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 | FixedLots=0.3; Risk=0.01; StopLoss=50; TakeProfit1=100; DayStartHour=4; StopShift=0; OrderExpirationHours=20; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 165.00 | Gross profit | 540.00 | Gross loss | -375.00 |
| Profit factor | 1.44 | Expected payoff | 3.84 | ||
| Absolute drawdown | 30.00 | Maximal drawdown | 66.60 (0.66%) | Relative drawdown | 0.66% (66.30) |
| Total trades | 43 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 20 (30.00%) |
| Profit trades (% of total) | 18 (41.86%) | Loss trades (% of total) | 25 (58.14%) | ||
| Largest | profit trade | 30.00 | loss trade | -15.00 | |
| Average | profit trade | 30.00 | loss trade | -15.00 | |
| Maximum | consecutive wins (profit in money) | 3 (90.00) | consecutive losses (loss in money) | 4 (-60.00) | |
| Maximal | consecutive profit (count of wins) | 90.00 (3) | consecutive loss (count of losses) | -60.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:00 | buy stop | 1 | 0.30 | 1.50395 | 1.50345 | 1.50495 | ||
| 2 | 2009.12.01 04:00 | sell stop | 2 | 0.30 | 1.49906 | 1.49956 | 1.49806 | ||
| 3 | 2009.12.01 06:15 | sell | 2 | 0.30 | 1.49906 | 1.49956 | 1.49806 | ||
| 4 | 2009.12.01 06:20 | t/p | 2 | 0.30 | 1.49806 | 1.49956 | 1.49806 | 30.00 | 10030.00 |
| 5 | 2009.12.01 08:20 | buy | 1 | 0.30 | 1.50395 | 1.50345 | 1.50495 | ||
| 6 | 2009.12.01 08:27 | s/l | 1 | 0.30 | 1.50345 | 1.50345 | 1.50495 | -15.00 | 10015.00 |
| 7 | 2009.12.02 04:00 | buy stop | 3 | 0.30 | 1.50959 | 1.50909 | 1.51059 | ||
| 8 | 2009.12.02 04:00 | sell stop | 4 | 0.30 | 1.50725 | 1.50775 | 1.50625 | ||
| 9 | 2009.12.02 04:15 | buy | 3 | 0.30 | 1.50959 | 1.50909 | 1.51059 | ||
| 10 | 2009.12.02 04:50 | s/l | 3 | 0.30 | 1.50909 | 1.50909 | 1.51059 | -15.00 | 10000.00 |
| 11 | 2009.12.02 08:20 | sell | 4 | 0.30 | 1.50725 | 1.50775 | 1.50625 | ||
| 12 | 2009.12.02 08:45 | s/l | 4 | 0.30 | 1.50775 | 1.50775 | 1.50625 | -15.00 | 9985.00 |
| 13 | 2009.12.03 04:00 | buy stop | 5 | 0.30 | 1.50940 | 1.50890 | 1.51040 | ||
| 14 | 2009.12.03 04:00 | sell stop | 6 | 0.30 | 1.50342 | 1.50392 | 1.50242 | ||
| 15 | 2009.12.03 04:20 | buy | 5 | 0.30 | 1.50940 | 1.50890 | 1.51040 | ||
| 16 | 2009.12.03 04:37 | s/l | 5 | 0.30 | 1.50890 | 1.50890 | 1.51040 | -15.00 | 9970.00 |
| 17 | 2009.12.04 00:02 | expiration | 6 | 0.30 | 1.50342 | 1.50392 | 1.50242 | ||
