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=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8231.00 | Gross profit | 5827.00 | Gross loss | -14058.00 |
Profit factor | 0.41 | Expected payoff | -106.90 | ||
Absolute drawdown | 8445.00 | Maximal drawdown | 9557.50 (86.01%) | Relative drawdown | 86.01% (9557.50) |
Total trades | 77 | Short positions (won %) | 77 (19.48%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 15 (19.48%) | Loss trades (% of total) | 62 (80.52%) | ||
Largest | profit trade | 1565.30 | loss trade | -735.00 | |
Average | profit trade | 388.47 | loss trade | -226.74 | |
Maximum | consecutive wins (profit in money) | 3 (442.30) | consecutive losses (loss in money) | 15 (-3046.40) | |
Maximal | consecutive profit (count of wins) | 2039.60 (2) | consecutive loss (count of losses) | -3046.40 (15) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 06:00 | sell | 1 | 1.00 | 1.42339 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 11:00 | close | 1 | 1.00 | 1.42764 | 0.00000 | 0.00000 | -425.00 | 9575.00 |
3 | 2009.08.04 06:00 | sell | 2 | 1.00 | 1.43893 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 10:00 | close | 2 | 1.00 | 1.44049 | 0.00000 | 0.00000 | -156.00 | 9419.00 |
5 | 2009.08.04 13:00 | sell | 3 | 1.00 | 1.43838 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 17:00 | close | 3 | 1.00 | 1.43981 | 0.00000 | 0.00000 | -143.00 | 9276.00 |
7 | 2009.08.04 22:00 | sell | 4 | 1.00 | 1.43968 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 00:00 | close | 4 | 1.00 | 1.44000 | 0.00000 | 0.00000 | -33.70 | 9242.30 |
9 | 2009.08.05 08:00 | sell | 5 | 1.00 | 1.43833 | 0.00000 | 0.00000 | ||
10 | 2009.08.05 14:00 | close | 5 | 1.00 | 1.44187 | 0.00000 | 0.00000 | -354.00 | 8888.30 |
11 | 2009.08.05 17:00 | sell | 6 | 1.00 | 1.43849 | 0.00000 | 0.00000 | ||
12 | 2009.08.05 19:00 | close | 6 | 1.00 | 1.44187 | 0.00000 | 0.00000 | -338.00 | 8550.30 |
13 | 2009.08.06 05:00 | sell | 7 | 1.00 | 1.43945 | 0.00000 | 0.00000 | ||
14 | 2009.08.07 02:00 | close | 7 | 1.00 | 1.43727 | 0.00000 | 0.00000 | 216.30 | 8766.60 |
15 | 2009.08.07 05:00 | sell | 8 | 1.00 | 1.43577 | 0.00000 | 0.00000 | ||
16 | 2009.08.07 07:00 | close | 8 | 1.00 | 1.43665 | 0.00000 | 0.00000 | -88.00 | 8678.60 |
17 | 2009.08.07 10:00 | sell | 9 | 1.00 | 1.43579 | 0.00000 | 0.00000 | ||
18 | 2009.08.07 11:00 | close | 9 | 1.00 | 1.43624 | 0.00000 | 0.00000 | -45.00 | 8633.60 |
19 | 2009.08.07 14:00 | sell | 10 | 1.00 | 1.43562 | 0.00000 | 0.00000 | ||
20 | 2009.08.10 05:00 | close | 10 | 1.00 | 1.42065 | 0.00000 | 0.00000 | 1495.30 | 10128.90 |
21 | 2009.08.10 10:00 | sell | 11 | 1.00 | 1.41922 | 0.00000 | 0.00000 | ||
22 | 2009.08.11 05:00 | close | 11 | 1.00 | 1.41376 | 0.00000 | 0.00000 | 544.30 | 10673.20 |
