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=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -150.00 | Gross profit | 255.00 | Gross loss | -405.00 |
Profit factor | 0.63 | Expected payoff | -3.41 | ||
Absolute drawdown | 150.00 | Maximal drawdown | 165.00 (1.65%) | Relative drawdown | 1.65% (165.00) |
Total trades | 44 | Short positions (won %) | 22 (40.91%) | Long positions (won %) | 22 (36.36%) |
Profit trades (% of total) | 17 (38.64%) | Loss trades (% of total) | 27 (61.36%) | ||
Largest | profit trade | 15.00 | loss trade | -15.00 | |
Average | profit trade | 15.00 | loss trade | -15.00 | |
Maximum | consecutive wins (profit in money) | 2 (30.00) | consecutive losses (loss in money) | 5 (-75.00) | |
Maximal | consecutive profit (count of wins) | 30.00 (2) | consecutive loss (count of losses) | -75.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 15:00 | sell | 1 | 0.30 | 1.43967 | 0.00000 | 0.00000 | ||
2 | 2009.08.05 15:00 | modify | 1 | 0.30 | 1.43967 | 1.44017 | 1.43917 | ||
3 | 2009.08.05 15:15 | t/p | 1 | 0.30 | 1.43917 | 1.44017 | 1.43917 | 15.00 | 10015.00 |
4 | 2009.08.05 17:00 | buy | 2 | 0.30 | 1.43859 | 0.00000 | 0.00000 | ||
5 | 2009.08.05 17:00 | modify | 2 | 0.30 | 1.43859 | 1.43809 | 1.43909 | ||
6 | 2009.08.05 17:07 | s/l | 2 | 0.30 | 1.43809 | 1.43809 | 1.43909 | -15.00 | 10000.00 |
7 | 2009.08.05 20:00 | sell | 3 | 0.30 | 1.44237 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 20:00 | modify | 3 | 0.30 | 1.44237 | 1.44287 | 1.44187 | ||
9 | 2009.08.05 20:20 | s/l | 3 | 0.30 | 1.44287 | 1.44287 | 1.44187 | -15.00 | 9985.00 |
10 | 2009.08.05 22:00 | buy | 4 | 0.30 | 1.44143 | 0.00000 | 0.00000 | ||
11 | 2009.08.05 22:00 | modify | 4 | 0.30 | 1.44143 | 1.44093 | 1.44193 | ||
12 | 2009.08.05 22:15 | t/p | 4 | 0.30 | 1.44193 | 1.44093 | 1.44193 | 15.00 | 10000.00 |
13 | 2009.08.06 12:00 | sell | 5 | 0.30 | 1.43988 | 0.00000 | 0.00000 | ||
14 | 2009.08.06 12:00 | modify | 5 | 0.30 | 1.43988 | 1.44038 | 1.43938 | ||
15 | 2009.08.06 12:07 | s/l | 5 | 0.30 | 1.44038 | 1.44038 | 1.43938 | -15.00 | 9985.00 |
16 | 2009.08.12 19:00 | buy | 6 | 0.30 | 1.42204 | 0.00000 | 0.00000 | ||
17 | 2009.08.12 19:00 | modify | 6 | 0.30 | 1.42204 | 1.42154 | 1.42254 | ||
18 | 2009.08.12 19:02 | s/l | 6 | 0.30 | 1.42154 | 1.42154 | 1.42254 | -15.00 | 9970.00 |
