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=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 474.56 | Gross profit | 1617.32 | Gross loss | -1142.76 |
Profit factor | 1.42 | Expected payoff | 7.53 | ||
Absolute drawdown | 164.92 | Maximal drawdown | 356.46 (3.50%) | Relative drawdown | 3.50% (356.46) |
Total trades | 63 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 63 (19.05%) |
Profit trades (% of total) | 12 (19.05%) | Loss trades (% of total) | 51 (80.95%) | ||
Largest | profit trade | 245.42 | loss trade | -22.46 | |
Average | profit trade | 134.78 | loss trade | -22.41 | |
Maximum | consecutive wins (profit in money) | 2 (281.39) | consecutive losses (loss in money) | 12 (-268.92) | |
Maximal | consecutive profit (count of wins) | 281.39 (2) | consecutive loss (count of losses) | -268.92 (12) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 0.10 | 1.42529 | 1.42305 | 0.00000 | ||
2 | 2009.08.03 04:20 | s/l | 1 | 0.10 | 1.42305 | 1.42305 | 0.00000 | -22.40 | 9977.60 |
3 | 2009.08.03 04:20 | buy | 2 | 0.10 | 1.42310 | 1.42086 | 0.00000 | ||
4 | 2009.08.03 08:50 | s/l | 2 | 0.10 | 1.42086 | 1.42086 | 0.00000 | -22.40 | 9955.20 |
5 | 2009.08.03 08:50 | buy | 3 | 0.10 | 1.42103 | 1.41879 | 0.00000 | ||
6 | 2009.08.06 09:00 | close | 3 | 0.10 | 1.43932 | 1.41879 | 0.00000 | 182.75 | 10137.95 |
7 | 2009.08.06 09:02 | buy | 4 | 0.10 | 1.43919 | 1.43695 | 0.00000 | ||
8 | 2009.08.06 12:20 | s/l | 4 | 0.10 | 1.43695 | 1.43695 | 0.00000 | -22.40 | 10115.55 |
9 | 2009.08.06 12:20 | buy | 5 | 0.10 | 1.43691 | 1.43467 | 0.00000 | ||
10 | 2009.08.06 16:20 | s/l | 5 | 0.10 | 1.43467 | 1.43467 | 0.00000 | -22.40 | 10093.15 |
11 | 2009.08.06 16:20 | buy | 6 | 0.10 | 1.43400 | 1.43176 | 0.00000 | ||
12 | 2009.08.07 14:45 | s/l | 6 | 0.10 | 1.43176 | 1.43176 | 0.00000 | -22.43 | 10070.72 |
13 | 2009.08.07 14:45 | buy | 7 | 0.10 | 1.43182 | 1.42958 | 0.00000 | ||
14 | 2009.08.07 14:50 | s/l | 7 | 0.10 | 1.42958 | 1.42958 | 0.00000 | -22.40 | 10048.32 |
15 | 2009.08.07 14:50 | buy | 8 | 0.10 | 1.42760 | 1.42536 | 0.00000 | ||
16 | 2009.08.07 16:15 | s/l | 8 | 0.10 | 1.42536 | 1.42536 | 0.00000 | -22.40 | 10025.92 |
17 | 2009.08.07 16:15 | buy | 9 | 0.10 | 1.42490 | 1.42266 | 0.00000 | ||
