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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7297.30 | Gross profit | 11065.20 | Gross loss | -18362.50 |
Profit factor | 0.60 | Expected payoff | -90.09 | ||
Absolute drawdown | 7360.30 | Maximal drawdown | 9954.10 (79.04%) | Relative drawdown | 79.04% (9954.10) |
Total trades | 81 | Short positions (won %) | 33 (30.30%) | Long positions (won %) | 48 (25.00%) |
Profit trades (% of total) | 22 (27.16%) | Loss trades (% of total) | 59 (72.84%) | ||
Largest | profit trade | 1635.60 | loss trade | -840.00 | |
Average | profit trade | 502.96 | loss trade | -311.23 | |
Maximum | consecutive wins (profit in money) | 3 (1815.90) | consecutive losses (loss in money) | 9 (-3035.40) | |
Maximal | consecutive profit (count of wins) | 1815.90 (3) | consecutive loss (count of losses) | -3035.40 (9) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 02:00 | buy | 1 | 1.00 | 1.42887 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 06:00 | close | 1 | 1.00 | 1.42339 | 0.00000 | 0.00000 | -548.00 | 9452.00 |
3 | 2009.08.03 11:00 | buy | 2 | 1.00 | 1.42764 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 06:00 | close | 2 | 1.00 | 1.43893 | 0.00000 | 0.00000 | 1128.70 | 10580.70 |
5 | 2009.08.04 19:00 | buy | 3 | 1.00 | 1.44316 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 20:00 | close | 3 | 1.00 | 1.43921 | 0.00000 | 0.00000 | -395.00 | 10185.70 |
7 | 2009.08.05 02:00 | buy | 4 | 1.00 | 1.44171 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 08:00 | close | 4 | 1.00 | 1.43833 | 0.00000 | 0.00000 | -338.00 | 9847.70 |
9 | 2009.08.05 14:00 | buy | 5 | 1.00 | 1.44187 | 0.00000 | 0.00000 | ||
10 | 2009.08.05 15:00 | close | 5 | 1.00 | 1.43967 | 0.00000 | 0.00000 | -220.00 | 9627.70 |
11 | 2009.08.05 19:00 | buy | 6 | 1.00 | 1.44187 | 0.00000 | 0.00000 | ||
12 | 2009.08.06 05:00 | close | 6 | 1.00 | 1.43945 | 0.00000 | 0.00000 | -242.90 | 9384.80 |
13 | 2009.08.06 09:00 | sell | 7 | 1.00 | 1.43932 | 0.00000 | 0.00000 | ||
14 | 2009.08.07 02:00 | close | 7 | 1.00 | 1.43727 | 0.00000 | 0.00000 | 203.30 | 9588.10 |
15 | 2009.08.07 15:00 | sell | 8 | 1.00 | 1.43227 | 0.00000 | 0.00000 | ||
16 | 2009.08.10 06:00 | close | 8 | 1.00 | 1.42038 | 0.00000 | 0.00000 | 1187.30 | 10775.40 |
17 | 2009.08.10 14:00 | sell | 9 | 1.00 | 1.41922 | 0.00000 | 0.00000 | ||
18 | 2009.08.11 03:00 | close | 9 | 1.00 | 1.41495 | 0.00000 | 0.00000 | 425.30 | 11200.70 |
