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 | per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -24.66 | Gross profit | 362.74 | Gross loss | -387.40 |
Profit factor | 0.94 | Expected payoff | -0.35 | ||
Absolute drawdown | 116.90 | Maximal drawdown | 178.90 (1.78%) | Relative drawdown | 1.78% (178.90) |
Total trades | 70 | Short positions (won %) | 34 (14.71%) | Long positions (won %) | 36 (11.11%) |
Profit trades (% of total) | 9 (12.86%) | Loss trades (% of total) | 61 (87.14%) | ||
Largest | profit trade | 129.94 | loss trade | -7.40 | |
Average | profit trade | 40.30 | loss trade | -6.35 | |
Maximum | consecutive wins (profit in money) | 1 (129.94) | consecutive losses (loss in money) | 16 (-102.40) | |
Maximal | consecutive profit (count of wins) | 129.94 (1) | consecutive loss (count of losses) | -102.40 (16) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 05:00 | sell | 1 | 0.10 | 1.43945 | 1.44019 | 1.43785 | ||
2 | 2009.08.06 05:07 | s/l | 1 | 0.10 | 1.44019 | 1.44019 | 1.43785 | -7.40 | 9992.60 |
3 | 2009.08.06 06:00 | buy | 2 | 0.10 | 1.44010 | 1.43956 | 1.45310 | ||
4 | 2009.08.06 08:50 | s/l | 2 | 0.10 | 1.43956 | 1.43956 | 1.45310 | -5.40 | 9987.20 |
5 | 2009.08.06 09:00 | sell | 3 | 0.10 | 1.43932 | 1.44006 | 1.43772 | ||
6 | 2009.08.06 09:15 | s/l | 3 | 0.10 | 1.44006 | 1.44006 | 1.43772 | -7.40 | 9979.80 |
7 | 2009.08.06 10:00 | buy | 4 | 0.10 | 1.44074 | 1.44020 | 1.45374 | ||
8 | 2009.08.06 10:10 | s/l | 4 | 0.10 | 1.44020 | 1.44020 | 1.45374 | -5.40 | 9974.40 |
9 | 2009.08.06 13:00 | sell | 5 | 0.10 | 1.43807 | 1.43881 | 1.43647 | ||
10 | 2009.08.06 13:03 | s/l | 5 | 0.10 | 1.43881 | 1.43881 | 1.43647 | -7.40 | 9967.00 |
11 | 2009.08.12 13:00 | buy | 6 | 0.10 | 1.41652 | 1.41598 | 1.42952 | ||
12 | 2009.08.12 13:20 | s/l | 6 | 0.10 | 1.41598 | 1.41598 | 1.42952 | -5.40 | 9961.60 |
13 | 2009.08.12 14:00 | sell | 7 | 0.10 | 1.41432 | 1.41506 | 1.41272 | ||
14 | 2009.08.12 14:10 | s/l | 7 | 0.10 | 1.41506 | 1.41506 | 1.41272 | -7.40 | 9954.20 |
15 | 2009.08.12 16:00 | buy | 8 | 0.10 | 1.41940 | 1.41886 | 1.43240 | ||
16 | 2009.08.12 16:02 | s/l | 8 | 0.10 | 1.41886 | 1.41886 | 1.43240 | -5.40 | 9948.80 |
17 | 2009.08.14 16:00 | sell | 9 | 0.10 | 1.42474 | 1.42548 | 1.42314 | ||
18 | 2009.08.14 16:16 | t/p | 9 | 0.10 | 1.42314 | 1.42548 | 1.42314 | 16.00 | 9964.80 |