| 18 | 2009.12.04 04:00 | buy stop | 7 | 0.30 | 1.50950 | 1.50900 | 1.51050 | ||
| 19 | 2009.12.04 04:00 | sell stop | 8 | 0.30 | 1.50371 | 1.50421 | 1.50271 | ||
| 20 | 2009.12.04 14:40 | sell | 8 | 0.30 | 1.50371 | 1.50421 | 1.50271 | ||
| 21 | 2009.12.04 14:45 | t/p | 8 | 0.30 | 1.50271 | 1.50421 | 1.50271 | 30.00 | 10000.00 |
| 22 | 2009.12.07 00:00 | expiration | 7 | 0.30 | 1.50950 | 1.50900 | 1.51050 | ||
| 23 | 2009.12.07 04:00 | buy stop | 9 | 0.30 | 1.48976 | 1.48926 | 1.49076 | ||
| 24 | 2009.12.07 04:00 | sell stop | 10 | 0.30 | 1.48213 | 1.48263 | 1.48113 | ||
| 25 | 2009.12.07 05:33 | buy | 9 | 0.30 | 1.48976 | 1.48926 | 1.49076 | ||
| 26 | 2009.12.07 05:50 | s/l | 9 | 0.30 | 1.48926 | 1.48926 | 1.49076 | -15.00 | 9985.00 |
| 27 | 2009.12.07 09:40 | sell | 10 | 0.30 | 1.48213 | 1.48263 | 1.48113 | ||
| 28 | 2009.12.07 09:45 | t/p | 10 | 0.30 | 1.48113 | 1.48263 | 1.48113 | 30.00 | 10015.00 |
| 29 | 2009.12.08 04:00 | buy stop | 11 | 0.30 | 1.48661 | 1.48611 | 1.48761 | ||
| 30 | 2009.12.08 04:00 | sell stop | 12 | 0.30 | 1.48056 | 1.48106 | 1.47956 | ||
| 31 | 2009.12.08 08:50 | sell | 12 | 0.30 | 1.48056 | 1.48106 | 1.47956 | ||
| 32 | 2009.12.08 09:02 | t/p | 12 | 0.30 | 1.47956 | 1.48106 | 1.47956 | 30.00 | 10045.00 |
| 33 | 2009.12.09 00:02 | expiration | 11 | 0.30 | 1.48661 | 1.48611 | 1.48761 | ||
| 34 | 2009.12.09 04:00 | sell stop | 13 | 0.30 | 1.46678 | 1.46728 | 1.46578 | ||
| 35 | 2009.12.10 00:02 | expiration | 13 | 0.30 | 1.46678 | 1.46728 | 1.46578 | ||
| 36 | 2009.12.10 04:00 | buy stop | 14 | 0.30 | 1.47590 | 1.47540 | 1.47690 | ||
| 37 | 2009.12.10 04:00 | sell stop | 15 | 0.30 | 1.47148 | 1.47198 | 1.47048 | ||
| 38 | 2009.12.10 05:20 | sell | 15 | 0.30 | 1.47148 | 1.47198 | 1.47048 | ||
| 39 | 2009.12.10 05:50 | t/p | 15 | 0.30 | 1.47048 | 1.47198 | 1.47048 | 30.00 | 10075.00 |
| 40 | 2009.12.10 15:20 | buy | 14 | 0.30 | 1.47590 | 1.47540 | 1.47690 | ||
| 41 | 2009.12.10 15:27 | s/l | 14 | 0.30 | 1.47540 | 1.47540 | 1.47690 | -15.00 | 10060.00 |
| 42 | 2009.12.11 04:00 | buy stop | 16 | 0.30 | 1.47360 | 1.47310 | 1.47460 | ||
| 43 | 2009.12.11 04:00 | sell stop | 17 | 0.30 | 1.47086 | 1.47136 | 1.46986 | ||
| 44 | 2009.12.11 06:50 | buy | 16 | 0.30 | 1.47360 | 1.47310 | 1.47460 | ||
| 45 | 2009.12.11 07:26 | s/l | 16 | 0.30 | 1.47310 | 1.47310 | 1.47460 | -15.00 | 10045.00 |
| 46 | 2009.12.11 14:59 | sell | 17 | 0.30 | 1.47086 | 1.47136 | 1.46986 | ||
