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 | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2.00 | Gross profit | 18.00 | Gross loss | -20.00 |
Profit factor | 0.90 | Expected payoff | -0.03 | ||
Absolute drawdown | 5.46 | Maximal drawdown | 12.16 (0.12%) | Relative drawdown | 0.12% (12.16) |
Total trades | 64 | Short positions (won %) | 33 (96.97%) | Long positions (won %) | 31 (90.32%) |
Profit trades (% of total) | 60 (93.75%) | Loss trades (% of total) | 4 (6.25%) | ||
Largest | profit trade | 0.30 | loss trade | -5.00 | |
Average | profit trade | 0.30 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 22 (6.60) | consecutive losses (loss in money) | 2 (-10.00) | |
Maximal | consecutive profit (count of wins) | 6.60 (22) | consecutive loss (count of losses) | -10.00 (2) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 16:12 | buy | 1 | 0.01 | 1.43636 | 1.43136 | 1.43666 | ||
2 | 2009.08.06 16:42 | buy | 2 | 0.01 | 1.43603 | 1.43103 | 1.43633 | ||
3 | 2009.08.06 16:45 | t/p | 1 | 0.01 | 1.43666 | 1.43136 | 1.43666 | 0.30 | 10000.30 |
4 | 2009.08.06 16:45 | t/p | 2 | 0.01 | 1.43633 | 1.43103 | 1.43633 | 0.30 | 10000.60 |
5 | 2009.08.13 02:20 | sell | 3 | 0.01 | 1.42198 | 1.42698 | 1.42168 | ||
6 | 2009.08.13 02:27 | t/p | 3 | 0.01 | 1.42168 | 1.42698 | 1.42168 | 0.30 | 10000.90 |
7 | 2009.08.13 02:32 | sell | 4 | 0.01 | 1.42255 | 1.42755 | 1.42225 | ||
8 | 2009.08.13 02:45 | t/p | 4 | 0.01 | 1.42225 | 1.42755 | 1.42225 | 0.30 | 10001.20 |
9 | 2009.08.13 02:47 | sell | 5 | 0.01 | 1.42189 | 1.42689 | 1.42159 | ||
10 | 2009.08.13 02:50 | t/p | 5 | 0.01 | 1.42159 | 1.42689 | 1.42159 | 0.30 | 10001.50 |
11 | 2009.08.13 03:05 | sell | 6 | 0.01 | 1.42187 | 1.42687 | 1.42157 | ||
12 | 2009.08.13 03:10 | sell | 7 | 0.01 | 1.42231 | 1.42731 | 1.42201 | ||
13 | 2009.08.13 03:15 | sell | 8 | 0.01 | 1.42274 | 1.42774 | 1.42244 | ||
14 | 2009.08.13 03:20 | sell | 9 | 0.01 | 1.42318 | 1.42818 | 1.42288 | ||
15 | 2009.08.13 03:27 | t/p | 9 | 0.01 | 1.42288 | 1.42818 | 1.42288 | 0.30 | 10001.80 |
16 | 2009.08.13 03:32 | sell | 10 | 0.01 | 1.42320 | 1.42820 | 1.42290 | ||
17 | 2009.08.13 03:40 | t/p | 10 | 0.01 | 1.42290 | 1.42820 | 1.42290 | 0.30 | 10002.10 |
18 | 2009.08.13 03:45 | t/p | 8 | 0.01 | 1.42244 | 1.42774 | 1.42244 | 0.30 | 10002.40 |