19 | 2009.08.18 18:00 | buy | 10 | 0.10 | 1.41290 | 1.41236 | 1.42590 | ||
20 | 2009.08.18 18:20 | s/l | 10 | 0.10 | 1.41236 | 1.41236 | 1.42590 | -5.40 | 9959.40 |
21 | 2009.08.18 19:00 | sell | 11 | 0.10 | 1.41219 | 1.41293 | 1.41059 | ||
22 | 2009.08.18 19:20 | s/l | 11 | 0.10 | 1.41293 | 1.41293 | 1.41059 | -7.40 | 9952.00 |
23 | 2009.08.18 20:00 | buy | 12 | 0.10 | 1.41358 | 1.41304 | 1.42658 | ||
24 | 2009.08.18 20:07 | s/l | 12 | 0.10 | 1.41304 | 1.41304 | 1.42658 | -5.40 | 9946.60 |
25 | 2009.08.19 16:00 | buy | 13 | 0.10 | 1.41509 | 1.41455 | 1.42809 | ||
26 | 2009.08.19 17:00 | modify | 13 | 0.10 | 1.41509 | 1.41888 | 1.42809 | ||
27 | 2009.08.19 18:00 | modify | 13 | 0.10 | 1.41509 | 1.42348 | 1.42809 | ||
28 | 2009.08.19 20:50 | s/l | 13 | 0.10 | 1.42348 | 1.42348 | 1.42809 | 83.90 | 10030.50 |
29 | 2009.08.21 07:00 | sell | 14 | 0.10 | 1.42134 | 1.42208 | 1.41974 | ||
30 | 2009.08.21 07:15 | s/l | 14 | 0.10 | 1.42208 | 1.42208 | 1.41974 | -7.40 | 10023.10 |
31 | 2009.08.21 08:00 | buy | 15 | 0.10 | 1.42334 | 1.42280 | 1.43634 | ||
32 | 2009.08.21 08:15 | s/l | 15 | 0.10 | 1.42280 | 1.42280 | 1.43634 | -5.40 | 10017.70 |
33 | 2009.08.24 20:00 | sell | 16 | 0.10 | 1.42996 | 1.43070 | 1.42836 | ||
34 | 2009.08.24 21:00 | modify | 16 | 0.10 | 1.42996 | 1.42923 | 1.42836 | ||
35 | 2009.08.24 21:15 | s/l | 16 | 0.10 | 1.42923 | 1.42923 | 1.42836 | 7.30 | 10025.00 |
36 | 2009.08.24 23:00 | buy | 17 | 0.10 | 1.43050 | 1.42996 | 1.44350 | ||
37 | 2009.08.24 23:02 | s/l | 17 | 0.10 | 1.42996 | 1.42996 | 1.44350 | -5.40 | 10019.60 |
38 | 2009.08.25 06:00 | buy | 18 | 0.10 | 1.43026 | 1.42972 | 1.44326 | ||
39 | 2009.08.25 06:02 | s/l | 18 | 0.10 | 1.42972 | 1.42972 | 1.44326 | -5.40 | 10014.20 |
40 | 2009.08.25 08:00 | sell | 19 | 0.10 | 1.42881 | 1.42955 | 1.42721 | ||
41 | 2009.08.25 08:20 | s/l | 19 | 0.10 | 1.42955 | 1.42955 | 1.42721 | -7.40 | 10006.80 |
42 | 2009.08.25 14:00 | buy | 20 | 0.10 | 1.43355 | 1.43301 | 1.44655 | ||
43 | 2009.08.25 14:10 | s/l | 20 | 0.10 | 1.43301 | 1.43301 | 1.44655 | -5.40 | 10001.40 |
44 | 2009.08.25 23:00 | sell | 21 | 0.10 | 1.42960 | 1.43034 | 1.42800 | ||
45 | 2009.08.25 23:45 | s/l | 21 | 0.10 | 1.43034 | 1.43034 | 1.42800 | -7.40 | 9994.00 |
46 | 2009.08.26 05:00 | buy | 22 | 0.10 | 1.43060 | 1.43006 | 1.44360 | ||
