | 203.00 | 7650.00 |
39 | 2009.12.10 13:02 | buy | 20 | 1.00 | 1.47417 | 0.00000 | 0.00000 | ||
40 | 2009.12.10 16:02 | close | 20 | 1.00 | 1.47403 | 0.00000 | 0.00000 | -14.00 | 7636.00 |
41 | 2009.12.10 16:02 | sell | 21 | 1.00 | 1.47403 | 0.00000 | 0.00000 | ||
42 | 2009.12.10 17:02 | close | 21 | 1.00 | 1.47312 | 0.00000 | 0.00000 | 91.00 | 7727.00 |
43 | 2009.12.10 17:02 | buy | 22 | 1.00 | 1.47312 | 0.00000 | 0.00000 | ||
44 | 2009.12.10 19:05 | close | 22 | 1.00 | 1.47083 | 0.00000 | 0.00000 | -229.00 | 7498.00 |
45 | 2009.12.11 13:02 | sell | 23 | 1.00 | 1.47612 | 0.00000 | 0.00000 | ||
46 | 2009.12.11 14:02 | close | 23 | 1.00 | 1.47673 | 0.00000 | 0.00000 | -61.00 | 7437.00 |
47 | 2009.12.11 14:02 | buy | 24 | 1.00 | 1.47673 | 0.00000 | 0.00000 | ||
48 | 2009.12.11 17:02 | close | 24 | 1.00 | 1.46193 | 0.00000 | 0.00000 | -1480.00 | 5957.00 |
49 | 2009.12.11 17:02 | sell | 25 | 1.00 | 1.46193 | 0.00000 | 0.00000 | ||
50 | 2009.12.11 18:03 | close | 25 | 1.00 | 1.46106 | 0.00000 | 0.00000 | 87.00 | 6044.00 |
51 | 2009.12.11 18:03 | buy | 26 | 1.00 | 1.46106 | 0.00000 | 0.00000 | ||
52 | 2009.12.11 19:03 | close | 26 | 1.00 | 1.46178 | 0.00000 | 0.00000 | 72.00 | 6116.00 |
53 | 2009.12.14 18:02 | sell | 27 | 1.00 | 1.46429 | 0.00000 | 0.00000 | ||
54 | 2009.12.14 23:02 | close | 27 | 1.00 | 1.46640 | 0.00000 | 0.00000 | -211.00 | 5905.00 |
55 | 2009.12.15 13:02 | buy | 28 | 1.00 | 1.45524 | 0.00000 | 0.00000 | ||
56 | 2009.12.15 14:02 | close | 28 | 1.00 | 1.45292 | 0.00000 | 0.00000 | -232.00 | 5673.00 |
57 | 2009.12.15 14:02 | sell | 29 | 1.00 | 1.45292 | 0.00000 | 0.00000 | ||
58 | 2009.12.15 15:02 | close | 29 | 1.00 | 1.45429 | 0.00000 | 0.00000 | -137.00 | 5536.00 |
59 | 2009.12.15 15:02 | buy | 30 | 1.00 | 1.45429 | 0.00000 | 0.00000 | ||
60 | 2009.12.15 17:02 | close | 30 | 1.00 | 1.45533 | 0.00000 | 0.00000 | 104.00 | 5640.00 |
61 | 2009.12.15 17:02 | sell | 31 | 1.00 | 1.45533 | 0.00000 | 0.00000 | ||
62 | 2009.12.15 18:02 | close | 31 | 1.00 | 1.45231 | 0.00000 | 0.00000 | 302.00 | 5942.00 |
63 | 2009.12.15 18:02 | buy | 32 | 1.00 | 1.45231 | 0.00000 | 0.00000 | ||
64 | 2009.12.15 20:02 | close | 32 | 1.00 | 1.45186 | 0.00000 | 0.00000 | -45.00 | 5897.00 |
65 | 2009.12.16 18:05 | sell | 33 | 1.00 | 1.45730 | 0.00000 | 0.00000 | ||
66 | 2009.12.16 19:05 | close | 33 | 1.00 | 1.45412 | 0.00000 | 0.00000 | 318.00 | 6215.00 |
67 | 2009.12.17 15:02 | buy | 34 | 1.00 | 1.43517 | 0.00000 | 0.00000 | ||
68 | 2009.12.17 18:02 | close | 34 | 1.00 | 1.43046 | 0.00000 | 0.00000 | -471.00 | 5744.00 |
69 | 2009.12.17 18:02 | sell | 35 | 1.00 | 1.43046 | 0.00000 | 0.00000 | ||
70 | 2009.12.17 20:02 | close | 35 | 1.00 | 1.43455 | 0.00000 | 0.00000 | -409.00 | 5335.00 |
71 | 2009.12.18 13:02 | buy | 36 | 1.00 | 1.43720 | 0.00000 | 0.00000 | ||
72 | 2009.12.18 14:02 | close | 36 | 1.00 | 1.43329 | 0.00000 | 0.00000 | -391.00 | 4944.00 |
