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; MaximumRisk=0.02; DecreaseFactor=3; Target=15; TimeOpen=0; TimeClose=23; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -81.00 | Gross profit | 54.00 | Gross loss | -135.00 |
Profit factor | 0.40 | Expected payoff | -2.45 | ||
Absolute drawdown | 81.00 | Maximal drawdown | 81.20 (0.81%) | Relative drawdown | 0.81% (81.20) |
Total trades | 33 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 33 (57.58%) |
Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
Largest | profit trade | 3.00 | loss trade | -10.00 | |
Average | profit trade | 2.84 | loss trade | -9.64 | |
Maximum | consecutive wins (profit in money) | 4 (12.00) | consecutive losses (loss in money) | 3 (-25.00) | |
Maximal | consecutive profit (count of wins) | 12.00 (4) | consecutive loss (count of losses) | -25.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.11 00:00 | buy | 1 | 0.20 | 1.41460 | 1.41410 | 1.41475 | ||
2 | 2009.08.11 00:15 | s/l | 1 | 0.20 | 1.41410 | 1.41410 | 1.41475 | -10.00 | 9990.00 |
3 | 2009.09.01 06:00 | buy | 2 | 0.20 | 1.43551 | 1.43501 | 1.43566 | ||
4 | 2009.09.01 06:20 | t/p | 2 | 0.20 | 1.43566 | 1.43501 | 1.43566 | 3.00 | 9993.00 |
5 | 2009.09.01 06:20 | buy | 3 | 0.20 | 1.43591 | 1.43541 | 1.43606 | ||
6 | 2009.09.01 06:27 | s/l | 3 | 0.20 | 1.43541 | 1.43541 | 1.43606 | -10.00 | 9983.00 |
7 | 2009.09.01 06:27 | buy | 4 | 0.20 | 1.43551 | 1.43501 | 1.43566 | ||
8 | 2009.09.01 06:40 | s/l | 4 | 0.20 | 1.43501 | 1.43501 | 1.43566 | -10.00 | 9973.00 |
9 | 2009.09.01 07:15 | buy | 5 | 0.10 | 1.43555 | 1.43505 | 1.43570 | ||
10 | 2009.09.01 07:32 | t/p | 5 | 0.10 | 1.43570 | 1.43505 | 1.43570 | 1.50 | 9974.50 |
11 | 2009.09.01 07:32 | buy | 6 | 0.20 | 1.43602 | 1.43552 | 1.43617 | ||
12 | 2009.09.01 07:45 | s/l | 6 | 0.20 | 1.43552 | 1.43552 | 1.43617 | -10.00 | 9964.50 |
13 | 2009.09.01 07:45 | buy | 7 | 0.20 | 1.43559 | 1.43509 | 1.43574 | ||
14 | 2009.09.01 08:03 | t/p | 7 | 0.20 | 1.43574 | 1.43509 | 1.43574 | 3.00 | 9967.50 |
15 | 2009.09.24 08:00 | buy | 8 | 0.20 | 1.47265 | 1.47215 | 1.47280 | ||
16 | 2009.09.24 08:10 | t/p | 8 | 0.20 | 1.47280 | 1.47215 | 1.47280 | 3.00 | 9970.50 |
17 | 2009.09.24 08:10 | buy | 9 | 0.20 | 1.47315 | 1.47265 | 1.47330 | ||
18 | 2009.09.24 08:15 | t/p | 9 | 0.20 | 1.47330 | 1.47265 | 1.47330 | 3.00 | 9973.50 |
19 | 2009.09.24 08:15 | buy | 10 | 0.20 | 1.47356 | 1.47306 | 1.47371 | ||
20 | 2009.09.24 08:20 | t/p | 10 | 0.20 | 1.47371 | 1.47306 | 1.47371 | 3.00 | 9976.50 |
21 | 2009.09.24 08:20 | buy | 11 | 0.20 | 1.47396 | 1.47346 | 1.47411 | ||
22 | 2009.09.24 08:27 | s/l | 11 | 0.20 | 1.47346 | 1.47346 | 1.47411 | -10.00 | 9966.50 |
23 | 2009.09.24 08:27 | buy | 12 | 0.20 | 1.47342 | 1.47292 | 1.47357 | ||
24 | 2009.09.24 08:35 | t/p | 12 | 0.20 | 1.47357 | 1.47292 | 1.47357 | 3.00 | 9969.50 |
25 | 2009.09.24 08:35 | buy | 13 | 0.20 | 1.47379 | 1.47329 | 1.47394 | ||
26 | 2009.09.24 08:37 | s/l | 13 | 0.20 | 1.47329 | 1.47329 | 1.47394 | -10.00 | 9959.50 |
27 | 2009.09.24 08:37 | buy | 14 | 0.20 | 1.47319 | 1.47269 | 1.47334 | ||
28 | 2009.09.24 08:40 | t/p | 14 | 0.20 | 1.47334 | 1.47269 | 1.47334 | 3.00 | 9962.50 |
