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 | UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9063.70 | Gross profit | 9429.90 | Gross loss | -18493.60 |
Profit factor | 0.51 | Expected payoff | -111.90 | ||
Absolute drawdown | 9110.70 | Maximal drawdown | 9452.70 (91.40%) | Relative drawdown | 91.40% (9452.70) |
Total trades | 81 | Short positions (won %) | 39 (20.51%) | Long positions (won %) | 42 (21.43%) |
Profit trades (% of total) | 17 (20.99%) | Loss trades (% of total) | 64 (79.01%) | ||
Largest | profit trade | 1422.70 | loss trade | -1019.00 | |
Average | profit trade | 554.70 | loss trade | -288.96 | |
Maximum | consecutive wins (profit in money) | 2 (186.40) | consecutive losses (loss in money) | 15 (-4675.50) | |
Maximal | consecutive profit (count of wins) | 1422.70 (1) | consecutive loss (count of losses) | -4675.50 (15) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 02:00 | buy | 1 | 1.00 | 1.42887 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 09:00 | close | 1 | 1.00 | 1.42086 | 0.00000 | 0.00000 | -801.00 | 9199.00 |
3 | 2009.08.03 10:00 | sell | 2 | 1.00 | 1.42273 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 11:00 | close | 2 | 1.00 | 1.42764 | 0.00000 | 0.00000 | -491.00 | 8708.00 |
5 | 2009.08.03 12:00 | buy | 3 | 1.00 | 1.42802 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 07:00 | close | 3 | 1.00 | 1.43836 | 0.00000 | 0.00000 | 1033.70 | 9741.70 |
7 | 2009.08.04 08:00 | sell | 4 | 1.00 | 1.43915 | 0.00000 | 0.00000 | ||
8 | 2009.08.04 09:00 | close | 4 | 1.00 | 1.44188 | 0.00000 | 0.00000 | -273.00 | 9468.70 |
9 | 2009.08.04 10:00 | buy | 5 | 1.00 | 1.44049 | 0.00000 | 0.00000 | ||
10 | 2009.08.04 13:00 | close | 5 | 1.00 | 1.43838 | 0.00000 | 0.00000 | -211.00 | 9257.70 |
11 | 2009.08.04 14:00 | sell | 6 | 1.00 | 1.43777 | 0.00000 | 0.00000 | ||
12 | 2009.08.04 18:00 | close | 6 | 1.00 | 1.44016 | 0.00000 | 0.00000 | -239.00 | 9018.70 |
13 | 2009.08.04 19:00 | buy | 7 | 1.00 | 1.44316 | 0.00000 | 0.00000 | ||
14 | 2009.08.04 21:00 | close | 7 | 1.00 | 1.43873 | 0.00000 | 0.00000 | -443.00 | 8575.70 |
15 | 2009.08.04 22:00 | sell | 8 | 1.00 | 1.43968 | 0.00000 | 0.00000 | ||
16 | 2009.08.04 23:00 | close | 8 | 1.00 | 1.44096 | 0.00000 | 0.00000 | -128.00 | 8447.70 |
17 | 2009.08.05 00:00 | buy | 9 | 1.00 | 1.44000 | 0.00000 | 0.00000 | ||
18 | 2009.08.05 01:00 | close | 9 | 1.00 | 1.43959 | 0.00000 | 0.00000 | -41.00 | 8406.70 |
