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 | TP=80; SL=20; Lots=0.1; shif=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -137.20 | Gross profit | 96.00 | Gross loss | -233.20 |
Profit factor | 0.41 | Expected payoff | -2.11 | ||
Absolute drawdown | 138.60 | Maximal drawdown | 138.60 (1.39%) | Relative drawdown | 1.39% (138.60) |
Total trades | 65 | Short positions (won %) | 27 (14.81%) | Long positions (won %) | 38 (21.05%) |
Profit trades (% of total) | 12 (18.46%) | Loss trades (% of total) | 53 (81.54%) | ||
Largest | profit trade | 8.00 | loss trade | -4.40 | |
Average | profit trade | 8.00 | loss trade | -4.40 | |
Maximum | consecutive wins (profit in money) | 3 (24.00) | consecutive losses (loss in money) | 10 (-44.00) | |
Maximal | consecutive profit (count of wins) | 24.00 (3) | consecutive loss (count of losses) | -44.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 13:00 | buy | 1 | 0.10 | 1.42940 | 1.42896 | 1.43020 | ||
2 | 2009.08.03 13:02 | s/l | 1 | 0.10 | 1.42896 | 1.42896 | 1.43020 | -4.40 | 9995.60 |
3 | 2009.08.04 12:00 | buy | 2 | 0.10 | 1.44064 | 1.44020 | 1.44144 | ||
4 | 2009.08.04 12:10 | s/l | 2 | 0.10 | 1.44020 | 1.44020 | 1.44144 | -4.40 | 9991.20 |
5 | 2009.08.04 19:00 | buy | 3 | 0.10 | 1.44316 | 1.44272 | 1.44396 | ||
6 | 2009.08.04 19:05 | s/l | 3 | 0.10 | 1.44272 | 1.44272 | 1.44396 | -4.40 | 9986.80 |
7 | 2009.08.05 02:00 | buy | 4 | 0.10 | 1.44171 | 1.44127 | 1.44251 | ||
8 | 2009.08.05 02:15 | s/l | 4 | 0.10 | 1.44127 | 1.44127 | 1.44251 | -4.40 | 9982.40 |
9 | 2009.08.05 17:00 | buy | 5 | 0.10 | 1.43873 | 1.43829 | 1.43953 | ||
10 | 2009.08.05 17:02 | s/l | 5 | 0.10 | 1.43829 | 1.43829 | 1.43953 | -4.40 | 9978.00 |
11 | 2009.08.06 05:00 | sell | 6 | 0.10 | 1.43945 | 1.43989 | 1.43865 | ||
12 | 2009.08.06 05:02 | s/l | 6 | 0.10 | 1.43989 | 1.43989 | 1.43865 | -4.40 | 9973.60 |
13 | 2009.08.07 12:00 | sell | 7 | 0.10 | 1.43612 | 1.43656 | 1.43532 | ||
14 | 2009.08.07 12:45 | s/l | 7 | 0.10 | 1.43656 | 1.43656 | 1.43532 | -4.40 | 9969.20 |
15 | 2009.08.07 15:00 | sell | 8 | 0.10 | 1.43227 | 1.43271 | 1.43147 | ||
16 | 2009.08.07 15:02 | s/l | 8 | 0.10 | 1.43271 | 1.43271 | 1.43147 | -4.40 | 9964.80 |
17 | 2009.08.10 12:00 | sell | 9 | 0.10 | 1.41935 | 1.41979 | 1.41855 | ||
18 | 2009.08.10 12:10 | s/l | 9 | 0.10 | 1.41979 | 1.41979 | 1.41855 | -4.40 | 9960.40 |
