Strategy Tester Report
TrueHedge
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=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5846.00 | Gross profit | 11229.00 | Gross loss | -5383.00 |
Profit factor | 2.09 | Expected payoff | 91.34 | ||
Absolute drawdown | 9578.00 | Maximal drawdown | 13482.00 (96.96%) | Relative drawdown | 96.96% (13482.00) |
Total trades | 64 | Short positions (won %) | 32 (100.00%) | Long positions (won %) | 32 (96.88%) |
Profit trades (% of total) | 63 (98.44%) | Loss trades (% of total) | 1 (1.56%) | ||
Largest | profit trade | 180.00 | loss trade | -5383.00 | |
Average | profit trade | 178.24 | loss trade | -5383.00 | |
Maximum | consecutive wins (profit in money) | 63 (11229.00) | consecutive losses (loss in money) | 1 (-5383.00) | |
Maximal | consecutive profit (count of wins) | 11229.00 (63) | consecutive loss (count of losses) | -5383.00 (1) | |
Average | consecutive wins | 63 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 2.00 | 1.50084 | 0.00000 | 1.50174 | ||
2 | 2009.12.01 00:00 | sell | 2 | 2.00 | 1.50074 | 0.00000 | 1.49984 | ||
3 | 2009.12.01 00:33 | t/p | 1 | 2.00 | 1.50174 | 0.00000 | 1.50174 | 180.00 | 10180.00 |
4 | 2009.12.01 06:10 | t/p | 2 | 2.00 | 1.49984 | 0.00000 | 1.49984 | 180.00 | 10360.00 |
5 | 2009.12.02 00:00 | buy | 3 | 2.00 | 1.50758 | 0.00000 | 1.50848 | ||
6 | 2009.12.02 00:00 | sell | 4 | 2.00 | 1.50748 | 0.00000 | 1.50658 | ||
7 | 2009.12.02 00:15 | t/p | 3 | 2.00 | 1.50848 | 0.00000 | 1.50848 | 180.00 | 10540.00 |
8 | 2009.12.02 08:37 | t/p | 4 | 2.00 | 1.50658 | 0.00000 | 1.50658 | 180.00 | 10720.00 |
9 | 2009.12.03 00:00 | buy | 5 | 2.00 | 1.50489 | 0.00000 | 1.50579 | ||
10 | 2009.12.03 00:00 | sell | 6 | 2.00 | 1.50479 | 0.00000 | 1.50389 | ||
11 | 2009.12.03 00:15 | t/p | 5 | 2.00 | 1.50579 | 0.00000 | 1.50579 | 180.00 | 10900.00 |
12 | 2009.12.03 23:07 | t/p | 6 | 2.00 | 1.50389 | 0.00000 | 1.50389 | 180.00 | 11080.00 |
13 | 2009.12.04 00:00 | buy | 7 | 2.00 | 1.50537 | 0.00000 | 1.50627 | ||
14 | 2009.12.04 00:00 | sell | 8 | 2.00 | 1.50527 | 0.00000 | 1.50437 | ||
15 | 2009.12.04 00:20 | t/p | 7 | 2.00 | 1.50627 | 0.00000 | 1.50627 | 180.00 | 11260.00 |
16 | 2009.12.04 14:26 | t/p | 8 | 2.00 | 1.50437 | 0.00000 | 1.50437 | 180.00 | 11440.00 |
17 | 2009.12.07 00:00 | buy | 9 | 2.00 | 1.48701 | 0.00000 | 1.48791 | ||
