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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1800.00 | Gross profit | 3861.00 | Gross loss | -5661.00 |
| Profit factor | 0.68 | Expected payoff | -54.55 | ||
| Absolute drawdown | 3856.00 | Maximal drawdown | 7757.00 (55.80%) | Relative drawdown | 55.80% (7757.00) |
| Total trades | 33 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 13 (100.00%) |
| Profit trades (% of total) | 32 (96.97%) | Loss trades (% of total) | 1 (3.03%) | ||
| Largest | profit trade | 479.00 | loss trade | -5661.00 | |
| Average | profit trade | 120.66 | loss trade | -5661.00 | |
| Maximum | consecutive wins (profit in money) | 32 (3861.00) | consecutive losses (loss in money) | 1 (-5661.00) | |
| Maximal | consecutive profit (count of wins) | 3861.00 (32) | consecutive loss (count of losses) | -5661.00 (1) | |
| Average | consecutive wins | 32 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 14:00 | sell | 1 | 1.00 | 1.43777 | 0.00000 | 1.42777 | ||
| 2 | 2009.08.04 14:02 | modify | 1 | 1.00 | 1.43777 | 1.43743 | 1.42777 | ||
| 3 | 2009.08.04 14:07 | modify | 1 | 1.00 | 1.43777 | 1.43715 | 1.42777 | ||
| 4 | 2009.08.04 14:10 | s/l | 1 | 1.00 | 1.43715 | 1.43715 | 1.42777 | 62.00 | 10062.00 |
| 5 | 2009.08.04 14:10 | sell | 2 | 1.00 | 1.43807 | 0.00000 | 1.42807 | ||
| 6 | 2009.08.05 08:46 | modify | 2 | 1.00 | 1.43807 | 1.43722 | 1.42807 | ||
| 7 | 2009.08.05 08:50 | s/l | 2 | 1.00 | 1.43722 | 1.43722 | 1.42807 | 84.00 | 10146.00 |
| 8 | 2009.08.05 08:50 | sell | 3 | 1.00 | 1.43722 | 0.00000 | 1.42722 | ||
| 9 | 2009.08.05 16:10 | modify | 3 | 1.00 | 1.43722 | 1.43712 | 1.42722 | ||
| 10 | 2009.08.05 16:16 | modify | 3 | 1.00 | 1.43722 | 1.43597 | 1.42722 | ||
| 11 | 2009.08.05 16:20 | s/l | 3 | 1.00 | 1.43597 | 1.43597 | 1.42722 | 125.00 | 10271.00 |
| 12 | 2009.08.05 19:00 | buy | 4 | 1.00 | 1.44172 | 0.00000 | 1.45172 | ||
| 13 | 2009.08.05 19:15 | modify | 4 | 1.00 | 1.44172 | 1.44179 | 1.45172 | ||
| 14 | 2009.08.05 19:20 | modify | 4 | 1.00 | 1.44172 | 1.44239 | 1.45172 | ||
| 15 | 2009.08.05 19:22 | s/l | 4 | 1.00 | 1.44239 | 1.44239 | 1.45172 | 67.00 | 10338.00 |
| 16 | 2009.08.05 19:22 | buy | 5 | 1.00 | 1.44248 | 0.00000 | 1.45248 | ||
| 17 | 2009.08.05 19:32 | modify | 5 | 1.00 | 1.44248 | 1.44262 | 1.45248 | ||
| 18 | 2009.08.05 19:37 | modify | 5 | 1.00 | 1.44248 | 1.44276 | 1.45248 | ||
| 19 | 2009.08.05 19:40 | s/l | 5 | 1.00 | 1.44276 | 1.44276 | 1.45248 | 28.00 | 10366.00 |
| 20 | 2009.08.05 19:40 | buy | 6 | 1.00 | 1.44268 | 0.00000 | 1.45268 | ||
| 21 | 2009.08.05 20:40 | modify | 6 | 1.00 | 1.44268 | 1.44308 | 1.45268 | ||
| 22 | 2009.08.05 20:45 | modify | 6 | 1.00 | 1.44268 | 1.44368 | 1.45268 | ||
| 23 | 2009.08.05 20:50 | modify | 6 | 1.00 | 1.44268 | 1.44427 | 1.45268 | ||
