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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -82.80 | Gross profit | 1494.60 | Gross loss | -1577.40 |
| Profit factor | 0.95 | Expected payoff | -2.24 | ||
| Absolute drawdown | 563.80 | Maximal drawdown | 1911.80 (16.85%) | Relative drawdown | 16.85% (1911.80) |
| Total trades | 37 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 22 (90.91%) |
| Profit trades (% of total) | 33 (89.19%) | Loss trades (% of total) | 4 (10.81%) | ||
| Largest | profit trade | 100.00 | loss trade | -909.00 | |
| Average | profit trade | 45.29 | loss trade | -394.35 | |
| Maximum | consecutive wins (profit in money) | 21 (880.00) | consecutive losses (loss in money) | 1 (-909.00) | |
| Maximal | consecutive profit (count of wins) | 880.00 (21) | consecutive loss (count of losses) | -909.00 (1) | |
| Average | consecutive wins | 8 | 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 | 0.00000 | 1.49974 | ||
| 2 | 2009.12.01 00:20 | modify | 1 | 1.00 | 1.50074 | 1.50072 | 1.49974 | ||
| 3 | 2009.12.01 00:33 | s/l | 1 | 1.00 | 1.50072 | 1.50072 | 1.49974 | 2.00 | 10002.00 |
| 4 | 2009.12.04 02:07 | buy | 2 | 1.00 | 1.50461 | 0.00000 | 1.50561 | ||
| 5 | 2009.12.04 02:10 | close | 2 | 1.00 | 1.50530 | 0.00000 | 1.50561 | 69.00 | 10071.00 |
| 6 | 2009.12.04 03:02 | buy | 3 | 1.00 | 1.50554 | 0.00000 | 1.50654 | ||
| 7 | 2009.12.04 03:10 | close | 3 | 1.00 | 1.50565 | 0.00000 | 1.50654 | 11.00 | 10082.00 |
| 8 | 2009.12.04 03:12 | buy | 4 | 1.00 | 1.50570 | 0.00000 | 1.50670 | ||
| 9 | 2009.12.04 03:15 | close | 4 | 1.00 | 1.50581 | 0.00000 | 1.50670 | 11.00 | 10093.00 |
| 10 | 2009.12.04 03:37 | buy | 5 | 1.00 | 1.50572 | 0.00000 | 1.50672 | ||
| 11 | 2009.12.04 03:40 | close | 5 | 1.00 | 1.50597 | 0.00000 | 1.50672 | 25.00 | 10118.00 |
| 12 | 2009.12.04 04:15 | buy | 6 | 1.00 | 1.50606 | 0.00000 | 1.50706 | ||
| 13 | 2009.12.04 04:45 | close | 6 | 1.00 | 1.50612 | 0.00000 | 1.50706 | 6.00 | 10124.00 |
| 14 | 2009.12.04 04:47 | buy | 7 | 1.00 | 1.50615 | 0.00000 | 1.50715 | ||
| 15 | 2009.12.04 04:50 | close | 7 | 1.00 | 1.50631 | 0.00000 | 1.50715 | 16.00 | 10140.00 |
| 16 | 2009.12.04 04:57 | buy | 8 | 1.00 | 1.50615 | 0.00000 | 1.50715 | ||
| 17 | 2009.12.04 07:40 | modify | 8 | 1.00 | 1.50615 | 1.50644 | 1.50715 | ||
| 18 | 2009.12.04 07:46 | t/p | 8 | 1.00 | 1.50715 | 1.50644 | 1.50715 | 100.00 | 10240.00 |
| 19 | 2009.12.04 08:15 | sell | 9 | 1.00 | 1.50782 | 0.00000 | 1.50682 | ||
| 20 | 2009.12.04 08:17 | close | 9 | 1.00 | 1.50778 | 0.00000 | 1.50682 | 4.00 | 10244.00 |
| 21 | 2009.12.04 08:20 | sell | 10 | 1.00 | 1.50822 | 0.00000 | 1.50722 | ||
| 22 | 2009.12.04 08:27 | close | 10 | 1.00 | 1.50778 | 0.00000 | 1.50722 | 44.00 | 10288.00 |
