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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -180.00 | Gross profit | 270.00 | Gross loss | -450.00 |
Profit factor | 0.60 | Expected payoff | -4.62 | ||
Absolute drawdown | 225.00 | Maximal drawdown | 225.00 (2.25%) | Relative drawdown | 2.25% (225.00) |
Total trades | 39 | Short positions (won %) | 17 (17.65%) | Long positions (won %) | 22 (27.27%) |
Profit trades (% of total) | 9 (23.08%) | Loss trades (% of total) | 30 (76.92%) | ||
Largest | profit trade | 30.00 | loss trade | -15.00 | |
Average | profit trade | 30.00 | loss trade | -15.00 | |
Maximum | consecutive wins (profit in money) | 2 (60.00) | consecutive losses (loss in money) | 11 (-165.00) | |
Maximal | consecutive profit (count of wins) | 60.00 (2) | consecutive loss (count of losses) | -165.00 (11) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 01:00 | sell | 1 | 0.30 | 1.43959 | 0.00000 | 0.00000 | ||
2 | 2009.08.05 01:00 | modify | 1 | 0.30 | 1.43959 | 1.44009 | 1.43859 | ||
3 | 2009.08.05 01:03 | s/l | 1 | 0.30 | 1.44009 | 1.44009 | 1.43859 | -15.00 | 9985.00 |
4 | 2009.08.05 03:00 | buy | 2 | 0.30 | 1.44160 | 0.00000 | 0.00000 | ||
5 | 2009.08.05 03:00 | modify | 2 | 0.30 | 1.44160 | 1.44110 | 1.44260 | ||
6 | 2009.08.05 03:15 | s/l | 2 | 0.30 | 1.44110 | 1.44110 | 1.44260 | -15.00 | 9970.00 |
7 | 2009.08.05 11:00 | sell | 3 | 0.30 | 1.43905 | 0.00000 | 0.00000 | ||
8 | 2009.08.05 11:00 | modify | 3 | 0.30 | 1.43905 | 1.43955 | 1.43805 | ||
9 | 2009.08.05 11:15 | s/l | 3 | 0.30 | 1.43955 | 1.43955 | 1.43805 | -15.00 | 9955.00 |
10 | 2009.08.05 14:00 | buy | 4 | 0.30 | 1.44172 | 0.00000 | 0.00000 | ||
11 | 2009.08.05 14:00 | modify | 4 | 0.30 | 1.44172 | 1.44122 | 1.44272 | ||
12 | 2009.08.05 14:10 | s/l | 4 | 0.30 | 1.44122 | 1.44122 | 1.44272 | -15.00 | 9940.00 |
13 | 2009.08.06 04:00 | buy | 5 | 0.30 | 1.44184 | 0.00000 | 0.00000 | ||
14 | 2009.08.06 04:00 | modify | 5 | 0.30 | 1.44184 | 1.44134 | 1.44284 | ||
15 | 2009.08.06 04:20 | s/l | 5 | 0.30 | 1.44134 | 1.44134 | 1.44284 | -15.00 | 9925.00 |
16 | 2009.08.06 05:00 | sell | 6 | 0.30 | 1.43945 | 0.00000 | 0.00000 | ||
17 | 2009.08.06 05:00 | modify | 6 | 0.30 | 1.43945 | 1.43995 | 1.43845 | ||
18 | 2009.08.06 05:07 | s/l | 6 | 0.30 | 1.43995 | 1.43995 | 1.43845 | -15.00 | 9910.00 |
19 | 2009.08.06 09:00 | sell | 7 | 0.30 | 1.43932 | 0.00000 | 0.00000 | ||
20 | 2009.08.06 09:00 | modify | 7 | 0.30 | 1.43932 | 1.43982 | 1.43832 | ||
21 | 2009.08.06 09:15 | s/l | 7 | 0.30 | 1.43982 | 1.43982 | 1.43832 | -15.00 | 9895.00 |
