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_all=2; slippage_all=2; stoploss_all=0; takeprofit_all=6; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10692.00 | Gross profit | 552.00 | Gross loss | -11244.00 |
Profit factor | 0.05 | Expected payoff | -194.40 | ||
Absolute drawdown | 10692.00 | Maximal drawdown | 10692.00 (106.92%) | Relative drawdown | 106.92% (10692.00) |
Total trades | 55 | Short positions (won %) | 25 (100.00%) | Long positions (won %) | 30 (70.00%) |
Profit trades (% of total) | 46 (83.64%) | Loss trades (% of total) | 9 (16.36%) | ||
Largest | profit trade | 12.00 | loss trade | -1460.00 | |
Average | profit trade | 12.00 | loss trade | -1249.33 | |
Maximum | consecutive wins (profit in money) | 46 (552.00) | consecutive losses (loss in money) | 9 (-11244.00) | |
Maximal | consecutive profit (count of wins) | 552.00 (46) | consecutive loss (count of losses) | -11244.00 (9) | |
Average | consecutive wins | 46 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 2.00 | 1.42533 | 0.00000 | 1.42539 | ||
2 | 2009.08.03 01:00 | sell | 2 | 2.00 | 1.42505 | 0.00000 | 1.42499 | ||
3 | 2009.08.03 01:02 | buy | 3 | 2.00 | 1.42555 | 0.00000 | 1.42561 | ||
4 | 2009.08.03 01:02 | sell | 4 | 2.00 | 1.42527 | 0.00000 | 1.42521 | ||
5 | 2009.08.03 01:05 | t/p | 1 | 2.00 | 1.42539 | 0.00000 | 1.42539 | 12.00 | 10012.00 |
6 | 2009.08.03 01:05 | t/p | 3 | 2.00 | 1.42561 | 0.00000 | 1.42561 | 12.00 | 10024.00 |
7 | 2009.08.03 01:05 | buy | 5 | 2.00 | 1.42593 | 0.00000 | 1.42599 | ||
8 | 2009.08.03 01:05 | sell | 6 | 2.00 | 1.42565 | 0.00000 | 1.42559 | ||
9 | 2009.08.03 01:07 | t/p | 4 | 2.00 | 1.42521 | 0.00000 | 1.42521 | 12.00 | 10036.00 |
10 | 2009.08.03 01:07 | t/p | 6 | 2.00 | 1.42559 | 0.00000 | 1.42559 | 12.00 | 10048.00 |
11 | 2009.08.03 01:07 | buy | 7 | 2.00 | 1.42517 | 0.00000 | 1.42523 | ||
12 | 2009.08.03 01:07 | sell | 8 | 2.00 | 1.42489 | 0.00000 | 1.42483 | ||
13 | 2009.08.03 01:10 | t/p | 5 | 2.00 | 1.42599 | 0.00000 | 1.42599 | 12.00 | 10060.00 |
14 | 2009.08.03 01:10 | t/p | 7 | 2.00 | 1.42523 | 0.00000 | 1.42523 | 12.00 | 10072.00 |
15 | 2009.08.03 01:10 | buy | 9 | 2.00 | 1.42707 | 0.00000 | 1.42713 | ||
16 | 2009.08.03 01:10 | sell | 10 | 2.00 | 1.42679 | 0.00000 | 1.42673 | ||
17 | 2009.08.03 01:12 | t/p | 10 | 2.00 | 1.42673 | 0.00000 | 1.42673 | 12.00 | 10084.00 |
18 | 2009.08.03 01:12 | buy | 11 | 2.00 | 1.42669 | 0.00000 | 1.42675 | ||
19 | 2009.08.03 01:12 | sell | 12 | 2.00 | 1.42641 | 0.00000 | 1.42635 | ||
20 | 2009.08.03 01:15 | t/p | 9 | 2.00 | 1.42713 | 0.00000 | 1.42713 | 12.00 | 10096.00 |
