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 | PercentPerTrade=2; DecreaseFactor=3; MagicEA=210507; NameEA=""Average"; ADR_Preriod=14; UseGMT=false; BrokerTZ=2; USAGMTEST=2; CloseHour=17; CloseMinute=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -25.50 | Gross profit | 0.50 | Gross loss | -26.00 |
| Profit factor | 0.02 | Expected payoff | -2.32 | ||
| Absolute drawdown | 25.50 | Maximal drawdown | 29.30 (0.29%) | Relative drawdown | 0.29% (29.30) |
| Total trades | 11 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
| Largest | profit trade | 0.50 | loss trade | -5.00 | |
| Average | profit trade | 0.50 | loss trade | -2.60 | |
| Maximum | consecutive wins (profit in money) | 1 (0.50) | consecutive losses (loss in money) | 6 (-13.25) | |
| Maximal | consecutive profit (count of wins) | 0.50 (1) | consecutive loss (count of losses) | -13.25 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 17:00 | sell stop | 1 | 0.20 | 1.40635 | 1.40660 | 1.40585 | ||
| 2 | 2009.08.04 17:00 | delete | 1 | 0.20 | 1.40635 | 1.40660 | 1.40585 | ||
| 3 | 2009.08.04 17:00 | sell stop | 2 | 0.20 | 1.42059 | 1.42084 | 1.42009 | ||
| 4 | 2009.08.05 17:00 | delete | 2 | 0.20 | 1.42059 | 1.42084 | 1.42009 | ||
| 5 | 2009.08.05 17:00 | sell stop | 3 | 0.20 | 1.43665 | 1.43690 | 1.43615 | ||
| 6 | 2009.08.06 14:20 | sell | 3 | 0.20 | 1.43665 | 1.43690 | 1.43615 | ||
| 7 | 2009.08.06 14:27 | s/l | 3 | 0.20 | 1.43690 | 1.43690 | 1.43615 | -5.00 | 9995.00 |
| 8 | 2009.08.06 17:00 | sell stop | 4 | 0.20 | 1.43547 | 1.43572 | 1.43497 | ||
| 9 | 2009.08.06 17:20 | sell | 4 | 0.20 | 1.43547 | 1.43572 | 1.43497 | ||
| 10 | 2009.08.06 17:22 | s/l | 4 | 0.20 | 1.43572 | 1.43572 | 1.43497 | -5.00 | 9990.00 |
| 11 | 2009.08.10 17:00 | sell stop | 5 | 0.10 | 1.41533 | 1.41558 | 1.41483 | ||
| 12 | 2009.08.10 17:10 | sell | 5 | 0.10 | 1.41533 | 1.41558 | 1.41483 | ||
| 13 | 2009.08.10 17:12 | s/l | 5 | 0.10 | 1.41558 | 1.41558 | 1.41483 | -2.50 | 9987.50 |
| 14 | 2009.08.11 17:00 | sell stop | 6 | 0.01 | 1.41037 | 1.41062 | 1.40987 | ||
| 15 | 2009.08.12 09:15 | sell | 6 | 0.01 | 1.41037 | 1.41062 | 1.40987 | ||
| 16 | 2009.08.12 09:17 | s/l | 6 | 0.01 | 1.41062 | 1.41062 | 1.40987 | -0.25 | 9987.25 |
| 17 | 2009.08.12 17:00 | sell stop | 7 | 0.01 | 1.41096 | 1.41121 | 1.41046 | ||
| 18 | 2009.08.13 17:00 | delete | 7 | 0.01 | 1.41096 | 1.41121 | 1.41046 | ||
| 19 | 2009.08.13 17:00 | sell stop | 8 | 0.01 | 1.40856 | 1.40881 | 1.40806 | ||
| 20 | 2009.08.14 17:00 | delete | 8 | 0.01 | 1.40856 | 1.40881 | 1.40806 | ||
| 21 | 2009.08.14 17:00 | sell stop | 9 | 0.01 | 1.42001 | 1.42026 | 1.41951 | ||
