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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7601.81 | Gross profit | 5468.08 | Gross loss | -13069.89 |
Profit factor | 0.42 | Expected payoff | -104.13 | ||
Absolute drawdown | 7601.81 | Maximal drawdown | 8709.81 (78.41%) | Relative drawdown | 78.41% (8709.81) |
Total trades | 73 | Short positions (won %) | 42 (9.52%) | Long positions (won %) | 31 (22.58%) |
Profit trades (% of total) | 11 (15.07%) | Loss trades (% of total) | 62 (84.93%) | ||
Largest | profit trade | 1850.62 | loss trade | -755.23 | |
Average | profit trade | 497.10 | loss trade | -210.80 | |
Maximum | consecutive wins (profit in money) | 1 (1850.62) | consecutive losses (loss in money) | 15 (-2047.73) | |
Maximal | consecutive profit (count of wins) | 1850.62 (1) | consecutive loss (count of losses) | -2268.49 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42529 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 08:02 | close | 1 | 1.00 | 1.42279 | 0.00000 | 0.00000 | -250.00 | 9750.00 |
3 | 2009.08.03 11:15 | buy | 2 | 0.97 | 1.43036 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 06:45 | close | 2 | 0.97 | 1.43838 | 0.00000 | 0.00000 | 777.65 | 10527.65 |
5 | 2009.08.04 13:00 | sell | 3 | 1.05 | 1.43838 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 16:02 | close | 3 | 1.05 | 1.44291 | 0.00000 | 0.00000 | -475.65 | 10052.00 |
7 | 2009.08.05 01:03 | buy | 4 | 1.00 | 1.44086 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 07:03 | close | 4 | 1.00 | 1.43995 | 0.00000 | 0.00000 | -91.00 | 9961.00 |
9 | 2009.08.05 08:02 | sell | 5 | 0.99 | 1.43823 | 0.00000 | 0.00000 | ||
10 | 2009.08.05 13:16 | close | 5 | 0.99 | 1.44282 | 0.00000 | 0.00000 | -454.41 | 9506.59 |
11 | 2009.08.05 16:10 | sell | 6 | 0.95 | 1.43663 | 0.00000 | 0.00000 | ||
12 | 2009.08.05 19:32 | close | 6 | 0.95 | 1.44326 | 0.00000 | 0.00000 | -629.85 | 8876.74 |
13 | 2009.08.06 03:15 | buy | 7 | 0.88 | 1.44203 | 0.00000 | 0.00000 | ||
14 | 2009.08.06 12:15 | close | 7 | 0.88 | 1.43811 | 0.00000 | 0.00000 | -344.96 | 8531.78 |
15 | 2009.08.06 12:17 | sell | 8 | 0.85 | 1.43847 | 0.00000 | 0.00000 | ||
16 | 2009.08.12 02:32 | close | 8 | 0.85 | 1.41663 | 0.00000 | 0.00000 | 1850.62 | 10382.40 |
17 | 2009.08.12 08:20 | sell | 9 | 1.03 | 1.41237 | 0.00000 | 0.00000 | ||
18 | 2009.08.12 15:40 | close | 9 | 1.03 | 1.41910 | 0.00000 | 0.00000 | -693.19 | 9689.21 |
19 | 2009.08.12 17:45 | buy | 10 | 0.96 | 1.42290 | 0.00000 | 0.00000 | ||
20 | 2009.08.12 22:15 | close | 10 | 0.96 | 1.41968 | 0.00000 | 0.00000 | -309.12 | 9380.09 |
21 | 2009.08.12 23:07 | sell | 11 | 0.93 | 1.41805 | 0.00000 | 0.00000 | ||
