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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -160.32 | Gross profit | 389.87 | Gross loss | -550.19 |
| Profit factor | 0.71 | Expected payoff | -3.27 | ||
| Absolute drawdown | 167.42 | Maximal drawdown | 305.12 (3.01%) | Relative drawdown | 3.01% (305.12) |
| Total trades | 49 | Short positions (won %) | 16 (12.50%) | Long positions (won %) | 33 (39.39%) |
| Profit trades (% of total) | 15 (30.61%) | Loss trades (% of total) | 34 (69.39%) | ||
| Largest | profit trade | 124.57 | loss trade | -40.00 | |
| Average | profit trade | 25.99 | loss trade | -16.18 | |
| Maximum | consecutive wins (profit in money) | 3 (93.10) | consecutive losses (loss in money) | 8 (-82.47) | |
| Maximal | consecutive profit (count of wins) | 124.57 (1) | consecutive loss (count of losses) | -125.80 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 0.10 | 1.42529 | 1.40529 | 1.44529 | ||
| 2 | 2009.08.03 04:00 | close | 1 | 0.10 | 1.42410 | 1.40529 | 1.44529 | -11.90 | 9988.10 |
| 3 | 2009.08.03 13:00 | buy | 2 | 0.10 | 1.42940 | 1.40940 | 1.44940 | ||
| 4 | 2009.08.04 01:00 | close | 2 | 0.10 | 1.44186 | 1.40940 | 1.44940 | 124.57 | 10112.67 |
| 5 | 2009.08.05 05:00 | buy | 3 | 0.10 | 1.44203 | 1.42203 | 1.46203 | ||
| 6 | 2009.08.05 07:00 | close | 3 | 0.10 | 1.44059 | 1.42203 | 1.46203 | -14.40 | 10098.27 |
| 7 | 2009.08.05 09:00 | sell | 4 | 0.10 | 1.43816 | 1.45816 | 1.41816 | ||
| 8 | 2009.08.05 10:00 | close | 4 | 0.10 | 1.44028 | 1.45816 | 1.41816 | -21.20 | 10077.07 |
| 9 | 2009.08.06 21:00 | sell | 5 | 0.10 | 1.43390 | 1.45390 | 1.41390 | ||
| 10 | 2009.08.06 23:00 | close | 5 | 0.10 | 1.43480 | 1.45390 | 1.41390 | -9.00 | 10068.07 |
| 11 | 2009.08.07 18:00 | sell | 6 | 0.10 | 1.41782 | 1.43782 | 1.39782 | ||
| 12 | 2009.08.10 01:00 | close | 6 | 0.10 | 1.41952 | 1.43782 | 1.39782 | -17.17 | 10050.90 |
| 13 | 2009.08.10 21:00 | sell | 7 | 0.10 | 1.41318 | 1.43318 | 1.39318 | ||
| 14 | 2009.08.10 22:00 | close | 7 | 0.10 | 1.41414 | 1.43318 | 1.39318 | -9.60 | 10041.30 |
| 15 | 2009.08.12 18:00 | buy | 8 | 0.10 | 1.42157 | 1.40157 | 1.44157 | ||
| 16 | 2009.08.12 21:00 | close | 8 | 0.10 | 1.42097 | 1.40157 | 1.44157 | -6.00 | 10035.30 |
| 17 | 2009.08.13 04:00 | buy | 9 | 0.10 | 1.42214 | 1.40214 | 1.44214 | ||
