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 | 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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 54.96 | Gross profit | 1589.72 | Gross loss | -1534.76 |
Profit factor | 1.04 | Expected payoff | 0.81 | ||
Absolute drawdown | 168.54 | Maximal drawdown | 1092.02 (10.00%) | Relative drawdown | 10.00% (1092.02) |
Total trades | 68 | Short positions (won %) | 46 (50.00%) | Long positions (won %) | 22 (50.00%) |
Profit trades (% of total) | 34 (50.00%) | Loss trades (% of total) | 34 (50.00%) | ||
Largest | profit trade | 214.80 | loss trade | -215.80 | |
Average | profit trade | 46.76 | loss trade | -45.14 | |
Maximum | consecutive wins (profit in money) | 5 (258.80) | consecutive losses (loss in money) | 5 (-404.20) | |
Maximal | consecutive profit (count of wins) | 729.90 (4) | consecutive loss (count of losses) | -404.20 (5) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 04:00 | sell | 1 | 0.10 | 1.42410 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 11:15 | close | 1 | 0.10 | 1.43020 | 0.00000 | 0.00000 | -61.00 | 9939.00 |
3 | 2009.08.04 02:00 | sell | 2 | 0.10 | 1.44083 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 05:00 | buy | 3 | 0.10 | 1.44112 | 0.00000 | 0.00000 | ||
5 | 2009.08.04 05:00 | close | 2 | 0.10 | 1.44112 | 0.00000 | 0.00000 | -2.90 | 9936.10 |
6 | 2009.08.04 17:00 | buy | 4 | 0.10 | 1.43965 | 0.00000 | 0.00000 | ||
7 | 2009.08.05 00:00 | sell | 5 | 0.10 | 1.43976 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 00:00 | close | 4 | 0.10 | 1.43976 | 0.00000 | 0.00000 | 1.06 | 9937.16 |
9 | 2009.08.05 00:00 | close | 3 | 0.10 | 1.43976 | 0.00000 | 0.00000 | -13.64 | 9923.52 |
10 | 2009.08.06 04:00 | sell | 6 | 0.10 | 1.44175 | 0.00000 | 0.00000 | ||
11 | 2009.08.07 09:00 | sell | 7 | 0.10 | 1.43648 | 0.00000 | 0.00000 | ||
12 | 2009.08.07 13:00 | sell | 8 | 0.10 | 1.43609 | 0.00000 | 0.00000 | ||
13 | 2009.08.10 04:00 | buy | 9 | 0.10 | 1.42025 | 0.00000 | 0.00000 | ||
14 | 2009.08.10 04:00 | close | 8 | 0.10 | 1.42025 | 0.00000 | 0.00000 | 158.30 | 10081.82 |
15 | 2009.08.10 04:00 | close | 7 | 0.10 | 1.42025 | 0.00000 | 0.00000 | 162.20 | 10244.02 |
16 | 2009.08.10 04:00 | close | 6 | 0.10 | 1.42025 | 0.00000 | 0.00000 | 214.80 | 10458.82 |
17 | 2009.08.10 04:00 | close | 5 | 0.10 | 1.42025 | 0.00000 | 0.00000 | 194.60 | 10653.42 |
18 | 2009.08.10 10:00 | sell | 10 | 0.10 | 1.41922 | 0.00000 | 0.00000 | ||
