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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10065.00 | Gross profit | 23148.00 | Gross loss | -33213.00 |
| Profit factor | 0.70 | Expected payoff | -359.46 | ||
| Absolute drawdown | 10065.00 | Maximal drawdown | 18291.00 (100.36%) | Relative drawdown | 100.36% (18291.00) |
| Total trades | 28 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 6300.00 | loss trade | -4175.00 | |
| Average | profit trade | 1218.32 | loss trade | -3690.33 | |
| Maximum | consecutive wins (profit in money) | 5 (3370.50) | consecutive losses (loss in money) | 2 (-7586.50) | |
| Maximal | consecutive profit (count of wins) | 7651.50 (2) | consecutive loss (count of losses) | -7586.50 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | sell | 1 | 5.00 | 1.42505 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 01:00 | modify | 1 | 5.00 | 1.42505 | 1.44195 | 0.00000 | ||
| 3 | 2009.08.03 08:50 | modify | 1 | 5.00 | 1.42505 | 1.42443 | 0.00000 | ||
| 4 | 2009.08.03 09:07 | modify | 1 | 5.00 | 1.42505 | 1.42424 | 0.00000 | ||
| 5 | 2009.08.03 10:20 | s/l | 1 | 5.00 | 1.42424 | 1.42424 | 0.00000 | 405.00 | 10405.00 |
| 6 | 2009.08.03 10:20 | buy | 2 | 5.00 | 1.42452 | 0.00000 | 0.00000 | ||
| 7 | 2009.08.03 10:20 | modify | 2 | 5.00 | 1.42452 | 1.40762 | 0.00000 | ||
| 8 | 2009.08.03 10:50 | modify | 2 | 5.00 | 1.42452 | 1.42456 | 0.00000 | ||
| 9 | 2009.08.03 11:10 | modify | 2 | 5.00 | 1.42452 | 1.42533 | 0.00000 | ||
| 10 | 2009.08.03 11:15 | modify | 2 | 5.00 | 1.42452 | 1.42672 | 0.00000 | ||
| 11 | 2009.08.03 11:20 | modify | 2 | 5.00 | 1.42452 | 1.42810 | 0.00000 | ||
| 12 | 2009.08.03 11:50 | s/l | 2 | 5.00 | 1.42810 | 1.42810 | 0.00000 | 1790.00 | 12195.00 |
| 13 | 2009.08.03 11:50 | buy | 3 | 5.00 | 1.42771 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.03 11:50 | modify | 3 | 5.00 | 1.42771 | 1.41081 | 0.00000 | ||
| 15 | 2009.08.03 13:20 | modify | 3 | 5.00 | 1.42771 | 1.42781 | 0.00000 | ||
| 16 | 2009.08.03 13:45 | modify | 3 | 5.00 | 1.42771 | 1.42824 | 0.00000 | ||
| 17 | 2009.08.03 13:50 | modify | 3 | 5.00 | 1.42771 | 1.42903 | 0.00000 | ||
| 18 | 2009.08.03 15:15 | modify | 3 | 5.00 | 1.42771 | 1.42923 | 0.00000 | ||
| 19 | 2009.08.03 15:20 | modify | 3 | 5.00 | 1.42771 | 1.42978 | 0.00000 | ||
| 20 | 2009.08.03 15:32 | modify | 3 | 5.00 | 1.42771 | 1.43155 | 0.00000 | ||
