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; m0=""Moving"; m1=""0sma,"; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; ap0=""Applied"; ap1=""0close,"; ap2="","; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; sp0=""How"; sp1="""; Fast_SlowSpreadEntry=0; sp2="""; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; UseTrailingStop=false; TrailingStopType=3; ts2=""Settings"; TrailingStop=40; ts3=""Settings"; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Slippage=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9393.00 | Gross profit | 15898.50 | Gross loss | -25291.50 |
| Profit factor | 0.63 | Expected payoff | -204.20 | ||
| Absolute drawdown | 9393.00 | Maximal drawdown | 12897.00 (95.51%) | Relative drawdown | 95.51% (12897.00) |
| Total trades | 46 | Short positions (won %) | 24 (12.50%) | Long positions (won %) | 22 (9.09%) |
| Profit trades (% of total) | 5 (10.87%) | Loss trades (% of total) | 41 (89.13%) | ||
| Largest | profit trade | 6447.00 | loss trade | -754.50 | |
| Average | profit trade | 3179.70 | loss trade | -616.87 | |
| Maximum | consecutive wins (profit in money) | 1 (6447.00) | consecutive losses (loss in money) | 13 (-7321.50) | |
| Maximal | consecutive profit (count of wins) | 6447.00 (1) | consecutive loss (count of losses) | -7321.50 (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 10:40 | 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 | 1.42768 | 1.42518 | 0.00000 | ||
| 6 | 2009.08.04 14:00 | close | 3 | 3.00 | 1.43777 | 1.42518 | 0.00000 | 3025.50 | 11525.50 |
| 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 | 10775.50 |
| 9 | 2009.08.04 16:00 | buy | 5 | 3.00 | 1.44103 | 1.43853 | 0.00000 | ||
| 10 | 2009.08.04 19:50 | s/l | 5 | 3.00 | 1.43853 | 1.43853 | 0.00000 | -750.00 | 10025.50 |
| 11 | 2009.08.04 21:00 | sell | 6 | 3.00 | 1.43873 | 1.44123 | 0.00000 | ||
| 12 | 2009.08.04 22:45 | s/l | 6 | 3.00 | 1.44123 | 1.44123 | 0.00000 | -750.00 | 9275.50 |
| 13 | 2009.08.04 23:00 | buy | 7 | 3.00 | 1.44100 | 1.43850 | 0.00000 | ||
| 14 | 2009.08.05 01:00 | close | 7 | 3.00 | 1.43959 | 1.43850 | 0.00000 | -424.50 | 8851.00 |
| 15 | 2009.08.05 01:00 | sell | 8 | 3.00 | 1.43959 | 1.44209 | 0.00000 | ||
| 16 | 2009.08.05 01:16 | s/l | 8 | 3.00 | 1.44209 | 1.44209 | 0.00000 | -750.00 | 8101.00 |
| 17 | 2009.08.05 01:16 | sell | 9 | 3.00 | 1.44186 | 1.44436 | 0.00000 | ||
| 18 | 2009.08.05 02:00 | close | 9 | 3.00 | 1.44175 | 1.44436 | 0.00000 | 33.00 | 8134.00 |
| 19 | 2009.08.05 02:00 | buy | 10 | 3.00 | 1.44175 | 1.43925 | 0.00000 | ||
| 20 | 2009.08.05 07:16 | s/l | 10 | 3.00 | 1.43925 | 1.43925 | 0.00000 | -750.00 | 7384.00 |
| 21 | 2009.08.05 08:00 | sell | 11 | 3.00 | 1.43833 | 1.44083 | 0.00000 | ||
| 22 | 2009.08.05 10:20 | s/l | 11 | 3.00 | 1.44083 | 1.44083 | 0.00000 | -750.00 | 6634.00 |
| 23 | 2009.08.05 14:00 | buy | 12 | 3.00 | 1.44191 | 1.43941 | 0.00000 | ||
| 24 | 2009.08.05 14:20 | s/l | 12 | 3.00 | 1.43941 | 1.43941 | 0.00000 | -750.00 | 5884.00 |
| 25 | 2009.08.05 14:20 | buy | 13 | 3.00 | 1.43945 | 1.43695 | 0.00000 | ||
| 26 | 2009.08.05 16:00 | close | 13 | 3.00 | 1.43865 | 1.43695 | 0.00000 | -240.00 | 5644.00 |
| 27 | 2009.08.05 16:00 | sell | 14 | 3.00 | 1.43865 | 1.44115 | 0.00000 | ||
| 28 | 2009.08.05 18:15 | s/l | 14 | 3.00 | 1.44115 | 1.44115 | 0.00000 | -750.00 | 4894.00 |
| 29 | 2009.08.05 19:00 | buy | 15 | 3.00 | 1.44191 | 1.43941 | 0.00000 | ||
| 30 | 2009.08.06 04:46 | s/l | 15 | 3.00 | 1.43941 | 1.43941 | 0.00000 | -754.50 | 4139.50 |
| 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 | 3389.50 |
| 33 | 2009.08.07 09:00 | buy | 17 | 3.00 | 1.43676 | 1.43426 | 0.00000 | ||
| 34 | 2009.08.07 10:00 | close | 17 | 3.00 | 1.43579 | 1.43426 | 0.00000 | -291.00 | 3098.50 |
| 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 | 1.43640 | 1.43829 | 0.00000 | -183.00 | 2915.50 |