19 | 2009.08.10 10:00 | close | 9 | 0.10 | 1.41922 | 0.00000 | 0.00000 | -10.30 | 10643.12 |
20 | 2009.08.11 06:00 | sell | 11 | 0.10 | 1.41417 | 0.00000 | 0.00000 | ||
21 | 2009.08.11 23:00 | buy | 12 | 0.10 | 1.41511 | 0.00000 | 0.00000 | ||
22 | 2009.08.11 23:00 | close | 11 | 0.10 | 1.41511 | 0.00000 | 0.00000 | -9.40 | 10633.72 |
23 | 2009.08.11 23:00 | close | 10 | 0.10 | 1.41511 | 0.00000 | 0.00000 | 41.00 | 10674.72 |
24 | 2009.08.12 04:00 | sell | 13 | 0.10 | 1.41490 | 0.00000 | 0.00000 | ||
25 | 2009.08.12 04:00 | close | 12 | 0.10 | 1.41490 | 0.00000 | 0.00000 | -2.14 | 10672.58 |
26 | 2009.08.12 12:50 | close | 13 | 0.10 | 1.41716 | 0.00000 | 0.00000 | -22.60 | 10649.98 |
27 | 2009.08.12 21:00 | sell | 14 | 0.10 | 1.42097 | 0.00000 | 0.00000 | ||
28 | 2009.08.14 05:32 | close | 14 | 0.10 | 1.42590 | 0.00000 | 0.00000 | -49.70 | 10600.28 |
29 | 2009.08.14 06:00 | sell | 15 | 0.10 | 1.42688 | 0.00000 | 0.00000 | ||
30 | 2009.08.14 13:20 | close | 15 | 0.10 | 1.42937 | 0.00000 | 0.00000 | -24.90 | 10575.38 |
31 | 2009.08.14 16:00 | sell | 16 | 0.10 | 1.42474 | 0.00000 | 0.00000 | ||
32 | 2009.08.17 22:00 | buy | 17 | 0.10 | 1.40830 | 0.00000 | 0.00000 | ||
33 | 2009.08.17 22:00 | close | 16 | 0.10 | 1.40830 | 0.00000 | 0.00000 | 164.30 | 10739.68 |
34 | 2009.08.18 14:45 | close | 17 | 0.10 | 1.40874 | 0.00000 | 0.00000 | 4.36 | 10744.04 |
35 | 2009.08.18 21:00 | buy | 18 | 0.10 | 1.41386 | 0.00000 | 0.00000 | ||
36 | 2009.08.20 02:50 | close | 18 | 0.10 | 1.42127 | 0.00000 | 0.00000 | 73.94 | 10817.98 |
37 | 2009.08.20 14:00 | sell | 19 | 0.10 | 1.42363 | 0.00000 | 0.00000 | ||
38 | 2009.08.20 18:00 | buy | 20 | 0.10 | 1.42346 | 0.00000 | 0.00000 | ||
39 | 2009.08.20 18:00 | close | 19 | 0.10 | 1.42346 | 0.00000 | 0.00000 | 1.70 | 10819.68 |
40 | 2009.08.20 20:00 | sell | 21 | 0.10 | 1.42491 | 0.00000 | 0.00000 | ||
41 | 2009.08.20 20:00 | close | 20 | 0.10 | 1.42491 | 0.00000 | 0.00000 | 14.50 | 10834.18 |
42 | 2009.08.21 05:00 | sell | 22 | 0.10 | 1.42573 | 0.00000 | 0.00000 | ||
43 | 2009.08.21 19:00 | sell | 23 | 0.10 | 1.43194 | 0.00000 | 0.00000 | ||
44 | 2009.08.24 15:02 | close | 23 | 0.10 | 1.43423 | 0.00000 | 0.00000 | -23.00 | 10811.18 |
45 | 2009.08.24 15:02 | close | 22 | 0.10 | 1.43423 | 0.00000 | 0.00000 | -85.10 | 10726.08 |
46 | 2009.08.24 15:02 | close | 21 | 0.10 | 1.43423 | 0.00000 | 0.00000 | -93.40 | 10632.68 |
47 | 2009.08.27 01:00 | buy | 24 | 0.10 | 1.42464 | 0.00000 | 0.00000 | ||
48 | 2009.08.27 03:07 | close | 24 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -27.60 | 10605.08 |