| 21 | 2009.08.03 15:37 | modify | 3 | 5.00 | 1.42771 | 1.43197 | 0.00000 | ||
| 22 | 2009.08.03 15:50 | s/l | 3 | 5.00 | 1.43197 | 1.43197 | 0.00000 | 2130.00 | 14325.00 |
| 23 | 2009.08.03 15:50 | sell | 4 | 5.00 | 1.43076 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.03 15:50 | modify | 4 | 5.00 | 1.43076 | 1.44766 | 0.00000 | ||
| 25 | 2009.08.03 16:15 | close | 4 | 5.00 | 1.43911 | 1.44766 | 0.00000 | -4175.00 | 10150.00 |
| 26 | 2009.08.03 16:17 | buy | 5 | 5.00 | 1.43828 | 0.00000 | 0.00000 | ||
| 27 | 2009.08.03 16:17 | modify | 5 | 5.00 | 1.43828 | 1.42138 | 0.00000 | ||
| 28 | 2009.08.03 16:50 | modify | 5 | 5.00 | 1.43828 | 1.43897 | 0.00000 | ||
| 29 | 2009.08.03 17:02 | modify | 5 | 5.00 | 1.43828 | 1.43919 | 0.00000 | ||
| 30 | 2009.08.03 17:07 | modify | 5 | 5.00 | 1.43828 | 1.43937 | 0.00000 | ||
| 31 | 2009.08.03 18:02 | modify | 5 | 5.00 | 1.43828 | 1.44062 | 0.00000 | ||
| 32 | 2009.08.03 18:07 | modify | 5 | 5.00 | 1.43828 | 1.44096 | 0.00000 | ||
| 33 | 2009.08.03 18:20 | s/l | 5 | 5.00 | 1.44096 | 1.44096 | 0.00000 | 1340.00 | 11490.00 |
| 34 | 2009.08.03 18:20 | sell | 6 | 5.00 | 1.44067 | 0.00000 | 0.00000 | ||
| 35 | 2009.08.03 18:20 | modify | 6 | 5.00 | 1.44067 | 1.45757 | 0.00000 | ||
| 36 | 2009.08.04 14:02 | modify | 6 | 5.00 | 1.44067 | 1.44058 | 0.00000 | ||
| 37 | 2009.08.04 14:07 | modify | 6 | 5.00 | 1.44067 | 1.44030 | 0.00000 | ||
| 38 | 2009.08.04 15:15 | s/l | 6 | 5.00 | 1.44030 | 1.44030 | 0.00000 | 176.50 | 11666.50 |
| 39 | 2009.08.04 15:15 | buy | 7 | 5.00 | 1.44052 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.04 15:15 | modify | 7 | 5.00 | 1.44052 | 1.42362 | 0.00000 | ||
| 41 | 2009.08.05 20:45 | modify | 7 | 5.00 | 1.44052 | 1.44068 | 0.00000 | ||
| 42 | 2009.08.05 20:50 | modify | 7 | 5.00 | 1.44052 | 1.44127 | 0.00000 | ||
| 43 | 2009.08.05 21:46 | s/l | 7 | 5.00 | 1.44127 | 1.44127 | 0.00000 | 373.50 | 12040.00 |
| 44 | 2009.08.05 21:46 | sell | 8 | 5.00 | 1.44052 | 0.00000 | 0.00000 | ||
| 45 | 2009.08.05 21:46 | modify | 8 | 5.00 | 1.44052 | 1.45742 | 0.00000 | ||
| 46 | 2009.08.06 12:20 | modify | 8 | 5.00 | 1.44052 | 1.44031 | 0.00000 | ||
| 47 | 2009.08.06 14:20 | modify | 8 | 5.00 | 1.44052 | 1.43986 | 0.00000 | ||
| 48 | 2009.08.06 14:50 | s/l | 8 | 5.00 | 1.43986 | 1.43986 | 0.00000 | 304.50 | 12344.50 |
