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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9572.00 | Gross profit | 113077.00 | Gross loss | -122649.00 |
| Profit factor | 0.92 | Expected payoff | -156.92 | ||
| Absolute drawdown | 9572.00 | Maximal drawdown | 46592.00 (99.09%) | Relative drawdown | 99.09% (46592.00) |
| Total trades | 61 | Short positions (won %) | 23 (34.78%) | Long positions (won %) | 38 (42.11%) |
| Profit trades (% of total) | 24 (39.34%) | Loss trades (% of total) | 37 (60.66%) | ||
| Largest | profit trade | 19466.00 | loss trade | -12020.00 | |
| Average | profit trade | 4711.54 | loss trade | -3314.84 | |
| Maximum | consecutive wins (profit in money) | 4 (27644.00) | consecutive losses (loss in money) | 6 (-31738.00) | |
| Maximal | consecutive profit (count of wins) | 27644.00 (4) | consecutive loss (count of losses) | -31738.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 10.00 | 1.42529 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:00 | close | 1 | 10.00 | 1.42348 | 0.00000 | 0.00000 | -1810.00 | 8190.00 |
| 3 | 2009.08.03 14:00 | buy | 2 | 10.00 | 1.43204 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.04 06:00 | close | 2 | 10.00 | 1.43893 | 0.00000 | 0.00000 | 6887.00 | 15077.00 |
| 5 | 2009.08.04 17:00 | buy | 3 | 10.00 | 1.43981 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 18:00 | close | 3 | 10.00 | 1.43992 | 0.00000 | 0.00000 | 110.00 | 15187.00 |
| 7 | 2009.08.04 20:00 | sell | 4 | 10.00 | 1.43921 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.04 23:00 | close | 4 | 10.00 | 1.44096 | 0.00000 | 0.00000 | -1750.00 | 13437.00 |
| 9 | 2009.08.05 06:00 | buy | 5 | 10.00 | 1.44135 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 11:00 | close | 5 | 10.00 | 1.43905 | 0.00000 | 0.00000 | -2300.00 | 11137.00 |
| 11 | 2009.08.05 17:00 | sell | 6 | 10.00 | 1.43849 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 20:00 | close | 6 | 10.00 | 1.44261 | 0.00000 | 0.00000 | -4120.00 | 7017.00 |
| 13 | 2009.08.06 00:00 | buy | 7 | 10.00 | 1.44154 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.06 06:00 | close | 7 | 10.00 | 1.43986 | 0.00000 | 0.00000 | -1680.00 | 5337.00 |
| 15 | 2009.08.06 14:00 | sell | 8 | 10.00 | 1.43813 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.07 05:00 | close | 8 | 10.00 | 1.43601 | 0.00000 | 0.00000 | 2103.00 | 7440.00 |
| 17 | 2009.08.07 14:00 | sell | 9 | 10.00 | 1.43562 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.10 07:00 | close | 9 | 10.00 | 1.42113 | 0.00000 | 0.00000 | 14473.00 | 21913.00 |
| 19 | 2009.08.10 15:00 | sell | 10 | 10.00 | 1.41761 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.11 06:00 | close | 10 | 10.00 | 1.41441 | 0.00000 | 0.00000 | 3183.00 | 25096.00 |
| 21 | 2009.08.11 18:00 | buy | 11 | 10.00 | 1.41423 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.11 20:00 | close | 11 | 10.00 | 1.41502 | 0.00000 | 0.00000 | 790.00 | 25886.00 |