22 | 2009.08.13 01:16 | close | 11 | 0.93 | 1.42186 | 0.00000 | 0.00000 | -359.07 | 9021.02 |
23 | 2009.08.13 03:20 | buy | 12 | 0.90 | 1.42342 | 0.00000 | 0.00000 | ||
24 | 2009.08.14 01:50 | close | 12 | 0.90 | 1.42726 | 0.00000 | 0.00000 | 345.33 | 9366.35 |
25 | 2009.08.14 02:07 | sell | 13 | 0.93 | 1.42686 | 0.00000 | 0.00000 | ||
26 | 2009.08.14 02:20 | close | 13 | 0.93 | 1.42975 | 0.00000 | 0.00000 | -268.77 | 9097.58 |
27 | 2009.08.14 05:20 | sell | 14 | 0.90 | 1.42607 | 0.00000 | 0.00000 | ||
28 | 2009.08.14 13:20 | close | 14 | 0.90 | 1.42953 | 0.00000 | 0.00000 | -311.40 | 8786.18 |
29 | 2009.08.14 16:10 | sell | 15 | 0.87 | 1.42329 | 0.00000 | 0.00000 | ||
30 | 2009.08.18 09:15 | close | 15 | 0.87 | 1.41374 | 0.00000 | 0.00000 | 827.89 | 9614.07 |
31 | 2009.08.18 14:45 | sell | 16 | 0.96 | 1.40874 | 0.00000 | 0.00000 | ||
32 | 2009.08.19 01:45 | close | 16 | 0.96 | 1.41659 | 0.00000 | 0.00000 | -755.23 | 8858.84 |
33 | 2009.08.19 05:20 | sell | 17 | 0.88 | 1.41301 | 0.00000 | 0.00000 | ||
34 | 2009.08.19 13:16 | close | 17 | 0.88 | 1.41332 | 0.00000 | 0.00000 | -27.28 | 8831.56 |
35 | 2009.08.19 16:25 | buy | 18 | 0.88 | 1.41982 | 0.00000 | 0.00000 | ||
36 | 2009.08.19 22:20 | close | 18 | 0.88 | 1.42226 | 0.00000 | 0.00000 | 214.72 | 9046.28 |
37 | 2009.08.20 01:07 | sell | 19 | 0.90 | 1.42223 | 0.00000 | 0.00000 | ||
38 | 2009.08.20 01:40 | close | 19 | 0.90 | 1.42444 | 0.00000 | 0.00000 | -198.90 | 8847.38 |
39 | 2009.08.20 07:20 | buy | 20 | 0.88 | 1.42424 | 0.00000 | 0.00000 | ||
40 | 2009.08.20 15:16 | close | 20 | 0.88 | 1.41998 | 0.00000 | 0.00000 | -374.88 | 8472.50 |
41 | 2009.08.20 17:20 | buy | 21 | 0.84 | 1.42592 | 0.00000 | 0.00000 | ||
42 | 2009.08.21 03:07 | close | 21 | 0.84 | 1.42407 | 0.00000 | 0.00000 | -155.65 | 8316.84 |
43 | 2009.08.21 06:50 | sell | 22 | 0.83 | 1.42118 | 0.00000 | 0.00000 | ||
44 | 2009.08.21 09:26 | close | 22 | 0.83 | 1.42696 | 0.00000 | 0.00000 | -479.74 | 7837.10 |
45 | 2009.08.21 11:40 | buy | 23 | 0.78 | 1.43124 | 0.00000 | 0.00000 | ||
46 | 2009.08.24 05:07 | close | 23 | 0.78 | 1.43304 | 0.00000 | 0.00000 | 140.17 | 7977.27 |
47 | 2009.08.24 08:15 | sell | 24 | 0.79 | 1.43192 | 0.00000 | 0.00000 | ||
48 | 2009.08.24 15:02 | close | 24 | 0.79 | 1.43439 | 0.00000 | 0.00000 | -195.13 | 7782.14 |
49 | 2009.08.24 20:15 | sell | 25 | 0.77 | 1.42931 | 0.00000 | 0.00000 | ||
50 | 2009.08.25 13:15 | close | 25 | 0.77 | 1.43230 | 0.00000 | 0.00000 | -231.54 | 7550.60 |
51 | 2009.08.25 20:02 | sell | 26 | 0.75 | 1.43023 | 0.00000 | 0.00000 | ||
52 | 2009.08.26 09:20 | close | 26 | 0.75 | 1.43312 | 0.00000 | 0.00000 | -218.03 | 7332.58 |