19 | 2009.08.11 08:00 | sell | 10 | 0.10 | 1.41349 | 1.41393 | 1.41269 | ||
20 | 2009.08.11 08:10 | s/l | 10 | 0.10 | 1.41393 | 1.41393 | 1.41269 | -4.40 | 9956.00 |
21 | 2009.08.11 16:00 | sell | 11 | 0.10 | 1.41270 | 1.41314 | 1.41190 | ||
22 | 2009.08.11 16:15 | t/p | 11 | 0.10 | 1.41190 | 1.41314 | 1.41190 | 8.00 | 9964.00 |
23 | 2009.08.12 06:00 | sell | 12 | 0.10 | 1.41439 | 1.41483 | 1.41359 | ||
24 | 2009.08.12 06:15 | s/l | 12 | 0.10 | 1.41483 | 1.41483 | 1.41359 | -4.40 | 9959.60 |
25 | 2009.08.12 15:00 | buy | 13 | 0.10 | 1.41562 | 1.41518 | 1.41642 | ||
26 | 2009.08.12 15:15 | t/p | 13 | 0.10 | 1.41642 | 1.41518 | 1.41642 | 8.00 | 9967.60 |
27 | 2009.08.13 04:00 | buy | 14 | 0.10 | 1.42214 | 1.42170 | 1.42294 | ||
28 | 2009.08.13 04:20 | t/p | 14 | 0.10 | 1.42294 | 1.42170 | 1.42294 | 8.00 | 9975.60 |
29 | 2009.08.14 03:00 | buy | 15 | 0.10 | 1.42940 | 1.42896 | 1.43020 | ||
30 | 2009.08.14 03:16 | t/p | 15 | 0.10 | 1.43020 | 1.42896 | 1.43020 | 8.00 | 9983.60 |
31 | 2009.08.14 14:00 | buy | 16 | 0.10 | 1.43011 | 1.42967 | 1.43091 | ||
32 | 2009.08.14 14:15 | s/l | 16 | 0.10 | 1.42967 | 1.42967 | 1.43091 | -4.40 | 9979.20 |
33 | 2009.08.14 17:00 | sell | 17 | 0.10 | 1.42350 | 1.42394 | 1.42270 | ||
34 | 2009.08.14 17:03 | s/l | 17 | 0.10 | 1.42394 | 1.42394 | 1.42270 | -4.40 | 9974.80 |
35 | 2009.08.18 15:00 | sell | 18 | 0.10 | 1.40798 | 1.40842 | 1.40718 | ||
36 | 2009.08.18 15:07 | t/p | 18 | 0.10 | 1.40718 | 1.40842 | 1.40718 | 8.00 | 9982.80 |
37 | 2009.08.18 21:00 | buy | 19 | 0.10 | 1.41402 | 1.41358 | 1.41482 | ||
38 | 2009.08.18 21:07 | s/l | 19 | 0.10 | 1.41358 | 1.41358 | 1.41482 | -4.40 | 9978.40 |
39 | 2009.08.19 08:00 | sell | 20 | 0.10 | 1.41170 | 1.41214 | 1.41090 | ||
40 | 2009.08.19 08:07 | s/l | 20 | 0.10 | 1.41214 | 1.41214 | 1.41090 | -4.40 | 9974.00 |
41 | 2009.08.19 17:00 | buy | 21 | 0.10 | 1.42182 | 1.42138 | 1.42262 | ||
42 | 2009.08.19 17:02 | s/l | 21 | 0.10 | 1.42138 | 1.42138 | 1.42262 | -4.40 | 9969.60 |
43 | 2009.08.20 12:00 | buy | 22 | 0.10 | 1.42336 | 1.42292 | 1.42416 | ||
44 | 2009.08.20 12:20 | s/l | 22 | 0.10 | 1.42292 | 1.42292 | 1.42416 | -4.40 | 9965.20 |
45 | 2009.08.20 14:00 | buy | 23 | 0.10 | 1.42387 | 1.42343 | 1.42467 | ||
46 | 2009.08.20 14:20 | s/l | 23 | 0.10 | 1.42343 | 1.42343 | 1.42467 | -4.40 | 9960.80 |