| 23 | 2009.12.04 08:27 | sell | 11 | 1.00 | 1.50809 | 0.00000 | 1.50709 | ||
| 24 | 2009.12.04 09:15 | modify | 11 | 1.00 | 1.50809 | 1.50778 | 1.50709 | ||
| 25 | 2009.12.04 09:20 | t/p | 11 | 1.00 | 1.50709 | 1.50778 | 1.50709 | 100.00 | 10388.00 |
| 26 | 2009.12.04 10:32 | buy | 12 | 1.00 | 1.50603 | 0.00000 | 1.50703 | ||
| 27 | 2009.12.04 10:35 | close | 12 | 1.00 | 1.50607 | 0.00000 | 1.50703 | 4.00 | 10392.00 |
| 28 | 2009.12.04 10:37 | buy | 13 | 1.00 | 1.50588 | 0.00000 | 1.50688 | ||
| 29 | 2009.12.04 10:40 | close | 13 | 1.00 | 1.50652 | 0.00000 | 1.50688 | 64.00 | 10456.00 |
| 30 | 2009.12.04 11:32 | buy | 14 | 1.00 | 1.50592 | 0.00000 | 1.50692 | ||
| 31 | 2009.12.04 11:40 | close | 14 | 1.00 | 1.50608 | 0.00000 | 1.50692 | 16.00 | 10472.00 |
| 32 | 2009.12.04 12:00 | buy | 15 | 1.00 | 1.50615 | 0.00000 | 1.50715 | ||
| 33 | 2009.12.04 12:32 | close | 15 | 1.00 | 1.50678 | 0.00000 | 1.50715 | 63.00 | 10535.00 |
| 34 | 2009.12.04 12:45 | buy | 16 | 1.00 | 1.50645 | 0.00000 | 1.50745 | ||
| 35 | 2009.12.04 13:03 | close | 16 | 1.00 | 1.50688 | 0.00000 | 1.50745 | 43.00 | 10578.00 |
| 36 | 2009.12.04 13:06 | buy | 17 | 1.00 | 1.50685 | 0.00000 | 1.50785 | ||
| 37 | 2009.12.04 13:10 | close | 17 | 1.00 | 1.50728 | 0.00000 | 1.50785 | 43.00 | 10621.00 |
| 38 | 2009.12.04 14:20 | buy | 18 | 1.00 | 1.50553 | 0.00000 | 1.50653 | ||
| 39 | 2009.12.04 14:32 | modify | 18 | 1.00 | 1.50553 | 1.50593 | 1.50653 | ||
| 40 | 2009.12.04 14:35 | s/l | 18 | 1.00 | 1.50593 | 1.50593 | 1.50653 | 40.00 | 10661.00 |
| 41 | 2009.12.04 14:37 | sell | 19 | 1.00 | 1.50764 | 0.00000 | 1.50664 | ||
| 42 | 2009.12.04 14:40 | t/p | 19 | 1.00 | 1.50664 | 0.00000 | 1.50664 | 100.00 | 10761.00 |
| 43 | 2009.12.04 14:40 | buy | 20 | 1.00 | 1.50230 | 0.00000 | 1.50330 | ||
| 44 | 2009.12.04 14:42 | t/p | 20 | 1.00 | 1.50330 | 0.00000 | 1.50330 | 100.00 | 10861.00 |
| 45 | 2009.12.23 20:00 | sell | 21 | 1.00 | 1.43482 | 0.00000 | 1.43382 | ||
| 46 | 2009.12.23 20:02 | modify | 21 | 1.00 | 1.43482 | 1.43472 | 1.43382 | ||
| 47 | 2009.12.23 20:07 | modify | 21 | 1.00 | 1.43482 | 1.43463 | 1.43382 | ||
| 48 | 2009.12.23 20:10 | s/l | 21 | 1.00 | 1.43463 | 1.43463 | 1.43382 | 19.00 | 10880.00 |
| 49 | 2009.12.23 20:59 | buy | 22 | 1.00 | 1.43347 | 0.00000 | 1.43447 | ||
| 50 | 2009.12.23 21:00 | close | 22 | 1.00 | 1.43338 | 0.00000 | 1.43447 | -9.00 | 10871.00 |
| 51 | 2009.12.29 22:37 | buy | 23 | 1.00 | 1.43437 | 0.00000 | 1.43537 | ||
| 52 | 2009.12.29 22:40 | close | 23 | 1.00 | 1.43487 | 0.00000 | 1.43537 | 50.00 | 10921.00 |
| 53 | 2009.12.29 23:00 | buy | 24 | 1.00 | 1.43535 | 0.00000 | 1.43635 | ||
| 54 | 2009.12.30 00:20 | modify | 24 | 1.00 | 1.43535 | 1.43535 | 1.43635 | ||
| 55 | 2009.12.30 00:33 | s/l | 24 | 1.00 | 1.43535 | 1.43535 | 1.43635 | 0.20 | 10921.20 |