29 | 2009.09.24 08:40 | buy | 15 | 0.20 | 1.47469 | 1.47419 | 1.47484 | ||
30 | 2009.09.24 08:45 | t/p | 15 | 0.20 | 1.47484 | 1.47419 | 1.47484 | 3.00 | 9965.50 |
31 | 2009.09.24 08:45 | buy | 16 | 0.20 | 1.47558 | 1.47508 | 1.47573 | ||
32 | 2009.09.24 08:50 | t/p | 16 | 0.20 | 1.47573 | 1.47508 | 1.47573 | 3.00 | 9968.50 |
33 | 2009.09.24 08:50 | buy | 17 | 0.20 | 1.47648 | 1.47598 | 1.47663 | ||
34 | 2009.09.24 08:52 | s/l | 17 | 0.20 | 1.47598 | 1.47598 | 1.47663 | -10.00 | 9958.50 |
35 | 2009.09.24 08:52 | buy | 18 | 0.20 | 1.47588 | 1.47538 | 1.47603 | ||
36 | 2009.09.24 08:55 | t/p | 18 | 0.20 | 1.47603 | 1.47538 | 1.47603 | 3.00 | 9961.50 |
37 | 2009.09.24 08:55 | buy | 19 | 0.20 | 1.47618 | 1.47568 | 1.47633 | ||
38 | 2009.09.24 08:57 | s/l | 19 | 0.20 | 1.47568 | 1.47568 | 1.47633 | -10.00 | 9951.50 |
39 | 2009.09.24 08:57 | buy | 20 | 0.20 | 1.47528 | 1.47478 | 1.47543 | ||
40 | 2009.09.24 08:59 | t/p | 20 | 0.20 | 1.47543 | 1.47478 | 1.47543 | 3.00 | 9954.50 |
41 | 2009.09.24 08:59 | buy | 21 | 0.20 | 1.47641 | 1.47591 | 1.47656 | ||
42 | 2009.09.24 09:02 | t/p | 21 | 0.20 | 1.47656 | 1.47591 | 1.47656 | 3.00 | 9957.50 |
43 | 2009.09.24 09:02 | buy | 22 | 0.20 | 1.47670 | 1.47620 | 1.47685 | ||
44 | 2009.09.24 09:10 | s/l | 22 | 0.20 | 1.47620 | 1.47620 | 1.47685 | -10.00 | 9947.50 |
45 | 2009.09.24 09:10 | buy | 23 | 0.20 | 1.47623 | 1.47573 | 1.47638 | ||
46 | 2009.09.24 09:15 | s/l | 23 | 0.20 | 1.47573 | 1.47573 | 1.47638 | -10.00 | 9937.50 |
47 | 2009.09.24 09:15 | buy | 24 | 0.10 | 1.47575 | 1.47525 | 1.47590 | ||
48 | 2009.09.24 09:20 | s/l | 24 | 0.10 | 1.47525 | 1.47525 | 1.47590 | -5.00 | 9932.50 |
49 | 2009.09.24 09:20 | buy | 25 | 0.10 | 1.47512 | 1.47462 | 1.47527 | ||
50 | 2009.09.24 09:22 | t/p | 25 | 0.10 | 1.47527 | 1.47462 | 1.47527 | 1.50 | 9934.00 |
51 | 2009.09.24 09:22 | buy | 26 | 0.20 | 1.47544 | 1.47494 | 1.47559 | ||
52 | 2009.09.24 09:27 | t/p | 26 | 0.20 | 1.47559 | 1.47494 | 1.47559 | 3.00 | 9937.00 |
53 | 2009.09.24 09:27 | buy | 27 | 0.20 | 1.47575 | 1.47525 | 1.47590 | ||
54 | 2009.09.24 09:32 | s/l | 27 | 0.20 | 1.47525 | 1.47525 | 1.47590 | -10.00 | 9927.00 |
55 | 2009.09.24 09:32 | buy | 28 | 0.20 | 1.47490 | 1.47440 | 1.47505 | ||
56 | 2009.09.24 09:40 | t/p | 28 | 0.20 | 1.47505 | 1.47440 | 1.47505 | 3.00 | 9930.00 |
57 | 2009.09.24 09:40 | buy | 29 | 0.20 | 1.47552 | 1.47502 | 1.47567 | ||
58 | 2009.09.24 09:45 | t/p | 29 | 0.20 | 1.47567 | 1.47502 | 1.47567 | 3.00 | 9933.00 |
59 | 2009.09.24 09:45 | buy | 30 | 0.20 | 1.47599 | 1.47549 | 1.47614 | ||
60 | 2009.09.24 09:50 | t/p | 30 | 0.20 | 1.47614 | 1.47549 | 1.47614 | 3.00 | 9936.00 |
61 | 2009.09.24 09:50 | buy | 31 | 0.20 | 1.47646 | 1.47596 | 1.47661 | ||
62 | 2009.09.24 09:57 | s/l | 31 | 0.20 | 1.47596 | 1.47596 | 1.47661 | -10.00 | 9926.00 |
63 | 2009.09.24 09:57 | buy | 32 | 0.20 | 1.47583 | 1.47533 | 1.47598 | ||
64 | 2009.09.24 09:59 | t/p | 32 | 0.20 | 1.47598 | 1.47533 | 1.47598 | 3.00 | 9929.00 |
65 | 2009.09.24 09:59 | buy | 33 | 0.20 | 1.47635 | 1.47585 | 1.47650 | ||
66 | 2009.09.24 10:03 | s/l | 33 | 0.20 | 1.47585 | 1.47585 | 1.47650 | -10.00 | 9919.00 |