19 | 2009.08.05 02:00 | buy | 10 | 1.00 | 1.44171 | 0.00000 | 0.00000 | ||
20 | 2009.08.05 08:00 | close | 10 | 1.00 | 1.43833 | 0.00000 | 0.00000 | -338.00 | 8068.70 |
21 | 2009.08.05 09:00 | sell | 11 | 1.00 | 1.43816 | 0.00000 | 0.00000 | ||
22 | 2009.08.05 14:00 | close | 11 | 1.00 | 1.44187 | 0.00000 | 0.00000 | -371.00 | 7697.70 |
23 | 2009.08.05 15:00 | buy | 12 | 1.00 | 1.43991 | 0.00000 | 0.00000 | ||
24 | 2009.08.05 16:00 | close | 12 | 1.00 | 1.43865 | 0.00000 | 0.00000 | -126.00 | 7571.70 |
25 | 2009.08.05 17:00 | sell | 13 | 1.00 | 1.43849 | 0.00000 | 0.00000 | ||
26 | 2009.08.05 19:00 | close | 13 | 1.00 | 1.44187 | 0.00000 | 0.00000 | -338.00 | 7233.70 |
27 | 2009.08.05 20:00 | buy | 14 | 1.00 | 1.44261 | 0.00000 | 0.00000 | ||
28 | 2009.08.06 05:00 | close | 14 | 1.00 | 1.43945 | 0.00000 | 0.00000 | -316.90 | 6916.80 |
29 | 2009.08.06 06:00 | sell | 15 | 1.00 | 1.43986 | 0.00000 | 0.00000 | ||
30 | 2009.08.07 03:00 | close | 15 | 1.00 | 1.43635 | 0.00000 | 0.00000 | 349.30 | 7266.10 |
31 | 2009.08.07 04:00 | sell | 16 | 1.00 | 1.43510 | 0.00000 | 0.00000 | ||
32 | 2009.08.07 06:00 | close | 16 | 1.00 | 1.43628 | 0.00000 | 0.00000 | -118.00 | 7148.10 |
33 | 2009.08.07 07:00 | buy | 17 | 1.00 | 1.43665 | 0.00000 | 0.00000 | ||
34 | 2009.08.07 08:00 | close | 17 | 1.00 | 1.43522 | 0.00000 | 0.00000 | -143.00 | 7005.10 |
35 | 2009.08.07 09:00 | buy | 18 | 1.00 | 1.43672 | 0.00000 | 0.00000 | ||
36 | 2009.08.07 14:00 | close | 18 | 1.00 | 1.43562 | 0.00000 | 0.00000 | -110.00 | 6895.10 |
37 | 2009.08.07 15:00 | sell | 19 | 1.00 | 1.43227 | 0.00000 | 0.00000 | ||
38 | 2009.08.10 08:00 | close | 19 | 1.00 | 1.42162 | 0.00000 | 0.00000 | 1063.30 | 7958.40 |
39 | 2009.08.10 09:00 | buy | 20 | 1.00 | 1.42070 | 0.00000 | 0.00000 | ||
40 | 2009.08.10 10:00 | close | 20 | 1.00 | 1.41922 | 0.00000 | 0.00000 | -148.00 | 7810.40 |
41 | 2009.08.10 11:00 | sell | 21 | 1.00 | 1.41940 | 0.00000 | 0.00000 | ||
42 | 2009.08.11 09:00 | close | 21 | 1.00 | 1.41676 | 0.00000 | 0.00000 | 262.30 | 8072.70 |
43 | 2009.08.11 10:00 | buy | 22 | 1.00 | 1.41690 | 0.00000 | 0.00000 | ||
44 | 2009.08.11 15:00 | close | 22 | 1.00 | 1.41288 | 0.00000 | 0.00000 | -402.00 | 7670.70 |
45 | 2009.08.11 16:00 | sell | 23 | 1.00 | 1.41270 | 0.00000 | 0.00000 | ||
46 | 2009.08.11 22:00 | close | 23 | 1.00 | 1.41527 | 0.00000 | 0.00000 | -257.00 | 7413.70 |
47 | 2009.08.11 23:00 | buy | 24 | 1.00 | 1.41527 | 0.00000 | 0.00000 | ||