18 | 2009.12.07 00:00 | sell | 10 | 2.00 | 1.48691 | 0.00000 | 1.48601 | ||
19 | 2009.12.07 00:32 | t/p | 10 | 2.00 | 1.48601 | 0.00000 | 1.48601 | 180.00 | 11620.00 |
20 | 2009.12.07 01:40 | t/p | 9 | 2.00 | 1.48791 | 0.00000 | 1.48791 | 180.00 | 11800.00 |
21 | 2009.12.08 00:00 | buy | 11 | 2.00 | 1.48290 | 0.00000 | 1.48380 | ||
22 | 2009.12.08 00:00 | sell | 12 | 2.00 | 1.48280 | 0.00000 | 1.48190 | ||
23 | 2009.12.08 00:33 | t/p | 11 | 2.00 | 1.48380 | 0.00000 | 1.48380 | 180.00 | 11980.00 |
24 | 2009.12.08 08:20 | t/p | 12 | 2.00 | 1.48190 | 0.00000 | 1.48190 | 180.00 | 12160.00 |
25 | 2009.12.09 00:00 | buy | 13 | 2.00 | 1.47040 | 0.00000 | 1.47130 | ||
26 | 2009.12.09 00:00 | sell | 14 | 2.00 | 1.47030 | 0.00000 | 1.46940 | ||
27 | 2009.12.09 00:02 | t/p | 13 | 2.00 | 1.47130 | 0.00000 | 1.47130 | 180.00 | 12340.00 |
28 | 2009.12.09 00:20 | t/p | 14 | 2.00 | 1.46940 | 0.00000 | 1.46940 | 180.00 | 12520.00 |
29 | 2009.12.10 00:00 | buy | 15 | 2.00 | 1.47390 | 0.00000 | 1.47480 | ||
30 | 2009.12.10 00:00 | sell | 16 | 2.00 | 1.47380 | 0.00000 | 1.47290 | ||
31 | 2009.12.10 01:32 | t/p | 15 | 2.00 | 1.47480 | 0.00000 | 1.47480 | 180.00 | 12700.00 |
32 | 2009.12.10 04:50 | t/p | 16 | 2.00 | 1.47290 | 0.00000 | 1.47290 | 180.00 | 12880.00 |
33 | 2009.12.11 00:00 | buy | 17 | 2.00 | 1.47319 | 0.00000 | 1.47409 | ||
34 | 2009.12.11 00:00 | sell | 18 | 2.00 | 1.47309 | 0.00000 | 1.47219 | ||
35 | 2009.12.11 02:20 | t/p | 18 | 2.00 | 1.47219 | 0.00000 | 1.47219 | 180.00 | 13060.00 |
36 | 2009.12.11 09:20 | t/p | 17 | 2.00 | 1.47409 | 0.00000 | 1.47409 | 180.00 | 13240.00 |
37 | 2009.12.14 00:00 | buy | 19 | 2.00 | 1.46157 | 0.00000 | 1.46247 | ||
38 | 2009.12.14 00:00 | sell | 20 | 2.00 | 1.46147 | 0.00000 | 1.46057 | ||
39 | 2009.12.14 00:20 | t/p | 19 | 2.00 | 1.46247 | 0.00000 | 1.46247 | 180.00 | 13420.00 |
40 | 2009.12.14 00:46 | t/p | 20 | 2.00 | 1.46057 | 0.00000 | 1.46057 | 180.00 | 13600.00 |
41 | 2009.12.15 00:00 | buy | 21 | 2.00 | 1.46518 | 0.00000 | 1.46608 | ||
42 | 2009.12.15 00:00 | sell | 22 | 2.00 | 1.46508 | 0.00000 | 1.46418 | ||
43 | 2009.12.15 03:16 | t/p | 22 | 2.00 | 1.46418 | 0.00000 | 1.46418 | 180.00 | 13780.00 |
44 | 2009.12.16 00:00 | buy | 23 | 2.00 | 1.45377 | 0.00000 | 1.45467 | ||
45 | 2009.12.16 00:00 | sell | 24 | 2.00 | 1.45367 | 0.00000 | 1.45277 | ||