49 | 2009.08.27 16:00 | sell | 25 | 0.10 | 1.42291 | 0.00000 | 0.00000 | ||
50 | 2009.09.01 02:00 | sell | 26 | 0.10 | 1.43349 | 0.00000 | 0.00000 | ||
51 | 2009.09.01 04:00 | buy | 27 | 0.10 | 1.43349 | 0.00000 | 0.00000 | ||
52 | 2009.09.01 04:00 | close | 26 | 0.10 | 1.43349 | 0.00000 | 0.00000 | 0.00 | 10605.08 |
53 | 2009.09.01 04:00 | close | 25 | 0.10 | 1.43349 | 0.00000 | 0.00000 | -106.10 | 10498.98 |
54 | 2009.09.02 03:00 | buy | 28 | 0.10 | 1.41976 | 0.00000 | 0.00000 | ||
55 | 2009.09.02 04:00 | buy | 29 | 0.10 | 1.42142 | 0.00000 | 0.00000 | ||
56 | 2009.09.02 05:00 | sell | 30 | 0.10 | 1.42094 | 0.00000 | 0.00000 | ||
57 | 2009.09.02 05:00 | close | 29 | 0.10 | 1.42094 | 0.00000 | 0.00000 | -4.80 | 10494.18 |
58 | 2009.09.02 05:00 | close | 28 | 0.10 | 1.42094 | 0.00000 | 0.00000 | 11.80 | 10505.98 |
59 | 2009.09.02 05:00 | close | 27 | 0.10 | 1.42094 | 0.00000 | 0.00000 | -125.54 | 10380.44 |
60 | 2009.09.02 08:00 | buy | 31 | 0.10 | 1.42251 | 0.00000 | 0.00000 | ||
61 | 2009.09.02 08:00 | close | 30 | 0.10 | 1.42251 | 0.00000 | 0.00000 | -15.70 | 10364.74 |
62 | 2009.09.02 21:00 | sell | 32 | 0.10 | 1.42710 | 0.00000 | 0.00000 | ||
63 | 2009.09.02 21:00 | close | 31 | 0.10 | 1.42710 | 0.00000 | 0.00000 | 45.90 | 10410.64 |
64 | 2009.09.03 07:00 | buy | 33 | 0.10 | 1.42749 | 0.00000 | 0.00000 | ||
65 | 2009.09.03 07:00 | close | 32 | 0.10 | 1.42749 | 0.00000 | 0.00000 | -4.20 | 10406.44 |
66 | 2009.09.03 08:00 | sell | 34 | 0.10 | 1.42721 | 0.00000 | 0.00000 | ||
67 | 2009.09.03 08:00 | close | 33 | 0.10 | 1.42721 | 0.00000 | 0.00000 | -2.80 | 10403.64 |
68 | 2009.09.04 07:45 | close | 34 | 0.10 | 1.42657 | 0.00000 | 0.00000 | 6.30 | 10409.94 |
69 | 2009.09.04 21:00 | sell | 35 | 0.10 | 1.43085 | 0.00000 | 0.00000 | ||
70 | 2009.09.07 18:00 | sell | 36 | 0.10 | 1.43375 | 0.00000 | 0.00000 | ||
71 | 2009.09.07 23:00 | buy | 37 | 0.10 | 1.43320 | 0.00000 | 0.00000 | ||
72 | 2009.09.07 23:00 | close | 36 | 0.10 | 1.43320 | 0.00000 | 0.00000 | 5.50 | 10415.44 |
73 | 2009.09.07 23:00 | close | 35 | 0.10 | 1.43320 | 0.00000 | 0.00000 | -23.60 | 10391.84 |
74 | 2009.09.08 00:00 | sell | 38 | 0.10 | 1.43365 | 0.00000 | 0.00000 | ||
75 | 2009.09.08 00:00 | close | 37 | 0.10 | 1.43365 | 0.00000 | 0.00000 | 4.46 | 10396.30 |
76 | 2009.09.08 04:00 | buy | 39 | 0.10 | 1.43331 | 0.00000 | 0.00000 | ||
77 | 2009.09.08 04:00 | close | 38 | 0.10 | 1.43331 | 0.00000 | 0.00000 | 3.40 | 10399.70 |