19 | 2009.08.13 03:50 | t/p | 6 | 0.01 | 1.42157 | 1.42687 | 1.42157 | 0.30 | 10002.70 |
20 | 2009.08.13 03:50 | t/p | 7 | 0.01 | 1.42201 | 1.42731 | 1.42201 | 0.30 | 10003.00 |
21 | 2009.08.13 04:15 | sell | 11 | 0.01 | 1.42270 | 1.42770 | 1.42240 | ||
22 | 2009.08.13 04:20 | sell | 12 | 0.01 | 1.42302 | 1.42802 | 1.42272 | ||
23 | 2009.08.13 04:27 | t/p | 12 | 0.01 | 1.42272 | 1.42802 | 1.42272 | 0.30 | 10003.30 |
24 | 2009.08.13 04:45 | t/p | 11 | 0.01 | 1.42240 | 1.42770 | 1.42240 | 0.30 | 10003.60 |
25 | 2009.08.17 05:00 | buy | 13 | 0.01 | 1.41438 | 1.40938 | 1.41468 | ||
26 | 2009.08.17 05:10 | t/p | 13 | 0.01 | 1.41468 | 1.40938 | 1.41468 | 0.30 | 10003.90 |
27 | 2009.08.17 05:10 | buy | 14 | 0.01 | 1.41495 | 1.40995 | 1.41525 | ||
28 | 2009.08.17 05:15 | t/p | 14 | 0.01 | 1.41525 | 1.40995 | 1.41525 | 0.30 | 10004.20 |
29 | 2009.08.17 07:20 | buy | 15 | 0.01 | 1.41358 | 1.40858 | 1.41388 | ||
30 | 2009.08.17 07:27 | t/p | 15 | 0.01 | 1.41388 | 1.40858 | 1.41388 | 0.30 | 10004.50 |
31 | 2009.08.17 07:27 | buy | 16 | 0.01 | 1.41371 | 1.40871 | 1.41401 | ||
32 | 2009.08.17 07:32 | buy | 17 | 0.01 | 1.41326 | 1.40826 | 1.41356 | ||
33 | 2009.08.17 07:40 | t/p | 17 | 0.01 | 1.41356 | 1.40826 | 1.41356 | 0.30 | 10004.80 |
34 | 2009.08.17 07:45 | t/p | 16 | 0.01 | 1.41401 | 1.40871 | 1.41401 | 0.30 | 10005.10 |
35 | 2009.08.17 08:15 | buy | 18 | 0.01 | 1.41311 | 1.40811 | 1.41341 | ||
36 | 2009.08.17 08:20 | buy | 19 | 0.01 | 1.41261 | 1.40761 | 1.41291 | ||
37 | 2009.08.17 08:27 | t/p | 19 | 0.01 | 1.41291 | 1.40761 | 1.41291 | 0.30 | 10005.40 |
38 | 2009.08.17 08:35 | t/p | 18 | 0.01 | 1.41341 | 1.40811 | 1.41341 | 0.30 | 10005.70 |
39 | 2009.08.17 08:37 | buy | 20 | 0.01 | 1.41309 | 1.40809 | 1.41339 | ||
40 | 2009.08.17 08:40 | t/p | 20 | 0.01 | 1.41339 | 1.40809 | 1.41339 | 0.30 | 10006.00 |
41 | 2009.08.17 09:15 | buy | 21 | 0.01 | 1.41298 | 1.40798 | 1.41328 | ||
42 | 2009.08.17 09:22 | buy | 22 | 0.01 | 1.41229 | 1.40729 | 1.41259 | ||
43 | 2009.08.17 09:27 | t/p | 22 | 0.01 | 1.41259 | 1.40729 | 1.41259 | 0.30 | 10006.30 |
44 | 2009.08.17 09:40 | buy | 23 | 0.01 | 1.41266 | 1.40766 | 1.41296 | ||
45 | 2009.08.17 09:45 | buy | 24 | 0.01 | 1.41218 | 1.40718 | 1.41248 | ||
46 | 2009.08.17 10:20 | t/p | 24 | 0.01 | 1.41248 | 1.40718 | 1.41248 | 0.30 | 10006.60 |
