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 | EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; Lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -80.00 | Gross profit | 170.00 | Gross loss | -250.00 |
Profit factor | 0.68 | Expected payoff | -1.90 | ||
Absolute drawdown | 108.40 | Maximal drawdown | 113.60 (1.14%) | Relative drawdown | 1.14% (113.60) |
Total trades | 42 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 27 (44.44%) |
Profit trades (% of total) | 17 (40.48%) | Loss trades (% of total) | 25 (59.52%) | ||
Largest | profit trade | 10.00 | loss trade | -10.00 | |
Average | profit trade | 10.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 4 (40.00) | consecutive losses (loss in money) | 5 (-50.00) | |
Maximal | consecutive profit (count of wins) | 40.00 (4) | consecutive loss (count of losses) | -50.00 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:00 | buy | 1 | 0.10 | 1.44210 | 1.44110 | 1.44310 | ||
2 | 2009.08.04 00:20 | s/l | 1 | 0.10 | 1.44110 | 1.44110 | 1.44310 | -10.00 | 9990.00 |
3 | 2009.08.05 00:00 | buy | 2 | 0.10 | 1.44000 | 1.43900 | 1.44100 | ||
4 | 2009.08.05 01:10 | t/p | 2 | 0.10 | 1.44100 | 1.43900 | 1.44100 | 10.00 | 10000.00 |
5 | 2009.08.06 00:00 | buy | 3 | 0.10 | 1.44154 | 1.44054 | 1.44254 | ||
6 | 2009.08.06 00:20 | s/l | 3 | 0.10 | 1.44054 | 1.44054 | 1.44254 | -10.00 | 9990.00 |
7 | 2009.08.07 00:00 | buy | 4 | 0.10 | 1.43558 | 1.43458 | 1.43658 | ||
8 | 2009.08.07 01:45 | t/p | 4 | 0.10 | 1.43658 | 1.43458 | 1.43658 | 10.00 | 10000.00 |
9 | 2009.08.10 00:00 | sell | 5 | 0.10 | 1.41712 | 1.41812 | 1.41612 | ||
10 | 2009.08.10 00:10 | s/l | 5 | 0.10 | 1.41812 | 1.41812 | 1.41612 | -10.00 | 9990.00 |
11 | 2009.08.11 00:00 | sell | 6 | 0.10 | 1.41450 | 1.41550 | 1.41350 | ||
12 | 2009.08.11 01:15 | t/p | 6 | 0.10 | 1.41350 | 1.41550 | 1.41350 | 10.00 | 10000.00 |
13 | 2009.08.12 00:00 | sell | 7 | 0.10 | 1.41469 | 1.41569 | 1.41369 | ||
14 | 2009.08.12 00:50 | s/l | 7 | 0.10 | 1.41569 | 1.41569 | 1.41369 | -10.00 | 9990.00 |
15 | 2009.08.13 00:00 | sell | 8 | 0.10 | 1.42020 | 1.42120 | 1.41920 | ||
16 | 2009.08.13 00:32 | s/l | 8 | 0.10 | 1.42120 | 1.42120 | 1.41920 | -10.00 | 9980.00 |
17 | 2009.08.14 00:00 | sell | 9 | 0.10 | 1.42776 | 1.42876 | 1.42676 | ||
18 | 2009.08.14 00:32 | s/l | 9 | 0.10 | 1.42876 | 1.42876 | 1.42676 | -10.00 | 9970.00 |
19 | 2009.08.17 00:00 | sell | 10 | 0.10 | 1.41890 | 1.41990 | 1.41790 | ||
20 | 2009.08.17 01:15 | t/p | 10 | 0.10 | 1.41790 | 1.41990 | 1.41790 | 10.00 | 9980.00 |
21 | 2009.08.18 00:00 | sell | 11 | 0.10 | 1.40702 | 1.40802 | 1.40602 | ||
