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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10.51 | Gross profit | 41.99 | Gross loss | -52.50 |
Profit factor | 0.80 | Expected payoff | -0.17 | ||
Absolute drawdown | 10.51 | Maximal drawdown | 12.01 (0.12%) | Relative drawdown | 0.12% (12.01) |
Total trades | 63 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 63 (44.44%) |
Profit trades (% of total) | 28 (44.44%) | Loss trades (% of total) | 35 (55.56%) | ||
Largest | profit trade | 1.50 | loss trade | -1.50 | |
Average | profit trade | 1.50 | loss trade | -1.50 | |
Maximum | consecutive wins (profit in money) | 3 (4.50) | consecutive losses (loss in money) | 5 (-7.50) | |
Maximal | consecutive profit (count of wins) | 4.50 (3) | consecutive loss (count of losses) | -7.50 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 10:00 | buy | 1 | 0.01 | 1.44049 | 1.43899 | 1.44199 | ||
2 | 2009.08.04 10:20 | s/l | 1 | 0.01 | 1.43899 | 1.43899 | 1.44199 | -1.50 | 9998.50 |
3 | 2009.08.04 17:00 | buy | 2 | 0.01 | 1.43981 | 1.43831 | 1.44131 | ||
4 | 2009.08.04 17:16 | t/p | 2 | 0.01 | 1.44131 | 1.43831 | 1.44131 | 1.50 | 10000.00 |
5 | 2009.08.05 19:00 | buy | 3 | 0.01 | 1.44187 | 1.44037 | 1.44337 | ||
6 | 2009.08.05 20:40 | t/p | 3 | 0.01 | 1.44337 | 1.44037 | 1.44337 | 1.50 | 10001.50 |
7 | 2009.08.06 04:00 | buy | 4 | 0.01 | 1.44199 | 1.44049 | 1.44349 | ||
8 | 2009.08.06 04:33 | s/l | 4 | 0.01 | 1.44049 | 1.44049 | 1.44349 | -1.50 | 10000.00 |
9 | 2009.08.07 00:00 | buy | 5 | 0.01 | 1.43558 | 1.43408 | 1.43708 | ||
10 | 2009.08.07 02:03 | t/p | 5 | 0.01 | 1.43708 | 1.43408 | 1.43708 | 1.50 | 10001.50 |
11 | 2009.08.07 07:00 | buy | 6 | 0.01 | 1.43665 | 1.43515 | 1.43815 | ||
12 | 2009.08.07 07:45 | s/l | 6 | 0.01 | 1.43515 | 1.43515 | 1.43815 | -1.50 | 10000.00 |
13 | 2009.08.10 01:00 | buy | 7 | 0.01 | 1.41952 | 1.41802 | 1.42102 | ||
14 | 2009.08.10 04:20 | t/p | 7 | 0.01 | 1.42102 | 1.41802 | 1.42102 | 1.50 | 10001.50 |
15 | 2009.08.11 00:00 | buy | 8 | 0.01 | 1.41474 | 1.41324 | 1.41624 | ||
16 | 2009.08.11 01:15 | s/l | 8 | 0.01 | 1.41324 | 1.41324 | 1.41624 | -1.50 | 10000.00 |
17 | 2009.08.11 09:00 | buy | 9 | 0.01 | 1.41676 | 1.41526 | 1.41826 | ||