78 | 2009.09.08 06:00 | sell | 40 | 0.10 | 1.43405 | 0.00000 | 0.00000 | ||
79 | 2009.09.08 06:00 | close | 39 | 0.10 | 1.43405 | 0.00000 | 0.00000 | 7.40 | 10407.10 |
80 | 2009.09.09 02:00 | sell | 41 | 0.10 | 1.45010 | 0.00000 | 0.00000 | ||
81 | 2009.09.09 09:00 | sell | 42 | 0.10 | 1.44831 | 0.00000 | 0.00000 | ||
82 | 2009.09.10 03:00 | buy | 43 | 0.10 | 1.45559 | 0.00000 | 0.00000 | ||
83 | 2009.09.10 03:00 | close | 42 | 0.10 | 1.45559 | 0.00000 | 0.00000 | -73.10 | 10334.00 |
84 | 2009.09.10 03:00 | close | 41 | 0.10 | 1.45559 | 0.00000 | 0.00000 | -55.20 | 10278.80 |
85 | 2009.09.10 03:00 | close | 40 | 0.10 | 1.45559 | 0.00000 | 0.00000 | -215.80 | 10063.00 |
86 | 2009.09.10 11:00 | sell | 44 | 0.10 | 1.45517 | 0.00000 | 0.00000 | ||
87 | 2009.09.10 11:00 | close | 43 | 0.10 | 1.45517 | 0.00000 | 0.00000 | -4.20 | 10058.80 |
88 | 2009.09.10 14:50 | close | 44 | 0.10 | 1.46076 | 0.00000 | 0.00000 | -55.90 | 10002.90 |
89 | 2009.09.10 16:00 | buy | 45 | 0.10 | 1.45338 | 0.00000 | 0.00000 | ||
90 | 2009.09.10 17:00 | sell | 46 | 0.10 | 1.45607 | 0.00000 | 0.00000 | ||
91 | 2009.09.10 17:00 | close | 45 | 0.10 | 1.45607 | 0.00000 | 0.00000 | 26.90 | 10029.80 |
92 | 2009.09.11 14:00 | sell | 47 | 0.10 | 1.46088 | 0.00000 | 0.00000 | ||
93 | 2009.09.14 12:00 | buy | 48 | 0.10 | 1.45365 | 0.00000 | 0.00000 | ||
94 | 2009.09.14 12:00 | close | 47 | 0.10 | 1.45365 | 0.00000 | 0.00000 | 72.20 | 10102.00 |
95 | 2009.09.14 12:00 | close | 46 | 0.10 | 1.45365 | 0.00000 | 0.00000 | 24.00 | 10126.00 |
96 | 2009.09.14 13:00 | sell | 49 | 0.10 | 1.45428 | 0.00000 | 0.00000 | ||
97 | 2009.09.14 13:00 | close | 48 | 0.10 | 1.45428 | 0.00000 | 0.00000 | 6.30 | 10132.30 |
98 | 2009.09.15 01:00 | sell | 50 | 0.10 | 1.46279 | 0.00000 | 0.00000 | ||
99 | 2009.09.15 03:00 | buy | 51 | 0.10 | 1.46272 | 0.00000 | 0.00000 | ||
100 | 2009.09.15 03:00 | close | 50 | 0.10 | 1.46272 | 0.00000 | 0.00000 | 0.70 | 10133.00 |
101 | 2009.09.15 03:00 | close | 49 | 0.10 | 1.46272 | 0.00000 | 0.00000 | -84.50 | 10048.50 |
102 | 2009.09.15 07:00 | sell | 52 | 0.10 | 1.46205 | 0.00000 | 0.00000 | ||
103 | 2009.09.15 07:00 | close | 51 | 0.10 | 1.46205 | 0.00000 | 0.00000 | -6.70 | 10041.80 |
104 | 2009.09.15 18:45 | close | 52 | 0.10 | 1.46284 | 0.00000 | 0.00000 | -7.90 | 10033.90 |
105 | 2009.09.16 05:00 | sell | 53 | 0.10 | 1.46649 | 0.00000 | 0.00000 | ||
106 | 2009.09.16 18:15 | close | 53 | 0.10 | 1.47234 | 0.00000 | 0.00000 | -58.50 | 9975.40 |
107 | 2009.09.17 18:00 | buy | 54 | 0.10 | 1.47346 | 0.00000 | 0.00000 | ||
