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=0.1; TakeProfit=30; Stoploss=300; 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=0; 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 | 20.96 | Gross profit | 201.00 | Gross loss | -180.04 |
Profit factor | 1.12 | Expected payoff | 0.29 | ||
Absolute drawdown | 34.44 | Maximal drawdown | 83.44 (0.83%) | Relative drawdown | 0.83% (83.44) |
Total trades | 73 | Short positions (won %) | 42 (95.24%) | Long positions (won %) | 31 (87.10%) |
Profit trades (% of total) | 67 (91.78%) | Loss trades (% of total) | 6 (8.22%) | ||
Largest | profit trade | 3.00 | loss trade | -30.04 | |
Average | profit trade | 3.00 | loss trade | -30.01 | |
Maximum | consecutive wins (profit in money) | 21 (63.00) | consecutive losses (loss in money) | 2 (-60.00) | |
Maximal | consecutive profit (count of wins) | 63.00 (21) | consecutive loss (count of losses) | -60.00 (2) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 16:12 | buy | 1 | 0.10 | 1.43636 | 1.43336 | 1.43666 | ||
2 | 2009.08.06 16:42 | buy | 2 | 0.10 | 1.43603 | 1.43303 | 1.43633 | ||
3 | 2009.08.06 16:45 | t/p | 1 | 0.10 | 1.43666 | 1.43336 | 1.43666 | 3.00 | 10003.00 |
4 | 2009.08.06 16:45 | t/p | 2 | 0.10 | 1.43633 | 1.43303 | 1.43633 | 3.00 | 10006.00 |
5 | 2009.08.13 00:32 | sell | 3 | 0.10 | 1.42116 | 1.42416 | 1.42086 | ||
6 | 2009.08.13 00:45 | t/p | 3 | 0.10 | 1.42086 | 1.42416 | 1.42086 | 3.00 | 10009.00 |
7 | 2009.08.13 01:10 | sell | 4 | 0.10 | 1.42120 | 1.42420 | 1.42090 | ||
8 | 2009.08.13 01:16 | sell | 5 | 0.10 | 1.42162 | 1.42462 | 1.42132 | ||
9 | 2009.08.13 01:26 | t/p | 5 | 0.10 | 1.42132 | 1.42462 | 1.42132 | 3.00 | 10012.00 |
10 | 2009.08.13 01:26 | sell | 6 | 0.10 | 1.42152 | 1.42452 | 1.42122 | ||
11 | 2009.08.13 01:50 | sell | 7 | 0.10 | 1.42187 | 1.42487 | 1.42157 | ||
12 | 2009.08.13 02:02 | t/p | 6 | 0.10 | 1.42122 | 1.42452 | 1.42122 | 3.00 | 10015.00 |
13 | 2009.08.13 02:02 | t/p | 7 | 0.10 | 1.42157 | 1.42487 | 1.42157 | 3.00 | 10018.00 |
14 | 2009.08.13 02:20 | sell | 8 | 0.10 | 1.42198 | 1.42498 | 1.42168 | ||
15 | 2009.08.13 02:27 | t/p | 8 | 0.10 | 1.42168 | 1.42498 | 1.42168 | 3.00 | 10021.00 |
16 | 2009.08.13 02:32 | sell | 9 | 0.10 | 1.42255 | 1.42555 | 1.42225 | ||
17 | 2009.08.13 02:45 | t/p | 9 | 0.10 | 1.42225 | 1.42555 | 1.42225 | 3.00 | 10024.00 |
18 | 2009.08.13 02:47 | sell | 10 | 0.10 | 1.42189 | 1.42489 | 1.42159 | ||
19 | 2009.08.13 02:50 | t/p | 10 | 0.10 | 1.42159 | 1.42489 | 1.42159 | 3.00 | 10027.00 |
20 | 2009.08.13 03:05 | sell | 11 | 0.10 | 1.42187 | 1.42487 | 1.42157 | ||
