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=0.1; CandleSize=75; k_sl=0.8; k_tp=0.8; popravka_up=16; popravka_down=20; flag=false; StartTime="0:05"; StartTime1="4:05"; StartTime2="8:05"; StartTime3="12:05"; StartTime4="16:05"; StartTime5="20:05"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 33.80 | Gross profit | 71.90 | Gross loss | -38.10 |
Profit factor | 1.89 | Expected payoff | 1.17 | ||
Absolute drawdown | 8.30 | Maximal drawdown | 14.10 (0.14%) | Relative drawdown | 0.14% (14.10) |
Total trades | 29 | Short positions (won %) | 29 (55.17%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
Largest | profit trade | 5.80 | loss trade | -5.50 | |
Average | profit trade | 4.49 | loss trade | -2.93 | |
Maximum | consecutive wins (profit in money) | 4 (16.70) | consecutive losses (loss in money) | 4 (-9.80) | |
Maximal | consecutive profit (count of wins) | 16.70 (4) | consecutive loss (count of losses) | -9.80 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 20:05 | sell limit | 1 | 0.10 | 1.43940 | 1.43974 | 1.43890 | ||
2 | 2009.08.04 20:07 | sell | 1 | 0.10 | 1.43940 | 1.43974 | 1.43890 | ||
3 | 2009.08.04 20:15 | t/p | 1 | 0.10 | 1.43890 | 1.43974 | 1.43890 | 5.00 | 10005.00 |
4 | 2009.08.05 08:05 | sell limit | 2 | 0.10 | 1.43858 | 1.43881 | 1.43819 | ||
5 | 2009.08.05 08:10 | sell | 2 | 0.10 | 1.43858 | 1.43881 | 1.43819 | ||
6 | 2009.08.05 08:12 | s/l | 2 | 0.10 | 1.43881 | 1.43881 | 1.43819 | -2.30 | 10002.70 |
7 | 2009.08.07 16:05 | sell limit | 3 | 0.10 | 1.42750 | 1.42792 | 1.42692 | ||
8 | 2009.08.07 16:07 | sell | 3 | 0.10 | 1.42750 | 1.42792 | 1.42692 | ||
9 | 2009.08.07 16:10 | t/p | 3 | 0.10 | 1.42692 | 1.42792 | 1.42692 | 5.80 | 10008.50 |
10 | 2009.08.07 16:10 | sell limit | 4 | 0.10 | 1.42645 | 1.42687 | 1.42587 | ||
11 | 2009.08.07 16:12 | sell | 4 | 0.10 | 1.42645 | 1.42687 | 1.42587 | ||
12 | 2009.08.07 16:15 | t/p | 4 | 0.10 | 1.42587 | 1.42687 | 1.42587 | 5.80 | 10014.30 |
13 | 2009.08.10 20:05 | sell limit | 5 | 0.10 | 1.41094 | 1.41122 | 1.41050 | ||
14 | 2009.08.10 20:10 | sell | 5 | 0.10 | 1.41094 | 1.41122 | 1.41050 | ||
15 | 2009.08.10 20:12 | s/l | 5 | 0.10 | 1.41122 | 1.41122 | 1.41050 | -2.80 | 10011.50 |
16 | 2009.08.11 12:05 | sell limit | 6 | 0.10 | 1.41569 | 1.41591 | 1.41531 | ||
17 | 2009.08.11 12:33 | sell | 6 | 0.10 | 1.41569 | 1.41591 | 1.41531 | ||
18 | 2009.08.11 12:36 | s/l | 6 | 0.10 | 1.41591 | 1.41591 | 1.41531 | -2.20 | 10009.30 |
19 | 2009.08.13 16:05 | sell limit | 7 | 0.10 | 1.42773 | 1.42800 | 1.42730 | ||
20 | 2009.08.13 16:10 | sell | 7 | 0.10 | 1.42773 | 1.42800 | 1.42730 | ||
21 | 2009.08.13 16:12 | s/l | 7 | 0.10 | 1.42800 | 1.42800 | 1.42730 | -2.70 | 10006.60 |
22 | 2009.08.14 16:06 | sell limit | 8 | 0.10 | 1.42432 | 1.42453 | 1.42395 | ||