19 | 2009.08.14 20:00 | sell | 7 | 0.30 | 1.41928 | 0.00000 | 0.00000 | ||
20 | 2009.08.14 20:00 | modify | 7 | 0.30 | 1.41928 | 1.41978 | 1.41878 | ||
21 | 2009.08.14 20:20 | t/p | 7 | 0.30 | 1.41878 | 1.41978 | 1.41878 | 15.00 | 9985.00 |
22 | 2009.08.18 14:00 | buy | 8 | 0.30 | 1.41063 | 0.00000 | 0.00000 | ||
23 | 2009.08.18 14:00 | modify | 8 | 0.30 | 1.41063 | 1.41013 | 1.41113 | ||
24 | 2009.08.18 14:02 | t/p | 8 | 0.30 | 1.41113 | 1.41013 | 1.41113 | 15.00 | 10000.00 |
25 | 2009.08.18 18:00 | sell | 9 | 0.30 | 1.41266 | 0.00000 | 0.00000 | ||
26 | 2009.08.18 18:00 | modify | 9 | 0.30 | 1.41266 | 1.41316 | 1.41216 | ||
27 | 2009.08.18 18:02 | s/l | 9 | 0.30 | 1.41316 | 1.41316 | 1.41216 | -15.00 | 9985.00 |
28 | 2009.08.18 23:00 | buy | 10 | 0.30 | 1.41360 | 0.00000 | 0.00000 | ||
29 | 2009.08.18 23:00 | modify | 10 | 0.30 | 1.41360 | 1.41310 | 1.41410 | ||
30 | 2009.08.18 23:15 | s/l | 10 | 0.30 | 1.41310 | 1.41310 | 1.41410 | -15.00 | 9970.00 |
31 | 2009.08.19 13:00 | sell | 11 | 0.30 | 1.41029 | 0.00000 | 0.00000 | ||
32 | 2009.08.19 13:00 | modify | 11 | 0.30 | 1.41029 | 1.41079 | 1.40979 | ||
33 | 2009.08.19 13:03 | s/l | 11 | 0.30 | 1.41079 | 1.41079 | 1.40979 | -15.00 | 9955.00 |
34 | 2009.08.19 20:00 | buy | 12 | 0.30 | 1.42563 | 0.00000 | 0.00000 | ||
35 | 2009.08.19 20:00 | modify | 12 | 0.30 | 1.42563 | 1.42513 | 1.42613 | ||
36 | 2009.08.19 20:15 | s/l | 12 | 0.30 | 1.42513 | 1.42513 | 1.42613 | -15.00 | 9940.00 |
37 | 2009.08.24 16:00 | sell | 13 | 0.30 | 1.43337 | 0.00000 | 0.00000 | ||
38 | 2009.08.24 16:00 | modify | 13 | 0.30 | 1.43337 | 1.43387 | 1.43287 | ||
39 | 2009.08.24 16:07 | s/l | 13 | 0.30 | 1.43387 | 1.43387 | 1.43287 | -15.00 | 9925.00 |
40 | 2009.08.24 17:00 | buy | 14 | 0.30 | 1.43198 | 0.00000 | 0.00000 | ||
41 | 2009.08.24 17:00 | modify | 14 | 0.30 | 1.43198 | 1.43148 | 1.43248 | ||
42 | 2009.08.24 17:02 | t/p | 14 | 0.30 | 1.43248 | 1.43148 | 1.43248 | 15.00 | 9940.00 |
43 | 2009.08.25 00:00 | sell | 15 | 0.30 | 1.42971 | 0.00000 | 0.00000 | ||
44 | 2009.08.25 00:00 | modify | 15 | 0.30 | 1.42971 | 1.43021 | 1.42921 | ||
45 | 2009.08.25 00:50 | t/p | 15 | 0.30 | 1.42921 | 1.43021 | 1.42921 | 15.00 | 9955.00 |
46 | 2009.08.25 18:00 | buy | 16 | 0.30 | 1.43300 | 0.00000 | 0.00000 | ||
47 | 2009.08.25 18:00 | modify | 16 | 0.30 | 1.43300 | 1.43250 | 1.43350 | ||