| 37 | 2009.08.07 12:00 | buy | 19 | 3.00 | 1.43640 | 1.43390 | 0.00000 | ||
| 38 | 2009.08.07 14:00 | close | 19 | 3.00 | 1.43562 | 1.43390 | 0.00000 | -234.00 | 2681.50 |
| 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 | 1931.50 |
| 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 | 1.41680 | 1.44081 | 0.00000 | 6447.00 | 8378.50 |
| 43 | 2009.08.11 09:00 | buy | 22 | 3.00 | 1.41680 | 1.41430 | 0.00000 | ||
| 44 | 2009.08.11 14:59 | s/l | 22 | 3.00 | 1.41430 | 1.41430 | 0.00000 | -750.00 | 7628.50 |
| 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 | 6878.50 |
| 47 | 2009.08.11 22:00 | buy | 24 | 3.00 | 1.41531 | 1.41281 | 0.00000 | ||
| 48 | 2009.08.12 00:00 | close | 24 | 3.00 | 1.41469 | 1.41281 | 0.00000 | -187.50 | 6691.00 |
| 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 | 1.41566 | 1.41719 | 0.00000 | -291.00 | 6400.00 |
| 51 | 2009.08.12 01:00 | buy | 26 | 3.00 | 1.41566 | 1.41316 | 0.00000 | ||
| 52 | 2009.08.12 05:00 | close | 26 | 3.00 | 1.41432 | 1.41316 | 0.00000 | -402.00 | 5998.00 |
| 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 | 5248.00 |
| 55 | 2009.08.12 13:00 | buy | 28 | 3.00 | 1.41656 | 1.41406 | 0.00000 | ||
| 56 | 2009.08.12 14:07 | s/l | 28 | 3.00 | 1.41406 | 1.41406 | 0.00000 | -750.00 | 4498.00 |
| 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 | 1.42851 | 1.42938 | 0.00000 | -489.00 | 4009.00 |
| 59 | 2009.08.14 11:00 | buy | 30 | 3.00 | 1.42851 | 1.42601 | 0.00000 | ||
| 60 | 2009.08.14 13:00 | close | 30 | 3.00 | 1.42703 | 1.42601 | 0.00000 | -444.00 | 3565.00 |
| 61 | 2009.08.14 13:00 | sell | 31 | 3.00 | 1.42703 | 1.42953 | 0.00000 | ||
| 62 | 2009.08.14 13:20 | s/l | 31 | 3.00 | 1.42953 | 1.42953 | 0.00000 | -750.00 | 2815.00 |
| 63 | 2009.08.14 13:20 | sell | 32 | 3.00 | 1.42929 | 1.43179 | 0.00000 | ||
| 64 | 2009.08.14 14:00 | close | 32 | 3.00 | 1.43015 | 1.43179 | 0.00000 | -258.00 | 2557.00 |
| 65 | 2009.08.14 14:00 | buy | 33 | 3.00 | 1.43015 | 1.42765 | 0.00000 | ||
| 66 | 2009.08.14 14:45 | s/l | 33 | 3.00 | 1.42765 | 1.42765 | 0.00000 | -750.00 | 1807.00 |
| 67 | 2009.08.14 14:45 | buy | 34 | 3.00 | 1.42789 | 1.42539 | 0.00000 | ||
| 68 | 2009.08.14 15:45 | s/l | 34 | 3.00 | 1.42539 | 1.42539 | 0.00000 | -750.00 | 1057.00 |
| 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 | 1.41065 | 1.42724 | 0.00000 | 4221.00 | 5278.00 |
| 71 | 2009.08.18 03:00 | buy | 36 | 3.00 | 1.41065 | 1.40815 | 0.00000 | ||
| 72 | 2009.08.18 14:50 | s/l | 36 | 3.00 | 1.40815 | 1.40815 | 0.00000 | -750.00 | 4528.00 |
| 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 | 3778.00 |
| 75 | 2009.08.18 18:00 | buy | 38 | 3.00 | 1.41294 | 1.41044 | 0.00000 | ||
| 76 | 2009.08.19 08:15 | s/l | 38 | 3.00 | 1.41044 | 1.41044 | 0.00000 | -751.50 | 3026.50 |
| 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 | 2276.50 |
| 79 | 2009.08.19 16:00 | buy | 40 | 3.00 | 1.41513 | 1.41263 | 0.00000 | ||
| 80 | 2009.08.21 06:00 | close | 40 | 3.00 | 1.42239 | 1.41263 | 0.00000 | 2172.00 | 4448.50 |
| 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 | 3698.50 |
| 83 | 2009.08.21 10:00 | buy | 42 | 3.00 | 1.42978 | 1.42728 | 0.00000 | ||
| 84 | 2009.08.24 09:00 | close | 42 | 3.00 | 1.42949 | 1.42728 | 0.00000 | -88.50 | 3610.00 |
| 85 | 2009.08.24 09:00 | sell | 43 | 3.00 | 1.42949 | 1.43199 | 0.00000 | ||
| 86 | 2009.08.24 13:10 | s/l | 43 | 3.00 | 1.43199 | 1.43199 | 0.00000 | -750.00 | 2860.00 |
| 87 | 2009.08.24 15:00 | buy | 44 | 3.00 | 1.43320 | 1.43070 | 0.00000 | ||
| 88 | 2009.08.24 19:20 | s/l | 44 | 3.00 | 1.43070 | 1.43070 | 0.00000 | -750.00 | 2110.00 |
| 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 | -753.00 | 1357.00 |
| 91 | 2009.08.25 14:00 | buy | 46 | 3.00 | 1.43359 | 1.43109 | 0.00000 | ||
| 92 | 2009.08.25 19:45 | s/l | 46 | 3.00 | 1.43109 | 1.43109 | 0.00000 | -750.00 | 607.00 |