18 | 2009.08.07 16:20 | s/l | 9 | 0.10 | 1.42266 | 1.42266 | 0.00000 | -22.40 | 10003.52 |
19 | 2009.08.07 16:20 | buy | 10 | 0.10 | 1.42279 | 1.42055 | 0.00000 | ||
20 | 2009.08.07 16:50 | s/l | 10 | 0.10 | 1.42055 | 1.42055 | 0.00000 | -22.40 | 9981.12 |
21 | 2009.08.07 16:50 | buy | 11 | 0.10 | 1.42002 | 1.41778 | 0.00000 | ||
22 | 2009.08.07 17:50 | s/l | 11 | 0.10 | 1.41778 | 1.41778 | 0.00000 | -22.40 | 9958.72 |
23 | 2009.08.07 17:50 | buy | 12 | 0.10 | 1.41796 | 1.41572 | 0.00000 | ||
24 | 2009.08.07 18:20 | s/l | 12 | 0.10 | 1.41572 | 1.41572 | 0.00000 | -22.40 | 9936.32 |
25 | 2009.08.07 18:20 | buy | 13 | 0.10 | 1.41558 | 1.41334 | 0.00000 | ||
26 | 2009.08.10 17:20 | s/l | 13 | 0.10 | 1.41334 | 1.41334 | 0.00000 | -22.43 | 9913.89 |
27 | 2009.08.10 17:20 | buy | 14 | 0.10 | 1.41311 | 1.41087 | 0.00000 | ||
28 | 2009.08.10 19:50 | s/l | 14 | 0.10 | 1.41087 | 1.41087 | 0.00000 | -22.40 | 9891.49 |
29 | 2009.08.10 19:50 | buy | 15 | 0.10 | 1.41082 | 1.40858 | 0.00000 | ||
30 | 2009.08.12 09:37 | s/l | 15 | 0.10 | 1.40858 | 1.40858 | 0.00000 | -22.46 | 9869.03 |
31 | 2009.08.12 09:37 | buy | 16 | 0.10 | 1.40882 | 1.40658 | 0.00000 | ||
32 | 2009.08.17 00:00 | close | 16 | 0.10 | 1.41890 | 1.40658 | 0.00000 | 100.65 | 9969.68 |
33 | 2009.08.17 00:02 | buy | 17 | 0.10 | 1.41903 | 1.41679 | 0.00000 | ||
34 | 2009.08.17 01:50 | s/l | 17 | 0.10 | 1.41679 | 1.41679 | 0.00000 | -22.40 | 9947.28 |
35 | 2009.08.17 01:50 | buy | 18 | 0.10 | 1.41681 | 1.41457 | 0.00000 | ||
36 | 2009.08.17 03:20 | s/l | 18 | 0.10 | 1.41457 | 1.41457 | 0.00000 | -22.40 | 9924.88 |
37 | 2009.08.17 03:20 | buy | 19 | 0.10 | 1.41442 | 1.41218 | 0.00000 | ||
38 | 2009.08.17 09:20 | s/l | 19 | 0.10 | 1.41218 | 1.41218 | 0.00000 | -22.40 | 9902.48 |
39 | 2009.08.17 09:20 | buy | 20 | 0.10 | 1.41173 | 1.40949 | 0.00000 | ||
40 | 2009.08.17 11:20 | s/l | 20 | 0.10 | 1.40949 | 1.40949 | 0.00000 | -22.40 | 9880.08 |
41 | 2009.08.17 11:20 | buy | 21 | 0.10 | 1.40947 | 1.40723 | 0.00000 | ||
42 | 2009.08.17 12:20 | s/l | 21 | 0.10 | 1.40723 | 1.40723 | 0.00000 | -22.40 | 9857.68 |
43 | 2009.08.17 12:20 | buy | 22 | 0.10 | 1.40691 | 1.40467 | 0.00000 | ||
44 | 2009.08.17 16:20 | s/l | 22 | 0.10 | 1.40467 | 1.40467 | 0.00000 | -22.40 | 9835.28 |
45 | 2009.08.17 16:20 | buy | 23 | 0.10 | 1.40472 | 1.40248 | 0.00000 | ||