| 47 | 2009.12.11 15:10 | s/l | 17 | 0.30 | 1.47136 | 1.47136 | 1.46986 | -15.00 | 10030.00 |
| 48 | 2009.12.14 04:00 | buy stop | 18 | 0.30 | 1.46475 | 1.46425 | 1.46575 | ||
| 49 | 2009.12.14 04:00 | sell stop | 19 | 0.30 | 1.46040 | 1.46090 | 1.45940 | ||
| 50 | 2009.12.14 05:15 | buy | 18 | 0.30 | 1.46475 | 1.46425 | 1.46575 | ||
| 51 | 2009.12.14 05:20 | t/p | 18 | 0.30 | 1.46575 | 1.46425 | 1.46575 | 30.00 | 10060.00 |
| 52 | 2009.12.15 00:02 | expiration | 19 | 0.30 | 1.46040 | 1.46090 | 1.45940 | ||
| 53 | 2009.12.15 04:00 | buy stop | 20 | 0.30 | 1.46625 | 1.46575 | 1.46725 | ||
| 54 | 2009.12.15 04:00 | sell stop | 21 | 0.30 | 1.46388 | 1.46438 | 1.46288 | ||
| 55 | 2009.12.15 06:20 | sell | 21 | 0.30 | 1.46388 | 1.46438 | 1.46288 | ||
| 56 | 2009.12.15 06:27 | s/l | 21 | 0.30 | 1.46438 | 1.46438 | 1.46288 | -15.00 | 10045.00 |
| 57 | 2009.12.16 00:02 | expiration | 20 | 0.30 | 1.46625 | 1.46575 | 1.46725 | ||
| 58 | 2009.12.16 04:00 | sell stop | 22 | 0.30 | 1.45202 | 1.45252 | 1.45102 | ||
| 59 | 2009.12.16 08:50 | sell | 22 | 0.30 | 1.45202 | 1.45252 | 1.45102 | ||
| 60 | 2009.12.16 09:10 | s/l | 22 | 0.30 | 1.45252 | 1.45252 | 1.45102 | -15.00 | 10030.00 |
| 61 | 2009.12.17 04:00 | buy stop | 23 | 0.30 | 1.45375 | 1.45325 | 1.45475 | ||
| 62 | 2009.12.17 04:00 | sell stop | 24 | 0.30 | 1.44197 | 1.44247 | 1.44097 | ||
| 63 | 2009.12.17 04:10 | sell | 24 | 0.30 | 1.44197 | 1.44247 | 1.44097 | ||
| 64 | 2009.12.17 04:15 | t/p | 24 | 0.30 | 1.44097 | 1.44247 | 1.44097 | 30.00 | 10060.00 |
| 65 | 2009.12.18 00:02 | expiration | 23 | 0.30 | 1.45375 | 1.45325 | 1.45475 | ||
| 66 | 2009.12.18 04:00 | buy stop | 25 | 0.30 | 1.44112 | 1.44062 | 1.44212 | ||
| 67 | 2009.12.18 04:00 | sell stop | 26 | 0.30 | 1.43042 | 1.43092 | 1.42942 | ||
| 68 | 2009.12.18 16:40 | sell | 26 | 0.30 | 1.43042 | 1.43092 | 1.42942 | ||
| 69 | 2009.12.18 16:45 | t/p | 26 | 0.30 | 1.42942 | 1.43092 | 1.42942 | 30.00 | 10090.00 |
| 70 | 2009.12.21 00:00 | expiration | 25 | 0.30 | 1.44112 | 1.44062 | 1.44212 | ||
| 71 | 2009.12.21 04:00 | buy stop | 27 | 0.30 | 1.43488 | 1.43438 | 1.43588 | ||
| 72 | 2009.12.21 04:00 | sell stop | 28 | 0.30 | 1.43018 | 1.43068 | 1.42918 | ||
| 73 | 2009.12.21 04:40 | buy | 27 | 0.30 | 1.43488 | 1.43438 | 1.43588 | ||
| 74 | 2009.12.21 05:20 | s/l | 27 | 0.30 | 1.43438 | 1.43438 | 1.43588 | -15.00 | 10075.00 |
| 75 | 2009.12.21 09:45 | sell | 28 | 0.30 | 1.43018 | 1.43068 | 1.42918 | ||