| 18 | 2009.08.13 06:00 | close | 9 | 0.10 | 1.42200 | 1.40214 | 1.44214 | -1.40 | 10033.90 |
| 19 | 2009.08.13 07:00 | buy | 10 | 0.10 | 1.42215 | 1.40215 | 1.44215 | ||
| 20 | 2009.08.13 08:00 | close | 10 | 0.10 | 1.42178 | 1.40215 | 1.44215 | -3.70 | 10030.20 |
| 21 | 2009.08.13 09:00 | buy | 11 | 0.10 | 1.42395 | 1.40395 | 1.44395 | ||
| 22 | 2009.08.13 14:00 | close | 11 | 0.10 | 1.42457 | 1.40395 | 1.44395 | 6.20 | 10036.40 |
| 23 | 2009.08.13 15:00 | buy | 12 | 0.10 | 1.43039 | 1.41039 | 1.45039 | ||
| 24 | 2009.08.13 21:00 | close | 12 | 0.10 | 1.42639 | 1.41039 | 1.45039 | -40.00 | 9996.40 |
| 25 | 2009.08.14 10:00 | sell | 13 | 0.10 | 1.42696 | 1.44696 | 1.40696 | ||
| 26 | 2009.08.14 11:00 | close | 13 | 0.10 | 1.42847 | 1.44696 | 1.40696 | -15.10 | 9981.30 |
| 27 | 2009.08.14 20:00 | sell | 14 | 0.10 | 1.41928 | 1.43928 | 1.39928 | ||
| 28 | 2009.08.17 00:00 | close | 14 | 0.10 | 1.41914 | 1.43928 | 1.39928 | 1.23 | 9982.53 |
| 29 | 2009.08.17 02:00 | sell | 15 | 0.10 | 1.41654 | 1.43654 | 1.39654 | ||
| 30 | 2009.08.17 15:00 | close | 15 | 0.10 | 1.40720 | 1.43654 | 1.39654 | 93.40 | 10075.93 |
| 31 | 2009.08.17 17:00 | sell | 16 | 0.10 | 1.40707 | 1.42707 | 1.38707 | ||
| 32 | 2009.08.17 18:00 | close | 16 | 0.10 | 1.40890 | 1.42707 | 1.38707 | -18.30 | 10057.63 |
| 33 | 2009.08.18 00:00 | sell | 17 | 0.10 | 1.40702 | 1.42702 | 1.38702 | ||
| 34 | 2009.08.18 02:00 | close | 17 | 0.10 | 1.41092 | 1.42702 | 1.38702 | -39.00 | 10018.63 |
| 35 | 2009.08.18 05:00 | buy | 18 | 0.10 | 1.41131 | 1.39131 | 1.43131 | ||
| 36 | 2009.08.18 06:00 | close | 18 | 0.10 | 1.41046 | 1.39131 | 1.43131 | -8.50 | 10010.13 |
| 37 | 2009.08.19 19:00 | buy | 19 | 0.10 | 1.42554 | 1.40554 | 1.44554 | ||
| 38 | 2009.08.19 22:00 | close | 19 | 0.10 | 1.42334 | 1.40554 | 1.44554 | -22.00 | 9988.13 |
| 39 | 2009.08.20 12:00 | buy | 20 | 0.10 | 1.42336 | 1.40336 | 1.44336 | ||
| 40 | 2009.08.20 14:00 | close | 20 | 0.10 | 1.42363 | 1.40336 | 1.44336 | 2.70 | 9990.83 |
| 41 | 2009.08.20 15:00 | buy | 21 | 0.10 | 1.42297 | 1.40297 | 1.44297 | ||
| 42 | 2009.08.20 16:00 | close | 21 | 0.10 | 1.42303 | 1.40297 | 1.44297 | 0.60 | 9991.43 |
| 43 | 2009.08.20 21:00 | buy | 22 | 0.10 | 1.42561 | 1.40561 | 1.44561 | ||
| 44 | 2009.08.21 00:00 | close | 22 | 0.10 | 1.42446 | 1.40561 | 1.44561 | -11.53 | 9979.90 |
