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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3238.60 | Gross profit | 3321.60 | Gross loss | -83.00 |
| Profit factor | 40.02 | Expected payoff | 55.84 | ||
| Absolute drawdown | 587.00 | Maximal drawdown | 1470.00 (11.87%) | Relative drawdown | 11.87% (1470.00) |
| Total trades | 58 | Short positions (won %) | 27 (100.00%) | Long positions (won %) | 31 (96.77%) |
| Profit trades (% of total) | 57 (98.28%) | Loss trades (% of total) | 1 (1.72%) | ||
| Largest | profit trade | 100.00 | loss trade | -83.00 | |
| Average | profit trade | 58.27 | loss trade | -83.00 | |
| Maximum | consecutive wins (profit in money) | 56 (3253.60) | consecutive losses (loss in money) | 1 (-83.00) | |
| Maximal | consecutive profit (count of wins) | 3253.60 (56) | consecutive loss (count of losses) | -83.00 (1) | |
| Average | consecutive wins | 29 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | sell | 1 | 1.00 | 1.42505 | 0.00000 | 1.42405 | ||
| 2 | 2009.08.03 03:02 | t/p | 1 | 1.00 | 1.42405 | 0.00000 | 1.42405 | 100.00 | 10100.00 |
| 3 | 2009.08.06 20:00 | buy | 2 | 1.00 | 1.43422 | 0.00000 | 1.43522 | ||
| 4 | 2009.08.06 20:07 | close | 2 | 1.00 | 1.43468 | 0.00000 | 1.43522 | 46.00 | 10146.00 |
| 5 | 2009.08.06 20:10 | buy | 3 | 1.00 | 1.43413 | 0.00000 | 1.43513 | ||
| 6 | 2009.08.06 20:32 | close | 3 | 1.00 | 1.43506 | 0.00000 | 1.43513 | 93.00 | 10239.00 |
| 7 | 2009.08.06 20:40 | buy | 4 | 1.00 | 1.43473 | 0.00000 | 1.43573 | ||
| 8 | 2009.08.06 20:42 | close | 4 | 1.00 | 1.43477 | 0.00000 | 1.43573 | 4.00 | 10243.00 |
| 9 | 2009.08.06 20:45 | buy | 5 | 1.00 | 1.43428 | 0.00000 | 1.43528 | ||
| 10 | 2009.08.06 21:15 | modify | 5 | 1.00 | 1.43428 | 1.43428 | 1.43528 | ||
| 11 | 2009.08.06 21:20 | modify | 5 | 1.00 | 1.43428 | 1.43457 | 1.43528 | ||
| 12 | 2009.08.06 21:27 | s/l | 5 | 1.00 | 1.43457 | 1.43457 | 1.43528 | 29.00 | 10272.00 |
| 13 | 2009.08.07 09:20 | sell | 6 | 1.00 | 1.43719 | 0.00000 | 1.43619 | ||
| 14 | 2009.08.07 09:22 | close | 6 | 1.00 | 1.43706 | 0.00000 | 1.43619 | 13.00 | 10285.00 |
| 15 | 2009.08.07 10:50 | sell | 7 | 1.00 | 1.43768 | 0.00000 | 1.43668 | ||
| 16 | 2009.08.07 10:57 | close | 7 | 1.00 | 1.43701 | 0.00000 | 1.43668 | 67.00 | 10352.00 |
| 17 | 2009.08.07 14:30 | sell | 8 | 1.00 | 1.43831 | 0.00000 | 1.43731 | ||
| 18 | 2009.08.07 14:35 | t/p | 8 | 1.00 | 1.43731 | 0.00000 | 1.43731 | 100.00 | 10452.00 |
| 19 | 2009.08.07 14:35 | buy | 9 | 1.00 | 1.43697 | 0.00000 | 1.43797 | ||
| 20 | 2009.08.07 14:37 | t/p | 9 | 1.00 | 1.43797 | 0.00000 | 1.43797 | 100.00 | 10552.00 |