23 | 2009.08.14 16:26 | sell | 8 | 0.10 | 1.42432 | 1.42453 | 1.42395 | ||
24 | 2009.08.14 16:30 | s/l | 8 | 0.10 | 1.42453 | 1.42453 | 1.42395 | -2.10 | 10004.50 |
25 | 2009.08.14 20:06 | sell limit | 9 | 0.10 | 1.41939 | 1.41972 | 1.41890 | ||
26 | 2009.08.14 20:10 | sell | 9 | 0.10 | 1.41939 | 1.41972 | 1.41890 | ||
27 | 2009.08.14 20:20 | t/p | 9 | 0.10 | 1.41890 | 1.41972 | 1.41890 | 4.90 | 10009.40 |
28 | 2009.08.19 04:05 | sell limit | 10 | 0.10 | 1.41364 | 1.41386 | 1.41326 | ||
29 | 2009.08.19 04:10 | sell | 10 | 0.10 | 1.41364 | 1.41386 | 1.41326 | ||
30 | 2009.08.19 04:12 | s/l | 10 | 0.10 | 1.41386 | 1.41386 | 1.41326 | -2.20 | 10007.20 |
31 | 2009.08.19 08:05 | sell limit | 11 | 0.10 | 1.41167 | 1.41200 | 1.41118 | ||
32 | 2009.08.19 08:07 | sell | 11 | 0.10 | 1.41167 | 1.41200 | 1.41118 | ||
33 | 2009.08.19 08:15 | t/p | 11 | 0.10 | 1.41118 | 1.41200 | 1.41118 | 4.90 | 10012.10 |
34 | 2009.08.24 20:05 | sell limit | 12 | 0.10 | 1.43006 | 1.43031 | 1.42965 | ||
35 | 2009.08.24 20:07 | sell | 12 | 0.10 | 1.43006 | 1.43031 | 1.42965 | ||
36 | 2009.08.24 20:15 | t/p | 12 | 0.10 | 1.42965 | 1.43031 | 1.42965 | 4.10 | 10016.20 |
37 | 2009.08.26 16:06 | sell limit | 13 | 0.10 | 1.42264 | 1.42319 | 1.42193 | ||
38 | 2009.08.26 16:10 | sell | 13 | 0.10 | 1.42264 | 1.42319 | 1.42193 | ||
39 | 2009.08.26 16:13 | s/l | 13 | 0.10 | 1.42319 | 1.42319 | 1.42193 | -5.50 | 10010.70 |
40 | 2009.08.27 16:05 | sell limit | 14 | 0.10 | 1.42264 | 1.42289 | 1.42223 | ||
41 | 2009.08.27 16:10 | sell | 14 | 0.10 | 1.42264 | 1.42289 | 1.42223 | ||
42 | 2009.08.27 16:12 | s/l | 14 | 0.10 | 1.42289 | 1.42289 | 1.42223 | -2.50 | 10008.20 |
43 | 2009.09.01 20:05 | sell limit | 15 | 0.10 | 1.42124 | 1.42146 | 1.42086 | ||
44 | 2009.09.01 20:07 | sell | 15 | 0.10 | 1.42124 | 1.42146 | 1.42086 | ||
45 | 2009.09.01 20:10 | t/p | 15 | 0.10 | 1.42086 | 1.42146 | 1.42086 | 3.80 | 10012.00 |
46 | 2009.09.01 20:10 | sell limit | 16 | 0.10 | 1.42082 | 1.42104 | 1.42044 | ||
47 | 2009.09.01 20:12 | sell | 16 | 0.10 | 1.42082 | 1.42104 | 1.42044 | ||
48 | 2009.09.01 20:15 | t/p | 16 | 0.10 | 1.42044 | 1.42104 | 1.42044 | 3.80 | 10015.80 |
49 | 2009.09.09 20:05 | sell limit | 17 | 0.10 | 1.45481 | 1.45505 | 1.45441 | ||
50 | 2009.09.09 20:07 | sell | 17 | 0.10 | 1.45481 | 1.45505 | 1.45441 | ||
51 | 2009.09.09 20:15 | t/p | 17 | 0.10 | 1.45441 | 1.45505 | 1.45441 | 4.00 | 10019.80 |
52 | 2009.09.10 16:05 | sell limit | 18 | 0.10 | 1.45372 | 1.45407 | 1.45321 | ||
53 | 2009.09.10 16:07 | sell | 18 | 0.10 | 1.45372 | 1.45407 | 1.45321 | ||
54 | 2009.09.10 16:15 | t/p | 18 | 0.10 | 1.45321 | 1.45407 | 1.45321 | 5.10 | 10024.90 |
55 | 2009.09.14 08:05 | sell limit | 19 | 0.10 | 1.45300 | 1.45320 | 1.45264 | ||
56 | 2009.09.14 08:10 | sell | 19 | 0.10 | 1.45300 | 1.45320 | 1.45264 | ||