| 76 | 2009.12.21 09:50 | t/p | 28 | 0.30 | 1.42918 | 1.43068 | 1.42918 | 30.00 | 10105.00 |
| 77 | 2009.12.22 04:00 | buy stop | 29 | 0.30 | 1.42967 | 1.42917 | 1.43067 | ||
| 78 | 2009.12.22 04:00 | sell stop | 30 | 0.30 | 1.42647 | 1.42697 | 1.42547 | ||
| 79 | 2009.12.22 04:07 | buy | 29 | 0.30 | 1.42967 | 1.42917 | 1.43067 | ||
| 80 | 2009.12.22 04:15 | s/l | 29 | 0.30 | 1.42917 | 1.42917 | 1.43067 | -15.00 | 10090.00 |
| 81 | 2009.12.22 16:20 | sell | 30 | 0.30 | 1.42647 | 1.42697 | 1.42547 | ||
| 82 | 2009.12.22 16:27 | s/l | 30 | 0.30 | 1.42697 | 1.42697 | 1.42547 | -15.00 | 10075.00 |
| 83 | 2009.12.23 04:00 | buy stop | 31 | 0.30 | 1.42751 | 1.42701 | 1.42851 | ||
| 84 | 2009.12.23 04:00 | sell stop | 32 | 0.30 | 1.42357 | 1.42407 | 1.42257 | ||
| 85 | 2009.12.23 10:50 | sell | 32 | 0.30 | 1.42357 | 1.42407 | 1.42257 | ||
| 86 | 2009.12.23 10:57 | s/l | 32 | 0.30 | 1.42407 | 1.42407 | 1.42257 | -15.00 | 10060.00 |
| 87 | 2009.12.23 13:45 | buy | 31 | 0.30 | 1.42751 | 1.42701 | 1.42851 | ||
| 88 | 2009.12.23 14:02 | t/p | 31 | 0.30 | 1.42851 | 1.42701 | 1.42851 | 30.00 | 10090.00 |
| 89 | 2009.12.24 04:00 | buy stop | 33 | 0.30 | 1.43563 | 1.43513 | 1.43663 | ||
| 90 | 2009.12.24 04:00 | sell stop | 34 | 0.30 | 1.43222 | 1.43272 | 1.43122 | ||
| 91 | 2009.12.24 07:20 | buy | 33 | 0.30 | 1.43563 | 1.43513 | 1.43663 | ||
| 92 | 2009.12.24 08:16 | t/p | 33 | 0.30 | 1.43663 | 1.43513 | 1.43663 | 30.00 | 10120.00 |
| 93 | 2009.12.28 00:00 | expiration | 34 | 0.30 | 1.43222 | 1.43272 | 1.43122 | ||
| 94 | 2009.12.28 04:00 | sell stop | 35 | 0.30 | 1.43524 | 1.43574 | 1.43424 | ||
| 95 | 2009.12.29 00:05 | expiration | 35 | 0.30 | 1.43524 | 1.43574 | 1.43424 | ||
| 96 | 2009.12.29 04:00 | buy stop | 36 | 0.30 | 1.43857 | 1.43807 | 1.43957 | ||
| 97 | 2009.12.29 04:00 | sell stop | 37 | 0.30 | 1.43566 | 1.43616 | 1.43466 | ||
| 98 | 2009.12.29 04:15 | sell | 37 | 0.30 | 1.43566 | 1.43616 | 1.43466 | ||
| 99 | 2009.12.29 05:10 | s/l | 37 | 0.30 | 1.43616 | 1.43616 | 1.43466 | -15.00 | 10105.00 |
| 100 | 2009.12.29 07:50 | buy | 36 | 0.30 | 1.43857 | 1.43807 | 1.43957 | ||
| 101 | 2009.12.29 08:00 | s/l | 36 | 0.30 | 1.43807 | 1.43807 | 1.43957 | -15.00 | 10090.00 |
| 102 | 2009.12.30 04:00 | buy stop | 38 | 0.30 | 1.43607 | 1.43557 | 1.43707 | ||
| 103 | 2009.12.30 04:00 | sell stop | 39 | 0.30 | 1.43057 | 1.43107 | 1.42957 | ||