| 23 | 2009.08.12 02:00 | buy | 12 | 10.00 | 1.41529 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.12 07:00 | close | 12 | 10.00 | 1.41481 | 0.00000 | 0.00000 | -480.00 | 25406.00 |
| 25 | 2009.08.12 09:00 | sell | 13 | 10.00 | 1.41172 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.12 17:00 | close | 13 | 10.00 | 1.42140 | 0.00000 | 0.00000 | -9680.00 | 15726.00 |
| 27 | 2009.08.12 18:00 | buy | 14 | 10.00 | 1.42157 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.13 05:00 | close | 14 | 10.00 | 1.42254 | 0.00000 | 0.00000 | 961.00 | 16687.00 |
| 29 | 2009.08.13 08:00 | buy | 15 | 10.00 | 1.42202 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.14 03:00 | close | 15 | 10.00 | 1.42916 | 0.00000 | 0.00000 | 7137.00 | 23824.00 |
| 31 | 2009.08.14 06:00 | buy | 16 | 10.00 | 1.42712 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.14 08:00 | close | 16 | 10.00 | 1.42720 | 0.00000 | 0.00000 | 80.00 | 23904.00 |
| 33 | 2009.08.14 15:00 | sell | 17 | 10.00 | 1.42676 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.18 00:00 | close | 17 | 10.00 | 1.40726 | 0.00000 | 0.00000 | 19466.00 | 43370.00 |
| 35 | 2009.08.18 10:00 | buy | 18 | 10.00 | 1.41281 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.18 18:00 | close | 18 | 10.00 | 1.41266 | 0.00000 | 0.00000 | -150.00 | 43220.00 |
| 37 | 2009.08.19 00:00 | buy | 19 | 10.00 | 1.41338 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.19 11:00 | close | 19 | 10.00 | 1.40983 | 0.00000 | 0.00000 | -3550.00 | 39670.00 |
| 39 | 2009.08.19 18:00 | buy | 20 | 10.00 | 1.42642 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.20 06:00 | close | 20 | 10.00 | 1.42222 | 0.00000 | 0.00000 | -4209.00 | 35461.00 |
| 41 | 2009.08.20 15:00 | buy | 21 | 10.00 | 1.42297 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.21 07:00 | close | 21 | 10.00 | 1.42134 | 0.00000 | 0.00000 | -1633.00 | 33828.00 |
| 43 | 2009.08.21 12:00 | buy | 22 | 10.00 | 1.43102 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.24 02:00 | close | 22 | 10.00 | 1.43386 | 0.00000 | 0.00000 | 2837.00 | 36665.00 |
| 45 | 2009.08.24 03:00 | buy | 23 | 10.00 | 1.43479 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.24 10:00 | close | 23 | 10.00 | 1.42977 | 0.00000 | 0.00000 | -5020.00 | 31645.00 |
| 47 | 2009.08.24 16:00 | sell | 24 | 10.00 | 1.43337 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.24 20:00 | close | 24 | 10.00 | 1.43020 | 0.00000 | 0.00000 | 3170.00 | 34815.00 |
| 49 | 2009.08.25 00:00 | sell | 25 | 10.00 | 1.42971 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.25 14:00 | close | 25 | 10.00 | 1.43355 | 0.00000 | 0.00000 | -3840.00 | 30975.00 |
| 51 | 2009.08.25 19:00 | buy | 26 | 10.00 | 1.43225 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.26 01:00 | close | 26 | 10.00 | 1.43009 | 0.00000 | 0.00000 | -2163.00 | 28812.00 |
| 53 | 2009.08.26 08:00 | sell | 27 | 10.00 | 1.43156 | 0.00000 | 0.00000 | ||
| 54 | 2009.08.26 11:00 | close | 27 | 10.00 | 1.43209 | 0.00000 | 0.00000 | -530.00 | 28282.00 |
| 55 | 2009.08.26 16:00 | sell | 28 | 10.00 | 1.42146 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.27 04:00 | close | 28 | 10.00 | 1.42390 | 0.00000 | 0.00000 | -2491.00 | 25791.00 |
