Strategy Tester Report
starter_v8
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 | Debug=0; AccountIsMini=0; LiveTrading=0; mm=1; Riskpercent=5; DecreaseFactor=3; StopLoss=35; TrailingStop=0; Margincutoff=800; Maxtrades=10; TakeProfit=10; Slippage=10; EMAPeriod=34; AngleTreshold=0.2; StartEMAShift=6; EndEMAShift=0; MAPeriod=120; MAPeriod2=40; Lots=1; Turnon=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -246.50 | Gross profit | 170.00 | Gross loss | -416.50 |
Profit factor | 0.41 | Expected payoff | -3.16 | ||
Absolute drawdown | 265.30 | Maximal drawdown | 265.30 (2.65%) | Relative drawdown | 2.65% (265.30) |
Total trades | 78 | Short positions (won %) | 54 (59.26%) | Long positions (won %) | 24 (62.50%) |
Profit trades (% of total) | 47 (60.26%) | Loss trades (% of total) | 31 (39.74%) | ||
Largest | profit trade | 4.00 | loss trade | -17.50 | |
Average | profit trade | 3.62 | loss trade | -13.44 | |
Maximum | consecutive wins (profit in money) | 5 (20.00) | consecutive losses (loss in money) | 3 (-31.50) | |
Maximal | consecutive profit (count of wins) | 20.00 (5) | consecutive loss (count of losses) | -31.50 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.08 07:00 | sell | 1 | 0.50 | 1.48427 | 1.48462 | 1.48417 | ||
2 | 2009.12.08 07:02 | s/l | 1 | 0.50 | 1.48462 | 1.48462 | 1.48417 | -17.50 | 9982.50 |
3 | 2009.12.08 07:02 | sell | 2 | 0.40 | 1.48511 | 1.48546 | 1.48501 | ||
4 | 2009.12.08 07:05 | t/p | 2 | 0.40 | 1.48501 | 1.48546 | 1.48501 | 4.00 | 9986.50 |
5 | 2009.12.08 07:05 | sell | 3 | 0.40 | 1.48484 | 1.48519 | 1.48474 | ||
6 | 2009.12.08 07:07 | s/l | 3 | 0.40 | 1.48519 | 1.48519 | 1.48474 | -14.00 | 9972.50 |
7 | 2009.12.08 07:07 | sell | 4 | 0.40 | 1.48539 | 1.48574 | 1.48529 | ||
8 | 2009.12.08 07:10 | t/p | 4 | 0.40 | 1.48529 | 1.48574 | 1.48529 | 4.00 | 9976.50 |
9 | 2009.12.08 07:10 | sell | 5 | 0.40 | 1.48429 | 1.48464 | 1.48419 | ||
10 | 2009.12.08 07:12 | s/l | 5 | 0.40 | 1.48464 | 1.48464 | 1.48419 | -14.00 | 9962.50 |
11 | 2009.12.08 07:12 | sell | 6 | 0.40 | 1.48456 | 1.48491 | 1.48446 | ||
12 | 2009.12.08 07:15 | t/p | 6 | 0.40 | 1.48446 | 1.48491 | 1.48446 | 4.00 | 9966.50 |
13 | 2009.12.08 07:50 | sell | 7 | 0.40 | 1.48436 | 1.48471 | 1.48426 | ||
14 | 2009.12.08 07:52 | t/p | 7 | 0.40 | 1.48426 | 1.48471 | 1.48426 | 4.00 | 9970.50 |
