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 | TP=145; TP2=300; SL2=40; SL=37; trigger=55; trigger2=20; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -65.20 | Gross profit | 105.00 | Gross loss | -170.20 |
| Profit factor | 0.62 | Expected payoff | -1.59 | ||
| Absolute drawdown | 65.20 | Maximal drawdown | 75.17 (0.75%) | Relative drawdown | 0.75% (75.17) |
| Total trades | 41 | Short positions (won %) | 17 (5.88%) | Long positions (won %) | 24 (25.00%) |
| Profit trades (% of total) | 7 (17.07%) | Loss trades (% of total) | 34 (82.93%) | ||
| Largest | profit trade | 15.00 | loss trade | -5.17 | |
| Average | profit trade | 15.00 | loss trade | -5.01 | |
| Maximum | consecutive wins (profit in money) | 2 (30.00) | consecutive losses (loss in money) | 8 (-40.00) | |
| Maximal | consecutive profit (count of wins) | 30.00 (2) | consecutive loss (count of losses) | -40.00 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 22:00 | buy | 1 | 0.10 | 1.44134 | 1.44084 | 1.44284 | ||
| 2 | 2009.08.04 00:20 | s/l | 1 | 0.10 | 1.44084 | 1.44084 | 1.44284 | -5.03 | 9994.97 |
| 3 | 2009.08.04 17:00 | buy | 2 | 0.10 | 1.43981 | 1.43931 | 1.44131 | ||
| 4 | 2009.08.04 17:16 | t/p | 2 | 0.10 | 1.44131 | 1.43931 | 1.44131 | 15.00 | 10009.97 |
| 5 | 2009.08.04 20:00 | sell | 3 | 0.10 | 1.43921 | 1.43971 | 1.43771 | ||
| 6 | 2009.08.04 20:07 | s/l | 3 | 0.10 | 1.43971 | 1.43971 | 1.43771 | -5.00 | 10004.97 |
| 7 | 2009.08.06 12:00 | sell | 4 | 0.10 | 1.43988 | 1.44038 | 1.43838 | ||
| 8 | 2009.08.06 12:02 | s/l | 4 | 0.10 | 1.44038 | 1.44038 | 1.43838 | -5.00 | 9999.97 |
| 9 | 2009.08.06 13:00 | sell | 5 | 0.10 | 1.43807 | 1.43857 | 1.43657 | ||
| 10 | 2009.08.06 13:03 | s/l | 5 | 0.10 | 1.43857 | 1.43857 | 1.43657 | -5.00 | 9994.97 |
| 11 | 2009.08.06 14:00 | buy | 6 | 0.10 | 1.43837 | 1.43787 | 1.43987 | ||
| 12 | 2009.08.06 14:05 | s/l | 6 | 0.10 | 1.43787 | 1.43787 | 1.43987 | -5.00 | 9989.97 |
| 13 | 2009.08.06 20:00 | sell | 7 | 0.10 | 1.43411 | 1.43461 | 1.43261 | ||
| 14 | 2009.08.06 20:02 | s/l | 7 | 0.10 | 1.43461 | 1.43461 | 1.43261 | -5.00 | 9984.97 |
| 15 | 2009.08.10 23:00 | sell | 8 | 0.10 | 1.41391 | 1.41441 | 1.41241 | ||
| 16 | 2009.08.10 23:02 | s/l | 8 | 0.10 | 1.41441 | 1.41441 | 1.41241 | -5.00 | 9979.97 |
| 17 | 2009.08.12 02:00 | buy | 9 | 0.10 | 1.41529 | 1.41479 | 1.41679 | ||
| 18 | 2009.08.12 02:07 | s/l | 9 | 0.10 | 1.41479 | 1.41479 | 1.41679 | -5.00 | 9974.97 |
| 19 | 2009.08.12 04:00 | sell | 10 | 0.10 | 1.41490 | 1.41540 | 1.41340 | ||
| 20 | 2009.08.12 04:15 | s/l | 10 | 0.10 | 1.41540 | 1.41540 | 1.41340 | -5.00 | 9969.97 |