| 21 | 2009.08.07 14:37 | sell | 10 | 1.00 | 1.43897 | 0.00000 | 1.43797 | ||
| 22 | 2009.08.07 14:40 | t/p | 10 | 1.00 | 1.43797 | 0.00000 | 1.43797 | 100.00 | 10652.00 |
| 23 | 2009.08.07 14:40 | buy | 11 | 1.00 | 1.43486 | 0.00000 | 1.43586 | ||
| 24 | 2009.08.07 14:42 | modify | 11 | 1.00 | 1.43486 | 1.43545 | 1.43586 | ||
| 25 | 2009.08.07 14:45 | s/l | 11 | 1.00 | 1.43545 | 1.43545 | 1.43586 | 59.00 | 10711.00 |
| 26 | 2009.08.12 20:00 | sell | 12 | 1.00 | 1.42196 | 0.00000 | 1.42096 | ||
| 27 | 2009.08.12 20:05 | modify | 12 | 1.00 | 1.42196 | 1.42186 | 1.42096 | ||
| 28 | 2009.08.12 20:07 | s/l | 12 | 1.00 | 1.42186 | 1.42186 | 1.42096 | 10.00 | 10721.00 |
| 29 | 2009.08.12 20:10 | buy | 13 | 1.00 | 1.41975 | 0.00000 | 1.42075 | ||
| 30 | 2009.08.12 20:12 | modify | 13 | 1.00 | 1.41975 | 1.42017 | 1.42075 | ||
| 31 | 2009.08.12 20:15 | s/l | 13 | 1.00 | 1.42017 | 1.42017 | 1.42075 | 42.00 | 10763.00 |
| 32 | 2009.08.12 20:50 | sell | 14 | 1.00 | 1.42317 | 0.00000 | 1.42217 | ||
| 33 | 2009.08.12 20:52 | t/p | 14 | 1.00 | 1.42217 | 0.00000 | 1.42217 | 100.00 | 10863.00 |
| 34 | 2009.08.12 20:57 | buy | 15 | 1.00 | 1.41927 | 0.00000 | 1.42027 | ||
| 35 | 2009.08.12 20:59 | t/p | 15 | 1.00 | 1.42027 | 0.00000 | 1.42027 | 100.00 | 10963.00 |
| 36 | 2009.08.12 20:59 | sell | 16 | 1.00 | 1.42096 | 0.00000 | 1.41996 | ||
| 37 | 2009.08.12 21:02 | modify | 16 | 1.00 | 1.42096 | 1.42043 | 1.41996 | ||
| 38 | 2009.08.12 21:07 | t/p | 16 | 1.00 | 1.41996 | 1.42043 | 1.41996 | 100.00 | 11063.00 |
| 39 | 2009.08.12 23:07 | buy | 17 | 1.00 | 1.41816 | 0.00000 | 1.41916 | ||
| 40 | 2009.08.12 23:10 | close | 17 | 1.00 | 1.41883 | 0.00000 | 1.41916 | 67.00 | 11130.00 |
| 41 | 2009.08.14 20:00 | buy | 18 | 1.00 | 1.41939 | 0.00000 | 1.42039 | ||
| 42 | 2009.08.14 22:45 | modify | 18 | 1.00 | 1.41939 | 1.41967 | 1.42039 | ||
| 43 | 2009.08.14 22:50 | modify | 18 | 1.00 | 1.41939 | 1.41997 | 1.42039 | ||
| 44 | 2009.08.14 22:57 | s/l | 18 | 1.00 | 1.41997 | 1.41997 | 1.42039 | 58.00 | 11188.00 |
| 45 | 2009.08.19 17:00 | sell | 19 | 1.00 | 1.42158 | 0.00000 | 1.42058 | ||
| 46 | 2009.08.19 17:02 | modify | 19 | 1.00 | 1.42158 | 1.42156 | 1.42058 | ||
| 47 | 2009.08.19 17:07 | modify | 19 | 1.00 | 1.42158 | 1.42124 | 1.42058 | ||
| 48 | 2009.08.19 17:10 | s/l | 19 | 1.00 | 1.42124 | 1.42124 | 1.42058 | 34.00 | 11222.00 |
| 49 | 2009.08.26 15:20 | buy | 20 | 1.00 | 1.42460 | 0.00000 | 1.42560 | ||
| 50 | 2009.08.26 15:22 | close | 20 | 1.00 | 1.42523 | 0.00000 | 1.42560 | 63.00 | 11285.00 |
| 51 | 2009.08.26 15:27 | buy | 21 | 1.00 | 1.42482 | 0.00000 | 1.42582 | ||
| 52 | 2009.08.26 21:50 | modify | 21 | 1.00 | 1.42482 | 1.42513 | 1.42582 | ||