| 24 | 2009.08.05 20:52 | s/l | 6 | 1.00 | 1.44427 | 1.44427 | 1.45268 | 159.00 | 10525.00 |
| 25 | 2009.08.06 05:00 | sell | 7 | 1.00 | 1.43945 | 0.00000 | 1.42945 | ||
| 26 | 2009.08.06 05:20 | modify | 7 | 1.00 | 1.43945 | 1.43901 | 1.42945 | ||
| 27 | 2009.08.06 05:27 | s/l | 7 | 1.00 | 1.43901 | 1.43901 | 1.42945 | 44.00 | 10569.00 |
| 28 | 2009.08.06 05:27 | sell | 8 | 1.00 | 1.43905 | 0.00000 | 1.42905 | ||
| 29 | 2009.08.06 08:50 | modify | 8 | 1.00 | 1.43905 | 1.43896 | 1.42905 | ||
| 30 | 2009.08.06 08:52 | s/l | 8 | 1.00 | 1.43896 | 1.43896 | 1.42905 | 9.00 | 10578.00 |
| 31 | 2009.08.07 12:00 | buy | 9 | 1.00 | 1.43621 | 0.00000 | 1.44621 | ||
| 32 | 2009.08.07 14:20 | modify | 9 | 1.00 | 1.43621 | 1.43623 | 1.44621 | ||
| 33 | 2009.08.07 14:27 | s/l | 9 | 1.00 | 1.43623 | 1.43623 | 1.44621 | 2.00 | 10580.00 |
| 34 | 2009.08.07 14:27 | sell | 10 | 1.00 | 1.43618 | 0.00000 | 1.42618 | ||
| 35 | 2009.08.07 14:40 | modify | 10 | 1.00 | 1.43618 | 1.43524 | 1.42618 | ||
| 36 | 2009.08.07 14:42 | s/l | 10 | 1.00 | 1.43524 | 1.43524 | 1.42618 | 94.00 | 10674.00 |
| 37 | 2009.08.07 14:42 | sell | 11 | 1.00 | 1.43580 | 0.00000 | 1.42580 | ||
| 38 | 2009.08.07 14:45 | modify | 11 | 1.00 | 1.43580 | 1.43207 | 1.42580 | ||
| 39 | 2009.08.07 14:47 | s/l | 11 | 1.00 | 1.43207 | 1.43207 | 1.42580 | 373.00 | 11047.00 |
| 40 | 2009.08.07 14:47 | sell | 12 | 1.00 | 1.43264 | 0.00000 | 1.42264 | ||
| 41 | 2009.08.07 14:50 | modify | 12 | 1.00 | 1.43264 | 1.42785 | 1.42264 | ||
| 42 | 2009.08.07 14:52 | s/l | 12 | 1.00 | 1.42785 | 1.42785 | 1.42264 | 479.00 | 11526.00 |
| 43 | 2009.08.07 14:52 | sell | 13 | 1.00 | 1.42947 | 0.00000 | 1.41947 | ||
| 44 | 2009.08.07 14:55 | modify | 13 | 1.00 | 1.42947 | 1.42891 | 1.41947 | ||
| 45 | 2009.08.07 14:57 | s/l | 13 | 1.00 | 1.42891 | 1.42891 | 1.41947 | 56.00 | 11582.00 |
| 46 | 2009.08.07 14:57 | sell | 14 | 1.00 | 1.43158 | 0.00000 | 1.42158 | ||
| 47 | 2009.08.07 15:20 | modify | 14 | 1.00 | 1.43158 | 1.42942 | 1.42158 | ||
| 48 | 2009.08.07 15:22 | s/l | 14 | 1.00 | 1.42942 | 1.42942 | 1.42158 | 216.00 | 11798.00 |
| 49 | 2009.08.11 09:00 | buy | 15 | 1.00 | 1.41661 | 0.00000 | 1.42661 | ||
| 50 | 2009.08.11 09:10 | modify | 15 | 1.00 | 1.41661 | 1.41680 | 1.42661 | ||
| 51 | 2009.08.11 09:15 | modify | 15 | 1.00 | 1.41661 | 1.41723 | 1.42661 | ||
| 52 | 2009.08.11 09:20 | modify | 15 | 1.00 | 1.41661 | 1.41767 | 1.42661 | ||
| 53 | 2009.08.11 09:27 | s/l | 15 | 1.00 | 1.41767 | 1.41767 | 1.42661 | 106.00 | 11904.00 |
| 54 | 2009.08.11 09:27 | buy | 16 | 1.00 | 1.41758 | 0.00000 | 1.42758 | ||
| 55 | 2009.08.11 11:07 | modify | 16 | 1.00 | 1.41758 | 1.41759 | 1.42758 | ||
| 56 | 2009.08.11 11:10 | s/l | 16 | 1.00 | 1.41759 | 1.41759 | 1.42758 | 1.00 | 11905.00 |
| 57 | 2009.08.11 16:00 | sell | 17 | 1.00 | 1.41270 | 0.00000 | 1.40270 | ||