19 | 2009.08.11 15:00 | sell | 10 | 1.00 | 1.41288 | 0.00000 | 0.00000 | ||
20 | 2009.08.11 19:00 | close | 10 | 1.00 | 1.41612 | 0.00000 | 0.00000 | -324.00 | 10876.70 |
21 | 2009.08.12 05:00 | sell | 11 | 1.00 | 1.41432 | 0.00000 | 0.00000 | ||
22 | 2009.08.12 13:00 | close | 11 | 1.00 | 1.41652 | 0.00000 | 0.00000 | -220.00 | 10656.70 |
23 | 2009.08.12 16:00 | buy | 12 | 1.00 | 1.41940 | 0.00000 | 0.00000 | ||
24 | 2009.08.13 21:00 | close | 12 | 1.00 | 1.42639 | 0.00000 | 0.00000 | 698.10 | 11354.80 |
25 | 2009.08.13 23:00 | buy | 13 | 1.00 | 1.42916 | 0.00000 | 0.00000 | ||
26 | 2009.08.14 02:00 | close | 13 | 1.00 | 1.42736 | 0.00000 | 0.00000 | -180.30 | 11174.50 |
27 | 2009.08.14 03:00 | buy | 14 | 1.00 | 1.42940 | 0.00000 | 0.00000 | ||
28 | 2009.08.14 05:00 | close | 14 | 1.00 | 1.42694 | 0.00000 | 0.00000 | -246.00 | 10928.50 |
29 | 2009.08.14 14:00 | buy | 15 | 1.00 | 1.43011 | 0.00000 | 0.00000 | ||
30 | 2009.08.14 15:00 | close | 15 | 1.00 | 1.42676 | 0.00000 | 0.00000 | -335.00 | 10593.50 |
31 | 2009.08.14 16:00 | sell | 16 | 1.00 | 1.42474 | 0.00000 | 0.00000 | ||
32 | 2009.08.18 01:00 | close | 16 | 1.00 | 1.40835 | 0.00000 | 0.00000 | 1635.60 | 12229.10 |
33 | 2009.08.18 15:00 | sell | 17 | 1.00 | 1.40798 | 0.00000 | 0.00000 | ||
34 | 2009.08.18 18:00 | close | 17 | 1.00 | 1.41290 | 0.00000 | 0.00000 | -492.00 | 11737.10 |
35 | 2009.08.18 20:00 | buy | 18 | 1.00 | 1.41358 | 0.00000 | 0.00000 | ||
36 | 2009.08.19 08:00 | close | 18 | 1.00 | 1.41170 | 0.00000 | 0.00000 | -188.30 | 11548.80 |
37 | 2009.08.19 09:00 | sell | 19 | 1.00 | 1.41021 | 0.00000 | 0.00000 | ||
38 | 2009.08.19 14:00 | close | 19 | 1.00 | 1.41282 | 0.00000 | 0.00000 | -261.00 | 11287.80 |
39 | 2009.08.19 16:00 | buy | 20 | 1.00 | 1.41509 | 0.00000 | 0.00000 | ||
40 | 2009.08.20 05:00 | close | 20 | 1.00 | 1.42096 | 0.00000 | 0.00000 | 586.10 | 11873.90 |
41 | 2009.08.20 14:00 | buy | 21 | 1.00 | 1.42387 | 0.00000 | 0.00000 | ||
42 | 2009.08.21 03:00 | close | 21 | 1.00 | 1.42418 | 0.00000 | 0.00000 | 30.70 | 11904.60 |
43 | 2009.08.21 05:00 | buy | 22 | 1.00 | 1.42597 | 0.00000 | 0.00000 | ||
44 | 2009.08.21 06:00 | close | 22 | 1.00 | 1.42239 | 0.00000 | 0.00000 | -358.00 | 11546.60 |
45 | 2009.08.21 07:00 | sell | 23 | 1.00 | 1.42134 | 0.00000 | 0.00000 | ||
46 | 2009.08.21 10:00 | close | 23 | 1.00 | 1.42974 | 0.00000 | 0.00000 | -840.00 | 10706.60 |
47 | 2009.08.21 11:00 | buy | 24 | 1.00 | 1.42989 | 0.00000 | 0.00000 | ||