46 | 2009.12.16 01:20 | t/p | 24 | 2.00 | 1.45277 | 0.00000 | 1.45277 | 180.00 | 13960.00 |
47 | 2009.12.16 03:07 | t/p | 23 | 2.00 | 1.45467 | 0.00000 | 1.45467 | 180.00 | 14140.00 |
48 | 2009.12.17 00:00 | buy | 25 | 2.00 | 1.45300 | 0.00000 | 1.45390 | ||
49 | 2009.12.17 00:00 | sell | 26 | 2.00 | 1.45290 | 0.00000 | 1.45200 | ||
50 | 2009.12.17 02:10 | t/p | 26 | 2.00 | 1.45200 | 0.00000 | 1.45200 | 180.00 | 14320.00 |
51 | 2009.12.18 00:00 | buy | 27 | 2.00 | 1.43502 | 0.00000 | 1.43592 | ||
52 | 2009.12.18 00:00 | sell | 28 | 2.00 | 1.43492 | 0.00000 | 1.43402 | ||
53 | 2009.12.18 00:10 | t/p | 28 | 2.00 | 1.43402 | 0.00000 | 1.43402 | 180.00 | 14500.00 |
54 | 2009.12.18 02:46 | t/p | 27 | 2.00 | 1.43592 | 0.00000 | 1.43592 | 180.00 | 14680.00 |
55 | 2009.12.21 00:00 | buy | 29 | 2.00 | 1.43125 | 0.00000 | 1.43215 | ||
56 | 2009.12.21 00:00 | sell | 30 | 2.00 | 1.43115 | 0.00000 | 1.43025 | ||
57 | 2009.12.21 00:03 | t/p | 29 | 2.00 | 1.43215 | 0.00000 | 1.43215 | 180.00 | 14860.00 |
58 | 2009.12.21 09:45 | t/p | 30 | 2.00 | 1.43025 | 0.00000 | 1.43025 | 180.00 | 15040.00 |
59 | 2009.12.22 00:00 | buy | 31 | 2.00 | 1.42751 | 0.00000 | 1.42841 | ||
60 | 2009.12.22 00:00 | sell | 32 | 2.00 | 1.42741 | 0.00000 | 1.42651 | ||
61 | 2009.12.22 00:50 | t/p | 31 | 2.00 | 1.42841 | 0.00000 | 1.42841 | 180.00 | 15220.00 |
62 | 2009.12.22 16:20 | t/p | 32 | 2.00 | 1.42651 | 0.00000 | 1.42651 | 180.00 | 15400.00 |
63 | 2009.12.23 00:00 | buy | 33 | 2.00 | 1.42543 | 0.00000 | 1.42633 | ||
64 | 2009.12.23 00:00 | sell | 34 | 2.00 | 1.42533 | 0.00000 | 1.42443 | ||
65 | 2009.12.23 02:15 | t/p | 33 | 2.00 | 1.42633 | 0.00000 | 1.42633 | 180.00 | 15580.00 |
66 | 2009.12.23 04:20 | t/p | 34 | 2.00 | 1.42443 | 0.00000 | 1.42443 | 180.00 | 15760.00 |
67 | 2009.12.24 00:00 | buy | 35 | 2.00 | 1.43294 | 0.00000 | 1.43384 | ||
68 | 2009.12.24 00:00 | sell | 36 | 2.00 | 1.43284 | 0.00000 | 1.43194 | ||
69 | 2009.12.24 01:15 | t/p | 35 | 2.00 | 1.43384 | 0.00000 | 1.43384 | 180.00 | 15940.00 |
70 | 2009.12.28 00:00 | buy | 37 | 2.00 | 1.43724 | 0.00000 | 1.43814 | ||
71 | 2009.12.28 00:00 | sell | 38 | 2.00 | 1.43714 | 0.00000 | 1.43624 | ||
72 | 2009.12.28 00:20 | t/p | 38 | 2.00 | 1.43624 | 0.00000 | 1.43624 | 180.00 | 16120.00 |
73 | 2009.12.28 02:45 | t/p | 37 | 2.00 | 1.43814 | 0.00000 | 1.43814 | 180.00 | 16300.00 |
