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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 550.11 | Gross profit | 3447.00 | Gross loss | -2896.89 |
Profit factor | 1.19 | Expected payoff | 8.34 | ||
Absolute drawdown | 248.10 | Maximal drawdown | 1653.93 (14.44%) | Relative drawdown | 14.44% (1653.93) |
Total trades | 66 | Short positions (won %) | 32 (18.75%) | Long positions (won %) | 34 (26.47%) |
Profit trades (% of total) | 15 (22.73%) | Loss trades (% of total) | 51 (77.27%) | ||
Largest | profit trade | 761.16 | loss trade | -259.29 | |
Average | profit trade | 229.80 | loss trade | -56.80 | |
Maximum | consecutive wins (profit in money) | 1 (761.16) | consecutive losses (loss in money) | 10 (-436.41) | |
Maximal | consecutive profit (count of wins) | 761.16 (1) | consecutive loss (count of losses) | -767.88 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 02:00 | buy | 1 | 0.30 | 1.42887 | 0.00000 | 0.00000 | ||
2 | 2009.08.05 08:00 | close | 1 | 0.30 | 1.43833 | 0.00000 | 0.00000 | 283.62 | 10283.62 |
3 | 2009.08.06 05:00 | sell | 2 | 0.30 | 1.43945 | 0.00000 | 0.00000 | ||
4 | 2009.08.06 06:00 | close | 2 | 0.30 | 1.44010 | 0.00000 | 0.00000 | -19.50 | 10264.12 |
5 | 2009.08.06 07:00 | buy | 3 | 0.30 | 1.44071 | 0.00000 | 0.00000 | ||
6 | 2009.08.06 08:00 | close | 3 | 0.30 | 1.44049 | 0.00000 | 0.00000 | -6.60 | 10257.52 |
7 | 2009.08.06 09:00 | sell | 4 | 0.30 | 1.43932 | 0.00000 | 0.00000 | ||
8 | 2009.08.06 10:00 | close | 4 | 0.30 | 1.44074 | 0.00000 | 0.00000 | -42.60 | 10214.92 |
9 | 2009.08.06 10:00 | buy | 5 | 0.30 | 1.44074 | 0.00000 | 0.00000 | ||
10 | 2009.08.06 12:00 | close | 5 | 0.30 | 1.43988 | 0.00000 | 0.00000 | -25.80 | 10189.12 |
11 | 2009.08.06 12:00 | sell | 6 | 0.30 | 1.43988 | 0.00000 | 0.00000 | ||
12 | 2009.08.11 09:00 | close | 6 | 0.30 | 1.41676 | 0.00000 | 0.00000 | 692.07 | 10881.19 |
13 | 2009.08.12 13:00 | buy | 7 | 0.30 | 1.41652 | 0.00000 | 0.00000 | ||
14 | 2009.08.12 14:00 | close | 7 | 0.30 | 1.41432 | 0.00000 | 0.00000 | -66.00 | 10815.19 |
15 | 2009.08.12 14:00 | sell | 8 | 0.30 | 1.41432 | 0.00000 | 0.00000 | ||
16 | 2009.08.12 15:00 | close | 8 | 0.30 | 1.41562 | 0.00000 | 0.00000 | -39.00 | 10776.19 |
17 | 2009.08.12 15:00 | buy | 9 | 0.30 | 1.41562 | 0.00000 | 0.00000 | ||
18 | 2009.08.14 15:00 | close | 9 | 0.30 | 1.42676 | 0.00000 | 0.00000 | 333.84 | 11110.03 |
