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=0.1; Porog=20; FastEMA=12; SlowEMA=26; SignalSMA=9; SL=0; TP=20; MagicNumber=8833747; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -215.80 | Gross profit | 79.60 | Gross loss | -295.40 |
Profit factor | 0.27 | Expected payoff | -5.14 | ||
Absolute drawdown | 440.50 | Maximal drawdown | 463.80 (4.63%) | Relative drawdown | 4.63% (463.80) |
Total trades | 42 | Short positions (won %) | 24 (95.83%) | Long positions (won %) | 18 (94.44%) |
Profit trades (% of total) | 40 (95.24%) | Loss trades (% of total) | 2 (4.76%) | ||
Largest | profit trade | 2.00 | loss trade | -207.30 | |
Average | profit trade | 1.99 | loss trade | -147.70 | |
Maximum | consecutive wins (profit in money) | 40 (79.60) | consecutive losses (loss in money) | 2 (-295.40) | |
Maximal | consecutive profit (count of wins) | 79.60 (40) | consecutive loss (count of losses) | -295.40 (2) | |
Average | consecutive wins | 40 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 19:00 | sell | 1 | 0.10 | 1.50435 | 0.00000 | 1.50415 | ||
2 | 2009.12.02 19:15 | t/p | 1 | 0.10 | 1.50415 | 0.00000 | 1.50415 | 2.00 | 10002.00 |
3 | 2009.12.03 03:00 | buy | 2 | 0.10 | 1.50807 | 0.00000 | 1.50827 | ||
4 | 2009.12.03 03:20 | t/p | 2 | 0.10 | 1.50827 | 0.00000 | 1.50827 | 2.00 | 10004.00 |
5 | 2009.12.03 23:00 | sell | 3 | 0.10 | 1.50510 | 0.00000 | 1.50490 | ||
6 | 2009.12.03 23:02 | t/p | 3 | 0.10 | 1.50490 | 0.00000 | 1.50490 | 2.00 | 10006.00 |
7 | 2009.12.10 04:15 | buy | 4 | 0.10 | 1.47435 | 0.00000 | 1.47455 | ||
8 | 2009.12.10 12:20 | t/p | 4 | 0.10 | 1.47455 | 0.00000 | 1.47455 | 2.00 | 10008.00 |
9 | 2009.12.10 12:20 | buy | 5 | 0.10 | 1.47490 | 0.00000 | 1.47510 | ||
10 | 2009.12.10 13:00 | buy | 6 | 0.10 | 1.47393 | 0.00000 | 1.47413 | ||
11 | 2009.12.10 14:45 | t/p | 6 | 0.10 | 1.47413 | 0.00000 | 1.47413 | 2.00 | 10010.00 |
12 | 2009.12.10 14:50 | t/p | 5 | 0.10 | 1.47510 | 0.00000 | 1.47510 | 2.00 | 10012.00 |
13 | 2009.12.10 18:15 | sell | 7 | 0.10 | 1.47103 | 0.00000 | 1.47083 | ||
14 | 2009.12.10 18:20 | t/p | 7 | 0.10 | 1.47083 | 0.00000 | 1.47083 | 2.00 | 10014.00 |
15 | 2009.12.10 22:00 | buy | 8 | 0.10 | 1.47324 | 0.00000 | 1.47344 | ||
16 | 2009.12.10 22:37 | t/p | 8 | 0.10 | 1.47344 | 0.00000 | 1.47344 | 2.00 | 10016.00 |
17 | 2009.12.11 15:40 | sell | 9 | 0.10 | 1.46555 | 0.00000 | 1.46535 | ||
18 | 2009.12.11 15:45 | t/p | 9 | 0.10 | 1.46535 | 0.00000 | 1.46535 | 2.00 | 10018.00 |
19 | 2009.12.15 05:07 | sell | 10 | 0.10 | 1.46487 | 0.00000 | 1.46467 | ||
20 | 2009.12.15 06:15 | t/p | 10 | 0.10 | 1.46467 | 0.00000 | 1.46467 | 2.00 | 10020.00 |
