Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -89.00 | Gross profit | 100.00 | Gross loss | -189.00 |
Profit factor | 0.53 | Expected payoff | -1.62 | ||
Absolute drawdown | 89.00 | Maximal drawdown | 94.00 (0.94%) | Relative drawdown | 0.94% (94.00) |
Total trades | 55 | Short positions (won %) | 27 (48.15%) | Long positions (won %) | 28 (25.00%) |
Profit trades (% of total) | 20 (36.36%) | Loss trades (% of total) | 35 (63.64%) | ||
Largest | profit trade | 5.00 | loss trade | -5.40 | |
Average | profit trade | 5.00 | loss trade | -5.40 | |
Maximum | consecutive wins (profit in money) | 6 (30.00) | consecutive losses (loss in money) | 9 (-48.60) | |
Maximal | consecutive profit (count of wins) | 30.00 (6) | consecutive loss (count of losses) | -48.60 (9) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 16:00 | sell | 1 | 0.10 | 1.43865 | 1.43919 | 1.43815 | ||
2 | 2009.08.05 16:03 | t/p | 1 | 0.10 | 1.43815 | 1.43919 | 1.43815 | 5.00 | 10005.00 |
3 | 2009.08.05 20:00 | buy | 2 | 0.10 | 1.44261 | 1.44207 | 1.44311 | ||
4 | 2009.08.05 20:02 | s/l | 2 | 0.10 | 1.44207 | 1.44207 | 1.44311 | -5.40 | 9999.60 |
5 | 2009.08.06 06:00 | sell | 3 | 0.10 | 1.43986 | 1.44040 | 1.43936 | ||
6 | 2009.08.06 06:20 | s/l | 3 | 0.10 | 1.44040 | 1.44040 | 1.43936 | -5.40 | 9994.20 |
7 | 2009.08.06 08:05 | buy | 4 | 0.10 | 1.44053 | 1.43999 | 1.44103 | ||
8 | 2009.08.06 08:07 | s/l | 4 | 0.10 | 1.43999 | 1.43999 | 1.44103 | -5.40 | 9988.80 |
9 | 2009.08.06 12:00 | sell | 5 | 0.10 | 1.43988 | 1.44042 | 1.43938 | ||
10 | 2009.08.06 12:02 | s/l | 5 | 0.10 | 1.44042 | 1.44042 | 1.43938 | -5.40 | 9983.40 |
11 | 2009.08.12 16:00 | buy | 6 | 0.10 | 1.41940 | 1.41886 | 1.41990 | ||
12 | 2009.08.12 16:02 | s/l | 6 | 0.10 | 1.41886 | 1.41886 | 1.41990 | -5.40 | 9978.00 |
13 | 2009.08.14 17:00 | sell | 7 | 0.10 | 1.42350 | 1.42404 | 1.42300 | ||
14 | 2009.08.14 17:03 | s/l | 7 | 0.10 | 1.42404 | 1.42404 | 1.42300 | -5.40 | 9972.60 |
15 | 2009.08.18 21:00 | buy | 8 | 0.10 | 1.41402 | 1.41348 | 1.41452 | ||
16 | 2009.08.18 21:20 | t/p | 8 | 0.10 | 1.41452 | 1.41348 | 1.41452 | 5.00 | 9977.60 |
17 | 2009.08.19 10:00 | sell | 9 | 0.10 | 1.40967 | 1.41021 | 1.40917 | ||
18 | 2009.08.19 10:02 | t/p | 9 | 0.10 | 1.40917 | 1.41021 | 1.40917 | 5.00 | 9982.60 |
19 | 2009.08.19 15:00 | buy | 10 | 0.10 | 1.41142 | 1.41088 | 1.41192 | ||
20 | 2009.08.19 15:15 | t/p | 10 | 0.10 | 1.41192 | 1.41088 | 1.41192 | 5.00 | 9987.60 |
