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 | LotSize=1; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=true; MaTrend_Period=200; RSI_Period=2; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; SarStep=0.02; SarMax=0.2; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2124.32 | Gross profit | 4631.82 | Gross loss | -6756.14 |
| Profit factor | 0.69 | Expected payoff | -51.81 | ||
| Absolute drawdown | 2552.41 | Maximal drawdown | 6056.30 (44.85%) | Relative drawdown | 44.85% (6056.30) |
| Total trades | 41 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 16 (43.75%) |
| Profit trades (% of total) | 24 (58.54%) | Loss trades (% of total) | 17 (41.46%) | ||
| Largest | profit trade | 532.23 | loss trade | -1193.56 | |
| Average | profit trade | 192.99 | loss trade | -397.42 | |
| Maximum | consecutive wins (profit in money) | 9 (2246.11) | consecutive losses (loss in money) | 8 (-3979.76) | |
| Maximal | consecutive profit (count of wins) | 2246.11 (9) | consecutive loss (count of losses) | -3979.76 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 05:00 | buy | 1 | 1.00 | 1.50148 | 0.00000 | 1.50838 | ||
| 2 | 2009.12.01 09:00 | close | 1 | 1.00 | 1.50267 | 0.00000 | 1.50838 | 119.00 | 10119.00 |
| 3 | 2009.12.01 23:00 | buy | 2 | 1.01 | 1.50806 | 0.00000 | 1.51496 | ||
| 4 | 2009.12.02 05:00 | close | 2 | 1.01 | 1.50907 | 0.00000 | 1.51496 | 101.51 | 10220.51 |
| 5 | 2009.12.02 16:00 | buy | 3 | 1.02 | 1.50747 | 0.00000 | 1.51437 | ||
| 6 | 2009.12.03 01:00 | close | 3 | 1.02 | 1.50665 | 0.00000 | 1.51437 | -85.17 | 10135.34 |
| 7 | 2009.12.03 23:00 | buy | 4 | 1.01 | 1.50520 | 0.00000 | 1.51210 | ||
| 8 | 2009.12.04 08:00 | close | 4 | 1.01 | 1.50691 | 0.00000 | 1.51210 | 172.21 | 10307.54 |
| 9 | 2009.12.07 01:00 | sell | 5 | 1.03 | 1.48704 | 0.00000 | 1.48014 | ||
| 10 | 2009.12.07 09:00 | close | 5 | 1.03 | 1.48762 | 0.00000 | 1.48014 | -59.74 | 10247.80 |
| 11 | 2009.12.07 17:00 | sell | 6 | 1.02 | 1.48277 | 0.00000 | 1.47587 | ||
| 12 | 2009.12.07 22:00 | close | 6 | 1.02 | 1.48129 | 0.00000 | 1.47587 | 150.96 | 10398.76 |
| 13 | 2009.12.08 01:00 | sell | 7 | 1.04 | 1.48377 | 0.00000 | 1.47687 | ||
| 14 | 2009.12.08 08:00 | close | 7 | 1.04 | 1.48381 | 0.00000 | 1.47687 | -4.16 | 10394.60 |
| 15 | 2009.12.09 04:00 | sell | 8 | 1.04 | 1.47325 | 0.00000 | 1.46635 | ||
| 16 | 2009.12.09 08:00 | close | 8 | 1.04 | 1.46996 | 0.00000 | 1.46635 | 342.16 | 10736.76 |
| 17 | 2009.12.09 11:00 | sell | 9 | 1.07 | 1.47538 | 0.00000 | 1.46848 | ||
| 18 | 2009.12.09 14:00 | close | 9 | 1.07 | 1.47269 | 0.00000 | 1.46848 | 287.83 | 11024.59 |
| 19 | 2009.12.10 16:00 | sell | 10 | 1.10 | 1.47422 | 0.00000 | 1.46732 | ||