23 | 2009.08.11 06:00 | sell | 12 | 1.00 | 1.41417 | 0.00000 | 0.00000 | ||
24 | 2009.08.11 09:00 | close | 12 | 1.00 | 1.41676 | 0.00000 | 0.00000 | -259.00 | 10414.20 |
25 | 2009.08.11 15:00 | sell | 13 | 1.00 | 1.41288 | 0.00000 | 0.00000 | ||
26 | 2009.08.11 19:00 | close | 13 | 1.00 | 1.41612 | 0.00000 | 0.00000 | -324.00 | 10090.20 |
27 | 2009.08.12 05:00 | sell | 14 | 1.00 | 1.41432 | 0.00000 | 0.00000 | ||
28 | 2009.08.12 13:00 | close | 14 | 1.00 | 1.41652 | 0.00000 | 0.00000 | -220.00 | 9870.20 |
29 | 2009.08.13 01:00 | sell | 15 | 1.00 | 1.42007 | 0.00000 | 0.00000 | ||
30 | 2009.08.13 02:00 | close | 15 | 1.00 | 1.42181 | 0.00000 | 0.00000 | -174.00 | 9696.20 |
31 | 2009.08.13 21:00 | sell | 16 | 1.00 | 1.42639 | 0.00000 | 0.00000 | ||
32 | 2009.08.13 22:00 | close | 16 | 1.00 | 1.42860 | 0.00000 | 0.00000 | -221.00 | 9475.20 |
33 | 2009.08.14 02:00 | sell | 17 | 1.00 | 1.42736 | 0.00000 | 0.00000 | ||
34 | 2009.08.14 03:00 | close | 17 | 1.00 | 1.42940 | 0.00000 | 0.00000 | -204.00 | 9271.20 |
35 | 2009.08.14 06:00 | sell | 18 | 1.00 | 1.42688 | 0.00000 | 0.00000 | ||
36 | 2009.08.14 11:00 | close | 18 | 1.00 | 1.42847 | 0.00000 | 0.00000 | -159.00 | 9112.20 |
37 | 2009.08.14 16:00 | sell | 19 | 1.00 | 1.42474 | 0.00000 | 0.00000 | ||
38 | 2009.08.17 20:00 | close | 19 | 1.00 | 1.40907 | 0.00000 | 0.00000 | 1565.30 | 10677.50 |
39 | 2009.08.17 21:00 | sell | 20 | 1.00 | 1.40798 | 0.00000 | 0.00000 | ||
40 | 2009.08.18 02:00 | close | 20 | 1.00 | 1.41092 | 0.00000 | 0.00000 | -295.70 | 10381.80 |
41 | 2009.08.18 14:00 | sell | 21 | 1.00 | 1.41053 | 0.00000 | 0.00000 | ||
42 | 2009.08.18 18:00 | close | 21 | 1.00 | 1.41290 | 0.00000 | 0.00000 | -237.00 | 10144.80 |
43 | 2009.08.19 06:00 | sell | 22 | 1.00 | 1.41397 | 0.00000 | 0.00000 | ||
44 | 2009.08.19 07:00 | close | 22 | 1.00 | 1.41560 | 0.00000 | 0.00000 | -163.00 | 9981.80 |
45 | 2009.08.19 08:00 | sell | 23 | 1.00 | 1.41170 | 0.00000 | 0.00000 | ||
46 | 2009.08.19 15:00 | close | 23 | 1.00 | 1.41142 | 0.00000 | 0.00000 | 28.00 | 10009.80 |
47 | 2009.08.20 05:00 | sell | 24 | 1.00 | 1.42096 | 0.00000 | 0.00000 | ||
48 | 2009.08.20 08:00 | close | 24 | 1.00 | 1.42361 | 0.00000 | 0.00000 | -265.00 | 9744.80 |
49 | 2009.08.20 09:00 | sell | 25 | 1.00 | 1.42137 | 0.00000 | 0.00000 | ||
50 | 2009.08.20 10:00 | close | 25 | 1.00 | 1.42226 | 0.00000 | 0.00000 | -89.00 | 9655.80 |
51 | 2009.08.20 11:00 | sell | 26 | 1.00 | 1.42339 | 0.00000 | 0.00000 | ||
52 | 2009.08.20 12:00 | close | 26 | 1.00 | 1.42336 | 0.00000 | 0.00000 | 3.00 | 9658.80 |
53 | 2009.08.21 04:00 | sell | 27 | 1.00 | 1.42424 | 0.00000 | 0.00000 | ||
54 | 2009.08.21 05:00 | close | 27 | 1.00 | 1.42597 | 0.00000 | 0.00000 | -173.00 | 9485.80 |
55 | 2009.08.21 06:00 | sell | 28 | 1.00 | 1.42239 | 0.00000 | 0.00000 | ||