57 | 2009.09.14 08:12 | s/l | 19 | 0.10 | 1.45320 | 1.45320 | 1.45264 | -2.00 | 10022.90 |
58 | 2009.09.14 20:06 | sell limit | 20 | 0.10 | 1.46028 | 1.46050 | 1.45990 | ||
59 | 2009.09.14 20:13 | sell | 20 | 0.10 | 1.46028 | 1.46050 | 1.45990 | ||
60 | 2009.09.14 20:16 | s/l | 20 | 0.10 | 1.46050 | 1.46050 | 1.45990 | -2.20 | 10020.70 |
61 | 2009.09.16 16:05 | sell limit | 21 | 0.10 | 1.46739 | 1.46762 | 1.46700 | ||
62 | 2009.09.16 16:07 | sell | 21 | 0.10 | 1.46739 | 1.46762 | 1.46700 | ||
63 | 2009.09.16 16:10 | t/p | 21 | 0.10 | 1.46700 | 1.46762 | 1.46700 | 3.90 | 10024.60 |
64 | 2009.09.16 16:10 | sell limit | 22 | 0.10 | 1.46669 | 1.46692 | 1.46630 | ||
65 | 2009.09.16 16:12 | sell | 22 | 0.10 | 1.46669 | 1.46692 | 1.46630 | ||
66 | 2009.09.16 16:15 | t/p | 22 | 0.10 | 1.46630 | 1.46692 | 1.46630 | 3.90 | 10028.50 |
67 | 2009.09.18 04:05 | sell limit | 23 | 0.10 | 1.46999 | 1.47025 | 1.46957 | ||
68 | 2009.09.18 04:10 | sell | 23 | 0.10 | 1.46999 | 1.47025 | 1.46957 | ||
69 | 2009.09.18 04:12 | s/l | 23 | 0.10 | 1.47025 | 1.47025 | 1.46957 | -2.60 | 10025.90 |
70 | 2009.09.21 08:05 | sell limit | 24 | 0.10 | 1.46713 | 1.46734 | 1.46676 | ||
71 | 2009.09.21 08:07 | sell | 24 | 0.10 | 1.46713 | 1.46734 | 1.46676 | ||
72 | 2009.09.21 08:15 | t/p | 24 | 0.10 | 1.46676 | 1.46734 | 1.46676 | 3.70 | 10029.60 |
73 | 2009.09.24 00:05 | sell limit | 25 | 0.10 | 1.46933 | 1.46972 | 1.46878 | ||
74 | 2009.09.24 00:10 | sell | 25 | 0.10 | 1.46933 | 1.46972 | 1.46878 | ||
75 | 2009.09.24 00:12 | s/l | 25 | 0.10 | 1.46972 | 1.46972 | 1.46878 | -3.90 | 10025.70 |
76 | 2009.09.24 16:06 | sell limit | 26 | 0.10 | 1.47438 | 1.47467 | 1.47393 | ||
77 | 2009.09.24 20:05 | delete | 26 | 0.10 | 1.47438 | 1.47467 | 1.47393 | ||
78 | 2009.09.24 20:05 | sell limit | 27 | 0.10 | 1.46429 | 1.46469 | 1.46373 | ||
79 | 2009.09.24 20:07 | sell | 27 | 0.10 | 1.46429 | 1.46469 | 1.46373 | ||
80 | 2009.09.24 20:15 | t/p | 27 | 0.10 | 1.46373 | 1.46469 | 1.46373 | 5.60 | 10031.30 |
81 | 2009.09.28 04:05 | sell limit | 28 | 0.10 | 1.45863 | 1.45914 | 1.45796 | ||
82 | 2009.09.28 04:10 | sell | 28 | 0.10 | 1.45863 | 1.45914 | 1.45796 | ||
83 | 2009.09.28 04:15 | s/l | 28 | 0.10 | 1.45914 | 1.45914 | 1.45796 | -5.10 | 10026.20 |
84 | 2009.09.29 12:05 | sell limit | 29 | 0.10 | 1.45836 | 1.45858 | 1.45798 | ||
85 | 2009.09.29 12:07 | sell | 29 | 0.10 | 1.45836 | 1.45858 | 1.45798 | ||
86 | 2009.09.29 12:10 | t/p | 29 | 0.10 | 1.45798 | 1.45858 | 1.45798 | 3.80 | 10030.00 |
87 | 2009.09.29 12:10 | sell limit | 30 | 0.10 | 1.45768 | 1.45790 | 1.45730 | ||
88 | 2009.09.29 12:12 | sell | 30 | 0.10 | 1.45768 | 1.45790 | 1.45730 | ||
89 | 2009.09.29 12:15 | t/p | 30 | 0.10 | 1.45730 | 1.45790 | 1.45730 | 3.80 | 10033.80 |