48 | 2009.08.24 08:00 | close | 24 | 1.00 | 1.43301 | 0.00000 | 0.00000 | 311.70 | 11018.30 |
49 | 2009.08.24 20:00 | sell | 25 | 1.00 | 1.42996 | 0.00000 | 0.00000 | ||
50 | 2009.08.25 06:00 | close | 25 | 1.00 | 1.43026 | 0.00000 | 0.00000 | -31.70 | 10986.60 |
51 | 2009.08.25 09:00 | sell | 26 | 1.00 | 1.42635 | 0.00000 | 0.00000 | ||
52 | 2009.08.25 12:00 | close | 26 | 1.00 | 1.42962 | 0.00000 | 0.00000 | -327.00 | 10659.60 |
53 | 2009.08.25 14:00 | buy | 27 | 1.00 | 1.43355 | 0.00000 | 0.00000 | ||
54 | 2009.08.25 23:00 | close | 27 | 1.00 | 1.42960 | 0.00000 | 0.00000 | -395.00 | 10264.60 |
55 | 2009.08.26 02:00 | sell | 28 | 1.00 | 1.42824 | 0.00000 | 0.00000 | ||
56 | 2009.08.26 08:00 | close | 28 | 1.00 | 1.43180 | 0.00000 | 0.00000 | -356.00 | 9908.60 |
57 | 2009.08.26 09:00 | buy | 29 | 1.00 | 1.43119 | 0.00000 | 0.00000 | ||
58 | 2009.08.26 13:00 | close | 29 | 1.00 | 1.42968 | 0.00000 | 0.00000 | -151.00 | 9757.60 |
59 | 2009.08.26 14:00 | sell | 30 | 1.00 | 1.42778 | 0.00000 | 0.00000 | ||
60 | 2009.08.27 05:00 | close | 30 | 1.00 | 1.42535 | 0.00000 | 0.00000 | 237.90 | 9995.50 |
61 | 2009.08.27 12:00 | buy | 31 | 1.00 | 1.42677 | 0.00000 | 0.00000 | ||
62 | 2009.08.27 16:00 | close | 31 | 1.00 | 1.42291 | 0.00000 | 0.00000 | -386.00 | 9609.50 |
63 | 2009.08.27 17:00 | sell | 32 | 1.00 | 1.42248 | 0.00000 | 0.00000 | ||
64 | 2009.08.27 18:00 | close | 32 | 1.00 | 1.42738 | 0.00000 | 0.00000 | -490.00 | 9119.50 |
65 | 2009.08.27 19:00 | buy | 33 | 1.00 | 1.42690 | 0.00000 | 0.00000 | ||
66 | 2009.08.28 09:00 | close | 33 | 1.00 | 1.43288 | 0.00000 | 0.00000 | 597.70 | 9717.20 |
67 | 2009.08.28 14:00 | buy | 34 | 1.00 | 1.43722 | 0.00000 | 0.00000 | ||
68 | 2009.08.28 15:00 | close | 34 | 1.00 | 1.43537 | 0.00000 | 0.00000 | -185.00 | 9532.20 |
69 | 2009.08.28 16:00 | buy | 35 | 1.00 | 1.43755 | 0.00000 | 0.00000 | ||
70 | 2009.08.28 19:00 | close | 35 | 1.00 | 1.43266 | 0.00000 | 0.00000 | -489.00 | 9043.20 |
71 | 2009.08.28 21:00 | sell | 36 | 1.00 | 1.42862 | 0.00000 | 0.00000 | ||
72 | 2009.08.31 12:00 | close | 36 | 1.00 | 1.42934 | 0.00000 | 0.00000 | -73.70 | 8969.50 |
73 | 2009.08.31 13:00 | sell | 37 | 1.00 | 1.42774 | 0.00000 | 0.00000 | ||
74 | 2009.08.31 15:00 | close | 37 | 1.00 | 1.42904 | 0.00000 | 0.00000 | -130.00 | 8839.50 |
75 | 2009.08.31 17:00 | buy | 38 | 1.00 | 1.43510 | 0.00000 | 0.00000 | ||
76 | 2009.09.01 03:00 | close | 38 | 1.00 | 1.43211 | 0.00000 | 0.00000 | -299.30 | 8540.20 |
