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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -595.00 | Gross profit | 615.00 | Gross loss | -1210.00 |
| Profit factor | 0.51 | Expected payoff | -12.93 | ||
| Absolute drawdown | 674.00 | Maximal drawdown | 736.00 (7.31%) | Relative drawdown | 7.31% (736.00) |
| Total trades | 46 | Short positions (won %) | 28 (32.14%) | Long positions (won %) | 18 (33.33%) |
| Profit trades (% of total) | 15 (32.61%) | Loss trades (% of total) | 31 (67.39%) | ||
| Largest | profit trade | 41.00 | loss trade | -40.00 | |
| Average | profit trade | 41.00 | loss trade | -39.03 | |
| Maximum | consecutive wins (profit in money) | 2 (82.00) | consecutive losses (loss in money) | 11 (-430.00) | |
| Maximal | consecutive profit (count of wins) | 82.00 (2) | consecutive loss (count of losses) | -430.00 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 21:59 | buy | 1 | 1.00 | 1.43976 | 1.43776 | 1.44017 | ||
| 2 | 2009.08.04 21:59 | modify | 1 | 1.00 | 1.43976 | 1.43937 | 1.44017 | ||
| 3 | 2009.08.04 22:15 | t/p | 1 | 1.00 | 1.44017 | 1.43937 | 1.44017 | 41.00 | 10041.00 |
| 4 | 2009.08.05 01:59 | buy | 2 | 1.00 | 1.44150 | 1.43950 | 1.44191 | ||
| 5 | 2009.08.05 01:59 | modify | 2 | 1.00 | 1.44150 | 1.44111 | 1.44191 | ||
| 6 | 2009.08.05 02:20 | s/l | 2 | 1.00 | 1.44111 | 1.44111 | 1.44191 | -39.00 | 10002.00 |
| 7 | 2009.08.05 03:59 | sell | 3 | 1.00 | 1.44108 | 1.44308 | 1.44067 | ||
| 8 | 2009.08.05 03:59 | modify | 3 | 1.00 | 1.44108 | 1.44147 | 1.44067 | ||
| 9 | 2009.08.05 04:15 | s/l | 3 | 1.00 | 1.44147 | 1.44147 | 1.44067 | -39.00 | 9963.00 |
| 10 | 2009.08.05 09:59 | buy | 4 | 1.00 | 1.44007 | 1.43807 | 1.44048 | ||
| 11 | 2009.08.05 09:59 | modify | 4 | 1.00 | 1.44007 | 1.43968 | 1.44048 | ||
| 12 | 2009.08.05 10:02 | s/l | 4 | 1.00 | 1.43968 | 1.43968 | 1.44048 | -39.00 | 9924.00 |
| 13 | 2009.08.05 17:59 | buy | 5 | 1.00 | 1.43903 | 1.43703 | 1.43944 | ||
| 14 | 2009.08.05 17:59 | modify | 5 | 1.00 | 1.43903 | 1.43864 | 1.43944 | ||
| 15 | 2009.08.05 18:02 | s/l | 5 | 1.00 | 1.43864 | 1.43864 | 1.43944 | -39.00 | 9885.00 |
| 16 | 2009.08.05 21:59 | sell | 6 | 1.00 | 1.44130 | 1.44330 | 1.44089 | ||
| 17 | 2009.08.05 21:59 | modify | 6 | 1.00 | 1.44130 | 1.44169 | 1.44089 | ||
| 18 | 2009.08.05 22:10 | s/l | 6 | 1.00 | 1.44169 | 1.44169 | 1.44089 | -39.00 | 9846.00 |
| 19 | 2009.08.06 01:59 | sell | 7 | 1.00 | 1.44092 | 1.44292 | 1.44051 | ||