| 49 | 2009.08.06 14:50 | buy | 9 | 5.00 | 1.44055 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.06 14:50 | modify | 9 | 5.00 | 1.44055 | 1.42365 | 0.00000 | ||
| 51 | 2009.08.06 19:02 | close | 9 | 5.00 | 1.43361 | 1.42365 | 0.00000 | -3470.00 | 8874.50 |
| 52 | 2009.08.06 19:05 | sell | 10 | 5.00 | 1.43372 | 0.00000 | 0.00000 | ||
| 53 | 2009.08.06 19:05 | modify | 10 | 5.00 | 1.43372 | 1.45062 | 0.00000 | ||
| 54 | 2009.08.07 14:50 | modify | 10 | 5.00 | 1.43372 | 1.43100 | 0.00000 | ||
| 55 | 2009.08.07 14:57 | s/l | 10 | 5.00 | 1.43100 | 1.43100 | 0.00000 | 1351.50 | 10226.00 |
| 56 | 2009.08.07 14:57 | sell | 11 | 5.00 | 1.43158 | 0.00000 | 0.00000 | ||
| 57 | 2009.08.07 14:57 | modify | 11 | 5.00 | 1.43158 | 1.44848 | 0.00000 | ||
| 58 | 2009.08.07 15:50 | modify | 11 | 5.00 | 1.43158 | 1.43104 | 0.00000 | ||
| 59 | 2009.08.07 16:05 | modify | 11 | 5.00 | 1.43158 | 1.43094 | 0.00000 | ||
| 60 | 2009.08.07 16:10 | modify | 11 | 5.00 | 1.43158 | 1.42989 | 0.00000 | ||
| 61 | 2009.08.07 16:15 | modify | 11 | 5.00 | 1.43158 | 1.42830 | 0.00000 | ||
| 62 | 2009.08.07 16:20 | modify | 11 | 5.00 | 1.43158 | 1.42619 | 0.00000 | ||
| 63 | 2009.08.07 16:45 | modify | 11 | 5.00 | 1.43158 | 1.42503 | 0.00000 | ||
| 64 | 2009.08.07 16:50 | modify | 11 | 5.00 | 1.43158 | 1.42342 | 0.00000 | ||
| 65 | 2009.08.07 17:45 | modify | 11 | 5.00 | 1.43158 | 1.42324 | 0.00000 | ||
| 66 | 2009.08.07 17:50 | modify | 11 | 5.00 | 1.43158 | 1.42136 | 0.00000 | ||
| 67 | 2009.08.07 18:05 | modify | 11 | 5.00 | 1.43158 | 1.42123 | 0.00000 | ||
| 68 | 2009.08.07 18:10 | modify | 11 | 5.00 | 1.43158 | 1.42073 | 0.00000 | ||
| 69 | 2009.08.07 18:15 | modify | 11 | 5.00 | 1.43158 | 1.41998 | 0.00000 | ||
| 70 | 2009.08.07 18:20 | modify | 11 | 5.00 | 1.43158 | 1.41898 | 0.00000 | ||
| 71 | 2009.08.07 19:15 | s/l | 11 | 5.00 | 1.41898 | 1.41898 | 0.00000 | 6300.00 | 16526.00 |
| 72 | 2009.08.07 19:15 | buy | 12 | 5.00 | 1.41945 | 0.00000 | 0.00000 | ||
| 73 | 2009.08.07 19:15 | modify | 12 | 5.00 | 1.41945 | 1.40255 | 0.00000 | ||
| 74 | 2009.08.10 19:15 | close | 12 | 5.00 | 1.41211 | 1.40255 | 0.00000 | -3671.50 | 12854.50 |
| 75 | 2009.08.10 19:17 | sell | 13 | 5.00 | 1.41241 | 0.00000 | 0.00000 | ||
| 76 | 2009.08.10 19:17 | modify | 13 | 5.00 | 1.41241 | 1.42931 | 0.00000 | ||
| 77 | 2009.08.12 09:20 | modify | 13 | 5.00 | 1.41241 | 1.41242 | 0.00000 | ||