| 45 | 2009.08.21 02:00 | buy | 23 | 0.10 | 1.42555 | 1.40555 | 1.44555 | ||
| 46 | 2009.08.21 03:00 | close | 23 | 0.10 | 1.42418 | 1.40555 | 1.44555 | -13.70 | 9966.20 |
| 47 | 2009.08.21 14:00 | buy | 24 | 0.10 | 1.43375 | 1.41375 | 1.45375 | ||
| 48 | 2009.08.21 17:00 | close | 24 | 0.10 | 1.43002 | 1.41375 | 1.45375 | -37.30 | 9928.90 |
| 49 | 2009.08.21 19:00 | buy | 25 | 0.10 | 1.43218 | 1.41218 | 1.45218 | ||
| 50 | 2009.08.24 02:00 | close | 25 | 0.10 | 1.43386 | 1.41218 | 1.45218 | 16.77 | 9945.67 |
| 51 | 2009.08.24 09:00 | sell | 26 | 0.10 | 1.42949 | 1.44949 | 1.40949 | ||
| 52 | 2009.08.24 13:00 | close | 26 | 0.10 | 1.43099 | 1.44949 | 1.40949 | -15.00 | 9930.67 |
| 53 | 2009.08.26 03:00 | sell | 27 | 0.10 | 1.42911 | 1.44911 | 1.40911 | ||
| 54 | 2009.08.26 04:00 | close | 27 | 0.10 | 1.42988 | 1.44911 | 1.40911 | -7.70 | 9922.97 |
| 55 | 2009.08.26 17:00 | sell | 28 | 0.10 | 1.42307 | 1.44307 | 1.40307 | ||
| 56 | 2009.08.26 21:00 | close | 28 | 0.10 | 1.42413 | 1.44307 | 1.40307 | -10.60 | 9912.37 |
| 57 | 2009.08.31 15:00 | sell | 29 | 0.10 | 1.42880 | 1.44880 | 1.40880 | ||
| 58 | 2009.08.31 16:00 | close | 29 | 0.10 | 1.42930 | 1.44880 | 1.40880 | -5.00 | 9907.37 |
| 59 | 2009.09.02 03:00 | sell | 30 | 0.10 | 1.41968 | 1.43968 | 1.39968 | ||
| 60 | 2009.09.02 05:00 | close | 30 | 0.10 | 1.42118 | 1.43968 | 1.39968 | -15.00 | 9892.37 |
| 61 | 2009.09.03 15:00 | buy | 31 | 0.10 | 1.42919 | 1.40919 | 1.44919 | ||
| 62 | 2009.09.03 16:00 | close | 31 | 0.10 | 1.42816 | 1.40919 | 1.44919 | -10.30 | 9882.07 |
| 63 | 2009.09.07 07:00 | buy | 32 | 0.10 | 1.43365 | 1.41365 | 1.45365 | ||
| 64 | 2009.09.07 08:00 | close | 32 | 0.10 | 1.43201 | 1.41365 | 1.45365 | -16.40 | 9865.67 |
| 65 | 2009.09.07 09:00 | buy | 33 | 0.10 | 1.43376 | 1.41376 | 1.45376 | ||
| 66 | 2009.09.07 14:00 | close | 33 | 0.10 | 1.43328 | 1.41376 | 1.45376 | -4.80 | 9860.87 |
| 67 | 2009.09.08 10:00 | buy | 34 | 0.10 | 1.44172 | 1.42172 | 1.46172 | ||
| 68 | 2009.09.08 21:00 | close | 34 | 0.10 | 1.44887 | 1.42172 | 1.46172 | 71.50 | 9932.37 |
| 69 | 2009.09.09 02:00 | buy | 35 | 0.10 | 1.45034 | 1.43034 | 1.47034 | ||
| 70 | 2009.09.09 03:00 | close | 35 | 0.10 | 1.45055 | 1.43034 | 1.47034 | 2.10 | 9934.47 |
| 71 | 2009.09.09 15:00 | buy | 36 | 0.10 | 1.45529 | 1.43529 | 1.47529 | ||
