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=0.1; TrailingStop=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -205.10 | Gross profit | 638.75 | Gross loss | -843.85 |
Profit factor | 0.76 | Expected payoff | -5.86 | ||
Absolute drawdown | 301.87 | Maximal drawdown | 392.31 (3.89%) | Relative drawdown | 3.89% (392.31) |
Total trades | 35 | Short positions (won %) | 15 (6.67%) | Long positions (won %) | 20 (30.00%) |
Profit trades (% of total) | 7 (20.00%) | Loss trades (% of total) | 28 (80.00%) | ||
Largest | profit trade | 164.25 | loss trade | -56.82 | |
Average | profit trade | 91.25 | loss trade | -30.14 | |
Maximum | consecutive wins (profit in money) | 1 (164.25) | consecutive losses (loss in money) | 9 (-225.25) | |
Maximal | consecutive profit (count of wins) | 164.25 (1) | consecutive loss (count of losses) | -225.25 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy limit | 1 | 0.10 | 1.41144 | 1.40636 | 1.42788 | ||
2 | 2009.08.04 00:00 | buy limit | 2 | 0.10 | 1.42621 | 1.42060 | 1.44436 | ||
3 | 2009.08.05 00:00 | sell limit | 3 | 0.10 | 1.44156 | 1.44308 | 1.43666 | ||
4 | 2009.08.05 01:16 | sell | 3 | 0.10 | 1.44156 | 1.44308 | 1.43666 | ||
5 | 2009.08.05 13:32 | s/l | 3 | 0.10 | 1.44308 | 1.44308 | 1.43666 | -15.20 | 9984.80 |
6 | 2009.08.06 00:00 | buy limit | 4 | 0.10 | 1.43765 | 1.43548 | 1.44467 | ||
7 | 2009.08.06 12:20 | buy | 4 | 0.10 | 1.43765 | 1.43548 | 1.44467 | ||
8 | 2009.08.06 15:50 | s/l | 4 | 0.10 | 1.43548 | 1.43548 | 1.44467 | -21.70 | 9963.10 |
9 | 2009.08.07 00:00 | sell limit | 5 | 0.10 | 1.44066 | 1.44307 | 1.43287 | ||
10 | 2009.08.07 16:15 | buy | 2 | 0.10 | 1.42621 | 1.42060 | 1.44436 | ||
11 | 2009.08.07 16:50 | s/l | 2 | 0.10 | 1.42060 | 1.42060 | 1.44436 | -56.10 | 9907.00 |
12 | 2009.08.10 00:00 | sell limit | 6 | 0.10 | 1.43339 | 1.43897 | 1.41534 | ||
13 | 2009.08.10 19:20 | buy | 1 | 0.10 | 1.41144 | 1.40636 | 1.42788 | ||
14 | 2009.08.11 00:00 | sell limit | 7 | 0.10 | 1.41913 | 1.42183 | 1.41038 | ||
15 | 2009.08.12 00:00 | buy limit | 8 | 0.10 | 1.41274 | 1.41097 | 1.41848 | ||
16 | 2009.08.12 08:20 | buy | 8 | 0.10 | 1.41274 | 1.41097 | 1.41848 | ||
17 | 2009.08.12 09:15 | s/l | 8 | 0.10 | 1.41097 | 1.41097 | 1.41848 | -17.70 | 9889.30 |
18 | 2009.08.12 15:46 | sell | 7 | 0.10 | 1.41913 | 1.42183 | 1.41038 | ||
19 | 2009.08.12 17:40 | s/l | 7 | 0.10 | 1.42183 | 1.42183 | 1.41038 | -27.00 | 9862.30 |
20 | 2009.08.13 00:00 | buy limit | 9 | 0.10 | 1.41237 | 1.40857 | 1.42466 | ||
21 | 2009.08.13 11:20 | t/p | 1 | 0.10 | 1.42788 | 1.40636 | 1.42788 | 164.25 | 10026.55 |