19 | 2009.08.14 18:00 | sell | 10 | 0.30 | 1.42149 | 0.00000 | 0.00000 | ||
20 | 2009.08.14 19:00 | close | 10 | 0.30 | 1.42312 | 0.00000 | 0.00000 | -48.90 | 11061.13 |
21 | 2009.08.14 19:00 | buy | 11 | 0.30 | 1.42312 | 0.00000 | 0.00000 | ||
22 | 2009.08.14 20:00 | close | 11 | 0.30 | 1.41928 | 0.00000 | 0.00000 | -115.20 | 10945.93 |
23 | 2009.08.14 20:00 | sell | 12 | 0.30 | 1.41928 | 0.00000 | 0.00000 | ||
24 | 2009.08.18 09:00 | close | 12 | 0.30 | 1.41309 | 0.00000 | 0.00000 | 184.68 | 11130.61 |
25 | 2009.08.19 02:00 | buy | 13 | 0.30 | 1.41683 | 0.00000 | 0.00000 | ||
26 | 2009.08.19 03:00 | close | 13 | 0.30 | 1.41552 | 0.00000 | 0.00000 | -39.30 | 11091.31 |
27 | 2009.08.19 09:00 | sell | 14 | 0.30 | 1.41021 | 0.00000 | 0.00000 | ||
28 | 2009.08.19 14:00 | close | 14 | 0.30 | 1.41282 | 0.00000 | 0.00000 | -78.30 | 11013.01 |
29 | 2009.08.19 14:00 | buy | 15 | 0.30 | 1.41282 | 0.00000 | 0.00000 | ||
30 | 2009.08.21 06:00 | close | 15 | 0.30 | 1.42239 | 0.00000 | 0.00000 | 286.74 | 11299.75 |
31 | 2009.08.25 01:00 | sell | 16 | 0.30 | 1.42878 | 0.00000 | 0.00000 | ||
32 | 2009.08.25 02:00 | close | 16 | 0.30 | 1.42940 | 0.00000 | 0.00000 | -18.60 | 11281.15 |
33 | 2009.08.25 02:00 | buy | 17 | 0.30 | 1.42940 | 0.00000 | 0.00000 | ||
34 | 2009.08.25 03:00 | close | 17 | 0.30 | 1.42819 | 0.00000 | 0.00000 | -36.30 | 11244.85 |
35 | 2009.08.25 03:00 | sell | 18 | 0.30 | 1.42819 | 0.00000 | 0.00000 | ||
36 | 2009.08.25 05:00 | close | 18 | 0.30 | 1.42927 | 0.00000 | 0.00000 | -32.40 | 11212.45 |
37 | 2009.08.25 06:00 | buy | 19 | 0.30 | 1.43026 | 0.00000 | 0.00000 | ||
38 | 2009.08.25 07:00 | close | 19 | 0.30 | 1.43020 | 0.00000 | 0.00000 | -1.80 | 11210.65 |
39 | 2009.08.25 08:00 | sell | 20 | 0.30 | 1.42881 | 0.00000 | 0.00000 | ||
40 | 2009.08.25 12:00 | close | 20 | 0.30 | 1.42962 | 0.00000 | 0.00000 | -24.30 | 11186.35 |
41 | 2009.08.25 12:00 | buy | 21 | 0.30 | 1.42962 | 0.00000 | 0.00000 | ||
42 | 2009.08.25 13:00 | close | 21 | 0.30 | 1.42865 | 0.00000 | 0.00000 | -29.10 | 11157.25 |
43 | 2009.08.25 13:00 | sell | 22 | 0.30 | 1.42865 | 0.00000 | 0.00000 | ||
44 | 2009.08.25 14:00 | close | 22 | 0.30 | 1.43355 | 0.00000 | 0.00000 | -147.00 | 11010.25 |
45 | 2009.08.25 14:00 | buy | 23 | 0.30 | 1.43355 | 0.00000 | 0.00000 | ||
46 | 2009.08.25 20:00 | close | 23 | 0.30 | 1.43066 | 0.00000 | 0.00000 | -86.70 | 10923.55 |
47 | 2009.08.25 20:00 | sell | 24 | 0.30 | 1.43066 | 0.00000 | 0.00000 | ||
