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; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 29.60 | Gross profit | 107.60 | Gross loss | -78.00 |
Profit factor | 1.38 | Expected payoff | 1.02 | ||
Absolute drawdown | 15.70 | Maximal drawdown | 24.30 (0.24%) | Relative drawdown | 0.24% (24.30) |
Total trades | 29 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 29 (55.17%) |
Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
Largest | profit trade | 20.00 | loss trade | -6.00 | |
Average | profit trade | 6.72 | loss trade | -6.00 | |
Maximum | consecutive wins (profit in money) | 4 (11.00) | consecutive losses (loss in money) | 4 (-24.00) | |
Maximal | consecutive profit (count of wins) | 22.30 (2) | consecutive loss (count of losses) | -24.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.08 00:00 | buy | 1 | 0.10 | 1.43375 | 1.43315 | 1.43575 | ||
2 | 2009.09.08 00:20 | s/l | 1 | 0.10 | 1.43315 | 1.43315 | 1.43575 | -6.00 | 9994.00 |
3 | 2009.09.08 00:20 | buy | 2 | 0.10 | 1.43320 | 1.43260 | 1.43520 | ||
4 | 2009.09.08 00:50 | modify | 2 | 0.10 | 1.43320 | 1.43326 | 1.43520 | ||
5 | 2009.09.08 01:07 | s/l | 2 | 0.10 | 1.43326 | 1.43326 | 1.43520 | 0.60 | 9994.60 |
6 | 2009.09.09 00:00 | buy | 3 | 0.10 | 1.44945 | 1.44885 | 1.45145 | ||
7 | 2009.09.09 00:20 | s/l | 3 | 0.10 | 1.44885 | 1.44885 | 1.45145 | -6.00 | 9988.60 |
8 | 2009.09.09 00:20 | buy | 4 | 0.10 | 1.44861 | 1.44801 | 1.45061 | ||
9 | 2009.09.09 00:30 | modify | 4 | 0.10 | 1.44861 | 1.44875 | 1.45061 | ||
10 | 2009.09.09 00:35 | modify | 4 | 0.10 | 1.44861 | 1.44885 | 1.45061 | ||
11 | 2009.09.09 00:40 | modify | 4 | 0.10 | 1.44861 | 1.44915 | 1.45061 | ||
12 | 2009.09.09 00:45 | modify | 4 | 0.10 | 1.44861 | 1.44946 | 1.45061 | ||
13 | 2009.09.09 00:50 | modify | 4 | 0.10 | 1.44861 | 1.44977 | 1.45061 | ||
14 | 2009.09.09 01:10 | modify | 4 | 0.10 | 1.44861 | 1.44982 | 1.45061 | ||
15 | 2009.09.09 01:15 | modify | 4 | 0.10 | 1.44861 | 1.45008 | 1.45061 | ||
16 | 2009.09.09 01:20 | t/p | 4 | 0.10 | 1.45061 | 1.45008 | 1.45061 | 20.00 | 10008.60 |
17 | 2009.09.10 00:00 | buy | 5 | 0.10 | 1.45649 | 1.45589 | 1.45849 | ||
18 | 2009.09.10 00:15 | s/l | 5 | 0.10 | 1.45589 | 1.45589 | 1.45849 | -6.00 | 10002.60 |
19 | 2009.09.10 00:15 | buy | 6 | 0.10 | 1.45570 | 1.45510 | 1.45770 | ||
20 | 2009.09.10 01:02 | s/l | 6 | 0.10 | 1.45510 | 1.45510 | 1.45770 | -6.00 | 9996.60 |
21 | 2009.09.11 00:00 | buy | 7 | 0.10 | 1.45800 | 1.45740 | 1.46000 | ||
22 | 2009.09.11 02:50 | s/l | 7 | 0.10 | 1.45740 | 1.45740 | 1.46000 | -6.00 | 9990.60 |
23 | 2009.09.15 00:00 | buy | 8 | 0.10 | 1.46285 | 1.46225 | 1.46485 | ||
24 | 2009.09.15 00:20 | s/l | 8 | 0.10 | 1.46225 | 1.46225 | 1.46485 | -6.00 | 9984.60 |
25 | 2009.09.15 00:20 | buy | 9 | 0.10 | 1.46226 | 1.46166 | 1.46426 | ||
26 | 2009.09.15 00:50 | modify | 9 | 0.10 | 1.46226 | 1.46240 | 1.46426 | ||