48 | 2009.08.25 18:02 | s/l | 16 | 0.30 | 1.43250 | 1.43250 | 1.43350 | -15.00 | 9940.00 |
49 | 2009.08.26 04:00 | sell | 17 | 0.30 | 1.42964 | 0.00000 | 0.00000 | ||
50 | 2009.08.26 04:00 | modify | 17 | 0.30 | 1.42964 | 1.43014 | 1.42914 | ||
51 | 2009.08.26 04:02 | s/l | 17 | 0.30 | 1.43014 | 1.43014 | 1.42914 | -15.00 | 9925.00 |
52 | 2009.08.26 12:00 | buy | 18 | 0.30 | 1.43198 | 0.00000 | 0.00000 | ||
53 | 2009.08.26 12:00 | modify | 18 | 0.30 | 1.43198 | 1.43148 | 1.43248 | ||
54 | 2009.08.26 12:10 | s/l | 18 | 0.30 | 1.43148 | 1.43148 | 1.43248 | -15.00 | 9910.00 |
55 | 2009.08.26 17:00 | sell | 19 | 0.30 | 1.42307 | 0.00000 | 0.00000 | ||
56 | 2009.08.26 17:00 | modify | 19 | 0.30 | 1.42307 | 1.42357 | 1.42257 | ||
57 | 2009.08.26 17:07 | s/l | 19 | 0.30 | 1.42357 | 1.42357 | 1.42257 | -15.00 | 9895.00 |
58 | 2009.08.27 18:00 | buy | 20 | 0.30 | 1.42724 | 0.00000 | 0.00000 | ||
59 | 2009.08.27 18:00 | modify | 20 | 0.30 | 1.42724 | 1.42674 | 1.42774 | ||
60 | 2009.08.27 18:02 | s/l | 20 | 0.30 | 1.42674 | 1.42674 | 1.42774 | -15.00 | 9880.00 |
61 | 2009.08.27 19:00 | sell | 21 | 0.30 | 1.42666 | 0.00000 | 0.00000 | ||
62 | 2009.08.27 19:00 | modify | 21 | 0.30 | 1.42666 | 1.42716 | 1.42616 | ||
63 | 2009.08.27 19:20 | t/p | 21 | 0.30 | 1.42616 | 1.42716 | 1.42616 | 15.00 | 9895.00 |
64 | 2009.08.27 23:00 | buy | 22 | 0.30 | 1.43408 | 0.00000 | 0.00000 | ||
65 | 2009.08.27 23:00 | modify | 22 | 0.30 | 1.43408 | 1.43358 | 1.43458 | ||
66 | 2009.08.27 23:03 | t/p | 22 | 0.30 | 1.43458 | 1.43358 | 1.43458 | 15.00 | 9910.00 |
67 | 2009.08.31 02:00 | sell | 23 | 0.30 | 1.43026 | 0.00000 | 0.00000 | ||
68 | 2009.08.31 02:00 | modify | 23 | 0.30 | 1.43026 | 1.43076 | 1.42976 | ||
69 | 2009.08.31 02:07 | s/l | 23 | 0.30 | 1.43076 | 1.43076 | 1.42976 | -15.00 | 9895.00 |
70 | 2009.08.31 21:00 | buy | 24 | 0.30 | 1.43300 | 0.00000 | 0.00000 | ||
71 | 2009.08.31 21:00 | modify | 24 | 0.30 | 1.43300 | 1.43250 | 1.43350 | ||
72 | 2009.08.31 21:10 | s/l | 24 | 0.30 | 1.43250 | 1.43250 | 1.43350 | -15.00 | 9880.00 |
73 | 2009.09.01 17:00 | sell | 25 | 0.30 | 1.43036 | 0.00000 | 0.00000 | ||
74 | 2009.09.01 17:00 | modify | 25 | 0.30 | 1.43036 | 1.43086 | 1.42986 | ||
75 | 2009.09.01 17:05 | t/p | 25 | 0.30 | 1.42986 | 1.43086 | 1.42986 | 15.00 | 9895.00 |