48 | 2009.08.26 08:00 | close | 24 | 0.30 | 1.43180 | 0.00000 | 0.00000 | -34.71 | 10888.84 |
49 | 2009.08.26 08:00 | buy | 25 | 0.30 | 1.43180 | 0.00000 | 0.00000 | ||
50 | 2009.08.26 09:00 | close | 25 | 0.30 | 1.43095 | 0.00000 | 0.00000 | -25.50 | 10863.34 |
51 | 2009.08.26 13:00 | sell | 26 | 0.30 | 1.42968 | 0.00000 | 0.00000 | ||
52 | 2009.08.27 20:00 | close | 26 | 0.30 | 1.42770 | 0.00000 | 0.00000 | 57.87 | 10921.21 |
53 | 2009.08.27 21:00 | buy | 27 | 0.30 | 1.43726 | 0.00000 | 0.00000 | ||
54 | 2009.08.28 21:00 | close | 27 | 0.30 | 1.42862 | 0.00000 | 0.00000 | -259.29 | 10661.92 |
55 | 2009.08.28 21:00 | sell | 28 | 0.30 | 1.42862 | 0.00000 | 0.00000 | ||
56 | 2009.08.28 22:00 | close | 28 | 0.30 | 1.43025 | 0.00000 | 0.00000 | -48.90 | 10613.02 |
57 | 2009.08.31 17:00 | buy | 29 | 0.30 | 1.43510 | 0.00000 | 0.00000 | ||
58 | 2009.09.01 03:00 | close | 29 | 0.30 | 1.43211 | 0.00000 | 0.00000 | -89.79 | 10523.23 |
59 | 2009.09.01 03:00 | sell | 30 | 0.30 | 1.43211 | 0.00000 | 0.00000 | ||
60 | 2009.09.01 04:00 | close | 30 | 0.30 | 1.43365 | 0.00000 | 0.00000 | -46.20 | 10477.03 |
61 | 2009.09.01 04:00 | buy | 31 | 0.30 | 1.43365 | 0.00000 | 0.00000 | ||
62 | 2009.09.01 13:00 | close | 31 | 0.30 | 1.42873 | 0.00000 | 0.00000 | -147.60 | 10329.43 |
63 | 2009.09.01 13:00 | sell | 32 | 0.30 | 1.42873 | 0.00000 | 0.00000 | ||
64 | 2009.09.01 16:00 | close | 32 | 0.30 | 1.43248 | 0.00000 | 0.00000 | -112.50 | 10216.93 |
65 | 2009.09.01 16:00 | buy | 33 | 0.30 | 1.43248 | 0.00000 | 0.00000 | ||
66 | 2009.09.01 17:00 | close | 33 | 0.30 | 1.43036 | 0.00000 | 0.00000 | -63.60 | 10153.33 |
67 | 2009.09.01 17:00 | sell | 34 | 0.30 | 1.43036 | 0.00000 | 0.00000 | ||
68 | 2009.09.02 19:00 | close | 34 | 0.30 | 1.42922 | 0.00000 | 0.00000 | 33.69 | 10187.02 |
69 | 2009.09.02 19:00 | buy | 35 | 0.30 | 1.42922 | 0.00000 | 0.00000 | ||
70 | 2009.09.02 20:00 | close | 35 | 0.30 | 1.42785 | 0.00000 | 0.00000 | -41.10 | 10145.92 |
71 | 2009.09.02 21:00 | sell | 36 | 0.30 | 1.42710 | 0.00000 | 0.00000 | ||
72 | 2009.09.02 22:00 | close | 36 | 0.30 | 1.42736 | 0.00000 | 0.00000 | -7.80 | 10138.12 |
73 | 2009.09.03 09:00 | buy | 37 | 0.30 | 1.43061 | 0.00000 | 0.00000 | ||
74 | 2009.09.03 17:00 | close | 37 | 0.30 | 1.42577 | 0.00000 | 0.00000 | -145.20 | 9992.92 |
75 | 2009.09.03 17:00 | sell | 38 | 0.30 | 1.42577 | 0.00000 | 0.00000 | ||
