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 | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -429.70 | Gross profit | 1019.30 | Gross loss | -1449.00 |
| Profit factor | 0.70 | Expected payoff | -10.23 | ||
| Absolute drawdown | 759.70 | Maximal drawdown | 861.70 (8.53%) | Relative drawdown | 8.53% (861.70) |
| Total trades | 42 | Short positions (won %) | 42 (50.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 21 (50.00%) | Loss trades (% of total) | 21 (50.00%) | ||
| Largest | profit trade | 100.00 | loss trade | -69.00 | |
| Average | profit trade | 48.54 | loss trade | -69.00 | |
| Maximum | consecutive wins (profit in money) | 4 (200.00) | consecutive losses (loss in money) | 3 (-207.00) | |
| Maximal | consecutive profit (count of wins) | 205.00 (3) | consecutive loss (count of losses) | -207.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.11 05:00 | sell | 1 | 1.00 | 1.41352 | 1.41421 | 1.41252 | ||
| 2 | 2009.08.11 05:20 | s/l | 1 | 1.00 | 1.41421 | 1.41421 | 1.41252 | -69.00 | 9931.00 |
| 3 | 2009.08.11 05:20 | sell | 2 | 1.00 | 1.41427 | 1.41496 | 1.41327 | ||
| 4 | 2009.08.11 05:46 | s/l | 2 | 1.00 | 1.41496 | 1.41496 | 1.41327 | -69.00 | 9862.00 |
| 5 | 2009.08.11 05:46 | sell | 3 | 1.00 | 1.41481 | 1.41550 | 1.41381 | ||
| 6 | 2009.08.11 05:59 | modify | 3 | 1.00 | 1.41481 | 1.41473 | 1.41381 | ||
| 7 | 2009.08.11 06:02 | modify | 3 | 1.00 | 1.41481 | 1.41443 | 1.41381 | ||
| 8 | 2009.08.11 06:07 | modify | 3 | 1.00 | 1.41481 | 1.41436 | 1.41381 | ||
| 9 | 2009.08.11 06:10 | s/l | 3 | 1.00 | 1.41436 | 1.41436 | 1.41381 | 45.00 | 9907.00 |
| 10 | 2009.08.14 06:00 | sell | 4 | 1.00 | 1.42688 | 1.42757 | 1.42588 | ||
| 11 | 2009.08.14 07:05 | modify | 4 | 1.00 | 1.42688 | 1.42683 | 1.42588 | ||
| 12 | 2009.08.14 07:10 | modify | 4 | 1.00 | 1.42688 | 1.42659 | 1.42588 | ||
| 13 | 2009.08.14 07:15 | modify | 4 | 1.00 | 1.42688 | 1.42625 | 1.42588 | ||
| 14 | 2009.08.14 07:20 | t/p | 4 | 1.00 | 1.42588 | 1.42625 | 1.42588 | 100.00 | 10007.00 |
| 15 | 2009.08.17 03:00 | sell | 5 | 1.00 | 1.41537 | 1.41606 | 1.41437 | ||
| 16 | 2009.08.17 03:15 | modify | 5 | 1.00 | 1.41537 | 1.41534 | 1.41437 | ||
| 17 | 2009.08.17 03:20 | modify | 5 | 1.00 | 1.41537 | 1.41477 | 1.41437 | ||
| 18 | 2009.08.17 03:27 | s/l | 5 | 1.00 | 1.41477 | 1.41477 | 1.41437 | 60.00 | 10067.00 |
| 19 | 2009.08.17 03:27 | sell | 6 | 1.00 | 1.41475 | 1.41544 | 1.41375 | ||
| 20 | 2009.08.17 03:50 | s/l | 6 | 1.00 | 1.41544 | 1.41544 | 1.41375 | -69.00 | 9998.00 |
| 21 | 2009.08.17 03:50 | sell | 7 | 1.00 | 1.41535 | 1.41604 | 1.41435 | ||
| 22 | 2009.08.17 04:02 | s/l | 7 | 1.00 | 1.41604 | 1.41604 | 1.41435 | -69.00 | 9929.00 |