21 | 2009.08.13 03:10 | sell | 12 | 0.10 | 1.42231 | 1.42531 | 1.42201 | ||
22 | 2009.08.13 03:15 | sell | 13 | 0.10 | 1.42274 | 1.42574 | 1.42244 | ||
23 | 2009.08.13 03:20 | sell | 14 | 0.10 | 1.42318 | 1.42618 | 1.42288 | ||
24 | 2009.08.13 03:27 | t/p | 14 | 0.10 | 1.42288 | 1.42618 | 1.42288 | 3.00 | 10030.00 |
25 | 2009.08.13 03:32 | sell | 15 | 0.10 | 1.42320 | 1.42620 | 1.42290 | ||
26 | 2009.08.13 03:40 | t/p | 15 | 0.10 | 1.42290 | 1.42620 | 1.42290 | 3.00 | 10033.00 |
27 | 2009.08.13 03:45 | t/p | 13 | 0.10 | 1.42244 | 1.42574 | 1.42244 | 3.00 | 10036.00 |
28 | 2009.08.13 03:50 | t/p | 11 | 0.10 | 1.42157 | 1.42487 | 1.42157 | 3.00 | 10039.00 |
29 | 2009.08.13 03:50 | t/p | 12 | 0.10 | 1.42201 | 1.42531 | 1.42201 | 3.00 | 10042.00 |
30 | 2009.08.13 04:15 | sell | 16 | 0.10 | 1.42270 | 1.42570 | 1.42240 | ||
31 | 2009.08.13 04:20 | sell | 17 | 0.10 | 1.42302 | 1.42602 | 1.42272 | ||
32 | 2009.08.13 04:27 | t/p | 17 | 0.10 | 1.42272 | 1.42602 | 1.42272 | 3.00 | 10045.00 |
33 | 2009.08.13 04:45 | t/p | 16 | 0.10 | 1.42240 | 1.42570 | 1.42240 | 3.00 | 10048.00 |
34 | 2009.08.13 08:15 | s/l | 4 | 0.10 | 1.42420 | 1.42420 | 1.42090 | -30.00 | 10018.00 |
35 | 2009.08.17 05:00 | buy | 18 | 0.10 | 1.41438 | 1.41138 | 1.41468 | ||
36 | 2009.08.17 05:10 | t/p | 18 | 0.10 | 1.41468 | 1.41138 | 1.41468 | 3.00 | 10021.00 |
37 | 2009.08.17 05:10 | buy | 19 | 0.10 | 1.41495 | 1.41195 | 1.41525 | ||
38 | 2009.08.17 05:15 | t/p | 19 | 0.10 | 1.41525 | 1.41195 | 1.41525 | 3.00 | 10024.00 |
39 | 2009.08.17 07:20 | buy | 20 | 0.10 | 1.41358 | 1.41058 | 1.41388 | ||
40 | 2009.08.17 07:27 | t/p | 20 | 0.10 | 1.41388 | 1.41058 | 1.41388 | 3.00 | 10027.00 |
41 | 2009.08.17 07:27 | buy | 21 | 0.10 | 1.41371 | 1.41071 | 1.41401 | ||
42 | 2009.08.17 07:32 | buy | 22 | 0.10 | 1.41326 | 1.41026 | 1.41356 | ||
43 | 2009.08.17 07:40 | t/p | 22 | 0.10 | 1.41356 | 1.41026 | 1.41356 | 3.00 | 10030.00 |
44 | 2009.08.17 07:45 | t/p | 21 | 0.10 | 1.41401 | 1.41071 | 1.41401 | 3.00 | 10033.00 |
45 | 2009.08.17 08:15 | buy | 23 | 0.10 | 1.41311 | 1.41011 | 1.41341 | ||
46 | 2009.08.17 08:20 | buy | 24 | 0.10 | 1.41261 | 1.40961 | 1.41291 | ||
47 | 2009.08.17 08:27 | t/p | 24 | 0.10 | 1.41291 | 1.40961 | 1.41291 | 3.00 | 10036.00 |
48 | 2009.08.17 08:35 | t/p | 23 | 0.10 | 1.41341 | 1.41011 | 1.41341 | 3.00 | 10039.00 |
49 | 2009.08.17 08:37 | buy | 25 | 0.10 | 1.41309 | 1.41009 | 1.41339 | ||
50 | 2009.08.17 08:40 | t/p | 25 | 0.10 | 1.41339 | 1.41009 | 1.41339 | 3.00 | 10042.00 |
51 | 2009.08.17 09:15 | buy | 26 | 0.10 | 1.41298 | 1.40998 | 1.41328 | ||
52 | 2009.08.17 09:22 | buy | 27 | 0.10 | 1.41229 | 1.40929 | 1.41259 | ||