76 | 2009.09.03 18:00 | close | 38 | 0.30 | 1.42784 | 0.00000 | 0.00000 | -62.10 | 9930.82 |
77 | 2009.09.03 18:00 | buy | 39 | 0.30 | 1.42784 | 0.00000 | 0.00000 | ||
78 | 2009.09.03 19:00 | close | 39 | 0.30 | 1.42585 | 0.00000 | 0.00000 | -59.70 | 9871.12 |
79 | 2009.09.03 19:00 | sell | 40 | 0.30 | 1.42585 | 0.00000 | 0.00000 | ||
80 | 2009.09.04 07:00 | close | 40 | 0.30 | 1.42576 | 0.00000 | 0.00000 | 2.19 | 9873.31 |
81 | 2009.09.04 09:00 | buy | 41 | 0.30 | 1.42896 | 0.00000 | 0.00000 | ||
82 | 2009.09.04 10:00 | close | 41 | 0.30 | 1.42714 | 0.00000 | 0.00000 | -54.60 | 9818.71 |
83 | 2009.09.04 12:00 | sell | 42 | 0.30 | 1.42632 | 0.00000 | 0.00000 | ||
84 | 2009.09.04 13:00 | close | 42 | 0.30 | 1.42642 | 0.00000 | 0.00000 | -3.00 | 9815.71 |
85 | 2009.09.04 18:00 | buy | 43 | 0.30 | 1.42791 | 0.00000 | 0.00000 | ||
86 | 2009.09.10 16:00 | close | 43 | 0.30 | 1.45330 | 0.00000 | 0.00000 | 761.16 | 10576.87 |
87 | 2009.09.14 03:00 | sell | 44 | 0.30 | 1.45383 | 0.00000 | 0.00000 | ||
88 | 2009.09.14 10:00 | close | 44 | 0.30 | 1.45672 | 0.00000 | 0.00000 | -86.70 | 10490.17 |
89 | 2009.09.14 16:00 | buy | 45 | 0.30 | 1.46236 | 0.00000 | 0.00000 | ||
90 | 2009.09.15 15:00 | close | 45 | 0.30 | 1.45788 | 0.00000 | 0.00000 | -134.49 | 10355.68 |
91 | 2009.09.15 15:00 | sell | 46 | 0.30 | 1.45788 | 0.00000 | 0.00000 | ||
92 | 2009.09.15 16:00 | close | 46 | 0.30 | 1.45964 | 0.00000 | 0.00000 | -52.80 | 10302.88 |
93 | 2009.09.15 16:00 | buy | 47 | 0.30 | 1.45964 | 0.00000 | 0.00000 | ||
94 | 2009.09.18 03:00 | close | 47 | 0.30 | 1.47255 | 0.00000 | 0.00000 | 386.85 | 10689.73 |
95 | 2009.09.18 04:00 | sell | 48 | 0.30 | 1.46982 | 0.00000 | 0.00000 | ||
96 | 2009.09.18 05:00 | close | 48 | 0.30 | 1.47044 | 0.00000 | 0.00000 | -18.60 | 10671.13 |
97 | 2009.09.18 06:00 | buy | 49 | 0.30 | 1.47192 | 0.00000 | 0.00000 | ||
98 | 2009.09.18 07:00 | close | 49 | 0.30 | 1.47225 | 0.00000 | 0.00000 | 9.90 | 10681.03 |
99 | 2009.09.18 09:00 | sell | 50 | 0.30 | 1.46978 | 0.00000 | 0.00000 | ||
100 | 2009.09.18 12:00 | close | 50 | 0.30 | 1.47081 | 0.00000 | 0.00000 | -30.90 | 10650.13 |
101 | 2009.09.18 12:00 | buy | 51 | 0.30 | 1.47081 | 0.00000 | 0.00000 | ||
102 | 2009.09.18 18:00 | close | 51 | 0.30 | 1.47021 | 0.00000 | 0.00000 | -18.00 | 10632.13 |
103 | 2009.09.18 18:00 | sell | 52 | 0.30 | 1.47021 | 0.00000 | 0.00000 | ||
104 | 2009.09.18 19:00 | close | 52 | 0.30 | 1.47259 | 0.00000 | 0.00000 | -71.40 | 10560.73 |