| 53 | 2009.08.26 21:57 | s/l | 21 | 1.00 | 1.42513 | 1.42513 | 1.42582 | 31.00 | 11316.00 |
| 54 | 2009.08.27 20:10 | sell | 22 | 1.00 | 1.43294 | 0.00000 | 1.43194 | ||
| 55 | 2009.08.27 20:12 | close | 22 | 1.00 | 1.43195 | 0.00000 | 1.43194 | 99.00 | 11415.00 |
| 56 | 2009.08.27 20:15 | sell | 23 | 1.00 | 1.43626 | 0.00000 | 1.43526 | ||
| 57 | 2009.08.27 20:17 | t/p | 23 | 1.00 | 1.43526 | 0.00000 | 1.43526 | 100.00 | 11515.00 |
| 58 | 2009.08.31 05:20 | buy | 24 | 1.00 | 1.42838 | 0.00000 | 1.42938 | ||
| 59 | 2009.08.31 05:27 | close | 24 | 1.00 | 1.42892 | 0.00000 | 1.42938 | 54.00 | 11569.00 |
| 60 | 2009.08.31 05:27 | buy | 25 | 1.00 | 1.42863 | 0.00000 | 1.42963 | ||
| 61 | 2009.08.31 05:50 | close | 25 | 1.00 | 1.42887 | 0.00000 | 1.42963 | 24.00 | 11593.00 |
| 62 | 2009.08.31 05:57 | buy | 26 | 1.00 | 1.42867 | 0.00000 | 1.42967 | ||
| 63 | 2009.08.31 10:45 | modify | 26 | 1.00 | 1.42867 | 1.42888 | 1.42967 | ||
| 64 | 2009.08.31 10:50 | t/p | 26 | 1.00 | 1.42967 | 1.42888 | 1.42967 | 100.00 | 11693.00 |
| 65 | 2009.08.31 17:00 | sell | 27 | 1.00 | 1.43486 | 0.00000 | 1.43386 | ||
| 66 | 2009.08.31 17:03 | modify | 27 | 1.00 | 1.43486 | 1.43477 | 1.43386 | ||
| 67 | 2009.08.31 17:10 | modify | 27 | 1.00 | 1.43486 | 1.43436 | 1.43386 | ||
| 68 | 2009.08.31 17:16 | t/p | 27 | 1.00 | 1.43386 | 1.43436 | 1.43386 | 100.00 | 11793.00 |
| 69 | 2009.09.01 17:10 | buy | 28 | 1.00 | 1.42833 | 0.00000 | 1.42933 | ||
| 70 | 2009.09.01 17:12 | close | 28 | 1.00 | 1.42890 | 0.00000 | 1.42933 | 57.00 | 11850.00 |
| 71 | 2009.09.01 17:15 | buy | 29 | 1.00 | 1.42629 | 0.00000 | 1.42729 | ||
| 72 | 2009.09.01 17:17 | modify | 29 | 1.00 | 1.42629 | 1.42651 | 1.42729 | ||
| 73 | 2009.09.01 17:20 | s/l | 29 | 1.00 | 1.42651 | 1.42651 | 1.42729 | 22.00 | 11872.00 |
| 74 | 2009.09.03 08:16 | sell | 30 | 1.00 | 1.42897 | 0.00000 | 1.42797 | ||
| 75 | 2009.09.03 08:20 | close | 30 | 1.00 | 1.42876 | 0.00000 | 1.42797 | 21.00 | 11893.00 |
| 76 | 2009.09.03 08:23 | sell | 31 | 1.00 | 1.42881 | 0.00000 | 1.42781 | ||
| 77 | 2009.09.03 08:26 | close | 31 | 1.00 | 1.42844 | 0.00000 | 1.42781 | 37.00 | 11930.00 |
| 78 | 2009.09.03 08:40 | sell | 32 | 1.00 | 1.42908 | 0.00000 | 1.42808 | ||
| 79 | 2009.09.03 09:32 | modify | 32 | 1.00 | 1.42908 | 1.42897 | 1.42808 | ||
| 80 | 2009.09.03 09:37 | modify | 32 | 1.00 | 1.42908 | 1.42883 | 1.42808 | ||
| 81 | 2009.09.03 09:40 | s/l | 32 | 1.00 | 1.42883 | 1.42883 | 1.42808 | 25.00 | 11955.00 |
| 82 | 2009.09.03 19:50 | buy | 33 | 1.00 | 1.42489 | 0.00000 | 1.42589 | ||
| 83 | 2009.09.03 19:52 | close | 33 | 1.00 | 1.42525 | 0.00000 | 1.42589 | 36.00 | 11991.00 |
