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=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9666.00 | Gross profit | 16257.60 | Gross loss | -25923.60 |
Profit factor | 0.63 | Expected payoff | -201.38 | ||
Absolute drawdown | 9666.00 | Maximal drawdown | 13224.00 (97.54%) | Relative drawdown | 97.54% (13224.00) |
Total trades | 48 | Short positions (won %) | 25 (12.00%) | Long positions (won %) | 23 (8.70%) |
Profit trades (% of total) | 5 (10.42%) | Loss trades (% of total) | 43 (89.58%) | ||
Largest | profit trade | 6496.80 | loss trade | -755.10 | |
Average | profit trade | 3251.52 | loss trade | -602.87 | |
Maximum | consecutive wins (profit in money) | 1 (6496.80) | consecutive losses (loss in money) | 13 (-6904.20) | |
Maximal | consecutive profit (count of wins) | 6496.80 (1) | consecutive loss (count of losses) | -6904.20 (13) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 09:00 | sell | 1 | 3.00 | 1.42086 | 1.42336 | 0.00000 | ||
2 | 2009.08.03 09:20 | s/l | 1 | 3.00 | 1.42336 | 1.42336 | 0.00000 | -750.00 | 9250.00 |
3 | 2009.08.03 09:20 | sell | 2 | 3.00 | 1.42334 | 1.42584 | 0.00000 | ||
4 | 2009.08.03 10:45 | s/l | 2 | 3.00 | 1.42584 | 1.42584 | 0.00000 | -750.00 | 8500.00 |
5 | 2009.08.03 11:00 | buy | 3 | 3.00 | 1.42750 | 1.42500 | 0.00000 | ||
6 | 2009.08.04 14:00 | close | 3 | 3.00 | 1.43777 | 1.42500 | 0.00000 | 3079.80 | 11579.80 |
7 | 2009.08.04 14:00 | sell | 4 | 3.00 | 1.43777 | 1.44027 | 0.00000 | ||
8 | 2009.08.04 15:15 | s/l | 4 | 3.00 | 1.44027 | 1.44027 | 0.00000 | -750.00 | 10829.80 |
9 | 2009.08.04 16:00 | buy | 5 | 3.00 | 1.44085 | 1.43835 | 0.00000 | ||
10 | 2009.08.04 20:20 | s/l | 5 | 3.00 | 1.43835 | 1.43835 | 0.00000 | -750.00 | 10079.80 |
11 | 2009.08.04 21:00 | sell | 6 | 3.00 | 1.43873 | 1.44123 | 0.00000 | ||
12 | 2009.08.04 22:50 | s/l | 6 | 3.00 | 1.44123 | 1.44123 | 0.00000 | -750.00 | 9329.80 |
13 | 2009.08.04 23:00 | buy | 7 | 3.00 | 1.44082 | 1.43832 | 0.00000 | ||
14 | 2009.08.05 01:00 | close | 7 | 3.00 | 1.43959 | 1.43832 | 0.00000 | -370.20 | 8959.60 |
15 | 2009.08.05 01:00 | sell | 8 | 3.00 | 1.43959 | 1.44209 | 0.00000 | ||
16 | 2009.08.05 01:50 | s/l | 8 | 3.00 | 1.44209 | 1.44209 | 0.00000 | -750.00 | 8209.60 |
17 | 2009.08.05 01:50 | sell | 9 | 3.00 | 1.44218 | 1.44468 | 0.00000 | ||
18 | 2009.08.05 02:00 | close | 9 | 3.00 | 1.44157 | 1.44468 | 0.00000 | 183.00 | 8392.60 |
19 | 2009.08.05 02:00 | buy | 10 | 3.00 | 1.44157 | 1.43907 | 0.00000 | ||
20 | 2009.08.05 07:16 | s/l | 10 | 3.00 | 1.43907 | 1.43907 | 0.00000 | -750.00 | 7642.60 |
21 | 2009.08.05 08:00 | sell | 11 | 3.00 | 1.43833 | 1.44083 | 0.00000 | ||
22 | 2009.08.05 10:37 | s/l | 11 | 3.00 | 1.44083 | 1.44083 | 0.00000 | -750.00 | 6892.60 |
23 | 2009.08.05 14:00 | buy | 12 | 3.00 | 1.44173 | 1.43923 | 0.00000 | ||
24 | 2009.08.05 14:20 | s/l | 12 | 3.00 | 1.43923 | 1.43923 | 0.00000 | -750.00 | 6142.60 |
25 | 2009.08.05 14:20 | buy | 13 | 3.00 | 1.43927 | 1.43677 | 0.00000 | ||