| 20 | 2009.12.10 17:00 | close | 10 | 1.10 | 1.47205 | 0.00000 | 1.46732 | 238.70 | 11263.29 |
| 21 | 2009.12.10 22:00 | sell | 11 | 1.13 | 1.47300 | 0.00000 | 1.46610 | ||
| 22 | 2009.12.11 03:00 | close | 11 | 1.13 | 1.47234 | 0.00000 | 1.46610 | 73.56 | 11336.85 |
| 23 | 2009.12.11 12:00 | sell | 12 | 1.13 | 1.47551 | 0.00000 | 1.46861 | ||
| 24 | 2009.12.11 15:00 | close | 12 | 1.13 | 1.47080 | 0.00000 | 1.46861 | 532.23 | 11869.08 |
| 25 | 2009.12.14 03:00 | sell | 13 | 1.19 | 1.46367 | 0.00000 | 1.45677 | ||
| 26 | 2009.12.14 12:00 | close | 13 | 1.19 | 1.46268 | 0.00000 | 1.45677 | 117.81 | 11986.89 |
| 27 | 2009.12.14 23:00 | sell | 14 | 1.20 | 1.46566 | 0.00000 | 1.45876 | ||
| 28 | 2009.12.15 04:00 | close | 14 | 1.20 | 1.46488 | 0.00000 | 1.45876 | 92.52 | 12079.41 |
| 29 | 2009.12.15 17:00 | sell | 15 | 1.21 | 1.45555 | 0.00000 | 1.44865 | ||
| 30 | 2009.12.15 18:00 | close | 15 | 1.21 | 1.45136 | 0.00000 | 1.44865 | 506.99 | 12586.40 |
| 31 | 2009.12.15 22:00 | sell | 16 | 1.26 | 1.45356 | 0.00000 | 1.44666 | ||
| 32 | 2009.12.16 05:00 | close | 16 | 1.26 | 1.45312 | 0.00000 | 1.44666 | 54.31 | 12640.71 |
| 33 | 2009.12.17 21:00 | sell | 17 | 1.26 | 1.43503 | 0.00000 | 1.42813 | ||
| 34 | 2009.12.18 08:00 | close | 17 | 1.26 | 1.43754 | 0.00000 | 1.42813 | -317.39 | 12323.32 |
| 35 | 2009.12.18 11:00 | sell | 18 | 1.23 | 1.43988 | 0.00000 | 1.43298 | ||
| 36 | 2009.12.18 13:00 | close | 18 | 1.23 | 1.43669 | 0.00000 | 1.43298 | 392.37 | 12715.69 |
| 37 | 2009.12.18 22:00 | sell | 19 | 1.27 | 1.43339 | 0.00000 | 1.42649 | ||
| 38 | 2009.12.21 03:00 | close | 19 | 1.27 | 1.43208 | 0.00000 | 1.42649 | 165.23 | 12880.91 |
| 39 | 2009.12.21 13:00 | sell | 20 | 1.29 | 1.43421 | 0.00000 | 1.42731 | ||
| 40 | 2009.12.21 16:00 | close | 20 | 1.29 | 1.43342 | 0.00000 | 1.42731 | 101.91 | 12982.82 |
| 41 | 2009.12.22 03:00 | sell | 21 | 1.30 | 1.42927 | 0.00000 | 1.42237 | ||
| 42 | 2009.12.22 13:00 | close | 21 | 1.30 | 1.42820 | 0.00000 | 1.42237 | 139.10 | 13121.92 |
| 43 | 2009.12.23 02:00 | sell | 22 | 1.31 | 1.42563 | 0.00000 | 1.41873 | ||
| 44 | 2009.12.23 06:00 | close | 22 | 1.31 | 1.42480 | 0.00000 | 1.41873 | 108.73 | 13230.65 |
| 45 | 2009.12.23 09:00 | sell | 23 | 1.32 | 1.42554 | 0.00000 | 1.41864 | ||
| 46 | 2009.12.23 11:00 | close | 23 | 1.32 | 1.42463 | 0.00000 | 1.41864 | 120.12 | 13350.77 |
| 47 | 2009.12.23 15:00 | sell | 24 | 1.34 | 1.42805 | 0.00000 | 1.42115 | ||
| 48 | 2009.12.23 22:00 | close | 24 | 1.34 | 1.43251 | 0.00000 | 1.42115 | -597.64 | 12753.13 |
| 49 | 2009.12.24 04:00 | sell | 25 | 1.28 | 1.43522 | 0.00000 | 1.42832 | ||
| 50 | 2009.12.24 15:00 | close | 25 | 1.28 | 1.43849 | 0.00000 | 1.42832 | -418.56 | 12334.57 |
| 51 | 2009.12.28 04:00 | sell | 26 | 1.23 | 1.43948 | 0.00000 | 1.43258 | ||
