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 | SuspendAfterClose=false; StartLots=0.01; UseMM=false; PipsBetweenTrades=20; TakeProfitPips=2; ReverseTrading=false; ShowComments=false; CloseM=false; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9803.47 | Gross profit | 276.75 | Gross loss | -10080.21 |
Profit factor | 0.03 | Expected payoff | -155.61 | ||
Absolute drawdown | 9803.47 | Maximal drawdown | 10537.18 (98.17%) | Relative drawdown | 98.17% (10537.18) |
Total trades | 63 | Short positions (won %) | 24 (45.83%) | Long positions (won %) | 39 (66.67%) |
Profit trades (% of total) | 37 (58.73%) | Loss trades (% of total) | 26 (41.27%) | ||
Largest | profit trade | 53.44 | loss trade | -5360.64 | |
Average | profit trade | 7.48 | loss trade | -387.70 | |
Maximum | consecutive wins (profit in money) | 4 (82.79) | consecutive losses (loss in money) | 6 (-9719.20) | |
Maximal | consecutive profit (count of wins) | 82.79 (4) | consecutive loss (count of losses) | -9719.20 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 0.01 | 1.42516 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 01:02 | close | 1 | 0.01 | 1.42527 | 0.00000 | 0.00000 | 0.11 | 10000.11 |
3 | 2009.08.03 01:07 | buy | 2 | 0.01 | 1.42500 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 01:10 | close | 2 | 0.01 | 1.42679 | 0.00000 | 0.00000 | 1.79 | 10001.90 |
5 | 2009.08.03 01:15 | buy | 3 | 0.01 | 1.42803 | 0.00000 | 0.00000 | ||
6 | 2009.08.03 01:17 | sell | 4 | 0.01 | 1.42754 | 0.00000 | 0.00000 | ||
7 | 2009.08.03 01:20 | buy | 5 | 0.02 | 1.42917 | 0.00000 | 0.00000 | ||
8 | 2009.08.03 01:32 | close | 3 | 0.01 | 1.43061 | 0.00000 | 0.00000 | 2.58 | 10004.48 |
9 | 2009.08.03 01:32 | close | 5 | 0.02 | 1.43061 | 0.00000 | 0.00000 | 2.88 | 10007.36 |
10 | 2009.08.03 01:32 | buy | 6 | 0.04 | 1.43072 | 0.00000 | 0.00000 | ||
11 | 2009.08.03 01:35 | close | 4 | 0.01 | 1.43053 | 0.00000 | 0.00000 | -2.99 | 10004.37 |
12 | 2009.08.03 01:37 | close | 6 | 0.04 | 1.43081 | 0.00000 | 0.00000 | 0.36 | 10004.73 |
13 | 2009.08.03 01:42 | buy | 7 | 0.01 | 1.43033 | 0.00000 | 0.00000 | ||
14 | 2009.08.03 01:45 | sell | 8 | 0.01 | 1.42944 | 0.00000 | 0.00000 | ||
15 | 2009.08.03 01:50 | sell | 9 | 0.02 | 1.42866 | 0.00000 | 0.00000 | ||
16 | 2009.08.03 02:10 | sell | 10 | 0.04 | 1.42812 | 0.00000 | 0.00000 | ||