48 | 2009.08.12 05:00 | close | 24 | 1.00 | 1.41432 | 0.00000 | 0.00000 | -95.30 | 7318.40 |
49 | 2009.08.12 06:00 | sell | 25 | 1.00 | 1.41439 | 0.00000 | 0.00000 | ||
50 | 2009.08.12 13:00 | close | 25 | 1.00 | 1.41652 | 0.00000 | 0.00000 | -213.00 | 7105.40 |
51 | 2009.08.12 14:00 | buy | 26 | 1.00 | 1.41456 | 0.00000 | 0.00000 | ||
52 | 2009.08.14 06:00 | close | 26 | 1.00 | 1.42688 | 0.00000 | 0.00000 | 1230.80 | 8336.20 |
53 | 2009.08.14 07:00 | sell | 27 | 1.00 | 1.42636 | 0.00000 | 0.00000 | ||
54 | 2009.08.14 12:00 | close | 27 | 1.00 | 1.42782 | 0.00000 | 0.00000 | -146.00 | 8190.20 |
55 | 2009.08.14 13:00 | sell | 28 | 1.00 | 1.42703 | 0.00000 | 0.00000 | ||
56 | 2009.08.14 14:00 | close | 28 | 1.00 | 1.43011 | 0.00000 | 0.00000 | -308.00 | 7882.20 |
57 | 2009.08.14 15:00 | buy | 29 | 1.00 | 1.42700 | 0.00000 | 0.00000 | ||
58 | 2009.08.14 16:00 | close | 29 | 1.00 | 1.42474 | 0.00000 | 0.00000 | -226.00 | 7656.20 |
59 | 2009.08.14 17:00 | sell | 30 | 1.00 | 1.42350 | 0.00000 | 0.00000 | ||
60 | 2009.08.18 02:00 | close | 30 | 1.00 | 1.41092 | 0.00000 | 0.00000 | 1254.60 | 8910.80 |
61 | 2009.08.18 03:00 | buy | 31 | 1.00 | 1.41061 | 0.00000 | 0.00000 | ||
62 | 2009.08.18 15:00 | close | 31 | 1.00 | 1.40798 | 0.00000 | 0.00000 | -263.00 | 8647.80 |
63 | 2009.08.18 16:00 | sell | 32 | 1.00 | 1.40814 | 0.00000 | 0.00000 | ||
64 | 2009.08.18 18:00 | close | 32 | 1.00 | 1.41290 | 0.00000 | 0.00000 | -476.00 | 8171.80 |
65 | 2009.08.18 19:00 | buy | 33 | 1.00 | 1.41243 | 0.00000 | 0.00000 | ||
66 | 2009.08.19 08:00 | close | 33 | 1.00 | 1.41170 | 0.00000 | 0.00000 | -73.30 | 8098.50 |
67 | 2009.08.19 09:00 | sell | 34 | 1.00 | 1.41021 | 0.00000 | 0.00000 | ||
68 | 2009.08.19 16:00 | close | 34 | 1.00 | 1.41509 | 0.00000 | 0.00000 | -488.00 | 7610.50 |
69 | 2009.08.19 17:00 | buy | 35 | 1.00 | 1.42182 | 0.00000 | 0.00000 | ||
70 | 2009.08.20 09:00 | close | 35 | 1.00 | 1.42137 | 0.00000 | 0.00000 | -45.90 | 7564.60 |
71 | 2009.08.20 10:00 | sell | 36 | 1.00 | 1.42202 | 0.00000 | 0.00000 | ||
72 | 2009.08.20 11:00 | close | 36 | 1.00 | 1.42363 | 0.00000 | 0.00000 | -161.00 | 7403.60 |
73 | 2009.08.20 12:00 | buy | 37 | 1.00 | 1.42336 | 0.00000 | 0.00000 | ||
74 | 2009.08.21 06:00 | close | 37 | 1.00 | 1.42239 | 0.00000 | 0.00000 | -97.30 | 7306.30 |
75 | 2009.08.21 07:00 | sell | 38 | 1.00 | 1.42134 | 0.00000 | 0.00000 | ||
76 | 2009.08.21 10:00 | close | 38 | 1.00 | 1.42974 | 0.00000 | 0.00000 | -840.00 | 6466.30 |