53 | 2009.08.17 09:27 | t/p | 27 | 0.10 | 1.41259 | 1.40929 | 1.41259 | 3.00 | 10045.00 |
54 | 2009.08.17 09:40 | buy | 28 | 0.10 | 1.41266 | 1.40966 | 1.41296 | ||
55 | 2009.08.17 09:45 | buy | 29 | 0.10 | 1.41218 | 1.40918 | 1.41248 | ||
56 | 2009.08.17 10:20 | t/p | 29 | 0.10 | 1.41248 | 1.40918 | 1.41248 | 3.00 | 10048.00 |
57 | 2009.08.17 11:20 | s/l | 26 | 0.10 | 1.40998 | 1.40998 | 1.41328 | -30.00 | 10018.00 |
58 | 2009.08.17 11:20 | s/l | 28 | 0.10 | 1.40966 | 1.40966 | 1.41296 | -30.00 | 9988.00 |
59 | 2009.08.25 17:20 | sell | 30 | 0.10 | 1.43426 | 1.43726 | 1.43396 | ||
60 | 2009.08.25 17:27 | t/p | 30 | 0.10 | 1.43396 | 1.43726 | 1.43396 | 3.00 | 9991.00 |
61 | 2009.08.25 19:20 | buy | 31 | 0.10 | 1.43143 | 1.42843 | 1.43173 | ||
62 | 2009.08.25 19:27 | t/p | 31 | 0.10 | 1.43173 | 1.42843 | 1.43173 | 3.00 | 9994.00 |
63 | 2009.08.25 19:40 | buy | 32 | 0.10 | 1.43153 | 1.42853 | 1.43183 | ||
64 | 2009.08.25 19:45 | buy | 33 | 0.10 | 1.43106 | 1.42806 | 1.43136 | ||
65 | 2009.08.25 19:50 | buy | 34 | 0.10 | 1.43043 | 1.42743 | 1.43073 | ||
66 | 2009.08.25 19:57 | t/p | 34 | 0.10 | 1.43073 | 1.42743 | 1.43073 | 3.00 | 9997.00 |
67 | 2009.08.25 20:20 | t/p | 33 | 0.10 | 1.43136 | 1.42806 | 1.43136 | 3.00 | 10000.00 |
68 | 2009.08.25 20:47 | buy | 35 | 0.10 | 1.43081 | 1.42781 | 1.43111 | ||
69 | 2009.08.25 21:15 | t/p | 35 | 0.10 | 1.43111 | 1.42781 | 1.43111 | 3.00 | 10003.00 |
70 | 2009.08.26 01:20 | s/l | 32 | 0.10 | 1.42853 | 1.42853 | 1.43183 | -30.04 | 9972.96 |
71 | 2009.08.26 20:32 | sell | 36 | 0.10 | 1.42457 | 1.42757 | 1.42427 | ||
72 | 2009.08.26 20:45 | t/p | 36 | 0.10 | 1.42427 | 1.42757 | 1.42427 | 3.00 | 9975.96 |
73 | 2009.08.28 00:15 | sell | 37 | 0.10 | 1.43531 | 1.43831 | 1.43501 | ||
74 | 2009.08.28 00:20 | sell | 38 | 0.10 | 1.43561 | 1.43861 | 1.43531 | ||
75 | 2009.08.28 00:40 | t/p | 38 | 0.10 | 1.43531 | 1.43861 | 1.43531 | 3.00 | 9978.96 |
76 | 2009.08.28 00:46 | t/p | 37 | 0.10 | 1.43501 | 1.43831 | 1.43501 | 3.00 | 9981.96 |
77 | 2009.08.31 20:07 | sell | 39 | 0.10 | 1.43470 | 1.43770 | 1.43440 | ||
78 | 2009.08.31 20:10 | t/p | 39 | 0.10 | 1.43440 | 1.43770 | 1.43440 | 3.00 | 9984.96 |
79 | 2009.09.01 05:45 | sell | 40 | 0.10 | 1.43508 | 1.43808 | 1.43478 | ||
80 | 2009.09.01 05:50 | sell | 41 | 0.10 | 1.43561 | 1.43861 | 1.43531 | ||
81 | 2009.09.01 05:57 | t/p | 41 | 0.10 | 1.43531 | 1.43861 | 1.43531 | 3.00 | 9987.96 |
82 | 2009.09.01 05:59 | sell | 42 | 0.10 | 1.43547 | 1.43847 | 1.43517 | ||
83 | 2009.09.01 06:40 | t/p | 42 | 0.10 | 1.43517 | 1.43847 | 1.43517 | 3.00 | 9990.96 |
