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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 100.04 | Gross profit | 517.27 | Gross loss | -417.23 |
| Profit factor | 1.24 | Expected payoff | 4.17 | ||
| Absolute drawdown | 82.70 | Maximal drawdown | 220.01 (2.17%) | Relative drawdown | 2.17% (220.01) |
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (41.67%) |
| Profit trades (% of total) | 10 (41.67%) | Loss trades (% of total) | 14 (58.33%) | ||
| Largest | profit trade | 135.57 | loss trade | -68.30 | |
| Average | profit trade | 51.73 | loss trade | -29.80 | |
| Maximum | consecutive wins (profit in money) | 3 (187.82) | consecutive losses (loss in money) | 3 (-108.30) | |
| Maximal | consecutive profit (count of wins) | 187.82 (3) | consecutive loss (count of losses) | -108.30 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 02:00 | buy | 1 | 0.10 | 1.42887 | 1.40526 | 0.00000 | ||
| 2 | 2009.08.04 13:00 | close | 1 | 0.10 | 1.43838 | 1.40526 | 0.00000 | 95.07 | 10095.07 |
| 3 | 2009.08.04 19:00 | buy | 2 | 0.10 | 1.44316 | 1.43803 | 0.00000 | ||
| 4 | 2009.08.04 20:00 | close | 2 | 0.10 | 1.43921 | 1.43803 | 0.00000 | -39.50 | 10055.57 |
| 5 | 2009.08.05 20:00 | buy | 3 | 0.10 | 1.44261 | 1.43763 | 0.00000 | ||
| 6 | 2009.08.06 05:00 | close | 3 | 0.10 | 1.43945 | 1.43763 | 0.00000 | -31.69 | 10023.88 |
| 7 | 2009.08.12 16:00 | buy | 4 | 0.10 | 1.41940 | 1.41157 | 0.00000 | ||
| 8 | 2009.08.14 07:00 | close | 4 | 0.10 | 1.42636 | 1.41157 | 0.00000 | 69.48 | 10093.36 |
| 9 | 2009.08.14 14:00 | buy | 5 | 0.10 | 1.43011 | 1.42542 | 0.00000 | ||
| 10 | 2009.08.14 15:00 | close | 5 | 0.10 | 1.42676 | 1.42542 | 0.00000 | -33.50 | 10059.86 |
| 11 | 2009.08.18 20:00 | buy | 6 | 0.10 | 1.41358 | 1.40718 | 0.00000 | ||
| 12 | 2009.08.19 08:00 | close | 6 | 0.10 | 1.41170 | 1.40718 | 0.00000 | -18.83 | 10041.03 |
| 13 | 2009.08.19 17:00 | buy | 7 | 0.10 | 1.42182 | 1.40873 | 0.00000 | ||
| 14 | 2009.08.21 06:00 | close | 7 | 0.10 | 1.42239 | 1.40873 | 0.00000 | 5.58 | 10046.61 |
| 15 | 2009.08.21 10:00 | buy | 8 | 0.10 | 1.42974 | 1.42114 | 0.00000 | ||
| 16 | 2009.08.24 09:00 | close | 8 | 0.10 | 1.42949 | 1.42114 | 0.00000 | -2.53 | 10044.08 |
| 17 | 2009.08.25 14:00 | buy | 9 | 0.10 | 1.43355 | 1.42658 | 0.00000 | ||
| 18 | 2009.08.25 23:00 | close | 9 | 0.10 | 1.42960 | 1.42658 | 0.00000 | -39.50 | 10004.58 |
| 19 | 2009.08.27 14:00 | buy | 10 | 0.10 | 1.42800 | 1.42180 | 0.00000 | ||