22 | 2009.08.14 00:00 | buy limit | 10 | 0.10 | 1.42301 | 1.42002 | 1.43268 | ||
23 | 2009.08.14 16:16 | buy | 10 | 0.10 | 1.42301 | 1.42002 | 1.43268 | ||
24 | 2009.08.14 19:16 | s/l | 10 | 0.10 | 1.42002 | 1.42002 | 1.43268 | -29.90 | 9996.65 |
25 | 2009.08.17 00:00 | sell limit | 11 | 0.10 | 1.42712 | 1.43057 | 1.41597 | ||
26 | 2009.08.17 09:20 | buy | 9 | 0.10 | 1.41237 | 1.40857 | 1.42466 | ||
27 | 2009.08.17 12:15 | s/l | 9 | 0.10 | 1.40857 | 1.40857 | 1.42466 | -38.00 | 9958.65 |
28 | 2009.08.18 00:00 | sell limit | 12 | 0.10 | 1.41591 | 1.41944 | 1.40448 | ||
29 | 2009.08.19 00:00 | buy limit | 13 | 0.10 | 1.40863 | 1.40660 | 1.41521 | ||
30 | 2009.08.19 01:45 | sell | 12 | 0.10 | 1.41591 | 1.41944 | 1.40448 | ||
31 | 2009.08.19 10:07 | buy | 13 | 0.10 | 1.40863 | 1.40660 | 1.41521 | ||
32 | 2009.08.19 16:05 | t/p | 13 | 0.10 | 1.41521 | 1.40660 | 1.41521 | 65.80 | 10024.45 |
33 | 2009.08.19 16:25 | s/l | 12 | 0.10 | 1.41944 | 1.41944 | 1.40448 | -35.30 | 9989.15 |
34 | 2009.08.20 00:00 | buy limit | 14 | 0.10 | 1.41269 | 1.40838 | 1.42663 | ||
35 | 2009.08.20 21:20 | sell | 11 | 0.10 | 1.42712 | 1.43057 | 1.41597 | ||
36 | 2009.08.21 00:00 | buy limit | 15 | 0.10 | 1.42174 | 1.41998 | 1.42745 | ||
37 | 2009.08.21 06:20 | buy | 15 | 0.10 | 1.42174 | 1.41998 | 1.42745 | ||
38 | 2009.08.21 09:40 | t/p | 15 | 0.10 | 1.42745 | 1.41998 | 1.42745 | 57.10 | 10046.25 |
39 | 2009.08.21 10:50 | s/l | 11 | 0.10 | 1.43057 | 1.43057 | 1.41597 | -34.67 | 10011.58 |
40 | 2009.08.21 12:20 | sell | 6 | 0.10 | 1.43339 | 1.43897 | 1.41534 | ||
41 | 2009.08.24 00:00 | buy limit | 16 | 0.10 | 1.42472 | 1.42077 | 1.43752 | ||
42 | 2009.08.25 00:00 | sell limit | 17 | 0.10 | 1.43401 | 1.43587 | 1.42800 | ||
43 | 2009.08.25 14:50 | sell | 17 | 0.10 | 1.43401 | 1.43587 | 1.42800 | ||
44 | 2009.08.25 15:20 | s/l | 17 | 0.10 | 1.43587 | 1.43587 | 1.42800 | -18.60 | 9992.98 |
45 | 2009.08.26 00:00 | buy limit | 18 | 0.10 | 1.42779 | 1.42523 | 1.43608 | ||
46 | 2009.08.26 13:20 | buy | 18 | 0.10 | 1.42779 | 1.42523 | 1.43608 | ||
47 | 2009.08.26 15:20 | s/l | 18 | 0.10 | 1.42523 | 1.42523 | 1.43608 | -25.60 | 9967.38 |
48 | 2009.08.26 15:33 | buy | 16 | 0.10 | 1.42472 | 1.42077 | 1.43752 | ||
49 | 2009.08.26 17:20 | s/l | 16 | 0.10 | 1.42077 | 1.42077 | 1.43752 | -39.50 | 9927.88 |
50 | 2009.08.27 00:00 | sell limit | 19 | 0.10 | 1.43155 | 1.43494 | 1.42059 | ||
51 | 2009.08.27 20:10 | sell | 19 | 0.10 | 1.43155 | 1.43494 | 1.42059 | ||
52 | 2009.08.27 20:15 | s/l | 19 | 0.10 | 1.43494 | 1.43494 | 1.42059 | -33.90 | 9893.98 |
