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; pipsize=0.0001; puffer=3; TP=20; SL=10; TS=10; magic=12345; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2864.92 | Gross profit | 2076.25 | Gross loss | -4941.17 |
Profit factor | 0.42 | Expected payoff | -51.16 | ||
Absolute drawdown | 4396.10 | Maximal drawdown | 4918.59 (46.74%) | Relative drawdown | 46.74% (4918.59) |
Total trades | 56 | Short positions (won %) | 25 (16.00%) | Long positions (won %) | 31 (38.71%) |
Profit trades (% of total) | 16 (28.57%) | Loss trades (% of total) | 40 (71.43%) | ||
Largest | profit trade | 321.85 | loss trade | -427.68 | |
Average | profit trade | 129.77 | loss trade | -123.53 | |
Maximum | consecutive wins (profit in money) | 9 (1456.97) | consecutive losses (loss in money) | 14 (-1261.48) | |
Maximal | consecutive profit (count of wins) | 1456.97 (9) | consecutive loss (count of losses) | -1799.21 (8) | |
Average | consecutive wins | 3 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 14:37 | buy | 1 | 0.10 | 1.43250 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 14:45 | close | 1 | 0.10 | 1.43117 | 0.00000 | 0.00000 | -13.30 | 9986.70 |
3 | 2009.08.06 20:15 | sell | 2 | 0.10 | 1.43353 | 0.00000 | 0.00000 | ||
4 | 2009.08.06 20:17 | close | 2 | 0.10 | 1.43393 | 0.00000 | 0.00000 | -4.00 | 9982.70 |
5 | 2009.08.07 15:50 | sell | 3 | 0.10 | 1.42740 | 0.00000 | 0.00000 | ||
6 | 2009.08.07 15:57 | close | 3 | 0.10 | 1.42909 | 0.00000 | 0.00000 | -16.90 | 9965.80 |
7 | 2009.08.07 15:59 | sell | 4 | 0.10 | 1.42753 | 0.00000 | 0.00000 | ||
8 | 2009.08.07 16:07 | close | 4 | 0.10 | 1.42860 | 0.00000 | 0.00000 | -10.70 | 9955.10 |
9 | 2009.08.07 18:00 | sell | 5 | 0.10 | 1.41782 | 0.00000 | 0.00000 | ||
10 | 2009.08.10 17:10 | sell | 6 | 0.10 | 1.41523 | 0.00000 | 0.00000 | ||
11 | 2009.08.10 20:00 | sell | 7 | 0.10 | 1.41073 | 0.00000 | 0.00000 | ||
12 | 2009.08.12 16:10 | buy | 8 | 0.10 | 1.41994 | 0.00000 | 0.00000 | ||
13 | 2009.08.12 16:15 | close | 5 | 0.10 | 1.42067 | 0.00000 | 0.00000 | -29.01 | 9926.09 |
14 | 2009.08.12 17:35 | buy | 9 | 0.10 | 1.42147 | 0.00000 | 0.00000 | ||
15 | 2009.08.12 17:37 | close | 6 | 0.10 | 1.42100 | 0.00000 | 0.00000 | -58.04 | 9868.05 |
16 | 2009.08.17 03:00 | sell | 10 | 0.10 | 1.41537 | 0.00000 | 0.00000 | ||
17 | 2009.08.17 03:50 | close | 7 | 0.10 | 1.41559 | 0.00000 | 0.00000 | -49.79 | 9818.26 |
18 | 2009.08.17 05:00 | sell | 11 | 0.10 | 1.41427 | 0.00000 | 0.00000 | ||
19 | 2009.08.17 05:02 | close | 8 | 0.10 | 1.41424 | 0.00000 | 0.00000 | -57.15 | 9761.11 |
20 | 2009.08.17 05:07 | sell | 12 | 0.10 | 1.41409 | 0.00000 | 0.00000 | ||
21 | 2009.08.17 05:10 | close | 9 | 0.10 | 1.41484 | 0.00000 | 0.00000 | -66.45 | 9694.66 |