21 | 2009.08.24 22:00 | sell | 11 | 0.10 | 1.42933 | 1.42987 | 1.42883 | ||
22 | 2009.08.24 22:15 | s/l | 11 | 0.10 | 1.42987 | 1.42987 | 1.42883 | -5.40 | 9982.20 |
23 | 2009.08.25 01:00 | sell | 12 | 0.10 | 1.42878 | 1.42932 | 1.42828 | ||
24 | 2009.08.25 01:10 | s/l | 12 | 0.10 | 1.42932 | 1.42932 | 1.42828 | -5.40 | 9976.80 |
25 | 2009.08.25 15:00 | buy | 13 | 0.10 | 1.43426 | 1.43372 | 1.43476 | ||
26 | 2009.08.25 15:02 | s/l | 13 | 0.10 | 1.43372 | 1.43372 | 1.43476 | -5.40 | 9971.40 |
27 | 2009.08.25 21:00 | sell | 14 | 0.10 | 1.43085 | 1.43139 | 1.43035 | ||
28 | 2009.08.25 21:15 | s/l | 14 | 0.10 | 1.43139 | 1.43139 | 1.43035 | -5.40 | 9966.00 |
29 | 2009.08.26 00:00 | sell | 15 | 0.10 | 1.42978 | 1.43032 | 1.42928 | ||
30 | 2009.08.26 00:50 | s/l | 15 | 0.10 | 1.43032 | 1.43032 | 1.42928 | -5.40 | 9960.60 |
31 | 2009.08.26 09:00 | buy | 16 | 0.10 | 1.43119 | 1.43065 | 1.43169 | ||
32 | 2009.08.26 09:02 | s/l | 16 | 0.10 | 1.43065 | 1.43065 | 1.43169 | -5.40 | 9955.20 |
33 | 2009.08.26 14:00 | sell | 17 | 0.10 | 1.42778 | 1.42832 | 1.42728 | ||
34 | 2009.08.26 14:02 | s/l | 17 | 0.10 | 1.42832 | 1.42832 | 1.42728 | -5.40 | 9949.80 |
35 | 2009.08.27 21:00 | buy | 18 | 0.10 | 1.43726 | 1.43672 | 1.43776 | ||
36 | 2009.08.27 21:10 | s/l | 18 | 0.10 | 1.43672 | 1.43672 | 1.43776 | -5.40 | 9944.40 |
37 | 2009.08.28 22:07 | sell | 19 | 0.10 | 1.42994 | 1.43048 | 1.42944 | ||
38 | 2009.08.28 22:15 | s/l | 19 | 0.10 | 1.43048 | 1.43048 | 1.42944 | -5.40 | 9939.00 |
39 | 2009.08.31 02:10 | sell | 20 | 0.10 | 1.43002 | 1.43056 | 1.42952 | ||
40 | 2009.08.31 02:20 | t/p | 20 | 0.10 | 1.42952 | 1.43056 | 1.42952 | 5.00 | 9944.00 |
41 | 2009.08.31 06:00 | sell | 21 | 0.10 | 1.42871 | 1.42925 | 1.42821 | ||
42 | 2009.08.31 06:26 | t/p | 21 | 0.10 | 1.42821 | 1.42925 | 1.42821 | 5.00 | 9949.00 |
43 | 2009.08.31 18:00 | buy | 22 | 0.10 | 1.43550 | 1.43496 | 1.43600 | ||
44 | 2009.08.31 18:02 | t/p | 22 | 0.10 | 1.43600 | 1.43496 | 1.43600 | 5.00 | 9954.00 |
45 | 2009.09.01 05:00 | buy | 23 | 0.10 | 1.43362 | 1.43308 | 1.43412 | ||
46 | 2009.09.01 05:40 | t/p | 23 | 0.10 | 1.43412 | 1.43308 | 1.43412 | 5.00 | 9959.00 |
47 | 2009.09.01 14:00 | sell | 24 | 0.10 | 1.43101 | 1.43155 | 1.43051 | ||
48 | 2009.09.01 14:02 | t/p | 24 | 0.10 | 1.43051 | 1.43155 | 1.43051 | 5.00 | 9964.00 |
49 | 2009.09.01 18:00 | sell | 25 | 0.10 | 1.42338 | 1.42392 | 1.42288 | ||
50 | 2009.09.01 18:15 | t/p | 25 | 0.10 | 1.42288 | 1.42392 | 1.42288 | 5.00 | 9969.00 |