| 20 | 2009.08.06 01:59 | modify | 7 | 1.00 | 1.44092 | 1.44131 | 1.44051 | ||
| 21 | 2009.08.06 02:02 | s/l | 7 | 1.00 | 1.44131 | 1.44131 | 1.44051 | -39.00 | 9807.00 |
| 22 | 2009.08.06 08:59 | sell | 8 | 1.00 | 1.43927 | 1.44127 | 1.43886 | ||
| 23 | 2009.08.06 08:59 | modify | 8 | 1.00 | 1.43927 | 1.43966 | 1.43886 | ||
| 24 | 2009.08.06 09:10 | s/l | 8 | 1.00 | 1.43966 | 1.43966 | 1.43886 | -39.00 | 9768.00 |
| 25 | 2009.08.11 11:59 | sell | 9 | 1.00 | 1.41537 | 1.41737 | 1.41496 | ||
| 26 | 2009.08.11 11:59 | modify | 9 | 1.00 | 1.41537 | 1.41576 | 1.41496 | ||
| 27 | 2009.08.11 12:07 | s/l | 9 | 1.00 | 1.41576 | 1.41576 | 1.41496 | -39.00 | 9729.00 |
| 28 | 2009.08.11 16:59 | buy | 10 | 1.00 | 1.41416 | 1.41216 | 1.41457 | ||
| 29 | 2009.08.11 16:59 | modify | 10 | 1.00 | 1.41416 | 1.41377 | 1.41457 | ||
| 30 | 2009.08.11 17:10 | s/l | 10 | 1.00 | 1.41377 | 1.41377 | 1.41457 | -39.00 | 9690.00 |
| 31 | 2009.08.13 23:59 | sell | 11 | 1.00 | 1.42779 | 1.42979 | 1.42738 | ||
| 32 | 2009.08.13 23:59 | modify | 11 | 1.00 | 1.42779 | 1.42818 | 1.42738 | ||
| 33 | 2009.08.14 00:15 | s/l | 11 | 1.00 | 1.42818 | 1.42818 | 1.42738 | -40.00 | 9650.00 |
| 34 | 2009.08.14 04:59 | sell | 12 | 1.00 | 1.42691 | 1.42891 | 1.42650 | ||
| 35 | 2009.08.14 04:59 | modify | 12 | 1.00 | 1.42691 | 1.42730 | 1.42650 | ||
| 36 | 2009.08.14 05:07 | s/l | 12 | 1.00 | 1.42730 | 1.42730 | 1.42650 | -39.00 | 9611.00 |
| 37 | 2009.08.14 13:59 | buy | 13 | 1.00 | 1.42993 | 1.42793 | 1.43034 | ||
| 38 | 2009.08.14 13:59 | modify | 13 | 1.00 | 1.42993 | 1.42954 | 1.43034 | ||
| 39 | 2009.08.14 14:02 | t/p | 13 | 1.00 | 1.43034 | 1.42954 | 1.43034 | 41.00 | 9652.00 |
| 40 | 2009.08.17 14:59 | buy | 14 | 1.00 | 1.40707 | 1.40507 | 1.40748 | ||
| 41 | 2009.08.17 14:59 | modify | 14 | 1.00 | 1.40707 | 1.40668 | 1.40748 | ||
| 42 | 2009.08.17 15:10 | t/p | 14 | 1.00 | 1.40748 | 1.40668 | 1.40748 | 41.00 | 9693.00 |
| 43 | 2009.08.18 07:59 | buy | 15 | 1.00 | 1.41148 | 1.40948 | 1.41189 | ||
| 44 | 2009.08.18 07:59 | modify | 15 | 1.00 | 1.41148 | 1.41109 | 1.41189 | ||
| 45 | 2009.08.18 08:02 | s/l | 15 | 1.00 | 1.41109 | 1.41109 | 1.41189 | -39.00 | 9654.00 |
| 46 | 2009.08.20 22:59 | sell | 16 | 1.00 | 1.42527 | 1.42727 | 1.42486 | ||
| 47 | 2009.08.20 22:59 | modify | 16 | 1.00 | 1.42527 | 1.42566 | 1.42486 | ||
| 48 | 2009.08.20 23:45 | t/p | 16 | 1.00 | 1.42486 | 1.42566 | 1.42486 | 41.00 | 9695.00 |
| 49 | 2009.08.21 02:59 | sell | 17 | 1.00 | 1.42417 | 1.42617 | 1.42376 | ||