22 | 2009.08.18 00:45 | s/l | 11 | 0.10 | 1.40802 | 1.40802 | 1.40602 | -10.00 | 9970.00 |
23 | 2009.08.19 00:00 | sell | 12 | 0.10 | 1.41314 | 1.41414 | 1.41214 | ||
24 | 2009.08.19 01:15 | s/l | 12 | 0.10 | 1.41414 | 1.41414 | 1.41214 | -10.00 | 9960.00 |
25 | 2009.08.20 00:00 | buy | 13 | 0.10 | 1.42363 | 1.42263 | 1.42463 | ||
26 | 2009.08.20 00:50 | s/l | 13 | 0.10 | 1.42263 | 1.42263 | 1.42463 | -10.00 | 9950.00 |
27 | 2009.08.21 00:00 | buy | 14 | 0.10 | 1.42470 | 1.42370 | 1.42570 | ||
28 | 2009.08.21 00:45 | t/p | 14 | 0.10 | 1.42570 | 1.42370 | 1.42570 | 10.00 | 9960.00 |
29 | 2009.08.24 00:00 | buy | 15 | 0.10 | 1.43467 | 1.43367 | 1.43567 | ||
30 | 2009.08.24 00:16 | s/l | 15 | 0.10 | 1.43367 | 1.43367 | 1.43567 | -10.00 | 9950.00 |
31 | 2009.08.25 00:00 | buy | 16 | 0.10 | 1.42995 | 1.42895 | 1.43095 | ||
32 | 2009.08.25 00:50 | s/l | 16 | 0.10 | 1.42895 | 1.42895 | 1.43095 | -10.00 | 9940.00 |
33 | 2009.08.26 00:00 | buy | 17 | 0.10 | 1.43002 | 1.42902 | 1.43102 | ||
34 | 2009.08.26 01:20 | s/l | 17 | 0.10 | 1.42902 | 1.42902 | 1.43102 | -10.00 | 9930.00 |
35 | 2009.08.27 00:00 | buy | 18 | 0.10 | 1.42436 | 1.42336 | 1.42536 | ||
36 | 2009.08.27 01:46 | s/l | 18 | 0.10 | 1.42336 | 1.42336 | 1.42536 | -10.00 | 9920.00 |
37 | 2009.08.28 00:00 | buy | 19 | 0.10 | 1.43499 | 1.43399 | 1.43599 | ||
38 | 2009.08.28 01:40 | t/p | 19 | 0.10 | 1.43599 | 1.43399 | 1.43599 | 10.00 | 9930.00 |
39 | 2009.08.31 00:00 | buy | 20 | 0.10 | 1.43077 | 1.42977 | 1.43177 | ||
40 | 2009.08.31 00:20 | s/l | 20 | 0.10 | 1.42977 | 1.42977 | 1.43177 | -10.00 | 9920.00 |
41 | 2009.09.01 00:00 | buy | 21 | 0.10 | 1.43327 | 1.43227 | 1.43427 | ||
42 | 2009.09.01 02:07 | t/p | 21 | 0.10 | 1.43427 | 1.43227 | 1.43427 | 10.00 | 9930.00 |
43 | 2009.09.02 00:00 | sell | 22 | 0.10 | 1.42188 | 1.42288 | 1.42088 | ||
44 | 2009.09.02 01:20 | t/p | 22 | 0.10 | 1.42088 | 1.42288 | 1.42088 | 10.00 | 9940.00 |
45 | 2009.09.03 00:00 | sell | 23 | 0.10 | 1.42612 | 1.42712 | 1.42512 | ||
46 | 2009.09.03 00:20 | s/l | 23 | 0.10 | 1.42712 | 1.42712 | 1.42512 | -10.00 | 9930.00 |
47 | 2009.09.04 00:00 | sell | 24 | 0.10 | 1.42561 | 1.42661 | 1.42461 | ||
48 | 2009.09.04 03:15 | t/p | 24 | 0.10 | 1.42461 | 1.42661 | 1.42461 | 10.00 | 9940.00 |
49 | 2009.09.07 00:00 | buy | 25 | 0.10 | 1.43076 | 1.42976 | 1.43176 | ||
50 | 2009.09.07 01:15 | t/p | 25 | 0.10 | 1.43176 | 1.42976 | 1.43176 | 10.00 | 9950.00 |
51 | 2009.09.08 00:00 | buy | 26 | 0.10 | 1.43389 | 1.43289 | 1.43489 | ||
52 | 2009.09.08 03:50 | s/l | 26 | 0.10 | 1.43289 | 1.43289 | 1.43489 | -10.00 | 9940.00 |
53 | 2009.09.09 00:00 | buy | 27 | 0.10 | 1.44959 | 1.44859 | 1.45059 | ||
