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 | FIXLOT=0.1; MINLOTS=0.1; MAXLOTS=5; MAXIMUMRISK=0.05; SLIPPAGE=3; TRADINGHOUR=7; HOURSTOCHECKTREND=30; ORDERMAXAGE=75600; FIRSTMULTIPLICATOR=4; SECONDMULTIPLICATOR=2; THIRDMULTIPLICATOR=5; FOURTHMULTIPLICATOR=5; FIFTHMULTIPLICATOR=1; STOPLOSS=50; TRAILINGSTOP=0; TAKEPROFIT=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -362.00 | Gross profit | 63.00 | Gross loss | -425.00 |
| Profit factor | 0.15 | Expected payoff | -8.42 | ||
| Absolute drawdown | 377.60 | Maximal drawdown | 378.60 (3.79%) | Relative drawdown | 3.79% (378.60) |
| Total trades | 43 | Short positions (won %) | 24 (45.83%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 18 (41.86%) | Loss trades (% of total) | 25 (58.14%) | ||
| Largest | profit trade | 5.00 | loss trade | -25.00 | |
| Average | profit trade | 3.50 | loss trade | -17.00 | |
| Maximum | consecutive wins (profit in money) | 4 (16.00) | consecutive losses (loss in money) | 6 (-125.00) | |
| Maximal | consecutive profit (count of wins) | 16.00 (4) | consecutive loss (count of losses) | -125.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 07:00 | sell | 1 | 0.10 | 1.42458 | 1.42508 | 1.42448 | ||
| 2 | 2009.08.03 07:15 | t/p | 1 | 0.10 | 1.42448 | 1.42508 | 1.42448 | 1.00 | 10001.00 |
| 3 | 2009.08.04 07:00 | sell | 2 | 0.10 | 1.43836 | 1.43886 | 1.43826 | ||
| 4 | 2009.08.04 07:02 | s/l | 2 | 0.10 | 1.43886 | 1.43886 | 1.43826 | -5.00 | 9996.00 |
| 5 | 2009.08.05 07:00 | buy | 3 | 0.40 | 1.44083 | 1.44033 | 1.44093 | ||
| 6 | 2009.08.05 07:03 | s/l | 3 | 0.40 | 1.44033 | 1.44033 | 1.44093 | -20.00 | 9976.00 |
| 7 | 2009.08.06 07:00 | buy | 4 | 0.40 | 1.44071 | 1.44021 | 1.44081 | ||
| 8 | 2009.08.06 07:07 | s/l | 4 | 0.40 | 1.44021 | 1.44021 | 1.44081 | -20.00 | 9956.00 |
| 9 | 2009.08.07 07:00 | buy | 5 | 0.40 | 1.43665 | 1.43615 | 1.43675 | ||
| 10 | 2009.08.07 07:10 | s/l | 5 | 0.40 | 1.43615 | 1.43615 | 1.43675 | -20.00 | 9936.00 |
| 11 | 2009.08.10 07:00 | buy | 6 | 0.40 | 1.42113 | 1.42063 | 1.42123 | ||
| 12 | 2009.08.10 07:15 | t/p | 6 | 0.40 | 1.42123 | 1.42063 | 1.42123 | 4.00 | 9940.00 |
| 13 | 2009.08.11 07:00 | buy | 7 | 0.20 | 1.41347 | 1.41297 | 1.41357 | ||
| 14 | 2009.08.11 07:15 | t/p | 7 | 0.20 | 1.41357 | 1.41297 | 1.41357 | 2.00 | 9942.00 |
| 15 | 2009.08.12 07:00 | sell | 8 | 0.50 | 1.41481 | 1.41531 | 1.41471 | ||
| 16 | 2009.08.12 07:07 | s/l | 8 | 0.50 | 1.41531 | 1.41531 | 1.41471 | -25.00 | 9917.00 |
| 17 | 2009.08.13 07:00 | sell | 9 | 0.40 | 1.42191 | 1.42241 | 1.42181 | ||
| 18 | 2009.08.13 07:02 | s/l | 9 | 0.40 | 1.42241 | 1.42241 | 1.42181 | -20.00 | 9897.00 |
| 19 | 2009.08.14 07:00 | sell | 10 | 0.40 | 1.42636 | 1.42686 | 1.42626 | ||
| 20 | 2009.08.14 07:10 | t/p | 10 | 0.40 | 1.42626 | 1.42686 | 1.42626 | 4.00 | 9901.00 |
