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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15.07 | Gross profit | 35.85 | Gross loss | -20.78 |
Profit factor | 1.72 | Expected payoff | 0.41 | ||
Absolute drawdown | 29.82 | Maximal drawdown | 40.23 (0.40%) | Relative drawdown | 0.40% (40.23) |
Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (97.30%) |
Profit trades (% of total) | 36 (97.30%) | Loss trades (% of total) | 1 (2.70%) | ||
Largest | profit trade | 1.00 | loss trade | -20.78 | |
Average | profit trade | 1.00 | loss trade | -20.78 | |
Maximum | consecutive wins (profit in money) | 36 (35.85) | consecutive losses (loss in money) | 1 (-20.78) | |
Maximal | consecutive profit (count of wins) | 35.85 (36) | consecutive loss (count of losses) | -20.78 (1) | |
Average | consecutive wins | 36 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 0.01 | 1.42529 | 0.00000 | 1.42629 | ||
2 | 2009.08.03 01:10 | t/p | 1 | 0.01 | 1.42629 | 0.00000 | 1.42629 | 1.00 | 10001.00 |
3 | 2009.08.03 01:10 | buy | 2 | 0.01 | 1.42703 | 0.00000 | 1.42803 | ||
4 | 2009.08.03 01:20 | t/p | 2 | 0.01 | 1.42803 | 0.00000 | 1.42803 | 1.00 | 10002.00 |
5 | 2009.08.03 01:20 | buy | 3 | 0.01 | 1.42930 | 0.00000 | 1.43030 | ||
6 | 2009.08.03 01:32 | t/p | 3 | 0.01 | 1.43030 | 0.00000 | 1.43030 | 1.00 | 10003.00 |
7 | 2009.08.03 01:32 | buy | 4 | 0.01 | 1.43085 | 0.00000 | 1.43185 | ||
8 | 2009.08.03 13:50 | t/p | 4 | 0.01 | 1.43185 | 0.00000 | 1.43185 | 1.00 | 10004.00 |
9 | 2009.08.03 13:50 | buy | 5 | 0.01 | 1.43267 | 0.00000 | 1.43367 | ||
10 | 2009.08.03 15:32 | t/p | 5 | 0.01 | 1.43367 | 0.00000 | 1.43367 | 1.00 | 10005.00 |
11 | 2009.08.03 15:32 | buy | 6 | 0.01 | 1.43519 | 0.00000 | 1.43619 | ||
12 | 2009.08.03 16:10 | t/p | 6 | 0.01 | 1.43619 | 0.00000 | 1.43619 | 1.00 | 10006.00 |
13 | 2009.08.03 16:10 | buy | 7 | 0.01 | 1.43662 | 0.00000 | 1.43762 | ||
14 | 2009.08.03 16:15 | t/p | 7 | 0.01 | 1.43762 | 0.00000 | 1.43762 | 1.00 | 10007.00 |
15 | 2009.08.03 16:15 | buy | 8 | 0.01 | 1.43911 | 0.00000 | 1.44011 | ||
16 | 2009.08.03 16:20 | t/p | 8 | 0.01 | 1.44011 | 0.00000 | 1.44011 | 1.00 | 10008.00 |
17 | 2009.08.03 16:20 | buy | 9 | 0.01 | 1.44160 | 0.00000 | 1.44260 | ||
18 | 2009.08.03 17:07 | t/p | 9 | 0.01 | 1.44260 | 0.00000 | 1.44260 | 1.00 | 10009.00 |