47 | 2009.08.21 11:00 | buy | 24 | 0.10 | 1.42989 | 1.42945 | 1.43069 | ||
48 | 2009.08.21 11:02 | s/l | 24 | 0.10 | 1.42945 | 1.42945 | 1.43069 | -4.40 | 9956.40 |
49 | 2009.08.24 16:00 | buy | 25 | 0.10 | 1.43361 | 1.43317 | 1.43441 | ||
50 | 2009.08.24 16:15 | s/l | 25 | 0.10 | 1.43317 | 1.43317 | 1.43441 | -4.40 | 9952.00 |
51 | 2009.08.24 21:00 | sell | 26 | 0.10 | 1.42879 | 1.42923 | 1.42799 | ||
52 | 2009.08.24 21:15 | s/l | 26 | 0.10 | 1.42923 | 1.42923 | 1.42799 | -4.40 | 9947.60 |
53 | 2009.08.25 09:00 | sell | 27 | 0.10 | 1.42635 | 1.42679 | 1.42555 | ||
54 | 2009.08.25 09:07 | t/p | 27 | 0.10 | 1.42555 | 1.42679 | 1.42555 | 8.00 | 9955.60 |
55 | 2009.08.25 14:00 | buy | 28 | 0.10 | 1.43355 | 1.43311 | 1.43435 | ||
56 | 2009.08.25 14:05 | s/l | 28 | 0.10 | 1.43311 | 1.43311 | 1.43435 | -4.40 | 9951.20 |
57 | 2009.08.25 23:00 | sell | 29 | 0.10 | 1.42960 | 1.43004 | 1.42880 | ||
58 | 2009.08.25 23:20 | s/l | 29 | 0.10 | 1.43004 | 1.43004 | 1.42880 | -4.40 | 9946.80 |
59 | 2009.08.26 08:00 | buy | 30 | 0.10 | 1.43180 | 1.43136 | 1.43260 | ||
60 | 2009.08.26 08:15 | s/l | 30 | 0.10 | 1.43136 | 1.43136 | 1.43260 | -4.40 | 9942.40 |
61 | 2009.08.26 15:00 | sell | 31 | 0.10 | 1.42778 | 1.42822 | 1.42698 | ||
62 | 2009.08.26 15:02 | s/l | 31 | 0.10 | 1.42822 | 1.42822 | 1.42698 | -4.40 | 9938.00 |
63 | 2009.08.27 04:00 | sell | 32 | 0.10 | 1.42366 | 1.42410 | 1.42286 | ||
64 | 2009.08.27 04:10 | s/l | 32 | 0.10 | 1.42410 | 1.42410 | 1.42286 | -4.40 | 9933.60 |
65 | 2009.08.27 17:00 | sell | 33 | 0.10 | 1.42248 | 1.42292 | 1.42168 | ||
66 | 2009.08.27 17:03 | s/l | 33 | 0.10 | 1.42292 | 1.42292 | 1.42168 | -4.40 | 9929.20 |
67 | 2009.08.27 18:00 | buy | 34 | 0.10 | 1.42738 | 1.42694 | 1.42818 | ||
68 | 2009.08.27 18:02 | s/l | 34 | 0.10 | 1.42694 | 1.42694 | 1.42818 | -4.40 | 9924.80 |
69 | 2009.08.27 21:00 | buy | 35 | 0.10 | 1.43726 | 1.43682 | 1.43806 | ||
70 | 2009.08.27 21:10 | s/l | 35 | 0.10 | 1.43682 | 1.43682 | 1.43806 | -4.40 | 9920.40 |
71 | 2009.08.28 15:00 | buy | 36 | 0.10 | 1.43561 | 1.43517 | 1.43641 | ||
72 | 2009.08.28 15:10 | t/p | 36 | 0.10 | 1.43641 | 1.43517 | 1.43641 | 8.00 | 9928.40 |
73 | 2009.08.28 21:00 | sell | 37 | 0.10 | 1.42862 | 1.42906 | 1.42782 | ||
74 | 2009.08.28 21:10 | s/l | 37 | 0.10 | 1.42906 | 1.42906 | 1.42782 | -4.40 | 9924.00 |