15 | 2009.12.08 07:52 | sell | 8 | 0.40 | 1.48402 | 1.48437 | 1.48392 | ||
16 | 2009.12.08 07:57 | t/p | 8 | 0.40 | 1.48392 | 1.48437 | 1.48392 | 4.00 | 9974.50 |
17 | 2009.12.08 08:07 | sell | 9 | 0.40 | 1.48407 | 1.48442 | 1.48397 | ||
18 | 2009.12.08 08:10 | t/p | 9 | 0.40 | 1.48397 | 1.48442 | 1.48397 | 4.00 | 9978.50 |
19 | 2009.12.09 17:00 | sell | 10 | 0.40 | 1.47448 | 1.47483 | 1.47438 | ||
20 | 2009.12.09 17:05 | t/p | 10 | 0.40 | 1.47438 | 1.47483 | 1.47438 | 4.00 | 9982.50 |
21 | 2009.12.09 17:05 | sell | 11 | 0.40 | 1.47427 | 1.47462 | 1.47417 | ||
22 | 2009.12.09 17:07 | s/l | 11 | 0.40 | 1.47462 | 1.47462 | 1.47417 | -14.00 | 9968.50 |
23 | 2009.12.09 17:07 | sell | 12 | 0.40 | 1.47481 | 1.47516 | 1.47471 | ||
24 | 2009.12.09 17:10 | t/p | 12 | 0.40 | 1.47471 | 1.47516 | 1.47471 | 4.00 | 9972.50 |
25 | 2009.12.09 17:10 | sell | 13 | 0.40 | 1.47372 | 1.47407 | 1.47362 | ||
26 | 2009.12.09 17:12 | s/l | 13 | 0.40 | 1.47407 | 1.47407 | 1.47362 | -14.00 | 9958.50 |
27 | 2009.12.09 17:12 | sell | 14 | 0.40 | 1.47399 | 1.47434 | 1.47389 | ||
28 | 2009.12.09 17:15 | t/p | 14 | 0.40 | 1.47389 | 1.47434 | 1.47389 | 4.00 | 9962.50 |
29 | 2009.12.15 06:00 | sell | 15 | 0.40 | 1.46534 | 1.46569 | 1.46524 | ||
30 | 2009.12.15 06:05 | t/p | 15 | 0.40 | 1.46524 | 1.46569 | 1.46524 | 4.00 | 9966.50 |
31 | 2009.12.15 06:07 | sell | 16 | 0.40 | 1.46537 | 1.46572 | 1.46527 | ||
32 | 2009.12.15 06:10 | t/p | 16 | 0.40 | 1.46527 | 1.46572 | 1.46527 | 4.00 | 9970.50 |
33 | 2009.12.18 10:00 | sell | 17 | 0.40 | 1.43945 | 1.43980 | 1.43935 | ||
34 | 2009.12.18 10:05 | t/p | 17 | 0.40 | 1.43935 | 1.43980 | 1.43935 | 4.00 | 9974.50 |
35 | 2009.12.18 10:05 | sell | 18 | 0.40 | 1.43917 | 1.43952 | 1.43907 | ||
36 | 2009.12.18 10:07 | s/l | 18 | 0.40 | 1.43952 | 1.43952 | 1.43907 | -14.00 | 9960.50 |
37 | 2009.12.18 10:07 | sell | 19 | 0.40 | 1.43950 | 1.43985 | 1.43940 | ||
38 | 2009.12.18 10:10 | t/p | 19 | 0.40 | 1.43940 | 1.43985 | 1.43940 | 4.00 | 9964.50 |
39 | 2009.12.18 10:10 | sell | 20 | 0.40 | 1.43883 | 1.43918 | 1.43873 | ||
40 | 2009.12.18 10:15 | t/p | 20 | 0.40 | 1.43873 | 1.43918 | 1.43873 | 4.00 | 9968.50 |
41 | 2009.12.18 10:15 | sell | 21 | 0.40 | 1.43833 | 1.43868 | 1.43823 | ||
42 | 2009.12.18 10:20 | t/p | 21 | 0.40 | 1.43823 | 1.43868 | 1.43823 | 4.00 | 9972.50 |
43 | 2009.12.18 10:20 | sell | 22 | 0.40 | 1.43766 | 1.43801 | 1.43756 | ||