18 | 2009.08.11 11:50 | s/l | 9 | 0.01 | 1.41526 | 1.41526 | 1.41826 | -1.50 | 9998.50 |
19 | 2009.08.11 19:00 | buy | 10 | 0.01 | 1.41612 | 1.41462 | 1.41762 | ||
20 | 2009.08.11 20:50 | s/l | 10 | 0.01 | 1.41462 | 1.41462 | 1.41762 | -1.50 | 9997.00 |
21 | 2009.08.12 13:00 | buy | 11 | 0.01 | 1.41652 | 1.41502 | 1.41802 | ||
22 | 2009.08.12 13:50 | s/l | 11 | 0.01 | 1.41502 | 1.41502 | 1.41802 | -1.50 | 9995.50 |
23 | 2009.08.13 03:00 | buy | 12 | 0.01 | 1.42192 | 1.42042 | 1.42342 | ||
24 | 2009.08.13 08:10 | t/p | 12 | 0.01 | 1.42342 | 1.42042 | 1.42342 | 1.50 | 9997.00 |
25 | 2009.08.13 23:00 | buy | 13 | 0.01 | 1.42916 | 1.42766 | 1.43066 | ||
26 | 2009.08.13 23:50 | s/l | 13 | 0.01 | 1.42766 | 1.42766 | 1.43066 | -1.50 | 9995.50 |
27 | 2009.08.17 18:00 | buy | 14 | 0.01 | 1.40890 | 1.40740 | 1.41040 | ||
28 | 2009.08.17 18:10 | s/l | 14 | 0.01 | 1.40740 | 1.40740 | 1.41040 | -1.50 | 9994.00 |
29 | 2009.08.18 18:00 | buy | 15 | 0.01 | 1.41290 | 1.41140 | 1.41440 | ||
30 | 2009.08.18 19:32 | s/l | 15 | 0.01 | 1.41140 | 1.41140 | 1.41440 | -1.50 | 9992.50 |
31 | 2009.08.19 02:00 | buy | 16 | 0.01 | 1.41683 | 1.41533 | 1.41833 | ||
32 | 2009.08.19 02:20 | s/l | 16 | 0.01 | 1.41533 | 1.41533 | 1.41833 | -1.50 | 9991.00 |
33 | 2009.08.19 14:00 | buy | 17 | 0.01 | 1.41282 | 1.41132 | 1.41432 | ||
34 | 2009.08.19 14:15 | s/l | 17 | 0.01 | 1.41132 | 1.41132 | 1.41432 | -1.50 | 9989.50 |
35 | 2009.08.20 10:00 | buy | 18 | 0.01 | 1.42226 | 1.42076 | 1.42376 | ||
36 | 2009.08.20 10:16 | t/p | 18 | 0.01 | 1.42376 | 1.42076 | 1.42376 | 1.50 | 9991.00 |
37 | 2009.08.21 10:00 | buy | 19 | 0.01 | 1.42974 | 1.42824 | 1.43124 | ||
38 | 2009.08.21 11:46 | t/p | 19 | 0.01 | 1.43124 | 1.42824 | 1.43124 | 1.50 | 9992.50 |
39 | 2009.08.21 21:00 | buy | 20 | 0.01 | 1.43382 | 1.43232 | 1.43532 | ||
40 | 2009.08.24 02:45 | t/p | 20 | 0.01 | 1.43532 | 1.43232 | 1.43532 | 1.50 | 9994.00 |
41 | 2009.08.24 14:00 | buy | 21 | 0.01 | 1.43295 | 1.43145 | 1.43445 | ||
42 | 2009.08.24 16:50 | s/l | 21 | 0.01 | 1.43145 | 1.43145 | 1.43445 | -1.50 | 9992.50 |
43 | 2009.08.25 06:00 | buy | 22 | 0.01 | 1.43026 | 1.42876 | 1.43176 | ||
44 | 2009.08.25 07:50 | s/l | 22 | 0.01 | 1.42876 | 1.42876 | 1.43176 | -1.50 | 9991.00 |
45 | 2009.08.25 13:00 | buy | 23 | 0.01 | 1.42889 | 1.42739 | 1.43039 | ||