22 | 2009.08.17 13:02 | sell | 13 | 0.10 | 1.40503 | 0.00000 | 0.00000 | ||
23 | 2009.08.17 14:00 | sell | 14 | 0.10 | 1.40512 | 0.00000 | 0.00000 | ||
24 | 2009.08.17 14:07 | sell | 15 | 0.10 | 1.40511 | 0.00000 | 0.00000 | ||
25 | 2009.08.17 14:10 | close | 10 | 0.10 | 1.40647 | 0.00000 | 0.00000 | 89.00 | 9783.66 |
26 | 2009.08.19 18:02 | buy | 16 | 0.10 | 1.42664 | 0.00000 | 0.00000 | ||
27 | 2009.08.19 18:05 | close | 11 | 0.10 | 1.42640 | 0.00000 | 0.00000 | -121.64 | 9662.02 |
28 | 2009.08.19 19:02 | buy | 17 | 0.10 | 1.42660 | 0.00000 | 0.00000 | ||
29 | 2009.08.19 19:05 | close | 12 | 0.10 | 1.42640 | 0.00000 | 0.00000 | -123.44 | 9538.58 |
30 | 2009.08.19 19:07 | buy | 18 | 0.10 | 1.42680 | 0.00000 | 0.00000 | ||
31 | 2009.08.19 19:10 | close | 13 | 0.10 | 1.42600 | 0.00000 | 0.00000 | -210.04 | 9328.54 |
32 | 2009.08.21 11:15 | buy | 19 | 0.10 | 1.43067 | 0.00000 | 0.00000 | ||
33 | 2009.08.21 11:17 | close | 14 | 0.10 | 1.43052 | 0.00000 | 0.00000 | -255.02 | 9073.52 |
34 | 2009.08.21 12:05 | buy | 20 | 0.10 | 1.43142 | 0.00000 | 0.00000 | ||
35 | 2009.08.21 12:07 | close | 15 | 0.10 | 1.43092 | 0.00000 | 0.00000 | -259.12 | 8814.40 |
36 | 2009.08.21 14:26 | buy | 21 | 0.10 | 1.43430 | 0.00000 | 0.00000 | ||
37 | 2009.08.25 16:07 | buy | 22 | 0.10 | 1.43631 | 0.00000 | 0.00000 | ||
38 | 2009.08.25 16:10 | close | 16 | 0.10 | 1.43432 | 0.00000 | 0.00000 | 76.62 | 8891.02 |
39 | 2009.08.26 16:00 | sell | 23 | 0.10 | 1.42146 | 0.00000 | 0.00000 | ||
40 | 2009.08.31 06:20 | sell | 24 | 0.10 | 1.42811 | 0.00000 | 0.00000 | ||
41 | 2009.08.31 07:02 | sell | 25 | 0.10 | 1.42787 | 0.00000 | 0.00000 | ||
42 | 2009.08.31 07:07 | sell | 26 | 0.10 | 1.42777 | 0.00000 | 0.00000 | ||
43 | 2009.09.01 18:15 | sell | 27 | 0.10 | 1.42214 | 0.00000 | 0.00000 | ||
44 | 2009.09.01 18:17 | close | 17 | 0.10 | 1.42236 | 0.00000 | 0.00000 | -42.79 | 8848.23 |
45 | 2009.09.01 19:10 | sell | 28 | 0.10 | 1.42140 | 0.00000 | 0.00000 | ||
46 | 2009.09.01 19:12 | close | 18 | 0.10 | 1.42193 | 0.00000 | 0.00000 | -49.09 | 8799.14 |
47 | 2009.09.03 13:10 | buy | 29 | 0.10 | 1.43139 | 0.00000 | 0.00000 | ||
48 | 2009.09.04 15:05 | sell | 30 | 0.10 | 1.42153 | 0.00000 | 0.00000 | ||
49 | 2009.09.04 15:07 | close | 19 | 0.10 | 1.42208 | 0.00000 | 0.00000 | -86.32 | 8712.82 |
50 | 2009.09.07 03:00 | buy | 31 | 0.10 | 1.43270 | 0.00000 | 0.00000 | ||
51 | 2009.09.07 04:07 | close | 20 | 0.10 | 1.43176 | 0.00000 | 0.00000 | 2.95 | 8715.77 |
52 | 2009.09.07 04:20 | buy | 32 | 0.10 | 1.43295 | 0.00000 | 0.00000 | ||
53 | 2009.09.07 07:50 | close | 21 | 0.10 | 1.43245 | 0.00000 | 0.00000 | -18.95 | 8696.82 |
54 | 2009.09.07 10:20 | buy | 33 | 0.10 | 1.43602 | 0.00000 | 0.00000 | ||
55 | 2009.09.07 10:40 | close | 22 | 0.10 | 1.43474 | 0.00000 | 0.00000 | -16.09 | 8680.73 |