77 | 2009.08.21 11:00 | buy | 39 | 1.00 | 1.42989 | 0.00000 | 0.00000 | ||
78 | 2009.08.24 09:00 | close | 39 | 1.00 | 1.42949 | 0.00000 | 0.00000 | -40.30 | 6426.00 |
79 | 2009.08.24 10:00 | sell | 40 | 1.00 | 1.42977 | 0.00000 | 0.00000 | ||
80 | 2009.08.24 15:00 | close | 40 | 1.00 | 1.43316 | 0.00000 | 0.00000 | -339.00 | 6087.00 |
81 | 2009.08.24 16:00 | buy | 41 | 1.00 | 1.43361 | 0.00000 | 0.00000 | ||
82 | 2009.08.24 20:00 | close | 41 | 1.00 | 1.42996 | 0.00000 | 0.00000 | -365.00 | 5722.00 |
83 | 2009.08.24 21:00 | sell | 42 | 1.00 | 1.42879 | 0.00000 | 0.00000 | ||
84 | 2009.08.25 14:00 | close | 42 | 1.00 | 1.43355 | 0.00000 | 0.00000 | -477.70 | 5244.30 |
85 | 2009.08.25 15:00 | buy | 43 | 1.00 | 1.43426 | 0.00000 | 0.00000 | ||
86 | 2009.08.25 23:00 | close | 43 | 1.00 | 1.42960 | 0.00000 | 0.00000 | -466.00 | 4778.30 |
87 | 2009.08.26 00:00 | sell | 44 | 1.00 | 1.42978 | 0.00000 | 0.00000 | ||
88 | 2009.08.26 08:00 | close | 44 | 1.00 | 1.43180 | 0.00000 | 0.00000 | -202.00 | 4576.30 |
89 | 2009.08.26 09:00 | buy | 45 | 1.00 | 1.43119 | 0.00000 | 0.00000 | ||
90 | 2009.08.26 14:00 | close | 45 | 1.00 | 1.42778 | 0.00000 | 0.00000 | -341.00 | 4235.30 |
91 | 2009.08.26 15:00 | sell | 46 | 1.00 | 1.42778 | 0.00000 | 0.00000 | ||
92 | 2009.08.27 07:00 | close | 46 | 1.00 | 1.42520 | 0.00000 | 0.00000 | 252.90 | 4488.20 |
93 | 2009.08.27 08:00 | buy | 47 | 1.00 | 1.42481 | 0.00000 | 0.00000 | ||
94 | 2009.08.27 16:00 | close | 47 | 1.00 | 1.42291 | 0.00000 | 0.00000 | -190.00 | 4298.20 |
95 | 2009.08.27 17:00 | sell | 48 | 1.00 | 1.42248 | 0.00000 | 0.00000 | ||
96 | 2009.08.27 18:00 | close | 48 | 1.00 | 1.42738 | 0.00000 | 0.00000 | -490.00 | 3808.20 |
97 | 2009.08.27 19:00 | buy | 49 | 1.00 | 1.42690 | 0.00000 | 0.00000 | ||
98 | 2009.08.28 10:00 | close | 49 | 1.00 | 1.43308 | 0.00000 | 0.00000 | 617.70 | 4425.90 |
99 | 2009.08.28 11:00 | buy | 50 | 1.00 | 1.43591 | 0.00000 | 0.00000 | ||
100 | 2009.08.28 19:00 | close | 50 | 1.00 | 1.43266 | 0.00000 | 0.00000 | -325.00 | 4100.90 |
101 | 2009.08.28 20:00 | sell | 51 | 1.00 | 1.43429 | 0.00000 | 0.00000 | ||
102 | 2009.08.31 17:00 | close | 51 | 1.00 | 1.43510 | 0.00000 | 0.00000 | -82.70 | 4018.20 |
103 | 2009.08.31 18:00 | buy | 52 | 1.00 | 1.43550 | 0.00000 | 0.00000 | ||
104 | 2009.09.01 13:00 | close | 52 | 1.00 | 1.42873 | 0.00000 | 0.00000 | -677.30 | 3340.90 |
105 | 2009.09.01 14:00 | sell | 53 | 1.00 | 1.43101 | 0.00000 | 0.00000 | ||