| 20 | 2009.08.27 16:00 | close | 10 | 0.10 | 1.42291 | 1.42180 | 0.00000 | -50.90 | 9953.68 |
| 21 | 2009.08.27 18:00 | buy | 11 | 0.10 | 1.42738 | 1.42214 | 0.00000 | ||
| 22 | 2009.08.28 19:00 | close | 11 | 0.10 | 1.43266 | 1.42214 | 0.00000 | 52.77 | 10006.45 |
| 23 | 2009.09.02 19:00 | buy | 12 | 0.10 | 1.42922 | 1.41904 | 0.00000 | ||
| 24 | 2009.09.03 17:00 | close | 12 | 0.10 | 1.42577 | 1.41904 | 0.00000 | -34.59 | 9971.86 |
| 25 | 2009.09.04 19:00 | buy | 13 | 0.10 | 1.43084 | 1.42221 | 0.00000 | ||
| 26 | 2009.09.08 02:00 | close | 13 | 0.10 | 1.43331 | 1.42221 | 0.00000 | 24.64 | 9996.50 |
| 27 | 2009.09.08 08:00 | buy | 14 | 0.10 | 1.43491 | 1.43223 | 0.00000 | ||
| 28 | 2009.09.09 10:00 | close | 14 | 0.10 | 1.44847 | 1.43223 | 0.00000 | 135.57 | 10132.07 |
| 29 | 2009.09.09 14:00 | buy | 15 | 0.10 | 1.45240 | 1.44721 | 0.00000 | ||
| 30 | 2009.09.10 11:00 | close | 15 | 0.10 | 1.45517 | 1.44721 | 0.00000 | 27.61 | 10159.68 |
| 31 | 2009.09.10 19:00 | buy | 16 | 0.10 | 1.45935 | 1.45335 | 0.00000 | ||
| 32 | 2009.09.11 15:00 | close | 16 | 0.10 | 1.45852 | 1.45335 | 0.00000 | -8.33 | 10151.35 |
| 33 | 2009.09.14 16:00 | buy | 17 | 0.10 | 1.46236 | 1.45230 | 0.00000 | ||
| 34 | 2009.09.15 10:00 | close | 17 | 0.10 | 1.45997 | 1.45230 | 0.00000 | -23.93 | 10127.42 |
| 35 | 2009.09.15 19:00 | buy | 18 | 0.10 | 1.46387 | 1.45869 | 0.00000 | ||
| 36 | 2009.09.16 16:00 | close | 18 | 0.10 | 1.46613 | 1.45869 | 0.00000 | 22.57 | 10149.99 |
| 37 | 2009.09.16 19:00 | buy | 19 | 0.10 | 1.47025 | 1.46474 | 0.00000 | ||
| 38 | 2009.09.17 14:00 | close | 19 | 0.10 | 1.47103 | 1.46474 | 0.00000 | 7.71 | 10157.70 |
| 39 | 2009.09.17 21:00 | buy | 20 | 0.10 | 1.47511 | 1.46991 | 0.00000 | ||
| 40 | 2009.09.18 03:00 | close | 20 | 0.10 | 1.47255 | 1.46991 | 0.00000 | -25.63 | 10132.07 |
| 41 | 2009.09.22 04:00 | buy | 21 | 0.10 | 1.47092 | 1.46417 | 0.00000 | ||
| 42 | 2009.09.23 09:00 | close | 21 | 0.10 | 1.47855 | 1.46417 | 0.00000 | 76.27 | 10208.34 |
| 43 | 2009.09.28 01:00 | buy | 22 | 0.10 | 1.47054 | 1.46371 | 0.00000 | ||
| 44 | 2009.09.28 02:50 | s/l | 22 | 0.10 | 1.46371 | 1.46371 | 0.00000 | -68.30 | 10140.04 |
| 45 | 2009.09.28 02:52 | buy | 23 | 0.10 | 1.46497 | 1.46373 | 0.00000 | ||
| 46 | 2009.09.28 03:00 | close | 23 | 0.10 | 1.46441 | 1.46373 | 0.00000 | -5.60 | 10134.44 |
| 47 | 2009.09.30 08:00 | buy | 24 | 0.10 | 1.46343 | 1.45385 | 0.00000 | ||
| 48 | 2009.09.30 16:00 | close | 24 | 0.10 | 1.45999 | 1.45385 | 0.00000 | -34.40 | 10100.04 |