56 | 2009.08.21 10:00 | close | 28 | 1.00 | 1.42974 | 0.00000 | 0.00000 | -735.00 | 8750.80 |
57 | 2009.08.24 08:00 | sell | 29 | 1.00 | 1.43301 | 0.00000 | 0.00000 | ||
58 | 2009.08.24 14:00 | close | 29 | 1.00 | 1.43295 | 0.00000 | 0.00000 | 6.00 | 8756.80 |
59 | 2009.08.24 20:00 | sell | 30 | 1.00 | 1.42996 | 0.00000 | 0.00000 | ||
60 | 2009.08.25 07:00 | close | 30 | 1.00 | 1.43044 | 0.00000 | 0.00000 | -49.70 | 8707.10 |
61 | 2009.08.25 09:00 | sell | 31 | 1.00 | 1.42635 | 0.00000 | 0.00000 | ||
62 | 2009.08.25 13:00 | close | 31 | 1.00 | 1.42889 | 0.00000 | 0.00000 | -254.00 | 8453.10 |
63 | 2009.08.25 20:00 | sell | 32 | 1.00 | 1.43066 | 0.00000 | 0.00000 | ||
64 | 2009.08.26 06:00 | close | 32 | 1.00 | 1.43031 | 0.00000 | 0.00000 | 33.30 | 8486.40 |
65 | 2009.08.26 13:00 | sell | 33 | 1.00 | 1.42968 | 0.00000 | 0.00000 | ||
66 | 2009.08.26 23:00 | close | 33 | 1.00 | 1.42570 | 0.00000 | 0.00000 | 398.00 | 8884.40 |
67 | 2009.08.27 01:00 | sell | 34 | 1.00 | 1.42456 | 0.00000 | 0.00000 | ||
68 | 2009.08.27 06:00 | close | 34 | 1.00 | 1.42445 | 0.00000 | 0.00000 | 11.00 | 8895.40 |
69 | 2009.08.27 16:00 | sell | 35 | 1.00 | 1.42291 | 0.00000 | 0.00000 | ||
70 | 2009.08.27 19:00 | close | 35 | 1.00 | 1.42690 | 0.00000 | 0.00000 | -399.00 | 8496.40 |
71 | 2009.08.28 09:00 | sell | 36 | 1.00 | 1.43288 | 0.00000 | 0.00000 | ||
72 | 2009.08.28 13:00 | close | 36 | 1.00 | 1.43563 | 0.00000 | 0.00000 | -275.00 | 8221.40 |
73 | 2009.08.28 19:00 | sell | 37 | 1.00 | 1.43266 | 0.00000 | 0.00000 | ||
74 | 2009.08.31 12:00 | close | 37 | 1.00 | 1.42934 | 0.00000 | 0.00000 | 330.30 | 8551.70 |
75 | 2009.08.31 13:00 | sell | 38 | 1.00 | 1.42774 | 0.00000 | 0.00000 | ||
76 | 2009.08.31 16:00 | close | 38 | 1.00 | 1.42930 | 0.00000 | 0.00000 | -156.00 | 8395.70 |
77 | 2009.09.01 04:00 | sell | 39 | 1.00 | 1.43341 | 0.00000 | 0.00000 | ||
78 | 2009.09.01 06:00 | close | 39 | 1.00 | 1.43565 | 0.00000 | 0.00000 | -224.00 | 8171.70 |
79 | 2009.09.01 13:00 | sell | 40 | 1.00 | 1.42873 | 0.00000 | 0.00000 | ||
80 | 2009.09.02 08:00 | close | 40 | 1.00 | 1.42267 | 0.00000 | 0.00000 | 604.30 | 8776.00 |
81 | 2009.09.02 14:00 | sell | 41 | 1.00 | 1.42167 | 0.00000 | 0.00000 | ||
82 | 2009.09.02 17:00 | close | 41 | 1.00 | 1.42401 | 0.00000 | 0.00000 | -234.00 | 8542.00 |
83 | 2009.09.03 17:00 | sell | 42 | 1.00 | 1.42577 | 0.00000 | 0.00000 | ||
84 | 2009.09.04 08:00 | close | 42 | 1.00 | 1.42682 | 0.00000 | 0.00000 | -106.70 | 8435.30 |
85 | 2009.09.04 14:00 | sell | 43 | 1.00 | 1.42628 | 0.00000 | 0.00000 | ||
86 | 2009.09.04 19:00 | close | 43 | 1.00 | 1.43084 | 0.00000 | 0.00000 | -456.00 | 7979.30 |
87 | 2009.09.07 15:00 | sell | 44 | 1.00 | 1.43318 | 0.00000 | 0.00000 | ||
88 | 2009.09.07 19:00 | close | 44 | 1.00 | 1.43371 | 0.00000 | 0.00000 | -53.00 | 7926.30 |
89 | 2009.09.07 20:00 | sell | 45 | 1.00 | 1.43293 | 0.00000 | 0.00000 | ||