47 | 2009.08.26 05:15 | s/l | 22 | 0.10 | 1.43006 | 1.43006 | 1.44360 | -5.40 | 9988.60 |
48 | 2009.08.26 06:00 | sell | 23 | 0.10 | 1.43007 | 1.43081 | 1.42847 | ||
49 | 2009.08.26 07:00 | modify | 23 | 0.10 | 1.43007 | 1.42994 | 1.42847 | ||
50 | 2009.08.26 07:10 | s/l | 23 | 0.10 | 1.42994 | 1.42994 | 1.42847 | 1.30 | 9989.90 |
51 | 2009.08.26 08:00 | buy | 24 | 0.10 | 1.43180 | 1.43126 | 1.44480 | ||
52 | 2009.08.26 08:15 | s/l | 24 | 0.10 | 1.43126 | 1.43126 | 1.44480 | -5.40 | 9984.50 |
53 | 2009.08.26 13:00 | sell | 25 | 0.10 | 1.42968 | 1.43042 | 1.42808 | ||
54 | 2009.08.26 13:07 | s/l | 25 | 0.10 | 1.43042 | 1.43042 | 1.42808 | -7.40 | 9977.10 |
55 | 2009.08.27 12:00 | buy | 26 | 0.10 | 1.42677 | 1.42623 | 1.43977 | ||
56 | 2009.08.27 12:20 | s/l | 26 | 0.10 | 1.42623 | 1.42623 | 1.43977 | -5.40 | 9971.70 |
57 | 2009.08.27 13:00 | sell | 27 | 0.10 | 1.42548 | 1.42622 | 1.42388 | ||
58 | 2009.08.27 13:10 | s/l | 27 | 0.10 | 1.42622 | 1.42622 | 1.42388 | -7.40 | 9964.30 |
59 | 2009.08.27 14:00 | buy | 28 | 0.10 | 1.42800 | 1.42746 | 1.44100 | ||
60 | 2009.08.27 14:15 | s/l | 28 | 0.10 | 1.42746 | 1.42746 | 1.44100 | -5.40 | 9958.90 |
61 | 2009.08.27 15:00 | sell | 29 | 0.10 | 1.42559 | 1.42633 | 1.42399 | ||
62 | 2009.08.27 15:07 | s/l | 29 | 0.10 | 1.42633 | 1.42633 | 1.42399 | -7.40 | 9951.50 |
63 | 2009.08.27 18:00 | buy | 30 | 0.10 | 1.42738 | 1.42684 | 1.44038 | ||
64 | 2009.08.27 18:02 | s/l | 30 | 0.10 | 1.42684 | 1.42684 | 1.44038 | -5.40 | 9946.10 |
65 | 2009.08.28 21:00 | sell | 31 | 0.10 | 1.42862 | 1.42936 | 1.42702 | ||
66 | 2009.08.28 21:15 | s/l | 31 | 0.10 | 1.42936 | 1.42936 | 1.42702 | -7.40 | 9938.70 |
67 | 2009.08.31 17:00 | buy | 32 | 0.10 | 1.43510 | 1.43456 | 1.44810 | ||
68 | 2009.08.31 17:03 | s/l | 32 | 0.10 | 1.43456 | 1.43456 | 1.44810 | -5.40 | 9933.30 |
69 | 2009.09.01 13:00 | sell | 33 | 0.10 | 1.42873 | 1.42947 | 1.42713 | ||
70 | 2009.09.01 13:10 | s/l | 33 | 0.10 | 1.42947 | 1.42947 | 1.42713 | -7.40 | 9925.90 |
71 | 2009.09.02 19:00 | buy | 34 | 0.10 | 1.42922 | 1.42868 | 1.44222 | ||
72 | 2009.09.02 19:10 | s/l | 34 | 0.10 | 1.42868 | 1.42868 | 1.44222 | -5.40 | 9920.50 |
73 | 2009.09.03 17:00 | sell | 35 | 0.10 | 1.42577 | 1.42651 | 1.42417 | ||
74 | 2009.09.03 17:15 | s/l | 35 | 0.10 | 1.42651 | 1.42651 | 1.42417 | -7.40 | 9913.10 |