46 | 2009.08.25 13:10 | t/p | 23 | 0.01 | 1.43039 | 1.42739 | 1.43039 | 1.50 | 9992.50 |
47 | 2009.08.26 05:00 | buy | 24 | 0.01 | 1.43060 | 1.42910 | 1.43210 | ||
48 | 2009.08.26 09:15 | t/p | 24 | 0.01 | 1.43210 | 1.42910 | 1.43210 | 1.50 | 9994.00 |
49 | 2009.08.26 22:00 | buy | 25 | 0.01 | 1.42563 | 1.42413 | 1.42713 | ||
50 | 2009.08.26 23:46 | s/l | 25 | 0.01 | 1.42413 | 1.42413 | 1.42713 | -1.50 | 9992.50 |
51 | 2009.08.27 06:00 | buy | 26 | 0.01 | 1.42445 | 1.42295 | 1.42595 | ||
52 | 2009.08.27 08:50 | t/p | 26 | 0.01 | 1.42595 | 1.42295 | 1.42595 | 1.50 | 9994.00 |
53 | 2009.08.27 19:00 | buy | 27 | 0.01 | 1.42690 | 1.42540 | 1.42840 | ||
54 | 2009.08.27 20:02 | t/p | 27 | 0.01 | 1.42840 | 1.42540 | 1.42840 | 1.50 | 9995.50 |
55 | 2009.08.28 13:00 | buy | 28 | 0.01 | 1.43563 | 1.43413 | 1.43713 | ||
56 | 2009.08.28 13:20 | t/p | 28 | 0.01 | 1.43713 | 1.43413 | 1.43713 | 1.50 | 9997.00 |
57 | 2009.08.31 04:00 | buy | 29 | 0.01 | 1.43086 | 1.42936 | 1.43236 | ||
58 | 2009.08.31 04:50 | s/l | 29 | 0.01 | 1.42936 | 1.42936 | 1.43236 | -1.50 | 9995.50 |
59 | 2009.08.31 12:00 | buy | 30 | 0.01 | 1.42934 | 1.42784 | 1.43084 | ||
60 | 2009.08.31 12:59 | s/l | 30 | 0.01 | 1.42784 | 1.42784 | 1.43084 | -1.50 | 9994.00 |
61 | 2009.09.01 06:00 | buy | 31 | 0.01 | 1.43565 | 1.43415 | 1.43715 | ||
62 | 2009.09.01 08:10 | t/p | 31 | 0.01 | 1.43715 | 1.43415 | 1.43715 | 1.50 | 9995.50 |
63 | 2009.09.02 01:00 | buy | 32 | 0.01 | 1.42199 | 1.42049 | 1.42349 | ||
64 | 2009.09.02 01:20 | s/l | 32 | 0.01 | 1.42049 | 1.42049 | 1.42349 | -1.50 | 9994.00 |
65 | 2009.09.02 07:00 | buy | 33 | 0.01 | 1.42148 | 1.41998 | 1.42298 | ||
66 | 2009.09.02 08:40 | t/p | 33 | 0.01 | 1.42298 | 1.41998 | 1.42298 | 1.50 | 9995.50 |
67 | 2009.09.04 01:00 | buy | 34 | 0.01 | 1.42592 | 1.42442 | 1.42742 | ||
68 | 2009.09.04 03:15 | s/l | 34 | 0.01 | 1.42442 | 1.42442 | 1.42742 | -1.50 | 9994.00 |
69 | 2009.09.04 08:00 | buy | 35 | 0.01 | 1.42682 | 1.42532 | 1.42832 | ||
70 | 2009.09.04 08:50 | t/p | 35 | 0.01 | 1.42832 | 1.42532 | 1.42832 | 1.50 | 9995.50 |
71 | 2009.09.04 19:00 | buy | 36 | 0.01 | 1.43084 | 1.42934 | 1.43234 | ||
72 | 2009.09.04 19:20 | t/p | 36 | 0.01 | 1.43234 | 1.42934 | 1.43234 | 1.50 | 9997.00 |
