Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S1="---------------- Entry Settings"; SSP=7; Kmax=50.6; CountBars=300; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 533.89 | Gross profit | 1097.12 | Gross loss | -563.23 |
Profit factor | 1.95 | Expected payoff | 17.22 | ||
Absolute drawdown | 299.81 | Maximal drawdown | 559.58 (5.45%) | Relative drawdown | 5.45% (559.58) |
Total trades | 31 | Short positions (won %) | 17 (35.29%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 14 (45.16%) | Loss trades (% of total) | 17 (54.84%) | ||
Largest | profit trade | 205.39 | loss trade | -157.01 | |
Average | profit trade | 78.37 | loss trade | -33.13 | |
Maximum | consecutive wins (profit in money) | 5 (512.87) | consecutive losses (loss in money) | 6 (-338.89) | |
Maximal | consecutive profit (count of wins) | 512.87 (5) | consecutive loss (count of losses) | -338.89 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 05:00 | buy | 1 | 0.10 | 1.47657 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 19:00 | sell | 2 | 0.10 | 1.47615 | 0.00000 | 0.00000 | ||
3 | 2009.11.02 19:00 | close | 1 | 0.10 | 1.47615 | 0.00000 | 0.00000 | -4.20 | 9995.80 |
4 | 2009.11.03 03:00 | buy | 3 | 0.10 | 1.48002 | 0.00000 | 0.00000 | ||
5 | 2009.11.03 03:00 | close | 2 | 0.10 | 1.48002 | 0.00000 | 0.00000 | -38.71 | 9957.09 |
6 | 2009.11.03 20:00 | buy | 4 | 0.10 | 1.47107 | 0.00000 | 0.00000 | ||
7 | 2009.11.05 02:00 | sell | 5 | 0.10 | 1.48382 | 0.00000 | 0.00000 | ||
8 | 2009.11.05 02:00 | close | 4 | 0.10 | 1.48382 | 0.00000 | 0.00000 | 127.46 | 10084.55 |
9 | 2009.11.05 02:00 | close | 3 | 0.10 | 1.48382 | 0.00000 | 0.00000 | 37.96 | 10122.51 |
10 | 2009.11.05 11:00 | buy | 6 | 0.10 | 1.48430 | 0.00000 | 0.00000 | ||
11 | 2009.11.05 11:00 | close | 5 | 0.10 | 1.48430 | 0.00000 | 0.00000 | -4.80 | 10117.71 |
12 | 2009.11.05 13:00 | sell | 7 | 0.10 | 1.48442 | 0.00000 | 0.00000 | ||
13 | 2009.11.05 13:00 | close | 6 | 0.10 | 1.48442 | 0.00000 | 0.00000 | 1.20 | 10118.91 |
14 | 2009.11.06 02:00 | buy | 8 | 0.10 | 1.48663 | 0.00000 | 0.00000 | ||
15 | 2009.11.06 02:00 | close | 7 | 0.10 | 1.48663 | 0.00000 | 0.00000 | -22.11 | 10096.80 |
16 | 2009.11.06 04:00 | sell | 9 | 0.10 | 1.48698 | 0.00000 | 0.00000 | ||
17 | 2009.11.06 04:00 | close | 8 | 0.10 | 1.48698 | 0.00000 | 0.00000 | 3.50 | 10100.30 |
18 | 2009.11.06 14:00 | sell | 10 | 0.10 | 1.48697 | 0.00000 | 0.00000 | ||
19 | 2009.11.06 17:00 | buy | 11 | 0.10 | 1.48722 | 0.00000 | 0.00000 | ||
20 | 2009.11.06 17:00 | close | 10 | 0.10 | 1.48722 | 0.00000 | 0.00000 | -2.50 | 10097.80 |
21 | 2009.11.06 17:00 | close | 9 | 0.10 | 1.48722 | 0.00000 | 0.00000 | -2.40 | 10095.40 |
22 | 2009.11.06 19:00 | sell | 12 | 0.10 | 1.48398 | 0.00000 | 0.00000 | ||
23 | 2009.11.06 19:00 | close | 11 | 0.10 | 1.48398 | 0.00000 | 0.00000 | -32.40 | 10063.00 |
24 | 2009.11.09 03:00 | buy | 13 | 0.10 | 1.48870 | 0.00000 | 0.00000 | ||
25 | 2009.11.09 03:00 | close | 12 | 0.10 | 1.48870 | 0.00000 | 0.00000 | -47.21 | 10015.79 |
26 | 2009.11.10 01:00 | buy | 14 | 0.10 | 1.50059 | 0.00000 | 0.00000 | ||