54 | 2009.09.09 00:20 | s/l | 27 | 0.10 | 1.44859 | 1.44859 | 1.45059 | -10.00 | 9930.00 |
55 | 2009.09.10 00:00 | buy | 28 | 0.10 | 1.45663 | 1.45563 | 1.45763 | ||
56 | 2009.09.10 00:15 | s/l | 28 | 0.10 | 1.45563 | 1.45563 | 1.45763 | -10.00 | 9920.00 |
57 | 2009.09.11 00:00 | buy | 29 | 0.10 | 1.45814 | 1.45714 | 1.45914 | ||
58 | 2009.09.11 02:50 | s/l | 29 | 0.10 | 1.45714 | 1.45714 | 1.45914 | -10.00 | 9910.00 |
59 | 2009.09.14 00:00 | buy | 30 | 0.10 | 1.45970 | 1.45870 | 1.46070 | ||
60 | 2009.09.14 00:10 | s/l | 30 | 0.10 | 1.45870 | 1.45870 | 1.46070 | -10.00 | 9900.00 |
61 | 2009.09.15 00:00 | buy | 31 | 0.10 | 1.46299 | 1.46199 | 1.46399 | ||
62 | 2009.09.15 01:50 | t/p | 31 | 0.10 | 1.46399 | 1.46199 | 1.46399 | 10.00 | 9910.00 |
63 | 2009.09.16 00:00 | buy | 32 | 0.10 | 1.46625 | 1.46525 | 1.46725 | ||
64 | 2009.09.16 01:50 | t/p | 32 | 0.10 | 1.46725 | 1.46525 | 1.46725 | 10.00 | 9920.00 |
65 | 2009.09.17 00:00 | buy | 33 | 0.10 | 1.47097 | 1.46997 | 1.47197 | ||
66 | 2009.09.17 01:32 | t/p | 33 | 0.10 | 1.47197 | 1.46997 | 1.47197 | 10.00 | 9930.00 |
67 | 2009.09.18 00:00 | buy | 34 | 0.10 | 1.47462 | 1.47362 | 1.47562 | ||
68 | 2009.09.18 00:37 | s/l | 34 | 0.10 | 1.47362 | 1.47362 | 1.47562 | -10.00 | 9920.00 |
69 | 2009.09.21 00:00 | buy | 35 | 0.10 | 1.46950 | 1.46850 | 1.47050 | ||
70 | 2009.09.21 00:20 | s/l | 35 | 0.10 | 1.46850 | 1.46850 | 1.47050 | -10.00 | 9910.00 |
71 | 2009.09.22 00:00 | buy | 36 | 0.10 | 1.46784 | 1.46684 | 1.46884 | ||
72 | 2009.09.22 01:15 | t/p | 36 | 0.10 | 1.46884 | 1.46684 | 1.46884 | 10.00 | 9920.00 |
73 | 2009.09.23 00:00 | buy | 37 | 0.10 | 1.47908 | 1.47808 | 1.48008 | ||
74 | 2009.09.23 01:05 | t/p | 37 | 0.10 | 1.48008 | 1.47808 | 1.48008 | 10.00 | 9930.00 |
75 | 2009.09.24 00:00 | buy | 38 | 0.10 | 1.46945 | 1.46845 | 1.47045 | ||
76 | 2009.09.24 00:15 | t/p | 38 | 0.10 | 1.47045 | 1.46845 | 1.47045 | 10.00 | 9940.00 |
77 | 2009.09.25 00:00 | sell | 39 | 0.10 | 1.46603 | 1.46703 | 1.46503 | ||
78 | 2009.09.25 01:20 | t/p | 39 | 0.10 | 1.46503 | 1.46703 | 1.46503 | 10.00 | 9950.00 |
79 | 2009.09.28 00:00 | sell | 40 | 0.10 | 1.46933 | 1.47033 | 1.46833 | ||
80 | 2009.09.28 00:20 | s/l | 40 | 0.10 | 1.47033 | 1.47033 | 1.46833 | -10.00 | 9940.00 |
81 | 2009.09.29 00:00 | sell | 41 | 0.10 | 1.46129 | 1.46229 | 1.46029 | ||
82 | 2009.09.29 00:20 | s/l | 41 | 0.10 | 1.46229 | 1.46229 | 1.46029 | -10.00 | 9930.00 |
83 | 2009.09.30 00:00 | sell | 42 | 0.10 | 1.45834 | 1.45934 | 1.45734 | ||
84 | 2009.09.30 01:02 | s/l | 42 | 0.10 | 1.45934 | 1.45934 | 1.45734 | -10.00 | 9920.00 |