47 | 2009.08.17 12:20 | s/l | 21 | 0.01 | 1.40798 | 1.40798 | 1.41328 | -5.00 | 10001.60 |
48 | 2009.08.17 12:20 | s/l | 23 | 0.01 | 1.40766 | 1.40766 | 1.41296 | -5.00 | 9996.60 |
49 | 2009.08.25 17:20 | sell | 25 | 0.01 | 1.43426 | 1.43926 | 1.43396 | ||
50 | 2009.08.25 17:27 | t/p | 25 | 0.01 | 1.43396 | 1.43926 | 1.43396 | 0.30 | 9996.90 |
51 | 2009.08.25 19:20 | buy | 26 | 0.01 | 1.43143 | 1.42643 | 1.43173 | ||
52 | 2009.08.25 19:27 | t/p | 26 | 0.01 | 1.43173 | 1.42643 | 1.43173 | 0.30 | 9997.20 |
53 | 2009.08.25 19:40 | buy | 27 | 0.01 | 1.43153 | 1.42653 | 1.43183 | ||
54 | 2009.08.25 19:45 | buy | 28 | 0.01 | 1.43106 | 1.42606 | 1.43136 | ||
55 | 2009.08.25 19:50 | buy | 29 | 0.01 | 1.43043 | 1.42543 | 1.43073 | ||
56 | 2009.08.25 19:57 | t/p | 29 | 0.01 | 1.43073 | 1.42543 | 1.43073 | 0.30 | 9997.50 |
57 | 2009.08.25 20:20 | t/p | 28 | 0.01 | 1.43136 | 1.42606 | 1.43136 | 0.30 | 9997.80 |
58 | 2009.08.25 20:47 | buy | 30 | 0.01 | 1.43081 | 1.42581 | 1.43111 | ||
59 | 2009.08.25 21:15 | t/p | 30 | 0.01 | 1.43111 | 1.42581 | 1.43111 | 0.30 | 9998.10 |
60 | 2009.08.26 07:50 | t/p | 27 | 0.01 | 1.43183 | 1.42653 | 1.43183 | 0.30 | 9998.40 |
61 | 2009.08.26 20:32 | sell | 31 | 0.01 | 1.42457 | 1.42957 | 1.42427 | ||
62 | 2009.08.26 20:45 | t/p | 31 | 0.01 | 1.42427 | 1.42957 | 1.42427 | 0.30 | 9998.70 |
63 | 2009.08.31 20:07 | sell | 32 | 0.01 | 1.43470 | 1.43970 | 1.43440 | ||
64 | 2009.08.31 20:10 | t/p | 32 | 0.01 | 1.43440 | 1.43970 | 1.43440 | 0.30 | 9999.00 |
65 | 2009.09.01 05:45 | sell | 33 | 0.01 | 1.43508 | 1.44008 | 1.43478 | ||
66 | 2009.09.01 05:50 | sell | 34 | 0.01 | 1.43561 | 1.44061 | 1.43531 | ||
67 | 2009.09.01 05:57 | t/p | 34 | 0.01 | 1.43531 | 1.44061 | 1.43531 | 0.30 | 9999.30 |
68 | 2009.09.01 05:59 | sell | 35 | 0.01 | 1.43547 | 1.44047 | 1.43517 | ||
69 | 2009.09.01 06:40 | t/p | 35 | 0.01 | 1.43517 | 1.44047 | 1.43517 | 0.30 | 9999.60 |
70 | 2009.09.01 06:45 | t/p | 33 | 0.01 | 1.43478 | 1.44008 | 1.43478 | 0.30 | 9999.90 |
71 | 2009.09.01 21:00 | buy | 36 | 0.01 | 1.42137 | 1.41637 | 1.42167 | ||
72 | 2009.09.01 21:15 | t/p | 36 | 0.01 | 1.42167 | 1.41637 | 1.42167 | 0.30 | 10000.20 |
73 | 2009.09.01 21:15 | buy | 37 | 0.01 | 1.42183 | 1.41683 | 1.42213 | ||