90 | 2009.09.07 22:00 | close | 45 | 1.00 | 1.43434 | 0.00000 | 0.00000 | -141.00 | 7785.30 |
91 | 2009.09.08 01:00 | sell | 46 | 1.00 | 1.43350 | 0.00000 | 0.00000 | ||
92 | 2009.09.08 03:00 | close | 46 | 1.00 | 1.43416 | 0.00000 | 0.00000 | -66.00 | 7719.30 |
93 | 2009.09.08 04:00 | sell | 47 | 1.00 | 1.43323 | 0.00000 | 0.00000 | ||
94 | 2009.09.08 05:00 | close | 47 | 1.00 | 1.43395 | 0.00000 | 0.00000 | -72.00 | 7647.30 |
95 | 2009.09.08 23:00 | sell | 48 | 1.00 | 1.44772 | 0.00000 | 0.00000 | ||
96 | 2009.09.09 00:00 | close | 48 | 1.00 | 1.44959 | 0.00000 | 0.00000 | -188.70 | 7458.60 |
97 | 2009.09.09 06:00 | sell | 49 | 1.00 | 1.44818 | 0.00000 | 0.00000 | ||
98 | 2009.09.09 12:00 | close | 49 | 1.00 | 1.44981 | 0.00000 | 0.00000 | -163.00 | 7295.60 |
99 | 2009.09.09 22:00 | sell | 50 | 1.00 | 1.45522 | 0.00000 | 0.00000 | ||
100 | 2009.09.09 23:00 | close | 50 | 1.00 | 1.45587 | 0.00000 | 0.00000 | -65.00 | 7230.60 |
101 | 2009.09.10 03:00 | sell | 51 | 1.00 | 1.45551 | 0.00000 | 0.00000 | ||
102 | 2009.09.10 05:00 | close | 51 | 1.00 | 1.45606 | 0.00000 | 0.00000 | -55.00 | 7175.60 |
103 | 2009.09.10 11:00 | sell | 52 | 1.00 | 1.45517 | 0.00000 | 0.00000 | ||
104 | 2009.09.10 15:00 | close | 52 | 1.00 | 1.45748 | 0.00000 | 0.00000 | -231.00 | 6944.60 |
105 | 2009.09.10 16:00 | sell | 53 | 1.00 | 1.45330 | 0.00000 | 0.00000 | ||
106 | 2009.09.10 19:00 | close | 53 | 1.00 | 1.45935 | 0.00000 | 0.00000 | -605.00 | 6339.60 |
107 | 2009.09.11 03:00 | sell | 54 | 1.00 | 1.45715 | 0.00000 | 0.00000 | ||
108 | 2009.09.11 05:00 | close | 54 | 1.00 | 1.46051 | 0.00000 | 0.00000 | -336.00 | 6003.60 |
109 | 2009.09.11 11:00 | sell | 55 | 1.00 | 1.45838 | 0.00000 | 0.00000 | ||
110 | 2009.09.11 14:00 | close | 55 | 1.00 | 1.46112 | 0.00000 | 0.00000 | -274.00 | 5729.60 |
111 | 2009.09.11 19:00 | sell | 56 | 1.00 | 1.45742 | 0.00000 | 0.00000 | ||
112 | 2009.09.14 11:00 | close | 56 | 1.00 | 1.45495 | 0.00000 | 0.00000 | 245.30 | 5974.90 |
113 | 2009.09.14 12:00 | sell | 57 | 1.00 | 1.45357 | 0.00000 | 0.00000 | ||
114 | 2009.09.14 15:00 | close | 57 | 1.00 | 1.45641 | 0.00000 | 0.00000 | -284.00 | 5690.90 |
115 | 2009.09.15 05:00 | sell | 58 | 1.00 | 1.46128 | 0.00000 | 0.00000 | ||
116 | 2009.09.15 08:00 | close | 58 | 1.00 | 1.46310 | 0.00000 | 0.00000 | -182.00 | 5508.90 |
117 | 2009.09.15 10:00 | sell | 59 | 1.00 | 1.45997 | 0.00000 | 0.00000 | ||
118 | 2009.09.15 18:00 | close | 59 | 1.00 | 1.46186 | 0.00000 | 0.00000 | -189.00 | 5319.90 |
119 | 2009.09.16 14:00 | sell | 60 | 1.00 | 1.46742 | 0.00000 | 0.00000 | ||
120 | 2009.09.16 18:00 | close | 60 | 1.00 | 1.46991 | 0.00000 | 0.00000 | -249.00 | 5070.90 |
121 | 2009.09.17 01:00 | sell | 61 | 1.00 | 1.47040 | 0.00000 | 0.00000 | ||