76 | 2009.09.02 22:00 | buy | 26 | 0.30 | 1.42722 | 0.00000 | 0.00000 | ||
77 | 2009.09.02 22:00 | modify | 26 | 0.30 | 1.42722 | 1.42672 | 1.42772 | ||
78 | 2009.09.02 22:15 | s/l | 26 | 0.30 | 1.42672 | 1.42672 | 1.42772 | -15.00 | 9880.00 |
79 | 2009.09.03 23:00 | sell | 27 | 0.30 | 1.42507 | 0.00000 | 0.00000 | ||
80 | 2009.09.03 23:00 | modify | 27 | 0.30 | 1.42507 | 1.42557 | 1.42457 | ||
81 | 2009.09.03 23:10 | s/l | 27 | 0.30 | 1.42557 | 1.42557 | 1.42457 | -15.00 | 9865.00 |
82 | 2009.09.04 13:00 | buy | 28 | 0.30 | 1.42628 | 0.00000 | 0.00000 | ||
83 | 2009.09.04 13:00 | modify | 28 | 0.30 | 1.42628 | 1.42578 | 1.42678 | ||
84 | 2009.09.04 13:20 | t/p | 28 | 0.30 | 1.42678 | 1.42578 | 1.42678 | 15.00 | 9880.00 |
85 | 2009.09.04 18:00 | sell | 29 | 0.30 | 1.42767 | 0.00000 | 0.00000 | ||
86 | 2009.09.04 18:00 | modify | 29 | 0.30 | 1.42767 | 1.42817 | 1.42717 | ||
87 | 2009.09.04 18:05 | s/l | 29 | 0.30 | 1.42817 | 1.42817 | 1.42717 | -15.00 | 9865.00 |
88 | 2009.09.07 00:00 | buy | 30 | 0.30 | 1.43062 | 0.00000 | 0.00000 | ||
89 | 2009.09.07 00:00 | modify | 30 | 0.30 | 1.43062 | 1.43012 | 1.43112 | ||
90 | 2009.09.07 00:15 | t/p | 30 | 0.30 | 1.43112 | 1.43012 | 1.43112 | 15.00 | 9880.00 |
91 | 2009.09.14 02:00 | sell | 31 | 0.30 | 1.45769 | 0.00000 | 0.00000 | ||
92 | 2009.09.14 02:00 | modify | 31 | 0.30 | 1.45769 | 1.45819 | 1.45719 | ||
93 | 2009.09.14 02:03 | t/p | 31 | 0.30 | 1.45719 | 1.45819 | 1.45719 | 15.00 | 9895.00 |
94 | 2009.09.14 19:00 | buy | 32 | 0.30 | 1.46238 | 0.00000 | 0.00000 | ||
95 | 2009.09.14 19:00 | modify | 32 | 0.30 | 1.46238 | 1.46188 | 1.46288 | ||
96 | 2009.09.14 19:15 | s/l | 32 | 0.30 | 1.46188 | 1.46188 | 1.46288 | -15.00 | 9880.00 |
97 | 2009.09.15 18:00 | sell | 33 | 0.30 | 1.46162 | 0.00000 | 0.00000 | ||
98 | 2009.09.15 18:00 | modify | 33 | 0.30 | 1.46162 | 1.46212 | 1.46112 | ||
99 | 2009.09.15 18:15 | t/p | 33 | 0.30 | 1.46112 | 1.46212 | 1.46112 | 15.00 | 9895.00 |
100 | 2009.09.15 22:00 | buy | 34 | 0.30 | 1.46755 | 0.00000 | 0.00000 | ||
101 | 2009.09.15 22:00 | modify | 34 | 0.30 | 1.46755 | 1.46705 | 1.46805 | ||
102 | 2009.09.15 22:15 | s/l | 34 | 0.30 | 1.46705 | 1.46705 | 1.46805 | -15.00 | 9880.00 |
103 | 2009.09.18 08:00 | sell | 35 | 0.30 | 1.47257 | 0.00000 | 0.00000 | ||
104 | 2009.09.18 08:00 | modify | 35 | 0.30 | 1.47257 | 1.47307 | 1.47207 | ||