74 | 2009.09.01 21:27 | buy | 38 | 0.01 | 1.42152 | 1.41652 | 1.42182 | ||
75 | 2009.09.01 21:35 | buy | 39 | 0.01 | 1.42090 | 1.41590 | 1.42120 | ||
76 | 2009.09.01 21:40 | t/p | 39 | 0.01 | 1.42120 | 1.41590 | 1.42120 | 0.30 | 10000.50 |
77 | 2009.09.01 21:45 | t/p | 38 | 0.01 | 1.42182 | 1.41652 | 1.42182 | 0.30 | 10000.80 |
78 | 2009.09.01 21:50 | t/p | 37 | 0.01 | 1.42213 | 1.41683 | 1.42213 | 0.30 | 10001.10 |
79 | 2009.09.03 12:17 | sell | 40 | 0.01 | 1.43076 | 1.43576 | 1.43046 | ||
80 | 2009.09.03 12:27 | t/p | 40 | 0.01 | 1.43046 | 1.43576 | 1.43046 | 0.30 | 10001.40 |
81 | 2009.09.04 03:20 | buy | 41 | 0.01 | 1.42389 | 1.41889 | 1.42419 | ||
82 | 2009.09.04 03:27 | t/p | 41 | 0.01 | 1.42419 | 1.41889 | 1.42419 | 0.30 | 10001.70 |
83 | 2009.09.04 03:37 | buy | 42 | 0.01 | 1.42390 | 1.41890 | 1.42420 | ||
84 | 2009.09.04 03:40 | t/p | 42 | 0.01 | 1.42420 | 1.41890 | 1.42420 | 0.30 | 10002.00 |
85 | 2009.09.04 11:02 | sell | 43 | 0.01 | 1.42822 | 1.43322 | 1.42792 | ||
86 | 2009.09.04 11:10 | t/p | 43 | 0.01 | 1.42792 | 1.43322 | 1.42792 | 0.30 | 10002.30 |
87 | 2009.09.04 17:47 | sell | 44 | 0.01 | 1.42591 | 1.43091 | 1.42561 | ||
88 | 2009.09.04 18:15 | s/l | 44 | 0.01 | 1.43091 | 1.43091 | 1.42561 | -5.00 | 9997.30 |
89 | 2009.09.14 11:20 | buy | 45 | 0.01 | 1.45269 | 1.44769 | 1.45299 | ||
90 | 2009.09.14 11:27 | t/p | 45 | 0.01 | 1.45299 | 1.44769 | 1.45299 | 0.30 | 9997.60 |
91 | 2009.09.14 11:32 | buy | 46 | 0.01 | 1.45243 | 1.44743 | 1.45273 | ||
92 | 2009.09.14 11:40 | t/p | 46 | 0.01 | 1.45273 | 1.44743 | 1.45273 | 0.30 | 9997.90 |
93 | 2009.09.14 19:00 | sell | 47 | 0.01 | 1.46228 | 1.46728 | 1.46198 | ||
94 | 2009.09.14 19:15 | t/p | 47 | 0.01 | 1.46198 | 1.46728 | 1.46198 | 0.30 | 9998.20 |
95 | 2009.09.15 02:00 | sell | 48 | 0.01 | 1.46391 | 1.46891 | 1.46361 | ||
96 | 2009.09.15 02:02 | sell | 49 | 0.01 | 1.46447 | 1.46947 | 1.46417 | ||
97 | 2009.09.15 02:15 | t/p | 49 | 0.01 | 1.46417 | 1.46947 | 1.46417 | 0.30 | 9998.50 |
98 | 2009.09.15 02:20 | t/p | 48 | 0.01 | 1.46361 | 1.46891 | 1.46361 | 0.30 | 9998.80 |
99 | 2009.09.22 12:20 | sell | 50 | 0.01 | 1.47926 | 1.48426 | 1.47896 | ||
100 | 2009.09.22 13:02 | sell | 51 | 0.01 | 1.47968 | 1.48468 | 1.47938 | ||
101 | 2009.09.22 13:15 | t/p | 51 | 0.01 | 1.47938 | 1.48468 | 1.47938 | 0.30 | 9999.10 |