73 | 2009.09.07 19:00 | buy | 37 | 0.01 | 1.43371 | 1.43221 | 1.43521 | ||
74 | 2009.09.08 08:10 | t/p | 37 | 0.01 | 1.43521 | 1.43221 | 1.43521 | 1.50 | 9998.49 |
75 | 2009.09.09 02:00 | buy | 38 | 0.01 | 1.45034 | 1.44884 | 1.45184 | ||
76 | 2009.09.09 02:16 | s/l | 38 | 0.01 | 1.44884 | 1.44884 | 1.45184 | -1.50 | 9996.99 |
77 | 2009.09.10 01:00 | buy | 39 | 0.01 | 1.45559 | 1.45409 | 1.45709 | ||
78 | 2009.09.10 05:45 | t/p | 39 | 0.01 | 1.45709 | 1.45409 | 1.45709 | 1.50 | 9998.49 |
79 | 2009.09.11 05:00 | buy | 40 | 0.01 | 1.46051 | 1.45901 | 1.46201 | ||
80 | 2009.09.11 07:20 | t/p | 40 | 0.01 | 1.46201 | 1.45901 | 1.46201 | 1.50 | 9999.99 |
81 | 2009.09.11 16:00 | buy | 41 | 0.01 | 1.46101 | 1.45951 | 1.46251 | ||
82 | 2009.09.11 16:10 | s/l | 41 | 0.01 | 1.45951 | 1.45951 | 1.46251 | -1.50 | 9998.49 |
83 | 2009.09.14 10:00 | buy | 42 | 0.01 | 1.45672 | 1.45522 | 1.45822 | ||
84 | 2009.09.14 10:20 | s/l | 42 | 0.01 | 1.45522 | 1.45522 | 1.45822 | -1.50 | 9996.99 |
85 | 2009.09.14 14:00 | buy | 43 | 0.01 | 1.45661 | 1.45511 | 1.45811 | ||
86 | 2009.09.14 14:32 | s/l | 43 | 0.01 | 1.45511 | 1.45511 | 1.45811 | -1.50 | 9995.49 |
87 | 2009.09.15 00:00 | buy | 44 | 0.01 | 1.46299 | 1.46149 | 1.46449 | ||
88 | 2009.09.15 02:07 | t/p | 44 | 0.01 | 1.46449 | 1.46149 | 1.46449 | 1.50 | 9996.99 |
89 | 2009.09.15 08:00 | buy | 45 | 0.01 | 1.46310 | 1.46160 | 1.46460 | ||
90 | 2009.09.15 08:50 | s/l | 45 | 0.01 | 1.46160 | 1.46160 | 1.46460 | -1.50 | 9995.49 |
91 | 2009.09.15 18:00 | buy | 46 | 0.01 | 1.46186 | 1.46036 | 1.46336 | ||
92 | 2009.09.15 18:50 | t/p | 46 | 0.01 | 1.46336 | 1.46036 | 1.46336 | 1.50 | 9996.99 |
93 | 2009.09.18 08:00 | buy | 47 | 0.01 | 1.47281 | 1.47131 | 1.47431 | ||
94 | 2009.09.18 08:40 | s/l | 47 | 0.01 | 1.47131 | 1.47131 | 1.47431 | -1.50 | 9995.49 |
95 | 2009.09.18 14:00 | buy | 48 | 0.01 | 1.47117 | 1.46967 | 1.47267 | ||
96 | 2009.09.18 15:15 | t/p | 48 | 0.01 | 1.47267 | 1.46967 | 1.47267 | 1.50 | 9996.99 |
97 | 2009.09.21 14:00 | buy | 49 | 0.01 | 1.46692 | 1.46542 | 1.46842 | ||
98 | 2009.09.21 14:10 | s/l | 49 | 0.01 | 1.46542 | 1.46542 | 1.46842 | -1.50 | 9995.49 |
99 | 2009.09.21 18:00 | buy | 50 | 0.01 | 1.46920 | 1.46770 | 1.47070 | ||