84 | 2009.09.01 06:45 | t/p | 40 | 0.10 | 1.43478 | 1.43808 | 1.43478 | 3.00 | 9993.96 |
85 | 2009.09.01 21:00 | buy | 43 | 0.10 | 1.42137 | 1.41837 | 1.42167 | ||
86 | 2009.09.01 21:15 | t/p | 43 | 0.10 | 1.42167 | 1.41837 | 1.42167 | 3.00 | 9996.96 |
87 | 2009.09.01 21:15 | buy | 44 | 0.10 | 1.42183 | 1.41883 | 1.42213 | ||
88 | 2009.09.01 21:27 | buy | 45 | 0.10 | 1.42152 | 1.41852 | 1.42182 | ||
89 | 2009.09.01 21:35 | buy | 46 | 0.10 | 1.42090 | 1.41790 | 1.42120 | ||
90 | 2009.09.01 21:40 | t/p | 46 | 0.10 | 1.42120 | 1.41790 | 1.42120 | 3.00 | 9999.96 |
91 | 2009.09.01 21:45 | t/p | 45 | 0.10 | 1.42182 | 1.41852 | 1.42182 | 3.00 | 10002.96 |
92 | 2009.09.01 21:50 | t/p | 44 | 0.10 | 1.42213 | 1.41883 | 1.42213 | 3.00 | 10005.96 |
93 | 2009.09.03 12:17 | sell | 47 | 0.10 | 1.43076 | 1.43376 | 1.43046 | ||
94 | 2009.09.03 12:27 | t/p | 47 | 0.10 | 1.43046 | 1.43376 | 1.43046 | 3.00 | 10008.96 |
95 | 2009.09.04 03:20 | buy | 48 | 0.10 | 1.42389 | 1.42089 | 1.42419 | ||
96 | 2009.09.04 03:27 | t/p | 48 | 0.10 | 1.42419 | 1.42089 | 1.42419 | 3.00 | 10011.96 |
97 | 2009.09.04 03:37 | buy | 49 | 0.10 | 1.42390 | 1.42090 | 1.42420 | ||
98 | 2009.09.04 03:40 | t/p | 49 | 0.10 | 1.42420 | 1.42090 | 1.42420 | 3.00 | 10014.96 |
99 | 2009.09.04 11:02 | sell | 50 | 0.10 | 1.42822 | 1.43122 | 1.42792 | ||
100 | 2009.09.04 11:10 | t/p | 50 | 0.10 | 1.42792 | 1.43122 | 1.42792 | 3.00 | 10017.96 |
101 | 2009.09.04 17:47 | sell | 51 | 0.10 | 1.42591 | 1.42891 | 1.42561 | ||
102 | 2009.09.04 18:10 | s/l | 51 | 0.10 | 1.42891 | 1.42891 | 1.42561 | -30.00 | 9987.96 |
103 | 2009.09.14 11:20 | buy | 52 | 0.10 | 1.45269 | 1.44969 | 1.45299 | ||
104 | 2009.09.14 11:27 | t/p | 52 | 0.10 | 1.45299 | 1.44969 | 1.45299 | 3.00 | 9990.96 |
105 | 2009.09.14 11:32 | buy | 53 | 0.10 | 1.45243 | 1.44943 | 1.45273 | ||
106 | 2009.09.14 11:40 | t/p | 53 | 0.10 | 1.45273 | 1.44943 | 1.45273 | 3.00 | 9993.96 |
107 | 2009.09.14 19:00 | sell | 54 | 0.10 | 1.46228 | 1.46528 | 1.46198 | ||
108 | 2009.09.14 19:15 | t/p | 54 | 0.10 | 1.46198 | 1.46528 | 1.46198 | 3.00 | 9996.96 |
109 | 2009.09.15 01:07 | sell | 55 | 0.10 | 1.46349 | 1.46649 | 1.46319 | ||
110 | 2009.09.15 01:10 | t/p | 55 | 0.10 | 1.46319 | 1.46649 | 1.46319 | 3.00 | 9999.96 |
111 | 2009.09.15 01:45 | sell | 56 | 0.10 | 1.46381 | 1.46681 | 1.46351 | ||
112 | 2009.09.15 01:50 | sell | 57 | 0.10 | 1.46432 | 1.46732 | 1.46402 | ||
113 | 2009.09.15 01:57 | t/p | 57 | 0.10 | 1.46402 | 1.46732 | 1.46402 | 3.00 | 10002.96 |
114 | 2009.09.15 02:02 | sell | 58 | 0.10 | 1.46447 | 1.46747 | 1.46417 | ||
115 | 2009.09.15 02:15 | t/p | 58 | 0.10 | 1.46417 | 1.46747 | 1.46417 | 3.00 | 10005.96 |