| 78 | 2009.08.12 09:37 | modify | 13 | 5.00 | 1.41241 | 1.41222 | 0.00000 | ||
| 79 | 2009.08.12 10:20 | s/l | 13 | 5.00 | 1.41222 | 1.41222 | 0.00000 | 78.00 | 12932.50 |
| 80 | 2009.08.12 10:20 | buy | 14 | 5.00 | 1.41261 | 0.00000 | 0.00000 | ||
| 81 | 2009.08.12 10:20 | modify | 14 | 5.00 | 1.41261 | 1.39571 | 0.00000 | ||
| 82 | 2009.08.12 12:16 | modify | 14 | 5.00 | 1.41261 | 1.41289 | 0.00000 | ||
| 83 | 2009.08.12 12:45 | modify | 14 | 5.00 | 1.41261 | 1.41297 | 0.00000 | ||
| 84 | 2009.08.12 12:50 | modify | 14 | 5.00 | 1.41261 | 1.41368 | 0.00000 | ||
| 85 | 2009.08.12 13:02 | modify | 14 | 5.00 | 1.41261 | 1.41380 | 0.00000 | ||
| 86 | 2009.08.12 13:07 | modify | 14 | 5.00 | 1.41261 | 1.41395 | 0.00000 | ||
| 87 | 2009.08.12 14:07 | s/l | 14 | 5.00 | 1.41395 | 1.41395 | 0.00000 | 670.00 | 13602.50 |
| 88 | 2009.08.12 14:07 | sell | 15 | 5.00 | 1.41382 | 0.00000 | 0.00000 | ||
| 89 | 2009.08.12 14:07 | modify | 15 | 5.00 | 1.41382 | 1.43072 | 0.00000 | ||
| 90 | 2009.08.12 16:20 | close | 15 | 5.00 | 1.42141 | 1.43072 | 0.00000 | -3795.00 | 9807.50 |
| 91 | 2009.08.12 16:22 | buy | 16 | 5.00 | 1.42092 | 0.00000 | 0.00000 | ||
| 92 | 2009.08.12 16:22 | modify | 16 | 5.00 | 1.42092 | 1.40402 | 0.00000 | ||
| 93 | 2009.08.12 18:20 | modify | 16 | 5.00 | 1.42092 | 1.42126 | 0.00000 | ||
| 94 | 2009.08.12 19:07 | s/l | 16 | 5.00 | 1.42126 | 1.42126 | 0.00000 | 170.00 | 9977.50 |
| 95 | 2009.08.12 19:07 | sell | 17 | 5.00 | 1.42123 | 0.00000 | 0.00000 | ||
| 96 | 2009.08.12 19:07 | modify | 17 | 5.00 | 1.42123 | 1.43813 | 0.00000 | ||
| 97 | 2009.08.12 20:15 | modify | 17 | 5.00 | 1.42123 | 1.42063 | 0.00000 | ||
| 98 | 2009.08.12 20:20 | modify | 17 | 5.00 | 1.42123 | 1.41710 | 0.00000 | ||
| 99 | 2009.08.12 20:27 | s/l | 17 | 5.00 | 1.41710 | 1.41710 | 0.00000 | 2065.00 | 12042.50 |
| 100 | 2009.08.12 20:27 | sell | 18 | 5.00 | 1.41699 | 0.00000 | 0.00000 | ||
| 101 | 2009.08.12 20:27 | modify | 18 | 5.00 | 1.41699 | 1.43389 | 0.00000 | ||
| 102 | 2009.08.12 20:32 | modify | 18 | 5.00 | 1.41699 | 1.41677 | 0.00000 | ||
| 103 | 2009.08.12 20:37 | modify | 18 | 5.00 | 1.41699 | 1.41577 | 0.00000 | ||
| 104 | 2009.08.12 20:40 | s/l | 18 | 5.00 | 1.41577 | 1.41577 | 0.00000 | 610.00 | 12652.50 |
| 105 | 2009.08.12 20:50 | buy | 19 | 5.00 | 1.42341 | 0.00000 | 0.00000 | ||
