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 | Lots=1; StopLoss=30; TakeProfit=40; TrailingStop=5; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3057.80 | Gross profit | 1420.80 | Gross loss | -4478.60 |
Profit factor | 0.32 | Expected payoff | -80.47 | ||
Absolute drawdown | 5108.90 | Maximal drawdown | 6550.90 (57.25%) | Relative drawdown | 57.25% (6550.90) |
Total trades | 38 | Short positions (won %) | 21 (95.24%) | Long positions (won %) | 17 (100.00%) |
Profit trades (% of total) | 37 (97.37%) | Loss trades (% of total) | 1 (2.63%) | ||
Largest | profit trade | 43.10 | loss trade | -4478.60 | |
Average | profit trade | 38.40 | loss trade | -4478.60 | |
Maximum | consecutive wins (profit in money) | 37 (1420.80) | consecutive losses (loss in money) | 1 (-4478.60) | |
Maximal | consecutive profit (count of wins) | 1420.80 (37) | consecutive loss (count of losses) | -4478.60 (1) | |
Average | consecutive wins | 37 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:02 | sell | 1 | 1.00 | 1.42527 | 0.00000 | 1.42490 | ||
2 | 2009.08.03 03:02 | t/p | 1 | 1.00 | 1.42490 | 0.00000 | 1.42490 | 37.00 | 10037.00 |
3 | 2009.08.03 03:02 | sell | 2 | 1.00 | 1.42359 | 0.00000 | 1.42320 | ||
4 | 2009.08.03 04:20 | t/p | 2 | 1.00 | 1.42320 | 0.00000 | 1.42320 | 39.00 | 10076.00 |
5 | 2009.08.03 04:22 | sell | 3 | 1.00 | 1.42313 | 0.00000 | 1.42270 | ||
6 | 2009.08.03 08:50 | t/p | 3 | 1.00 | 1.42270 | 0.00000 | 1.42270 | 43.00 | 10119.00 |
7 | 2009.08.03 09:00 | buy | 4 | 1.00 | 1.42110 | 0.00000 | 1.42150 | ||
8 | 2009.08.03 09:10 | t/p | 4 | 1.00 | 1.42150 | 0.00000 | 1.42150 | 40.00 | 10159.00 |
9 | 2009.08.03 09:10 | buy | 5 | 1.00 | 1.42209 | 0.00000 | 1.42250 | ||
10 | 2009.08.03 09:15 | t/p | 5 | 1.00 | 1.42250 | 0.00000 | 1.42250 | 41.00 | 10200.00 |
11 | 2009.08.03 09:15 | buy | 6 | 1.00 | 1.42283 | 0.00000 | 1.42320 | ||
12 | 2009.08.03 09:20 | t/p | 6 | 1.00 | 1.42320 | 0.00000 | 1.42320 | 37.00 | 10237.00 |
13 | 2009.08.03 09:25 | sell | 7 | 1.00 | 1.42309 | 0.00000 | 1.42270 | ||
14 | 2009.08.03 09:27 | t/p | 7 | 1.00 | 1.42270 | 0.00000 | 1.42270 | 39.00 | 10276.00 |
15 | 2009.08.03 09:27 | sell | 8 | 1.00 | 1.42247 | 0.00000 | 1.42210 | ||
16 | 2009.08.03 09:32 | t/p | 8 | 1.00 | 1.42210 | 0.00000 | 1.42210 | 37.00 | 10313.00 |
17 | 2009.08.03 09:35 | sell | 9 | 1.00 | 1.42198 | 0.00000 | 1.42160 | ||
18 | 2009.08.07 16:50 | t/p | 9 | 1.00 | 1.42160 | 0.00000 | 1.42160 | 27.80 | 10340.80 |