53 | 2009.08.26 13:15 | sell | 27 | 0.73 | 1.42770 | 0.00000 | 0.00000 | ||
54 | 2009.08.27 12:02 | close | 27 | 0.73 | 1.42765 | 0.00000 | 0.00000 | -0.07 | 7332.50 |
55 | 2009.08.27 16:00 | sell | 28 | 0.73 | 1.42291 | 0.00000 | 0.00000 | ||
56 | 2009.08.27 20:02 | close | 28 | 0.73 | 1.42876 | 0.00000 | 0.00000 | -427.05 | 6905.45 |
57 | 2009.08.28 01:40 | buy | 29 | 0.69 | 1.43675 | 0.00000 | 0.00000 | ||
58 | 2009.08.28 08:20 | close | 29 | 0.69 | 1.43426 | 0.00000 | 0.00000 | -171.81 | 6733.64 |
59 | 2009.08.28 09:07 | sell | 30 | 0.67 | 1.43278 | 0.00000 | 0.00000 | ||
60 | 2009.08.28 11:15 | close | 30 | 0.67 | 1.43656 | 0.00000 | 0.00000 | -253.26 | 6480.38 |
61 | 2009.08.28 15:20 | buy | 31 | 0.64 | 1.43862 | 0.00000 | 0.00000 | ||
62 | 2009.08.28 18:20 | close | 31 | 0.64 | 1.43208 | 0.00000 | 0.00000 | -418.56 | 6061.82 |
63 | 2009.08.28 20:10 | sell | 32 | 0.60 | 1.43098 | 0.00000 | 0.00000 | ||
64 | 2009.09.01 08:03 | close | 32 | 0.60 | 1.43683 | 0.00000 | 0.00000 | -353.04 | 5708.78 |
65 | 2009.09.01 12:15 | sell | 33 | 0.57 | 1.43178 | 0.00000 | 0.00000 | ||
66 | 2009.09.02 13:20 | close | 33 | 0.57 | 1.42445 | 0.00000 | 0.00000 | 416.84 | 6125.62 |
67 | 2009.09.03 03:02 | sell | 34 | 0.61 | 1.42562 | 0.00000 | 0.00000 | ||
68 | 2009.09.03 08:16 | close | 34 | 0.61 | 1.42921 | 0.00000 | 0.00000 | -218.99 | 5906.63 |
69 | 2009.09.03 12:20 | buy | 35 | 0.59 | 1.43162 | 0.00000 | 0.00000 | ||
70 | 2009.09.03 16:10 | close | 35 | 0.59 | 1.42696 | 0.00000 | 0.00000 | -274.94 | 5631.69 |
71 | 2009.09.03 18:50 | sell | 36 | 0.56 | 1.42556 | 0.00000 | 0.00000 | ||
72 | 2009.09.04 08:40 | close | 36 | 0.56 | 1.42784 | 0.00000 | 0.00000 | -128.63 | 5503.06 |
73 | 2009.09.04 12:02 | sell | 37 | 0.55 | 1.42565 | 0.00000 | 0.00000 | ||
74 | 2009.09.04 18:20 | close | 37 | 0.55 | 1.43290 | 0.00000 | 0.00000 | -398.75 | 5104.31 |
75 | 2009.09.04 22:46 | sell | 38 | 0.51 | 1.42928 | 0.00000 | 0.00000 | ||
76 | 2009.09.07 02:15 | close | 38 | 0.51 | 1.43266 | 0.00000 | 0.00000 | -173.25 | 4931.06 |
77 | 2009.09.07 06:15 | buy | 39 | 0.49 | 1.43364 | 0.00000 | 0.00000 | ||
78 | 2009.09.07 14:15 | close | 39 | 0.49 | 1.43298 | 0.00000 | 0.00000 | -32.34 | 4898.72 |
79 | 2009.09.07 16:02 | sell | 40 | 0.48 | 1.43287 | 0.00000 | 0.00000 | ||
80 | 2009.09.07 18:02 | close | 40 | 0.48 | 1.43486 | 0.00000 | 0.00000 | -95.52 | 4803.20 |
81 | 2009.09.07 19:20 | sell | 41 | 0.48 | 1.43283 | 0.00000 | 0.00000 | ||
82 | 2009.09.07 22:02 | close | 41 | 0.48 | 1.43453 | 0.00000 | 0.00000 | -81.60 | 4721.60 |
83 | 2009.09.08 03:20 | buy | 42 | 0.47 | 1.43475 | 0.00000 | 0.00000 | ||
84 | 2009.09.08 03:50 | close | 42 | 0.47 | 1.43276 | 0.00000 | 0.00000 | -93.53 | 4628.07 |