| 23 | 2009.08.25 23:00 | sell | 8 | 1.00 | 1.42960 | 1.43029 | 1.42860 | ||
| 24 | 2009.08.25 23:45 | s/l | 8 | 1.00 | 1.43029 | 1.43029 | 1.42860 | -69.00 | 9860.00 |
| 25 | 2009.08.25 23:45 | sell | 9 | 1.00 | 1.43019 | 1.43088 | 1.42919 | ||
| 26 | 2009.08.26 00:15 | modify | 9 | 1.00 | 1.43019 | 1.43006 | 1.42919 | ||
| 27 | 2009.08.26 00:20 | modify | 9 | 1.00 | 1.43019 | 1.42982 | 1.42919 | ||
| 28 | 2009.08.26 00:37 | modify | 9 | 1.00 | 1.43019 | 1.42980 | 1.42919 | ||
| 29 | 2009.08.26 00:40 | s/l | 9 | 1.00 | 1.42980 | 1.42980 | 1.42919 | 37.30 | 9897.30 |
| 30 | 2009.08.26 16:00 | sell | 10 | 1.00 | 1.42146 | 1.42215 | 1.42046 | ||
| 31 | 2009.08.26 16:03 | s/l | 10 | 1.00 | 1.42215 | 1.42215 | 1.42046 | -69.00 | 9828.30 |
| 32 | 2009.08.26 16:03 | sell | 11 | 1.00 | 1.42268 | 1.42337 | 1.42168 | ||
| 33 | 2009.08.26 16:10 | s/l | 11 | 1.00 | 1.42337 | 1.42337 | 1.42168 | -69.00 | 9759.30 |
| 34 | 2009.08.26 16:10 | sell | 12 | 1.00 | 1.42342 | 1.42411 | 1.42242 | ||
| 35 | 2009.08.26 16:16 | s/l | 12 | 1.00 | 1.42411 | 1.42411 | 1.42242 | -69.00 | 9690.30 |
| 36 | 2009.08.26 16:16 | sell | 13 | 1.00 | 1.42415 | 1.42484 | 1.42315 | ||
| 37 | 2009.08.26 16:26 | modify | 13 | 1.00 | 1.42415 | 1.42376 | 1.42315 | ||
| 38 | 2009.08.26 16:26 | t/p | 13 | 1.00 | 1.42315 | 1.42376 | 1.42315 | 100.00 | 9790.30 |
| 39 | 2009.08.26 16:26 | sell | 14 | 1.00 | 1.42216 | 1.42285 | 1.42116 | ||
| 40 | 2009.08.26 16:32 | modify | 14 | 1.00 | 1.42216 | 1.42189 | 1.42116 | ||
| 41 | 2009.08.26 16:37 | modify | 14 | 1.00 | 1.42216 | 1.42166 | 1.42116 | ||
| 42 | 2009.08.26 16:40 | s/l | 14 | 1.00 | 1.42166 | 1.42166 | 1.42116 | 50.00 | 9840.30 |
| 43 | 2009.08.26 16:40 | sell | 15 | 1.00 | 1.42221 | 1.42290 | 1.42121 | ||
| 44 | 2009.08.26 16:45 | s/l | 15 | 1.00 | 1.42290 | 1.42290 | 1.42121 | -69.00 | 9771.30 |
| 45 | 2009.08.26 16:45 | sell | 16 | 1.00 | 1.42290 | 1.42359 | 1.42190 | ||
| 46 | 2009.08.26 16:50 | s/l | 16 | 1.00 | 1.42359 | 1.42359 | 1.42190 | -69.00 | 9702.30 |
| 47 | 2009.08.26 16:50 | sell | 17 | 1.00 | 1.42358 | 1.42427 | 1.42258 | ||
| 48 | 2009.08.26 16:57 | modify | 17 | 1.00 | 1.42358 | 1.42326 | 1.42258 | ||
| 49 | 2009.08.26 17:00 | s/l | 17 | 1.00 | 1.42326 | 1.42326 | 1.42258 | 32.00 | 9734.30 |
| 50 | 2009.08.31 09:00 | sell | 18 | 1.00 | 1.42617 | 1.42686 | 1.42517 | ||
| 51 | 2009.08.31 09:10 | s/l | 18 | 1.00 | 1.42686 | 1.42686 | 1.42517 | -69.00 | 9665.30 |
| 52 | 2009.08.31 09:10 | sell | 19 | 1.00 | 1.42705 | 1.42774 | 1.42605 | ||
| 53 | 2009.08.31 09:15 | s/l | 19 | 1.00 | 1.42774 | 1.42774 | 1.42605 | -69.00 | 9596.30 |
| 54 | 2009.08.31 09:15 | sell | 20 | 1.00 | 1.42766 | 1.42835 | 1.42666 | ||