77 | 2009.09.01 06:00 | buy | 39 | 1.00 | 1.43565 | 0.00000 | 0.00000 | ||
78 | 2009.09.01 12:00 | close | 39 | 1.00 | 1.43346 | 0.00000 | 0.00000 | -219.00 | 8321.20 |
79 | 2009.09.01 13:00 | sell | 40 | 1.00 | 1.42873 | 0.00000 | 0.00000 | ||
80 | 2009.09.02 08:00 | close | 40 | 1.00 | 1.42267 | 0.00000 | 0.00000 | 604.30 | 8925.50 |
81 | 2009.09.02 19:00 | buy | 41 | 1.00 | 1.42922 | 0.00000 | 0.00000 | ||
82 | 2009.09.03 17:00 | close | 41 | 1.00 | 1.42577 | 0.00000 | 0.00000 | -345.90 | 8579.60 |
83 | 2009.09.03 19:00 | sell | 42 | 1.00 | 1.42585 | 0.00000 | 0.00000 | ||
84 | 2009.09.04 07:00 | close | 42 | 1.00 | 1.42576 | 0.00000 | 0.00000 | 7.30 | 8586.90 |
85 | 2009.09.04 09:00 | buy | 43 | 1.00 | 1.42896 | 0.00000 | 0.00000 | ||
86 | 2009.09.04 15:00 | close | 43 | 1.00 | 1.42181 | 0.00000 | 0.00000 | -715.00 | 7871.90 |
87 | 2009.09.04 16:00 | sell | 44 | 1.00 | 1.42065 | 0.00000 | 0.00000 | ||
88 | 2009.09.04 18:00 | close | 44 | 1.00 | 1.42791 | 0.00000 | 0.00000 | -726.00 | 7145.90 |
89 | 2009.09.04 19:00 | buy | 45 | 1.00 | 1.43084 | 0.00000 | 0.00000 | ||
90 | 2009.09.07 15:00 | close | 45 | 1.00 | 1.43318 | 0.00000 | 0.00000 | 233.70 | 7379.60 |
91 | 2009.09.08 03:00 | buy | 46 | 1.00 | 1.43416 | 0.00000 | 0.00000 | ||
92 | 2009.09.08 04:00 | close | 46 | 1.00 | 1.43323 | 0.00000 | 0.00000 | -93.00 | 7286.60 |
93 | 2009.09.08 06:00 | buy | 47 | 1.00 | 1.43429 | 0.00000 | 0.00000 | ||
94 | 2009.09.08 07:00 | close | 47 | 1.00 | 1.43341 | 0.00000 | 0.00000 | -88.00 | 7198.60 |
95 | 2009.09.08 08:00 | buy | 48 | 1.00 | 1.43491 | 0.00000 | 0.00000 | ||
96 | 2009.09.08 23:00 | close | 48 | 1.00 | 1.44772 | 0.00000 | 0.00000 | 1281.00 | 8479.60 |
97 | 2009.09.09 14:00 | buy | 49 | 1.00 | 1.45240 | 0.00000 | 0.00000 | ||
98 | 2009.09.10 02:00 | close | 49 | 1.00 | 1.45479 | 0.00000 | 0.00000 | 238.10 | 8717.70 |
99 | 2009.09.10 06:00 | buy | 50 | 1.00 | 1.45768 | 0.00000 | 0.00000 | ||
100 | 2009.09.10 11:00 | close | 50 | 1.00 | 1.45517 | 0.00000 | 0.00000 | -251.00 | 8466.70 |
101 | 2009.09.10 19:00 | buy | 51 | 1.00 | 1.45935 | 0.00000 | 0.00000 | ||
102 | 2009.09.11 03:00 | close | 51 | 1.00 | 1.45715 | 0.00000 | 0.00000 | -220.30 | 8246.40 |
103 | 2009.09.11 05:00 | buy | 52 | 1.00 | 1.46051 | 0.00000 | 0.00000 | ||
104 | 2009.09.11 11:00 | close | 52 | 1.00 | 1.45838 | 0.00000 | 0.00000 | -213.00 | 8033.40 |
105 | 2009.09.11 17:00 | buy | 53 | 1.00 | 1.46150 | 0.00000 | 0.00000 | ||