85 | 2009.09.08 05:40 | buy | 43 | 0.46 | 1.43434 | 0.00000 | 0.00000 | ||
86 | 2009.09.08 07:07 | close | 43 | 0.46 | 1.43327 | 0.00000 | 0.00000 | -49.22 | 4578.85 |
87 | 2009.09.08 07:45 | buy | 44 | 0.45 | 1.43468 | 0.00000 | 0.00000 | ||
88 | 2009.09.08 23:00 | close | 44 | 0.45 | 1.44772 | 0.00000 | 0.00000 | 586.80 | 5165.65 |
89 | 2009.09.09 06:02 | sell | 45 | 0.51 | 1.44817 | 0.00000 | 0.00000 | ||
90 | 2009.09.09 07:45 | close | 45 | 0.51 | 1.45004 | 0.00000 | 0.00000 | -95.37 | 5070.28 |
91 | 2009.09.09 13:40 | buy | 46 | 0.50 | 1.45143 | 0.00000 | 0.00000 | ||
92 | 2009.09.09 20:02 | close | 46 | 0.50 | 1.45476 | 0.00000 | 0.00000 | 166.50 | 5236.78 |
93 | 2009.09.10 06:20 | buy | 47 | 0.52 | 1.45830 | 0.00000 | 0.00000 | ||
94 | 2009.09.10 10:20 | close | 47 | 0.52 | 1.45473 | 0.00000 | 0.00000 | -185.64 | 5051.14 |
95 | 2009.09.10 11:32 | sell | 48 | 0.50 | 1.45299 | 0.00000 | 0.00000 | ||
96 | 2009.09.10 14:45 | close | 48 | 0.50 | 1.45949 | 0.00000 | 0.00000 | -325.00 | 4726.14 |
97 | 2009.09.10 19:07 | buy | 49 | 0.47 | 1.46151 | 0.00000 | 0.00000 | ||
98 | 2009.09.10 21:03 | close | 49 | 0.47 | 1.45776 | 0.00000 | 0.00000 | -176.25 | 4549.89 |
99 | 2009.09.10 21:10 | sell | 50 | 0.45 | 1.45737 | 0.00000 | 0.00000 | ||
100 | 2009.09.11 06:45 | close | 50 | 0.45 | 1.46171 | 0.00000 | 0.00000 | -196.07 | 4353.83 |
101 | 2009.09.11 08:02 | buy | 51 | 0.43 | 1.46270 | 0.00000 | 0.00000 | ||
102 | 2009.09.11 08:45 | close | 51 | 0.43 | 1.46014 | 0.00000 | 0.00000 | -110.08 | 4243.75 |
103 | 2009.09.11 10:10 | sell | 52 | 0.42 | 1.45899 | 0.00000 | 0.00000 | ||
104 | 2009.09.11 15:32 | close | 52 | 0.42 | 1.46323 | 0.00000 | 0.00000 | -178.08 | 4065.67 |
105 | 2009.09.11 18:20 | sell | 53 | 0.40 | 1.45695 | 0.00000 | 0.00000 | ||
106 | 2009.09.14 15:20 | close | 53 | 0.40 | 1.45944 | 0.00000 | 0.00000 | -100.28 | 3965.39 |
107 | 2009.09.14 20:03 | sell | 54 | 0.39 | 1.45988 | 0.00000 | 0.00000 | ||
108 | 2009.09.14 21:50 | close | 54 | 0.39 | 1.46267 | 0.00000 | 0.00000 | -108.81 | 3856.58 |
109 | 2009.09.15 01:02 | buy | 55 | 0.38 | 1.46361 | 0.00000 | 0.00000 | ||
110 | 2009.09.15 03:02 | close | 55 | 0.38 | 1.46205 | 0.00000 | 0.00000 | -59.28 | 3797.30 |
111 | 2009.09.15 07:20 | sell | 56 | 0.37 | 1.46082 | 0.00000 | 0.00000 | ||
112 | 2009.09.15 07:50 | close | 56 | 0.37 | 1.46361 | 0.00000 | 0.00000 | -103.23 | 3694.07 |
113 | 2009.09.15 08:15 | buy | 57 | 0.36 | 1.46389 | 0.00000 | 0.00000 | ||
114 | 2009.09.15 09:20 | close | 57 | 0.36 | 1.45996 | 0.00000 | 0.00000 | -141.48 | 3552.59 |
115 | 2009.09.15 11:15 | sell | 58 | 0.35 | 1.45885 | 0.00000 | 0.00000 | ||