27 | 2009.09.15 01:02 | modify | 9 | 0.10 | 1.46226 | 1.46287 | 1.46426 | ||
28 | 2009.09.15 01:07 | modify | 9 | 0.10 | 1.46226 | 1.46299 | 1.46426 | ||
29 | 2009.09.15 01:15 | s/l | 9 | 0.10 | 1.46299 | 1.46299 | 1.46426 | 7.30 | 9991.90 |
30 | 2009.09.16 00:00 | buy | 10 | 0.10 | 1.46611 | 1.46551 | 1.46811 | ||
31 | 2009.09.16 00:15 | modify | 10 | 0.10 | 1.46611 | 1.46635 | 1.46811 | ||
32 | 2009.09.16 00:20 | modify | 10 | 0.10 | 1.46611 | 1.46669 | 1.46811 | ||
33 | 2009.09.16 00:40 | s/l | 10 | 0.10 | 1.46669 | 1.46669 | 1.46811 | 5.80 | 9997.70 |
34 | 2009.09.16 00:40 | buy | 11 | 0.10 | 1.46669 | 1.46609 | 1.46869 | ||
35 | 2009.09.16 01:02 | s/l | 11 | 0.10 | 1.46609 | 1.46609 | 1.46869 | -6.00 | 9991.70 |
36 | 2009.09.17 00:00 | buy | 12 | 0.10 | 1.47083 | 1.47023 | 1.47283 | ||
37 | 2009.09.17 00:37 | modify | 12 | 0.10 | 1.47083 | 1.47084 | 1.47283 | ||
38 | 2009.09.17 00:45 | s/l | 12 | 0.10 | 1.47084 | 1.47084 | 1.47283 | 0.10 | 9991.80 |
39 | 2009.09.17 00:45 | buy | 13 | 0.10 | 1.47073 | 1.47013 | 1.47273 | ||
40 | 2009.09.17 01:20 | modify | 13 | 0.10 | 1.47073 | 1.47097 | 1.47273 | ||
41 | 2009.09.17 01:32 | modify | 13 | 0.10 | 1.47073 | 1.47149 | 1.47273 | ||
42 | 2009.09.17 01:37 | modify | 13 | 0.10 | 1.47073 | 1.47161 | 1.47273 | ||
43 | 2009.09.17 01:45 | s/l | 13 | 0.10 | 1.47161 | 1.47161 | 1.47273 | 8.80 | 10000.60 |
44 | 2009.09.18 00:00 | buy | 14 | 0.10 | 1.47448 | 1.47388 | 1.47648 | ||
45 | 2009.09.18 00:16 | s/l | 14 | 0.10 | 1.47388 | 1.47388 | 1.47648 | -6.00 | 9994.60 |
46 | 2009.09.18 00:16 | buy | 15 | 0.10 | 1.47377 | 1.47317 | 1.47577 | ||
47 | 2009.09.18 01:02 | modify | 15 | 0.10 | 1.47377 | 1.47379 | 1.47577 | ||
48 | 2009.09.18 01:07 | modify | 15 | 0.10 | 1.47377 | 1.47387 | 1.47577 | ||
49 | 2009.09.18 01:15 | s/l | 15 | 0.10 | 1.47387 | 1.47387 | 1.47577 | 1.00 | 9995.60 |
50 | 2009.09.22 00:00 | buy | 16 | 0.10 | 1.46770 | 1.46710 | 1.46970 | ||
51 | 2009.09.22 00:45 | modify | 16 | 0.10 | 1.46770 | 1.46779 | 1.46970 | ||
52 | 2009.09.22 00:50 | modify | 16 | 0.10 | 1.46770 | 1.46799 | 1.46970 | ||
53 | 2009.09.22 01:07 | s/l | 16 | 0.10 | 1.46799 | 1.46799 | 1.46970 | 2.90 | 9998.50 |
54 | 2009.09.23 00:00 | buy | 17 | 0.10 | 1.47894 | 1.47834 | 1.48094 | ||
55 | 2009.09.23 00:20 | modify | 17 | 0.10 | 1.47894 | 1.47905 | 1.48094 | ||
56 | 2009.09.23 00:32 | s/l | 17 | 0.10 | 1.47905 | 1.47905 | 1.48094 | 1.10 | 9999.60 |
57 | 2009.09.23 00:32 | buy | 18 | 0.10 | 1.47914 | 1.47854 | 1.48114 | ||
58 | 2009.09.23 01:02 | modify | 18 | 0.10 | 1.47914 | 1.47931 | 1.48114 | ||
59 | 2009.09.23 01:05 | modify | 18 | 0.10 | 1.47914 | 1.47974 | 1.48114 | ||
60 | 2009.09.23 01:07 | s/l | 18 | 0.10 | 1.47974 | 1.47974 | 1.48114 | 6.00 | 10005.60 |
61 | 2009.09.24 00:00 | buy | 19 | 0.10 | 1.46931 | 1.46871 | 1.47131 | ||
62 | 2009.09.24 00:07 | s/l | 19 | 0.10 | 1.46871 | 1.46871 | 1.47131 | -6.00 | 9999.60 |