122 | 2009.09.17 03:00 | close | 61 | 1.00 | 1.47127 | 0.00000 | 0.00000 | -87.00 | 4983.90 |
123 | 2009.09.17 14:00 | sell | 62 | 1.00 | 1.47103 | 0.00000 | 0.00000 | ||
124 | 2009.09.17 17:00 | close | 62 | 1.00 | 1.47452 | 0.00000 | 0.00000 | -349.00 | 4634.90 |
125 | 2009.09.17 20:00 | sell | 63 | 1.00 | 1.47235 | 0.00000 | 0.00000 | ||
126 | 2009.09.17 21:00 | close | 63 | 1.00 | 1.47511 | 0.00000 | 0.00000 | -276.00 | 4358.90 |
127 | 2009.09.18 03:00 | sell | 64 | 1.00 | 1.47255 | 0.00000 | 0.00000 | ||
128 | 2009.09.18 08:00 | close | 64 | 1.00 | 1.47281 | 0.00000 | 0.00000 | -26.00 | 4332.90 |
129 | 2009.09.18 09:00 | sell | 65 | 1.00 | 1.46978 | 0.00000 | 0.00000 | ||
130 | 2009.09.18 14:00 | close | 65 | 1.00 | 1.47117 | 0.00000 | 0.00000 | -139.00 | 4193.90 |
131 | 2009.09.18 22:00 | sell | 66 | 1.00 | 1.47010 | 0.00000 | 0.00000 | ||
132 | 2009.09.21 18:00 | close | 66 | 1.00 | 1.46920 | 0.00000 | 0.00000 | 88.30 | 4282.20 |
133 | 2009.09.23 09:00 | sell | 67 | 1.00 | 1.47855 | 0.00000 | 0.00000 | ||
134 | 2009.09.23 21:00 | close | 67 | 1.00 | 1.47992 | 0.00000 | 0.00000 | -137.00 | 4145.20 |
135 | 2009.09.23 22:00 | sell | 68 | 1.00 | 1.47418 | 0.00000 | 0.00000 | ||
136 | 2009.09.24 04:00 | close | 68 | 1.00 | 1.47421 | 0.00000 | 0.00000 | -8.10 | 4137.10 |
137 | 2009.09.24 05:00 | sell | 69 | 1.00 | 1.47247 | 0.00000 | 0.00000 | ||
138 | 2009.09.24 09:00 | close | 69 | 1.00 | 1.47653 | 0.00000 | 0.00000 | -406.00 | 3731.10 |
139 | 2009.09.24 17:00 | sell | 70 | 1.00 | 1.47068 | 0.00000 | 0.00000 | ||
140 | 2009.09.25 07:00 | close | 70 | 1.00 | 1.46808 | 0.00000 | 0.00000 | 258.30 | 3989.40 |
141 | 2009.09.25 15:00 | sell | 71 | 1.00 | 1.46430 | 0.00000 | 0.00000 | ||
142 | 2009.09.25 18:00 | close | 71 | 1.00 | 1.46833 | 0.00000 | 0.00000 | -403.00 | 3586.40 |
143 | 2009.09.25 20:00 | sell | 72 | 1.00 | 1.46683 | 0.00000 | 0.00000 | ||
144 | 2009.09.28 01:00 | close | 72 | 1.00 | 1.47054 | 0.00000 | 0.00000 | -372.70 | 3213.70 |
145 | 2009.09.28 04:00 | sell | 73 | 1.00 | 1.45852 | 0.00000 | 0.00000 | ||
146 | 2009.09.28 11:00 | close | 73 | 1.00 | 1.46296 | 0.00000 | 0.00000 | -444.00 | 2769.70 |
147 | 2009.09.28 19:00 | sell | 74 | 1.00 | 1.46150 | 0.00000 | 0.00000 | ||
148 | 2009.09.29 01:00 | close | 74 | 1.00 | 1.46303 | 0.00000 | 0.00000 | -154.70 | 2615.00 |
149 | 2009.09.29 03:00 | sell | 75 | 1.00 | 1.45938 | 0.00000 | 0.00000 | ||
150 | 2009.09.29 06:00 | close | 75 | 1.00 | 1.46283 | 0.00000 | 0.00000 | -345.00 | 2270.00 |
151 | 2009.09.29 10:00 | sell | 76 | 1.00 | 1.45775 | 0.00000 | 0.00000 | ||
152 | 2009.09.29 20:00 | close | 76 | 1.00 | 1.45830 | 0.00000 | 0.00000 | -55.00 | 2215.00 |
153 | 2009.09.30 16:00 | sell | 77 | 1.00 | 1.45999 | 0.00000 | 0.00000 | ||
154 | 2009.09.30 19:00 | close | 77 | 1.00 | 1.46445 | 0.00000 | 0.00000 | -446.00 | 1769.00 |