19 | 2009.08.03 17:07 | buy | 10 | 0.01 | 1.44301 | 0.00000 | 1.44401 | ||
20 | 2009.08.03 18:02 | t/p | 10 | 0.01 | 1.44401 | 0.00000 | 1.44401 | 1.00 | 10010.00 |
21 | 2009.08.03 18:02 | buy | 11 | 0.01 | 1.44426 | 0.00000 | 1.44526 | ||
22 | 2009.09.08 11:45 | t/p | 11 | 0.01 | 1.44526 | 0.00000 | 1.44526 | 0.89 | 10010.89 |
23 | 2009.09.08 11:45 | buy | 12 | 0.01 | 1.44618 | 0.00000 | 1.44718 | ||
24 | 2009.09.08 11:50 | t/p | 12 | 0.01 | 1.44718 | 0.00000 | 1.44718 | 1.00 | 10011.89 |
25 | 2009.09.08 11:50 | buy | 13 | 0.01 | 1.44747 | 0.00000 | 1.44847 | ||
26 | 2009.09.08 12:20 | t/p | 13 | 0.01 | 1.44847 | 0.00000 | 1.44847 | 1.00 | 10012.89 |
27 | 2009.09.08 12:20 | buy | 14 | 0.01 | 1.44944 | 0.00000 | 1.45044 | ||
28 | 2009.09.08 15:07 | t/p | 14 | 0.01 | 1.45044 | 0.00000 | 1.45044 | 1.00 | 10013.89 |
29 | 2009.09.08 15:07 | buy | 15 | 0.01 | 1.45087 | 0.00000 | 1.45187 | ||
30 | 2009.09.08 16:50 | t/p | 15 | 0.01 | 1.45187 | 0.00000 | 1.45187 | 1.00 | 10014.89 |
31 | 2009.09.08 16:50 | buy | 16 | 0.01 | 1.45242 | 0.00000 | 1.45342 | ||
32 | 2009.09.08 18:50 | t/p | 16 | 0.01 | 1.45342 | 0.00000 | 1.45342 | 1.00 | 10015.89 |
33 | 2009.09.08 18:50 | buy | 17 | 0.01 | 1.45368 | 0.00000 | 1.45468 | ||
34 | 2009.09.09 14:20 | t/p | 17 | 0.01 | 1.45468 | 0.00000 | 1.45468 | 1.00 | 10016.89 |
35 | 2009.09.09 14:20 | buy | 18 | 0.01 | 1.45511 | 0.00000 | 1.45611 | ||
36 | 2009.09.09 14:50 | t/p | 18 | 0.01 | 1.45611 | 0.00000 | 1.45611 | 1.00 | 10017.89 |
37 | 2009.09.09 14:50 | buy | 19 | 0.01 | 1.45644 | 0.00000 | 1.45744 | ||
38 | 2009.09.09 15:15 | t/p | 19 | 0.01 | 1.45744 | 0.00000 | 1.45744 | 1.00 | 10018.89 |
39 | 2009.09.09 15:15 | buy | 20 | 0.01 | 1.45776 | 0.00000 | 1.45876 | ||
40 | 2009.09.09 16:20 | t/p | 20 | 0.01 | 1.45876 | 0.00000 | 1.45876 | 1.00 | 10019.89 |
41 | 2009.09.09 16:20 | buy | 21 | 0.01 | 1.45958 | 0.00000 | 1.46058 | ||
42 | 2009.09.10 14:50 | t/p | 21 | 0.01 | 1.46058 | 0.00000 | 1.46058 | 0.99 | 10020.88 |
43 | 2009.09.10 14:50 | buy | 22 | 0.01 | 1.46092 | 0.00000 | 1.46192 | ||
44 | 2009.09.11 07:20 | t/p | 22 | 0.01 | 1.46192 | 0.00000 | 1.46192 | 1.00 | 10021.88 |
45 | 2009.09.11 07:20 | buy | 23 | 0.01 | 1.46232 | 0.00000 | 1.46332 | ||
46 | 2009.09.11 15:37 | t/p | 23 | 0.01 | 1.46332 | 0.00000 | 1.46332 | 1.00 | 10022.88 |