| 106 | 2009.08.12 20:50 | modify | 19 | 5.00 | 1.42341 | 1.40651 | 0.00000 | ||
| 107 | 2009.08.13 08:20 | modify | 19 | 5.00 | 1.42341 | 1.42346 | 0.00000 | ||
| 108 | 2009.08.13 08:37 | modify | 19 | 5.00 | 1.42341 | 1.42358 | 0.00000 | ||
| 109 | 2009.08.13 08:50 | s/l | 19 | 5.00 | 1.42358 | 1.42358 | 0.00000 | 80.50 | 12733.00 |
| 110 | 2009.08.13 08:50 | buy | 20 | 5.00 | 1.42372 | 0.00000 | 0.00000 | ||
| 111 | 2009.08.13 08:50 | modify | 20 | 5.00 | 1.42372 | 1.40682 | 0.00000 | ||
| 112 | 2009.08.13 11:15 | modify | 20 | 5.00 | 1.42372 | 1.42391 | 0.00000 | ||
| 113 | 2009.08.13 11:20 | modify | 20 | 5.00 | 1.42372 | 1.42461 | 0.00000 | ||
| 114 | 2009.08.13 13:50 | s/l | 20 | 5.00 | 1.42461 | 1.42461 | 0.00000 | 445.00 | 13178.00 |
| 115 | 2009.08.13 13:50 | sell | 21 | 5.00 | 1.42421 | 0.00000 | 0.00000 | ||
| 116 | 2009.08.13 13:50 | modify | 21 | 5.00 | 1.42421 | 1.44111 | 0.00000 | ||
| 117 | 2009.08.13 14:20 | close | 21 | 5.00 | 1.43236 | 1.44111 | 0.00000 | -4075.00 | 9103.00 |
| 118 | 2009.08.13 14:22 | buy | 22 | 5.00 | 1.43093 | 0.00000 | 0.00000 | ||
| 119 | 2009.08.13 14:22 | modify | 22 | 5.00 | 1.43093 | 1.41403 | 0.00000 | ||
| 120 | 2009.08.14 16:03 | close | 22 | 5.00 | 1.42391 | 1.41403 | 0.00000 | -3511.50 | 5591.50 |
| 121 | 2009.08.14 16:06 | sell | 23 | 5.00 | 1.42412 | 0.00000 | 0.00000 | ||
| 122 | 2009.08.14 16:06 | modify | 23 | 5.00 | 1.42412 | 1.44102 | 0.00000 | ||
| 123 | 2009.08.14 17:32 | modify | 23 | 5.00 | 1.42412 | 1.42417 | 0.00000 | ||
| 124 | 2009.08.14 17:37 | modify | 23 | 5.00 | 1.42412 | 1.42402 | 0.00000 | ||
| 125 | 2009.08.14 19:16 | modify | 23 | 5.00 | 1.42412 | 1.42293 | 0.00000 | ||
| 126 | 2009.08.14 19:33 | modify | 23 | 5.00 | 1.42412 | 1.42273 | 0.00000 | ||
| 127 | 2009.08.14 19:40 | modify | 23 | 5.00 | 1.42412 | 1.42235 | 0.00000 | ||
| 128 | 2009.08.14 19:46 | modify | 23 | 5.00 | 1.42412 | 1.42184 | 0.00000 | ||
| 129 | 2009.08.14 20:26 | modify | 23 | 5.00 | 1.42412 | 1.42110 | 0.00000 | ||
| 130 | 2009.08.14 20:30 | modify | 23 | 5.00 | 1.42412 | 1.42106 | 0.00000 | ||
| 131 | 2009.08.14 20:33 | modify | 23 | 5.00 | 1.42412 | 1.42053 | 0.00000 | ||
| 132 | 2009.08.14 20:40 | modify | 23 | 5.00 | 1.42412 | 1.42014 | 0.00000 | ||
| 133 | 2009.08.14 20:46 | modify | 23 | 5.00 | 1.42412 | 1.41961 | 0.00000 | ||
| 134 | 2009.08.14 22:35 | s/l | 23 | 5.00 | 1.41961 | 1.41961 | 0.00000 | 2255.00 | 7846.50 |