22 | 2009.08.10 15:00 | sell | 8 | 0.30 | 1.41761 | 0.00000 | 0.00000 | ||
23 | 2009.08.10 15:00 | modify | 8 | 0.30 | 1.41761 | 1.41811 | 1.41661 | ||
24 | 2009.08.10 15:02 | s/l | 8 | 0.30 | 1.41811 | 1.41811 | 1.41661 | -15.00 | 9880.00 |
25 | 2009.08.11 10:00 | buy | 9 | 0.30 | 1.41675 | 0.00000 | 0.00000 | ||
26 | 2009.08.11 10:00 | modify | 9 | 0.30 | 1.41675 | 1.41625 | 1.41775 | ||
27 | 2009.08.11 10:20 | s/l | 9 | 0.30 | 1.41625 | 1.41625 | 1.41775 | -15.00 | 9865.00 |
28 | 2009.08.12 05:00 | sell | 10 | 0.30 | 1.41432 | 0.00000 | 0.00000 | ||
29 | 2009.08.12 05:00 | modify | 10 | 0.30 | 1.41432 | 1.41482 | 1.41332 | ||
30 | 2009.08.12 06:15 | s/l | 10 | 0.30 | 1.41482 | 1.41482 | 1.41332 | -15.00 | 9850.00 |
31 | 2009.08.12 09:00 | sell | 11 | 0.30 | 1.41172 | 0.00000 | 0.00000 | ||
32 | 2009.08.12 09:00 | modify | 11 | 0.30 | 1.41172 | 1.41222 | 1.41072 | ||
33 | 2009.08.12 09:02 | s/l | 11 | 0.30 | 1.41222 | 1.41222 | 1.41072 | -15.00 | 9835.00 |
34 | 2009.08.12 15:00 | buy | 12 | 0.30 | 1.41547 | 0.00000 | 0.00000 | ||
35 | 2009.08.12 15:00 | modify | 12 | 0.30 | 1.41547 | 1.41497 | 1.41647 | ||
36 | 2009.08.12 15:15 | t/p | 12 | 0.30 | 1.41647 | 1.41497 | 1.41647 | 30.00 | 9865.00 |
37 | 2009.08.13 02:00 | buy | 13 | 0.30 | 1.42166 | 0.00000 | 0.00000 | ||
38 | 2009.08.13 02:00 | modify | 13 | 0.30 | 1.42166 | 1.42116 | 1.42266 | ||
39 | 2009.08.13 02:02 | s/l | 13 | 0.30 | 1.42116 | 1.42116 | 1.42266 | -15.00 | 9850.00 |
40 | 2009.08.14 03:00 | buy | 14 | 0.30 | 1.42925 | 0.00000 | 0.00000 | ||
41 | 2009.08.14 03:00 | modify | 14 | 0.30 | 1.42925 | 1.42875 | 1.43025 | ||
42 | 2009.08.14 03:16 | t/p | 14 | 0.30 | 1.43025 | 1.42875 | 1.43025 | 30.00 | 9880.00 |
43 | 2009.08.14 20:00 | sell | 15 | 0.30 | 1.41928 | 0.00000 | 0.00000 | ||
44 | 2009.08.14 20:00 | modify | 15 | 0.30 | 1.41928 | 1.41978 | 1.41828 | ||
45 | 2009.08.14 20:26 | t/p | 15 | 0.30 | 1.41828 | 1.41978 | 1.41828 | 30.00 | 9910.00 |
46 | 2009.08.18 21:00 | buy | 16 | 0.30 | 1.41387 | 0.00000 | 0.00000 | ||
47 | 2009.08.18 21:00 | modify | 16 | 0.30 | 1.41387 | 1.41337 | 1.41487 | ||
48 | 2009.08.18 21:40 | s/l | 16 | 0.30 | 1.41337 | 1.41337 | 1.41487 | -15.00 | 9895.00 |
49 | 2009.08.19 16:00 | buy | 17 | 0.30 | 1.41494 | 0.00000 | 0.00000 | ||
50 | 2009.08.19 16:00 | modify | 17 | 0.30 | 1.41494 | 1.41444 | 1.41594 | ||
51 | 2009.08.19 16:05 | t/p | 17 | 0.30 | 1.41594 | 1.41444 | 1.41594 | 30.00 | 9925.00 |
52 | 2009.08.20 21:00 | buy | 18 | 0.30 | 1.42546 | 0.00000 | 0.00000 | ||
53 | 2009.08.20 21:00 | modify | 18 | 0.30 | 1.42546 | 1.42496 | 1.42646 | ||
54 | 2009.08.20 21:15 | t/p | 18 | 0.30 | 1.42646 | 1.42496 | 1.42646 | 30.00 | 9955.00 |