21 | 2009.08.03 01:15 | t/p | 11 | 2.00 | 1.42675 | 0.00000 | 1.42675 | 12.00 | 10108.00 |
22 | 2009.08.03 01:15 | buy | 13 | 2.00 | 1.42820 | 0.00000 | 1.42826 | ||
23 | 2009.08.03 01:15 | sell | 14 | 2.00 | 1.42792 | 0.00000 | 1.42786 | ||
24 | 2009.08.03 01:17 | t/p | 14 | 2.00 | 1.42786 | 0.00000 | 1.42786 | 12.00 | 10120.00 |
25 | 2009.08.03 01:17 | buy | 15 | 2.00 | 1.42782 | 0.00000 | 1.42788 | ||
26 | 2009.08.03 01:17 | sell | 16 | 2.00 | 1.42754 | 0.00000 | 1.42748 | ||
27 | 2009.08.03 01:20 | t/p | 13 | 2.00 | 1.42826 | 0.00000 | 1.42826 | 12.00 | 10132.00 |
28 | 2009.08.03 01:20 | t/p | 15 | 2.00 | 1.42788 | 0.00000 | 1.42788 | 12.00 | 10144.00 |
29 | 2009.08.03 01:20 | buy | 17 | 2.00 | 1.42934 | 0.00000 | 1.42940 | ||
30 | 2009.08.03 01:20 | sell | 18 | 2.00 | 1.42906 | 0.00000 | 1.42900 | ||
31 | 2009.08.03 01:22 | t/p | 18 | 2.00 | 1.42900 | 0.00000 | 1.42900 | 12.00 | 10156.00 |
32 | 2009.08.03 01:22 | buy | 19 | 2.00 | 1.42858 | 0.00000 | 1.42864 | ||
33 | 2009.08.03 01:22 | sell | 20 | 2.00 | 1.42830 | 0.00000 | 1.42824 | ||
34 | 2009.08.03 01:25 | t/p | 19 | 2.00 | 1.42864 | 0.00000 | 1.42864 | 12.00 | 10168.00 |
35 | 2009.08.03 01:25 | buy | 21 | 2.00 | 1.42896 | 0.00000 | 1.42902 | ||
36 | 2009.08.03 01:25 | sell | 22 | 2.00 | 1.42868 | 0.00000 | 1.42862 | ||
37 | 2009.08.03 01:27 | t/p | 20 | 2.00 | 1.42824 | 0.00000 | 1.42824 | 12.00 | 10180.00 |
38 | 2009.08.03 01:27 | t/p | 22 | 2.00 | 1.42862 | 0.00000 | 1.42862 | 12.00 | 10192.00 |
39 | 2009.08.03 01:27 | buy | 23 | 2.00 | 1.42782 | 0.00000 | 1.42788 | ||
40 | 2009.08.03 01:27 | sell | 24 | 2.00 | 1.42754 | 0.00000 | 1.42748 | ||
41 | 2009.08.03 01:27 | t/p | 23 | 2.00 | 1.42788 | 0.00000 | 1.42788 | 12.00 | 10204.00 |
42 | 2009.08.03 01:27 | buy | 25 | 2.00 | 1.42928 | 0.00000 | 1.42934 | ||
43 | 2009.08.03 01:27 | sell | 26 | 2.00 | 1.42900 | 0.00000 | 1.42894 | ||
44 | 2009.08.03 01:30 | buy | 27 | 2.00 | 1.42927 | 0.00000 | 1.42933 | ||
45 | 2009.08.03 01:30 | sell | 28 | 2.00 | 1.42899 | 0.00000 | 1.42893 | ||
46 | 2009.08.03 01:32 | t/p | 17 | 2.00 | 1.42940 | 0.00000 | 1.42940 | 12.00 | 10216.00 |
47 | 2009.08.03 01:32 | t/p | 21 | 2.00 | 1.42902 | 0.00000 | 1.42902 | 12.00 | 10228.00 |
48 | 2009.08.03 01:32 | t/p | 25 | 2.00 | 1.42934 | 0.00000 | 1.42934 | 12.00 | 10240.00 |
49 | 2009.08.03 01:32 | t/p | 27 | 2.00 | 1.42933 | 0.00000 | 1.42933 | 12.00 | 10252.00 |
50 | 2009.08.03 01:32 | buy | 29 | 2.00 | 1.43089 | 0.00000 | 1.43095 | ||
51 | 2009.08.03 01:32 | sell | 30 | 2.00 | 1.43061 | 0.00000 | 1.43055 | ||