27 | 2009.11.10 16:00 | sell | 15 | 0.10 | 1.49790 | 0.00000 | 0.00000 | ||
28 | 2009.11.10 16:00 | close | 14 | 0.10 | 1.49790 | 0.00000 | 0.00000 | -26.90 | 9988.89 |
29 | 2009.11.10 16:00 | close | 13 | 0.10 | 1.49790 | 0.00000 | 0.00000 | 91.99 | 10080.88 |
30 | 2009.11.11 07:00 | sell | 16 | 0.10 | 1.49877 | 0.00000 | 0.00000 | ||
31 | 2009.11.12 02:00 | buy | 17 | 0.10 | 1.50116 | 0.00000 | 0.00000 | ||
32 | 2009.11.12 02:00 | close | 16 | 0.10 | 1.50116 | 0.00000 | 0.00000 | -23.93 | 10056.95 |
33 | 2009.11.12 02:00 | close | 15 | 0.10 | 1.50116 | 0.00000 | 0.00000 | -32.64 | 10024.31 |
34 | 2009.11.13 15:03 | close | 17 | 0.10 | 1.48546 | 0.00000 | 0.00000 | -157.01 | 9867.30 |
35 | 2009.11.13 21:00 | sell | 18 | 0.10 | 1.48926 | 0.00000 | 0.00000 | ||
36 | 2009.11.16 14:00 | sell | 19 | 0.10 | 1.49735 | 0.00000 | 0.00000 | ||
37 | 2009.11.16 21:00 | buy | 20 | 0.10 | 1.49870 | 0.00000 | 0.00000 | ||
38 | 2009.11.16 21:00 | close | 19 | 0.10 | 1.49870 | 0.00000 | 0.00000 | -13.50 | 9853.80 |
39 | 2009.11.16 21:00 | close | 18 | 0.10 | 1.49870 | 0.00000 | 0.00000 | -94.41 | 9759.39 |
40 | 2009.11.16 23:00 | sell | 21 | 0.10 | 1.49696 | 0.00000 | 0.00000 | ||
41 | 2009.11.16 23:00 | close | 20 | 0.10 | 1.49696 | 0.00000 | 0.00000 | -17.40 | 9741.99 |
42 | 2009.11.17 04:00 | sell | 22 | 0.10 | 1.49540 | 0.00000 | 0.00000 | ||
43 | 2009.11.18 00:00 | buy | 23 | 0.10 | 1.48626 | 0.00000 | 0.00000 | ||
44 | 2009.11.18 00:00 | close | 22 | 0.10 | 1.48626 | 0.00000 | 0.00000 | 91.39 | 9833.38 |
45 | 2009.11.18 00:00 | close | 21 | 0.10 | 1.48626 | 0.00000 | 0.00000 | 106.98 | 9940.36 |
46 | 2009.11.18 20:00 | sell | 24 | 0.10 | 1.49460 | 0.00000 | 0.00000 | ||
47 | 2009.11.18 20:00 | close | 23 | 0.10 | 1.49460 | 0.00000 | 0.00000 | 83.40 | 10023.76 |
48 | 2009.11.19 18:00 | buy | 25 | 0.10 | 1.49056 | 0.00000 | 0.00000 | ||
49 | 2009.11.19 18:00 | close | 24 | 0.10 | 1.49056 | 0.00000 | 0.00000 | 40.37 | 10064.13 |
50 | 2009.11.20 03:01 | close | 25 | 0.10 | 1.48873 | 0.00000 | 0.00000 | -18.31 | 10045.82 |
51 | 2009.11.20 20:00 | buy | 26 | 0.10 | 1.48630 | 0.00000 | 0.00000 | ||
52 | 2009.11.23 19:00 | sell | 27 | 0.10 | 1.49781 | 0.00000 | 0.00000 | ||
53 | 2009.11.23 19:00 | close | 26 | 0.10 | 1.49781 | 0.00000 | 0.00000 | 115.09 | 10160.91 |
54 | 2009.11.24 20:00 | sell | 28 | 0.10 | 1.49697 | 0.00000 | 0.00000 | ||
55 | 2009.11.26 06:00 | sell | 29 | 0.10 | 1.51112 | 0.00000 | 0.00000 | ||
56 | 2009.11.27 15:00 | buy | 30 | 0.10 | 1.49058 | 0.00000 | 0.00000 | ||
57 | 2009.11.27 15:00 | close | 29 | 0.10 | 1.49058 | 0.00000 | 0.00000 | 205.39 | 10366.30 |
58 | 2009.11.27 15:00 | close | 28 | 0.10 | 1.49058 | 0.00000 | 0.00000 | 63.85 | 10430.15 |
59 | 2009.11.27 15:00 | close | 27 | 0.10 | 1.49058 | 0.00000 | 0.00000 | 72.24 | 10502.39 |
60 | 2009.11.27 20:00 | sell | 31 | 0.10 | 1.49621 | 0.00000 | 0.00000 | ||
61 | 2009.11.27 20:00 | close | 30 | 0.10 | 1.49621 | 0.00000 | 0.00000 | 56.30 | 10558.69 |
62 | 2009.11.27 22:59 | close at stop | 31 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -24.80 | 10533.89 |