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="""; lots=0.25; 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 | -156.50 | Gross profit | 153.75 | Gross loss | -310.25 |
Profit factor | 0.50 | Expected payoff | -3.40 | ||
Absolute drawdown | 176.50 | Maximal drawdown | 191.75 (1.91%) | Relative drawdown | 1.91% (191.75) |
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 | 10.25 | loss trade | -10.25 | |
Average | profit trade | 10.25 | loss trade | -10.01 | |
Maximum | consecutive wins (profit in money) | 2 (20.50) | consecutive losses (loss in money) | 11 (-110.25) | |
Maximal | consecutive profit (count of wins) | 20.50 (2) | consecutive loss (count of losses) | -110.25 (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 | 0.25 | 1.43977 | 1.43777 | 1.44018 | ||
2 | 2009.08.04 21:59 | modify | 1 | 0.25 | 1.43977 | 1.43937 | 1.44018 | ||
3 | 2009.08.04 22:15 | t/p | 1 | 0.25 | 1.44018 | 1.43937 | 1.44018 | 10.25 | 10010.25 |
4 | 2009.08.05 01:59 | buy | 2 | 0.25 | 1.44151 | 1.43951 | 1.44192 | ||
5 | 2009.08.05 01:59 | modify | 2 | 0.25 | 1.44151 | 1.44111 | 1.44192 | ||
6 | 2009.08.05 02:20 | s/l | 2 | 0.25 | 1.44111 | 1.44111 | 1.44192 | -10.00 | 10000.25 |
7 | 2009.08.05 03:59 | sell | 3 | 0.25 | 1.44108 | 1.44308 | 1.44067 | ||
8 | 2009.08.05 03:59 | modify | 3 | 0.25 | 1.44108 | 1.44148 | 1.44067 | ||
9 | 2009.08.05 04:15 | s/l | 3 | 0.25 | 1.44148 | 1.44148 | 1.44067 | -10.00 | 9990.25 |
10 | 2009.08.05 09:59 | buy | 4 | 0.25 | 1.44008 | 1.43808 | 1.44049 | ||
11 | 2009.08.05 09:59 | modify | 4 | 0.25 | 1.44008 | 1.43968 | 1.44049 | ||
12 | 2009.08.05 10:02 | s/l | 4 | 0.25 | 1.43968 | 1.43968 | 1.44049 | -10.00 | 9980.25 |
13 | 2009.08.05 17:59 | buy | 5 | 0.25 | 1.43904 | 1.43704 | 1.43945 | ||
14 | 2009.08.05 17:59 | modify | 5 | 0.25 | 1.43904 | 1.43864 | 1.43945 | ||
15 | 2009.08.05 18:02 | s/l | 5 | 0.25 | 1.43864 | 1.43864 | 1.43945 | -10.00 | 9970.25 |
16 | 2009.08.05 21:59 | sell | 6 | 0.25 | 1.44130 | 1.44330 | 1.44089 | ||
17 | 2009.08.05 21:59 | modify | 6 | 0.25 | 1.44130 | 1.44170 | 1.44089 | ||
18 | 2009.08.05 22:10 | s/l | 6 | 0.25 | 1.44170 | 1.44170 | 1.44089 | -10.00 | 9960.25 |
19 | 2009.08.06 01:59 | sell | 7 | 0.25 | 1.44092 | 1.44292 | 1.44051 | ||
20 | 2009.08.06 01:59 | modify | 7 | 0.25 | 1.44092 | 1.44132 | 1.44051 | ||
21 | 2009.08.06 02:02 | s/l | 7 | 0.25 | 1.44132 | 1.44132 | 1.44051 | -10.00 | 9950.25 |