| 56 | 2009.12.31 05:00 | sell | 25 | 1.00 | 1.43640 | 0.00000 | 1.43540 | ||
| 57 | 2009.12.31 16:10 | t/p | 25 | 1.00 | 1.43540 | 0.00000 | 1.43540 | 100.00 | 11021.20 |
| 58 | 2010.01.04 00:00 | buy | 26 | 1.00 | 1.43271 | 0.00000 | 1.43371 | ||
| 59 | 2010.01.04 00:02 | modify | 26 | 1.00 | 1.43271 | 1.43289 | 1.43371 | ||
| 60 | 2010.01.04 00:07 | modify | 26 | 1.00 | 1.43271 | 1.43300 | 1.43371 | ||
| 61 | 2010.01.04 00:10 | s/l | 26 | 1.00 | 1.43300 | 1.43300 | 1.43371 | 29.00 | 11050.20 |
| 62 | 2010.01.04 13:00 | sell | 27 | 1.00 | 1.43881 | 0.00000 | 1.43781 | ||
| 63 | 2010.01.05 18:20 | modify | 27 | 1.00 | 1.43881 | 1.43874 | 1.43781 | ||
| 64 | 2010.01.05 18:22 | s/l | 27 | 1.00 | 1.43874 | 1.43874 | 1.43781 | 6.60 | 11056.80 |
| 65 | 2010.01.05 23:00 | buy | 28 | 1.00 | 1.43665 | 0.00000 | 1.43765 | ||
| 66 | 2010.01.06 00:07 | modify | 28 | 1.00 | 1.43665 | 1.43666 | 1.43765 | ||
| 67 | 2010.01.06 00:10 | s/l | 28 | 1.00 | 1.43666 | 1.43666 | 1.43765 | 1.20 | 11058.00 |
| 68 | 2010.01.06 19:00 | sell | 29 | 1.00 | 1.44036 | 0.00000 | 1.43936 | ||
| 69 | 2010.01.06 19:10 | modify | 29 | 1.00 | 1.44036 | 1.44015 | 1.43936 | ||
| 70 | 2010.01.06 19:15 | t/p | 29 | 1.00 | 1.43936 | 1.44015 | 1.43936 | 100.00 | 11158.00 |
| 71 | 2010.01.07 10:50 | buy | 30 | 1.00 | 1.43518 | 0.00000 | 1.43618 | ||
| 72 | 2010.01.07 10:52 | modify | 30 | 1.00 | 1.43518 | 1.43529 | 1.43618 | ||
| 73 | 2010.01.07 10:57 | t/p | 30 | 1.00 | 1.43618 | 1.43529 | 1.43618 | 100.00 | 11258.00 |
| 74 | 2010.01.07 10:57 | sell | 31 | 1.00 | 1.43621 | 0.00000 | 1.43521 | ||
| 75 | 2010.01.07 10:59 | close | 31 | 1.00 | 1.43540 | 0.00000 | 1.43521 | 81.00 | 11339.00 |
| 76 | 2010.01.08 19:00 | sell | 32 | 1.00 | 1.43925 | 0.00000 | 1.43825 | ||
| 77 | 2010.01.14 17:02 | close | 32 | 1.00 | 1.44501 | 0.00000 | 1.43825 | -578.40 | 10760.60 |
| 78 | 2010.01.14 17:10 | sell | 33 | 1.00 | 1.44615 | 0.00000 | 1.44515 | ||
| 79 | 2010.01.14 17:12 | close | 33 | 1.00 | 1.44594 | 0.00000 | 1.44515 | 21.00 | 10781.60 |
| 80 | 2010.01.14 17:15 | sell | 34 | 1.00 | 1.44707 | 0.00000 | 1.44607 | ||
| 81 | 2010.01.14 18:00 | close | 34 | 1.00 | 1.44788 | 0.00000 | 1.44607 | -81.00 | 10700.60 |
| 82 | 2010.01.14 18:05 | sell | 35 | 1.00 | 1.44788 | 0.00000 | 1.44688 | ||
| 83 | 2010.01.14 18:07 | close | 35 | 1.00 | 1.44762 | 0.00000 | 1.44688 | 26.00 | 10726.60 |
| 84 | 2010.01.14 18:10 | sell | 36 | 1.00 | 1.44843 | 0.00000 | 1.44743 | ||
| 85 | 2010.01.15 01:50 | t/p | 36 | 1.00 | 1.44743 | 0.00000 | 1.44743 | 99.60 | 10826.20 |
| 86 | 2010.01.15 02:00 | buy | 37 | 1.00 | 1.44752 | 0.00000 | 1.44852 | ||
| 87 | 2010.01.15 22:57 | close at stop | 37 | 1.00 | 1.43843 | 0.00000 | 1.44852 | -909.00 | 9917.20 |