19 | 2009.08.07 16:50 | buy | 10 | 1.00 | 1.42002 | 0.00000 | 1.42040 | ||
20 | 2009.08.07 16:52 | t/p | 10 | 1.00 | 1.42040 | 0.00000 | 1.42040 | 38.00 | 10378.80 |
21 | 2009.08.07 16:52 | buy | 11 | 1.00 | 1.42082 | 0.00000 | 1.42120 | ||
22 | 2009.08.07 16:57 | t/p | 11 | 1.00 | 1.42120 | 0.00000 | 1.42120 | 38.00 | 10416.80 |
23 | 2009.08.07 16:57 | buy | 12 | 1.00 | 1.42163 | 0.00000 | 1.42200 | ||
24 | 2009.08.07 17:15 | t/p | 12 | 1.00 | 1.42200 | 0.00000 | 1.42200 | 37.00 | 10453.80 |
25 | 2009.08.07 17:15 | buy | 13 | 1.00 | 1.42263 | 0.00000 | 1.42300 | ||
26 | 2009.08.07 17:20 | t/p | 13 | 1.00 | 1.42300 | 0.00000 | 1.42300 | 37.00 | 10490.80 |
27 | 2009.08.07 17:20 | buy | 14 | 1.00 | 1.42329 | 0.00000 | 1.42370 | ||
28 | 2009.08.12 18:15 | t/p | 14 | 1.00 | 1.42370 | 0.00000 | 1.42370 | 40.10 | 10530.90 |
29 | 2009.08.12 18:15 | sell | 15 | 1.00 | 1.42371 | 0.00000 | 1.42330 | ||
30 | 2009.08.12 18:35 | t/p | 15 | 1.00 | 1.42330 | 0.00000 | 1.42330 | 41.00 | 10571.90 |
31 | 2009.08.12 19:07 | sell | 16 | 1.00 | 1.42123 | 0.00000 | 1.42080 | ||
32 | 2009.08.12 20:10 | t/p | 16 | 1.00 | 1.42080 | 0.00000 | 1.42080 | 43.00 | 10614.90 |
33 | 2009.08.12 21:00 | sell | 17 | 1.00 | 1.42097 | 0.00000 | 1.42060 | ||
34 | 2009.08.12 21:02 | t/p | 17 | 1.00 | 1.42060 | 0.00000 | 1.42060 | 37.00 | 10651.90 |
35 | 2009.08.12 21:02 | sell | 18 | 1.00 | 1.41997 | 0.00000 | 1.41960 | ||
36 | 2009.08.12 22:20 | t/p | 18 | 1.00 | 1.41960 | 0.00000 | 1.41960 | 37.00 | 10688.90 |
37 | 2009.08.12 22:20 | sell | 19 | 1.00 | 1.41883 | 0.00000 | 1.41840 | ||
38 | 2009.08.12 22:50 | t/p | 19 | 1.00 | 1.41840 | 0.00000 | 1.41840 | 43.00 | 10731.90 |
39 | 2009.08.12 22:50 | sell | 20 | 1.00 | 1.41813 | 0.00000 | 1.41770 | ||
40 | 2009.08.14 20:26 | t/p | 20 | 1.00 | 1.41770 | 0.00000 | 1.41770 | 36.20 | 10768.10 |
41 | 2009.08.14 20:26 | buy | 21 | 1.00 | 1.41770 | 0.00000 | 1.41810 | ||
42 | 2009.08.14 21:16 | t/p | 21 | 1.00 | 1.41810 | 0.00000 | 1.41810 | 40.00 | 10808.10 |
43 | 2009.08.14 21:26 | buy | 22 | 1.00 | 1.41781 | 0.00000 | 1.41820 | ||
44 | 2009.08.14 21:40 | t/p | 22 | 1.00 | 1.41820 | 0.00000 | 1.41820 | 39.00 | 10847.10 |
45 | 2009.08.14 21:42 | buy | 23 | 1.00 | 1.41832 | 0.00000 | 1.41870 | ||
46 | 2009.08.14 21:50 | t/p | 23 | 1.00 | 1.41870 | 0.00000 | 1.41870 | 38.00 | 10885.10 |
47 | 2009.08.14 21:50 | buy | 24 | 1.00 | 1.41921 | 0.00000 | 1.41960 | ||