63 | 2009.09.24 00:07 | buy | 20 | 0.10 | 1.46868 | 1.46808 | 1.47068 | ||
64 | 2009.09.24 00:10 | modify | 20 | 0.10 | 1.46868 | 1.46946 | 1.47068 | ||
65 | 2009.09.24 00:15 | t/p | 20 | 0.10 | 1.47068 | 1.46946 | 1.47068 | 20.00 | 10019.60 |
66 | 2009.09.24 00:15 | buy | 21 | 0.10 | 1.47089 | 1.47029 | 1.47289 | ||
67 | 2009.09.24 00:20 | modify | 21 | 0.10 | 1.47089 | 1.47112 | 1.47289 | ||
68 | 2009.09.24 00:22 | s/l | 21 | 0.10 | 1.47112 | 1.47112 | 1.47289 | 2.30 | 10021.90 |
69 | 2009.09.24 00:22 | buy | 22 | 0.10 | 1.47117 | 1.47057 | 1.47317 | ||
70 | 2009.09.24 00:27 | s/l | 22 | 0.10 | 1.47057 | 1.47057 | 1.47317 | -6.00 | 10015.90 |
71 | 2009.09.24 00:27 | buy | 23 | 0.10 | 1.47061 | 1.47001 | 1.47261 | ||
72 | 2009.09.24 00:30 | modify | 23 | 0.10 | 1.47061 | 1.47111 | 1.47261 | ||
73 | 2009.09.24 00:32 | modify | 23 | 0.10 | 1.47061 | 1.47138 | 1.47261 | ||
74 | 2009.09.24 00:37 | modify | 23 | 0.10 | 1.47061 | 1.47147 | 1.47261 | ||
75 | 2009.09.24 00:45 | s/l | 23 | 0.10 | 1.47147 | 1.47147 | 1.47261 | 8.60 | 10024.50 |
76 | 2009.09.24 00:45 | buy | 24 | 0.10 | 1.47147 | 1.47087 | 1.47347 | ||
77 | 2009.09.24 01:02 | s/l | 24 | 0.10 | 1.47087 | 1.47087 | 1.47347 | -6.00 | 10018.50 |
78 | 2009.09.25 00:00 | buy | 25 | 0.10 | 1.46613 | 1.46553 | 1.46813 | ||
79 | 2009.09.25 00:45 | s/l | 25 | 0.10 | 1.46553 | 1.46553 | 1.46813 | -6.00 | 10012.50 |
80 | 2009.09.25 00:45 | buy | 26 | 0.10 | 1.46563 | 1.46503 | 1.46763 | ||
81 | 2009.09.25 01:07 | modify | 26 | 0.10 | 1.46563 | 1.46569 | 1.46763 | ||
82 | 2009.09.25 01:10 | s/l | 26 | 0.10 | 1.46569 | 1.46569 | 1.46763 | 0.60 | 10013.10 |
83 | 2009.09.29 00:00 | buy | 27 | 0.10 | 1.46139 | 1.46079 | 1.46339 | ||
84 | 2009.09.29 00:20 | modify | 27 | 0.10 | 1.46139 | 1.46163 | 1.46339 | ||
85 | 2009.09.29 00:33 | modify | 27 | 0.10 | 1.46139 | 1.46193 | 1.46339 | ||
86 | 2009.09.29 00:40 | modify | 27 | 0.10 | 1.46139 | 1.46222 | 1.46339 | ||
87 | 2009.09.29 00:46 | modify | 27 | 0.10 | 1.46139 | 1.46251 | 1.46339 | ||
88 | 2009.09.29 01:02 | s/l | 27 | 0.10 | 1.46251 | 1.46251 | 1.46339 | 11.20 | 10024.30 |
89 | 2009.09.30 00:00 | buy | 28 | 0.10 | 1.45844 | 1.45784 | 1.46044 | ||
90 | 2009.09.30 00:20 | s/l | 28 | 0.10 | 1.45784 | 1.45784 | 1.46044 | -6.00 | 10018.30 |
91 | 2009.09.30 00:20 | buy | 29 | 0.10 | 1.45763 | 1.45703 | 1.45963 | ||
92 | 2009.09.30 00:40 | modify | 29 | 0.10 | 1.45763 | 1.45769 | 1.45963 | ||
93 | 2009.09.30 00:45 | modify | 29 | 0.10 | 1.45763 | 1.45802 | 1.45963 | ||
94 | 2009.09.30 00:50 | modify | 29 | 0.10 | 1.45763 | 1.45836 | 1.45963 | ||
95 | 2009.09.30 01:02 | modify | 29 | 0.10 | 1.45763 | 1.45867 | 1.45963 | ||
96 | 2009.09.30 01:07 | modify | 29 | 0.10 | 1.45763 | 1.45876 | 1.45963 | ||
97 | 2009.09.30 01:15 | s/l | 29 | 0.10 | 1.45876 | 1.45876 | 1.45963 | 11.30 | 10029.60 |