56 | 2009.09.08 12:10 | buy | 34 | 0.10 | 1.44729 | 0.00000 | 0.00000 | ||
57 | 2009.09.08 12:12 | close | 23 | 0.10 | 1.44693 | 0.00000 | 0.00000 | -256.91 | 8423.82 |
58 | 2009.09.08 14:45 | buy | 35 | 0.10 | 1.44975 | 0.00000 | 0.00000 | ||
59 | 2009.09.08 14:47 | close | 24 | 0.10 | 1.44946 | 0.00000 | 0.00000 | -214.86 | 8208.96 |
60 | 2009.09.08 15:02 | buy | 36 | 0.10 | 1.45057 | 0.00000 | 0.00000 | ||
61 | 2009.09.08 15:05 | close | 25 | 0.10 | 1.45026 | 0.00000 | 0.00000 | -225.26 | 7983.70 |
62 | 2009.09.08 18:45 | buy | 37 | 0.10 | 1.45306 | 0.00000 | 0.00000 | ||
63 | 2009.09.08 18:47 | close | 26 | 0.10 | 1.45286 | 0.00000 | 0.00000 | -252.26 | 7731.44 |
64 | 2009.09.11 07:15 | buy | 38 | 0.10 | 1.46202 | 0.00000 | 0.00000 | ||
65 | 2009.09.11 07:17 | close | 27 | 0.10 | 1.46192 | 0.00000 | 0.00000 | -399.84 | 7331.60 |
66 | 2009.09.11 08:00 | buy | 39 | 0.10 | 1.46222 | 0.00000 | 0.00000 | ||
67 | 2009.09.11 08:02 | close | 28 | 0.10 | 1.46270 | 0.00000 | 0.00000 | -415.04 | 6916.56 |
68 | 2009.09.14 03:15 | sell | 40 | 0.10 | 1.45313 | 0.00000 | 0.00000 | ||
69 | 2009.09.14 08:37 | sell | 41 | 0.10 | 1.45167 | 0.00000 | 0.00000 | ||
70 | 2009.09.15 20:07 | buy | 42 | 0.10 | 1.46861 | 0.00000 | 0.00000 | ||
71 | 2009.09.16 08:10 | buy | 43 | 0.10 | 1.46878 | 0.00000 | 0.00000 | ||
72 | 2009.09.16 10:45 | buy | 44 | 0.10 | 1.47090 | 0.00000 | 0.00000 | ||
73 | 2009.09.21 15:02 | sell | 45 | 0.10 | 1.46132 | 0.00000 | 0.00000 | ||
74 | 2009.09.22 04:20 | buy | 46 | 0.10 | 1.47195 | 0.00000 | 0.00000 | ||
75 | 2009.09.22 04:25 | buy | 47 | 0.10 | 1.47185 | 0.00000 | 0.00000 | ||
76 | 2009.09.22 04:40 | buy | 48 | 0.10 | 1.47195 | 0.00000 | 0.00000 | ||
77 | 2009.09.22 05:07 | buy | 49 | 0.10 | 1.47211 | 0.00000 | 0.00000 | ||
78 | 2009.09.22 05:50 | buy | 50 | 0.10 | 1.47216 | 0.00000 | 0.00000 | ||
79 | 2009.09.22 05:55 | buy | 51 | 0.10 | 1.47212 | 0.00000 | 0.00000 | ||
80 | 2009.09.22 10:15 | buy | 52 | 0.10 | 1.47933 | 0.00000 | 0.00000 | ||
81 | 2009.09.22 11:40 | buy | 53 | 0.10 | 1.47997 | 0.00000 | 0.00000 | ||
82 | 2009.09.24 00:00 | sell | 54 | 0.10 | 1.46921 | 0.00000 | 0.00000 | ||
83 | 2009.09.24 17:50 | sell | 55 | 0.10 | 1.46787 | 0.00000 | 0.00000 | ||
84 | 2009.09.24 19:15 | sell | 56 | 0.10 | 1.46768 | 0.00000 | 0.00000 | ||
85 | 2009.09.30 23:59 | close at stop | 56 | 0.10 | 1.46389 | 0.00000 | 0.00000 | 37.22 | 6953.78 |
86 | 2009.09.30 23:59 | close at stop | 55 | 0.10 | 1.46389 | 0.00000 | 0.00000 | 39.12 | 6992.90 |
87 | 2009.09.30 23:59 | close at stop | 54 | 0.10 | 1.46389 | 0.00000 | 0.00000 | 52.52 | 7045.42 |
88 | 2009.09.30 23:59 | close at stop | 53 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -163.44 | 6881.98 |