48 | 2009.08.14 22:40 | t/p | 24 | 1.00 | 1.41960 | 0.00000 | 1.41960 | 39.00 | 10924.10 |
49 | 2009.08.14 22:40 | buy | 25 | 1.00 | 1.41996 | 0.00000 | 1.42040 | ||
50 | 2009.08.19 16:40 | t/p | 25 | 1.00 | 1.42040 | 0.00000 | 1.42040 | 43.10 | 10967.20 |
51 | 2009.08.19 17:00 | sell | 26 | 1.00 | 1.42158 | 0.00000 | 1.42120 | ||
52 | 2009.08.19 17:07 | t/p | 26 | 1.00 | 1.42120 | 0.00000 | 1.42120 | 38.00 | 11005.20 |
53 | 2009.08.19 17:07 | sell | 27 | 1.00 | 1.42078 | 0.00000 | 1.42040 | ||
54 | 2009.08.20 15:16 | t/p | 27 | 1.00 | 1.42040 | 0.00000 | 1.42040 | 32.90 | 11038.10 |
55 | 2009.08.20 15:16 | sell | 28 | 1.00 | 1.41998 | 0.00000 | 1.41960 | ||
56 | 2009.09.01 19:20 | t/p | 28 | 1.00 | 1.41960 | 0.00000 | 1.41960 | 21.00 | 11059.10 |
57 | 2009.09.01 19:22 | buy | 29 | 1.00 | 1.41900 | 0.00000 | 1.41940 | ||
58 | 2009.09.01 19:27 | t/p | 29 | 1.00 | 1.41940 | 0.00000 | 1.41940 | 40.00 | 11099.10 |
59 | 2009.09.01 19:27 | buy | 30 | 1.00 | 1.42051 | 0.00000 | 1.42090 | ||
60 | 2009.09.01 19:50 | t/p | 30 | 1.00 | 1.42090 | 0.00000 | 1.42090 | 39.00 | 11138.10 |
61 | 2009.09.01 19:50 | buy | 31 | 1.00 | 1.42161 | 0.00000 | 1.42200 | ||
62 | 2009.09.01 21:45 | t/p | 31 | 1.00 | 1.42200 | 0.00000 | 1.42200 | 39.00 | 11177.10 |
63 | 2009.09.01 21:45 | buy | 32 | 1.00 | 1.42228 | 0.00000 | 1.42270 | ||
64 | 2009.09.02 08:20 | t/p | 32 | 1.00 | 1.42270 | 0.00000 | 1.42270 | 41.70 | 11218.80 |
65 | 2009.09.02 09:02 | sell | 33 | 1.00 | 1.42417 | 0.00000 | 1.42380 | ||
66 | 2009.09.02 09:10 | t/p | 33 | 1.00 | 1.42380 | 0.00000 | 1.42380 | 37.00 | 11255.80 |
67 | 2009.09.02 09:10 | sell | 34 | 1.00 | 1.42333 | 0.00000 | 1.42290 | ||
68 | 2009.09.02 09:15 | t/p | 34 | 1.00 | 1.42290 | 0.00000 | 1.42290 | 43.00 | 11298.80 |
69 | 2009.09.02 09:15 | sell | 35 | 1.00 | 1.42248 | 0.00000 | 1.42210 | ||
70 | 2009.09.02 09:20 | t/p | 35 | 1.00 | 1.42210 | 0.00000 | 1.42210 | 38.00 | 11336.80 |
71 | 2009.09.02 09:22 | sell | 36 | 1.00 | 1.42192 | 0.00000 | 1.42150 | ||
72 | 2009.09.02 09:50 | t/p | 36 | 1.00 | 1.42150 | 0.00000 | 1.42150 | 42.00 | 11378.80 |
73 | 2009.09.02 09:50 | sell | 37 | 1.00 | 1.42092 | 0.00000 | 1.42050 | ||
74 | 2009.09.02 14:20 | t/p | 37 | 1.00 | 1.42050 | 0.00000 | 1.42050 | 42.00 | 11420.80 |
75 | 2009.09.02 14:20 | sell | 38 | 1.00 | 1.41958 | 0.00000 | 1.41920 | ||
76 | 2009.09.30 23:59 | close at stop | 38 | 1.00 | 1.46389 | 0.00000 | 1.41920 | -4478.60 | 6942.20 |