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 | trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10.76 | Gross profit | 95.53 | Gross loss | -106.29 |
Profit factor | 0.90 | Expected payoff | -0.32 | ||
Absolute drawdown | 29.52 | Maximal drawdown | 57.19 (0.57%) | Relative drawdown | 0.57% (57.19) |
Total trades | 34 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 21 (57.14%) |
Profit trades (% of total) | 16 (47.06%) | Loss trades (% of total) | 18 (52.94%) | ||
Largest | profit trade | 21.26 | loss trade | -19.81 | |
Average | profit trade | 5.97 | loss trade | -5.91 | |
Maximum | consecutive wins (profit in money) | 7 (36.45) | consecutive losses (loss in money) | 8 (-40.53) | |
Maximal | consecutive profit (count of wins) | 36.45 (7) | consecutive loss (count of losses) | -40.53 (8) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:05 | buy | 1 | 0.01 | 1.44184 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 23:00 | close | 1 | 0.01 | 1.44072 | 0.00000 | 0.00000 | -1.12 | 9998.88 |
3 | 2009.08.05 00:05 | sell | 2 | 0.01 | 1.43974 | 0.00000 | 0.00000 | ||
4 | 2009.08.05 23:00 | close | 2 | 0.01 | 1.44038 | 0.00000 | 0.00000 | -0.64 | 9998.24 |
5 | 2009.08.06 00:05 | buy | 3 | 0.01 | 1.44187 | 0.00000 | 0.00000 | ||
6 | 2009.08.06 23:00 | close | 3 | 0.01 | 1.43456 | 0.00000 | 0.00000 | -7.31 | 9990.93 |
7 | 2009.08.07 00:05 | sell | 4 | 0.01 | 1.43527 | 0.00000 | 0.00000 | ||
8 | 2009.08.10 23:00 | close | 4 | 0.01 | 1.41400 | 0.00000 | 0.00000 | 21.26 | 10012.19 |
9 | 2009.08.11 00:05 | sell | 5 | 0.01 | 1.41445 | 0.00000 | 0.00000 | ||
10 | 2009.08.11 23:00 | close | 5 | 0.01 | 1.41512 | 0.00000 | 0.00000 | -0.67 | 10011.52 |
11 | 2009.08.12 00:05 | buy | 6 | 0.01 | 1.41480 | 0.00000 | 0.00000 | ||
12 | 2009.08.12 23:00 | close | 6 | 0.01 | 1.41854 | 0.00000 | 0.00000 | 3.74 | 10015.26 |
13 | 2009.08.13 00:05 | buy | 7 | 0.01 | 1.42027 | 0.00000 | 0.00000 | ||
14 | 2009.08.13 23:00 | close | 7 | 0.01 | 1.42892 | 0.00000 | 0.00000 | 8.65 | 10023.91 |
15 | 2009.08.14 00:05 | buy | 8 | 0.01 | 1.42790 | 0.00000 | 0.00000 | ||
16 | 2009.08.17 23:00 | close | 8 | 0.01 | 1.40809 | 0.00000 | 0.00000 | -19.81 | 10004.10 |
17 | 2009.08.18 00:05 | sell | 9 | 0.01 | 1.40674 | 0.00000 | 0.00000 | ||
18 | 2009.08.18 23:00 | close | 9 | 0.01 | 1.41359 | 0.00000 | 0.00000 | -6.85 | 9997.25 |
19 | 2009.08.19 00:05 | buy | 10 | 0.01 | 1.41311 | 0.00000 | 0.00000 | ||
20 | 2009.08.19 23:00 | close | 10 | 0.01 | 1.42227 | 0.00000 | 0.00000 | 9.16 | 10006.41 |
21 | 2009.08.20 00:05 | buy | 11 | 0.01 | 1.42342 | 0.00000 | 0.00000 | ||
22 | 2009.08.20 23:00 | close | 11 | 0.01 | 1.42527 | 0.00000 | 0.00000 | 1.85 | 10008.26 |
23 | 2009.08.21 00:05 | buy | 12 | 0.01 | 1.42463 | 0.00000 | 0.00000 | ||
24 | 2009.08.24 23:00 | close | 12 | 0.01 | 1.43026 | 0.00000 | 0.00000 | 5.63 | 10013.88 |
25 | 2009.08.25 00:05 | sell | 13 | 0.01 | 1.42934 | 0.00000 | 0.00000 | ||
26 | 2009.08.25 23:00 | close | 13 | 0.01 | 1.42969 | 0.00000 | 0.00000 | -0.35 | 10013.53 |
27 | 2009.08.26 00:05 | buy | 14 | 0.01 | 1.42985 | 0.00000 | 0.00000 | ||
28 | 2009.08.26 23:00 | close | 14 | 0.01 | 1.42546 | 0.00000 | 0.00000 | -4.39 | 10009.14 |
29 | 2009.08.27 00:05 | sell | 15 | 0.01 | 1.42418 | 0.00000 | 0.00000 | ||
