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 | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 147.50 | Gross profit | 275.00 | Gross loss | -127.50 |
Profit factor | 2.16 | Expected payoff | 9.83 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 171.00 (1.66%) | Relative drawdown | 1.66% (171.00) |
Total trades | 15 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 75.00 | loss trade | -37.50 | |
Average | profit trade | 25.00 | loss trade | -31.88 | |
Maximum | consecutive wins (profit in money) | 11 (275.00) | consecutive losses (loss in money) | 4 (-127.50) | |
Maximal | consecutive profit (count of wins) | 275.00 (11) | consecutive loss (count of losses) | -127.50 (4) | |
Average | consecutive wins | 11 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:07 | sell stop | 1 | 0.50 | 1.42468 | 0.00000 | 1.42418 | ||
2 | 2009.08.03 01:07 | sell stop | 2 | 0.50 | 1.42468 | 0.00000 | 1.42318 | ||
3 | 2009.08.03 03:02 | sell | 1 | 0.50 | 1.42468 | 0.00000 | 1.42418 | ||
4 | 2009.08.03 03:02 | sell | 2 | 0.50 | 1.42468 | 0.00000 | 1.42318 | ||
5 | 2009.08.03 03:02 | modify | 1 | 0.50 | 1.42468 | 1.43181 | 1.42418 | ||
6 | 2009.08.03 03:02 | modify | 2 | 0.50 | 1.42468 | 1.43181 | 1.42318 | ||
7 | 2009.08.03 03:05 | t/p | 1 | 0.50 | 1.42418 | 1.43181 | 1.42418 | 25.00 | 10025.00 |
8 | 2009.08.03 03:05 | modify | 2 | 0.50 | 1.42468 | 1.42468 | 1.42318 | ||
9 | 2009.08.03 03:15 | s/l | 2 | 0.50 | 1.42468 | 1.42468 | 1.42318 | 0.00 | 10025.00 |
10 | 2009.08.04 14:32 | buy stop | 3 | 0.50 | 1.43982 | 0.00000 | 1.44032 | ||
11 | 2009.08.04 14:32 | buy stop | 4 | 0.50 | 1.43982 | 0.00000 | 1.44132 | ||
12 | 2009.08.04 15:07 | delete | 3 | 0.50 | 1.43982 | 0.00000 | 1.44032 | ||
13 | 2009.08.04 15:10 | buy | 4 | 0.50 | 1.43982 | 0.00000 | 1.44132 | ||
14 | 2009.08.04 15:10 | modify | 4 | 0.50 | 1.43982 | 1.43566 | 1.44132 | ||
15 | 2009.08.04 15:15 | modify | 4 | 0.50 | 1.43982 | 1.43982 | 1.44132 | ||
16 | 2009.08.04 15:32 | s/l | 4 | 0.50 | 1.43982 | 1.43982 | 1.44132 | 0.00 | 10025.00 |
17 | 2009.08.11 02:10 | buy stop | 5 | 0.50 | 1.41385 | 0.00000 | 1.41435 | ||
18 | 2009.08.11 02:10 | buy stop | 6 | 0.50 | 1.41385 | 0.00000 | 1.41535 | ||
19 | 2009.08.11 02:15 | buy | 5 | 0.50 | 1.41385 | 0.00000 | 1.41435 | ||
20 | 2009.08.11 02:15 | buy | 6 | 0.50 | 1.41385 | 0.00000 | 1.41535 | ||
21 | 2009.08.11 02:15 | modify | 5 | 0.50 | 1.41385 | 1.41385 | 1.41435 | ||
22 | 2009.08.11 02:15 | modify | 6 | 0.50 | 1.41385 | 1.41385 | 1.41535 | ||
23 | 2009.08.11 02:20 | t/p | 5 | 0.50 | 1.41435 | 1.41385 | 1.41435 | 25.00 | 10050.00 |
24 | 2009.08.11 02:50 | t/p | 6 | 0.50 | 1.41535 | 1.41385 | 1.41535 | 75.00 | 10125.00 |
25 | 2009.08.11 03:02 | sell stop | 7 | 0.50 | 1.41437 | 0.00000 | 1.41387 | ||
26 | 2009.08.11 03:02 | sell stop | 8 | 0.50 | 1.41437 | 0.00000 | 1.41287 | ||
27 | 2009.08.11 03:50 | sell | 7 | 0.50 | 1.41437 | 0.00000 | 1.41387 | ||
28 | 2009.08.11 03:50 | sell | 8 | 0.50 | 1.41437 | 0.00000 | 1.41287 | ||
29 | 2009.08.11 03:50 | modify | 7 | 0.50 | 1.41437 | 1.41669 | 1.41387 | ||
30 | 2009.08.11 03:50 | modify | 8 | 0.50 | 1.41437 | 1.41669 | 1.41287 | ||
31 | 2009.08.11 04:20 | modify | 7 | 0.50 | 1.41437 | 1.41437 | 1.41387 | ||