| 21 | 2009.08.13 11:00 | buy | 11 | 0.10 | 1.42578 | 1.42528 | 1.42728 | ||
| 22 | 2009.08.13 11:15 | t/p | 11 | 0.10 | 1.42728 | 1.42528 | 1.42728 | 15.00 | 9984.97 |
| 23 | 2009.08.14 15:00 | sell | 12 | 0.10 | 1.42676 | 1.42726 | 1.42526 | ||
| 24 | 2009.08.14 15:02 | s/l | 12 | 0.10 | 1.42726 | 1.42726 | 1.42526 | -5.00 | 9979.97 |
| 25 | 2009.08.14 19:00 | buy | 13 | 0.10 | 1.42312 | 1.42262 | 1.42462 | ||
| 26 | 2009.08.14 19:03 | s/l | 13 | 0.10 | 1.42262 | 1.42262 | 1.42462 | -5.00 | 9974.97 |
| 27 | 2009.08.19 01:00 | sell | 14 | 0.10 | 1.41286 | 1.41336 | 1.41136 | ||
| 28 | 2009.08.19 01:10 | s/l | 14 | 0.10 | 1.41336 | 1.41336 | 1.41136 | -5.00 | 9969.97 |
| 29 | 2009.08.20 10:00 | buy | 15 | 0.10 | 1.42226 | 1.42176 | 1.42376 | ||
| 30 | 2009.08.20 10:16 | t/p | 15 | 0.10 | 1.42376 | 1.42176 | 1.42376 | 15.00 | 9984.97 |
| 31 | 2009.08.25 07:00 | sell | 16 | 0.10 | 1.43020 | 1.43070 | 1.42870 | ||
| 32 | 2009.08.25 08:02 | t/p | 16 | 0.10 | 1.42870 | 1.43070 | 1.42870 | 15.00 | 9999.97 |
| 33 | 2009.08.25 14:00 | buy | 17 | 0.10 | 1.43355 | 1.43305 | 1.43505 | ||
| 34 | 2009.08.25 14:10 | s/l | 17 | 0.10 | 1.43305 | 1.43305 | 1.43505 | -5.00 | 9994.97 |
| 35 | 2009.08.25 17:00 | sell | 18 | 0.10 | 1.43280 | 1.43330 | 1.43130 | ||
| 36 | 2009.08.25 17:10 | s/l | 18 | 0.10 | 1.43330 | 1.43330 | 1.43130 | -5.00 | 9989.97 |
| 37 | 2009.08.26 01:00 | buy | 19 | 0.10 | 1.43033 | 1.42983 | 1.43183 | ||
| 38 | 2009.08.26 01:10 | s/l | 19 | 0.10 | 1.42983 | 1.42983 | 1.43183 | -5.00 | 9984.97 |
| 39 | 2009.08.26 02:00 | sell | 20 | 0.10 | 1.42824 | 1.42874 | 1.42674 | ||
| 40 | 2009.08.26 02:10 | s/l | 20 | 0.10 | 1.42874 | 1.42874 | 1.42674 | -5.00 | 9979.97 |
| 41 | 2009.08.27 08:00 | buy | 21 | 0.10 | 1.42481 | 1.42431 | 1.42631 | ||
| 42 | 2009.08.27 08:00 | sell | 22 | 0.10 | 1.42457 | 1.42507 | 1.42307 | ||
| 43 | 2009.08.27 08:10 | s/l | 21 | 0.10 | 1.42431 | 1.42431 | 1.42631 | -5.00 | 9974.97 |
| 44 | 2009.08.27 08:40 | s/l | 22 | 0.10 | 1.42507 | 1.42507 | 1.42307 | -5.00 | 9969.97 |
| 45 | 2009.08.28 00:00 | buy | 23 | 0.10 | 1.43499 | 1.43449 | 1.43649 | ||
| 46 | 2009.08.28 01:40 | t/p | 23 | 0.10 | 1.43649 | 1.43449 | 1.43649 | 15.00 | 9984.97 |
| 47 | 2009.08.28 08:00 | buy | 24 | 0.10 | 1.43625 | 1.43575 | 1.43775 | ||
| 48 | 2009.08.28 08:10 | s/l | 24 | 0.10 | 1.43575 | 1.43575 | 1.43775 | -5.00 | 9979.97 |
| 49 | 2009.09.01 04:00 | buy | 25 | 0.10 | 1.43365 | 1.43315 | 1.43515 | ||
| 50 | 2009.09.01 04:20 | s/l | 25 | 0.10 | 1.43315 | 1.43315 | 1.43515 | -5.00 | 9974.97 |
| 51 | 2009.09.03 07:00 | sell | 26 | 0.10 | 1.42741 | 1.42791 | 1.42591 | ||