| 58 | 2009.08.11 16:10 | modify | 17 | 1.00 | 1.41270 | 1.41268 | 1.40270 | ||
| 59 | 2009.08.11 16:15 | modify | 17 | 1.00 | 1.41270 | 1.41215 | 1.40270 | ||
| 60 | 2009.08.11 16:20 | modify | 17 | 1.00 | 1.41270 | 1.41146 | 1.40270 | ||
| 61 | 2009.08.11 16:27 | s/l | 17 | 1.00 | 1.41146 | 1.41146 | 1.40270 | 124.00 | 12029.00 |
| 62 | 2009.08.11 16:27 | sell | 18 | 1.00 | 1.41166 | 0.00000 | 1.40166 | ||
| 63 | 2009.08.12 09:15 | modify | 18 | 1.00 | 1.41166 | 1.41064 | 1.40166 | ||
| 64 | 2009.08.12 09:20 | modify | 18 | 1.00 | 1.41166 | 1.40927 | 1.40166 | ||
| 65 | 2009.08.12 09:22 | s/l | 18 | 1.00 | 1.40927 | 1.40927 | 1.40166 | 238.00 | 12267.00 |
| 66 | 2009.08.12 14:00 | buy | 19 | 1.00 | 1.41441 | 0.00000 | 1.42441 | ||
| 67 | 2009.08.12 14:10 | modify | 19 | 1.00 | 1.41441 | 1.41526 | 1.42441 | ||
| 68 | 2009.08.12 14:15 | modify | 19 | 1.00 | 1.41441 | 1.41637 | 1.42441 | ||
| 69 | 2009.08.12 14:20 | modify | 19 | 1.00 | 1.41441 | 1.41747 | 1.42441 | ||
| 70 | 2009.08.12 14:22 | s/l | 19 | 1.00 | 1.41747 | 1.41747 | 1.42441 | 306.00 | 12573.00 |
| 71 | 2009.08.12 14:22 | buy | 20 | 1.00 | 1.41722 | 0.00000 | 1.42722 | ||
| 72 | 2009.08.12 15:33 | modify | 20 | 1.00 | 1.41722 | 1.41761 | 1.42722 | ||
| 73 | 2009.08.12 15:40 | modify | 20 | 1.00 | 1.41722 | 1.41846 | 1.42722 | ||
| 74 | 2009.08.12 15:46 | modify | 20 | 1.00 | 1.41722 | 1.41932 | 1.42722 | ||
| 75 | 2009.08.12 15:50 | s/l | 20 | 1.00 | 1.41932 | 1.41932 | 1.42722 | 210.00 | 12783.00 |
| 76 | 2009.08.14 07:00 | sell | 21 | 1.00 | 1.42636 | 0.00000 | 1.41636 | ||
| 77 | 2009.08.14 07:15 | modify | 21 | 1.00 | 1.42636 | 1.42615 | 1.41636 | ||
| 78 | 2009.08.14 07:20 | modify | 21 | 1.00 | 1.42636 | 1.42568 | 1.41636 | ||
| 79 | 2009.08.14 07:27 | s/l | 21 | 1.00 | 1.42568 | 1.42568 | 1.41636 | 68.00 | 12851.00 |
| 80 | 2009.08.14 07:27 | sell | 22 | 1.00 | 1.42566 | 0.00000 | 1.41566 | ||
| 81 | 2009.08.14 09:20 | modify | 22 | 1.00 | 1.42566 | 1.42563 | 1.41566 | ||
| 82 | 2009.08.14 09:22 | s/l | 22 | 1.00 | 1.42563 | 1.42563 | 1.41566 | 3.00 | 12854.00 |
| 83 | 2009.08.14 11:00 | buy | 23 | 1.00 | 1.42832 | 0.00000 | 1.43832 | ||
| 84 | 2009.08.14 13:20 | modify | 23 | 1.00 | 1.42832 | 1.42889 | 1.43832 | ||
| 85 | 2009.08.14 13:22 | s/l | 23 | 1.00 | 1.42889 | 1.42889 | 1.43832 | 57.00 | 12911.00 |
| 86 | 2009.08.14 13:22 | sell | 24 | 1.00 | 1.42887 | 0.00000 | 1.41887 | ||
| 87 | 2009.08.14 14:45 | modify | 24 | 1.00 | 1.42887 | 1.42810 | 1.41887 | ||
| 88 | 2009.08.14 14:50 | modify | 24 | 1.00 | 1.42887 | 1.42697 | 1.41887 | ||
| 89 | 2009.08.14 14:52 | s/l | 24 | 1.00 | 1.42697 | 1.42697 | 1.41887 | 190.00 | 13101.00 |
| 90 | 2009.08.14 14:52 | buy | 25 | 1.00 | 1.42713 | 0.00000 | 1.43713 | ||
| 91 | 2009.08.14 14:57 | modify | 25 | 1.00 | 1.42713 | 1.42721 | 1.43713 | ||