32 | 2009.08.11 04:20 | modify | 8 | 0.50 | 1.41437 | 1.41437 | 1.41287 | ||
33 | 2009.08.11 04:35 | t/p | 7 | 0.50 | 1.41387 | 1.41437 | 1.41387 | 25.00 | 10150.00 |
34 | 2009.08.11 04:50 | t/p | 8 | 0.50 | 1.41287 | 1.41437 | 1.41287 | 75.00 | 10225.00 |
35 | 2009.08.21 00:20 | buy stop | 9 | 0.50 | 1.42559 | 0.00000 | 1.42609 | ||
36 | 2009.08.21 00:20 | buy stop | 10 | 0.50 | 1.42559 | 0.00000 | 1.42709 | ||
37 | 2009.08.21 00:40 | buy | 9 | 0.50 | 1.42559 | 0.00000 | 1.42609 | ||
38 | 2009.08.21 00:40 | buy | 10 | 0.50 | 1.42559 | 0.00000 | 1.42709 | ||
39 | 2009.08.21 00:40 | modify | 9 | 0.50 | 1.42559 | 1.42208 | 1.42609 | ||
40 | 2009.08.21 00:40 | modify | 10 | 0.50 | 1.42559 | 1.42208 | 1.42709 | ||
41 | 2009.08.21 00:45 | modify | 9 | 0.50 | 1.42559 | 1.42559 | 1.42609 | ||
42 | 2009.08.21 00:45 | modify | 10 | 0.50 | 1.42559 | 1.42559 | 1.42709 | ||
43 | 2009.08.21 00:50 | t/p | 9 | 0.50 | 1.42609 | 1.42559 | 1.42609 | 25.00 | 10250.00 |
44 | 2009.08.21 00:59 | s/l | 10 | 0.50 | 1.42559 | 1.42559 | 1.42709 | 0.00 | 10250.00 |
45 | 2009.08.21 01:02 | sell stop | 11 | 0.50 | 1.42498 | 0.00000 | 1.42448 | ||
46 | 2009.08.21 01:02 | sell stop | 12 | 0.50 | 1.42498 | 0.00000 | 1.42348 | ||
47 | 2009.08.21 02:20 | sell | 11 | 0.50 | 1.42498 | 0.00000 | 1.42448 | ||
48 | 2009.08.21 02:20 | sell | 12 | 0.50 | 1.42498 | 0.00000 | 1.42348 | ||
49 | 2009.08.21 02:20 | modify | 11 | 0.50 | 1.42498 | 1.42845 | 1.42448 | ||
50 | 2009.08.21 02:20 | modify | 12 | 0.50 | 1.42498 | 1.42845 | 1.42348 | ||
51 | 2009.08.21 02:50 | modify | 11 | 0.50 | 1.42498 | 1.42498 | 1.42448 | ||
52 | 2009.08.21 02:50 | modify | 12 | 0.50 | 1.42498 | 1.42498 | 1.42348 | ||
53 | 2009.08.21 02:59 | t/p | 11 | 0.50 | 1.42448 | 1.42498 | 1.42448 | 25.00 | 10275.00 |
54 | 2009.08.21 03:15 | s/l | 12 | 0.50 | 1.42498 | 1.42498 | 1.42348 | 0.00 | 10275.00 |
55 | 2009.09.01 03:20 | buy stop | 13 | 0.50 | 1.43387 | 0.00000 | 1.43437 | ||
56 | 2009.09.01 03:20 | buy stop | 14 | 0.50 | 1.43387 | 0.00000 | 1.43537 | ||
57 | 2009.09.01 03:50 | buy | 13 | 0.50 | 1.43387 | 0.00000 | 1.43437 | ||
58 | 2009.09.01 03:50 | buy | 14 | 0.50 | 1.43387 | 0.00000 | 1.43537 | ||
59 | 2009.09.01 03:50 | modify | 13 | 0.50 | 1.43387 | 1.43105 | 1.43437 | ||
60 | 2009.09.01 03:50 | modify | 14 | 0.50 | 1.43387 | 1.43105 | 1.43537 | ||
61 | 2009.09.01 04:10 | close | 13 | 0.50 | 1.43338 | 1.43105 | 1.43437 | -24.50 | 10250.50 |
62 | 2009.09.01 04:15 | close | 14 | 0.50 | 1.43323 | 1.43105 | 1.43537 | -32.00 | 10218.50 |
63 | 2009.09.07 20:40 | buy stop | 15 | 0.50 | 1.43370 | 0.00000 | 1.43420 | ||
64 | 2009.09.07 20:40 | buy stop | 16 | 0.50 | 1.43370 | 0.00000 | 1.43520 | ||
65 | 2009.09.07 20:50 | buy | 15 | 0.50 | 1.43370 | 0.00000 | 1.43420 | ||
66 | 2009.09.07 20:50 | buy | 16 | 0.50 | 1.43370 | 0.00000 | 1.43520 | ||
67 | 2009.09.07 20:50 | modify | 15 | 0.50 | 1.43370 | 1.43174 | 1.43420 | ||
68 | 2009.09.07 20:50 | modify | 16 | 0.50 | 1.43370 | 1.43174 | 1.43520 | ||
69 | 2009.09.07 21:03 | close | 15 | 0.50 | 1.43295 | 1.43174 | 1.43420 | -37.50 | 10181.00 |
70 | 2009.09.07 21:06 | close | 16 | 0.50 | 1.43303 | 1.43174 | 1.43520 | -33.50 | 10147.50 |