22 | 2009.08.06 08:59 | sell | 8 | 0.25 | 1.43927 | 1.44127 | 1.43886 | ||
23 | 2009.08.06 08:59 | modify | 8 | 0.25 | 1.43927 | 1.43967 | 1.43886 | ||
24 | 2009.08.06 09:10 | s/l | 8 | 0.25 | 1.43967 | 1.43967 | 1.43886 | -10.00 | 9940.25 |
25 | 2009.08.11 11:59 | sell | 9 | 0.25 | 1.41537 | 1.41737 | 1.41496 | ||
26 | 2009.08.11 11:59 | modify | 9 | 0.25 | 1.41537 | 1.41577 | 1.41496 | ||
27 | 2009.08.11 12:07 | s/l | 9 | 0.25 | 1.41577 | 1.41577 | 1.41496 | -10.00 | 9930.25 |
28 | 2009.08.11 16:59 | buy | 10 | 0.25 | 1.41417 | 1.41217 | 1.41458 | ||
29 | 2009.08.11 16:59 | modify | 10 | 0.25 | 1.41417 | 1.41377 | 1.41458 | ||
30 | 2009.08.11 17:10 | s/l | 10 | 0.25 | 1.41377 | 1.41377 | 1.41458 | -10.00 | 9920.25 |
31 | 2009.08.13 23:59 | sell | 11 | 0.25 | 1.42779 | 1.42979 | 1.42738 | ||
32 | 2009.08.13 23:59 | modify | 11 | 0.25 | 1.42779 | 1.42819 | 1.42738 | ||
33 | 2009.08.14 00:15 | s/l | 11 | 0.25 | 1.42819 | 1.42819 | 1.42738 | -10.25 | 9910.00 |
34 | 2009.08.14 04:59 | sell | 12 | 0.25 | 1.42691 | 1.42891 | 1.42650 | ||
35 | 2009.08.14 04:59 | modify | 12 | 0.25 | 1.42691 | 1.42731 | 1.42650 | ||
36 | 2009.08.14 05:07 | s/l | 12 | 0.25 | 1.42731 | 1.42731 | 1.42650 | -10.00 | 9900.00 |
37 | 2009.08.14 13:59 | buy | 13 | 0.25 | 1.42994 | 1.42794 | 1.43035 | ||
38 | 2009.08.14 13:59 | modify | 13 | 0.25 | 1.42994 | 1.42954 | 1.43035 | ||
39 | 2009.08.14 14:02 | t/p | 13 | 0.25 | 1.43035 | 1.42954 | 1.43035 | 10.25 | 9910.25 |
40 | 2009.08.17 14:59 | buy | 14 | 0.25 | 1.40708 | 1.40508 | 1.40749 | ||
41 | 2009.08.17 14:59 | modify | 14 | 0.25 | 1.40708 | 1.40668 | 1.40749 | ||
42 | 2009.08.17 15:10 | t/p | 14 | 0.25 | 1.40749 | 1.40668 | 1.40749 | 10.25 | 9920.50 |
43 | 2009.08.18 07:59 | buy | 15 | 0.25 | 1.41149 | 1.40949 | 1.41190 | ||
44 | 2009.08.18 07:59 | modify | 15 | 0.25 | 1.41149 | 1.41109 | 1.41190 | ||
45 | 2009.08.18 08:02 | s/l | 15 | 0.25 | 1.41109 | 1.41109 | 1.41190 | -10.00 | 9910.50 |
46 | 2009.08.20 22:59 | sell | 16 | 0.25 | 1.42527 | 1.42727 | 1.42486 | ||
47 | 2009.08.20 22:59 | modify | 16 | 0.25 | 1.42527 | 1.42567 | 1.42486 | ||
48 | 2009.08.20 23:45 | t/p | 16 | 0.25 | 1.42486 | 1.42567 | 1.42486 | 10.25 | 9920.75 |
49 | 2009.08.21 02:59 | sell | 17 | 0.25 | 1.42417 | 1.42617 | 1.42376 | ||
50 | 2009.08.21 02:59 | modify | 17 | 0.25 | 1.42417 | 1.42457 | 1.42376 | ||