| 52 | 2009.12.28 16:00 | close | 26 | 1.23 | 1.43965 | 0.00000 | 1.43258 | -20.91 | 12313.66 |
| 53 | 2009.12.28 17:00 | buy | 27 | 1.23 | 1.43897 | 0.00000 | 1.44587 | ||
| 54 | 2009.12.29 06:00 | close | 27 | 1.23 | 1.43730 | 0.00000 | 1.44587 | -206.03 | 12107.64 |
| 55 | 2009.12.29 17:00 | buy | 28 | 1.21 | 1.44059 | 0.00000 | 1.44749 | ||
| 56 | 2009.12.30 07:00 | close | 28 | 1.21 | 1.43242 | 0.00000 | 1.44749 | -989.18 | 11118.46 |
| 57 | 2009.12.30 07:00 | sell | 29 | 1.11 | 1.43242 | 0.00000 | 1.42552 | ||
| 58 | 2009.12.30 13:00 | close | 29 | 1.11 | 1.43266 | 0.00000 | 1.42552 | -26.64 | 11091.82 |
| 59 | 2009.12.31 17:00 | buy | 30 | 1.11 | 1.43475 | 0.00000 | 1.44165 | ||
| 60 | 2010.01.04 07:00 | close | 30 | 1.11 | 1.43001 | 0.00000 | 1.44165 | -527.25 | 10564.57 |
| 61 | 2010.01.04 07:00 | sell | 31 | 1.06 | 1.43001 | 0.00000 | 1.42311 | ||
| 62 | 2010.01.04 20:00 | close | 31 | 1.06 | 1.44127 | 0.00000 | 1.42311 | -1193.56 | 9371.01 |
| 63 | 2010.01.04 20:00 | buy | 32 | 0.94 | 1.44127 | 0.00000 | 1.44817 | ||
| 64 | 2010.01.05 01:00 | close | 32 | 0.94 | 1.44235 | 0.00000 | 1.44817 | 101.05 | 9472.06 |
| 65 | 2010.01.05 13:00 | buy | 33 | 0.95 | 1.44179 | 0.00000 | 1.44869 | ||
| 66 | 2010.01.05 14:00 | close | 33 | 0.95 | 1.44359 | 0.00000 | 1.44869 | 171.00 | 9643.06 |
| 67 | 2010.01.05 19:00 | buy | 34 | 0.96 | 1.43921 | 0.00000 | 1.44611 | ||
| 68 | 2010.01.06 11:00 | close | 34 | 0.96 | 1.43771 | 0.00000 | 1.44611 | -144.48 | 9498.58 |
| 69 | 2010.01.07 06:00 | buy | 35 | 0.95 | 1.44002 | 0.00000 | 1.44692 | ||
| 70 | 2010.01.08 09:00 | close | 35 | 0.95 | 1.43178 | 0.00000 | 1.44692 | -783.27 | 8715.31 |
| 71 | 2010.01.08 10:00 | sell | 36 | 0.87 | 1.43288 | 0.00000 | 1.42598 | ||
| 72 | 2010.01.08 12:00 | close | 36 | 0.87 | 1.43025 | 0.00000 | 1.42598 | 228.81 | 8944.12 |
| 73 | 2010.01.12 02:00 | buy | 37 | 0.89 | 1.44895 | 0.00000 | 1.45585 | ||
| 74 | 2010.01.12 07:00 | close | 37 | 0.89 | 1.44944 | 0.00000 | 1.45585 | 43.61 | 8987.73 |
| 75 | 2010.01.12 20:00 | buy | 38 | 0.90 | 1.44980 | 0.00000 | 1.45670 | ||
| 76 | 2010.01.13 06:00 | close | 38 | 0.90 | 1.44878 | 0.00000 | 1.45670 | -92.25 | 8895.48 |
| 77 | 2010.01.13 18:00 | buy | 39 | 0.89 | 1.44918 | 0.00000 | 1.45608 | ||
| 78 | 2010.01.14 01:00 | close | 39 | 0.89 | 1.45223 | 0.00000 | 1.45608 | 270.12 | 9165.59 |
| 79 | 2010.01.14 10:00 | buy | 40 | 0.92 | 1.45220 | 0.00000 | 1.45910 | ||
| 80 | 2010.01.14 19:00 | close | 40 | 0.92 | 1.44928 | 0.00000 | 1.45910 | -268.64 | 8896.95 |
| 81 | 2010.01.14 23:00 | buy | 41 | 0.89 | 1.44990 | 0.00000 | 1.45680 | ||
| 82 | 2010.01.15 22:57 | close at stop | 41 | 0.89 | 1.43843 | 0.00000 | 1.45680 | -1021.28 | 7875.68 |