47 | 2009.09.11 15:37 | buy | 24 | 0.01 | 1.46357 | 0.00000 | 1.46457 | ||
48 | 2009.09.14 16:50 | t/p | 24 | 0.01 | 1.46457 | 0.00000 | 1.46457 | 1.00 | 10023.87 |
49 | 2009.09.14 16:50 | buy | 25 | 0.01 | 1.46493 | 0.00000 | 1.46593 | ||
50 | 2009.09.15 19:45 | t/p | 25 | 0.01 | 1.46593 | 0.00000 | 1.46593 | 1.00 | 10024.87 |
51 | 2009.09.15 19:45 | buy | 26 | 0.01 | 1.46733 | 0.00000 | 1.46833 | ||
52 | 2009.09.15 19:50 | t/p | 26 | 0.01 | 1.46833 | 0.00000 | 1.46833 | 1.00 | 10025.87 |
53 | 2009.09.15 19:50 | buy | 27 | 0.01 | 1.46877 | 0.00000 | 1.46977 | ||
54 | 2009.09.16 09:15 | t/p | 27 | 0.01 | 1.46977 | 0.00000 | 1.46977 | 1.00 | 10026.87 |
55 | 2009.09.16 09:15 | buy | 28 | 0.01 | 1.47033 | 0.00000 | 1.47133 | ||
56 | 2009.09.16 18:15 | t/p | 28 | 0.01 | 1.47133 | 0.00000 | 1.47133 | 1.00 | 10027.87 |
57 | 2009.09.16 18:15 | buy | 29 | 0.01 | 1.47250 | 0.00000 | 1.47350 | ||
58 | 2009.09.16 20:37 | t/p | 29 | 0.01 | 1.47350 | 0.00000 | 1.47350 | 1.00 | 10028.87 |
59 | 2009.09.16 20:37 | buy | 30 | 0.01 | 1.47386 | 0.00000 | 1.47486 | ||
60 | 2009.09.17 08:20 | t/p | 30 | 0.01 | 1.47486 | 0.00000 | 1.47486 | 0.99 | 10029.86 |
61 | 2009.09.17 08:20 | buy | 31 | 0.01 | 1.47556 | 0.00000 | 1.47656 | ||
62 | 2009.09.17 08:50 | t/p | 31 | 0.01 | 1.47656 | 0.00000 | 1.47656 | 1.00 | 10030.86 |
63 | 2009.09.17 08:50 | buy | 32 | 0.01 | 1.47691 | 0.00000 | 1.47791 | ||
64 | 2009.09.22 09:20 | t/p | 32 | 0.01 | 1.47791 | 0.00000 | 1.47791 | 0.99 | 10031.85 |
65 | 2009.09.22 09:20 | buy | 33 | 0.01 | 1.47832 | 0.00000 | 1.47932 | ||
66 | 2009.09.22 10:20 | t/p | 33 | 0.01 | 1.47932 | 0.00000 | 1.47932 | 1.00 | 10032.85 |
67 | 2009.09.22 10:20 | buy | 34 | 0.01 | 1.48003 | 0.00000 | 1.48103 | ||
68 | 2009.09.22 11:50 | t/p | 34 | 0.01 | 1.48103 | 0.00000 | 1.48103 | 1.00 | 10033.85 |
69 | 2009.09.22 11:50 | buy | 35 | 0.01 | 1.48140 | 0.00000 | 1.48240 | ||
70 | 2009.09.23 01:15 | t/p | 35 | 0.01 | 1.48240 | 0.00000 | 1.48240 | 1.00 | 10034.85 |
71 | 2009.09.23 01:15 | buy | 36 | 0.01 | 1.48310 | 0.00000 | 1.48410 | ||
72 | 2009.09.23 01:20 | t/p | 36 | 0.01 | 1.48410 | 0.00000 | 1.48410 | 1.00 | 10035.85 |
73 | 2009.09.23 01:20 | buy | 37 | 0.01 | 1.48441 | 0.00000 | 1.48541 | ||
74 | 2009.09.30 23:59 | close at stop | 37 | 0.01 | 1.46365 | 0.00000 | 1.48541 | -20.78 | 10015.07 |