44 | 2009.12.18 10:22 | s/l | 22 | 0.40 | 1.43801 | 1.43801 | 1.43756 | -14.00 | 9958.50 |
45 | 2009.12.18 10:22 | sell | 23 | 0.40 | 1.43799 | 1.43834 | 1.43789 | ||
46 | 2009.12.18 10:27 | s/l | 23 | 0.40 | 1.43834 | 1.43834 | 1.43789 | -14.00 | 9944.50 |
47 | 2009.12.18 10:27 | sell | 24 | 0.10 | 1.43833 | 1.43868 | 1.43823 | ||
48 | 2009.12.18 10:27 | t/p | 24 | 0.10 | 1.43823 | 1.43868 | 1.43823 | 1.00 | 9945.50 |
49 | 2009.12.18 10:30 | sell | 25 | 0.40 | 1.43801 | 1.43836 | 1.43791 | ||
50 | 2009.12.18 10:35 | s/l | 25 | 0.40 | 1.43836 | 1.43836 | 1.43791 | -14.00 | 9931.50 |
51 | 2009.12.18 10:35 | sell | 26 | 0.40 | 1.43828 | 1.43863 | 1.43818 | ||
52 | 2009.12.18 10:37 | t/p | 26 | 0.40 | 1.43818 | 1.43863 | 1.43818 | 4.00 | 9935.50 |
53 | 2009.12.18 10:37 | sell | 27 | 0.40 | 1.43779 | 1.43814 | 1.43769 | ||
54 | 2009.12.18 10:40 | s/l | 27 | 0.40 | 1.43814 | 1.43814 | 1.43769 | -14.00 | 9921.50 |
55 | 2009.12.18 10:40 | sell | 28 | 0.40 | 1.43901 | 1.43936 | 1.43891 | ||
56 | 2009.12.18 10:42 | t/p | 28 | 0.40 | 1.43891 | 1.43936 | 1.43891 | 4.00 | 9925.50 |
57 | 2009.12.18 10:42 | sell | 29 | 0.40 | 1.43877 | 1.43912 | 1.43867 | ||
58 | 2009.12.18 10:45 | s/l | 29 | 0.40 | 1.43912 | 1.43912 | 1.43867 | -14.00 | 9911.50 |
59 | 2009.12.18 10:45 | sell | 30 | 0.40 | 1.43975 | 1.44010 | 1.43965 | ||
60 | 2009.12.18 10:47 | t/p | 30 | 0.40 | 1.43965 | 1.44010 | 1.43965 | 4.00 | 9915.50 |
61 | 2009.12.18 10:47 | sell | 31 | 0.40 | 1.43950 | 1.43985 | 1.43940 | ||
62 | 2009.12.18 10:50 | s/l | 31 | 0.40 | 1.43985 | 1.43985 | 1.43940 | -14.00 | 9901.50 |
63 | 2009.12.18 10:50 | sell | 32 | 0.40 | 1.44048 | 1.44083 | 1.44038 | ||
64 | 2009.12.18 10:52 | t/p | 32 | 0.40 | 1.44038 | 1.44083 | 1.44038 | 4.00 | 9905.50 |
65 | 2009.12.18 10:52 | sell | 33 | 0.40 | 1.43999 | 1.44034 | 1.43989 | ||
66 | 2009.12.18 10:55 | s/l | 33 | 0.40 | 1.44034 | 1.44034 | 1.43989 | -14.00 | 9891.50 |
67 | 2009.12.18 10:55 | sell | 34 | 0.40 | 1.44024 | 1.44059 | 1.44014 | ||
68 | 2009.12.18 10:57 | t/p | 34 | 0.40 | 1.44014 | 1.44059 | 1.44014 | 4.00 | 9895.50 |
69 | 2009.12.18 10:57 | sell | 35 | 0.40 | 1.43950 | 1.43985 | 1.43940 | ||
70 | 2009.12.18 10:59 | s/l | 35 | 0.40 | 1.43985 | 1.43985 | 1.43940 | -14.00 | 9881.50 |
71 | 2009.12.18 10:59 | sell | 36 | 0.40 | 1.43990 | 1.44025 | 1.43980 | ||