75 | 2009.09.03 18:00 | buy | 36 | 0.10 | 1.42784 | 1.42730 | 1.44084 | ||
76 | 2009.09.03 18:10 | s/l | 36 | 0.10 | 1.42730 | 1.42730 | 1.44084 | -5.40 | 9907.70 |
77 | 2009.09.03 19:00 | sell | 37 | 0.10 | 1.42585 | 1.42659 | 1.42425 | ||
78 | 2009.09.03 19:10 | s/l | 37 | 0.10 | 1.42659 | 1.42659 | 1.42425 | -7.40 | 9900.30 |
79 | 2009.09.04 08:00 | buy | 38 | 0.10 | 1.42682 | 1.42628 | 1.43982 | ||
80 | 2009.09.04 08:02 | s/l | 38 | 0.10 | 1.42628 | 1.42628 | 1.43982 | -5.40 | 9894.90 |
81 | 2009.09.04 12:00 | sell | 39 | 0.10 | 1.42632 | 1.42706 | 1.42472 | ||
82 | 2009.09.04 13:20 | s/l | 39 | 0.10 | 1.42706 | 1.42706 | 1.42472 | -7.40 | 9887.50 |
83 | 2009.09.04 18:00 | buy | 40 | 0.10 | 1.42791 | 1.42737 | 1.44091 | ||
84 | 2009.09.04 20:00 | modify | 40 | 0.10 | 1.42791 | 1.42832 | 1.44091 | ||
85 | 2009.09.07 01:00 | modify | 40 | 0.10 | 1.42791 | 1.42867 | 1.44091 | ||
86 | 2009.09.07 02:00 | modify | 40 | 0.10 | 1.42791 | 1.42940 | 1.44091 | ||
87 | 2009.09.07 03:00 | modify | 40 | 0.10 | 1.42791 | 1.42976 | 1.44091 | ||
88 | 2009.09.07 05:00 | modify | 40 | 0.10 | 1.42791 | 1.43023 | 1.44091 | ||
89 | 2009.09.07 06:00 | modify | 40 | 0.10 | 1.42791 | 1.43049 | 1.44091 | ||
90 | 2009.09.07 07:00 | modify | 40 | 0.10 | 1.42791 | 1.43071 | 1.44091 | ||
91 | 2009.09.07 09:00 | modify | 40 | 0.10 | 1.42791 | 1.43082 | 1.44091 | ||
92 | 2009.09.07 10:00 | modify | 40 | 0.10 | 1.42791 | 1.43186 | 1.44091 | ||
93 | 2009.09.07 12:00 | modify | 40 | 0.10 | 1.42791 | 1.43237 | 1.44091 | ||
94 | 2009.09.08 09:00 | modify | 40 | 0.10 | 1.42791 | 1.43598 | 1.44091 | ||
95 | 2009.09.08 09:45 | t/p | 40 | 0.10 | 1.44091 | 1.43598 | 1.44091 | 129.94 | 10017.44 |
96 | 2009.09.14 16:00 | buy | 41 | 0.10 | 1.46236 | 1.46182 | 1.47536 | ||
97 | 2009.09.14 16:15 | s/l | 41 | 0.10 | 1.46182 | 1.46182 | 1.47536 | -5.40 | 10012.04 |
98 | 2009.09.15 12:00 | sell | 42 | 0.10 | 1.45891 | 1.45965 | 1.45731 | ||
99 | 2009.09.15 12:10 | s/l | 42 | 0.10 | 1.45965 | 1.45965 | 1.45731 | -7.40 | 10004.64 |
100 | 2009.09.15 13:00 | buy | 43 | 0.10 | 1.46102 | 1.46048 | 1.47402 | ||
101 | 2009.09.15 13:15 | s/l | 43 | 0.10 | 1.46048 | 1.46048 | 1.47402 | -5.40 | 9999.24 |
102 | 2009.09.15 15:00 | sell | 44 | 0.10 | 1.45788 | 1.45862 | 1.45628 | ||
103 | 2009.09.15 15:15 | s/l | 44 | 0.10 | 1.45862 | 1.45862 | 1.45628 | -7.40 | 9991.84 |