| 21 | 2009.08.17 07:00 | buy | 11 | 0.20 | 1.41512 | 1.41462 | 1.41522 | ||
| 22 | 2009.08.17 07:10 | s/l | 11 | 0.20 | 1.41462 | 1.41462 | 1.41522 | -10.00 | 9891.00 |
| 23 | 2009.08.18 07:00 | buy | 12 | 0.40 | 1.41021 | 1.40971 | 1.41031 | ||
| 24 | 2009.08.18 07:10 | t/p | 12 | 0.40 | 1.41031 | 1.40971 | 1.41031 | 4.00 | 9895.00 |
| 25 | 2009.08.19 07:00 | sell | 13 | 0.20 | 1.41536 | 1.41586 | 1.41526 | ||
| 26 | 2009.08.19 07:05 | t/p | 13 | 0.20 | 1.41526 | 1.41586 | 1.41526 | 2.00 | 9897.00 |
| 27 | 2009.08.20 07:00 | sell | 14 | 0.50 | 1.42179 | 1.42229 | 1.42169 | ||
| 28 | 2009.08.20 07:05 | s/l | 14 | 0.50 | 1.42229 | 1.42229 | 1.42169 | -25.00 | 9872.00 |
| 29 | 2009.08.21 07:00 | buy | 15 | 0.40 | 1.42158 | 1.42108 | 1.42168 | ||
| 30 | 2009.08.21 07:02 | s/l | 15 | 0.40 | 1.42108 | 1.42108 | 1.42168 | -20.00 | 9852.00 |
| 31 | 2009.08.24 07:00 | sell | 16 | 0.40 | 1.43338 | 1.43388 | 1.43328 | ||
| 32 | 2009.08.24 07:03 | s/l | 16 | 0.40 | 1.43388 | 1.43388 | 1.43328 | -20.00 | 9832.00 |
| 33 | 2009.08.25 07:00 | buy | 17 | 0.40 | 1.43044 | 1.42994 | 1.43054 | ||
| 34 | 2009.08.25 07:10 | s/l | 17 | 0.40 | 1.42994 | 1.42994 | 1.43054 | -20.00 | 9812.00 |
| 35 | 2009.08.26 07:00 | sell | 18 | 0.40 | 1.42950 | 1.43000 | 1.42940 | ||
| 36 | 2009.08.26 07:10 | s/l | 18 | 0.40 | 1.43000 | 1.43000 | 1.42940 | -20.00 | 9792.00 |
| 37 | 2009.08.27 07:00 | buy | 19 | 0.40 | 1.42520 | 1.42470 | 1.42530 | ||
| 38 | 2009.08.27 07:15 | s/l | 19 | 0.40 | 1.42470 | 1.42470 | 1.42530 | -20.00 | 9772.00 |
| 39 | 2009.08.28 07:00 | sell | 20 | 0.40 | 1.43620 | 1.43670 | 1.43610 | ||
| 40 | 2009.08.28 07:15 | t/p | 20 | 0.40 | 1.43610 | 1.43670 | 1.43610 | 4.00 | 9776.00 |
| 41 | 2009.08.31 07:00 | buy | 21 | 0.20 | 1.42834 | 1.42784 | 1.42844 | ||
| 42 | 2009.08.31 07:07 | s/l | 21 | 0.20 | 1.42784 | 1.42784 | 1.42844 | -10.00 | 9766.00 |
| 43 | 2009.09.01 07:00 | sell | 22 | 0.40 | 1.43497 | 1.43547 | 1.43487 | ||
| 44 | 2009.09.01 07:15 | s/l | 22 | 0.40 | 1.43547 | 1.43547 | 1.43487 | -20.00 | 9746.00 |
| 45 | 2009.09.02 07:00 | buy | 23 | 0.40 | 1.42148 | 1.42098 | 1.42158 | ||
| 46 | 2009.09.02 07:02 | t/p | 23 | 0.40 | 1.42158 | 1.42098 | 1.42158 | 4.00 | 9750.00 |
| 47 | 2009.09.03 07:00 | sell | 24 | 0.20 | 1.42741 | 1.42791 | 1.42731 | ||
| 48 | 2009.09.03 07:20 | t/p | 24 | 0.20 | 1.42731 | 1.42791 | 1.42731 | 2.00 | 9752.00 |
| 49 | 2009.09.04 07:00 | buy | 25 | 0.50 | 1.42576 | 1.42526 | 1.42586 | ||
| 50 | 2009.09.04 07:02 | t/p | 25 | 0.50 | 1.42586 | 1.42526 | 1.42586 | 5.00 | 9757.00 |
| 51 | 2009.09.07 07:00 | sell | 26 | 0.50 | 1.43341 | 1.43391 | 1.43331 | ||
| 52 | 2009.09.07 07:36 | t/p | 26 | 0.50 | 1.43331 | 1.43391 | 1.43331 | 5.00 | 9762.00 |
| 53 | 2009.09.08 07:00 | sell | 27 | 0.10 | 1.43341 | 1.43391 | 1.43331 | ||