106 | 2009.09.02 09:00 | close | 53 | 1.00 | 1.42439 | 0.00000 | 0.00000 | 660.30 | 4001.20 |
107 | 2009.09.02 10:00 | sell | 54 | 1.00 | 1.42128 | 0.00000 | 0.00000 | ||
108 | 2009.09.02 11:00 | close | 54 | 1.00 | 1.42293 | 0.00000 | 0.00000 | -165.00 | 3836.20 |
109 | 2009.09.02 12:00 | buy | 55 | 1.00 | 1.42286 | 0.00000 | 0.00000 | ||
110 | 2009.09.02 14:00 | close | 55 | 1.00 | 1.42167 | 0.00000 | 0.00000 | -119.00 | 3717.20 |
111 | 2009.09.02 15:00 | sell | 56 | 1.00 | 1.42103 | 0.00000 | 0.00000 | ||
112 | 2009.09.02 17:00 | close | 56 | 1.00 | 1.42401 | 0.00000 | 0.00000 | -298.00 | 3419.20 |
113 | 2009.09.02 18:00 | buy | 57 | 1.00 | 1.42466 | 0.00000 | 0.00000 | ||
114 | 2009.09.03 17:00 | close | 57 | 1.00 | 1.42577 | 0.00000 | 0.00000 | 110.10 | 3529.30 |
115 | 2009.09.03 18:00 | sell | 58 | 1.00 | 1.42760 | 0.00000 | 0.00000 | ||
116 | 2009.09.04 08:00 | close | 58 | 1.00 | 1.42682 | 0.00000 | 0.00000 | 76.30 | 3605.60 |
117 | 2009.09.04 09:00 | buy | 59 | 1.00 | 1.42896 | 0.00000 | 0.00000 | ||
118 | 2009.09.04 15:00 | close | 59 | 1.00 | 1.42181 | 0.00000 | 0.00000 | -715.00 | 2890.60 |
119 | 2009.09.04 16:00 | sell | 60 | 1.00 | 1.42065 | 0.00000 | 0.00000 | ||
120 | 2009.09.04 19:00 | close | 60 | 1.00 | 1.43084 | 0.00000 | 0.00000 | -1019.00 | 1871.60 |
121 | 2009.09.04 20:00 | buy | 61 | 1.00 | 1.43126 | 0.00000 | 0.00000 | ||
122 | 2009.09.07 20:00 | close | 61 | 1.00 | 1.43293 | 0.00000 | 0.00000 | 166.70 | 2038.30 |
123 | 2009.09.07 21:00 | buy | 62 | 1.00 | 1.43392 | 0.00000 | 0.00000 | ||
124 | 2009.09.08 02:00 | close | 62 | 1.00 | 1.43331 | 0.00000 | 0.00000 | -61.30 | 1977.00 |
125 | 2009.09.08 03:00 | buy | 63 | 1.00 | 1.43416 | 0.00000 | 0.00000 | ||
126 | 2009.09.08 04:00 | close | 63 | 1.00 | 1.43323 | 0.00000 | 0.00000 | -93.00 | 1884.00 |
127 | 2009.09.08 05:00 | buy | 64 | 1.00 | 1.43395 | 0.00000 | 0.00000 | ||
128 | 2009.09.09 06:00 | close | 64 | 1.00 | 1.44818 | 0.00000 | 0.00000 | 1422.70 | 3306.70 |
129 | 2009.09.09 07:00 | sell | 65 | 1.00 | 1.44838 | 0.00000 | 0.00000 | ||
130 | 2009.09.09 08:00 | close | 65 | 1.00 | 1.45162 | 0.00000 | 0.00000 | -324.00 | 2982.70 |
131 | 2009.09.09 09:00 | sell | 66 | 1.00 | 1.44831 | 0.00000 | 0.00000 | ||
132 | 2009.09.09 12:00 | close | 66 | 1.00 | 1.44981 | 0.00000 | 0.00000 | -150.00 | 2832.70 |
133 | 2009.09.09 13:00 | buy | 67 | 1.00 | 1.44960 | 0.00000 | 0.00000 | ||