| 57 | 2009.08.27 08:00 | sell | 29 | 10.00 | 1.42457 | 0.00000 | 0.00000 | ||
| 58 | 2009.08.27 12:00 | close | 29 | 10.00 | 1.42677 | 0.00000 | 0.00000 | -2200.00 | 23591.00 |
| 59 | 2009.08.27 17:00 | buy | 30 | 10.00 | 1.42272 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.28 12:00 | close | 30 | 10.00 | 1.43513 | 0.00000 | 0.00000 | 12407.00 | 35998.00 |
| 61 | 2009.08.28 18:00 | buy | 31 | 10.00 | 1.43588 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.28 22:00 | close | 31 | 10.00 | 1.43001 | 0.00000 | 0.00000 | -5870.00 | 30128.00 |
| 63 | 2009.08.31 00:00 | sell | 32 | 10.00 | 1.43053 | 0.00000 | 0.00000 | ||
| 64 | 2009.08.31 18:00 | close | 32 | 10.00 | 1.43550 | 0.00000 | 0.00000 | -4970.00 | 25158.00 |
| 65 | 2009.08.31 23:00 | buy | 33 | 10.00 | 1.43348 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.01 05:00 | close | 33 | 10.00 | 1.43338 | 0.00000 | 0.00000 | -103.00 | 25055.00 |
| 67 | 2009.09.01 08:00 | buy | 34 | 10.00 | 1.43590 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.01 15:00 | close | 34 | 10.00 | 1.43023 | 0.00000 | 0.00000 | -5670.00 | 19385.00 |
| 69 | 2009.09.01 19:00 | sell | 35 | 10.00 | 1.42317 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.02 11:00 | close | 35 | 10.00 | 1.42293 | 0.00000 | 0.00000 | 223.00 | 19608.00 |
| 71 | 2009.09.02 20:00 | buy | 36 | 10.00 | 1.42809 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.03 07:00 | close | 36 | 10.00 | 1.42741 | 0.00000 | 0.00000 | -689.00 | 18919.00 |
| 73 | 2009.09.03 09:00 | buy | 37 | 10.00 | 1.43061 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.03 20:00 | close | 37 | 10.00 | 1.42569 | 0.00000 | 0.00000 | -4920.00 | 13999.00 |
| 75 | 2009.09.04 01:00 | sell | 38 | 10.00 | 1.42568 | 0.00000 | 0.00000 | ||
| 76 | 2009.09.04 08:00 | close | 38 | 10.00 | 1.42682 | 0.00000 | 0.00000 | -1140.00 | 12859.00 |
| 77 | 2009.09.04 18:00 | sell | 39 | 10.00 | 1.42767 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.07 00:00 | close | 39 | 10.00 | 1.43076 | 0.00000 | 0.00000 | -3107.00 | 9752.00 |
| 79 | 2009.09.07 00:00 | buy | 40 | 10.00 | 1.43076 | 0.00000 | 0.00000 | ||
| 80 | 2009.09.07 21:00 | close | 40 | 10.00 | 1.43368 | 0.00000 | 0.00000 | 2920.00 | 12672.00 |
| 81 | 2009.09.08 02:00 | buy | 41 | 10.00 | 1.43355 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.08 07:00 | close | 41 | 10.00 | 1.43341 | 0.00000 | 0.00000 | -140.00 | 12532.00 |
| 83 | 2009.09.08 08:00 | buy | 42 | 10.00 | 1.43491 | 0.00000 | 0.00000 | ||
| 84 | 2009.09.09 04:00 | close | 42 | 10.00 | 1.45058 | 0.00000 | 0.00000 | 15667.00 | 28199.00 |
| 85 | 2009.09.09 10:00 | buy | 43 | 10.00 | 1.44871 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.09 11:00 | close | 43 | 10.00 | 1.44956 | 0.00000 | 0.00000 | 850.00 | 29049.00 |
| 87 | 2009.09.09 15:00 | buy | 44 | 10.00 | 1.45529 | 0.00000 | 0.00000 | ||
| 88 | 2009.09.10 03:00 | close | 44 | 10.00 | 1.45551 | 0.00000 | 0.00000 | 211.00 | 29260.00 |