51 | 2009.08.21 03:10 | s/l | 17 | 0.25 | 1.42457 | 1.42457 | 1.42376 | -10.00 | 9910.75 |
52 | 2009.08.21 07:59 | buy | 18 | 0.25 | 1.42321 | 1.42121 | 1.42362 | ||
53 | 2009.08.21 07:59 | modify | 18 | 0.25 | 1.42321 | 1.42281 | 1.42362 | ||
54 | 2009.08.21 08:15 | s/l | 18 | 0.25 | 1.42281 | 1.42281 | 1.42362 | -10.00 | 9900.75 |
55 | 2009.08.24 16:59 | sell | 19 | 0.25 | 1.43187 | 1.43387 | 1.43146 | ||
56 | 2009.08.24 16:59 | modify | 19 | 0.25 | 1.43187 | 1.43227 | 1.43146 | ||
57 | 2009.08.24 17:02 | s/l | 19 | 0.25 | 1.43227 | 1.43227 | 1.43146 | -10.00 | 9890.75 |
58 | 2009.08.24 18:59 | buy | 20 | 0.25 | 1.43271 | 1.43071 | 1.43312 | ||
59 | 2009.08.24 18:59 | modify | 20 | 0.25 | 1.43271 | 1.43231 | 1.43312 | ||
60 | 2009.08.24 19:05 | s/l | 20 | 0.25 | 1.43231 | 1.43231 | 1.43312 | -10.00 | 9880.75 |
61 | 2009.08.25 16:59 | sell | 21 | 0.25 | 1.43278 | 1.43478 | 1.43237 | ||
62 | 2009.08.25 16:59 | modify | 21 | 0.25 | 1.43278 | 1.43318 | 1.43237 | ||
63 | 2009.08.25 17:10 | s/l | 21 | 0.25 | 1.43318 | 1.43318 | 1.43237 | -10.00 | 9870.75 |
64 | 2009.08.27 03:59 | buy | 22 | 0.25 | 1.42376 | 1.42176 | 1.42417 | ||
65 | 2009.08.27 03:59 | modify | 22 | 0.25 | 1.42376 | 1.42336 | 1.42417 | ||
66 | 2009.08.27 04:15 | t/p | 22 | 0.25 | 1.42417 | 1.42336 | 1.42417 | 10.25 | 9881.00 |
67 | 2009.08.27 17:59 | buy | 23 | 0.25 | 1.42718 | 1.42518 | 1.42759 | ||
68 | 2009.08.27 17:59 | modify | 23 | 0.25 | 1.42718 | 1.42678 | 1.42759 | ||
69 | 2009.08.27 18:02 | s/l | 23 | 0.25 | 1.42678 | 1.42678 | 1.42759 | -10.00 | 9871.00 |
70 | 2009.08.31 14:59 | buy | 24 | 0.25 | 1.42887 | 1.42687 | 1.42928 | ||
71 | 2009.08.31 14:59 | modify | 24 | 0.25 | 1.42887 | 1.42847 | 1.42928 | ||
72 | 2009.08.31 15:10 | s/l | 24 | 0.25 | 1.42847 | 1.42847 | 1.42928 | -10.00 | 9861.00 |
73 | 2009.09.03 02:59 | sell | 25 | 0.25 | 1.42606 | 1.42806 | 1.42565 | ||
74 | 2009.09.03 02:59 | modify | 25 | 0.25 | 1.42606 | 1.42646 | 1.42565 | ||
75 | 2009.09.03 03:07 | t/p | 25 | 0.25 | 1.42565 | 1.42646 | 1.42565 | 10.25 | 9871.25 |
76 | 2009.09.04 16:59 | buy | 26 | 0.25 | 1.42336 | 1.42136 | 1.42377 | ||
77 | 2009.09.04 16:59 | modify | 26 | 0.25 | 1.42336 | 1.42296 | 1.42377 | ||
78 | 2009.09.04 17:10 | s/l | 26 | 0.25 | 1.42296 | 1.42296 | 1.42377 | -10.00 | 9861.25 |
79 | 2009.09.07 22:59 | sell | 27 | 0.25 | 1.43317 | 1.43517 | 1.43276 | ||
80 | 2009.09.07 22:59 | modify | 27 | 0.25 | 1.43317 | 1.43357 | 1.43276 | ||