52 | 2009.08.03 01:35 | buy | 31 | 2.00 | 1.43070 | 0.00000 | 1.43076 | ||
53 | 2009.08.03 01:37 | t/p | 31 | 2.00 | 1.43076 | 0.00000 | 1.43076 | 12.00 | 10264.00 |
54 | 2009.08.03 01:40 | t/p | 30 | 2.00 | 1.43055 | 0.00000 | 1.43055 | 12.00 | 10276.00 |
55 | 2009.08.03 01:40 | buy | 32 | 2.00 | 1.43031 | 0.00000 | 1.43037 | ||
56 | 2009.08.03 01:40 | sell | 33 | 2.00 | 1.43003 | 0.00000 | 1.42997 | ||
57 | 2009.08.03 01:42 | buy | 34 | 2.00 | 1.43050 | 0.00000 | 1.43056 | ||
58 | 2009.08.03 01:42 | sell | 35 | 2.00 | 1.43022 | 0.00000 | 1.43016 | ||
59 | 2009.08.03 01:45 | t/p | 33 | 2.00 | 1.42997 | 0.00000 | 1.42997 | 12.00 | 10288.00 |
60 | 2009.08.03 01:45 | t/p | 35 | 2.00 | 1.43016 | 0.00000 | 1.43016 | 12.00 | 10300.00 |
61 | 2009.08.03 01:45 | buy | 36 | 2.00 | 1.42972 | 0.00000 | 1.42978 | ||
62 | 2009.08.03 01:45 | sell | 37 | 2.00 | 1.42944 | 0.00000 | 1.42938 | ||
63 | 2009.08.03 01:47 | buy | 38 | 2.00 | 1.42992 | 0.00000 | 1.42998 | ||
64 | 2009.08.03 01:47 | sell | 39 | 2.00 | 1.42964 | 0.00000 | 1.42958 | ||
65 | 2009.08.03 01:50 | t/p | 26 | 2.00 | 1.42894 | 0.00000 | 1.42894 | 12.00 | 10312.00 |
66 | 2009.08.03 01:50 | t/p | 37 | 2.00 | 1.42938 | 0.00000 | 1.42938 | 12.00 | 10324.00 |
67 | 2009.08.03 01:50 | t/p | 39 | 2.00 | 1.42958 | 0.00000 | 1.42958 | 12.00 | 10336.00 |
68 | 2009.08.03 01:50 | buy | 40 | 2.00 | 1.42894 | 0.00000 | 1.42900 | ||
69 | 2009.08.03 01:50 | sell | 41 | 2.00 | 1.42866 | 0.00000 | 1.42860 | ||
70 | 2009.08.03 01:52 | t/p | 40 | 2.00 | 1.42900 | 0.00000 | 1.42900 | 12.00 | 10348.00 |
71 | 2009.08.03 01:52 | buy | 42 | 2.00 | 1.42933 | 0.00000 | 1.42939 | ||
72 | 2009.08.03 01:52 | sell | 43 | 2.00 | 1.42905 | 0.00000 | 1.42899 | ||
73 | 2009.08.03 01:55 | buy | 44 | 2.00 | 1.42914 | 0.00000 | 1.42920 | ||
74 | 2009.08.03 01:55 | sell | 45 | 2.00 | 1.42886 | 0.00000 | 1.42880 | ||
75 | 2009.08.03 01:57 | t/p | 42 | 2.00 | 1.42939 | 0.00000 | 1.42939 | 12.00 | 10360.00 |
76 | 2009.08.03 01:57 | t/p | 44 | 2.00 | 1.42920 | 0.00000 | 1.42920 | 12.00 | 10372.00 |
77 | 2009.08.03 01:57 | buy | 46 | 2.00 | 1.42972 | 0.00000 | 1.42978 | ||
78 | 2009.08.03 01:59 | t/p | 43 | 2.00 | 1.42899 | 0.00000 | 1.42899 | 12.00 | 10384.00 |
79 | 2009.08.03 01:59 | buy | 47 | 2.00 | 1.42895 | 0.00000 | 1.42901 | ||
80 | 2009.08.03 01:59 | sell | 48 | 2.00 | 1.42867 | 0.00000 | 1.42861 | ||
81 | 2009.08.03 02:00 | t/p | 28 | 2.00 | 1.42893 | 0.00000 | 1.42893 | 12.00 | 10396.00 |
82 | 2009.08.03 02:00 | buy | 49 | 2.00 | 1.42891 | 0.00000 | 1.42897 | ||