100 | 2009.09.21 18:26 | s/l | 50 | 0.01 | 1.46770 | 1.46770 | 1.47070 | -1.50 | 9993.99 |
101 | 2009.09.22 01:00 | buy | 51 | 0.01 | 1.46864 | 1.46714 | 1.47014 | ||
102 | 2009.09.22 02:45 | t/p | 51 | 0.01 | 1.47014 | 1.46714 | 1.47014 | 1.50 | 9995.49 |
103 | 2009.09.22 22:00 | buy | 52 | 0.01 | 1.48012 | 1.47862 | 1.48162 | ||
104 | 2009.09.22 23:07 | s/l | 52 | 0.01 | 1.47862 | 1.47862 | 1.48162 | -1.50 | 9993.99 |
105 | 2009.09.23 20:00 | buy | 53 | 0.01 | 1.47880 | 1.47730 | 1.48030 | ||
106 | 2009.09.23 20:15 | t/p | 53 | 0.01 | 1.48030 | 1.47730 | 1.48030 | 1.50 | 9995.49 |
107 | 2009.09.24 04:00 | buy | 54 | 0.01 | 1.47421 | 1.47271 | 1.47571 | ||
108 | 2009.09.24 04:40 | s/l | 54 | 0.01 | 1.47271 | 1.47271 | 1.47571 | -1.50 | 9993.99 |
109 | 2009.09.24 09:00 | buy | 55 | 0.01 | 1.47653 | 1.47503 | 1.47803 | ||
110 | 2009.09.24 09:20 | s/l | 55 | 0.01 | 1.47503 | 1.47503 | 1.47803 | -1.50 | 9992.49 |
111 | 2009.09.25 06:00 | buy | 56 | 0.01 | 1.46577 | 1.46427 | 1.46727 | ||
112 | 2009.09.25 06:40 | t/p | 56 | 0.01 | 1.46727 | 1.46427 | 1.46727 | 1.50 | 9993.99 |
113 | 2009.09.25 18:00 | buy | 57 | 0.01 | 1.46833 | 1.46683 | 1.46983 | ||
114 | 2009.09.25 18:20 | s/l | 57 | 0.01 | 1.46683 | 1.46683 | 1.46983 | -1.50 | 9992.49 |
115 | 2009.09.28 01:00 | buy | 58 | 0.01 | 1.47054 | 1.46904 | 1.47204 | ||
116 | 2009.09.28 02:15 | s/l | 58 | 0.01 | 1.46904 | 1.46904 | 1.47204 | -1.50 | 9990.99 |
117 | 2009.09.28 10:00 | buy | 59 | 0.01 | 1.46102 | 1.45952 | 1.46252 | ||
118 | 2009.09.28 10:45 | t/p | 59 | 0.01 | 1.46252 | 1.45952 | 1.46252 | 1.50 | 9992.49 |
119 | 2009.09.29 01:00 | buy | 60 | 0.01 | 1.46303 | 1.46153 | 1.46453 | ||
120 | 2009.09.29 02:20 | s/l | 60 | 0.01 | 1.46153 | 1.46153 | 1.46453 | -1.50 | 9990.99 |
121 | 2009.09.29 06:00 | buy | 61 | 0.01 | 1.46283 | 1.46133 | 1.46433 | ||
122 | 2009.09.29 07:20 | t/p | 61 | 0.01 | 1.46433 | 1.46133 | 1.46433 | 1.50 | 9992.49 |
123 | 2009.09.29 19:00 | buy | 62 | 0.01 | 1.45823 | 1.45673 | 1.45973 | ||
124 | 2009.09.29 19:20 | s/l | 62 | 0.01 | 1.45673 | 1.45673 | 1.45973 | -1.50 | 9990.99 |
125 | 2009.09.30 19:00 | buy | 63 | 0.01 | 1.46445 | 1.46295 | 1.46595 | ||
126 | 2009.09.30 21:15 | s/l | 63 | 0.01 | 1.46295 | 1.46295 | 1.46595 | -1.50 | 9989.49 |