81 | 2009.09.07 23:15 | s/l | 27 | 0.25 | 1.43357 | 1.43357 | 1.43276 | -10.00 | 9851.25 |
82 | 2009.09.10 00:59 | sell | 28 | 0.25 | 1.45537 | 1.45737 | 1.45496 | ||
83 | 2009.09.10 00:59 | modify | 28 | 0.25 | 1.45537 | 1.45577 | 1.45496 | ||
84 | 2009.09.10 01:02 | t/p | 28 | 0.25 | 1.45496 | 1.45577 | 1.45496 | 10.25 | 9861.50 |
85 | 2009.09.10 08:59 | sell | 29 | 0.25 | 1.45708 | 1.45908 | 1.45667 | ||
86 | 2009.09.10 08:59 | modify | 29 | 0.25 | 1.45708 | 1.45748 | 1.45667 | ||
87 | 2009.09.10 09:02 | t/p | 29 | 0.25 | 1.45667 | 1.45748 | 1.45667 | 10.25 | 9871.75 |
88 | 2009.09.10 15:59 | sell | 30 | 0.25 | 1.45331 | 1.45531 | 1.45290 | ||
89 | 2009.09.10 15:59 | modify | 30 | 0.25 | 1.45331 | 1.45371 | 1.45290 | ||
90 | 2009.09.10 16:02 | s/l | 30 | 0.25 | 1.45371 | 1.45371 | 1.45290 | -10.00 | 9861.75 |
91 | 2009.09.10 20:59 | sell | 31 | 0.25 | 1.45832 | 1.46032 | 1.45791 | ||
92 | 2009.09.10 20:59 | modify | 31 | 0.25 | 1.45832 | 1.45872 | 1.45791 | ||
93 | 2009.09.10 21:03 | t/p | 31 | 0.25 | 1.45791 | 1.45872 | 1.45791 | 10.25 | 9872.00 |
94 | 2009.09.11 08:59 | sell | 32 | 0.25 | 1.46008 | 1.46208 | 1.45967 | ||
95 | 2009.09.11 08:59 | modify | 32 | 0.25 | 1.46008 | 1.46048 | 1.45967 | ||
96 | 2009.09.11 09:10 | s/l | 32 | 0.25 | 1.46048 | 1.46048 | 1.45967 | -10.00 | 9862.00 |
97 | 2009.09.11 14:59 | sell | 33 | 0.25 | 1.45858 | 1.46058 | 1.45817 | ||
98 | 2009.09.11 14:59 | modify | 33 | 0.25 | 1.45858 | 1.45898 | 1.45817 | ||
99 | 2009.09.11 15:05 | s/l | 33 | 0.25 | 1.45898 | 1.45898 | 1.45817 | -10.00 | 9852.00 |
100 | 2009.09.14 04:59 | buy | 34 | 0.25 | 1.45438 | 1.45238 | 1.45479 | ||
101 | 2009.09.14 04:59 | modify | 34 | 0.25 | 1.45438 | 1.45398 | 1.45479 | ||
102 | 2009.09.14 05:03 | s/l | 34 | 0.25 | 1.45398 | 1.45398 | 1.45479 | -10.00 | 9842.00 |
103 | 2009.09.14 17:59 | sell | 35 | 0.25 | 1.46118 | 1.46318 | 1.46077 | ||
104 | 2009.09.14 17:59 | modify | 35 | 0.25 | 1.46118 | 1.46158 | 1.46077 | ||
105 | 2009.09.14 18:10 | s/l | 35 | 0.25 | 1.46158 | 1.46158 | 1.46077 | -10.00 | 9832.00 |
106 | 2009.09.16 11:59 | sell | 36 | 0.25 | 1.46860 | 1.47060 | 1.46819 | ||
107 | 2009.09.16 11:59 | modify | 36 | 0.25 | 1.46860 | 1.46900 | 1.46819 | ||
108 | 2009.09.16 12:15 | t/p | 36 | 0.25 | 1.46819 | 1.46900 | 1.46819 | 10.25 | 9842.25 |
109 | 2009.09.17 15:59 | buy | 37 | 0.25 | 1.47408 | 1.47208 | 1.47449 | ||