| 50 | 2009.08.21 02:59 | modify | 17 | 1.00 | 1.42417 | 1.42456 | 1.42376 | ||
| 51 | 2009.08.21 03:10 | s/l | 17 | 1.00 | 1.42456 | 1.42456 | 1.42376 | -39.00 | 9656.00 |
| 52 | 2009.08.21 07:59 | buy | 18 | 1.00 | 1.42320 | 1.42120 | 1.42361 | ||
| 53 | 2009.08.21 07:59 | modify | 18 | 1.00 | 1.42320 | 1.42281 | 1.42361 | ||
| 54 | 2009.08.21 08:15 | s/l | 18 | 1.00 | 1.42281 | 1.42281 | 1.42361 | -39.00 | 9617.00 |
| 55 | 2009.08.24 16:59 | sell | 19 | 1.00 | 1.43187 | 1.43387 | 1.43146 | ||
| 56 | 2009.08.24 16:59 | modify | 19 | 1.00 | 1.43187 | 1.43226 | 1.43146 | ||
| 57 | 2009.08.24 17:02 | s/l | 19 | 1.00 | 1.43226 | 1.43226 | 1.43146 | -39.00 | 9578.00 |
| 58 | 2009.08.24 18:59 | buy | 20 | 1.00 | 1.43270 | 1.43070 | 1.43311 | ||
| 59 | 2009.08.24 18:59 | modify | 20 | 1.00 | 1.43270 | 1.43231 | 1.43311 | ||
| 60 | 2009.08.24 19:05 | s/l | 20 | 1.00 | 1.43231 | 1.43231 | 1.43311 | -39.00 | 9539.00 |
| 61 | 2009.08.25 16:59 | sell | 21 | 1.00 | 1.43278 | 1.43478 | 1.43237 | ||
| 62 | 2009.08.25 16:59 | modify | 21 | 1.00 | 1.43278 | 1.43317 | 1.43237 | ||
| 63 | 2009.08.25 17:10 | s/l | 21 | 1.00 | 1.43317 | 1.43317 | 1.43237 | -39.00 | 9500.00 |
| 64 | 2009.08.27 03:59 | buy | 22 | 1.00 | 1.42375 | 1.42175 | 1.42416 | ||
| 65 | 2009.08.27 03:59 | modify | 22 | 1.00 | 1.42375 | 1.42336 | 1.42416 | ||
| 66 | 2009.08.27 04:15 | t/p | 22 | 1.00 | 1.42416 | 1.42336 | 1.42416 | 41.00 | 9541.00 |
| 67 | 2009.08.27 17:59 | buy | 23 | 1.00 | 1.42717 | 1.42517 | 1.42758 | ||
| 68 | 2009.08.27 17:59 | modify | 23 | 1.00 | 1.42717 | 1.42678 | 1.42758 | ||
| 69 | 2009.08.27 18:02 | s/l | 23 | 1.00 | 1.42678 | 1.42678 | 1.42758 | -39.00 | 9502.00 |
| 70 | 2009.08.31 14:59 | buy | 24 | 1.00 | 1.42886 | 1.42686 | 1.42927 | ||
| 71 | 2009.08.31 14:59 | modify | 24 | 1.00 | 1.42886 | 1.42847 | 1.42927 | ||
| 72 | 2009.08.31 15:10 | s/l | 24 | 1.00 | 1.42847 | 1.42847 | 1.42927 | -39.00 | 9463.00 |
| 73 | 2009.09.03 02:59 | sell | 25 | 1.00 | 1.42606 | 1.42806 | 1.42565 | ||
| 74 | 2009.09.03 02:59 | modify | 25 | 1.00 | 1.42606 | 1.42645 | 1.42565 | ||
| 75 | 2009.09.03 03:07 | t/p | 25 | 1.00 | 1.42565 | 1.42645 | 1.42565 | 41.00 | 9504.00 |
| 76 | 2009.09.04 16:59 | buy | 26 | 1.00 | 1.42335 | 1.42135 | 1.42376 | ||
| 77 | 2009.09.04 16:59 | modify | 26 | 1.00 | 1.42335 | 1.42296 | 1.42376 | ||
| 78 | 2009.09.04 17:10 | s/l | 26 | 1.00 | 1.42296 | 1.42296 | 1.42376 | -39.00 | 9465.00 |
| 79 | 2009.09.07 22:59 | sell | 27 | 1.00 | 1.43317 | 1.43517 | 1.43276 | ||