17 | 2009.08.03 02:15 | close | 7 | 0.01 | 1.42714 | 0.00000 | 0.00000 | -3.19 | 10001.54 |
18 | 2009.08.03 02:15 | close | 9 | 0.02 | 1.42725 | 0.00000 | 0.00000 | 2.82 | 10004.36 |
19 | 2009.08.03 02:15 | sell | 11 | 0.08 | 1.42714 | 0.00000 | 0.00000 | ||
20 | 2009.08.03 02:17 | close | 8 | 0.01 | 1.42758 | 0.00000 | 0.00000 | 1.86 | 10006.22 |
21 | 2009.08.03 02:17 | close | 11 | 0.08 | 1.42758 | 0.00000 | 0.00000 | -3.52 | 10002.70 |
22 | 2009.08.03 02:20 | close | 10 | 0.04 | 1.42595 | 0.00000 | 0.00000 | 8.68 | 10011.38 |
23 | 2009.08.03 02:25 | buy | 12 | 0.01 | 1.42628 | 0.00000 | 0.00000 | ||
24 | 2009.08.03 02:27 | close | 12 | 0.01 | 1.42714 | 0.00000 | 0.00000 | 0.86 | 10012.24 |
25 | 2009.08.03 02:30 | buy | 13 | 0.01 | 1.42668 | 0.00000 | 0.00000 | ||
26 | 2009.08.03 02:32 | sell | 14 | 0.01 | 1.42645 | 0.00000 | 0.00000 | ||
27 | 2009.08.03 02:40 | sell | 15 | 0.02 | 1.42604 | 0.00000 | 0.00000 | ||
28 | 2009.08.03 02:45 | sell | 16 | 0.04 | 1.42564 | 0.00000 | 0.00000 | ||
29 | 2009.08.03 02:50 | close | 13 | 0.01 | 1.42509 | 0.00000 | 0.00000 | -1.59 | 10010.65 |
30 | 2009.08.03 02:50 | close | 15 | 0.02 | 1.42520 | 0.00000 | 0.00000 | 1.68 | 10012.33 |
31 | 2009.08.03 02:50 | sell | 17 | 0.08 | 1.42509 | 0.00000 | 0.00000 | ||
32 | 2009.08.03 02:52 | close | 14 | 0.01 | 1.42547 | 0.00000 | 0.00000 | 0.98 | 10013.31 |
33 | 2009.08.03 02:52 | close | 17 | 0.08 | 1.42547 | 0.00000 | 0.00000 | -3.04 | 10010.27 |
34 | 2009.08.03 02:55 | close | 16 | 0.04 | 1.42534 | 0.00000 | 0.00000 | 1.20 | 10011.47 |
35 | 2009.08.03 02:59 | buy | 18 | 0.01 | 1.42527 | 0.00000 | 0.00000 | ||
36 | 2009.08.03 03:00 | sell | 19 | 0.01 | 1.42518 | 0.00000 | 0.00000 | ||
37 | 2009.08.03 03:02 | sell | 20 | 0.02 | 1.42359 | 0.00000 | 0.00000 | ||
38 | 2009.08.03 03:07 | sell | 21 | 0.04 | 1.42336 | 0.00000 | 0.00000 | ||
39 | 2009.08.03 03:20 | buy | 22 | 0.08 | 1.42598 | 0.00000 | 0.00000 | ||
40 | 2009.08.03 04:20 | sell | 23 | 0.16 | 1.42286 | 0.00000 | 0.00000 | ||
41 | 2009.08.03 08:07 | sell | 24 | 0.32 | 1.42257 | 0.00000 | 0.00000 | ||
42 | 2009.08.03 08:50 | close | 18 | 0.01 | 1.42079 | 0.00000 | 0.00000 | -4.48 | 10006.99 |
43 | 2009.08.03 08:50 | close | 20 | 0.02 | 1.42090 | 0.00000 | 0.00000 | 5.38 | 10012.37 |
44 | 2009.08.03 08:50 | close | 22 | 0.08 | 1.42079 | 0.00000 | 0.00000 | -41.52 | 9970.85 |