72 | 2009.12.18 11:10 | t/p | 36 | 0.40 | 1.43980 | 1.44025 | 1.43980 | 4.00 | 9885.50 |
73 | 2009.12.18 11:10 | sell | 37 | 0.40 | 1.43955 | 1.43990 | 1.43945 | ||
74 | 2009.12.18 11:15 | t/p | 37 | 0.40 | 1.43945 | 1.43990 | 1.43945 | 4.00 | 9889.50 |
75 | 2009.12.18 11:15 | sell | 38 | 0.40 | 1.43913 | 1.43948 | 1.43903 | ||
76 | 2009.12.18 11:20 | t/p | 38 | 0.40 | 1.43903 | 1.43948 | 1.43903 | 4.00 | 9893.50 |
77 | 2009.12.18 11:20 | sell | 39 | 0.40 | 1.43856 | 1.43891 | 1.43846 | ||
78 | 2009.12.18 11:22 | s/l | 39 | 0.40 | 1.43891 | 1.43891 | 1.43846 | -14.00 | 9879.50 |
79 | 2009.12.18 11:22 | sell | 40 | 0.40 | 1.43884 | 1.43919 | 1.43874 | ||
80 | 2009.12.18 11:27 | s/l | 40 | 0.40 | 1.43919 | 1.43919 | 1.43874 | -14.00 | 9865.50 |
81 | 2009.12.18 11:27 | sell | 41 | 0.10 | 1.43913 | 1.43948 | 1.43903 | ||
82 | 2009.12.18 11:27 | t/p | 41 | 0.10 | 1.43903 | 1.43948 | 1.43903 | 1.00 | 9866.50 |
83 | 2009.12.18 11:32 | sell | 42 | 0.40 | 1.43862 | 1.43897 | 1.43852 | ||
84 | 2009.12.18 11:40 | s/l | 42 | 0.40 | 1.43897 | 1.43897 | 1.43852 | -14.00 | 9852.50 |
85 | 2009.12.18 11:40 | sell | 43 | 0.40 | 1.43896 | 1.43931 | 1.43886 | ||
86 | 2009.12.18 11:45 | s/l | 43 | 0.40 | 1.43931 | 1.43931 | 1.43886 | -14.00 | 9838.50 |
87 | 2009.12.18 11:45 | sell | 44 | 0.10 | 1.43921 | 1.43956 | 1.43911 | ||
88 | 2009.12.18 11:50 | s/l | 44 | 0.10 | 1.43956 | 1.43956 | 1.43911 | -3.50 | 9835.00 |
89 | 2009.12.18 11:50 | sell | 45 | 0.10 | 1.43946 | 1.43981 | 1.43936 | ||
90 | 2009.12.18 11:57 | t/p | 45 | 0.10 | 1.43936 | 1.43981 | 1.43936 | 1.00 | 9836.00 |
91 | 2009.12.18 11:57 | sell | 46 | 0.40 | 1.43913 | 1.43948 | 1.43903 | ||
92 | 2009.12.18 11:59 | t/p | 46 | 0.40 | 1.43903 | 1.43948 | 1.43903 | 4.00 | 9840.00 |
93 | 2009.12.18 11:59 | sell | 47 | 0.40 | 1.43889 | 1.43924 | 1.43879 | ||
94 | 2009.12.18 12:02 | s/l | 47 | 0.40 | 1.43924 | 1.43924 | 1.43879 | -14.00 | 9826.00 |
95 | 2009.12.18 12:02 | sell | 48 | 0.40 | 1.43917 | 1.43952 | 1.43907 | ||
96 | 2009.12.18 12:10 | t/p | 48 | 0.40 | 1.43907 | 1.43952 | 1.43907 | 4.00 | 9830.00 |
97 | 2009.12.18 12:10 | sell | 49 | 0.40 | 1.43880 | 1.43915 | 1.43870 | ||
98 | 2009.12.18 12:15 | t/p | 49 | 0.40 | 1.43870 | 1.43915 | 1.43870 | 4.00 | 9834.00 |
99 | 2009.12.18 12:15 | sell | 50 | 0.40 | 1.43844 | 1.43879 | 1.43834 | ||
100 | 2009.12.18 12:20 | t/p | 50 | 0.40 | 1.43834 | 1.43879 | 1.43834 | 4.00 | 9838.00 |
