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 | Lots=1; Bands=100; TakeProfit=150; InitialStop=50; TrailingStop=50; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 675.00 | Gross profit | 1097.00 | Gross loss | -422.00 |
Profit factor | 2.60 | Expected payoff | 32.14 | ||
Absolute drawdown | 54.00 | Maximal drawdown | 165.00 (1.59%) | Relative drawdown | 1.59% (165.00) |
Total trades | 21 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
Largest | profit trade | 227.00 | loss trade | -61.00 | |
Average | profit trade | 84.38 | loss trade | -52.75 | |
Maximum | consecutive wins (profit in money) | 3 (433.00) | consecutive losses (loss in money) | 2 (-100.00) | |
Maximal | consecutive profit (count of wins) | 433.00 (3) | consecutive loss (count of losses) | -100.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.50074 | 1.50135 | 1.49935 | ||
2 | 2009.12.01 00:05 | buy stop | 2 | 1.00 | 1.50135 | 1.50074 | 1.50285 | ||
3 | 2009.12.01 00:33 | s/l | 1 | 1.00 | 1.50135 | 1.50135 | 1.49935 | -61.00 | 9939.00 |
4 | 2009.12.01 00:33 | buy | 2 | 1.00 | 1.50135 | 1.50074 | 1.50285 | ||
5 | 2009.12.01 00:33 | sell stop | 3 | 1.00 | 1.50074 | 1.50135 | 1.49924 | ||
6 | 2009.12.01 00:40 | t/p | 2 | 1.00 | 1.50285 | 1.50074 | 1.50285 | 150.00 | 10089.00 |
7 | 2009.12.01 02:07 | sell | 3 | 1.00 | 1.50074 | 1.50135 | 1.49924 | ||
8 | 2009.12.01 02:07 | buy stop | 4 | 1.00 | 1.50135 | 1.50074 | 1.50285 | ||
9 | 2009.12.01 02:10 | s/l | 3 | 1.00 | 1.50135 | 1.50135 | 1.49924 | -61.00 | 10028.00 |
10 | 2009.12.01 02:10 | buy | 4 | 1.00 | 1.50135 | 1.50074 | 1.50285 | ||
11 | 2009.12.01 02:10 | sell stop | 5 | 1.00 | 1.50074 | 1.50135 | 1.49924 | ||
12 | 2009.12.01 02:20 | modify | 4 | 1.00 | 1.50135 | 1.50177 | 1.50377 | ||
13 | 2009.12.01 02:22 | modify | 5 | 1.00 | 1.50177 | 1.50227 | 1.50027 | ||
14 | 2009.12.01 02:27 | s/l | 4 | 1.00 | 1.50177 | 1.50177 | 1.50377 | 42.00 | 10070.00 |
15 | 2009.12.01 02:27 | sell | 5 | 1.00 | 1.50177 | 1.50227 | 1.50027 | ||
16 | 2009.12.01 02:27 | buy stop | 6 | 1.00 | 1.50227 | 1.50177 | 1.50377 | ||
17 | 2009.12.01 02:50 | modify | 5 | 1.00 | 1.50177 | 1.50133 | 1.49933 | ||
18 | 2009.12.01 02:52 | modify | 6 | 1.00 | 1.50133 | 1.50083 | 1.50283 | ||
19 | 2009.12.01 02:59 | s/l | 5 | 1.00 | 1.50133 | 1.50133 | 1.49933 | 44.00 | 10114.00 |
20 | 2009.12.01 02:59 | buy | 6 | 1.00 | 1.50133 | 1.50083 | 1.50283 | ||
21 | 2009.12.01 02:59 | sell stop | 7 | 1.00 | 1.50083 | 1.50133 | 1.49933 | ||
22 | 2009.12.01 03:15 | s/l | 6 | 1.00 | 1.50083 | 1.50083 | 1.50283 | -50.00 | 10064.00 |
23 | 2009.12.01 03:15 | sell | 7 | 1.00 | 1.50083 | 1.50133 | 1.49933 | ||
24 | 2009.12.01 03:15 | buy stop | 8 | 1.00 | 1.50133 | 1.50083 | 1.50283 | ||