116 | 2009.09.15 02:20 | t/p | 56 | 0.10 | 1.46351 | 1.46681 | 1.46351 | 3.00 | 10008.96 |
117 | 2009.09.22 12:20 | sell | 59 | 0.10 | 1.47926 | 1.48226 | 1.47896 | ||
118 | 2009.09.22 13:02 | sell | 60 | 0.10 | 1.47968 | 1.48268 | 1.47938 | ||
119 | 2009.09.22 13:15 | t/p | 60 | 0.10 | 1.47938 | 1.48268 | 1.47938 | 3.00 | 10011.96 |
120 | 2009.09.22 13:20 | t/p | 59 | 0.10 | 1.47896 | 1.48226 | 1.47896 | 3.00 | 10014.96 |
121 | 2009.09.22 13:27 | sell | 61 | 0.10 | 1.47943 | 1.48243 | 1.47913 | ||
122 | 2009.09.22 13:45 | t/p | 61 | 0.10 | 1.47913 | 1.48243 | 1.47913 | 3.00 | 10017.96 |
123 | 2009.09.22 15:15 | sell | 62 | 0.10 | 1.48087 | 1.48387 | 1.48057 | ||
124 | 2009.09.22 15:20 | sell | 63 | 0.10 | 1.48149 | 1.48449 | 1.48119 | ||
125 | 2009.09.22 15:22 | t/p | 63 | 0.10 | 1.48119 | 1.48449 | 1.48119 | 3.00 | 10020.96 |
126 | 2009.09.22 15:25 | sell | 64 | 0.10 | 1.48128 | 1.48428 | 1.48098 | ||
127 | 2009.09.22 15:27 | t/p | 64 | 0.10 | 1.48098 | 1.48428 | 1.48098 | 3.00 | 10023.96 |
128 | 2009.09.22 15:27 | t/p | 62 | 0.10 | 1.48057 | 1.48387 | 1.48057 | 3.00 | 10026.96 |
129 | 2009.09.22 17:20 | sell | 65 | 0.10 | 1.48059 | 1.48359 | 1.48029 | ||
130 | 2009.09.22 17:27 | t/p | 65 | 0.10 | 1.48029 | 1.48359 | 1.48029 | 3.00 | 10029.96 |
131 | 2009.09.24 12:10 | sell | 66 | 0.10 | 1.47789 | 1.48089 | 1.47759 | ||
132 | 2009.09.24 12:20 | t/p | 66 | 0.10 | 1.47759 | 1.48089 | 1.47759 | 3.00 | 10032.96 |
133 | 2009.09.24 12:20 | sell | 67 | 0.10 | 1.47706 | 1.48006 | 1.47676 | ||
134 | 2009.09.24 12:27 | sell | 68 | 0.10 | 1.47753 | 1.48053 | 1.47723 | ||
135 | 2009.09.24 12:40 | t/p | 68 | 0.10 | 1.47723 | 1.48053 | 1.47723 | 3.00 | 10035.96 |
136 | 2009.09.24 12:50 | t/p | 67 | 0.10 | 1.47676 | 1.48006 | 1.47676 | 3.00 | 10038.96 |
137 | 2009.09.24 13:59 | sell | 69 | 0.10 | 1.47840 | 1.48140 | 1.47810 | ||
138 | 2009.09.24 14:10 | t/p | 69 | 0.10 | 1.47810 | 1.48140 | 1.47810 | 3.00 | 10041.96 |
139 | 2009.09.24 15:50 | buy | 70 | 0.10 | 1.47483 | 1.47183 | 1.47513 | ||
140 | 2009.09.24 15:52 | t/p | 70 | 0.10 | 1.47513 | 1.47183 | 1.47513 | 3.00 | 10044.96 |
141 | 2009.09.24 15:52 | buy | 71 | 0.10 | 1.47544 | 1.47244 | 1.47574 | ||
142 | 2009.09.24 15:55 | buy | 72 | 0.10 | 1.47513 | 1.47213 | 1.47543 | ||
143 | 2009.09.24 15:57 | t/p | 71 | 0.10 | 1.47574 | 1.47244 | 1.47574 | 3.00 | 10047.96 |
144 | 2009.09.24 15:57 | t/p | 72 | 0.10 | 1.47543 | 1.47213 | 1.47543 | 3.00 | 10050.96 |
145 | 2009.09.24 15:59 | buy | 73 | 0.10 | 1.47592 | 1.47292 | 1.47622 | ||
146 | 2009.09.24 16:10 | s/l | 73 | 0.10 | 1.47292 | 1.47292 | 1.47622 | -30.00 | 10020.96 |