45 | 2009.08.03 08:50 | close | 24 | 0.32 | 1.42090 | 0.00000 | 0.00000 | 53.44 | 10024.29 |
46 | 2009.08.03 08:50 | sell | 25 | 0.64 | 1.42079 | 0.00000 | 0.00000 | ||
47 | 2009.08.03 08:52 | close | 19 | 0.01 | 1.42175 | 0.00000 | 0.00000 | 3.43 | 10027.72 |
48 | 2009.08.03 08:52 | close | 23 | 0.16 | 1.42175 | 0.00000 | 0.00000 | 17.76 | 10045.48 |
49 | 2009.08.03 08:55 | close | 21 | 0.04 | 1.42132 | 0.00000 | 0.00000 | 8.16 | 10053.64 |
50 | 2009.08.03 08:57 | close | 25 | 0.64 | 1.42259 | 0.00000 | 0.00000 | -115.20 | 9938.44 |
51 | 2009.08.03 09:00 | buy | 26 | 0.01 | 1.42097 | 0.00000 | 0.00000 | ||
52 | 2009.08.03 09:02 | sell | 27 | 0.01 | 1.42085 | 0.00000 | 0.00000 | ||
53 | 2009.08.03 09:05 | buy | 28 | 0.02 | 1.42121 | 0.00000 | 0.00000 | ||
54 | 2009.08.03 09:07 | sell | 29 | 0.04 | 1.42060 | 0.00000 | 0.00000 | ||
55 | 2009.08.03 09:10 | buy | 30 | 0.08 | 1.42196 | 0.00000 | 0.00000 | ||
56 | 2009.08.03 09:15 | buy | 31 | 0.16 | 1.42270 | 0.00000 | 0.00000 | ||
57 | 2009.08.03 09:20 | close | 26 | 0.01 | 1.42334 | 0.00000 | 0.00000 | 2.37 | 9940.81 |
58 | 2009.08.03 09:20 | close | 28 | 0.02 | 1.42334 | 0.00000 | 0.00000 | 4.26 | 9945.07 |
59 | 2009.08.03 09:20 | close | 30 | 0.08 | 1.42334 | 0.00000 | 0.00000 | 11.04 | 9956.11 |
60 | 2009.08.03 09:20 | buy | 32 | 0.32 | 1.42345 | 0.00000 | 0.00000 | ||
61 | 2009.08.03 09:22 | close | 27 | 0.01 | 1.42295 | 0.00000 | 0.00000 | -2.10 | 9954.01 |
62 | 2009.08.03 09:22 | close | 31 | 0.16 | 1.42284 | 0.00000 | 0.00000 | 2.24 | 9956.25 |
63 | 2009.08.03 09:25 | close | 29 | 0.04 | 1.42320 | 0.00000 | 0.00000 | -10.40 | 9945.85 |
64 | 2009.08.03 09:27 | close | 32 | 0.32 | 1.42234 | 0.00000 | 0.00000 | -35.52 | 9910.33 |
65 | 2009.08.03 09:30 | buy | 33 | 0.01 | 1.42256 | 0.00000 | 0.00000 | ||
66 | 2009.08.03 09:32 | sell | 34 | 0.01 | 1.42186 | 0.00000 | 0.00000 | ||
67 | 2009.08.03 09:45 | buy | 35 | 0.02 | 1.42285 | 0.00000 | 0.00000 | ||
68 | 2009.08.03 09:50 | buy | 36 | 0.04 | 1.42323 | 0.00000 | 0.00000 | ||
69 | 2009.08.03 10:10 | buy | 37 | 0.08 | 1.42350 | 0.00000 | 0.00000 | ||
70 | 2009.08.03 10:15 | close | 33 | 0.01 | 1.42384 | 0.00000 | 0.00000 | 1.28 | 9911.61 |
71 | 2009.08.03 10:15 | close | 35 | 0.02 | 1.42384 | 0.00000 | 0.00000 | 1.98 | 9913.59 |
72 | 2009.08.03 10:15 | close | 37 | 0.08 | 1.42384 | 0.00000 | 0.00000 | 2.72 | 9916.31 |