25 | 2009.12.01 03:20 | modify | 7 | 1.00 | 1.50083 | 1.50076 | 1.49876 | ||
26 | 2009.12.01 03:22 | modify | 8 | 1.00 | 1.50076 | 1.50026 | 1.50226 | ||
27 | 2009.12.01 03:27 | s/l | 7 | 1.00 | 1.50076 | 1.50076 | 1.49876 | 7.00 | 10071.00 |
28 | 2009.12.01 03:27 | buy | 8 | 1.00 | 1.50076 | 1.50026 | 1.50226 | ||
29 | 2009.12.01 03:27 | sell stop | 9 | 1.00 | 1.50026 | 1.50076 | 1.49876 | ||
30 | 2009.12.01 03:45 | modify | 8 | 1.00 | 1.50076 | 1.50110 | 1.50310 | ||
31 | 2009.12.01 03:47 | modify | 9 | 1.00 | 1.50110 | 1.50160 | 1.49960 | ||
32 | 2009.12.01 03:50 | modify | 8 | 1.00 | 1.50076 | 1.50151 | 1.50351 | ||
33 | 2009.12.01 03:52 | modify | 9 | 1.00 | 1.50151 | 1.50201 | 1.50001 | ||
34 | 2009.12.01 03:57 | s/l | 8 | 1.00 | 1.50151 | 1.50151 | 1.50351 | 75.00 | 10146.00 |
35 | 2009.12.01 03:57 | sell | 9 | 1.00 | 1.50151 | 1.50201 | 1.50001 | ||
36 | 2009.12.01 03:57 | buy stop | 10 | 1.00 | 1.50201 | 1.50151 | 1.50351 | ||
37 | 2009.12.01 04:15 | modify | 9 | 1.00 | 1.50151 | 1.50148 | 1.49948 | ||
38 | 2009.12.01 04:17 | modify | 10 | 1.00 | 1.50148 | 1.50098 | 1.50298 | ||
39 | 2009.12.01 04:20 | modify | 9 | 1.00 | 1.50151 | 1.50093 | 1.49893 | ||
40 | 2009.12.01 04:22 | modify | 10 | 1.00 | 1.50093 | 1.50043 | 1.50243 | ||
41 | 2009.12.01 04:27 | s/l | 9 | 1.00 | 1.50093 | 1.50093 | 1.49893 | 58.00 | 10204.00 |
42 | 2009.12.01 04:27 | buy | 10 | 1.00 | 1.50093 | 1.50043 | 1.50243 | ||
43 | 2009.12.01 04:27 | sell stop | 11 | 1.00 | 1.50043 | 1.50093 | 1.49893 | ||
44 | 2009.12.01 04:32 | s/l | 10 | 1.00 | 1.50043 | 1.50043 | 1.50243 | -50.00 | 10154.00 |
45 | 2009.12.01 04:32 | sell | 11 | 1.00 | 1.50043 | 1.50093 | 1.49893 | ||
46 | 2009.12.01 04:32 | buy stop | 12 | 1.00 | 1.50093 | 1.50043 | 1.50243 | ||
47 | 2009.12.01 04:40 | s/l | 11 | 1.00 | 1.50093 | 1.50093 | 1.49893 | -50.00 | 10104.00 |
48 | 2009.12.01 04:40 | buy | 12 | 1.00 | 1.50093 | 1.50043 | 1.50243 | ||
49 | 2009.12.01 04:40 | sell stop | 13 | 1.00 | 1.50043 | 1.50093 | 1.49893 | ||
50 | 2009.12.01 04:45 | modify | 12 | 1.00 | 1.50093 | 1.50137 | 1.50337 | ||
51 | 2009.12.01 04:47 | modify | 13 | 1.00 | 1.50137 | 1.50187 | 1.49987 | ||
52 | 2009.12.01 04:50 | modify | 12 | 1.00 | 1.50093 | 1.50201 | 1.50401 | ||
53 | 2009.12.01 04:55 | modify | 13 | 1.00 | 1.50201 | 1.50251 | 1.50051 | ||
54 | 2009.12.01 04:57 | s/l | 12 | 1.00 | 1.50201 | 1.50201 | 1.50401 | 108.00 | 10212.00 |
55 | 2009.12.01 04:57 | sell | 13 | 1.00 | 1.50201 | 1.50251 | 1.50051 | ||
56 | 2009.12.01 04:57 | buy stop | 14 | 1.00 | 1.50251 | 1.50201 | 1.50401 | ||
57 | 2009.12.01 05:00 | modify | 13 | 1.00 | 1.50201 | 1.50199 | 1.49999 | ||
58 | 2009.12.01 05:02 | modify | 13 | 1.00 | 1.50201 | 1.50102 | 1.49902 | ||