| 22 | 2009.08.14 19:16 | sell | 9 | 0.01 | 1.42001 | 1.42026 | 1.41951 | ||
| 23 | 2009.08.14 19:26 | s/l | 9 | 0.01 | 1.42026 | 1.42026 | 1.41951 | -0.25 | 9987.00 |
| 24 | 2009.08.18 17:00 | sell stop | 10 | 0.01 | 1.40447 | 1.40472 | 1.40397 | ||
| 25 | 2009.08.19 17:00 | delete | 10 | 0.01 | 1.40447 | 1.40472 | 1.40397 | ||
| 26 | 2009.08.19 17:00 | sell stop | 11 | 0.01 | 1.40659 | 1.40684 | 1.40609 | ||
| 27 | 2009.08.20 17:00 | delete | 11 | 0.01 | 1.40659 | 1.40684 | 1.40609 | ||
| 28 | 2009.08.20 17:00 | sell stop | 12 | 0.01 | 1.40837 | 1.40862 | 1.40787 | ||
| 29 | 2009.08.21 17:00 | delete | 12 | 0.01 | 1.40837 | 1.40862 | 1.40787 | ||
| 30 | 2009.08.21 17:00 | sell stop | 13 | 0.01 | 1.41997 | 1.42022 | 1.41947 | ||
| 31 | 2009.08.24 17:00 | delete | 13 | 0.01 | 1.41997 | 1.42022 | 1.41947 | ||
| 32 | 2009.08.24 17:00 | sell stop | 14 | 0.01 | 1.42076 | 1.42101 | 1.42026 | ||
| 33 | 2009.08.25 17:00 | delete | 14 | 0.01 | 1.42076 | 1.42101 | 1.42026 | ||
| 34 | 2009.08.25 17:00 | sell stop | 15 | 0.01 | 1.42799 | 1.42824 | 1.42749 | ||
| 35 | 2009.08.26 02:07 | sell | 15 | 0.01 | 1.42799 | 1.42824 | 1.42749 | ||
| 36 | 2009.08.26 02:10 | s/l | 15 | 0.01 | 1.42824 | 1.42824 | 1.42749 | -0.25 | 9986.75 |
| 37 | 2009.08.27 17:00 | sell stop | 16 | 0.01 | 1.42058 | 1.42083 | 1.42008 | ||
| 38 | 2009.08.28 17:00 | delete | 16 | 0.01 | 1.42058 | 1.42083 | 1.42008 | ||
| 39 | 2009.08.28 17:00 | sell stop | 17 | 0.01 | 1.42187 | 1.42212 | 1.42137 | ||
| 40 | 2009.08.31 17:00 | delete | 17 | 0.01 | 1.42187 | 1.42212 | 1.42137 | ||
| 41 | 2009.08.31 17:00 | sell stop | 18 | 0.01 | 1.42806 | 1.42831 | 1.42756 | ||
| 42 | 2009.09.01 17:00 | delete | 18 | 0.01 | 1.42806 | 1.42831 | 1.42756 | ||
| 43 | 2009.09.01 17:00 | sell stop | 19 | 0.01 | 1.42556 | 1.42581 | 1.42506 | ||
| 44 | 2009.09.01 17:20 | sell | 19 | 0.01 | 1.42556 | 1.42581 | 1.42506 | ||
| 45 | 2009.09.01 17:25 | t/p | 19 | 0.01 | 1.42506 | 1.42581 | 1.42506 | 0.50 | 9987.25 |
| 46 | 2009.09.02 17:00 | sell stop | 20 | 0.20 | 1.41769 | 1.41794 | 1.41719 | ||
| 47 | 2009.09.03 17:00 | delete | 20 | 0.20 | 1.41769 | 1.41794 | 1.41719 | ||
| 48 | 2009.09.03 17:00 | sell stop | 21 | 0.20 | 1.41884 | 1.41909 | 1.41834 | ||
| 49 | 2009.09.04 17:00 | delete | 21 | 0.20 | 1.41884 | 1.41909 | 1.41834 | ||
| 50 | 2009.09.07 17:00 | sell stop | 22 | 0.20 | 1.41905 | 1.41930 | 1.41855 | ||
| 51 | 2009.09.08 17:00 | delete | 22 | 0.20 | 1.41905 | 1.41930 | 1.41855 | ||
| 52 | 2009.09.08 17:00 | sell stop | 23 | 0.20 | 1.43012 | 1.43037 | 1.42962 | ||
| 53 | 2009.09.09 17:00 | delete | 23 | 0.20 | 1.43012 | 1.43037 | 1.42962 | ||
| 54 | 2009.09.09 17:00 | sell stop | 24 | 0.20 | 1.43275 | 1.43300 | 1.43225 | ||