101 | 2009.12.18 12:20 | sell | 51 | 0.40 | 1.43795 | 1.43830 | 1.43785 | ||
102 | 2009.12.18 12:27 | s/l | 51 | 0.40 | 1.43830 | 1.43830 | 1.43785 | -14.00 | 9824.00 |
103 | 2009.12.18 12:27 | sell | 52 | 0.40 | 1.43844 | 1.43879 | 1.43834 | ||
104 | 2009.12.18 12:37 | s/l | 52 | 0.40 | 1.43879 | 1.43879 | 1.43834 | -14.00 | 9810.00 |
105 | 2009.12.18 12:37 | sell | 53 | 0.10 | 1.43886 | 1.43921 | 1.43876 | ||
106 | 2009.12.18 12:40 | t/p | 53 | 0.10 | 1.43876 | 1.43921 | 1.43876 | 1.00 | 9811.00 |
107 | 2009.12.18 12:40 | sell | 54 | 0.40 | 1.43795 | 1.43830 | 1.43785 | ||
108 | 2009.12.18 12:45 | t/p | 54 | 0.40 | 1.43785 | 1.43830 | 1.43785 | 4.00 | 9815.00 |
109 | 2010.01.12 10:00 | buy | 55 | 0.40 | 1.44837 | 1.44802 | 1.44847 | ||
110 | 2010.01.12 10:07 | t/p | 55 | 0.40 | 1.44847 | 1.44802 | 1.44847 | 4.00 | 9819.00 |
111 | 2010.01.12 10:07 | buy | 56 | 0.40 | 1.44867 | 1.44832 | 1.44877 | ||
112 | 2010.01.12 10:10 | s/l | 56 | 0.40 | 1.44832 | 1.44832 | 1.44877 | -14.00 | 9805.00 |
113 | 2010.01.12 10:10 | buy | 57 | 0.40 | 1.44804 | 1.44769 | 1.44814 | ||
114 | 2010.01.12 10:15 | s/l | 57 | 0.40 | 1.44769 | 1.44769 | 1.44814 | -14.00 | 9791.00 |
115 | 2010.01.12 10:15 | buy | 58 | 0.10 | 1.44758 | 1.44723 | 1.44768 | ||
116 | 2010.01.12 10:20 | s/l | 58 | 0.10 | 1.44723 | 1.44723 | 1.44768 | -3.50 | 9787.50 |
117 | 2010.01.12 10:20 | buy | 59 | 0.10 | 1.44695 | 1.44660 | 1.44705 | ||
118 | 2010.01.12 10:22 | t/p | 59 | 0.10 | 1.44705 | 1.44660 | 1.44705 | 1.00 | 9788.50 |
119 | 2010.01.12 10:22 | buy | 60 | 0.40 | 1.44726 | 1.44691 | 1.44736 | ||
120 | 2010.01.12 10:27 | t/p | 60 | 0.40 | 1.44736 | 1.44691 | 1.44736 | 4.00 | 9792.50 |
121 | 2010.01.12 10:27 | buy | 61 | 0.40 | 1.44758 | 1.44723 | 1.44768 | ||
122 | 2010.01.12 10:35 | t/p | 61 | 0.40 | 1.44768 | 1.44723 | 1.44768 | 4.00 | 9796.50 |
123 | 2010.01.12 10:35 | buy | 62 | 0.40 | 1.44781 | 1.44746 | 1.44791 | ||
124 | 2010.01.12 10:37 | s/l | 62 | 0.40 | 1.44746 | 1.44746 | 1.44791 | -14.00 | 9782.50 |
125 | 2010.01.12 10:37 | buy | 63 | 0.40 | 1.44747 | 1.44712 | 1.44757 | ||
126 | 2010.01.12 10:40 | t/p | 63 | 0.40 | 1.44757 | 1.44712 | 1.44757 | 4.00 | 9786.50 |
127 | 2010.01.12 10:40 | buy | 64 | 0.40 | 1.44831 | 1.44796 | 1.44841 | ||
128 | 2010.01.12 10:45 | t/p | 64 | 0.40 | 1.44841 | 1.44796 | 1.44841 | 4.00 | 9790.50 |