21 | 2009.12.15 06:15 | sell | 11 | 0.10 | 1.46433 | 0.00000 | 1.46413 | ||
22 | 2009.12.15 06:20 | t/p | 11 | 0.10 | 1.46413 | 0.00000 | 1.46413 | 2.00 | 10022.00 |
23 | 2009.12.16 15:50 | buy | 12 | 0.10 | 1.45900 | 0.00000 | 1.45920 | ||
24 | 2009.12.16 16:00 | buy | 13 | 0.10 | 1.45791 | 0.00000 | 1.45811 | ||
25 | 2009.12.16 16:02 | t/p | 13 | 0.10 | 1.45811 | 0.00000 | 1.45811 | 2.00 | 10024.00 |
26 | 2009.12.16 19:00 | sell | 14 | 0.10 | 1.45366 | 0.00000 | 1.45346 | ||
27 | 2009.12.16 20:00 | sell | 15 | 0.10 | 1.45396 | 0.00000 | 1.45376 | ||
28 | 2009.12.16 20:15 | t/p | 15 | 0.10 | 1.45376 | 0.00000 | 1.45376 | 2.00 | 10026.00 |
29 | 2009.12.16 20:20 | t/p | 14 | 0.10 | 1.45346 | 0.00000 | 1.45346 | 2.00 | 10028.00 |
30 | 2009.12.21 14:00 | buy | 16 | 0.10 | 1.43607 | 0.00000 | 1.43627 | ||
31 | 2009.12.21 14:03 | t/p | 16 | 0.10 | 1.43627 | 0.00000 | 1.43627 | 2.00 | 10030.00 |
32 | 2009.12.21 15:00 | buy | 17 | 0.10 | 1.43567 | 0.00000 | 1.43587 | ||
33 | 2009.12.21 15:02 | t/p | 17 | 0.10 | 1.43587 | 0.00000 | 1.43587 | 2.00 | 10032.00 |
34 | 2009.12.21 16:00 | sell | 18 | 0.10 | 1.43332 | 0.00000 | 1.43312 | ||
35 | 2009.12.21 16:13 | t/p | 18 | 0.10 | 1.43312 | 0.00000 | 1.43312 | 2.00 | 10034.00 |
36 | 2009.12.23 15:13 | buy | 19 | 0.10 | 1.42880 | 0.00000 | 1.42900 | ||
37 | 2009.12.23 15:20 | t/p | 19 | 0.10 | 1.42900 | 0.00000 | 1.42900 | 2.00 | 10036.00 |
38 | 2009.12.23 16:00 | buy | 20 | 0.10 | 1.42819 | 0.00000 | 1.42839 | ||
39 | 2009.12.23 16:05 | t/p | 20 | 0.10 | 1.42839 | 0.00000 | 1.42839 | 2.00 | 10038.00 |
40 | 2009.12.29 03:50 | sell | 21 | 0.10 | 1.43566 | 0.00000 | 1.43546 | ||
41 | 2009.12.29 04:00 | sell | 22 | 0.10 | 1.43590 | 0.00000 | 1.43570 | ||
42 | 2009.12.29 04:20 | t/p | 22 | 0.10 | 1.43570 | 0.00000 | 1.43570 | 2.00 | 10040.00 |
43 | 2009.12.29 07:45 | buy | 23 | 0.10 | 1.43852 | 0.00000 | 1.43872 | ||
44 | 2009.12.29 08:10 | t/p | 23 | 0.10 | 1.43872 | 0.00000 | 1.43872 | 2.00 | 10042.00 |
45 | 2009.12.29 17:20 | t/p | 21 | 0.10 | 1.43546 | 0.00000 | 1.43546 | 2.00 | 10044.00 |
46 | 2009.12.29 20:00 | sell | 24 | 0.10 | 1.43599 | 0.00000 | 1.43579 | ||
47 | 2009.12.29 20:15 | t/p | 24 | 0.10 | 1.43579 | 0.00000 | 1.43579 | 2.00 | 10046.00 |
48 | 2009.12.31 02:00 | buy | 25 | 0.10 | 1.43556 | 0.00000 | 1.43576 | ||
49 | 2009.12.31 02:15 | t/p | 25 | 0.10 | 1.43576 | 0.00000 | 1.43576 | 2.00 | 10048.00 |
50 | 2010.01.04 00:00 | sell | 26 | 0.10 | 1.43261 | 0.00000 | 1.43241 | ||
51 | 2010.01.04 00:20 | t/p | 26 | 0.10 | 1.43241 | 0.00000 | 1.43241 | 2.00 | 10050.00 |
52 | 2010.01.04 12:00 | buy | 27 | 0.10 | 1.43770 | 0.00000 | 1.43790 | ||