102 | 2009.09.22 13:20 | t/p | 50 | 0.01 | 1.47896 | 1.48426 | 1.47896 | 0.30 | 9999.40 |
103 | 2009.09.22 13:27 | sell | 52 | 0.01 | 1.47943 | 1.48443 | 1.47913 | ||
104 | 2009.09.22 13:45 | t/p | 52 | 0.01 | 1.47913 | 1.48443 | 1.47913 | 0.30 | 9999.70 |
105 | 2009.09.22 15:15 | sell | 53 | 0.01 | 1.48087 | 1.48587 | 1.48057 | ||
106 | 2009.09.22 15:20 | sell | 54 | 0.01 | 1.48149 | 1.48649 | 1.48119 | ||
107 | 2009.09.22 15:22 | t/p | 54 | 0.01 | 1.48119 | 1.48649 | 1.48119 | 0.30 | 10000.00 |
108 | 2009.09.22 15:25 | sell | 55 | 0.01 | 1.48128 | 1.48628 | 1.48098 | ||
109 | 2009.09.22 15:27 | t/p | 55 | 0.01 | 1.48098 | 1.48628 | 1.48098 | 0.30 | 10000.30 |
110 | 2009.09.22 15:27 | t/p | 53 | 0.01 | 1.48057 | 1.48587 | 1.48057 | 0.30 | 10000.60 |
111 | 2009.09.22 17:20 | sell | 56 | 0.01 | 1.48059 | 1.48559 | 1.48029 | ||
112 | 2009.09.22 17:27 | t/p | 56 | 0.01 | 1.48029 | 1.48559 | 1.48029 | 0.30 | 10000.90 |
113 | 2009.09.24 12:10 | sell | 57 | 0.01 | 1.47789 | 1.48289 | 1.47759 | ||
114 | 2009.09.24 12:20 | t/p | 57 | 0.01 | 1.47759 | 1.48289 | 1.47759 | 0.30 | 10001.20 |
115 | 2009.09.24 12:20 | sell | 58 | 0.01 | 1.47706 | 1.48206 | 1.47676 | ||
116 | 2009.09.24 12:27 | sell | 59 | 0.01 | 1.47753 | 1.48253 | 1.47723 | ||
117 | 2009.09.24 12:40 | t/p | 59 | 0.01 | 1.47723 | 1.48253 | 1.47723 | 0.30 | 10001.50 |
118 | 2009.09.24 12:50 | t/p | 58 | 0.01 | 1.47676 | 1.48206 | 1.47676 | 0.30 | 10001.80 |
119 | 2009.09.24 13:59 | sell | 60 | 0.01 | 1.47840 | 1.48340 | 1.47810 | ||
120 | 2009.09.24 14:10 | t/p | 60 | 0.01 | 1.47810 | 1.48340 | 1.47810 | 0.30 | 10002.10 |
121 | 2009.09.24 15:50 | buy | 61 | 0.01 | 1.47483 | 1.46983 | 1.47513 | ||
122 | 2009.09.24 15:52 | t/p | 61 | 0.01 | 1.47513 | 1.46983 | 1.47513 | 0.30 | 10002.40 |
123 | 2009.09.24 15:52 | buy | 62 | 0.01 | 1.47544 | 1.47044 | 1.47574 | ||
124 | 2009.09.24 15:55 | buy | 63 | 0.01 | 1.47513 | 1.47013 | 1.47543 | ||
125 | 2009.09.24 15:57 | t/p | 62 | 0.01 | 1.47574 | 1.47044 | 1.47574 | 0.30 | 10002.70 |
126 | 2009.09.24 15:57 | t/p | 63 | 0.01 | 1.47543 | 1.47013 | 1.47543 | 0.30 | 10003.00 |
127 | 2009.09.24 15:59 | buy | 64 | 0.01 | 1.47592 | 1.47092 | 1.47622 | ||
128 | 2009.09.24 16:16 | s/l | 64 | 0.01 | 1.47092 | 1.47092 | 1.47622 | -5.00 | 9998.00 |