55 | 2009.08.21 06:00 | sell | 19 | 0.30 | 1.42239 | 0.00000 | 0.00000 | ||
56 | 2009.08.21 06:00 | modify | 19 | 0.30 | 1.42239 | 1.42289 | 1.42139 | ||
57 | 2009.08.21 06:02 | s/l | 19 | 0.30 | 1.42289 | 1.42289 | 1.42139 | -15.00 | 9940.00 |
58 | 2009.08.21 13:00 | buy | 20 | 0.30 | 1.43270 | 0.00000 | 0.00000 | ||
59 | 2009.08.21 13:00 | modify | 20 | 0.30 | 1.43270 | 1.43220 | 1.43370 | ||
60 | 2009.08.21 13:02 | s/l | 20 | 0.30 | 1.43220 | 1.43220 | 1.43370 | -15.00 | 9925.00 |
61 | 2009.08.24 21:00 | sell | 21 | 0.30 | 1.42879 | 0.00000 | 0.00000 | ||
62 | 2009.08.24 21:00 | modify | 21 | 0.30 | 1.42879 | 1.42929 | 1.42779 | ||
63 | 2009.08.24 21:15 | s/l | 21 | 0.30 | 1.42929 | 1.42929 | 1.42779 | -15.00 | 9910.00 |
64 | 2009.08.25 15:00 | buy | 22 | 0.30 | 1.43411 | 0.00000 | 0.00000 | ||
65 | 2009.08.25 15:00 | modify | 22 | 0.30 | 1.43411 | 1.43361 | 1.43511 | ||
66 | 2009.08.25 15:02 | s/l | 22 | 0.30 | 1.43361 | 1.43361 | 1.43511 | -15.00 | 9895.00 |
67 | 2009.08.26 16:00 | sell | 23 | 0.30 | 1.42146 | 0.00000 | 0.00000 | ||
68 | 2009.08.26 16:00 | modify | 23 | 0.30 | 1.42146 | 1.42196 | 1.42046 | ||
69 | 2009.08.26 16:03 | s/l | 23 | 0.30 | 1.42196 | 1.42196 | 1.42046 | -15.00 | 9880.00 |
70 | 2009.08.28 21:00 | sell | 24 | 0.30 | 1.42862 | 0.00000 | 0.00000 | ||
71 | 2009.08.28 21:00 | modify | 24 | 0.30 | 1.42862 | 1.42912 | 1.42762 | ||
72 | 2009.08.28 21:10 | s/l | 24 | 0.30 | 1.42912 | 1.42912 | 1.42762 | -15.00 | 9865.00 |
73 | 2009.09.01 09:00 | buy | 25 | 0.30 | 1.43644 | 0.00000 | 0.00000 | ||
74 | 2009.09.01 09:00 | modify | 25 | 0.30 | 1.43644 | 1.43594 | 1.43744 | ||
75 | 2009.09.01 09:20 | s/l | 25 | 0.30 | 1.43594 | 1.43594 | 1.43744 | -15.00 | 9850.00 |
76 | 2009.09.03 09:00 | buy | 26 | 0.30 | 1.43046 | 0.00000 | 0.00000 | ||
77 | 2009.09.03 09:00 | modify | 26 | 0.30 | 1.43046 | 1.42996 | 1.43146 | ||
78 | 2009.09.03 09:15 | s/l | 26 | 0.30 | 1.42996 | 1.42996 | 1.43146 | -15.00 | 9835.00 |
79 | 2009.09.04 15:00 | sell | 27 | 0.30 | 1.42181 | 0.00000 | 0.00000 | ||
80 | 2009.09.04 15:00 | modify | 27 | 0.30 | 1.42181 | 1.42231 | 1.42081 | ||
81 | 2009.09.04 15:15 | t/p | 27 | 0.30 | 1.42081 | 1.42231 | 1.42081 | 30.00 | 9865.00 |
82 | 2009.09.08 09:00 | buy | 28 | 0.30 | 1.43877 | 0.00000 | 0.00000 | ||
83 | 2009.09.08 09:00 | modify | 28 | 0.30 | 1.43877 | 1.43827 | 1.43977 | ||
84 | 2009.09.08 09:02 | s/l | 28 | 0.30 | 1.43827 | 1.43827 | 1.43977 | -15.00 | 9850.00 |
85 | 2009.09.09 15:00 | buy | 29 | 0.30 | 1.45514 | 0.00000 | 0.00000 | ||