| 80 | 2009.09.07 22:59 | modify | 27 | 1.00 | 1.43317 | 1.43356 | 1.43276 | ||
| 81 | 2009.09.07 23:15 | s/l | 27 | 1.00 | 1.43356 | 1.43356 | 1.43276 | -39.00 | 9426.00 |
| 82 | 2009.09.10 00:59 | sell | 28 | 1.00 | 1.45537 | 1.45737 | 1.45496 | ||
| 83 | 2009.09.10 00:59 | modify | 28 | 1.00 | 1.45537 | 1.45576 | 1.45496 | ||
| 84 | 2009.09.10 01:02 | t/p | 28 | 1.00 | 1.45496 | 1.45576 | 1.45496 | 41.00 | 9467.00 |
| 85 | 2009.09.10 08:59 | sell | 29 | 1.00 | 1.45708 | 1.45908 | 1.45667 | ||
| 86 | 2009.09.10 08:59 | modify | 29 | 1.00 | 1.45708 | 1.45747 | 1.45667 | ||
| 87 | 2009.09.10 09:02 | t/p | 29 | 1.00 | 1.45667 | 1.45747 | 1.45667 | 41.00 | 9508.00 |
| 88 | 2009.09.10 15:59 | sell | 30 | 1.00 | 1.45331 | 1.45531 | 1.45290 | ||
| 89 | 2009.09.10 15:59 | modify | 30 | 1.00 | 1.45331 | 1.45370 | 1.45290 | ||
| 90 | 2009.09.10 16:02 | s/l | 30 | 1.00 | 1.45370 | 1.45370 | 1.45290 | -39.00 | 9469.00 |
| 91 | 2009.09.10 20:59 | sell | 31 | 1.00 | 1.45832 | 1.46032 | 1.45791 | ||
| 92 | 2009.09.10 20:59 | modify | 31 | 1.00 | 1.45832 | 1.45871 | 1.45791 | ||
| 93 | 2009.09.10 21:03 | t/p | 31 | 1.00 | 1.45791 | 1.45871 | 1.45791 | 41.00 | 9510.00 |
| 94 | 2009.09.11 08:59 | sell | 32 | 1.00 | 1.46008 | 1.46208 | 1.45967 | ||
| 95 | 2009.09.11 08:59 | modify | 32 | 1.00 | 1.46008 | 1.46047 | 1.45967 | ||
| 96 | 2009.09.11 09:10 | s/l | 32 | 1.00 | 1.46047 | 1.46047 | 1.45967 | -39.00 | 9471.00 |
| 97 | 2009.09.11 14:59 | sell | 33 | 1.00 | 1.45858 | 1.46058 | 1.45817 | ||
| 98 | 2009.09.11 14:59 | modify | 33 | 1.00 | 1.45858 | 1.45897 | 1.45817 | ||
| 99 | 2009.09.11 15:05 | s/l | 33 | 1.00 | 1.45897 | 1.45897 | 1.45817 | -39.00 | 9432.00 |
| 100 | 2009.09.14 04:59 | buy | 34 | 1.00 | 1.45437 | 1.45237 | 1.45478 | ||
| 101 | 2009.09.14 04:59 | modify | 34 | 1.00 | 1.45437 | 1.45398 | 1.45478 | ||
| 102 | 2009.09.14 05:03 | s/l | 34 | 1.00 | 1.45398 | 1.45398 | 1.45478 | -39.00 | 9393.00 |
| 103 | 2009.09.14 17:59 | sell | 35 | 1.00 | 1.46118 | 1.46318 | 1.46077 | ||
| 104 | 2009.09.14 17:59 | modify | 35 | 1.00 | 1.46118 | 1.46157 | 1.46077 | ||
| 105 | 2009.09.14 18:10 | s/l | 35 | 1.00 | 1.46157 | 1.46157 | 1.46077 | -39.00 | 9354.00 |
| 106 | 2009.09.16 11:59 | sell | 36 | 1.00 | 1.46860 | 1.47060 | 1.46819 | ||
| 107 | 2009.09.16 11:59 | modify | 36 | 1.00 | 1.46860 | 1.46899 | 1.46819 | ||
| 108 | 2009.09.16 12:15 | t/p | 36 | 1.00 | 1.46819 | 1.46899 | 1.46819 | 41.00 | 9395.00 |
| 109 | 2009.09.17 15:59 | buy | 37 | 1.00 | 1.47407 | 1.47207 | 1.47448 | ||