53 | 2009.08.27 20:20 | s/l | 6 | 0.10 | 1.43897 | 1.43897 | 1.41534 | -56.82 | 9837.16 |
54 | 2009.08.28 00:00 | buy limit | 20 | 0.10 | 1.42629 | 1.42188 | 1.44057 | ||
55 | 2009.08.31 00:00 | sell limit | 21 | 0.10 | 1.43624 | 1.43877 | 1.42807 | ||
56 | 2009.08.31 08:20 | buy | 20 | 0.10 | 1.42629 | 1.42188 | 1.44057 | ||
57 | 2009.08.31 16:50 | sell | 21 | 0.10 | 1.43624 | 1.43877 | 1.42807 | ||
58 | 2009.09.01 00:00 | buy limit | 22 | 0.10 | 1.42819 | 1.42557 | 1.43668 | ||
59 | 2009.09.01 17:15 | t/p | 21 | 0.10 | 1.42807 | 1.43877 | 1.42807 | 81.53 | 9918.69 |
60 | 2009.09.01 17:15 | buy | 22 | 0.10 | 1.42819 | 1.42557 | 1.43668 | ||
61 | 2009.09.01 17:20 | s/l | 22 | 0.10 | 1.42557 | 1.42557 | 1.43668 | -26.20 | 9892.49 |
62 | 2009.09.01 18:20 | s/l | 20 | 0.10 | 1.42188 | 1.42188 | 1.44057 | -44.13 | 9848.36 |
63 | 2009.09.02 00:00 | sell limit | 23 | 0.10 | 1.43299 | 1.43771 | 1.41770 | ||
64 | 2009.09.03 00:00 | buy limit | 24 | 0.10 | 1.42134 | 1.41885 | 1.42941 | ||
65 | 2009.09.03 13:40 | sell | 23 | 0.10 | 1.43299 | 1.43771 | 1.41770 | ||
66 | 2009.09.04 00:00 | sell limit | 25 | 0.10 | 1.43209 | 1.43472 | 1.42357 | ||
67 | 2009.09.04 15:10 | buy | 24 | 0.10 | 1.42134 | 1.41885 | 1.42941 | ||
68 | 2009.09.04 18:10 | t/p | 24 | 0.10 | 1.42941 | 1.41885 | 1.42941 | 80.70 | 9929.06 |
69 | 2009.09.04 18:20 | sell | 25 | 0.10 | 1.43209 | 1.43472 | 1.42357 | ||
70 | 2009.09.07 00:00 | buy limit | 26 | 0.10 | 1.42227 | 1.41906 | 1.43266 | ||
71 | 2009.09.07 09:10 | s/l | 25 | 0.10 | 1.43472 | 1.43472 | 1.42357 | -26.47 | 9902.59 |
72 | 2009.09.08 00:00 | buy limit | 27 | 0.10 | 1.43151 | 1.43013 | 1.43599 | ||
73 | 2009.09.08 08:20 | s/l | 23 | 0.10 | 1.43771 | 1.43771 | 1.41770 | -47.71 | 9854.88 |
74 | 2009.09.08 09:45 | sell | 5 | 0.10 | 1.44066 | 1.44307 | 1.43287 | ||
75 | 2009.09.08 10:15 | s/l | 5 | 0.10 | 1.44307 | 1.44307 | 1.43287 | -24.10 | 9830.78 |
76 | 2009.09.09 00:00 | buy limit | 28 | 0.10 | 1.43764 | 1.43276 | 1.45344 | ||
77 | 2009.09.10 00:00 | buy limit | 29 | 0.10 | 1.44974 | 1.44660 | 1.45991 | ||
78 | 2009.09.11 00:00 | buy limit | 30 | 0.10 | 1.45280 | 1.45018 | 1.46127 | ||
79 | 2009.09.14 00:00 | sell limit | 31 | 0.10 | 1.46143 | 1.46333 | 1.45527 | ||
80 | 2009.09.14 03:32 | buy | 30 | 0.10 | 1.45280 | 1.45018 | 1.46127 | ||
81 | 2009.09.14 15:45 | t/p | 30 | 0.10 | 1.46127 | 1.45018 | 1.46127 | 84.70 | 9915.48 |
82 | 2009.09.14 15:45 | sell | 31 | 0.10 | 1.46143 | 1.46333 | 1.45527 | ||