46 | 2009.08.20 17:00 | close | 23 | 0.10 | 1.42351 | 1.40248 | 0.00000 | 187.75 | 10023.03 |
47 | 2009.08.20 17:02 | buy | 24 | 0.10 | 1.42354 | 1.42130 | 0.00000 | ||
48 | 2009.08.21 06:50 | s/l | 24 | 0.10 | 1.42130 | 1.42130 | 0.00000 | -22.43 | 10000.60 |
49 | 2009.08.21 06:50 | buy | 25 | 0.10 | 1.42142 | 1.41918 | 0.00000 | ||
50 | 2009.08.24 07:00 | close | 25 | 0.10 | 1.43338 | 1.41918 | 0.00000 | 119.57 | 10120.17 |
51 | 2009.08.24 07:03 | buy | 26 | 0.10 | 1.43390 | 1.43166 | 0.00000 | ||
52 | 2009.08.24 08:20 | s/l | 26 | 0.10 | 1.43166 | 1.43166 | 0.00000 | -22.40 | 10097.77 |
53 | 2009.08.24 08:20 | buy | 27 | 0.10 | 1.43151 | 1.42927 | 0.00000 | ||
54 | 2009.08.24 08:50 | s/l | 27 | 0.10 | 1.42927 | 1.42927 | 0.00000 | -22.40 | 10075.37 |
55 | 2009.08.24 08:50 | buy | 28 | 0.10 | 1.42951 | 1.42727 | 0.00000 | ||
56 | 2009.08.25 03:07 | s/l | 28 | 0.10 | 1.42727 | 1.42727 | 0.00000 | -22.43 | 10052.94 |
57 | 2009.08.25 03:07 | buy | 29 | 0.10 | 1.42751 | 1.42527 | 0.00000 | ||
58 | 2009.08.25 09:07 | s/l | 29 | 0.10 | 1.42527 | 1.42527 | 0.00000 | -22.40 | 10030.54 |
59 | 2009.08.25 09:07 | buy | 30 | 0.10 | 1.42547 | 1.42323 | 0.00000 | ||
60 | 2009.08.26 15:50 | s/l | 30 | 0.10 | 1.42323 | 1.42323 | 0.00000 | -22.43 | 10008.11 |
61 | 2009.08.26 15:50 | buy | 31 | 0.10 | 1.42283 | 1.42059 | 0.00000 | ||
62 | 2009.08.26 17:20 | s/l | 31 | 0.10 | 1.42059 | 1.42059 | 0.00000 | -22.40 | 9985.71 |
63 | 2009.08.26 17:20 | buy | 32 | 0.10 | 1.42083 | 1.41859 | 0.00000 | ||
64 | 2009.08.31 00:00 | close | 32 | 0.10 | 1.43053 | 1.41859 | 0.00000 | 96.85 | 10082.56 |
65 | 2009.08.31 00:02 | buy | 33 | 0.10 | 1.43096 | 1.42872 | 0.00000 | ||
66 | 2009.08.31 00:50 | s/l | 33 | 0.10 | 1.42872 | 1.42872 | 0.00000 | -22.40 | 10060.16 |
67 | 2009.08.31 00:50 | buy | 34 | 0.10 | 1.42838 | 1.42614 | 0.00000 | ||
68 | 2009.08.31 08:20 | s/l | 34 | 0.10 | 1.42614 | 1.42614 | 0.00000 | -22.40 | 10037.76 |
69 | 2009.08.31 08:20 | buy | 35 | 0.10 | 1.42581 | 1.42357 | 0.00000 | ||
70 | 2009.09.01 17:20 | s/l | 35 | 0.10 | 1.42357 | 1.42357 | 0.00000 | -22.43 | 10015.33 |
71 | 2009.09.01 17:20 | buy | 36 | 0.10 | 1.42371 | 1.42147 | 0.00000 | ||
72 | 2009.09.01 18:20 | s/l | 36 | 0.10 | 1.42147 | 1.42147 | 0.00000 | -22.40 | 9992.93 |