| 84 | 2009.09.03 19:55 | buy | 34 | 1.00 | 1.42513 | 0.00000 | 1.42613 | ||
| 85 | 2009.09.03 19:57 | close | 34 | 1.00 | 1.42573 | 0.00000 | 1.42613 | 60.00 | 12051.00 |
| 86 | 2009.09.03 20:00 | buy | 35 | 1.00 | 1.42580 | 0.00000 | 1.42680 | ||
| 87 | 2009.09.03 21:46 | modify | 35 | 1.00 | 1.42580 | 1.42583 | 1.42680 | ||
| 88 | 2009.09.03 21:56 | s/l | 35 | 1.00 | 1.42583 | 1.42583 | 1.42680 | 3.00 | 12054.00 |
| 89 | 2009.09.04 19:00 | sell | 36 | 1.00 | 1.43060 | 0.00000 | 1.42960 | ||
| 90 | 2009.09.04 19:02 | close | 36 | 1.00 | 1.43026 | 0.00000 | 1.42960 | 34.00 | 12088.00 |
| 91 | 2009.09.04 19:05 | sell | 37 | 1.00 | 1.43038 | 0.00000 | 1.42938 | ||
| 92 | 2009.09.04 19:07 | close | 37 | 1.00 | 1.43003 | 0.00000 | 1.42938 | 35.00 | 12123.00 |
| 93 | 2009.09.04 19:10 | sell | 38 | 1.00 | 1.43108 | 0.00000 | 1.43008 | ||
| 94 | 2009.09.04 20:50 | modify | 38 | 1.00 | 1.43108 | 1.43066 | 1.43008 | ||
| 95 | 2009.09.04 20:57 | s/l | 38 | 1.00 | 1.43066 | 1.43066 | 1.43008 | 42.00 | 12165.00 |
| 96 | 2009.09.21 07:20 | buy | 39 | 1.00 | 1.46648 | 0.00000 | 1.46748 | ||
| 97 | 2009.09.21 07:22 | close | 39 | 1.00 | 1.46676 | 0.00000 | 1.46748 | 28.00 | 12193.00 |
| 98 | 2009.09.21 07:25 | buy | 40 | 1.00 | 1.46667 | 0.00000 | 1.46767 | ||
| 99 | 2009.09.21 07:27 | close | 40 | 1.00 | 1.46715 | 0.00000 | 1.46767 | 48.00 | 12241.00 |
| 100 | 2009.09.21 07:50 | buy | 41 | 1.00 | 1.46618 | 0.00000 | 1.46718 | ||
| 101 | 2009.09.21 07:57 | close | 41 | 1.00 | 1.46682 | 0.00000 | 1.46718 | 64.00 | 12305.00 |
| 102 | 2009.09.21 07:59 | buy | 42 | 1.00 | 1.46648 | 0.00000 | 1.46748 | ||
| 103 | 2009.09.21 08:02 | modify | 42 | 1.00 | 1.46648 | 1.46677 | 1.46748 | ||
| 104 | 2009.09.21 08:07 | modify | 42 | 1.00 | 1.46648 | 1.46695 | 1.46748 | ||
| 105 | 2009.09.21 08:10 | s/l | 42 | 1.00 | 1.46695 | 1.46695 | 1.46748 | 47.00 | 12352.00 |
| 106 | 2009.09.22 03:00 | sell | 43 | 1.00 | 1.47005 | 0.00000 | 1.46905 | ||
| 107 | 2009.09.23 23:59 | modify | 43 | 1.00 | 1.47005 | 1.46946 | 1.46905 | ||
| 108 | 2009.09.24 00:00 | close | 43 | 1.00 | 1.46932 | 1.46946 | 1.46905 | 69.00 | 12421.00 |
| 109 | 2009.09.24 00:20 | sell | 44 | 1.00 | 1.47162 | 0.00000 | 1.47062 | ||
| 110 | 2009.09.24 00:22 | close | 44 | 1.00 | 1.47118 | 0.00000 | 1.47062 | 44.00 | 12465.00 |
| 111 | 2009.09.24 00:25 | sell | 45 | 1.00 | 1.47134 | 0.00000 | 1.47034 | ||
| 112 | 2009.09.24 00:27 | close | 45 | 1.00 | 1.47062 | 0.00000 | 1.47034 | 72.00 | 12537.00 |
| 113 | 2009.09.24 00:30 | sell | 46 | 1.00 | 1.47161 | 0.00000 | 1.47061 | ||