| 135 | 2009.08.14 22:35 | buy | 24 | 5.00 | 1.41966 | 0.00000 | 0.00000 | ||
| 136 | 2009.08.14 22:35 | modify | 24 | 5.00 | 1.41966 | 1.40276 | 0.00000 | ||
| 137 | 2009.08.17 08:20 | close | 24 | 5.00 | 1.41250 | 1.40276 | 0.00000 | -3581.50 | 4265.00 |
| 138 | 2009.08.17 08:22 | sell | 25 | 5.00 | 1.41275 | 0.00000 | 0.00000 | ||
| 139 | 2009.08.17 08:22 | modify | 25 | 5.00 | 1.41275 | 1.42965 | 0.00000 | ||
| 140 | 2009.08.17 11:20 | modify | 25 | 5.00 | 1.41275 | 1.41287 | 0.00000 | ||
| 141 | 2009.08.17 11:37 | modify | 25 | 5.00 | 1.41275 | 1.41281 | 0.00000 | ||
| 142 | 2009.08.17 12:10 | modify | 25 | 5.00 | 1.41275 | 1.41273 | 0.00000 | ||
| 143 | 2009.08.17 12:15 | modify | 25 | 5.00 | 1.41275 | 1.41170 | 0.00000 | ||
| 144 | 2009.08.17 12:20 | modify | 25 | 5.00 | 1.41275 | 1.41031 | 0.00000 | ||
| 145 | 2009.08.17 12:35 | modify | 25 | 5.00 | 1.41275 | 1.41026 | 0.00000 | ||
| 146 | 2009.08.17 12:40 | modify | 25 | 5.00 | 1.41275 | 1.40988 | 0.00000 | ||
| 147 | 2009.08.17 12:45 | modify | 25 | 5.00 | 1.41275 | 1.40929 | 0.00000 | ||
| 148 | 2009.08.17 12:50 | modify | 25 | 5.00 | 1.41275 | 1.40852 | 0.00000 | ||
| 149 | 2009.08.17 13:07 | modify | 25 | 5.00 | 1.41275 | 1.40849 | 0.00000 | ||
| 150 | 2009.08.17 14:50 | s/l | 25 | 5.00 | 1.40849 | 1.40849 | 0.00000 | 2130.00 | 6395.00 |
| 151 | 2009.08.17 14:50 | buy | 26 | 5.00 | 1.40892 | 0.00000 | 0.00000 | ||
| 152 | 2009.08.17 14:50 | modify | 26 | 5.00 | 1.40892 | 1.39202 | 0.00000 | ||
| 153 | 2009.08.18 03:50 | modify | 26 | 5.00 | 1.40892 | 1.40919 | 0.00000 | ||
| 154 | 2009.08.18 04:15 | modify | 26 | 5.00 | 1.40892 | 1.40927 | 0.00000 | ||
| 155 | 2009.08.18 04:20 | modify | 26 | 5.00 | 1.40892 | 1.40987 | 0.00000 | ||
| 156 | 2009.08.18 05:20 | s/l | 26 | 5.00 | 1.40987 | 1.40987 | 0.00000 | 473.50 | 6868.50 |
| 157 | 2009.08.18 05:20 | sell | 27 | 5.00 | 1.40969 | 0.00000 | 0.00000 | ||
| 158 | 2009.08.18 05:20 | modify | 27 | 5.00 | 1.40969 | 1.42659 | 0.00000 | ||
| 159 | 2009.08.19 01:50 | close | 27 | 5.00 | 1.41742 | 1.42659 | 0.00000 | -3873.50 | 2995.00 |
| 160 | 2009.08.19 01:52 | buy | 28 | 5.00 | 1.41687 | 0.00000 | 0.00000 | ||
| 161 | 2009.08.19 01:52 | modify | 28 | 5.00 | 1.41687 | 1.39997 | 0.00000 | ||
| 162 | 2009.08.19 07:50 | close at stop | 28 | 5.00 | 1.41075 | 1.39997 | 0.00000 | -3060.00 | -65.00 |