74 | 2009.12.29 00:00 | buy | 39 | 2.00 | 1.43737 | 0.00000 | 1.43827 | ||
75 | 2009.12.29 00:00 | sell | 40 | 2.00 | 1.43727 | 0.00000 | 1.43637 | ||
76 | 2009.12.29 01:45 | t/p | 40 | 2.00 | 1.43637 | 0.00000 | 1.43637 | 180.00 | 16480.00 |
77 | 2009.12.29 07:45 | t/p | 39 | 2.00 | 1.43827 | 0.00000 | 1.43827 | 180.00 | 16660.00 |
78 | 2009.12.30 00:00 | buy | 41 | 2.00 | 1.43513 | 0.00000 | 1.43603 | ||
79 | 2009.12.30 00:00 | sell | 42 | 2.00 | 1.43503 | 0.00000 | 1.43413 | ||
80 | 2009.12.30 00:46 | t/p | 42 | 2.00 | 1.43413 | 0.00000 | 1.43413 | 180.00 | 16840.00 |
81 | 2009.12.30 01:50 | close | 36 | 2.00 | 1.43215 | 0.00000 | 1.43194 | 130.80 | 16970.80 |
82 | 2009.12.30 10:37 | t/p | 41 | 2.00 | 1.43603 | 0.00000 | 1.43603 | 180.00 | 17150.80 |
83 | 2009.12.31 00:00 | buy | 43 | 2.00 | 1.43377 | 0.00000 | 1.43467 | ||
84 | 2009.12.31 00:00 | sell | 44 | 2.00 | 1.43367 | 0.00000 | 1.43277 | ||
85 | 2009.12.31 01:40 | t/p | 43 | 2.00 | 1.43467 | 0.00000 | 1.43467 | 180.00 | 17330.80 |
86 | 2009.12.31 16:20 | t/p | 44 | 2.00 | 1.43277 | 0.00000 | 1.43277 | 180.00 | 17510.80 |
87 | 2010.01.04 00:00 | buy | 45 | 2.00 | 1.43271 | 0.00000 | 1.43361 | ||
88 | 2010.01.04 00:00 | sell | 46 | 2.00 | 1.43261 | 0.00000 | 1.43171 | ||
89 | 2010.01.04 00:50 | t/p | 46 | 2.00 | 1.43171 | 0.00000 | 1.43171 | 180.00 | 17690.80 |
90 | 2010.01.04 09:50 | t/p | 45 | 2.00 | 1.43361 | 0.00000 | 1.43361 | 180.00 | 17870.80 |
91 | 2010.01.05 00:00 | buy | 47 | 2.00 | 1.44106 | 0.00000 | 1.44196 | ||
92 | 2010.01.05 00:00 | sell | 48 | 2.00 | 1.44096 | 0.00000 | 1.44006 | ||
93 | 2010.01.05 00:45 | t/p | 47 | 2.00 | 1.44196 | 0.00000 | 1.44196 | 180.00 | 18050.80 |
94 | 2010.01.05 12:20 | t/p | 48 | 2.00 | 1.44006 | 0.00000 | 1.44006 | 180.00 | 18230.80 |
95 | 2010.01.06 00:00 | buy | 49 | 2.00 | 1.43628 | 0.00000 | 1.43718 | ||
96 | 2010.01.06 00:00 | sell | 50 | 2.00 | 1.43618 | 0.00000 | 1.43528 | ||
97 | 2010.01.06 00:20 | t/p | 50 | 2.00 | 1.43528 | 0.00000 | 1.43528 | 180.00 | 18410.80 |
98 | 2010.01.06 10:40 | t/p | 49 | 2.00 | 1.43718 | 0.00000 | 1.43718 | 180.00 | 18590.80 |
99 | 2010.01.07 00:00 | buy | 51 | 2.00 | 1.44009 | 0.00000 | 1.44099 | ||
100 | 2010.01.07 00:00 | sell | 52 | 2.00 | 1.43999 | 0.00000 | 1.43909 | ||
101 | 2010.01.07 01:10 | t/p | 51 | 2.00 | 1.44099 | 0.00000 | 1.44099 | 180.00 | 18770.80 |