106 | 2009.09.11 18:00 | close | 53 | 1.00 | 1.45848 | 0.00000 | 0.00000 | -302.00 | 7731.40 |
107 | 2009.09.11 19:00 | sell | 54 | 1.00 | 1.45742 | 0.00000 | 0.00000 | ||
108 | 2009.09.14 10:00 | close | 54 | 1.00 | 1.45672 | 0.00000 | 0.00000 | 68.30 | 7799.70 |
109 | 2009.09.14 16:00 | buy | 55 | 1.00 | 1.46236 | 0.00000 | 0.00000 | ||
110 | 2009.09.15 05:00 | close | 55 | 1.00 | 1.46128 | 0.00000 | 0.00000 | -108.30 | 7691.40 |
111 | 2009.09.15 08:00 | buy | 56 | 1.00 | 1.46310 | 0.00000 | 0.00000 | ||
112 | 2009.09.15 09:00 | close | 56 | 1.00 | 1.46148 | 0.00000 | 0.00000 | -162.00 | 7529.40 |
113 | 2009.09.15 12:00 | sell | 57 | 1.00 | 1.45891 | 0.00000 | 0.00000 | ||
114 | 2009.09.15 18:00 | close | 57 | 1.00 | 1.46186 | 0.00000 | 0.00000 | -295.00 | 7234.40 |
115 | 2009.09.15 19:00 | buy | 58 | 1.00 | 1.46387 | 0.00000 | 0.00000 | ||
116 | 2009.09.16 13:00 | close | 58 | 1.00 | 1.46768 | 0.00000 | 0.00000 | 380.70 | 7615.10 |
117 | 2009.09.16 18:00 | buy | 59 | 1.00 | 1.46991 | 0.00000 | 0.00000 | ||
118 | 2009.09.17 14:00 | close | 59 | 1.00 | 1.47103 | 0.00000 | 0.00000 | 111.10 | 7726.20 |
119 | 2009.09.17 17:00 | buy | 60 | 1.00 | 1.47452 | 0.00000 | 0.00000 | ||
120 | 2009.09.17 19:00 | close | 60 | 1.00 | 1.47147 | 0.00000 | 0.00000 | -305.00 | 7421.20 |
121 | 2009.09.17 21:00 | buy | 61 | 1.00 | 1.47511 | 0.00000 | 0.00000 | ||
122 | 2009.09.18 03:00 | close | 61 | 1.00 | 1.47255 | 0.00000 | 0.00000 | -256.30 | 7164.90 |
123 | 2009.09.18 04:00 | sell | 62 | 1.00 | 1.46982 | 0.00000 | 0.00000 | ||
124 | 2009.09.18 14:00 | close | 62 | 1.00 | 1.47117 | 0.00000 | 0.00000 | -135.00 | 7029.90 |
125 | 2009.09.18 17:00 | buy | 63 | 1.00 | 1.47205 | 0.00000 | 0.00000 | ||
126 | 2009.09.18 18:00 | close | 63 | 1.00 | 1.47021 | 0.00000 | 0.00000 | -184.00 | 6845.90 |
127 | 2009.09.18 19:00 | buy | 64 | 1.00 | 1.47259 | 0.00000 | 0.00000 | ||
128 | 2009.09.18 22:00 | close | 64 | 1.00 | 1.47010 | 0.00000 | 0.00000 | -249.00 | 6596.90 |
129 | 2009.09.21 02:00 | sell | 65 | 1.00 | 1.47019 | 0.00000 | 0.00000 | ||
130 | 2009.09.21 18:00 | close | 65 | 1.00 | 1.46920 | 0.00000 | 0.00000 | 99.00 | 6695.90 |
131 | 2009.09.22 03:00 | buy | 66 | 1.00 | 1.47029 | 0.00000 | 0.00000 | ||
132 | 2009.09.22 23:00 | close | 66 | 1.00 | 1.47890 | 0.00000 | 0.00000 | 861.00 | 7556.90 |
133 | 2009.09.23 02:00 | buy | 67 | 1.00 | 1.48114 | 0.00000 | 0.00000 | ||