| 89 | 2009.09.10 07:00 | buy | 45 | 10.00 | 1.45775 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.10 16:00 | close | 45 | 10.00 | 1.45330 | 0.00000 | 0.00000 | -4450.00 | 24810.00 |
| 91 | 2009.09.10 21:00 | buy | 46 | 10.00 | 1.45852 | 0.00000 | 0.00000 | ||
| 92 | 2009.09.11 17:00 | close | 46 | 10.00 | 1.46126 | 0.00000 | 0.00000 | 2737.00 | 27547.00 |
| 93 | 2009.09.14 01:00 | sell | 47 | 10.00 | 1.45819 | 0.00000 | 0.00000 | ||
| 94 | 2009.09.14 15:00 | close | 47 | 10.00 | 1.45641 | 0.00000 | 0.00000 | 1780.00 | 29327.00 |
| 95 | 2009.09.14 21:00 | buy | 48 | 10.00 | 1.46157 | 0.00000 | 0.00000 | ||
| 96 | 2009.09.15 10:00 | close | 48 | 10.00 | 1.45997 | 0.00000 | 0.00000 | -1603.00 | 27724.00 |
| 97 | 2009.09.15 17:00 | sell | 49 | 10.00 | 1.45973 | 0.00000 | 0.00000 | ||
| 98 | 2009.09.15 21:00 | close | 49 | 10.00 | 1.46602 | 0.00000 | 0.00000 | -6290.00 | 21434.00 |
| 99 | 2009.09.15 23:00 | buy | 50 | 10.00 | 1.46615 | 0.00000 | 0.00000 | ||
| 100 | 2009.09.16 20:00 | close | 50 | 10.00 | 1.47179 | 0.00000 | 0.00000 | 5637.00 | 27071.00 |
| 101 | 2009.09.16 22:00 | buy | 51 | 10.00 | 1.47320 | 0.00000 | 0.00000 | ||
| 102 | 2009.09.17 18:00 | close | 51 | 10.00 | 1.47338 | 0.00000 | 0.00000 | 171.00 | 27242.00 |
| 103 | 2009.09.17 23:00 | buy | 52 | 10.00 | 1.47421 | 0.00000 | 0.00000 | ||
| 104 | 2009.09.18 05:00 | close | 52 | 10.00 | 1.47020 | 0.00000 | 0.00000 | -4013.00 | 23229.00 |
| 105 | 2009.09.18 07:00 | sell | 53 | 10.00 | 1.47225 | 0.00000 | 0.00000 | ||
| 106 | 2009.09.18 19:00 | close | 53 | 10.00 | 1.47259 | 0.00000 | 0.00000 | -340.00 | 22889.00 |
| 107 | 2009.09.21 03:00 | sell | 54 | 10.00 | 1.47027 | 0.00000 | 0.00000 | ||
| 108 | 2009.09.21 21:00 | close | 54 | 10.00 | 1.46780 | 0.00000 | 0.00000 | 2470.00 | 25359.00 |
| 109 | 2009.09.22 05:00 | buy | 55 | 10.00 | 1.47203 | 0.00000 | 0.00000 | ||
| 110 | 2009.09.23 00:00 | close | 55 | 10.00 | 1.47884 | 0.00000 | 0.00000 | 6807.00 | 32166.00 |
| 111 | 2009.09.23 02:00 | buy | 56 | 10.00 | 1.48114 | 0.00000 | 0.00000 | ||
| 112 | 2009.09.23 13:00 | close | 56 | 10.00 | 1.47714 | 0.00000 | 0.00000 | -4000.00 | 28166.00 |
| 113 | 2009.09.23 18:00 | sell | 57 | 10.00 | 1.47503 | 0.00000 | 0.00000 | ||
| 114 | 2009.09.24 10:00 | close | 57 | 10.00 | 1.47649 | 0.00000 | 0.00000 | -1511.00 | 26655.00 |
| 115 | 2009.09.24 20:00 | sell | 58 | 10.00 | 1.46383 | 0.00000 | 0.00000 | ||
| 116 | 2009.09.25 09:00 | close | 58 | 10.00 | 1.46901 | 0.00000 | 0.00000 | -5197.00 | 21458.00 |
| 117 | 2009.09.25 19:00 | buy | 59 | 10.00 | 1.46782 | 0.00000 | 0.00000 | ||
| 118 | 2009.09.25 20:00 | close | 59 | 10.00 | 1.46683 | 0.00000 | 0.00000 | -990.00 | 20468.00 |
| 119 | 2009.09.28 01:00 | buy | 60 | 10.00 | 1.47054 | 0.00000 | 0.00000 | ||
| 120 | 2009.09.28 04:00 | close | 60 | 10.00 | 1.45852 | 0.00000 | 0.00000 | -12020.00 | 8448.00 |
| 121 | 2009.09.28 05:00 | sell | 61 | 10.00 | 1.45861 | 0.00000 | 0.00000 | ||
| 122 | 2009.09.28 13:20 | close at stop | 61 | 10.00 | 1.46663 | 0.00000 | 0.00000 | -8020.00 | 428.00 |