134 | 2009.09.10 12:00 | close | 67 | 1.00 | 1.45378 | 0.00000 | 0.00000 | 417.10 | 3249.80 |
135 | 2009.09.10 13:00 | sell | 68 | 1.00 | 1.45390 | 0.00000 | 0.00000 | ||
136 | 2009.09.10 15:00 | close | 68 | 1.00 | 1.45748 | 0.00000 | 0.00000 | -358.00 | 2891.80 |
137 | 2009.09.10 16:00 | sell | 69 | 1.00 | 1.45330 | 0.00000 | 0.00000 | ||
138 | 2009.09.10 18:00 | close | 69 | 1.00 | 1.45690 | 0.00000 | 0.00000 | -360.00 | 2531.80 |
139 | 2009.09.10 19:00 | buy | 70 | 1.00 | 1.45935 | 0.00000 | 0.00000 | ||
140 | 2009.09.11 12:00 | close | 70 | 1.00 | 1.45877 | 0.00000 | 0.00000 | -58.30 | 2473.50 |
141 | 2009.09.11 13:00 | buy | 71 | 1.00 | 1.46082 | 0.00000 | 0.00000 | ||
142 | 2009.09.11 15:00 | close | 71 | 1.00 | 1.45852 | 0.00000 | 0.00000 | -230.00 | 2243.50 |
143 | 2009.09.11 16:00 | buy | 72 | 1.00 | 1.46101 | 0.00000 | 0.00000 | ||
144 | 2009.09.11 18:00 | close | 72 | 1.00 | 1.45848 | 0.00000 | 0.00000 | -253.00 | 1990.50 |
145 | 2009.09.11 19:00 | sell | 73 | 1.00 | 1.45742 | 0.00000 | 0.00000 | ||
146 | 2009.09.14 14:00 | close | 73 | 1.00 | 1.45661 | 0.00000 | 0.00000 | 79.30 | 2069.80 |
147 | 2009.09.14 15:00 | buy | 74 | 1.00 | 1.45641 | 0.00000 | 0.00000 | ||
148 | 2009.09.15 10:00 | close | 74 | 1.00 | 1.45997 | 0.00000 | 0.00000 | 355.70 | 2425.50 |
149 | 2009.09.15 11:00 | sell | 75 | 1.00 | 1.46049 | 0.00000 | 0.00000 | ||
150 | 2009.09.15 19:00 | close | 75 | 1.00 | 1.46387 | 0.00000 | 0.00000 | -338.00 | 2087.50 |
151 | 2009.09.15 20:00 | buy | 76 | 1.00 | 1.46821 | 0.00000 | 0.00000 | ||
152 | 2009.09.16 16:00 | close | 76 | 1.00 | 1.46613 | 0.00000 | 0.00000 | -208.30 | 1879.20 |
153 | 2009.09.16 17:00 | sell | 77 | 1.00 | 1.46861 | 0.00000 | 0.00000 | ||
154 | 2009.09.16 18:00 | close | 77 | 1.00 | 1.46991 | 0.00000 | 0.00000 | -130.00 | 1749.20 |
155 | 2009.09.16 19:00 | buy | 78 | 1.00 | 1.47025 | 0.00000 | 0.00000 | ||
156 | 2009.09.17 14:00 | close | 78 | 1.00 | 1.47103 | 0.00000 | 0.00000 | 77.10 | 1826.30 |
157 | 2009.09.17 15:00 | sell | 79 | 1.00 | 1.47053 | 0.00000 | 0.00000 | ||
158 | 2009.09.17 17:00 | close | 79 | 1.00 | 1.47452 | 0.00000 | 0.00000 | -399.00 | 1427.30 |
159 | 2009.09.17 18:00 | buy | 80 | 1.00 | 1.47362 | 0.00000 | 0.00000 | ||
160 | 2009.09.17 19:00 | close | 80 | 1.00 | 1.47147 | 0.00000 | 0.00000 | -215.00 | 1212.30 |
161 | 2009.09.17 20:00 | sell | 81 | 1.00 | 1.47235 | 0.00000 | 0.00000 | ||
162 | 2009.09.17 21:00 | close | 81 | 1.00 | 1.47511 | 0.00000 | 0.00000 | -276.00 | 936.30 |