53 | 2010.01.04 12:05 | t/p | 27 | 0.10 | 1.43790 | 0.00000 | 1.43790 | 2.00 | 10052.00 |
54 | 2010.01.05 19:50 | sell | 28 | 0.10 | 1.43457 | 0.00000 | 1.43437 | ||
55 | 2010.01.05 20:00 | sell | 29 | 0.10 | 1.43620 | 0.00000 | 1.43600 | ||
56 | 2010.01.05 20:10 | t/p | 29 | 0.10 | 1.43600 | 0.00000 | 1.43600 | 2.00 | 10054.00 |
57 | 2010.01.06 01:45 | t/p | 28 | 0.10 | 1.43437 | 0.00000 | 1.43437 | 1.90 | 10055.90 |
58 | 2010.01.06 17:20 | buy | 30 | 0.10 | 1.44181 | 0.00000 | 1.44201 | ||
59 | 2010.01.06 18:00 | buy | 31 | 0.10 | 1.44044 | 0.00000 | 1.44064 | ||
60 | 2010.01.06 20:10 | t/p | 31 | 0.10 | 1.44064 | 0.00000 | 1.44064 | 2.00 | 10057.90 |
61 | 2010.01.06 20:15 | t/p | 30 | 0.10 | 1.44201 | 0.00000 | 1.44201 | 2.00 | 10059.90 |
62 | 2010.01.07 10:50 | sell | 32 | 0.10 | 1.43508 | 0.00000 | 1.43488 | ||
63 | 2010.01.07 11:00 | sell | 33 | 0.10 | 1.43524 | 0.00000 | 1.43504 | ||
64 | 2010.01.07 11:15 | t/p | 32 | 0.10 | 1.43488 | 0.00000 | 1.43488 | 2.00 | 10061.90 |
65 | 2010.01.07 11:15 | t/p | 33 | 0.10 | 1.43504 | 0.00000 | 1.43504 | 2.00 | 10063.90 |
66 | 2010.01.08 15:00 | buy | 34 | 0.10 | 1.44050 | 0.00000 | 1.44070 | ||
67 | 2010.01.08 15:07 | t/p | 34 | 0.10 | 1.44070 | 0.00000 | 1.44070 | 2.00 | 10065.90 |
68 | 2010.01.08 16:16 | sell | 35 | 0.10 | 1.42993 | 0.00000 | 1.42973 | ||
69 | 2010.01.13 01:02 | sell | 36 | 0.10 | 1.44683 | 0.00000 | 1.44663 | ||
70 | 2010.01.13 02:15 | t/p | 36 | 0.10 | 1.44663 | 0.00000 | 1.44663 | 2.00 | 10067.90 |
71 | 2010.01.13 07:50 | buy | 37 | 0.10 | 1.45069 | 0.00000 | 1.45089 | ||
72 | 2010.01.13 08:02 | t/p | 37 | 0.10 | 1.45089 | 0.00000 | 1.45089 | 2.00 | 10069.90 |
73 | 2010.01.13 09:02 | sell | 38 | 0.10 | 1.44647 | 0.00000 | 1.44627 | ||
74 | 2010.01.13 10:00 | sell | 39 | 0.10 | 1.44821 | 0.00000 | 1.44801 | ||
75 | 2010.01.13 17:16 | t/p | 39 | 0.10 | 1.44801 | 0.00000 | 1.44801 | 2.00 | 10071.90 |
76 | 2010.01.14 13:20 | sell | 40 | 0.10 | 1.44809 | 0.00000 | 1.44789 | ||
77 | 2010.01.14 14:00 | sell | 41 | 0.10 | 1.44864 | 0.00000 | 1.44844 | ||
78 | 2010.01.14 15:00 | sell | 42 | 0.10 | 1.45080 | 0.00000 | 1.45060 | ||
79 | 2010.01.14 15:10 | t/p | 42 | 0.10 | 1.45060 | 0.00000 | 1.45060 | 2.00 | 10073.90 |
80 | 2010.01.14 15:20 | t/p | 40 | 0.10 | 1.44789 | 0.00000 | 1.44789 | 2.00 | 10075.90 |
81 | 2010.01.14 15:20 | t/p | 41 | 0.10 | 1.44844 | 0.00000 | 1.44844 | 2.00 | 10077.90 |
82 | 2010.01.14 17:02 | t/p | 38 | 0.10 | 1.44627 | 0.00000 | 1.44627 | 1.70 | 10079.60 |
83 | 2010.01.15 22:57 | close at stop | 35 | 0.10 | 1.43867 | 0.00000 | 1.42973 | -88.10 | 9991.50 |
84 | 2010.01.15 22:57 | close at stop | 12 | 0.10 | 1.43843 | 0.00000 | 1.45920 | -207.30 | 9784.20 |