59 | 2009.12.01 05:05 | modify | 14 | 1.00 | 1.50102 | 1.50052 | 1.50252 | ||
60 | 2009.12.01 05:07 | modify | 13 | 1.00 | 1.50201 | 1.50088 | 1.49888 | ||
61 | 2009.12.01 05:10 | s/l | 13 | 1.00 | 1.50088 | 1.50088 | 1.49888 | 113.00 | 10325.00 |
62 | 2009.12.01 05:10 | buy | 14 | 1.00 | 1.50102 | 1.50052 | 1.50252 | ||
63 | 2009.12.01 05:10 | sell stop | 15 | 1.00 | 1.50052 | 1.50102 | 1.49902 | ||
64 | 2009.12.01 05:20 | modify | 14 | 1.00 | 1.50102 | 1.50127 | 1.50327 | ||
65 | 2009.12.01 05:22 | modify | 15 | 1.00 | 1.50127 | 1.50177 | 1.49977 | ||
66 | 2009.12.01 05:27 | s/l | 14 | 1.00 | 1.50127 | 1.50127 | 1.50327 | 25.00 | 10350.00 |
67 | 2009.12.01 05:27 | sell | 15 | 1.00 | 1.50127 | 1.50177 | 1.49977 | ||
68 | 2009.12.01 05:27 | buy stop | 16 | 1.00 | 1.50177 | 1.50127 | 1.50327 | ||
69 | 2009.12.01 05:37 | s/l | 15 | 1.00 | 1.50177 | 1.50177 | 1.49977 | -50.00 | 10300.00 |
70 | 2009.12.01 05:37 | buy | 16 | 1.00 | 1.50177 | 1.50127 | 1.50327 | ||
71 | 2009.12.01 05:37 | sell stop | 17 | 1.00 | 1.50127 | 1.50177 | 1.49977 | ||
72 | 2009.12.01 05:40 | s/l | 16 | 1.00 | 1.50127 | 1.50127 | 1.50327 | -50.00 | 10250.00 |
73 | 2009.12.01 05:40 | sell | 17 | 1.00 | 1.50127 | 1.50177 | 1.49977 | ||
74 | 2009.12.01 05:40 | buy stop | 18 | 1.00 | 1.50177 | 1.50127 | 1.50327 | ||
75 | 2009.12.01 05:50 | modify | 17 | 1.00 | 1.50127 | 1.50085 | 1.49885 | ||
76 | 2009.12.01 05:52 | modify | 18 | 1.00 | 1.50085 | 1.50035 | 1.50235 | ||
77 | 2009.12.01 05:57 | s/l | 17 | 1.00 | 1.50085 | 1.50085 | 1.49885 | 42.00 | 10292.00 |
78 | 2009.12.01 05:57 | buy | 18 | 1.00 | 1.50085 | 1.50035 | 1.50235 | ||
79 | 2009.12.01 05:57 | sell stop | 19 | 1.00 | 1.50035 | 1.50085 | 1.49885 | ||
80 | 2009.12.01 06:10 | s/l | 18 | 1.00 | 1.50035 | 1.50035 | 1.50235 | -50.00 | 10242.00 |
81 | 2009.12.01 06:10 | sell | 19 | 1.00 | 1.50035 | 1.50085 | 1.49885 | ||
82 | 2009.12.01 06:10 | buy stop | 20 | 1.00 | 1.50085 | 1.50035 | 1.50235 | ||
83 | 2009.12.01 06:15 | t/p | 19 | 1.00 | 1.49885 | 1.50085 | 1.49885 | 150.00 | 10392.00 |
84 | 2009.12.01 07:45 | buy | 20 | 1.00 | 1.50085 | 1.50035 | 1.50235 | ||
85 | 2009.12.01 07:45 | sell stop | 21 | 1.00 | 1.50035 | 1.50085 | 1.49885 | ||
86 | 2009.12.01 07:50 | modify | 20 | 1.00 | 1.50085 | 1.50141 | 1.50341 | ||
87 | 2009.12.01 07:52 | s/l | 20 | 1.00 | 1.50141 | 1.50141 | 1.50341 | 56.00 | 10448.00 |
88 | 2009.12.04 14:45 | sell | 21 | 1.00 | 1.50035 | 1.50085 | 1.49885 | ||
89 | 2009.12.04 14:45 | buy stop | 22 | 1.00 | 1.50085 | 1.50035 | 1.50235 | ||
90 | 2009.12.04 14:47 | modify | 21 | 1.00 | 1.50035 | 1.50008 | 1.49808 | ||
91 | 2009.12.04 14:50 | t/p | 21 | 1.00 | 1.49808 | 1.50008 | 1.49808 | 227.00 | 10675.00 |