| 55 | 2009.08.31 09:20 | s/l | 20 | 1.00 | 1.42835 | 1.42835 | 1.42666 | -69.00 | 9527.30 |
| 56 | 2009.08.31 09:20 | sell | 21 | 1.00 | 1.42827 | 1.42896 | 1.42727 | ||
| 57 | 2009.08.31 09:27 | modify | 21 | 1.00 | 1.42827 | 1.42805 | 1.42727 | ||
| 58 | 2009.08.31 09:27 | s/l | 21 | 1.00 | 1.42805 | 1.42805 | 1.42727 | 22.00 | 9549.30 |
| 59 | 2009.08.31 09:27 | sell | 22 | 1.00 | 1.42805 | 1.42874 | 1.42705 | ||
| 60 | 2009.08.31 09:32 | s/l | 22 | 1.00 | 1.42874 | 1.42874 | 1.42705 | -69.00 | 9480.30 |
| 61 | 2009.08.31 09:32 | sell | 23 | 1.00 | 1.42862 | 1.42931 | 1.42762 | ||
| 62 | 2009.08.31 09:50 | modify | 23 | 1.00 | 1.42862 | 1.42836 | 1.42762 | ||
| 63 | 2009.08.31 10:02 | s/l | 23 | 1.00 | 1.42836 | 1.42836 | 1.42762 | 26.00 | 9506.30 |
| 64 | 2009.09.04 04:00 | sell | 24 | 1.00 | 1.42478 | 1.42547 | 1.42378 | ||
| 65 | 2009.09.04 04:15 | modify | 24 | 1.00 | 1.42478 | 1.42462 | 1.42378 | ||
| 66 | 2009.09.04 04:20 | modify | 24 | 1.00 | 1.42478 | 1.42414 | 1.42378 | ||
| 67 | 2009.09.04 04:27 | s/l | 24 | 1.00 | 1.42414 | 1.42414 | 1.42378 | 64.00 | 9570.30 |
| 68 | 2009.09.04 04:27 | sell | 25 | 1.00 | 1.42403 | 1.42472 | 1.42303 | ||
| 69 | 2009.09.04 04:27 | s/l | 25 | 1.00 | 1.42472 | 1.42472 | 1.42303 | -69.00 | 9501.30 |
| 70 | 2009.09.04 04:27 | sell | 26 | 1.00 | 1.42468 | 1.42537 | 1.42368 | ||
| 71 | 2009.09.04 04:32 | s/l | 26 | 1.00 | 1.42537 | 1.42537 | 1.42368 | -69.00 | 9432.30 |
| 72 | 2009.09.04 04:32 | sell | 27 | 1.00 | 1.42521 | 1.42590 | 1.42421 | ||
| 73 | 2009.09.04 04:50 | modify | 27 | 1.00 | 1.42521 | 1.42485 | 1.42421 | ||
| 74 | 2009.09.04 04:57 | s/l | 27 | 1.00 | 1.42485 | 1.42485 | 1.42421 | 36.00 | 9468.30 |
| 75 | 2009.09.04 04:57 | sell | 28 | 1.00 | 1.42464 | 1.42533 | 1.42364 | ||
| 76 | 2009.09.04 05:50 | s/l | 28 | 1.00 | 1.42533 | 1.42533 | 1.42364 | -69.00 | 9399.30 |
| 77 | 2009.09.24 00:00 | sell | 29 | 1.00 | 1.46921 | 1.46990 | 1.46821 | ||
| 78 | 2009.09.24 00:07 | modify | 29 | 1.00 | 1.46921 | 1.46917 | 1.46821 | ||
| 79 | 2009.09.24 00:10 | s/l | 29 | 1.00 | 1.46917 | 1.46917 | 1.46821 | 4.00 | 9403.30 |
| 80 | 2009.09.24 00:10 | sell | 30 | 1.00 | 1.46996 | 1.47065 | 1.46896 | ||
| 81 | 2009.09.24 00:15 | s/l | 30 | 1.00 | 1.47065 | 1.47065 | 1.46896 | -69.00 | 9334.30 |
| 82 | 2009.09.24 00:15 | sell | 31 | 1.00 | 1.47079 | 1.47148 | 1.46979 | ||
| 83 | 2009.09.24 00:20 | s/l | 31 | 1.00 | 1.47148 | 1.47148 | 1.46979 | -69.00 | 9265.30 |
| 84 | 2009.09.24 00:20 | sell | 32 | 1.00 | 1.47162 | 1.47231 | 1.47062 | ||
| 85 | 2009.09.24 00:27 | modify | 32 | 1.00 | 1.47162 | 1.47110 | 1.47062 | ||