73 | 2009.08.03 10:15 | buy | 38 | 0.16 | 1.42395 | 0.00000 | 0.00000 | ||
74 | 2009.08.03 10:17 | close | 34 | 0.01 | 1.42380 | 0.00000 | 0.00000 | -1.94 | 9914.37 |
75 | 2009.08.03 10:17 | close | 38 | 0.16 | 1.42369 | 0.00000 | 0.00000 | -4.16 | 9910.21 |
76 | 2009.08.03 10:20 | close | 36 | 0.04 | 1.42428 | 0.00000 | 0.00000 | 4.20 | 9914.41 |
77 | 2009.08.03 10:25 | buy | 39 | 0.01 | 1.42424 | 0.00000 | 0.00000 | ||
78 | 2009.08.03 10:27 | sell | 40 | 0.01 | 1.42369 | 0.00000 | 0.00000 | ||
79 | 2009.08.03 10:35 | buy | 41 | 0.02 | 1.42448 | 0.00000 | 0.00000 | ||
80 | 2009.08.03 10:40 | close | 39 | 0.01 | 1.42557 | 0.00000 | 0.00000 | 1.33 | 9915.74 |
81 | 2009.08.03 10:40 | close | 41 | 0.02 | 1.42557 | 0.00000 | 0.00000 | 2.18 | 9917.92 |
82 | 2009.08.03 10:40 | buy | 42 | 0.04 | 1.42568 | 0.00000 | 0.00000 | ||
83 | 2009.08.03 10:42 | close | 40 | 0.01 | 1.42528 | 0.00000 | 0.00000 | -1.59 | 9916.33 |
84 | 2009.08.03 10:45 | close | 42 | 0.04 | 1.42676 | 0.00000 | 0.00000 | 4.32 | 9920.65 |
85 | 2009.08.03 10:50 | buy | 43 | 0.01 | 1.42807 | 0.00000 | 0.00000 | ||
86 | 2009.08.03 10:52 | sell | 44 | 0.01 | 1.42716 | 0.00000 | 0.00000 | ||
87 | 2009.08.03 10:57 | sell | 45 | 0.02 | 1.42636 | 0.00000 | 0.00000 | ||
88 | 2009.08.03 11:10 | buy | 46 | 0.04 | 1.42884 | 0.00000 | 0.00000 | ||
89 | 2009.08.03 11:15 | buy | 47 | 0.08 | 1.43023 | 0.00000 | 0.00000 | ||
90 | 2009.08.03 11:20 | buy | 48 | 0.16 | 1.43161 | 0.00000 | 0.00000 | ||
91 | 2009.08.03 13:50 | buy | 49 | 0.32 | 1.43254 | 0.00000 | 0.00000 | ||
92 | 2009.08.03 15:20 | close | 43 | 0.01 | 1.43318 | 0.00000 | 0.00000 | 5.11 | 9925.76 |
93 | 2009.08.03 15:20 | close | 45 | 0.02 | 1.43329 | 0.00000 | 0.00000 | -13.86 | 9911.90 |
94 | 2009.08.03 15:20 | close | 47 | 0.08 | 1.43318 | 0.00000 | 0.00000 | 23.60 | 9935.50 |
95 | 2009.08.03 15:20 | close | 49 | 0.32 | 1.43318 | 0.00000 | 0.00000 | 20.48 | 9955.98 |
96 | 2009.08.03 15:20 | buy | 50 | 0.64 | 1.43329 | 0.00000 | 0.00000 | ||
97 | 2009.08.03 15:22 | close | 44 | 0.01 | 1.43292 | 0.00000 | 0.00000 | -5.76 | 9950.22 |
98 | 2009.08.03 15:22 | close | 48 | 0.16 | 1.43281 | 0.00000 | 0.00000 | 19.20 | 9969.42 |
99 | 2009.08.03 15:25 | close | 46 | 0.04 | 1.43300 | 0.00000 | 0.00000 | 16.64 | 9986.06 |
100 | 2009.08.03 15:27 | close | 50 | 0.64 | 1.43245 | 0.00000 | 0.00000 | -53.76 | 9932.30 |