| 72 | 2009.09.09 19:00 | close | 36 | 0.10 | 1.45724 | 1.43529 | 1.47529 | 19.50 | 9953.97 |
| 73 | 2009.09.15 02:00 | buy | 37 | 0.10 | 1.46415 | 1.44415 | 1.48415 | ||
| 74 | 2009.09.15 04:00 | close | 37 | 0.10 | 1.46191 | 1.44415 | 1.48415 | -22.40 | 9931.57 |
| 75 | 2009.09.16 00:00 | buy | 38 | 0.10 | 1.46625 | 1.44625 | 1.48625 | ||
| 76 | 2009.09.16 05:00 | close | 38 | 0.10 | 1.46649 | 1.44625 | 1.48625 | 2.40 | 9933.97 |
| 77 | 2009.09.16 06:00 | buy | 39 | 0.10 | 1.46829 | 1.44829 | 1.48829 | ||
| 78 | 2009.09.16 12:00 | close | 39 | 0.10 | 1.46857 | 1.44829 | 1.48829 | 2.80 | 9936.77 |
| 79 | 2009.09.16 20:00 | buy | 40 | 0.10 | 1.47203 | 1.45203 | 1.49203 | ||
| 80 | 2009.09.17 00:00 | close | 40 | 0.10 | 1.47073 | 1.45203 | 1.49203 | -13.09 | 9923.68 |
| 81 | 2009.09.17 05:00 | buy | 41 | 0.10 | 1.47260 | 1.45260 | 1.49260 | ||
| 82 | 2009.09.17 13:00 | close | 41 | 0.10 | 1.47263 | 1.45260 | 1.49260 | 0.30 | 9923.98 |
| 83 | 2009.09.21 09:00 | sell | 42 | 0.10 | 1.46649 | 1.48649 | 1.44649 | ||
| 84 | 2009.09.21 14:00 | close | 42 | 0.10 | 1.46692 | 1.48649 | 1.44649 | -4.30 | 9919.68 |
| 85 | 2009.09.22 04:00 | buy | 43 | 0.10 | 1.47092 | 1.45092 | 1.49092 | ||
| 86 | 2009.09.22 08:00 | close | 43 | 0.10 | 1.47126 | 1.45092 | 1.49092 | 3.40 | 9923.08 |
| 87 | 2009.09.22 09:00 | buy | 44 | 0.10 | 1.47412 | 1.45412 | 1.49412 | ||
| 88 | 2009.09.22 14:00 | close | 44 | 0.10 | 1.47836 | 1.45412 | 1.49412 | 42.40 | 9965.48 |
| 89 | 2009.09.23 05:00 | buy | 45 | 0.10 | 1.48191 | 1.46191 | 1.50191 | ||
| 90 | 2009.09.23 09:00 | close | 45 | 0.10 | 1.47855 | 1.46191 | 1.50191 | -33.60 | 9931.88 |
| 91 | 2009.09.23 17:00 | sell | 46 | 0.10 | 1.47794 | 1.49794 | 1.45794 | ||
| 92 | 2009.09.23 20:00 | close | 46 | 0.10 | 1.47880 | 1.49794 | 1.45794 | -8.60 | 9923.28 |
| 93 | 2009.09.29 02:00 | buy | 47 | 0.10 | 1.46236 | 1.44236 | 1.48236 | ||
| 94 | 2009.09.29 03:00 | close | 47 | 0.10 | 1.45938 | 1.44236 | 1.48236 | -29.80 | 9893.48 |
| 95 | 2009.09.30 05:00 | buy | 48 | 0.10 | 1.46324 | 1.44324 | 1.48324 | ||
| 96 | 2009.09.30 10:00 | close | 48 | 0.10 | 1.46037 | 1.44324 | 1.48324 | -28.70 | 9864.78 |
| 97 | 2009.09.30 12:00 | buy | 49 | 0.10 | 1.46670 | 1.44670 | 1.48670 | ||
| 98 | 2009.09.30 14:00 | close | 49 | 0.10 | 1.46419 | 1.44670 | 1.48670 | -25.10 | 9839.68 |