| 104 | 2009.12.30 10:37 | buy | 38 | 0.30 | 1.43607 | 1.43557 | 1.43707 | ||
| 105 | 2009.12.30 10:40 | s/l | 38 | 0.30 | 1.43557 | 1.43557 | 1.43707 | -15.00 | 10075.00 |
| 106 | 2009.12.30 15:35 | sell | 39 | 0.30 | 1.43057 | 1.43107 | 1.42957 | ||
| 107 | 2009.12.30 15:50 | t/p | 39 | 0.30 | 1.42957 | 1.43107 | 1.42957 | 30.00 | 10105.00 |
| 108 | 2009.12.31 04:00 | buy stop | 40 | 0.30 | 1.43719 | 1.43669 | 1.43819 | ||
| 109 | 2009.12.31 04:00 | sell stop | 41 | 0.30 | 1.43250 | 1.43300 | 1.43150 | ||
| 110 | 2009.12.31 05:50 | buy | 40 | 0.30 | 1.43719 | 1.43669 | 1.43819 | ||
| 111 | 2009.12.31 06:15 | s/l | 40 | 0.30 | 1.43669 | 1.43669 | 1.43819 | -15.00 | 10090.00 |
| 112 | 2009.12.31 16:20 | sell | 41 | 0.30 | 1.43250 | 1.43300 | 1.43150 | ||
| 113 | 2009.12.31 16:27 | s/l | 41 | 0.30 | 1.43300 | 1.43300 | 1.43150 | -15.00 | 10075.00 |
| 114 | 2010.01.04 04:00 | buy stop | 42 | 0.30 | 1.43697 | 1.43647 | 1.43797 | ||
| 115 | 2010.01.04 04:00 | sell stop | 43 | 0.30 | 1.42565 | 1.42615 | 1.42465 | ||
| 116 | 2010.01.04 10:40 | buy | 42 | 0.30 | 1.43697 | 1.43647 | 1.43797 | ||
| 117 | 2010.01.04 10:45 | t/p | 42 | 0.30 | 1.43797 | 1.43647 | 1.43797 | 30.00 | 10105.00 |
| 118 | 2010.01.05 00:02 | expiration | 43 | 0.30 | 1.42565 | 1.42615 | 1.42465 | ||
| 119 | 2010.01.05 04:00 | buy stop | 44 | 0.30 | 1.44396 | 1.44346 | 1.44496 | ||
| 120 | 2010.01.05 04:00 | sell stop | 45 | 0.30 | 1.44027 | 1.44077 | 1.43927 | ||
| 121 | 2010.01.05 05:32 | buy | 44 | 0.30 | 1.44396 | 1.44346 | 1.44496 | ||
| 122 | 2010.01.05 05:45 | s/l | 44 | 0.30 | 1.44346 | 1.44346 | 1.44496 | -15.00 | 10090.00 |
| 123 | 2010.01.05 12:20 | sell | 45 | 0.30 | 1.44027 | 1.44077 | 1.43927 | ||
| 124 | 2010.01.05 12:27 | s/l | 45 | 0.30 | 1.44077 | 1.44077 | 1.43927 | -15.00 | 10075.00 |
| 125 | 2010.01.06 04:00 | buy stop | 46 | 0.30 | 1.43728 | 1.43678 | 1.43828 | ||
| 126 | 2010.01.06 04:00 | sell stop | 47 | 0.30 | 1.43337 | 1.43387 | 1.43237 | ||
| 127 | 2010.01.06 07:40 | sell | 47 | 0.30 | 1.43337 | 1.43387 | 1.43237 | ||
| 128 | 2010.01.06 07:45 | t/p | 47 | 0.30 | 1.43237 | 1.43387 | 1.43237 | 30.00 | 10105.00 |
| 129 | 2010.01.06 10:40 | buy | 46 | 0.30 | 1.43728 | 1.43678 | 1.43828 | ||
| 130 | 2010.01.06 11:15 | s/l | 46 | 0.30 | 1.43678 | 1.43678 | 1.43828 | -15.00 | 10090.00 |
| 131 | 2010.01.07 04:00 | buy stop | 48 | 0.30 | 1.44469 | 1.44419 | 1.44569 | ||
| 132 | 2010.01.07 04:00 | sell stop | 49 | 0.30 | 1.43915 | 1.43965 | 1.43815 | ||