83 | 2009.08.03 02:00 | sell | 50 | 2.00 | 1.42863 | 0.00000 | 1.42857 | ||
84 | 2009.08.03 02:02 | t/p | 47 | 2.00 | 1.42901 | 0.00000 | 1.42901 | 12.00 | 10408.00 |
85 | 2009.08.03 02:02 | t/p | 49 | 2.00 | 1.42897 | 0.00000 | 1.42897 | 12.00 | 10420.00 |
86 | 2009.08.03 02:02 | buy | 51 | 2.00 | 1.42937 | 0.00000 | 1.42943 | ||
87 | 2009.08.03 02:05 | buy | 52 | 2.00 | 1.42905 | 0.00000 | 1.42911 | ||
88 | 2009.08.03 02:07 | t/p | 52 | 2.00 | 1.42911 | 0.00000 | 1.42911 | 12.00 | 10432.00 |
89 | 2009.08.03 02:07 | buy | 53 | 2.00 | 1.42970 | 0.00000 | 1.42976 | ||
90 | 2009.08.03 02:10 | t/p | 41 | 2.00 | 1.42860 | 0.00000 | 1.42860 | 12.00 | 10444.00 |
91 | 2009.08.03 02:10 | t/p | 45 | 2.00 | 1.42880 | 0.00000 | 1.42880 | 12.00 | 10456.00 |
92 | 2009.08.03 02:10 | t/p | 48 | 2.00 | 1.42861 | 0.00000 | 1.42861 | 12.00 | 10468.00 |
93 | 2009.08.03 02:10 | t/p | 50 | 2.00 | 1.42857 | 0.00000 | 1.42857 | 12.00 | 10480.00 |
94 | 2009.08.03 02:10 | buy | 54 | 2.00 | 1.42840 | 0.00000 | 1.42846 | ||
95 | 2009.08.03 02:10 | sell | 55 | 2.00 | 1.42812 | 0.00000 | 1.42806 | ||
96 | 2009.08.03 02:15 | t/p | 16 | 2.00 | 1.42748 | 0.00000 | 1.42748 | 12.00 | 10492.00 |
97 | 2009.08.03 02:15 | t/p | 24 | 2.00 | 1.42748 | 0.00000 | 1.42748 | 12.00 | 10504.00 |
98 | 2009.08.03 02:15 | t/p | 55 | 2.00 | 1.42806 | 0.00000 | 1.42806 | 12.00 | 10516.00 |
99 | 2009.08.03 02:20 | t/p | 12 | 2.00 | 1.42635 | 0.00000 | 1.42635 | 12.00 | 10528.00 |
100 | 2009.08.03 03:02 | t/p | 2 | 2.00 | 1.42499 | 0.00000 | 1.42499 | 12.00 | 10540.00 |
101 | 2009.08.03 03:02 | t/p | 8 | 2.00 | 1.42483 | 0.00000 | 1.42483 | 12.00 | 10552.00 |
102 | 2009.08.03 03:02 | close at stop | 54 | 2.00 | 1.42359 | 0.00000 | 1.42846 | -962.00 | 9590.00 |
103 | 2009.08.03 03:02 | close at stop | 53 | 2.00 | 1.42359 | 0.00000 | 1.42976 | -1222.00 | 8368.00 |
104 | 2009.08.03 03:02 | close at stop | 51 | 2.00 | 1.42359 | 0.00000 | 1.42943 | -1156.00 | 7212.00 |
105 | 2009.08.03 03:02 | close at stop | 46 | 2.00 | 1.42359 | 0.00000 | 1.42978 | -1226.00 | 5986.00 |
106 | 2009.08.03 03:02 | close at stop | 38 | 2.00 | 1.42359 | 0.00000 | 1.42998 | -1266.00 | 4720.00 |
107 | 2009.08.03 03:02 | close at stop | 36 | 2.00 | 1.42359 | 0.00000 | 1.42978 | -1226.00 | 3494.00 |
108 | 2009.08.03 03:02 | close at stop | 34 | 2.00 | 1.42359 | 0.00000 | 1.43056 | -1382.00 | 2112.00 |
109 | 2009.08.03 03:02 | close at stop | 32 | 2.00 | 1.42359 | 0.00000 | 1.43037 | -1344.00 | 768.00 |
110 | 2009.08.03 03:02 | close at stop | 29 | 2.00 | 1.42359 | 0.00000 | 1.43095 | -1460.00 | -692.00 |