| 55 | 2009.09.10 17:00 | delete | 24 | 0.20 | 1.43275 | 1.43300 | 1.43225 | ||
| 56 | 2009.09.10 17:00 | sell stop | 25 | 0.20 | 1.44659 | 1.44684 | 1.44609 | ||
| 57 | 2009.09.11 17:00 | delete | 25 | 0.20 | 1.44659 | 1.44684 | 1.44609 | ||
| 58 | 2009.09.11 17:00 | sell stop | 26 | 0.20 | 1.45017 | 1.45042 | 1.44967 | ||
| 59 | 2009.09.14 17:00 | delete | 26 | 0.20 | 1.45017 | 1.45042 | 1.44967 | ||
| 60 | 2009.09.14 17:00 | sell stop | 27 | 0.20 | 1.45526 | 1.45551 | 1.45476 | ||
| 61 | 2009.09.15 17:00 | delete | 27 | 0.20 | 1.45526 | 1.45551 | 1.45476 | ||
| 62 | 2009.09.15 17:00 | sell stop | 28 | 0.20 | 1.45147 | 1.45172 | 1.45097 | ||
| 63 | 2009.09.16 17:00 | delete | 28 | 0.20 | 1.45147 | 1.45172 | 1.45097 | ||
| 64 | 2009.09.16 17:00 | sell stop | 29 | 0.20 | 1.45605 | 1.45630 | 1.45555 | ||
| 65 | 2009.09.17 17:00 | delete | 29 | 0.20 | 1.45605 | 1.45630 | 1.45555 | ||
| 66 | 2009.09.17 17:00 | sell stop | 30 | 0.20 | 1.46406 | 1.46431 | 1.46356 | ||
| 67 | 2009.09.18 17:00 | delete | 30 | 0.20 | 1.46406 | 1.46431 | 1.46356 | ||
| 68 | 2009.09.18 17:00 | sell stop | 31 | 0.20 | 1.46876 | 1.46901 | 1.46826 | ||
| 69 | 2009.09.21 00:20 | sell | 31 | 0.20 | 1.46876 | 1.46901 | 1.46826 | ||
| 70 | 2009.09.21 00:27 | s/l | 31 | 0.20 | 1.46901 | 1.46901 | 1.46826 | -5.00 | 9982.25 |
| 71 | 2009.09.21 17:00 | sell stop | 32 | 0.20 | 1.46462 | 1.46487 | 1.46412 | ||
| 72 | 2009.09.22 17:00 | delete | 32 | 0.20 | 1.46462 | 1.46487 | 1.46412 | ||
| 73 | 2009.09.22 17:00 | sell stop | 33 | 0.20 | 1.46106 | 1.46131 | 1.46056 | ||
| 74 | 2009.09.23 17:00 | delete | 33 | 0.20 | 1.46106 | 1.46131 | 1.46056 | ||
| 75 | 2009.09.23 17:00 | sell stop | 34 | 0.20 | 1.46746 | 1.46771 | 1.46696 | ||
| 76 | 2009.09.24 17:00 | delete | 34 | 0.20 | 1.46746 | 1.46771 | 1.46696 | ||
| 77 | 2009.09.24 17:00 | sell stop | 35 | 0.20 | 1.46899 | 1.46924 | 1.46849 | ||
| 78 | 2009.09.24 17:20 | sell | 35 | 0.20 | 1.46899 | 1.46924 | 1.46849 | ||
| 79 | 2009.09.24 17:22 | s/l | 35 | 0.20 | 1.46924 | 1.46924 | 1.46849 | -5.00 | 9977.25 |
| 80 | 2009.09.25 17:00 | sell stop | 36 | 0.10 | 1.46277 | 1.46302 | 1.46227 | ||
| 81 | 2009.09.28 03:20 | sell | 36 | 0.10 | 1.46277 | 1.46302 | 1.46227 | ||
| 82 | 2009.09.28 03:22 | s/l | 36 | 0.10 | 1.46302 | 1.46302 | 1.46227 | -2.50 | 9974.75 |
| 83 | 2009.09.28 17:00 | sell stop | 37 | 0.01 | 1.46137 | 1.46162 | 1.46087 | ||
| 84 | 2009.09.28 18:50 | sell | 37 | 0.01 | 1.46137 | 1.46162 | 1.46087 | ||
| 85 | 2009.09.28 18:52 | s/l | 37 | 0.01 | 1.46162 | 1.46162 | 1.46087 | -0.25 | 9974.50 |
| 86 | 2009.09.30 17:00 | sell stop | 38 | 0.01 | 1.45269 | 1.45294 | 1.45219 | ||