| 133 | 2010.01.07 06:33 | sell | 49 | 0.30 | 1.43915 | 1.43965 | 1.43815 | ||
| 134 | 2010.01.07 07:15 | t/p | 49 | 0.30 | 1.43815 | 1.43965 | 1.43815 | 30.00 | 10120.00 |
| 135 | 2010.01.08 00:06 | expiration | 48 | 0.30 | 1.44469 | 1.44419 | 1.44569 | ||
| 136 | 2010.01.08 04:00 | buy stop | 50 | 0.30 | 1.43270 | 1.43220 | 1.43370 | ||
| 137 | 2010.01.08 04:00 | sell stop | 51 | 0.30 | 1.43008 | 1.43058 | 1.42908 | ||
| 138 | 2010.01.08 06:45 | sell | 51 | 0.30 | 1.43008 | 1.43058 | 1.42908 | ||
| 139 | 2010.01.08 06:50 | t/p | 51 | 0.30 | 1.42908 | 1.43058 | 1.42908 | 30.00 | 10150.00 |
| 140 | 2010.01.08 08:32 | buy | 50 | 0.30 | 1.43270 | 1.43220 | 1.43370 | ||
| 141 | 2010.01.08 08:50 | s/l | 50 | 0.30 | 1.43220 | 1.43220 | 1.43370 | -15.00 | 10135.00 |
| 142 | 2010.01.11 04:00 | sell stop | 52 | 0.30 | 1.44036 | 1.44086 | 1.43936 | ||
| 143 | 2010.01.12 00:02 | expiration | 52 | 0.30 | 1.44036 | 1.44086 | 1.43936 | ||
| 144 | 2010.01.12 04:00 | buy stop | 53 | 0.30 | 1.45278 | 1.45228 | 1.45378 | ||
| 145 | 2010.01.12 04:00 | sell stop | 54 | 0.30 | 1.44528 | 1.44578 | 1.44428 | ||
| 146 | 2010.01.12 16:40 | buy | 53 | 0.30 | 1.45278 | 1.45228 | 1.45378 | ||
| 147 | 2010.01.12 16:50 | t/p | 53 | 0.30 | 1.45378 | 1.45228 | 1.45378 | 30.00 | 10165.00 |
| 148 | 2010.01.13 00:03 | expiration | 54 | 0.30 | 1.44528 | 1.44578 | 1.44428 | ||
| 149 | 2010.01.13 04:00 | buy stop | 55 | 0.30 | 1.44979 | 1.44929 | 1.45079 | ||
| 150 | 2010.01.13 04:00 | sell stop | 56 | 0.30 | 1.44557 | 1.44607 | 1.44457 | ||
| 151 | 2010.01.13 07:40 | buy | 55 | 0.30 | 1.44979 | 1.44929 | 1.45079 | ||
| 152 | 2010.01.13 08:02 | t/p | 55 | 0.30 | 1.45079 | 1.44929 | 1.45079 | 30.00 | 10195.00 |
| 153 | 2010.01.14 00:02 | expiration | 56 | 0.30 | 1.44557 | 1.44607 | 1.44457 | ||
| 154 | 2010.01.14 04:00 | sell stop | 57 | 0.30 | 1.44952 | 1.45002 | 1.44852 | ||
| 155 | 2010.01.14 12:20 | sell | 57 | 0.30 | 1.44952 | 1.45002 | 1.44852 | ||
| 156 | 2010.01.14 12:32 | s/l | 57 | 0.30 | 1.45002 | 1.45002 | 1.44852 | -15.00 | 10180.00 |
| 157 | 2010.01.15 04:00 | buy stop | 58 | 0.30 | 1.45113 | 1.45063 | 1.45213 | ||
| 158 | 2010.01.15 04:00 | sell stop | 59 | 0.30 | 1.44098 | 1.44148 | 1.43998 | ||
| 159 | 2010.01.15 05:46 | sell | 59 | 0.30 | 1.44098 | 1.44148 | 1.43998 | ||
| 160 | 2010.01.15 05:56 | s/l | 59 | 0.30 | 1.44148 | 1.44148 | 1.43998 | -15.00 | 10165.00 |