26 | 2009.08.05 16:00 | close | 13 | 3.00 | 1.43865 | 1.43677 | 0.00000 | -186.00 | 5956.60 |
27 | 2009.08.05 16:00 | sell | 14 | 3.00 | 1.43865 | 1.44115 | 0.00000 | ||
28 | 2009.08.05 18:20 | s/l | 14 | 3.00 | 1.44115 | 1.44115 | 0.00000 | -750.00 | 5206.60 |
29 | 2009.08.05 19:00 | buy | 15 | 3.00 | 1.44173 | 1.43923 | 0.00000 | ||
30 | 2009.08.06 04:46 | s/l | 15 | 3.00 | 1.43923 | 1.43923 | 0.00000 | -753.60 | 4453.00 |
31 | 2009.08.06 05:00 | sell | 16 | 3.00 | 1.43945 | 1.44195 | 0.00000 | ||
32 | 2009.08.06 08:20 | s/l | 16 | 3.00 | 1.44195 | 1.44195 | 0.00000 | -750.00 | 3703.00 |
33 | 2009.08.07 09:00 | buy | 17 | 3.00 | 1.43658 | 1.43408 | 0.00000 | ||
34 | 2009.08.07 10:00 | close | 17 | 3.00 | 1.43579 | 1.43408 | 0.00000 | -237.00 | 3466.00 |
35 | 2009.08.07 10:00 | sell | 18 | 3.00 | 1.43579 | 1.43829 | 0.00000 | ||
36 | 2009.08.07 12:00 | close | 18 | 3.00 | 1.43622 | 1.43829 | 0.00000 | -129.00 | 3337.00 |
37 | 2009.08.07 12:00 | buy | 19 | 3.00 | 1.43622 | 1.43372 | 0.00000 | ||
38 | 2009.08.07 14:00 | close | 19 | 3.00 | 1.43562 | 1.43372 | 0.00000 | -180.00 | 3157.00 |
39 | 2009.08.07 14:00 | sell | 20 | 3.00 | 1.43562 | 1.43812 | 0.00000 | ||
40 | 2009.08.07 14:30 | s/l | 20 | 3.00 | 1.43812 | 1.43812 | 0.00000 | -750.00 | 2407.00 |
41 | 2009.08.07 14:30 | sell | 21 | 3.00 | 1.43831 | 1.44081 | 0.00000 | ||
42 | 2009.08.11 09:00 | close | 21 | 3.00 | 1.41662 | 1.44081 | 0.00000 | 6496.80 | 8903.80 |
43 | 2009.08.11 09:00 | buy | 22 | 3.00 | 1.41662 | 1.41412 | 0.00000 | ||
44 | 2009.08.11 14:59 | s/l | 22 | 3.00 | 1.41412 | 1.41412 | 0.00000 | -750.00 | 8153.80 |
45 | 2009.08.11 15:00 | sell | 23 | 3.00 | 1.41288 | 1.41538 | 0.00000 | ||
46 | 2009.08.11 18:15 | s/l | 23 | 3.00 | 1.41538 | 1.41538 | 0.00000 | -750.00 | 7403.80 |
47 | 2009.08.11 22:00 | buy | 24 | 3.00 | 1.41513 | 1.41263 | 0.00000 | ||
48 | 2009.08.12 00:00 | close | 24 | 3.00 | 1.41469 | 1.41263 | 0.00000 | -133.20 | 7270.60 |
49 | 2009.08.12 00:00 | sell | 25 | 3.00 | 1.41469 | 1.41719 | 0.00000 | ||
50 | 2009.08.12 01:00 | close | 25 | 3.00 | 1.41548 | 1.41719 | 0.00000 | -237.00 | 7033.60 |
51 | 2009.08.12 01:00 | buy | 26 | 3.00 | 1.41548 | 1.41298 | 0.00000 | ||
52 | 2009.08.12 05:00 | close | 26 | 3.00 | 1.41432 | 1.41298 | 0.00000 | -348.00 | 6685.60 |
53 | 2009.08.12 05:00 | sell | 27 | 3.00 | 1.41432 | 1.41682 | 0.00000 | ||
54 | 2009.08.12 12:50 | s/l | 27 | 3.00 | 1.41682 | 1.41682 | 0.00000 | -750.00 | 5935.60 |
55 | 2009.08.12 13:00 | buy | 28 | 3.00 | 1.41638 | 1.41388 | 0.00000 | ||
56 | 2009.08.12 14:07 | s/l | 28 | 3.00 | 1.41388 | 1.41388 | 0.00000 | -750.00 | 5185.60 |
57 | 2009.08.14 06:00 | sell | 29 | 3.00 | 1.42688 | 1.42938 | 0.00000 | ||
58 | 2009.08.14 11:00 | close | 29 | 3.00 | 1.42833 | 1.42938 | 0.00000 | -435.00 | 4750.60 |
59 | 2009.08.14 11:00 | buy | 30 | 3.00 | 1.42833 | 1.42583 | 0.00000 | ||
60 | 2009.08.14 13:00 | close | 30 | 3.00 | 1.42703 | 1.42583 | 0.00000 | -390.00 | 4360.60 |
61 | 2009.08.14 13:00 | sell | 31 | 3.00 | 1.42703 | 1.42953 | 0.00000 | ||