73 | 2009.09.01 18:20 | buy | 37 | 0.10 | 1.42150 | 1.41926 | 0.00000 | ||
74 | 2009.09.01 19:20 | s/l | 37 | 0.10 | 1.41926 | 1.41926 | 0.00000 | -22.40 | 9970.53 |
75 | 2009.09.01 19:20 | buy | 38 | 0.10 | 1.41794 | 1.41570 | 0.00000 | ||
76 | 2009.09.04 20:00 | close | 38 | 0.10 | 1.43102 | 1.41570 | 0.00000 | 130.65 | 10101.18 |
77 | 2009.09.04 20:03 | buy | 39 | 0.10 | 1.43169 | 1.42945 | 0.00000 | ||
78 | 2009.09.04 22:46 | s/l | 39 | 0.10 | 1.42945 | 1.42945 | 0.00000 | -22.40 | 10078.78 |
79 | 2009.09.04 22:46 | buy | 40 | 0.10 | 1.42952 | 1.42728 | 0.00000 | ||
80 | 2009.09.07 23:00 | close | 40 | 0.10 | 1.43312 | 1.42728 | 0.00000 | 35.97 | 10114.75 |
81 | 2009.09.07 23:02 | buy | 41 | 0.10 | 1.43334 | 1.43110 | 0.00000 | ||
82 | 2009.09.11 00:00 | close | 41 | 0.10 | 1.45790 | 1.43110 | 0.00000 | 245.42 | 10360.17 |
83 | 2009.09.11 00:02 | buy | 42 | 0.10 | 1.45802 | 1.45578 | 0.00000 | ||
84 | 2009.09.11 16:20 | s/l | 42 | 0.10 | 1.45578 | 1.45578 | 0.00000 | -22.40 | 10337.77 |
85 | 2009.09.11 16:20 | buy | 43 | 0.10 | 1.45551 | 1.45327 | 0.00000 | ||
86 | 2009.09.14 02:46 | s/l | 43 | 0.10 | 1.45327 | 1.45327 | 0.00000 | -22.43 | 10315.34 |
87 | 2009.09.14 02:46 | buy | 44 | 0.10 | 1.45320 | 1.45096 | 0.00000 | ||
88 | 2009.09.17 03:00 | close | 44 | 0.10 | 1.47103 | 1.45096 | 0.00000 | 178.15 | 10493.49 |
89 | 2009.09.17 03:02 | buy | 45 | 0.10 | 1.47137 | 1.46913 | 0.00000 | ||
90 | 2009.09.17 15:20 | s/l | 45 | 0.10 | 1.46913 | 1.46913 | 0.00000 | -22.40 | 10471.09 |
91 | 2009.09.17 15:20 | buy | 46 | 0.10 | 1.46901 | 1.46677 | 0.00000 | ||
92 | 2009.09.18 09:50 | s/l | 46 | 0.10 | 1.46677 | 1.46677 | 0.00000 | -22.43 | 10448.66 |
93 | 2009.09.18 09:50 | buy | 47 | 0.10 | 1.46629 | 1.46405 | 0.00000 | ||
94 | 2009.09.21 08:32 | s/l | 47 | 0.10 | 1.46405 | 1.46405 | 0.00000 | -22.43 | 10426.23 |
95 | 2009.09.21 08:32 | buy | 48 | 0.10 | 1.46421 | 1.46197 | 0.00000 | ||
96 | 2009.09.21 14:20 | s/l | 48 | 0.10 | 1.46197 | 1.46197 | 0.00000 | -22.40 | 10403.83 |
97 | 2009.09.21 14:20 | buy | 49 | 0.10 | 1.46174 | 1.45950 | 0.00000 | ||
98 | 2009.09.24 15:00 | close | 49 | 0.10 | 1.47897 | 1.45950 | 0.00000 | 172.15 | 10575.98 |
99 | 2009.09.24 15:02 | buy | 50 | 0.10 | 1.47962 | 1.47738 | 0.00000 | ||