| 110 | 2009.09.17 15:59 | modify | 37 | 1.00 | 1.47407 | 1.47368 | 1.47448 | ||
| 111 | 2009.09.17 16:02 | t/p | 37 | 1.00 | 1.47448 | 1.47368 | 1.47448 | 41.00 | 9436.00 |
| 112 | 2009.09.17 17:59 | sell | 38 | 1.00 | 1.47337 | 1.47537 | 1.47296 | ||
| 113 | 2009.09.17 17:59 | modify | 38 | 1.00 | 1.47337 | 1.47376 | 1.47296 | ||
| 114 | 2009.09.17 18:02 | s/l | 38 | 1.00 | 1.47376 | 1.47376 | 1.47296 | -39.00 | 9397.00 |
| 115 | 2009.09.23 02:59 | sell | 39 | 1.00 | 1.47935 | 1.48135 | 1.47894 | ||
| 116 | 2009.09.23 02:59 | modify | 39 | 1.00 | 1.47935 | 1.47974 | 1.47894 | ||
| 117 | 2009.09.23 03:02 | s/l | 39 | 1.00 | 1.47974 | 1.47974 | 1.47894 | -39.00 | 9358.00 |
| 118 | 2009.09.23 13:59 | buy | 40 | 1.00 | 1.47853 | 1.47653 | 1.47894 | ||
| 119 | 2009.09.23 13:59 | modify | 40 | 1.00 | 1.47853 | 1.47814 | 1.47894 | ||
| 120 | 2009.09.23 14:02 | t/p | 40 | 1.00 | 1.47894 | 1.47814 | 1.47894 | 41.00 | 9399.00 |
| 121 | 2009.09.23 21:59 | sell | 41 | 1.00 | 1.47418 | 1.47618 | 1.47377 | ||
| 122 | 2009.09.23 21:59 | modify | 41 | 1.00 | 1.47418 | 1.47457 | 1.47377 | ||
| 123 | 2009.09.23 22:02 | s/l | 41 | 1.00 | 1.47457 | 1.47457 | 1.47377 | -39.00 | 9360.00 |
| 124 | 2009.09.24 15:59 | sell | 42 | 1.00 | 1.47581 | 1.47781 | 1.47540 | ||
| 125 | 2009.09.24 15:59 | modify | 42 | 1.00 | 1.47581 | 1.47620 | 1.47540 | ||
| 126 | 2009.09.24 16:03 | t/p | 42 | 1.00 | 1.47540 | 1.47620 | 1.47540 | 41.00 | 9401.00 |
| 127 | 2009.09.25 13:59 | sell | 43 | 1.00 | 1.46761 | 1.46961 | 1.46720 | ||
| 128 | 2009.09.25 13:59 | modify | 43 | 1.00 | 1.46761 | 1.46800 | 1.46720 | ||
| 129 | 2009.09.25 14:10 | t/p | 43 | 1.00 | 1.46720 | 1.46800 | 1.46720 | 41.00 | 9442.00 |
| 130 | 2009.09.25 15:59 | buy | 44 | 1.00 | 1.46811 | 1.46611 | 1.46852 | ||
| 131 | 2009.09.25 15:59 | modify | 44 | 1.00 | 1.46811 | 1.46772 | 1.46852 | ||
| 132 | 2009.09.25 16:02 | s/l | 44 | 1.00 | 1.46772 | 1.46772 | 1.46852 | -39.00 | 9403.00 |
| 133 | 2009.09.28 02:59 | sell | 45 | 1.00 | 1.46442 | 1.46642 | 1.46401 | ||
| 134 | 2009.09.28 02:59 | modify | 45 | 1.00 | 1.46442 | 1.46481 | 1.46401 | ||
| 135 | 2009.09.28 03:02 | s/l | 45 | 1.00 | 1.46481 | 1.46481 | 1.46401 | -39.00 | 9364.00 |
| 136 | 2009.09.30 05:59 | sell | 46 | 1.00 | 1.46202 | 1.46402 | 1.46161 | ||
| 137 | 2009.09.30 05:59 | modify | 46 | 1.00 | 1.46202 | 1.46241 | 1.46161 | ||
| 138 | 2009.09.30 06:20 | t/p | 46 | 1.00 | 1.46161 | 1.46241 | 1.46161 | 41.00 | 9405.00 |