62 | 2009.08.14 13:40 | s/l | 31 | 3.00 | 1.42953 | 1.42953 | 0.00000 | -750.00 | 3610.60 |
63 | 2009.08.14 13:40 | sell | 32 | 3.00 | 1.42960 | 1.43210 | 0.00000 | ||
64 | 2009.08.14 14:00 | close | 32 | 3.00 | 1.42997 | 1.43210 | 0.00000 | -111.00 | 3499.60 |
65 | 2009.08.14 14:00 | buy | 33 | 3.00 | 1.42997 | 1.42747 | 0.00000 | ||
66 | 2009.08.14 14:50 | s/l | 33 | 3.00 | 1.42747 | 1.42747 | 0.00000 | -750.00 | 2749.60 |
67 | 2009.08.14 14:50 | buy | 34 | 3.00 | 1.42658 | 1.42408 | 0.00000 | ||
68 | 2009.08.14 15:50 | s/l | 34 | 3.00 | 1.42408 | 1.42408 | 0.00000 | -750.00 | 1999.60 |
69 | 2009.08.14 16:00 | sell | 35 | 3.00 | 1.42474 | 1.42724 | 0.00000 | ||
70 | 2009.08.18 03:00 | close | 35 | 3.00 | 1.41047 | 1.42724 | 0.00000 | 4270.80 | 6270.40 |
71 | 2009.08.18 03:00 | buy | 36 | 3.00 | 1.41047 | 1.40797 | 0.00000 | ||
72 | 2009.08.18 14:50 | s/l | 36 | 3.00 | 1.40797 | 1.40797 | 0.00000 | -750.00 | 5520.40 |
73 | 2009.08.18 15:00 | sell | 37 | 3.00 | 1.40798 | 1.41048 | 0.00000 | ||
74 | 2009.08.18 16:15 | s/l | 37 | 3.00 | 1.41048 | 1.41048 | 0.00000 | -750.00 | 4770.40 |
75 | 2009.08.18 18:00 | buy | 38 | 3.00 | 1.41276 | 1.41026 | 0.00000 | ||
76 | 2009.08.19 08:15 | s/l | 38 | 3.00 | 1.41026 | 1.41026 | 0.00000 | -751.20 | 4019.20 |
77 | 2009.08.19 09:00 | sell | 39 | 3.00 | 1.41021 | 1.41271 | 0.00000 | ||
78 | 2009.08.19 13:16 | s/l | 39 | 3.00 | 1.41271 | 1.41271 | 0.00000 | -750.00 | 3269.20 |
79 | 2009.08.19 16:00 | buy | 40 | 3.00 | 1.41495 | 1.41245 | 0.00000 | ||
80 | 2009.08.21 06:00 | close | 40 | 3.00 | 1.42239 | 1.41245 | 0.00000 | 2227.20 | 5496.40 |
81 | 2009.08.21 06:00 | sell | 41 | 3.00 | 1.42239 | 1.42489 | 0.00000 | ||
82 | 2009.08.21 08:50 | s/l | 41 | 3.00 | 1.42489 | 1.42489 | 0.00000 | -750.00 | 4746.40 |
83 | 2009.08.21 10:00 | buy | 42 | 3.00 | 1.42960 | 1.42710 | 0.00000 | ||
84 | 2009.08.24 09:00 | close | 42 | 3.00 | 1.42949 | 1.42710 | 0.00000 | -34.20 | 4712.20 |
85 | 2009.08.24 09:00 | sell | 43 | 3.00 | 1.42949 | 1.43199 | 0.00000 | ||
86 | 2009.08.24 13:15 | s/l | 43 | 3.00 | 1.43199 | 1.43199 | 0.00000 | -750.00 | 3962.20 |
87 | 2009.08.24 15:00 | buy | 44 | 3.00 | 1.43302 | 1.43052 | 0.00000 | ||
88 | 2009.08.24 19:20 | s/l | 44 | 3.00 | 1.43052 | 1.43052 | 0.00000 | -750.00 | 3212.20 |
89 | 2009.08.24 20:00 | sell | 45 | 3.00 | 1.42996 | 1.43246 | 0.00000 | ||
90 | 2009.08.25 13:20 | s/l | 45 | 3.00 | 1.43246 | 1.43246 | 0.00000 | -755.10 | 2457.10 |
91 | 2009.08.25 14:00 | buy | 46 | 3.00 | 1.43341 | 1.43091 | 0.00000 | ||
92 | 2009.08.25 19:50 | s/l | 46 | 3.00 | 1.43091 | 1.43091 | 0.00000 | -750.00 | 1707.10 |
93 | 2009.08.25 23:00 | sell | 47 | 3.00 | 1.42960 | 1.43210 | 0.00000 | ||
94 | 2009.08.26 08:00 | close | 47 | 3.00 | 1.43166 | 1.43210 | 0.00000 | -623.10 | 1084.00 |
95 | 2009.08.26 08:00 | buy | 48 | 3.00 | 1.43166 | 1.42916 | 0.00000 | ||
96 | 2009.08.26 13:10 | s/l | 48 | 3.00 | 1.42916 | 1.42916 | 0.00000 | -750.00 | 334.00 |