101 | 2009.08.03 15:30 | buy | 51 | 0.01 | 1.43242 | 0.00000 | 0.00000 | ||
102 | 2009.08.03 15:32 | close | 51 | 0.01 | 1.43495 | 0.00000 | 0.00000 | 2.53 | 9934.83 |
103 | 2009.08.03 15:37 | buy | 52 | 0.01 | 1.43548 | 0.00000 | 0.00000 | ||
104 | 2009.08.03 15:40 | sell | 53 | 0.01 | 1.43369 | 0.00000 | 0.00000 | ||
105 | 2009.08.03 15:45 | sell | 54 | 0.02 | 1.43244 | 0.00000 | 0.00000 | ||
106 | 2009.08.03 15:50 | sell | 55 | 0.04 | 1.43076 | 0.00000 | 0.00000 | ||
107 | 2009.08.03 16:10 | buy | 56 | 0.08 | 1.43649 | 0.00000 | 0.00000 | ||
108 | 2009.08.03 16:15 | buy | 57 | 0.16 | 1.43898 | 0.00000 | 0.00000 | ||
109 | 2009.08.03 16:20 | buy | 58 | 0.32 | 1.44147 | 0.00000 | 0.00000 | ||
110 | 2009.08.03 16:50 | buy | 59 | 0.64 | 1.44248 | 0.00000 | 0.00000 | ||
111 | 2009.08.03 17:02 | buy | 60 | 1.28 | 1.44270 | 0.00000 | 0.00000 | ||
112 | 2009.08.03 18:02 | buy | 61 | 2.56 | 1.44413 | 0.00000 | 0.00000 | ||
113 | 2009.08.03 18:07 | buy | 62 | 5.12 | 1.44447 | 0.00000 | 0.00000 | ||
114 | 2009.08.05 20:50 | buy | 63 | 10.24 | 1.44478 | 0.00000 | 0.00000 | ||
115 | 2009.08.06 04:40 | close at stop | 63 | 10.24 | 1.43956 | 0.00000 | 0.00000 | -5360.64 | 4574.19 |
116 | 2009.08.06 04:40 | close at stop | 62 | 5.12 | 1.43956 | 0.00000 | 0.00000 | -2526.72 | 2047.47 |
117 | 2009.08.06 04:40 | close at stop | 61 | 2.56 | 1.43956 | 0.00000 | 0.00000 | -1176.32 | 871.15 |
118 | 2009.08.06 04:40 | close at stop | 60 | 1.28 | 1.43956 | 0.00000 | 0.00000 | -405.12 | 466.03 |
119 | 2009.08.06 04:40 | close at stop | 59 | 0.64 | 1.43956 | 0.00000 | 0.00000 | -188.48 | 277.55 |
120 | 2009.08.06 04:40 | close at stop | 58 | 0.32 | 1.43956 | 0.00000 | 0.00000 | -61.92 | 215.63 |
121 | 2009.08.06 04:40 | close at stop | 57 | 0.16 | 1.43956 | 0.00000 | 0.00000 | 8.88 | 224.51 |
122 | 2009.08.06 04:40 | close at stop | 56 | 0.08 | 1.43956 | 0.00000 | 0.00000 | 24.36 | 248.87 |
123 | 2009.08.06 04:40 | close at stop | 55 | 0.04 | 1.43967 | 0.00000 | 0.00000 | -35.82 | 213.05 |
124 | 2009.08.06 04:40 | close at stop | 54 | 0.02 | 1.43967 | 0.00000 | 0.00000 | -14.55 | 198.50 |
125 | 2009.08.06 04:40 | close at stop | 53 | 0.01 | 1.43967 | 0.00000 | 0.00000 | -6.03 | 192.48 |
126 | 2009.08.06 04:40 | close at stop | 52 | 0.01 | 1.43956 | 0.00000 | 0.00000 | 4.05 | 196.53 |