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=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -238.48 | Gross profit | 399.82 | Gross loss | -638.30 |
Profit factor | 0.63 | Expected payoff | -5.68 | ||
Absolute drawdown | 761.58 | Maximal drawdown | 1003.10 (9.79%) | Relative drawdown | 9.79% (1003.10) |
Total trades | 42 | Short positions (won %) | 24 (91.67%) | Long positions (won %) | 18 (100.00%) |
Profit trades (% of total) | 40 (95.24%) | Loss trades (% of total) | 2 (4.76%) | ||
Largest | profit trade | 10.00 | loss trade | -335.80 | |
Average | profit trade | 10.00 | loss trade | -319.15 | |
Maximum | consecutive wins (profit in money) | 40 (399.82) | consecutive losses (loss in money) | 2 (-638.30) | |
Maximal | consecutive profit (count of wins) | 399.82 (40) | consecutive loss (count of losses) | -638.30 (2) | |
Average | consecutive wins | 40 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:05 | sell | 1 | 0.10 | 1.44175 | 0.00000 | 1.44075 | ||
2 | 2009.08.04 02:15 | t/p | 1 | 0.10 | 1.44075 | 0.00000 | 1.44075 | 10.00 | 10010.00 |
3 | 2009.08.05 00:05 | buy | 2 | 0.10 | 1.43983 | 0.00000 | 1.44083 | ||
4 | 2009.08.05 01:10 | t/p | 2 | 0.10 | 1.44083 | 0.00000 | 1.44083 | 10.00 | 10020.00 |
5 | 2009.08.06 00:05 | sell | 3 | 0.10 | 1.44178 | 0.00000 | 1.44078 | ||
6 | 2009.08.06 00:20 | t/p | 3 | 0.10 | 1.44078 | 0.00000 | 1.44078 | 10.00 | 10030.00 |
7 | 2009.08.07 00:05 | buy | 4 | 0.10 | 1.43536 | 0.00000 | 1.43636 | ||
8 | 2009.08.07 01:02 | t/p | 4 | 0.10 | 1.43636 | 0.00000 | 1.43636 | 10.00 | 10040.00 |
9 | 2009.08.10 00:06 | buy | 5 | 0.10 | 1.41777 | 0.00000 | 1.41877 | ||
10 | 2009.08.10 00:40 | t/p | 5 | 0.10 | 1.41877 | 0.00000 | 1.41877 | 10.00 | 10050.00 |
11 | 2009.08.11 00:05 | buy | 6 | 0.10 | 1.41454 | 0.00000 | 1.41554 | ||
12 | 2009.08.11 02:50 | t/p | 6 | 0.10 | 1.41554 | 0.00000 | 1.41554 | 10.00 | 10060.00 |
13 | 2009.08.12 00:05 | sell | 7 | 0.10 | 1.41471 | 0.00000 | 1.41371 | ||
14 | 2009.08.12 07:50 | t/p | 7 | 0.10 | 1.41371 | 0.00000 | 1.41371 | 10.00 | 10070.00 |
15 | 2009.08.13 00:05 | sell | 8 | 0.10 | 1.42018 | 0.00000 | 1.41918 | ||
16 | 2009.08.14 00:05 | sell | 9 | 0.10 | 1.42781 | 0.00000 | 1.42681 | ||
17 | 2009.08.14 05:15 | t/p | 9 | 0.10 | 1.42681 | 0.00000 | 1.42681 | 10.00 | 10080.00 |
18 | 2009.08.14 19:33 | t/p | 8 | 0.10 | 1.41918 | 0.00000 | 1.41918 | 9.90 | 10089.90 |
19 | 2009.08.17 00:05 | buy | 10 | 0.10 | 1.41894 | 0.00000 | 1.41994 | ||
20 | 2009.08.18 00:05 | buy | 11 | 0.10 | 1.40683 | 0.00000 | 1.40783 | ||
21 | 2009.08.18 00:45 | t/p | 11 | 0.10 | 1.40783 | 0.00000 | 1.40783 | 10.00 | 10099.90 |