105 | 2009.09.18 08:20 | t/p | 35 | 0.30 | 1.47207 | 1.47307 | 1.47207 | 15.00 | 9895.00 |
106 | 2009.09.21 01:00 | buy | 36 | 0.30 | 1.47009 | 0.00000 | 0.00000 | ||
107 | 2009.09.21 01:00 | modify | 36 | 0.30 | 1.47009 | 1.46959 | 1.47059 | ||
108 | 2009.09.21 01:20 | t/p | 36 | 0.30 | 1.47059 | 1.46959 | 1.47059 | 15.00 | 9910.00 |
109 | 2009.09.21 02:00 | sell | 37 | 0.30 | 1.47019 | 0.00000 | 0.00000 | ||
110 | 2009.09.21 02:00 | modify | 37 | 0.30 | 1.47019 | 1.47069 | 1.46969 | ||
111 | 2009.09.21 02:03 | s/l | 37 | 0.30 | 1.47069 | 1.47069 | 1.46969 | -15.00 | 9895.00 |
112 | 2009.09.22 06:00 | buy | 38 | 0.30 | 1.47167 | 0.00000 | 0.00000 | ||
113 | 2009.09.22 06:00 | modify | 38 | 0.30 | 1.47167 | 1.47117 | 1.47217 | ||
114 | 2009.09.22 06:20 | s/l | 38 | 0.30 | 1.47117 | 1.47117 | 1.47217 | -15.00 | 9880.00 |
115 | 2009.09.23 19:00 | sell | 39 | 0.30 | 1.47741 | 0.00000 | 0.00000 | ||
116 | 2009.09.23 19:00 | modify | 39 | 0.30 | 1.47741 | 1.47791 | 1.47691 | ||
117 | 2009.09.23 19:45 | s/l | 39 | 0.30 | 1.47791 | 1.47791 | 1.47691 | -15.00 | 9865.00 |
118 | 2009.09.24 15:00 | buy | 40 | 0.30 | 1.47907 | 0.00000 | 0.00000 | ||
119 | 2009.09.24 15:00 | modify | 40 | 0.30 | 1.47907 | 1.47857 | 1.47957 | ||
120 | 2009.09.24 15:07 | t/p | 40 | 0.30 | 1.47957 | 1.47857 | 1.47957 | 15.00 | 9880.00 |
121 | 2009.09.24 20:00 | sell | 41 | 0.30 | 1.46383 | 0.00000 | 0.00000 | ||
122 | 2009.09.24 20:00 | modify | 41 | 0.30 | 1.46383 | 1.46433 | 1.46333 | ||
123 | 2009.09.24 20:02 | s/l | 41 | 0.30 | 1.46433 | 1.46433 | 1.46333 | -15.00 | 9865.00 |
124 | 2009.09.28 05:00 | buy | 42 | 0.30 | 1.45871 | 0.00000 | 0.00000 | ||
125 | 2009.09.28 05:00 | modify | 42 | 0.30 | 1.45871 | 1.45821 | 1.45921 | ||
126 | 2009.09.28 05:02 | s/l | 42 | 0.30 | 1.45821 | 1.45821 | 1.45921 | -15.00 | 9850.00 |
127 | 2009.09.28 06:00 | sell | 43 | 0.30 | 1.45777 | 0.00000 | 0.00000 | ||
128 | 2009.09.28 06:00 | modify | 43 | 0.30 | 1.45777 | 1.45827 | 1.45727 | ||
129 | 2009.09.28 06:02 | t/p | 43 | 0.30 | 1.45727 | 1.45827 | 1.45727 | 15.00 | 9865.00 |
130 | 2009.09.30 07:00 | buy | 44 | 0.30 | 1.46249 | 0.00000 | 0.00000 | ||
131 | 2009.09.30 07:00 | modify | 44 | 0.30 | 1.46249 | 1.46199 | 1.46299 | ||
132 | 2009.09.30 07:15 | s/l | 44 | 0.30 | 1.46199 | 1.46199 | 1.46299 | -15.00 | 9850.00 |