129 | 2010.01.12 10:45 | buy | 65 | 0.40 | 1.44882 | 1.44847 | 1.44892 | ||
130 | 2010.01.12 10:50 | t/p | 65 | 0.40 | 1.44892 | 1.44847 | 1.44892 | 4.00 | 9794.50 |
131 | 2010.01.12 10:50 | buy | 66 | 0.40 | 1.44932 | 1.44897 | 1.44942 | ||
132 | 2010.01.12 10:52 | s/l | 66 | 0.40 | 1.44897 | 1.44897 | 1.44942 | -14.00 | 9780.50 |
133 | 2010.01.12 10:52 | buy | 67 | 0.40 | 1.44898 | 1.44863 | 1.44908 | ||
134 | 2010.01.12 10:57 | s/l | 67 | 0.40 | 1.44863 | 1.44863 | 1.44908 | -14.00 | 9766.50 |
135 | 2010.01.12 10:57 | buy | 68 | 0.10 | 1.44865 | 1.44830 | 1.44875 | ||
136 | 2010.01.12 10:59 | t/p | 68 | 0.10 | 1.44875 | 1.44830 | 1.44875 | 1.00 | 9767.50 |
137 | 2010.01.12 10:59 | buy | 69 | 0.40 | 1.44909 | 1.44874 | 1.44919 | ||
138 | 2010.01.12 11:05 | t/p | 69 | 0.40 | 1.44919 | 1.44874 | 1.44919 | 4.00 | 9771.50 |
139 | 2010.01.12 11:05 | buy | 70 | 0.40 | 1.44933 | 1.44898 | 1.44943 | ||
140 | 2010.01.12 11:07 | s/l | 70 | 0.40 | 1.44898 | 1.44898 | 1.44943 | -14.00 | 9757.50 |
141 | 2010.01.12 11:07 | buy | 71 | 0.40 | 1.44896 | 1.44861 | 1.44906 | ||
142 | 2010.01.12 11:10 | t/p | 71 | 0.40 | 1.44906 | 1.44861 | 1.44906 | 4.00 | 9761.50 |
143 | 2010.01.12 13:00 | buy | 72 | 0.40 | 1.44805 | 1.44770 | 1.44815 | ||
144 | 2010.01.12 13:02 | s/l | 72 | 0.40 | 1.44770 | 1.44770 | 1.44815 | -14.00 | 9747.50 |
145 | 2010.01.12 13:15 | buy | 73 | 0.40 | 1.44905 | 1.44870 | 1.44915 | ||
146 | 2010.01.12 13:20 | t/p | 73 | 0.40 | 1.44915 | 1.44870 | 1.44915 | 4.00 | 9751.50 |
147 | 2010.01.12 13:27 | buy | 74 | 0.40 | 1.44883 | 1.44848 | 1.44893 | ||
148 | 2010.01.12 13:27 | t/p | 74 | 0.40 | 1.44893 | 1.44848 | 1.44893 | 4.00 | 9755.50 |
149 | 2010.01.12 13:32 | buy | 75 | 0.40 | 1.44833 | 1.44798 | 1.44843 | ||
150 | 2010.01.12 13:35 | t/p | 75 | 0.40 | 1.44843 | 1.44798 | 1.44843 | 4.00 | 9759.50 |
151 | 2010.01.12 13:35 | buy | 76 | 0.40 | 1.44853 | 1.44818 | 1.44863 | ||
152 | 2010.01.12 13:37 | s/l | 76 | 0.40 | 1.44818 | 1.44818 | 1.44863 | -14.00 | 9745.50 |
153 | 2010.01.12 13:37 | buy | 77 | 0.40 | 1.44812 | 1.44777 | 1.44822 | ||
154 | 2010.01.12 13:40 | t/p | 77 | 0.40 | 1.44822 | 1.44777 | 1.44822 | 4.00 | 9749.50 |
155 | 2010.01.12 13:40 | buy | 78 | 0.40 | 1.44915 | 1.44880 | 1.44925 | ||
156 | 2010.01.12 13:45 | t/p | 78 | 0.40 | 1.44925 | 1.44880 | 1.44925 | 4.00 | 9753.50 |