75 | 2009.09.01 06:00 | buy | 38 | 0.10 | 1.43565 | 1.43521 | 1.43645 | ||
76 | 2009.09.01 06:02 | s/l | 38 | 0.10 | 1.43521 | 1.43521 | 1.43645 | -4.40 | 9919.60 |
77 | 2009.09.01 13:00 | sell | 39 | 0.10 | 1.42873 | 1.42917 | 1.42793 | ||
78 | 2009.09.01 13:10 | s/l | 39 | 0.10 | 1.42917 | 1.42917 | 1.42793 | -4.40 | 9915.20 |
79 | 2009.09.02 16:00 | sell | 40 | 0.10 | 1.42108 | 1.42152 | 1.42028 | ||
80 | 2009.09.02 16:02 | s/l | 40 | 0.10 | 1.42152 | 1.42152 | 1.42028 | -4.40 | 9910.80 |
81 | 2009.09.03 08:00 | buy | 41 | 0.10 | 1.42745 | 1.42701 | 1.42825 | ||
82 | 2009.09.03 08:10 | t/p | 41 | 0.10 | 1.42825 | 1.42701 | 1.42825 | 8.00 | 9918.80 |
83 | 2009.09.04 09:00 | buy | 42 | 0.10 | 1.42896 | 1.42852 | 1.42976 | ||
84 | 2009.09.04 09:10 | s/l | 42 | 0.10 | 1.42852 | 1.42852 | 1.42976 | -4.40 | 9914.40 |
85 | 2009.09.04 15:00 | sell | 43 | 0.10 | 1.42181 | 1.42225 | 1.42101 | ||
86 | 2009.09.04 15:07 | s/l | 43 | 0.10 | 1.42225 | 1.42225 | 1.42101 | -4.40 | 9910.00 |
87 | 2009.09.04 20:00 | buy | 44 | 0.10 | 1.43126 | 1.43082 | 1.43206 | ||
88 | 2009.09.04 20:45 | s/l | 44 | 0.10 | 1.43082 | 1.43082 | 1.43206 | -4.40 | 9905.60 |
89 | 2009.09.08 01:00 | buy | 45 | 0.10 | 1.43374 | 1.43330 | 1.43454 | ||
90 | 2009.09.08 01:07 | s/l | 45 | 0.10 | 1.43330 | 1.43330 | 1.43454 | -4.40 | 9901.20 |
91 | 2009.09.09 05:00 | buy | 46 | 0.10 | 1.44956 | 1.44912 | 1.45036 | ||
92 | 2009.09.09 05:20 | s/l | 46 | 0.10 | 1.44912 | 1.44912 | 1.45036 | -4.40 | 9896.80 |
93 | 2009.09.09 14:00 | buy | 47 | 0.10 | 1.45240 | 1.45196 | 1.45320 | ||
94 | 2009.09.09 14:02 | s/l | 47 | 0.10 | 1.45196 | 1.45196 | 1.45320 | -4.40 | 9892.40 |
95 | 2009.09.10 06:00 | buy | 48 | 0.10 | 1.45768 | 1.45724 | 1.45848 | ||
96 | 2009.09.10 06:02 | s/l | 48 | 0.10 | 1.45724 | 1.45724 | 1.45848 | -4.40 | 9888.00 |
97 | 2009.09.10 19:00 | buy | 49 | 0.10 | 1.45935 | 1.45891 | 1.46015 | ||
98 | 2009.09.10 19:02 | t/p | 49 | 0.10 | 1.46015 | 1.45891 | 1.46015 | 8.00 | 9896.00 |
99 | 2009.09.11 06:00 | buy | 50 | 0.10 | 1.46060 | 1.46016 | 1.46140 | ||
100 | 2009.09.11 06:02 | s/l | 50 | 0.10 | 1.46016 | 1.46016 | 1.46140 | -4.40 | 9891.60 |
101 | 2009.09.11 17:00 | buy | 51 | 0.10 | 1.46150 | 1.46106 | 1.46230 | ||
102 | 2009.09.11 17:10 | s/l | 51 | 0.10 | 1.46106 | 1.46106 | 1.46230 | -4.40 | 9887.20 |