100 | 2009.09.24 15:20 | s/l | 50 | 0.10 | 1.47738 | 1.47738 | 0.00000 | -22.40 | 10553.58 |
101 | 2009.09.24 15:20 | buy | 51 | 0.10 | 1.47679 | 1.47455 | 0.00000 | ||
102 | 2009.09.24 16:03 | s/l | 51 | 0.10 | 1.47455 | 1.47455 | 0.00000 | -22.40 | 10531.18 |
103 | 2009.09.24 16:03 | buy | 52 | 0.10 | 1.47390 | 1.47166 | 0.00000 | ||
104 | 2009.09.24 16:16 | s/l | 52 | 0.10 | 1.47166 | 1.47166 | 0.00000 | -22.40 | 10508.78 |
105 | 2009.09.24 16:16 | buy | 53 | 0.10 | 1.47025 | 1.46801 | 0.00000 | ||
106 | 2009.09.24 16:50 | s/l | 53 | 0.10 | 1.46801 | 1.46801 | 0.00000 | -22.40 | 10486.38 |
107 | 2009.09.24 16:50 | buy | 54 | 0.10 | 1.46793 | 1.46569 | 0.00000 | ||
108 | 2009.09.24 19:45 | s/l | 54 | 0.10 | 1.46569 | 1.46569 | 0.00000 | -22.40 | 10463.98 |
109 | 2009.09.24 19:45 | buy | 55 | 0.10 | 1.46537 | 1.46313 | 0.00000 | ||
110 | 2009.09.24 20:20 | s/l | 55 | 0.10 | 1.46313 | 1.46313 | 0.00000 | -22.40 | 10441.58 |
111 | 2009.09.24 20:20 | buy | 56 | 0.10 | 1.46302 | 1.46078 | 0.00000 | ||
112 | 2009.09.28 00:00 | close | 56 | 0.10 | 1.46933 | 1.46078 | 0.00000 | 63.04 | 10504.62 |
113 | 2009.09.28 00:02 | buy | 57 | 0.10 | 1.46870 | 1.46646 | 0.00000 | ||
114 | 2009.09.28 02:45 | s/l | 57 | 0.10 | 1.46646 | 1.46646 | 0.00000 | -22.40 | 10482.22 |
115 | 2009.09.28 02:45 | buy | 58 | 0.10 | 1.46603 | 1.46379 | 0.00000 | ||
116 | 2009.09.28 02:50 | s/l | 58 | 0.10 | 1.46379 | 1.46379 | 0.00000 | -22.40 | 10459.82 |
117 | 2009.09.28 02:50 | buy | 59 | 0.10 | 1.46392 | 1.46168 | 0.00000 | ||
118 | 2009.09.28 03:40 | s/l | 59 | 0.10 | 1.46168 | 1.46168 | 0.00000 | -22.40 | 10437.42 |
119 | 2009.09.28 03:40 | buy | 60 | 0.10 | 1.46133 | 1.45909 | 0.00000 | ||
120 | 2009.09.28 03:50 | s/l | 60 | 0.10 | 1.45909 | 1.45909 | 0.00000 | -22.40 | 10415.02 |
121 | 2009.09.28 03:50 | buy | 61 | 0.10 | 1.45749 | 1.45525 | 0.00000 | ||
122 | 2009.09.29 12:20 | s/l | 61 | 0.10 | 1.45525 | 1.45525 | 0.00000 | -22.43 | 10392.59 |
123 | 2009.09.29 12:20 | buy | 62 | 0.10 | 1.45534 | 1.45310 | 0.00000 | ||
124 | 2009.09.29 16:02 | s/l | 62 | 0.10 | 1.45310 | 1.45310 | 0.00000 | -22.40 | 10370.19 |
125 | 2009.09.29 16:02 | buy | 63 | 0.10 | 1.45321 | 1.45097 | 0.00000 | ||
126 | 2009.09.30 23:59 | close at stop | 63 | 0.10 | 1.46365 | 1.45097 | 0.00000 | 104.37 | 10474.56 |