110 | 2009.09.17 15:59 | modify | 37 | 0.25 | 1.47408 | 1.47368 | 1.47449 | ||
111 | 2009.09.17 16:02 | t/p | 37 | 0.25 | 1.47449 | 1.47368 | 1.47449 | 10.25 | 9852.50 |
112 | 2009.09.17 17:59 | sell | 38 | 0.25 | 1.47337 | 1.47537 | 1.47296 | ||
113 | 2009.09.17 17:59 | modify | 38 | 0.25 | 1.47337 | 1.47377 | 1.47296 | ||
114 | 2009.09.17 18:02 | s/l | 38 | 0.25 | 1.47377 | 1.47377 | 1.47296 | -10.00 | 9842.50 |
115 | 2009.09.23 02:59 | sell | 39 | 0.25 | 1.47935 | 1.48135 | 1.47894 | ||
116 | 2009.09.23 02:59 | modify | 39 | 0.25 | 1.47935 | 1.47975 | 1.47894 | ||
117 | 2009.09.23 03:02 | s/l | 39 | 0.25 | 1.47975 | 1.47975 | 1.47894 | -10.00 | 9832.50 |
118 | 2009.09.23 13:59 | buy | 40 | 0.25 | 1.47854 | 1.47654 | 1.47895 | ||
119 | 2009.09.23 13:59 | modify | 40 | 0.25 | 1.47854 | 1.47814 | 1.47895 | ||
120 | 2009.09.23 14:02 | t/p | 40 | 0.25 | 1.47895 | 1.47814 | 1.47895 | 10.25 | 9842.75 |
121 | 2009.09.23 21:59 | sell | 41 | 0.25 | 1.47418 | 1.47618 | 1.47377 | ||
122 | 2009.09.23 21:59 | modify | 41 | 0.25 | 1.47418 | 1.47458 | 1.47377 | ||
123 | 2009.09.23 22:02 | s/l | 41 | 0.25 | 1.47458 | 1.47458 | 1.47377 | -10.00 | 9832.75 |
124 | 2009.09.24 15:59 | sell | 42 | 0.25 | 1.47581 | 1.47781 | 1.47540 | ||
125 | 2009.09.24 15:59 | modify | 42 | 0.25 | 1.47581 | 1.47621 | 1.47540 | ||
126 | 2009.09.24 16:03 | t/p | 42 | 0.25 | 1.47540 | 1.47621 | 1.47540 | 10.25 | 9843.00 |
127 | 2009.09.25 13:59 | sell | 43 | 0.25 | 1.46761 | 1.46961 | 1.46720 | ||
128 | 2009.09.25 13:59 | modify | 43 | 0.25 | 1.46761 | 1.46801 | 1.46720 | ||
129 | 2009.09.25 14:10 | t/p | 43 | 0.25 | 1.46720 | 1.46801 | 1.46720 | 10.25 | 9853.25 |
130 | 2009.09.25 15:59 | buy | 44 | 0.25 | 1.46812 | 1.46612 | 1.46853 | ||
131 | 2009.09.25 15:59 | modify | 44 | 0.25 | 1.46812 | 1.46772 | 1.46853 | ||
132 | 2009.09.25 16:02 | s/l | 44 | 0.25 | 1.46772 | 1.46772 | 1.46853 | -10.00 | 9843.25 |
133 | 2009.09.28 02:59 | sell | 45 | 0.25 | 1.46442 | 1.46642 | 1.46401 | ||
134 | 2009.09.28 02:59 | modify | 45 | 0.25 | 1.46442 | 1.46482 | 1.46401 | ||
135 | 2009.09.28 03:02 | s/l | 45 | 0.25 | 1.46482 | 1.46482 | 1.46401 | -10.00 | 9833.25 |
136 | 2009.09.30 05:59 | sell | 46 | 0.25 | 1.46202 | 1.46402 | 1.46161 | ||
137 | 2009.09.30 05:59 | modify | 46 | 0.25 | 1.46202 | 1.46242 | 1.46161 | ||
138 | 2009.09.30 06:20 | t/p | 46 | 0.25 | 1.46161 | 1.46242 | 1.46161 | 10.25 | 9843.50 |