30 | 2009.08.27 23:00 | close | 15 | 0.01 | 1.43407 | 0.00000 | 0.00000 | -9.89 | 9999.25 |
31 | 2009.08.28 00:05 | buy | 16 | 0.01 | 1.43481 | 0.00000 | 0.00000 | ||
32 | 2009.08.31 23:00 | close | 16 | 0.01 | 1.43324 | 0.00000 | 0.00000 | -1.57 | 9997.68 |
33 | 2009.09.01 00:05 | buy | 17 | 0.01 | 1.43315 | 0.00000 | 0.00000 | ||
34 | 2009.09.01 23:00 | close | 17 | 0.01 | 1.42235 | 0.00000 | 0.00000 | -10.80 | 9986.88 |
35 | 2009.09.02 00:05 | sell | 18 | 0.01 | 1.42183 | 0.00000 | 0.00000 | ||
36 | 2009.09.02 23:00 | close | 18 | 0.01 | 1.42636 | 0.00000 | 0.00000 | -4.53 | 9982.35 |
37 | 2009.09.03 00:05 | buy | 19 | 0.01 | 1.42623 | 0.00000 | 0.00000 | ||
38 | 2009.09.03 23:00 | close | 19 | 0.01 | 1.42507 | 0.00000 | 0.00000 | -1.16 | 9981.19 |
39 | 2009.09.04 00:05 | sell | 20 | 0.01 | 1.42538 | 0.00000 | 0.00000 | ||
40 | 2009.09.07 23:00 | close | 20 | 0.01 | 1.43321 | 0.00000 | 0.00000 | -7.84 | 9973.35 |
41 | 2009.09.08 00:05 | buy | 21 | 0.01 | 1.43380 | 0.00000 | 0.00000 | ||
42 | 2009.09.08 23:00 | close | 21 | 0.01 | 1.44772 | 0.00000 | 0.00000 | 13.92 | 9987.27 |
43 | 2009.09.09 00:05 | buy | 22 | 0.01 | 1.44943 | 0.00000 | 0.00000 | ||
44 | 2009.09.09 23:00 | close | 22 | 0.01 | 1.45563 | 0.00000 | 0.00000 | 6.20 | 9993.47 |
45 | 2009.09.10 00:05 | buy | 23 | 0.01 | 1.45627 | 0.00000 | 0.00000 | ||
46 | 2009.09.10 23:00 | close | 23 | 0.01 | 1.45807 | 0.00000 | 0.00000 | 1.80 | 9995.27 |
47 | 2009.09.11 00:05 | buy | 24 | 0.01 | 1.45791 | 0.00000 | 0.00000 | ||
48 | 2009.09.14 23:00 | close | 24 | 0.01 | 1.46170 | 0.00000 | 0.00000 | 3.79 | 9999.05 |
49 | 2009.09.15 00:05 | buy | 25 | 0.01 | 1.46295 | 0.00000 | 0.00000 | ||
50 | 2009.09.15 23:00 | close | 25 | 0.01 | 1.46591 | 0.00000 | 0.00000 | 2.96 | 10002.01 |
51 | 2009.09.16 00:05 | buy | 26 | 0.01 | 1.46627 | 0.00000 | 0.00000 | ||
52 | 2009.09.16 23:00 | close | 26 | 0.01 | 1.47093 | 0.00000 | 0.00000 | 4.66 | 10006.67 |
53 | 2009.09.17 00:05 | buy | 27 | 0.01 | 1.47085 | 0.00000 | 0.00000 | ||
54 | 2009.09.17 23:00 | close | 27 | 0.01 | 1.47397 | 0.00000 | 0.00000 | 3.12 | 10009.79 |
55 | 2009.09.18 00:06 | buy | 28 | 0.01 | 1.47428 | 0.00000 | 0.00000 | ||
56 | 2009.09.21 23:00 | close | 28 | 0.01 | 1.46787 | 0.00000 | 0.00000 | -6.41 | 10003.38 |
57 | 2009.09.22 00:05 | sell | 29 | 0.01 | 1.46758 | 0.00000 | 0.00000 | ||
58 | 2009.09.22 23:00 | close | 29 | 0.01 | 1.47899 | 0.00000 | 0.00000 | -11.41 | 9991.97 |
59 | 2009.09.23 00:05 | buy | 30 | 0.01 | 1.47894 | 0.00000 | 0.00000 | ||
60 | 2009.09.23 23:00 | close | 30 | 0.01 | 1.47338 | 0.00000 | 0.00000 | -5.56 | 9986.41 |
61 | 2009.09.24 00:05 | sell | 31 | 0.01 | 1.46913 | 0.00000 | 0.00000 | ||
62 | 2009.09.24 23:00 | close | 31 | 0.01 | 1.46657 | 0.00000 | 0.00000 | 2.56 | 9988.97 |
63 | 2009.09.25 00:05 | sell | 32 | 0.01 | 1.46597 | 0.00000 | 0.00000 | ||
64 | 2009.09.28 23:00 | close | 32 | 0.01 | 1.46227 | 0.00000 | 0.00000 | 3.69 | 9992.66 |
65 | 2009.09.29 00:05 | sell | 33 | 0.01 | 1.46135 | 0.00000 | 0.00000 | ||
66 | 2009.09.29 23:00 | close | 33 | 0.01 | 1.45880 | 0.00000 | 0.00000 | 2.55 | 9995.21 |
67 | 2009.09.30 00:05 | sell | 34 | 0.01 | 1.45827 | 0.00000 | 0.00000 | ||
68 | 2009.09.30 23:00 | close | 34 | 0.01 | 1.46424 | 0.00000 | 0.00000 | -5.97 | 9989.24 |