83 | 2009.09.14 16:07 | s/l | 31 | 0.10 | 1.46333 | 1.46333 | 1.45527 | -19.00 | 9896.48 |
84 | 2009.09.15 00:00 | buy limit | 32 | 0.10 | 1.45471 | 1.45148 | 1.46518 | ||
85 | 2009.09.16 00:00 | buy limit | 33 | 0.10 | 1.45900 | 1.45606 | 1.46853 | ||
86 | 2009.09.17 00:00 | buy limit | 34 | 0.10 | 1.46632 | 1.46407 | 1.47362 | ||
87 | 2009.09.18 00:00 | buy limit | 35 | 0.10 | 1.47063 | 1.46877 | 1.47667 | ||
88 | 2009.09.18 03:50 | buy | 35 | 0.10 | 1.47063 | 1.46877 | 1.47667 | ||
89 | 2009.09.18 08:50 | s/l | 35 | 0.10 | 1.46877 | 1.46877 | 1.47667 | -18.60 | 9877.88 |
90 | 2009.09.18 09:50 | buy | 34 | 0.10 | 1.46632 | 1.46407 | 1.47362 | ||
91 | 2009.09.21 00:00 | sell limit | 36 | 0.10 | 1.47208 | 1.47438 | 1.46463 | ||
92 | 2009.09.21 08:32 | s/l | 34 | 0.10 | 1.46407 | 1.46407 | 1.47362 | -22.53 | 9855.35 |
93 | 2009.09.22 00:00 | sell limit | 37 | 0.10 | 1.46888 | 1.47129 | 1.46107 | ||
94 | 2009.09.22 01:20 | sell | 37 | 0.10 | 1.46888 | 1.47129 | 1.46107 | ||
95 | 2009.09.22 03:15 | s/l | 37 | 0.10 | 1.47129 | 1.47129 | 1.46107 | -24.10 | 9831.25 |
96 | 2009.09.22 04:50 | sell | 36 | 0.10 | 1.47208 | 1.47438 | 1.46463 | ||
97 | 2009.09.22 08:50 | s/l | 36 | 0.10 | 1.47438 | 1.47438 | 1.46463 | -23.00 | 9808.25 |
98 | 2009.09.23 00:00 | buy limit | 38 | 0.10 | 1.47092 | 1.46747 | 1.48207 | ||
99 | 2009.09.23 23:50 | buy | 38 | 0.10 | 1.47092 | 1.46747 | 1.48207 | ||
100 | 2009.09.24 00:00 | sell limit | 39 | 0.10 | 1.48067 | 1.48428 | 1.46900 | ||
101 | 2009.09.24 19:20 | s/l | 38 | 0.10 | 1.46747 | 1.46747 | 1.48207 | -34.59 | 9773.66 |
102 | 2009.09.25 00:00 | sell limit | 40 | 0.10 | 1.47605 | 1.48015 | 1.46278 | ||
103 | 2009.09.28 00:00 | buy limit | 41 | 0.10 | 1.46398 | 1.46138 | 1.47239 | ||
104 | 2009.09.28 02:50 | buy | 41 | 0.10 | 1.46398 | 1.46138 | 1.47239 | ||
105 | 2009.09.28 03:40 | s/l | 41 | 0.10 | 1.46138 | 1.46138 | 1.47239 | -26.00 | 9747.66 |
106 | 2009.09.28 03:50 | buy | 33 | 0.10 | 1.45900 | 1.45606 | 1.46853 | ||
107 | 2009.09.29 00:00 | sell limit | 42 | 0.10 | 1.46829 | 1.47197 | 1.45636 | ||
108 | 2009.09.29 10:20 | s/l | 33 | 0.10 | 1.45606 | 1.45606 | 1.46853 | -29.43 | 9718.23 |
109 | 2009.09.29 12:50 | buy | 32 | 0.10 | 1.45471 | 1.45148 | 1.46518 | ||
110 | 2009.09.30 00:00 | sell limit | 43 | 0.10 | 1.46177 | 1.46457 | 1.45270 | ||
111 | 2009.09.30 03:33 | sell | 43 | 0.10 | 1.46177 | 1.46457 | 1.45270 | ||
112 | 2009.09.30 08:07 | s/l | 43 | 0.10 | 1.46457 | 1.46457 | 1.45270 | -28.00 | 9690.23 |
113 | 2009.09.30 11:15 | t/p | 32 | 0.10 | 1.46518 | 1.45148 | 1.46518 | 104.67 | 9794.90 |