134 | 2009.09.23 09:00 | close | 67 | 1.00 | 1.47855 | 0.00000 | 0.00000 | -259.00 | 7297.90 |
135 | 2009.09.23 16:00 | sell | 68 | 1.00 | 1.47657 | 0.00000 | 0.00000 | ||
136 | 2009.09.23 20:00 | close | 68 | 1.00 | 1.47880 | 0.00000 | 0.00000 | -223.00 | 7074.90 |
137 | 2009.09.23 21:00 | buy | 69 | 1.00 | 1.47992 | 0.00000 | 0.00000 | ||
138 | 2009.09.23 22:00 | close | 69 | 1.00 | 1.47418 | 0.00000 | 0.00000 | -574.00 | 6500.90 |
139 | 2009.09.23 23:00 | sell | 70 | 1.00 | 1.47338 | 0.00000 | 0.00000 | ||
140 | 2009.09.24 09:00 | close | 70 | 1.00 | 1.47653 | 0.00000 | 0.00000 | -320.10 | 6180.80 |
141 | 2009.09.24 10:00 | buy | 71 | 1.00 | 1.47649 | 0.00000 | 0.00000 | ||
142 | 2009.09.24 17:00 | close | 71 | 1.00 | 1.47068 | 0.00000 | 0.00000 | -581.00 | 5599.80 |
143 | 2009.09.24 18:00 | sell | 72 | 1.00 | 1.46948 | 0.00000 | 0.00000 | ||
144 | 2009.09.25 07:00 | close | 72 | 1.00 | 1.46808 | 0.00000 | 0.00000 | 138.30 | 5738.10 |
145 | 2009.09.25 15:00 | sell | 73 | 1.00 | 1.46430 | 0.00000 | 0.00000 | ||
146 | 2009.09.25 16:00 | close | 73 | 1.00 | 1.46809 | 0.00000 | 0.00000 | -379.00 | 5359.10 |
147 | 2009.09.25 20:00 | sell | 74 | 1.00 | 1.46683 | 0.00000 | 0.00000 | ||
148 | 2009.09.28 00:00 | close | 74 | 1.00 | 1.46957 | 0.00000 | 0.00000 | -275.70 | 5083.40 |
149 | 2009.09.28 01:00 | buy | 75 | 1.00 | 1.47054 | 0.00000 | 0.00000 | ||
150 | 2009.09.28 03:00 | close | 75 | 1.00 | 1.46441 | 0.00000 | 0.00000 | -613.00 | 4470.40 |
151 | 2009.09.28 04:00 | sell | 76 | 1.00 | 1.45852 | 0.00000 | 0.00000 | ||
152 | 2009.09.28 12:00 | close | 76 | 1.00 | 1.46359 | 0.00000 | 0.00000 | -507.00 | 3963.40 |
153 | 2009.09.28 21:00 | sell | 77 | 1.00 | 1.45907 | 0.00000 | 0.00000 | ||
154 | 2009.09.29 01:00 | close | 77 | 1.00 | 1.46303 | 0.00000 | 0.00000 | -397.70 | 3565.70 |
155 | 2009.09.29 03:00 | sell | 78 | 1.00 | 1.45938 | 0.00000 | 0.00000 | ||
156 | 2009.09.29 05:00 | close | 78 | 1.00 | 1.46215 | 0.00000 | 0.00000 | -277.00 | 3288.70 |
157 | 2009.09.29 10:00 | sell | 79 | 1.00 | 1.45775 | 0.00000 | 0.00000 | ||
158 | 2009.09.29 20:00 | close | 79 | 1.00 | 1.45830 | 0.00000 | 0.00000 | -55.00 | 3233.70 |
159 | 2009.09.30 04:00 | buy | 80 | 1.00 | 1.46256 | 0.00000 | 0.00000 | ||
160 | 2009.09.30 15:00 | close | 80 | 1.00 | 1.46034 | 0.00000 | 0.00000 | -222.00 | 3011.70 |
161 | 2009.09.30 16:00 | sell | 81 | 1.00 | 1.45999 | 0.00000 | 0.00000 | ||
162 | 2009.09.30 18:00 | close | 81 | 1.00 | 1.46308 | 0.00000 | 0.00000 | -309.00 | 2702.70 |