| 52 | 2009.09.03 07:32 | s/l | 26 | 0.10 | 1.42791 | 1.42791 | 1.42591 | -5.00 | 9969.97 |
| 53 | 2009.09.04 10:00 | sell | 27 | 0.10 | 1.42714 | 1.42764 | 1.42564 | ||
| 54 | 2009.09.04 10:40 | s/l | 27 | 0.10 | 1.42764 | 1.42764 | 1.42564 | -5.00 | 9964.97 |
| 55 | 2009.09.07 09:00 | buy | 28 | 0.10 | 1.43376 | 1.43326 | 1.43526 | ||
| 56 | 2009.09.07 09:20 | t/p | 28 | 0.10 | 1.43526 | 1.43326 | 1.43526 | 15.00 | 9979.97 |
| 57 | 2009.09.07 22:00 | buy | 29 | 0.10 | 1.43434 | 1.43384 | 1.43584 | ||
| 58 | 2009.09.07 22:15 | s/l | 29 | 0.10 | 1.43384 | 1.43384 | 1.43584 | -5.00 | 9974.97 |
| 59 | 2009.09.09 14:00 | buy | 30 | 0.10 | 1.45240 | 1.45190 | 1.45390 | ||
| 60 | 2009.09.09 14:02 | s/l | 30 | 0.10 | 1.45190 | 1.45190 | 1.45390 | -5.00 | 9969.97 |
| 61 | 2009.09.09 20:00 | sell | 31 | 0.10 | 1.45480 | 1.45530 | 1.45330 | ||
| 62 | 2009.09.09 21:15 | s/l | 31 | 0.10 | 1.45530 | 1.45530 | 1.45330 | -5.00 | 9964.97 |
| 63 | 2009.09.10 23:00 | sell | 32 | 0.10 | 1.45807 | 1.45857 | 1.45657 | ||
| 64 | 2009.09.11 00:37 | s/l | 32 | 0.10 | 1.45857 | 1.45857 | 1.45657 | -5.17 | 9959.80 |
| 65 | 2009.09.11 12:00 | buy | 33 | 0.10 | 1.45901 | 1.45851 | 1.46051 | ||
| 66 | 2009.09.11 12:20 | t/p | 33 | 0.10 | 1.46051 | 1.45851 | 1.46051 | 15.00 | 9974.80 |
| 67 | 2009.09.11 16:00 | buy | 34 | 0.10 | 1.46101 | 1.46051 | 1.46251 | ||
| 68 | 2009.09.11 16:02 | s/l | 34 | 0.10 | 1.46051 | 1.46051 | 1.46251 | -5.00 | 9969.80 |
| 69 | 2009.09.15 02:00 | buy | 35 | 0.10 | 1.46415 | 1.46365 | 1.46565 | ||
| 70 | 2009.09.15 02:20 | s/l | 35 | 0.10 | 1.46365 | 1.46365 | 1.46565 | -5.00 | 9964.80 |
| 71 | 2009.09.17 07:00 | buy | 36 | 0.10 | 1.47290 | 1.47240 | 1.47440 | ||
| 72 | 2009.09.17 07:07 | s/l | 36 | 0.10 | 1.47240 | 1.47240 | 1.47440 | -5.00 | 9959.80 |
| 73 | 2009.09.17 12:00 | buy | 37 | 0.10 | 1.47461 | 1.47411 | 1.47611 | ||
| 74 | 2009.09.17 12:10 | s/l | 37 | 0.10 | 1.47411 | 1.47411 | 1.47611 | -5.00 | 9954.80 |
| 75 | 2009.09.18 02:00 | sell | 38 | 0.10 | 1.47312 | 1.47362 | 1.47162 | ||
| 76 | 2009.09.18 02:02 | s/l | 38 | 0.10 | 1.47362 | 1.47362 | 1.47162 | -5.00 | 9949.80 |
| 77 | 2009.09.21 20:00 | buy | 39 | 0.10 | 1.46840 | 1.46790 | 1.46990 | ||
| 78 | 2009.09.21 20:02 | s/l | 39 | 0.10 | 1.46790 | 1.46790 | 1.46990 | -5.00 | 9944.80 |
| 79 | 2009.09.23 10:00 | buy | 40 | 0.10 | 1.48056 | 1.48006 | 1.48206 | ||
| 80 | 2009.09.23 10:10 | s/l | 40 | 0.10 | 1.48006 | 1.48006 | 1.48206 | -5.00 | 9939.80 |
| 81 | 2009.09.29 01:00 | buy | 41 | 0.10 | 1.46303 | 1.46253 | 1.46453 | ||
| 82 | 2009.09.29 01:02 | s/l | 41 | 0.10 | 1.46253 | 1.46253 | 1.46453 | -5.00 | 9934.80 |