104 | 2009.09.15 17:00 | buy | 45 | 0.10 | 1.45997 | 1.45943 | 1.47297 | ||
105 | 2009.09.15 17:15 | s/l | 45 | 0.10 | 1.45943 | 1.45943 | 1.47297 | -5.40 | 9986.44 |
106 | 2009.09.18 04:00 | sell | 46 | 0.10 | 1.46982 | 1.47056 | 1.46822 | ||
107 | 2009.09.18 04:15 | s/l | 46 | 0.10 | 1.47056 | 1.47056 | 1.46822 | -7.40 | 9979.04 |
108 | 2009.09.18 06:00 | buy | 47 | 0.10 | 1.47192 | 1.47138 | 1.48492 | ||
109 | 2009.09.18 06:07 | s/l | 47 | 0.10 | 1.47138 | 1.47138 | 1.48492 | -5.40 | 9973.64 |
110 | 2009.09.18 09:00 | sell | 48 | 0.10 | 1.46978 | 1.47052 | 1.46818 | ||
111 | 2009.09.18 09:07 | s/l | 48 | 0.10 | 1.47052 | 1.47052 | 1.46818 | -7.40 | 9966.24 |
112 | 2009.09.18 16:00 | sell | 49 | 0.10 | 1.47079 | 1.47153 | 1.46919 | ||
113 | 2009.09.18 16:20 | t/p | 49 | 0.10 | 1.46919 | 1.47153 | 1.46919 | 16.00 | 9982.24 |
114 | 2009.09.21 00:00 | buy | 50 | 0.10 | 1.46950 | 1.46896 | 1.48250 | ||
115 | 2009.09.21 00:15 | s/l | 50 | 0.10 | 1.46896 | 1.46896 | 1.48250 | -5.40 | 9976.84 |
116 | 2009.09.21 01:00 | sell | 51 | 0.10 | 1.46999 | 1.47073 | 1.46839 | ||
117 | 2009.09.21 01:15 | s/l | 51 | 0.10 | 1.47073 | 1.47073 | 1.46839 | -7.40 | 9969.44 |
118 | 2009.09.21 18:00 | buy | 52 | 0.10 | 1.46920 | 1.46866 | 1.48220 | ||
119 | 2009.09.21 18:20 | s/l | 52 | 0.10 | 1.46866 | 1.46866 | 1.48220 | -5.40 | 9964.04 |
120 | 2009.09.21 19:00 | sell | 53 | 0.10 | 1.46765 | 1.46839 | 1.46605 | ||
121 | 2009.09.21 19:45 | s/l | 53 | 0.10 | 1.46839 | 1.46839 | 1.46605 | -7.40 | 9956.64 |
122 | 2009.09.22 01:00 | buy | 54 | 0.10 | 1.46864 | 1.46810 | 1.48164 | ||
123 | 2009.09.22 01:02 | s/l | 54 | 0.10 | 1.46810 | 1.46810 | 1.48164 | -5.40 | 9951.24 |
124 | 2009.09.22 02:00 | sell | 55 | 0.10 | 1.46820 | 1.46894 | 1.46660 | ||
125 | 2009.09.22 02:10 | s/l | 55 | 0.10 | 1.46894 | 1.46894 | 1.46660 | -7.40 | 9943.84 |
126 | 2009.09.22 03:00 | buy | 56 | 0.10 | 1.47029 | 1.46975 | 1.48329 | ||
127 | 2009.09.22 09:00 | modify | 56 | 0.10 | 1.47029 | 1.47118 | 1.48329 | ||
128 | 2009.09.22 10:00 | modify | 56 | 0.10 | 1.47029 | 1.47513 | 1.48329 | ||
129 | 2009.09.22 11:00 | modify | 56 | 0.10 | 1.47029 | 1.47575 | 1.48329 | ||
130 | 2009.09.22 12:00 | modify | 56 | 0.10 | 1.47029 | 1.47778 | 1.48329 | ||
131 | 2009.09.22 14:02 | s/l | 56 | 0.10 | 1.47778 | 1.47778 | 1.48329 | 74.90 | 10018.74 |