102 | 2010.01.07 06:33 | t/p | 52 | 2.00 | 1.43909 | 0.00000 | 1.43909 | 180.00 | 18950.80 |
103 | 2010.01.08 00:00 | buy | 53 | 2.00 | 1.43053 | 0.00000 | 1.43143 | ||
104 | 2010.01.08 00:00 | sell | 54 | 2.00 | 1.43043 | 0.00000 | 1.42953 | ||
105 | 2010.01.08 00:45 | t/p | 53 | 2.00 | 1.43143 | 0.00000 | 1.43143 | 180.00 | 19130.80 |
106 | 2010.01.08 06:50 | t/p | 54 | 2.00 | 1.42953 | 0.00000 | 1.42953 | 180.00 | 19310.80 |
107 | 2010.01.11 00:00 | buy | 55 | 2.00 | 1.44128 | 0.00000 | 1.44218 | ||
108 | 2010.01.11 00:00 | sell | 56 | 2.00 | 1.44118 | 0.00000 | 1.44028 | ||
109 | 2010.01.11 00:10 | t/p | 55 | 2.00 | 1.44218 | 0.00000 | 1.44218 | 180.00 | 19490.80 |
110 | 2010.01.11 12:15 | close | 25 | 2.00 | 1.45376 | 0.00000 | 1.45390 | 129.00 | 19619.80 |
111 | 2010.01.12 00:00 | buy | 57 | 2.00 | 1.45138 | 0.00000 | 1.45228 | ||
112 | 2010.01.12 00:00 | sell | 58 | 2.00 | 1.45128 | 0.00000 | 1.45038 | ||
113 | 2010.01.12 00:50 | t/p | 58 | 2.00 | 1.45038 | 0.00000 | 1.45038 | 180.00 | 19799.80 |
114 | 2010.01.12 16:20 | t/p | 57 | 2.00 | 1.45228 | 0.00000 | 1.45228 | 180.00 | 19979.80 |
115 | 2010.01.13 00:00 | buy | 59 | 2.00 | 1.44930 | 0.00000 | 1.45020 | ||
116 | 2010.01.13 00:00 | sell | 60 | 2.00 | 1.44920 | 0.00000 | 1.44830 | ||
117 | 2010.01.13 00:40 | t/p | 60 | 2.00 | 1.44830 | 0.00000 | 1.44830 | 180.00 | 20159.80 |
118 | 2010.01.13 07:50 | t/p | 59 | 2.00 | 1.45020 | 0.00000 | 1.45020 | 180.00 | 20339.80 |
119 | 2010.01.14 00:00 | buy | 61 | 2.00 | 1.45000 | 0.00000 | 1.45090 | ||
120 | 2010.01.14 00:00 | sell | 62 | 2.00 | 1.44990 | 0.00000 | 1.44900 | ||
121 | 2010.01.14 00:15 | t/p | 61 | 2.00 | 1.45090 | 0.00000 | 1.45090 | 180.00 | 20519.80 |
122 | 2010.01.14 13:15 | t/p | 62 | 2.00 | 1.44900 | 0.00000 | 1.44900 | 180.00 | 20699.80 |
123 | 2010.01.15 00:00 | buy | 63 | 2.00 | 1.44991 | 0.00000 | 1.45081 | ||
124 | 2010.01.15 00:00 | sell | 64 | 2.00 | 1.44981 | 0.00000 | 1.44891 | ||
125 | 2010.01.15 00:32 | t/p | 63 | 2.00 | 1.45081 | 0.00000 | 1.45081 | 180.00 | 20879.80 |
126 | 2010.01.15 01:40 | t/p | 64 | 2.00 | 1.44891 | 0.00000 | 1.44891 | 180.00 | 21059.80 |
127 | 2010.01.15 09:10 | t/p | 56 | 2.00 | 1.44028 | 0.00000 | 1.44028 | 169.20 | 21229.00 |
128 | 2010.01.15 22:57 | close at stop | 21 | 2.00 | 1.43843 | 0.00000 | 1.46608 | -5383.00 | 15846.00 |