103 | 2009.09.15 20:00 | buy | 52 | 0.10 | 1.46821 | 1.46777 | 1.46901 | ||
104 | 2009.09.15 20:10 | s/l | 52 | 0.10 | 1.46777 | 1.46777 | 1.46901 | -4.40 | 9882.80 |
105 | 2009.09.16 20:00 | buy | 53 | 0.10 | 1.47203 | 1.47159 | 1.47283 | ||
106 | 2009.09.16 20:02 | s/l | 53 | 0.10 | 1.47159 | 1.47159 | 1.47283 | -4.40 | 9878.40 |
107 | 2009.09.17 20:00 | buy | 54 | 0.10 | 1.47259 | 1.47215 | 1.47339 | ||
108 | 2009.09.17 20:07 | s/l | 54 | 0.10 | 1.47215 | 1.47215 | 1.47339 | -4.40 | 9874.00 |
109 | 2009.09.18 04:00 | sell | 55 | 0.10 | 1.46982 | 1.47026 | 1.46902 | ||
110 | 2009.09.18 04:10 | s/l | 55 | 0.10 | 1.47026 | 1.47026 | 1.46902 | -4.40 | 9869.60 |
111 | 2009.09.21 01:00 | sell | 56 | 0.10 | 1.46999 | 1.47043 | 1.46919 | ||
112 | 2009.09.21 01:10 | s/l | 56 | 0.10 | 1.47043 | 1.47043 | 1.46919 | -4.40 | 9865.20 |
113 | 2009.09.23 00:00 | buy | 57 | 0.10 | 1.47908 | 1.47864 | 1.47988 | ||
114 | 2009.09.23 01:05 | t/p | 57 | 0.10 | 1.47988 | 1.47864 | 1.47988 | 8.00 | 9873.20 |
115 | 2009.09.24 09:00 | buy | 58 | 0.10 | 1.47653 | 1.47609 | 1.47733 | ||
116 | 2009.09.24 09:15 | s/l | 58 | 0.10 | 1.47609 | 1.47609 | 1.47733 | -4.40 | 9868.80 |
117 | 2009.09.24 18:00 | sell | 59 | 0.10 | 1.46948 | 1.46992 | 1.46868 | ||
118 | 2009.09.24 18:02 | s/l | 59 | 0.10 | 1.46992 | 1.46992 | 1.46868 | -4.40 | 9864.40 |
119 | 2009.09.25 16:00 | sell | 60 | 0.10 | 1.46785 | 1.46829 | 1.46705 | ||
120 | 2009.09.25 16:07 | t/p | 60 | 0.10 | 1.46705 | 1.46829 | 1.46705 | 8.00 | 9872.40 |
121 | 2009.09.28 01:00 | buy | 61 | 0.10 | 1.47054 | 1.47010 | 1.47134 | ||
122 | 2009.09.28 01:02 | t/p | 61 | 0.10 | 1.47134 | 1.47010 | 1.47134 | 8.00 | 9880.40 |
123 | 2009.09.28 04:00 | sell | 62 | 0.10 | 1.45852 | 1.45896 | 1.45772 | ||
124 | 2009.09.28 04:10 | s/l | 62 | 0.10 | 1.45896 | 1.45896 | 1.45772 | -4.40 | 9876.00 |
125 | 2009.09.28 21:00 | sell | 63 | 0.10 | 1.45907 | 1.45951 | 1.45827 | ||
126 | 2009.09.28 21:05 | s/l | 63 | 0.10 | 1.45951 | 1.45951 | 1.45827 | -4.40 | 9871.60 |
127 | 2009.09.29 11:00 | sell | 64 | 0.10 | 1.45902 | 1.45946 | 1.45822 | ||
128 | 2009.09.29 11:02 | s/l | 64 | 0.10 | 1.45946 | 1.45946 | 1.45822 | -4.40 | 9867.20 |
129 | 2009.09.30 21:00 | buy | 65 | 0.10 | 1.46472 | 1.46428 | 1.46552 | ||
130 | 2009.09.30 21:05 | s/l | 65 | 0.10 | 1.46428 | 1.46428 | 1.46552 | -4.40 | 9862.80 |