51 | 2009.09.02 20:00 | buy | 26 | 0.10 | 1.42809 | 1.42755 | 1.42859 | ||
52 | 2009.09.02 20:15 | s/l | 26 | 0.10 | 1.42755 | 1.42755 | 1.42859 | -5.40 | 9963.60 |
53 | 2009.09.02 22:10 | sell | 27 | 0.10 | 1.42679 | 1.42733 | 1.42629 | ||
54 | 2009.09.02 23:07 | t/p | 27 | 0.10 | 1.42629 | 1.42733 | 1.42629 | 5.00 | 9968.60 |
55 | 2009.09.03 02:00 | buy | 28 | 0.10 | 1.42746 | 1.42692 | 1.42796 | ||
56 | 2009.09.03 02:15 | s/l | 28 | 0.10 | 1.42692 | 1.42692 | 1.42796 | -5.40 | 9963.20 |
57 | 2009.09.03 06:00 | buy | 29 | 0.10 | 1.42751 | 1.42697 | 1.42801 | ||
58 | 2009.09.03 06:20 | t/p | 29 | 0.10 | 1.42801 | 1.42697 | 1.42801 | 5.00 | 9968.20 |
59 | 2009.09.04 01:00 | buy | 30 | 0.10 | 1.42592 | 1.42538 | 1.42642 | ||
60 | 2009.09.04 01:02 | s/l | 30 | 0.10 | 1.42538 | 1.42538 | 1.42642 | -5.40 | 9962.80 |
61 | 2009.09.04 04:00 | sell | 31 | 0.10 | 1.42478 | 1.42532 | 1.42428 | ||
62 | 2009.09.04 04:15 | t/p | 31 | 0.10 | 1.42428 | 1.42532 | 1.42428 | 5.00 | 9967.80 |
63 | 2009.09.04 09:00 | buy | 32 | 0.10 | 1.42896 | 1.42842 | 1.42946 | ||
64 | 2009.09.04 09:10 | s/l | 32 | 0.10 | 1.42842 | 1.42842 | 1.42946 | -5.40 | 9962.40 |
65 | 2009.09.04 14:00 | sell | 33 | 0.10 | 1.42628 | 1.42682 | 1.42578 | ||
66 | 2009.09.04 14:02 | s/l | 33 | 0.10 | 1.42682 | 1.42682 | 1.42578 | -5.40 | 9957.00 |
67 | 2009.09.04 19:00 | buy | 34 | 0.10 | 1.43084 | 1.43030 | 1.43134 | ||
68 | 2009.09.04 19:02 | s/l | 34 | 0.10 | 1.43030 | 1.43030 | 1.43134 | -5.40 | 9951.60 |
69 | 2009.09.11 20:07 | sell | 35 | 0.10 | 1.45728 | 1.45782 | 1.45678 | ||
70 | 2009.09.11 20:10 | s/l | 35 | 0.10 | 1.45782 | 1.45782 | 1.45678 | -5.40 | 9946.20 |
71 | 2009.09.11 22:10 | buy | 36 | 0.10 | 1.45836 | 1.45782 | 1.45886 | ||
72 | 2009.09.11 22:20 | s/l | 36 | 0.10 | 1.45782 | 1.45782 | 1.45886 | -5.40 | 9940.80 |
73 | 2009.09.14 03:00 | sell | 37 | 0.10 | 1.45383 | 1.45437 | 1.45333 | ||
74 | 2009.09.14 03:20 | t/p | 37 | 0.10 | 1.45333 | 1.45437 | 1.45333 | 5.00 | 9945.80 |
75 | 2009.09.14 17:00 | buy | 38 | 0.10 | 1.46325 | 1.46271 | 1.46375 | ||
76 | 2009.09.14 17:02 | t/p | 38 | 0.10 | 1.46375 | 1.46271 | 1.46375 | 5.00 | 9950.80 |
77 | 2009.09.15 14:00 | buy | 39 | 0.10 | 1.46066 | 1.46012 | 1.46116 | ||
78 | 2009.09.15 14:02 | s/l | 39 | 0.10 | 1.46012 | 1.46012 | 1.46116 | -5.40 | 9945.40 |
79 | 2009.09.15 17:00 | buy | 40 | 0.10 | 1.45997 | 1.45943 | 1.46047 | ||
80 | 2009.09.15 17:15 | s/l | 40 | 0.10 | 1.45943 | 1.45943 | 1.46047 | -5.40 | 9940.00 |