22 | 2009.08.19 00:05 | sell | 12 | 0.10 | 1.41302 | 0.00000 | 1.41202 | ||
23 | 2009.08.19 07:45 | t/p | 12 | 0.10 | 1.41202 | 0.00000 | 1.41202 | 10.00 | 10109.90 |
24 | 2009.08.19 16:35 | t/p | 10 | 0.10 | 1.41994 | 0.00000 | 1.41994 | 9.92 | 10119.82 |
25 | 2009.08.20 00:05 | sell | 13 | 0.10 | 1.42333 | 0.00000 | 1.42233 | ||
26 | 2009.08.20 01:07 | t/p | 13 | 0.10 | 1.42233 | 0.00000 | 1.42233 | 10.00 | 10129.82 |
27 | 2009.08.21 00:05 | sell | 14 | 0.10 | 1.42454 | 0.00000 | 1.42354 | ||
28 | 2009.08.21 05:45 | t/p | 14 | 0.10 | 1.42354 | 0.00000 | 1.42354 | 10.00 | 10139.82 |
29 | 2009.08.24 00:06 | sell | 15 | 0.10 | 1.43420 | 0.00000 | 1.43320 | ||
30 | 2009.08.24 01:20 | t/p | 15 | 0.10 | 1.43320 | 0.00000 | 1.43320 | 10.00 | 10149.82 |
31 | 2009.08.25 00:05 | buy | 16 | 0.10 | 1.42943 | 0.00000 | 1.43043 | ||
32 | 2009.08.25 05:50 | t/p | 16 | 0.10 | 1.43043 | 0.00000 | 1.43043 | 10.00 | 10159.82 |
33 | 2009.08.26 00:05 | sell | 17 | 0.10 | 1.42976 | 0.00000 | 1.42876 | ||
34 | 2009.08.26 01:20 | t/p | 17 | 0.10 | 1.42876 | 0.00000 | 1.42876 | 10.00 | 10169.82 |
35 | 2009.08.27 00:05 | buy | 18 | 0.10 | 1.42427 | 0.00000 | 1.42527 | ||
36 | 2009.08.27 05:07 | t/p | 18 | 0.10 | 1.42527 | 0.00000 | 1.42527 | 10.00 | 10179.82 |
37 | 2009.08.28 00:05 | sell | 19 | 0.10 | 1.43472 | 0.00000 | 1.43372 | ||
38 | 2009.08.28 08:59 | t/p | 19 | 0.10 | 1.43372 | 0.00000 | 1.43372 | 10.00 | 10189.82 |
39 | 2009.08.31 00:05 | buy | 20 | 0.10 | 1.43069 | 0.00000 | 1.43169 | ||
40 | 2009.08.31 16:20 | t/p | 20 | 0.10 | 1.43169 | 0.00000 | 1.43169 | 10.00 | 10199.82 |
41 | 2009.09.01 00:05 | sell | 21 | 0.10 | 1.43306 | 0.00000 | 1.43206 | ||
42 | 2009.09.01 12:15 | t/p | 21 | 0.10 | 1.43206 | 0.00000 | 1.43206 | 10.00 | 10209.82 |
43 | 2009.09.02 00:05 | buy | 22 | 0.10 | 1.42192 | 0.00000 | 1.42292 | ||
44 | 2009.09.02 08:40 | t/p | 22 | 0.10 | 1.42292 | 0.00000 | 1.42292 | 10.00 | 10219.82 |
45 | 2009.09.03 00:05 | sell | 23 | 0.10 | 1.42614 | 0.00000 | 1.42514 | ||
46 | 2009.09.03 16:20 | t/p | 23 | 0.10 | 1.42514 | 0.00000 | 1.42514 | 10.00 | 10229.82 |
47 | 2009.09.04 00:05 | buy | 24 | 0.10 | 1.42547 | 0.00000 | 1.42647 | ||
48 | 2009.09.04 07:45 | t/p | 24 | 0.10 | 1.42647 | 0.00000 | 1.42647 | 10.00 | 10239.82 |
49 | 2009.09.07 00:05 | sell | 25 | 0.10 | 1.43039 | 0.00000 | 1.42939 | ||
50 | 2009.09.08 00:05 | sell | 26 | 0.10 | 1.43371 | 0.00000 | 1.43271 | ||
51 | 2009.09.09 00:05 | sell | 27 | 0.10 | 1.44934 | 0.00000 | 1.44834 | ||
52 | 2009.09.09 05:50 | t/p | 27 | 0.10 | 1.44834 | 0.00000 | 1.44834 | 10.00 | 10249.82 |
53 | 2009.09.10 00:05 | sell | 28 | 0.10 | 1.45618 | 0.00000 | 1.45518 | ||