108 | 2009.09.17 20:00 | sell | 55 | 0.10 | 1.47235 | 0.00000 | 0.00000 | ||
109 | 2009.09.17 20:00 | close | 54 | 0.10 | 1.47235 | 0.00000 | 0.00000 | -11.10 | 9964.30 |
110 | 2009.09.18 01:00 | sell | 56 | 0.10 | 1.47398 | 0.00000 | 0.00000 | ||
111 | 2009.09.18 21:00 | sell | 57 | 0.10 | 1.47199 | 0.00000 | 0.00000 | ||
112 | 2009.09.21 17:15 | close | 57 | 0.10 | 1.46816 | 0.00000 | 0.00000 | 38.20 | 10002.50 |
113 | 2009.09.21 17:15 | close | 56 | 0.10 | 1.46816 | 0.00000 | 0.00000 | 58.10 | 10060.60 |
114 | 2009.09.21 17:15 | close | 55 | 0.10 | 1.46816 | 0.00000 | 0.00000 | 41.70 | 10102.30 |
115 | 2009.09.21 20:00 | sell | 58 | 0.10 | 1.46816 | 0.00000 | 0.00000 | ||
116 | 2009.09.22 19:00 | sell | 59 | 0.10 | 1.47797 | 0.00000 | 0.00000 | ||
117 | 2009.09.23 01:00 | buy | 60 | 0.10 | 1.47960 | 0.00000 | 0.00000 | ||
118 | 2009.09.23 01:00 | close | 59 | 0.10 | 1.47960 | 0.00000 | 0.00000 | -16.40 | 10085.90 |
119 | 2009.09.23 01:00 | close | 58 | 0.10 | 1.47960 | 0.00000 | 0.00000 | -114.60 | 9971.30 |
120 | 2009.09.23 06:00 | sell | 61 | 0.10 | 1.48089 | 0.00000 | 0.00000 | ||
121 | 2009.09.23 06:00 | close | 60 | 0.10 | 1.48089 | 0.00000 | 0.00000 | 12.90 | 9984.20 |
122 | 2009.09.23 20:10 | close | 61 | 0.10 | 1.48034 | 0.00000 | 0.00000 | 5.50 | 9989.70 |
123 | 2009.09.23 23:00 | sell | 62 | 0.10 | 1.47338 | 0.00000 | 0.00000 | ||
124 | 2009.09.24 07:00 | buy | 63 | 0.10 | 1.47223 | 0.00000 | 0.00000 | ||
125 | 2009.09.24 07:00 | close | 62 | 0.10 | 1.47223 | 0.00000 | 0.00000 | 11.20 | 10000.90 |
126 | 2009.09.25 14:50 | close | 63 | 0.10 | 1.46227 | 0.00000 | 0.00000 | -99.64 | 9901.26 |
127 | 2009.09.25 20:00 | sell | 64 | 0.10 | 1.46683 | 0.00000 | 0.00000 | ||
128 | 2009.09.28 01:00 | sell | 65 | 0.10 | 1.47030 | 0.00000 | 0.00000 | ||
129 | 2009.09.28 02:00 | sell | 66 | 0.10 | 1.47081 | 0.00000 | 0.00000 | ||
130 | 2009.09.28 20:00 | sell | 67 | 0.10 | 1.46130 | 0.00000 | 0.00000 | ||
131 | 2009.09.29 06:20 | close | 67 | 0.10 | 1.46357 | 0.00000 | 0.00000 | -22.80 | 9878.46 |
132 | 2009.09.29 06:20 | close | 66 | 0.10 | 1.46357 | 0.00000 | 0.00000 | 72.30 | 9950.76 |
133 | 2009.09.29 06:20 | close | 65 | 0.10 | 1.46357 | 0.00000 | 0.00000 | 67.20 | 10017.96 |
134 | 2009.09.29 06:20 | close | 64 | 0.10 | 1.46357 | 0.00000 | 0.00000 | 32.40 | 10050.36 |
135 | 2009.09.30 14:00 | sell | 68 | 0.10 | 1.46419 | 0.00000 | 0.00000 | ||
136 | 2009.09.30 23:59 | close at stop | 68 | 0.10 | 1.46373 | 0.00000 | 0.00000 | 4.60 | 10054.96 |