73 | 2009.12.18 14:02 | sell | 37 | 1.00 | 1.43329 | 0.00000 | 0.00000 | ||
74 | 2009.12.18 16:02 | close | 37 | 1.00 | 1.43565 | 0.00000 | 0.00000 | -236.00 | 4708.00 |
75 | 2009.12.18 16:02 | buy | 38 | 1.00 | 1.43565 | 0.00000 | 0.00000 | ||
76 | 2009.12.18 17:02 | close | 38 | 1.00 | 1.42628 | 0.00000 | 0.00000 | -937.00 | 3771.00 |
77 | 2009.12.18 17:02 | sell | 39 | 1.00 | 1.42628 | 0.00000 | 0.00000 | ||
78 | 2009.12.18 19:02 | close | 39 | 1.00 | 1.43169 | 0.00000 | 0.00000 | -541.00 | 3230.00 |
79 | 2009.12.21 13:03 | buy | 40 | 1.00 | 1.43547 | 0.00000 | 0.00000 | ||
80 | 2009.12.21 19:02 | close | 40 | 1.00 | 1.43099 | 0.00000 | 0.00000 | -448.00 | 2782.00 |
81 | 2009.12.22 14:02 | sell | 41 | 1.00 | 1.42702 | 0.00000 | 0.00000 | ||
82 | 2009.12.22 15:02 | close | 41 | 1.00 | 1.43161 | 0.00000 | 0.00000 | -459.00 | 2323.00 |
83 | 2009.12.22 15:02 | buy | 42 | 1.00 | 1.43161 | 0.00000 | 0.00000 | ||
84 | 2009.12.22 17:02 | close | 42 | 1.00 | 1.42188 | 0.00000 | 0.00000 | -973.00 | 1350.00 |
85 | 2009.12.22 17:02 | sell | 43 | 1.00 | 1.42188 | 0.00000 | 0.00000 | ||
86 | 2009.12.22 18:02 | close | 43 | 1.00 | 1.42454 | 0.00000 | 0.00000 | -266.00 | 1084.00 |
87 | 2009.12.22 18:02 | buy | 44 | 1.00 | 1.42454 | 0.00000 | 0.00000 | ||
88 | 2009.12.22 19:02 | close | 44 | 1.00 | 1.42739 | 0.00000 | 0.00000 | 285.00 | 1369.00 |
89 | 2009.12.23 15:03 | sell | 45 | 1.00 | 1.42782 | 0.00000 | 0.00000 | ||
90 | 2009.12.23 16:02 | close | 45 | 1.00 | 1.42838 | 0.00000 | 0.00000 | -56.00 | 1313.00 |
91 | 2009.12.23 16:02 | buy | 46 | 1.00 | 1.42838 | 0.00000 | 0.00000 | ||
92 | 2009.12.23 18:02 | close | 46 | 1.00 | 1.43350 | 0.00000 | 0.00000 | 512.00 | 1825.00 |
93 | 2009.12.23 18:02 | sell | 47 | 1.00 | 1.43350 | 0.00000 | 0.00000 | ||
94 | 2009.12.23 21:02 | close | 47 | 1.00 | 1.43415 | 0.00000 | 0.00000 | -65.00 | 1760.00 |
95 | 2009.12.24 16:05 | buy | 48 | 1.00 | 1.43696 | 0.00000 | 0.00000 | ||
96 | 2009.12.24 18:02 | close | 48 | 1.00 | 1.43646 | 0.00000 | 0.00000 | -50.00 | 1710.00 |
97 | 2009.12.24 18:02 | sell | 49 | 1.00 | 1.43646 | 0.00000 | 0.00000 | ||
98 | 2009.12.28 04:02 | close | 49 | 1.00 | 1.43984 | 0.00000 | 0.00000 | -340.00 | 1370.00 |
99 | 2009.12.28 13:02 | buy | 50 | 1.00 | 1.44109 | 0.00000 | 0.00000 | ||
100 | 2009.12.28 15:02 | close | 50 | 1.00 | 1.43997 | 0.00000 | 0.00000 | -112.00 | 1258.00 |
101 | 2009.12.28 15:02 | sell | 51 | 1.00 | 1.43997 | 0.00000 | 0.00000 | ||
102 | 2009.12.28 16:02 | close | 51 | 1.00 | 1.44019 | 0.00000 | 0.00000 | -22.00 | 1236.00 |
103 | 2009.12.28 16:02 | buy | 52 | 1.00 | 1.44019 | 0.00000 | 0.00000 | ||
104 | 2009.12.28 17:03 | close | 52 | 1.00 | 1.43856 | 0.00000 | 0.00000 | -163.00 | 1073.00 |
105 | 2009.12.28 17:03 | sell | 53 | 1.00 | 1.43856 | 0.00000 | 0.00000 | ||
106 | 2009.12.28 18:03 | close | 53 | 1.00 | 1.43954 | 0.00000 | 0.00000 | -98.00 | 975.00 |