54 | 2009.09.10 01:02 | t/p | 28 | 0.10 | 1.45518 | 0.00000 | 1.45518 | 10.00 | 10259.82 |
55 | 2009.09.11 00:05 | sell | 29 | 0.10 | 1.45782 | 0.00000 | 1.45682 | ||
56 | 2009.09.11 16:20 | t/p | 29 | 0.10 | 1.45682 | 0.00000 | 1.45682 | 10.00 | 10269.82 |
57 | 2009.09.14 00:05 | buy | 30 | 0.10 | 1.45914 | 0.00000 | 1.46014 | ||
58 | 2009.09.14 15:40 | t/p | 30 | 0.10 | 1.46014 | 0.00000 | 1.46014 | 10.00 | 10279.82 |
59 | 2009.09.15 00:05 | sell | 31 | 0.10 | 1.46286 | 0.00000 | 1.46186 | ||
60 | 2009.09.15 03:45 | t/p | 31 | 0.10 | 1.46186 | 0.00000 | 1.46186 | 10.00 | 10289.82 |
61 | 2009.09.16 00:05 | sell | 32 | 0.10 | 1.46618 | 0.00000 | 1.46518 | ||
62 | 2009.09.16 15:50 | t/p | 32 | 0.10 | 1.46518 | 0.00000 | 1.46518 | 10.00 | 10299.82 |
63 | 2009.09.17 00:05 | sell | 33 | 0.10 | 1.47076 | 0.00000 | 1.46976 | ||
64 | 2009.09.17 14:50 | t/p | 33 | 0.10 | 1.46976 | 0.00000 | 1.46976 | 10.00 | 10309.82 |
65 | 2009.09.18 00:06 | sell | 34 | 0.10 | 1.47419 | 0.00000 | 1.47319 | ||
66 | 2009.09.18 01:50 | t/p | 34 | 0.10 | 1.47319 | 0.00000 | 1.47319 | 10.00 | 10319.82 |
67 | 2009.09.21 00:05 | buy | 35 | 0.10 | 1.46941 | 0.00000 | 1.47041 | ||
68 | 2009.09.21 01:15 | t/p | 35 | 0.10 | 1.47041 | 0.00000 | 1.47041 | 10.00 | 10329.82 |
69 | 2009.09.22 00:05 | buy | 36 | 0.10 | 1.46767 | 0.00000 | 1.46867 | ||
70 | 2009.09.22 01:15 | t/p | 36 | 0.10 | 1.46867 | 0.00000 | 1.46867 | 10.00 | 10339.82 |
71 | 2009.09.23 00:05 | sell | 37 | 0.10 | 1.47885 | 0.00000 | 1.47785 | ||
72 | 2009.09.23 11:50 | t/p | 37 | 0.10 | 1.47785 | 0.00000 | 1.47785 | 10.00 | 10349.82 |
73 | 2009.09.24 00:05 | buy | 38 | 0.10 | 1.46922 | 0.00000 | 1.47022 | ||
74 | 2009.09.24 00:15 | t/p | 38 | 0.10 | 1.47022 | 0.00000 | 1.47022 | 10.00 | 10359.82 |
75 | 2009.09.25 00:05 | buy | 39 | 0.10 | 1.46606 | 0.00000 | 1.46706 | ||
76 | 2009.09.25 06:20 | t/p | 39 | 0.10 | 1.46706 | 0.00000 | 1.46706 | 10.00 | 10369.82 |
77 | 2009.09.28 00:05 | sell | 40 | 0.10 | 1.46867 | 0.00000 | 1.46767 | ||
78 | 2009.09.28 02:20 | t/p | 40 | 0.10 | 1.46767 | 0.00000 | 1.46767 | 10.00 | 10379.82 |
79 | 2009.09.29 00:05 | buy | 41 | 0.10 | 1.46144 | 0.00000 | 1.46244 | ||
80 | 2009.09.29 00:40 | t/p | 41 | 0.10 | 1.46244 | 0.00000 | 1.46244 | 10.00 | 10389.82 |
81 | 2009.09.30 00:05 | buy | 42 | 0.10 | 1.45836 | 0.00000 | 1.45936 | ||
82 | 2009.09.30 01:50 | t/p | 42 | 0.10 | 1.45936 | 0.00000 | 1.45936 | 10.00 | 10399.82 |
83 | 2009.09.30 23:59 | close at stop | 26 | 0.10 | 1.46374 | 0.00000 | 1.43271 | -302.50 | 10097.32 |
84 | 2009.09.30 23:59 | close at stop | 25 | 0.10 | 1.46374 | 0.00000 | 1.42939 | -335.80 | 9761.52 |