116 | 2009.09.15 19:10 | close | 58 | 0.35 | 1.46416 | 0.00000 | 0.00000 | -185.85 | 3366.74 |
117 | 2009.09.15 19:50 | buy | 59 | 0.33 | 1.46877 | 0.00000 | 0.00000 | ||
118 | 2009.09.16 14:02 | close | 59 | 0.33 | 1.46635 | 0.00000 | 0.00000 | -79.96 | 3286.78 |
119 | 2009.09.16 18:20 | buy | 60 | 0.32 | 1.47347 | 0.00000 | 0.00000 | ||
120 | 2009.09.17 13:50 | close | 60 | 0.32 | 1.47061 | 0.00000 | 0.00000 | -91.81 | 3194.97 |
121 | 2009.09.17 19:20 | sell | 61 | 0.31 | 1.46977 | 0.00000 | 0.00000 | ||
122 | 2009.09.22 02:40 | close | 61 | 0.31 | 1.46991 | 0.00000 | 0.00000 | -5.92 | 3189.05 |
123 | 2009.09.22 09:15 | buy | 62 | 0.31 | 1.47679 | 0.00000 | 0.00000 | ||
124 | 2009.09.22 19:07 | close | 62 | 0.31 | 1.47786 | 0.00000 | 0.00000 | 33.17 | 3222.22 |
125 | 2009.09.23 01:10 | buy | 63 | 0.32 | 1.48179 | 0.00000 | 0.00000 | ||
126 | 2009.09.23 08:50 | close | 63 | 0.32 | 1.47827 | 0.00000 | 0.00000 | -112.64 | 3109.58 |
127 | 2009.09.23 12:20 | sell | 64 | 0.31 | 1.47695 | 0.00000 | 0.00000 | ||
128 | 2009.09.24 14:50 | close | 64 | 0.31 | 1.48039 | 0.00000 | 0.00000 | -108.22 | 3001.36 |
129 | 2009.09.24 16:03 | sell | 65 | 0.30 | 1.47366 | 0.00000 | 0.00000 | ||
130 | 2009.09.25 08:20 | close | 65 | 0.30 | 1.47003 | 0.00000 | 0.00000 | 108.39 | 3109.75 |
131 | 2009.09.25 14:20 | sell | 66 | 0.31 | 1.46577 | 0.00000 | 0.00000 | ||
132 | 2009.09.28 01:02 | close | 66 | 0.31 | 1.47196 | 0.00000 | 0.00000 | -192.42 | 2917.33 |
133 | 2009.09.28 03:20 | sell | 67 | 0.29 | 1.46255 | 0.00000 | 0.00000 | ||
134 | 2009.09.28 13:15 | close | 67 | 0.29 | 1.46565 | 0.00000 | 0.00000 | -89.90 | 2827.43 |
135 | 2009.09.28 23:10 | buy | 68 | 0.28 | 1.46284 | 0.00000 | 0.00000 | ||
136 | 2009.09.29 02:45 | close | 68 | 0.28 | 1.46034 | 0.00000 | 0.00000 | -70.08 | 2757.35 |
137 | 2009.09.29 03:02 | sell | 69 | 0.27 | 1.45858 | 0.00000 | 0.00000 | ||
138 | 2009.09.29 04:20 | close | 69 | 0.27 | 1.46352 | 0.00000 | 0.00000 | -133.38 | 2623.97 |
139 | 2009.09.29 06:37 | buy | 70 | 0.26 | 1.46422 | 0.00000 | 0.00000 | ||
140 | 2009.09.29 09:20 | close | 70 | 0.26 | 1.46019 | 0.00000 | 0.00000 | -104.78 | 2519.19 |
141 | 2009.09.29 09:40 | sell | 71 | 0.25 | 1.45897 | 0.00000 | 0.00000 | ||
142 | 2009.09.29 23:02 | close | 71 | 0.25 | 1.45914 | 0.00000 | 0.00000 | -4.25 | 2514.94 |
143 | 2009.09.30 02:20 | buy | 72 | 0.25 | 1.46053 | 0.00000 | 0.00000 | ||
144 | 2009.09.30 14:45 | close | 72 | 0.25 | 1.46011 | 0.00000 | 0.00000 | -10.50 | 2504.44 |
145 | 2009.09.30 20:50 | buy | 73 | 0.25 | 1.46612 | 0.00000 | 0.00000 | ||
146 | 2009.09.30 21:20 | close | 73 | 0.25 | 1.46187 | 0.00000 | 0.00000 | -106.25 | 2398.19 |