132 | 2009.09.23 16:00 | sell | 57 | 0.10 | 1.47657 | 1.47731 | 1.47497 | ||
133 | 2009.09.23 16:15 | s/l | 57 | 0.10 | 1.47731 | 1.47731 | 1.47497 | -7.40 | 10011.34 |
134 | 2009.09.23 17:00 | buy | 58 | 0.10 | 1.47818 | 1.47764 | 1.49118 | ||
135 | 2009.09.23 17:03 | s/l | 58 | 0.10 | 1.47764 | 1.47764 | 1.49118 | -5.40 | 10005.94 |
136 | 2009.09.23 18:00 | sell | 59 | 0.10 | 1.47503 | 1.47577 | 1.47343 | ||
137 | 2009.09.23 18:03 | s/l | 59 | 0.10 | 1.47577 | 1.47577 | 1.47343 | -7.40 | 9998.54 |
138 | 2009.09.23 19:00 | buy | 60 | 0.10 | 1.47765 | 1.47711 | 1.49065 | ||
139 | 2009.09.23 19:20 | s/l | 60 | 0.10 | 1.47711 | 1.47711 | 1.49065 | -5.40 | 9993.14 |
140 | 2009.09.23 22:00 | sell | 61 | 0.10 | 1.47418 | 1.47492 | 1.47258 | ||
141 | 2009.09.23 22:07 | s/l | 61 | 0.10 | 1.47492 | 1.47492 | 1.47258 | -7.40 | 9985.74 |
142 | 2009.09.24 09:00 | buy | 62 | 0.10 | 1.47653 | 1.47599 | 1.48953 | ||
143 | 2009.09.24 09:15 | s/l | 62 | 0.10 | 1.47599 | 1.47599 | 1.48953 | -5.40 | 9980.34 |
144 | 2009.09.24 17:00 | sell | 63 | 0.10 | 1.47068 | 1.47142 | 1.46908 | ||
145 | 2009.09.24 17:20 | t/p | 63 | 0.10 | 1.46908 | 1.47142 | 1.46908 | 16.00 | 9996.34 |
146 | 2009.09.28 01:00 | buy | 64 | 0.10 | 1.47054 | 1.47000 | 1.48354 | ||
147 | 2009.09.28 01:20 | s/l | 64 | 0.10 | 1.47000 | 1.47000 | 1.48354 | -5.40 | 9990.94 |
148 | 2009.09.28 03:00 | sell | 65 | 0.10 | 1.46441 | 1.46515 | 1.46281 | ||
149 | 2009.09.28 03:02 | s/l | 65 | 0.10 | 1.46515 | 1.46515 | 1.46281 | -7.40 | 9983.54 |
150 | 2009.09.30 04:00 | buy | 66 | 0.10 | 1.46256 | 1.46202 | 1.47556 | ||
151 | 2009.09.30 04:20 | s/l | 66 | 0.10 | 1.46202 | 1.46202 | 1.47556 | -5.40 | 9978.14 |
152 | 2009.09.30 10:00 | sell | 67 | 0.10 | 1.46037 | 1.46111 | 1.45877 | ||
153 | 2009.09.30 10:15 | s/l | 67 | 0.10 | 1.46111 | 1.46111 | 1.45877 | -7.40 | 9970.74 |
154 | 2009.09.30 11:00 | buy | 68 | 0.10 | 1.46326 | 1.46272 | 1.47626 | ||
155 | 2009.09.30 11:07 | s/l | 68 | 0.10 | 1.46272 | 1.46272 | 1.47626 | -5.40 | 9965.34 |
156 | 2009.09.30 15:00 | sell | 69 | 0.10 | 1.46034 | 1.46108 | 1.45874 | ||
157 | 2009.09.30 15:15 | s/l | 69 | 0.10 | 1.46108 | 1.46108 | 1.45874 | -7.40 | 9957.94 |
158 | 2009.09.30 17:00 | buy | 70 | 0.10 | 1.46191 | 1.46137 | 1.47491 | ||
159 | 2009.09.30 23:59 | close at stop | 70 | 0.10 | 1.46365 | 1.46137 | 1.47491 | 17.40 | 9975.34 |