105 | 2009.09.18 19:00 | buy | 53 | 0.30 | 1.47259 | 0.00000 | 0.00000 | ||
106 | 2009.09.18 22:00 | close | 53 | 0.30 | 1.47010 | 0.00000 | 0.00000 | -74.70 | 10486.03 |
107 | 2009.09.18 22:00 | sell | 54 | 0.30 | 1.47010 | 0.00000 | 0.00000 | ||
108 | 2009.09.21 02:00 | close | 54 | 0.30 | 1.47043 | 0.00000 | 0.00000 | -10.41 | 10475.62 |
109 | 2009.09.21 18:00 | buy | 55 | 0.30 | 1.46920 | 0.00000 | 0.00000 | ||
110 | 2009.09.21 19:00 | close | 55 | 0.30 | 1.46765 | 0.00000 | 0.00000 | -46.50 | 10429.12 |
111 | 2009.09.21 19:00 | sell | 56 | 0.30 | 1.46765 | 0.00000 | 0.00000 | ||
112 | 2009.09.21 20:00 | close | 56 | 0.30 | 1.46840 | 0.00000 | 0.00000 | -22.50 | 10406.62 |
113 | 2009.09.22 01:00 | buy | 57 | 0.30 | 1.46864 | 0.00000 | 0.00000 | ||
114 | 2009.09.22 02:00 | close | 57 | 0.30 | 1.46820 | 0.00000 | 0.00000 | -13.20 | 10393.42 |
115 | 2009.09.22 02:00 | sell | 58 | 0.30 | 1.46820 | 0.00000 | 0.00000 | ||
116 | 2009.09.22 03:00 | close | 58 | 0.30 | 1.47029 | 0.00000 | 0.00000 | -62.70 | 10330.72 |
117 | 2009.09.22 03:00 | buy | 59 | 0.30 | 1.47029 | 0.00000 | 0.00000 | ||
118 | 2009.09.23 13:00 | close | 59 | 0.30 | 1.47714 | 0.00000 | 0.00000 | 205.41 | 10536.13 |
119 | 2009.09.24 12:00 | buy | 60 | 0.30 | 1.47840 | 0.00000 | 0.00000 | ||
120 | 2009.09.24 16:00 | close | 60 | 0.30 | 1.47575 | 0.00000 | 0.00000 | -79.50 | 10456.63 |
121 | 2009.09.24 16:00 | sell | 61 | 0.30 | 1.47575 | 0.00000 | 0.00000 | ||
122 | 2009.09.28 02:00 | close | 61 | 0.30 | 1.47105 | 0.00000 | 0.00000 | 139.98 | 10596.61 |
123 | 2009.09.30 05:00 | buy | 62 | 0.30 | 1.46324 | 0.00000 | 0.00000 | ||
124 | 2009.09.30 06:00 | close | 62 | 0.30 | 1.46197 | 0.00000 | 0.00000 | -38.10 | 10558.51 |
125 | 2009.09.30 06:00 | sell | 63 | 0.30 | 1.46197 | 0.00000 | 0.00000 | ||
126 | 2009.09.30 07:00 | close | 63 | 0.30 | 1.46263 | 0.00000 | 0.00000 | -19.80 | 10538.71 |
127 | 2009.09.30 07:00 | buy | 64 | 0.30 | 1.46263 | 0.00000 | 0.00000 | ||
128 | 2009.09.30 08:00 | close | 64 | 0.30 | 1.46319 | 0.00000 | 0.00000 | 16.80 | 10555.51 |
129 | 2009.09.30 16:00 | sell | 65 | 0.30 | 1.45999 | 0.00000 | 0.00000 | ||
130 | 2009.09.30 17:00 | close | 65 | 0.30 | 1.46191 | 0.00000 | 0.00000 | -57.60 | 10497.91 |
131 | 2009.09.30 17:00 | buy | 66 | 0.30 | 1.46191 | 0.00000 | 0.00000 | ||
132 | 2009.09.30 23:59 | close at stop | 66 | 0.30 | 1.46365 | 0.00000 | 0.00000 | 52.20 | 10550.11 |