86 | 2009.09.09 15:00 | modify | 29 | 0.30 | 1.45514 | 1.45464 | 1.45614 | ||
87 | 2009.09.09 15:10 | t/p | 29 | 0.30 | 1.45614 | 1.45464 | 1.45614 | 30.00 | 9880.00 |
88 | 2009.09.11 05:00 | buy | 30 | 0.30 | 1.46036 | 0.00000 | 0.00000 | ||
89 | 2009.09.11 05:00 | modify | 30 | 0.30 | 1.46036 | 1.45986 | 1.46136 | ||
90 | 2009.09.11 05:33 | s/l | 30 | 0.30 | 1.45986 | 1.45986 | 1.46136 | -15.00 | 9865.00 |
91 | 2009.09.15 20:00 | buy | 31 | 0.30 | 1.46806 | 0.00000 | 0.00000 | ||
92 | 2009.09.15 20:00 | modify | 31 | 0.30 | 1.46806 | 1.46756 | 1.46906 | ||
93 | 2009.09.15 20:15 | s/l | 31 | 0.30 | 1.46756 | 1.46756 | 1.46906 | -15.00 | 9850.00 |
94 | 2009.09.16 22:00 | buy | 32 | 0.30 | 1.47305 | 0.00000 | 0.00000 | ||
95 | 2009.09.16 22:00 | modify | 32 | 0.30 | 1.47305 | 1.47255 | 1.47405 | ||
96 | 2009.09.16 22:20 | s/l | 32 | 0.30 | 1.47255 | 1.47255 | 1.47405 | -15.00 | 9835.00 |
97 | 2009.09.17 21:00 | buy | 33 | 0.30 | 1.47496 | 0.00000 | 0.00000 | ||
98 | 2009.09.17 21:00 | modify | 33 | 0.30 | 1.47496 | 1.47446 | 1.47596 | ||
99 | 2009.09.17 21:10 | s/l | 33 | 0.30 | 1.47446 | 1.47446 | 1.47596 | -15.00 | 9820.00 |
100 | 2009.09.18 04:00 | sell | 34 | 0.30 | 1.46982 | 0.00000 | 0.00000 | ||
101 | 2009.09.18 04:00 | modify | 34 | 0.30 | 1.46982 | 1.47032 | 1.46882 | ||
102 | 2009.09.18 04:10 | s/l | 34 | 0.30 | 1.47032 | 1.47032 | 1.46882 | -15.00 | 9805.00 |
103 | 2009.09.23 02:00 | buy | 35 | 0.30 | 1.48099 | 0.00000 | 0.00000 | ||
104 | 2009.09.23 02:00 | modify | 35 | 0.30 | 1.48099 | 1.48049 | 1.48199 | ||
105 | 2009.09.23 02:15 | s/l | 35 | 0.30 | 1.48049 | 1.48049 | 1.48199 | -15.00 | 9790.00 |
106 | 2009.09.24 20:00 | sell | 36 | 0.30 | 1.46383 | 0.00000 | 0.00000 | ||
107 | 2009.09.24 20:00 | modify | 36 | 0.30 | 1.46383 | 1.46433 | 1.46283 | ||
108 | 2009.09.24 20:07 | s/l | 36 | 0.30 | 1.46433 | 1.46433 | 1.46283 | -15.00 | 9775.00 |
109 | 2009.09.28 01:00 | buy | 37 | 0.30 | 1.47039 | 0.00000 | 0.00000 | ||
110 | 2009.09.28 01:00 | modify | 37 | 0.30 | 1.47039 | 1.46989 | 1.47139 | ||
111 | 2009.09.28 01:02 | t/p | 37 | 0.30 | 1.47139 | 1.46989 | 1.47139 | 30.00 | 9805.00 |
112 | 2009.09.28 03:00 | sell | 38 | 0.30 | 1.46441 | 0.00000 | 0.00000 | ||
113 | 2009.09.28 03:00 | modify | 38 | 0.30 | 1.46441 | 1.46491 | 1.46341 | ||
114 | 2009.09.28 03:02 | s/l | 38 | 0.30 | 1.46491 | 1.46491 | 1.46341 | -15.00 | 9790.00 |
115 | 2009.09.29 13:00 | sell | 39 | 0.30 | 1.45577 | 0.00000 | 0.00000 | ||
116 | 2009.09.29 13:00 | modify | 39 | 0.30 | 1.45577 | 1.45627 | 1.45477 | ||
117 | 2009.09.29 13:07 | t/p | 39 | 0.30 | 1.45477 | 1.45627 | 1.45477 | 30.00 | 9820.00 |