| 114 | 2009.09.24 00:50 | close | 46 | 1.00 | 1.47113 | 0.00000 | 1.47061 | 48.00 | 12585.00 |
| 115 | 2009.09.24 00:52 | sell | 47 | 1.00 | 1.47119 | 0.00000 | 1.47019 | ||
| 116 | 2009.09.24 00:59 | close | 47 | 1.00 | 1.47118 | 0.00000 | 1.47019 | 1.00 | 12586.00 |
| 117 | 2009.09.24 03:07 | sell | 48 | 1.00 | 1.47534 | 0.00000 | 1.47434 | ||
| 118 | 2009.09.24 03:10 | close | 48 | 1.00 | 1.47504 | 0.00000 | 1.47434 | 30.00 | 12616.00 |
| 119 | 2009.09.24 10:00 | sell | 49 | 1.00 | 1.47625 | 0.00000 | 1.47525 | ||
| 120 | 2009.09.24 10:03 | modify | 49 | 1.00 | 1.47625 | 1.47577 | 1.47525 | ||
| 121 | 2009.09.24 10:10 | t/p | 49 | 1.00 | 1.47525 | 1.47577 | 1.47525 | 100.00 | 12716.00 |
| 122 | 2009.09.24 10:10 | buy | 50 | 1.00 | 1.47472 | 0.00000 | 1.47572 | ||
| 123 | 2009.09.24 10:40 | close | 50 | 1.00 | 1.47513 | 0.00000 | 1.47572 | 41.00 | 12757.00 |
| 124 | 2009.09.24 10:42 | buy | 51 | 1.00 | 1.47507 | 0.00000 | 1.47607 | ||
| 125 | 2009.09.24 10:45 | close | 51 | 1.00 | 1.47563 | 0.00000 | 1.47607 | 56.00 | 12813.00 |
| 126 | 2009.09.24 17:00 | buy | 52 | 1.00 | 1.47079 | 0.00000 | 1.47179 | ||
| 127 | 2009.09.25 12:15 | modify | 52 | 1.00 | 1.47079 | 1.47082 | 1.47179 | ||
| 128 | 2009.09.25 12:20 | t/p | 52 | 1.00 | 1.47179 | 1.47082 | 1.47179 | 99.60 | 12912.60 |
| 129 | 2009.09.30 12:00 | sell | 53 | 1.00 | 1.46646 | 0.00000 | 1.46546 | ||
| 130 | 2009.09.30 12:15 | modify | 53 | 1.00 | 1.46646 | 1.46645 | 1.46546 | ||
| 131 | 2009.09.30 12:20 | modify | 53 | 1.00 | 1.46646 | 1.46594 | 1.46546 | ||
| 132 | 2009.09.30 12:27 | s/l | 53 | 1.00 | 1.46594 | 1.46594 | 1.46546 | 52.00 | 12964.60 |
| 133 | 2009.09.30 14:45 | buy | 54 | 1.00 | 1.46022 | 0.00000 | 1.46122 | ||
| 134 | 2009.09.30 15:10 | modify | 54 | 1.00 | 1.46022 | 1.46036 | 1.46122 | ||
| 135 | 2009.09.30 15:15 | t/p | 54 | 1.00 | 1.46122 | 1.46036 | 1.46122 | 100.00 | 13064.60 |
| 136 | 2009.09.30 18:20 | sell | 55 | 1.00 | 1.46597 | 0.00000 | 1.46497 | ||
| 137 | 2009.09.30 18:22 | modify | 55 | 1.00 | 1.46597 | 1.46582 | 1.46497 | ||
| 138 | 2009.09.30 18:27 | t/p | 55 | 1.00 | 1.46497 | 1.46582 | 1.46497 | 100.00 | 13164.60 |
| 139 | 2009.09.30 18:27 | buy | 56 | 1.00 | 1.46485 | 0.00000 | 1.46585 | ||
| 140 | 2009.09.30 18:27 | close | 56 | 1.00 | 1.46574 | 0.00000 | 1.46585 | 89.00 | 13253.60 |
| 141 | 2009.09.30 18:45 | buy | 57 | 1.00 | 1.46504 | 0.00000 | 1.46604 | ||
| 142 | 2009.09.30 19:00 | close | 57 | 1.00 | 1.46421 | 0.00000 | 1.46604 | -83.00 | 13170.60 |
| 143 | 2009.09.30 19:07 | buy | 58 | 1.00 | 1.46361 | 0.00000 | 1.46461 | ||
| 144 | 2009.09.30 19:10 | close | 58 | 1.00 | 1.46429 | 0.00000 | 1.46461 | 68.00 | 13238.60 |