89 | 2009.09.30 23:59 | close at stop | 52 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -157.04 | 6724.94 |
90 | 2009.09.30 23:59 | close at stop | 51 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -84.94 | 6640.00 |
91 | 2009.09.30 23:59 | close at stop | 50 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -85.34 | 6554.66 |
92 | 2009.09.30 23:59 | close at stop | 49 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -84.84 | 6469.82 |
93 | 2009.09.30 23:59 | close at stop | 48 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -83.24 | 6386.58 |
94 | 2009.09.30 23:59 | close at stop | 47 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -82.24 | 6304.34 |
95 | 2009.09.30 23:59 | close at stop | 46 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -83.24 | 6221.10 |
96 | 2009.09.30 23:59 | close at stop | 45 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -27.23 | 6193.87 |
97 | 2009.09.30 23:59 | close at stop | 44 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -72.92 | 6120.95 |
98 | 2009.09.30 23:59 | close at stop | 43 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -51.72 | 6069.23 |
99 | 2009.09.30 23:59 | close at stop | 42 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -50.05 | 6019.18 |
100 | 2009.09.30 23:59 | close at stop | 41 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -124.92 | 5894.26 |
101 | 2009.09.30 23:59 | close at stop | 40 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -110.32 | 5783.94 |
102 | 2009.09.30 23:59 | close at stop | 39 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 13.79 | 5797.73 |
103 | 2009.09.30 23:59 | close at stop | 38 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 15.79 | 5813.52 |
104 | 2009.09.30 23:59 | close at stop | 37 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 105.24 | 5918.76 |
105 | 2009.09.30 23:59 | close at stop | 36 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 130.14 | 6048.90 |
106 | 2009.09.30 23:59 | close at stop | 35 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 138.34 | 6187.24 |
107 | 2009.09.30 23:59 | close at stop | 34 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 162.94 | 6350.18 |
108 | 2009.09.30 23:59 | close at stop | 33 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 275.61 | 6625.79 |
109 | 2009.09.30 23:59 | close at stop | 32 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 306.31 | 6932.10 |
110 | 2009.09.30 23:59 | close at stop | 31 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 308.81 | 7240.91 |
111 | 2009.09.30 23:59 | close at stop | 30 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -427.68 | 6813.23 |
112 | 2009.09.30 23:59 | close at stop | 29 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 321.85 | 7135.08 |