| 54 | 2009.09.08 07:15 | s/l | 27 | 0.10 | 1.43391 | 1.43391 | 1.43331 | -5.00 | 9757.00 |
| 55 | 2009.09.09 07:00 | sell | 28 | 0.40 | 1.44838 | 1.44888 | 1.44828 | ||
| 56 | 2009.09.09 07:15 | s/l | 28 | 0.40 | 1.44888 | 1.44888 | 1.44828 | -20.00 | 9737.00 |
| 57 | 2009.09.10 07:00 | sell | 29 | 0.40 | 1.45751 | 1.45801 | 1.45741 | ||
| 58 | 2009.09.10 07:02 | t/p | 29 | 0.40 | 1.45741 | 1.45801 | 1.45741 | 4.00 | 9741.00 |
| 59 | 2009.09.11 07:00 | sell | 30 | 0.20 | 1.46105 | 1.46155 | 1.46095 | ||
| 60 | 2009.09.11 07:10 | s/l | 30 | 0.20 | 1.46155 | 1.46155 | 1.46095 | -10.00 | 9731.00 |
| 61 | 2009.09.14 07:00 | buy | 31 | 0.40 | 1.45481 | 1.45431 | 1.45491 | ||
| 62 | 2009.09.14 07:10 | s/l | 31 | 0.40 | 1.45431 | 1.45431 | 1.45491 | -20.00 | 9711.00 |
| 63 | 2009.09.15 07:00 | sell | 32 | 0.40 | 1.46205 | 1.46255 | 1.46195 | ||
| 64 | 2009.09.15 07:10 | t/p | 32 | 0.40 | 1.46195 | 1.46255 | 1.46195 | 4.00 | 9715.00 |
| 65 | 2009.09.16 07:00 | sell | 33 | 0.20 | 1.46692 | 1.46742 | 1.46682 | ||
| 66 | 2009.09.16 07:10 | s/l | 33 | 0.20 | 1.46742 | 1.46742 | 1.46682 | -10.00 | 9705.00 |
| 67 | 2009.09.17 07:00 | sell | 34 | 0.40 | 1.47266 | 1.47316 | 1.47256 | ||
| 68 | 2009.09.17 07:15 | s/l | 34 | 0.40 | 1.47316 | 1.47316 | 1.47256 | -20.00 | 9685.00 |
| 69 | 2009.09.18 07:00 | sell | 35 | 0.40 | 1.47225 | 1.47275 | 1.47215 | ||
| 70 | 2009.09.18 07:15 | t/p | 35 | 0.40 | 1.47215 | 1.47275 | 1.47215 | 4.00 | 9689.00 |
| 71 | 2009.09.21 07:00 | buy | 36 | 0.20 | 1.46871 | 1.46821 | 1.46881 | ||
| 72 | 2009.09.21 07:05 | s/l | 36 | 0.20 | 1.46821 | 1.46821 | 1.46881 | -10.00 | 9679.00 |
| 73 | 2009.09.22 07:00 | sell | 37 | 0.40 | 1.47137 | 1.47187 | 1.47127 | ||
| 74 | 2009.09.22 07:02 | t/p | 37 | 0.40 | 1.47127 | 1.47187 | 1.47127 | 4.00 | 9683.00 |
| 75 | 2009.09.23 07:00 | sell | 38 | 0.20 | 1.48141 | 1.48191 | 1.48131 | ||
| 76 | 2009.09.23 07:15 | s/l | 38 | 0.20 | 1.48191 | 1.48191 | 1.48131 | -10.00 | 9673.00 |
| 77 | 2009.09.24 07:00 | buy | 39 | 0.40 | 1.47239 | 1.47189 | 1.47249 | ||
| 78 | 2009.09.24 07:07 | t/p | 39 | 0.40 | 1.47249 | 1.47189 | 1.47249 | 4.00 | 9677.00 |
| 79 | 2009.09.25 07:00 | buy | 40 | 0.20 | 1.46808 | 1.46758 | 1.46818 | ||
| 80 | 2009.09.25 07:10 | t/p | 40 | 0.20 | 1.46818 | 1.46758 | 1.46818 | 2.00 | 9679.00 |
| 81 | 2009.09.28 07:00 | buy | 41 | 0.50 | 1.45932 | 1.45882 | 1.45942 | ||
| 82 | 2009.09.28 07:02 | s/l | 41 | 0.50 | 1.45882 | 1.45882 | 1.45942 | -25.00 | 9654.00 |
| 83 | 2009.09.29 07:00 | buy | 42 | 0.40 | 1.46360 | 1.46310 | 1.46370 | ||
| 84 | 2009.09.29 07:02 | s/l | 42 | 0.40 | 1.46310 | 1.46310 | 1.46370 | -20.00 | 9634.00 |
| 85 | 2009.09.30 07:00 | sell | 43 | 0.40 | 1.46239 | 1.46289 | 1.46229 | ||
| 86 | 2009.09.30 07:15 | t/p | 43 | 0.40 | 1.46229 | 1.46289 | 1.46229 | 4.00 | 9638.00 |