| 86 | 2009.09.24 00:30 | s/l | 32 | 1.00 | 1.47110 | 1.47110 | 1.47062 | 52.00 | 9317.30 |
| 87 | 2009.09.24 00:30 | sell | 33 | 1.00 | 1.47161 | 1.47230 | 1.47061 | ||
| 88 | 2009.09.24 00:50 | modify | 33 | 1.00 | 1.47161 | 1.47161 | 1.47061 | ||
| 89 | 2009.09.24 00:57 | s/l | 33 | 1.00 | 1.47161 | 1.47161 | 1.47061 | 0.00 | 9317.30 |
| 90 | 2009.09.24 00:57 | sell | 34 | 1.00 | 1.47137 | 1.47206 | 1.47037 | ||
| 91 | 2009.09.24 01:02 | modify | 34 | 1.00 | 1.47137 | 1.47107 | 1.47037 | ||
| 92 | 2009.09.24 01:07 | modify | 34 | 1.00 | 1.47137 | 1.47094 | 1.47037 | ||
| 93 | 2009.09.24 01:10 | s/l | 34 | 1.00 | 1.47094 | 1.47094 | 1.47037 | 43.00 | 9360.30 |
| 94 | 2009.09.25 02:00 | sell | 35 | 1.00 | 1.46501 | 1.46570 | 1.46401 | ||
| 95 | 2009.09.25 02:02 | s/l | 35 | 1.00 | 1.46570 | 1.46570 | 1.46401 | -69.00 | 9291.30 |
| 96 | 2009.09.25 02:02 | sell | 36 | 1.00 | 1.46608 | 1.46677 | 1.46508 | ||
| 97 | 2009.09.25 02:10 | modify | 36 | 1.00 | 1.46608 | 1.46587 | 1.46508 | ||
| 98 | 2009.09.25 02:15 | t/p | 36 | 1.00 | 1.46508 | 1.46587 | 1.46508 | 100.00 | 9391.30 |
| 99 | 2009.09.25 02:15 | sell | 37 | 1.00 | 1.46447 | 1.46516 | 1.46347 | ||
| 100 | 2009.09.25 02:20 | modify | 37 | 1.00 | 1.46447 | 1.46399 | 1.46347 | ||
| 101 | 2009.09.25 02:22 | s/l | 37 | 1.00 | 1.46399 | 1.46399 | 1.46347 | 48.00 | 9439.30 |
| 102 | 2009.09.25 02:22 | sell | 38 | 1.00 | 1.46394 | 1.46463 | 1.46294 | ||
| 103 | 2009.09.25 02:27 | s/l | 38 | 1.00 | 1.46463 | 1.46463 | 1.46294 | -69.00 | 9370.30 |
| 104 | 2009.09.25 02:27 | sell | 39 | 1.00 | 1.46447 | 1.46516 | 1.46347 | ||
| 105 | 2009.09.25 02:27 | modify | 39 | 1.00 | 1.46447 | 1.46410 | 1.46347 | ||
| 106 | 2009.09.25 02:30 | modify | 39 | 1.00 | 1.46447 | 1.46409 | 1.46347 | ||
| 107 | 2009.09.25 02:32 | s/l | 39 | 1.00 | 1.46409 | 1.46409 | 1.46347 | 38.00 | 9408.30 |
| 108 | 2009.09.25 02:32 | sell | 40 | 1.00 | 1.46405 | 1.46474 | 1.46305 | ||
| 109 | 2009.09.25 02:40 | modify | 40 | 1.00 | 1.46405 | 1.46399 | 1.46305 | ||
| 110 | 2009.09.25 02:45 | t/p | 40 | 1.00 | 1.46305 | 1.46399 | 1.46305 | 100.00 | 9508.30 |
| 111 | 2009.09.25 02:45 | sell | 41 | 1.00 | 1.46275 | 1.46344 | 1.46175 | ||
| 112 | 2009.09.25 02:50 | modify | 41 | 1.00 | 1.46275 | 1.46247 | 1.46175 | ||
| 113 | 2009.09.25 02:52 | s/l | 41 | 1.00 | 1.46247 | 1.46247 | 1.46175 | 28.00 | 9536.30 |
| 114 | 2009.09.25 02:52 | sell | 42 | 1.00 | 1.46231 | 1.46300 | 1.46131 | ||
| 115 | 2009.09.25 03:02 | modify | 42 | 1.00 | 1.46231 | 1.46215 | 1.46131 | ||
| 116 | 2009.09.25 03:07 | modify | 42 | 1.00 | 1.46231 | 1.46197 | 1.46131 | ||
| 117 | 2009.09.25 03:10 | s/l | 42 | 1.00 | 1.46197 | 1.46197 | 1.46131 | 34.00 | 9570.30 |