81 | 2009.09.18 05:00 | sell | 41 | 0.10 | 1.47020 | 1.47074 | 1.46970 | ||
82 | 2009.09.18 05:13 | s/l | 41 | 0.10 | 1.47074 | 1.47074 | 1.46970 | -5.40 | 9934.60 |
83 | 2009.09.18 07:02 | buy | 42 | 0.10 | 1.47252 | 1.47198 | 1.47302 | ||
84 | 2009.09.18 07:15 | s/l | 42 | 0.10 | 1.47198 | 1.47198 | 1.47302 | -5.40 | 9929.20 |
85 | 2009.09.18 10:00 | sell | 43 | 0.10 | 1.46659 | 1.46713 | 1.46609 | ||
86 | 2009.09.18 10:02 | t/p | 43 | 0.10 | 1.46609 | 1.46713 | 1.46609 | 5.00 | 9934.20 |
87 | 2009.09.21 00:00 | sell | 44 | 0.10 | 1.46926 | 1.46980 | 1.46876 | ||
88 | 2009.09.21 00:20 | t/p | 44 | 0.10 | 1.46876 | 1.46980 | 1.46876 | 5.00 | 9939.20 |
89 | 2009.09.22 04:00 | buy | 45 | 0.10 | 1.47092 | 1.47038 | 1.47142 | ||
90 | 2009.09.22 04:20 | t/p | 45 | 0.10 | 1.47142 | 1.47038 | 1.47142 | 5.00 | 9944.20 |
91 | 2009.09.23 20:00 | buy | 46 | 0.10 | 1.47880 | 1.47826 | 1.47930 | ||
92 | 2009.09.23 20:02 | s/l | 46 | 0.10 | 1.47826 | 1.47826 | 1.47930 | -5.40 | 9938.80 |
93 | 2009.09.23 23:00 | sell | 47 | 0.10 | 1.47338 | 1.47392 | 1.47288 | ||
94 | 2009.09.23 23:07 | s/l | 47 | 0.10 | 1.47392 | 1.47392 | 1.47288 | -5.40 | 9933.40 |
95 | 2009.09.24 15:00 | buy | 48 | 0.10 | 1.47921 | 1.47867 | 1.47971 | ||
96 | 2009.09.24 15:10 | s/l | 48 | 0.10 | 1.47867 | 1.47867 | 1.47971 | -5.40 | 9928.00 |
97 | 2009.09.24 17:02 | sell | 49 | 0.10 | 1.47066 | 1.47120 | 1.47016 | ||
98 | 2009.09.24 17:15 | t/p | 49 | 0.10 | 1.47016 | 1.47120 | 1.47016 | 5.00 | 9933.00 |
99 | 2009.09.28 02:00 | buy | 50 | 0.10 | 1.47105 | 1.47051 | 1.47155 | ||
100 | 2009.09.28 02:05 | s/l | 50 | 0.10 | 1.47051 | 1.47051 | 1.47155 | -5.40 | 9927.60 |
101 | 2009.09.28 04:02 | sell | 51 | 0.10 | 1.45825 | 1.45879 | 1.45775 | ||
102 | 2009.09.28 04:10 | s/l | 51 | 0.10 | 1.45879 | 1.45879 | 1.45775 | -5.40 | 9922.20 |
103 | 2009.09.30 05:00 | buy | 52 | 0.10 | 1.46324 | 1.46270 | 1.46374 | ||
104 | 2009.09.30 05:10 | s/l | 52 | 0.10 | 1.46270 | 1.46270 | 1.46374 | -5.40 | 9916.80 |
105 | 2009.09.30 12:00 | buy | 53 | 0.10 | 1.46670 | 1.46616 | 1.46720 | ||
106 | 2009.09.30 12:15 | s/l | 53 | 0.10 | 1.46616 | 1.46616 | 1.46720 | -5.40 | 9911.40 |
107 | 2009.09.30 16:00 | sell | 54 | 0.10 | 1.45999 | 1.46053 | 1.45949 | ||
108 | 2009.09.30 16:02 | t/p | 54 | 0.10 | 1.45949 | 1.46053 | 1.45949 | 5.00 | 9916.40 |
109 | 2009.09.30 18:02 | buy | 55 | 0.10 | 1.46315 | 1.46261 | 1.46365 | ||
110 | 2009.09.30 18:07 | s/l | 55 | 0.10 | 1.46261 | 1.46261 | 1.46365 | -5.40 | 9911.00 |