| 92 | 2009.08.14 14:59 | s/l | 25 | 1.00 | 1.42721 | 1.42721 | 1.43713 | 8.00 | 13109.00 |
| 93 | 2009.08.14 14:59 | buy | 26 | 1.00 | 1.42686 | 0.00000 | 1.43686 | ||
| 94 | 2009.08.14 15:02 | modify | 26 | 1.00 | 1.42686 | 1.42748 | 1.43686 | ||
| 95 | 2009.08.14 15:07 | modify | 26 | 1.00 | 1.42686 | 1.42762 | 1.43686 | ||
| 96 | 2009.08.14 15:10 | s/l | 26 | 1.00 | 1.42762 | 1.42762 | 1.43686 | 76.00 | 13185.00 |
| 97 | 2009.08.14 16:00 | sell | 27 | 1.00 | 1.42474 | 0.00000 | 1.41474 | ||
| 98 | 2009.08.14 16:03 | modify | 27 | 1.00 | 1.42474 | 1.42440 | 1.41474 | ||
| 99 | 2009.08.14 16:10 | modify | 27 | 1.00 | 1.42474 | 1.42378 | 1.41474 | ||
| 100 | 2009.08.14 16:16 | modify | 27 | 1.00 | 1.42474 | 1.42295 | 1.41474 | ||
| 101 | 2009.08.14 16:20 | s/l | 27 | 1.00 | 1.42295 | 1.42295 | 1.41474 | 179.00 | 13364.00 |
| 102 | 2009.08.14 16:20 | sell | 28 | 1.00 | 1.42287 | 0.00000 | 1.41287 | ||
| 103 | 2009.08.14 16:50 | modify | 28 | 1.00 | 1.42287 | 1.42258 | 1.41287 | ||
| 104 | 2009.08.14 16:52 | s/l | 28 | 1.00 | 1.42258 | 1.42258 | 1.41287 | 29.00 | 13393.00 |
| 105 | 2009.08.14 16:52 | sell | 29 | 1.00 | 1.42251 | 0.00000 | 1.41251 | ||
| 106 | 2009.08.14 17:26 | modify | 29 | 1.00 | 1.42251 | 1.42186 | 1.41251 | ||
| 107 | 2009.08.14 17:30 | modify | 29 | 1.00 | 1.42251 | 1.42176 | 1.41251 | ||
| 108 | 2009.08.14 17:32 | modify | 29 | 1.00 | 1.42251 | 1.42102 | 1.41251 | ||
| 109 | 2009.08.14 17:37 | modify | 29 | 1.00 | 1.42251 | 1.42087 | 1.41251 | ||
| 110 | 2009.08.14 17:40 | s/l | 29 | 1.00 | 1.42087 | 1.42087 | 1.41251 | 164.00 | 13557.00 |
| 111 | 2009.08.18 03:00 | buy | 30 | 1.00 | 1.41046 | 0.00000 | 1.42046 | ||
| 112 | 2009.08.18 03:40 | modify | 30 | 1.00 | 1.41046 | 1.41066 | 1.42046 | ||
| 113 | 2009.08.18 03:45 | modify | 30 | 1.00 | 1.41046 | 1.41143 | 1.42046 | ||
| 114 | 2009.08.18 03:50 | modify | 30 | 1.00 | 1.41046 | 1.41219 | 1.42046 | ||
| 115 | 2009.08.18 03:52 | s/l | 30 | 1.00 | 1.41219 | 1.41219 | 1.42046 | 173.00 | 13730.00 |
| 116 | 2009.08.18 03:52 | buy | 31 | 1.00 | 1.41217 | 0.00000 | 1.42217 | ||
| 117 | 2009.08.18 04:15 | modify | 31 | 1.00 | 1.41217 | 1.41227 | 1.42217 | ||
| 118 | 2009.08.18 04:20 | modify | 31 | 1.00 | 1.41217 | 1.41287 | 1.42217 | ||
| 119 | 2009.08.18 04:22 | s/l | 31 | 1.00 | 1.41287 | 1.41287 | 1.42217 | 70.00 | 13800.00 |
| 120 | 2009.08.18 15:00 | sell | 32 | 1.00 | 1.40798 | 0.00000 | 1.39798 | ||
| 121 | 2009.08.18 15:02 | modify | 32 | 1.00 | 1.40798 | 1.40751 | 1.39798 | ||
| 122 | 2009.08.18 15:07 | modify | 32 | 1.00 | 1.40798 | 1.40737 | 1.39798 | ||
| 123 | 2009.08.18 15:10 | s/l | 32 | 1.00 | 1.40737 | 1.40737 | 1.39798 | 61.00 | 13861.00 |
| 124 | 2009.08.18 15:10 | sell | 33 | 1.00 | 1.40756 | 0.00000 | 1.39756 | ||
| 125 | 2009.09.30 23:59 | close at stop | 33 | 1.00 | 1.46374 | 0.00000 | 1.39756 | -5661.00 | 8200.00 |