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; Percent=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -632.00 | Gross profit | 1196.00 | Gross loss | -1828.00 |
| Profit factor | 0.65 | Expected payoff | -12.15 | ||
| Absolute drawdown | 828.00 | Maximal drawdown | 907.00 (9.00%) | Relative drawdown | 9.00% (907.00) |
| Total trades | 52 | Short positions (won %) | 28 (71.43%) | Long positions (won %) | 24 (70.83%) |
| Profit trades (% of total) | 37 (71.15%) | Loss trades (% of total) | 15 (28.85%) | ||
| Largest | profit trade | 80.00 | loss trade | -200.00 | |
| Average | profit trade | 32.32 | loss trade | -121.87 | |
| Maximum | consecutive wins (profit in money) | 11 (381.00) | consecutive losses (loss in money) | 4 (-419.00) | |
| Maximal | consecutive profit (count of wins) | 381.00 (11) | consecutive loss (count of losses) | -419.00 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 16:20 | sell | 1 | 1.00 | 1.44136 | 1.44336 | 1.44106 | ||
| 2 | 2009.08.03 16:22 | t/p | 1 | 1.00 | 1.44106 | 1.44336 | 1.44106 | 30.00 | 10030.00 |
| 3 | 2009.08.03 16:27 | sell | 2 | 1.00 | 1.44056 | 1.44256 | 1.44026 | ||
| 4 | 2009.08.03 16:32 | t/p | 2 | 1.00 | 1.44026 | 1.44256 | 1.44026 | 30.00 | 10060.00 |
| 5 | 2009.08.03 16:40 | sell | 3 | 1.00 | 1.44068 | 1.44268 | 1.44038 | ||
| 6 | 2009.08.03 16:45 | sell | 4 | 1.00 | 1.44152 | 1.44352 | 1.44122 | ||
| 7 | 2009.08.03 16:45 | modify | 3 | 1.00 | 1.44068 | 1.44210 | 1.44080 | ||
| 8 | 2009.08.03 16:45 | modify | 4 | 1.00 | 1.44152 | 1.44210 | 1.44080 | ||
| 9 | 2009.08.03 16:50 | s/l | 3 | 1.00 | 1.44210 | 1.44210 | 1.44080 | -142.00 | 9918.00 |
| 10 | 2009.08.03 16:50 | s/l | 4 | 1.00 | 1.44210 | 1.44210 | 1.44080 | -58.00 | 9860.00 |
| 11 | 2009.08.03 16:50 | sell | 5 | 1.00 | 1.44237 | 1.44437 | 1.44207 | ||
| 12 | 2009.08.03 16:52 | t/p | 5 | 1.00 | 1.44207 | 1.44437 | 1.44207 | 30.00 | 9890.00 |
| 13 | 2009.08.03 16:52 | sell | 6 | 1.00 | 1.44181 | 1.44381 | 1.44151 | ||
| 14 | 2009.08.03 16:57 | t/p | 6 | 1.00 | 1.44151 | 1.44381 | 1.44151 | 30.00 | 9920.00 |
| 15 | 2009.08.03 16:57 | sell | 7 | 1.00 | 1.44124 | 1.44324 | 1.44094 | ||
| 16 | 2009.08.03 16:59 | sell | 8 | 1.00 | 1.44165 | 1.44365 | 1.44135 | ||
| 17 | 2009.08.03 16:59 | modify | 7 | 1.00 | 1.44124 | 1.44245 | 1.44115 | ||
| 18 | 2009.08.03 16:59 | modify | 8 | 1.00 | 1.44165 | 1.44245 | 1.44115 | ||
| 19 | 2009.08.03 17:02 | s/l | 7 | 1.00 | 1.44245 | 1.44245 | 1.44115 | -121.00 | 9799.00 |
| 20 | 2009.08.03 17:02 | s/l | 8 | 1.00 | 1.44245 | 1.44245 | 1.44115 | -80.00 | 9719.00 |
| 21 | 2009.08.03 17:02 | sell | 9 | 1.00 | 1.44259 | 1.44459 | 1.44229 | ||
| 22 | 2009.08.03 17:10 | t/p | 9 | 1.00 | 1.44229 | 1.44459 | 1.44229 | 30.00 | 9749.00 |
| 23 | 2009.08.03 18:07 | sell | 10 | 1.00 | 1.44436 | 1.44636 | 1.44406 | ||
| 24 | 2009.08.03 18:10 | t/p | 10 | 1.00 | 1.44406 | 1.44636 | 1.44406 | 30.00 | 9779.00 |
| 25 | 2009.08.07 16:45 | buy | 11 | 1.00 | 1.42148 | 1.41948 | 1.42178 | ||
| 26 | 2009.08.07 16:47 | t/p | 11 | 1.00 | 1.42178 | 1.41948 | 1.42178 | 30.00 | 9809.00 |
| 27 | 2009.08.07 16:47 | buy | 12 | 1.00 | 1.42188 | 1.41988 | 1.42218 | ||
| 28 | 2009.08.07 16:50 | s/l | 12 | 1.00 | 1.41988 | 1.41988 | 1.42218 | -200.00 | 9609.00 |
| 29 | 2009.08.07 16:50 | buy | 13 | 1.00 | 1.41987 | 1.41787 | 1.42017 | ||
| 30 | 2009.08.07 16:52 | t/p | 13 | 1.00 | 1.42017 | 1.41787 | 1.42017 | 30.00 | 9639.00 |
| 31 | 2009.08.07 16:52 | buy | 14 | 1.00 | 1.42067 | 1.41867 | 1.42097 | ||
| 32 | 2009.08.07 16:55 | buy | 15 | 1.00 | 1.42027 | 1.41827 | 1.42057 | ||
| 33 | 2009.08.07 16:55 | modify | 14 | 1.00 | 1.42067 | 1.41947 | 1.42077 | ||
| 34 | 2009.08.07 16:55 | modify | 15 | 1.00 | 1.42027 | 1.41947 | 1.42077 | ||
| 35 | 2009.08.07 16:57 | t/p | 14 | 1.00 | 1.42077 | 1.41947 | 1.42077 | 10.00 | 9649.00 |
| 36 | 2009.08.07 16:57 | t/p | 15 | 1.00 | 1.42077 | 1.41947 | 1.42077 | 50.00 | 9699.00 |
| 37 | 2009.08.07 16:57 | buy | 16 | 1.00 | 1.42148 | 1.41948 | 1.42178 | ||
| 38 | 2009.08.07 16:59 | buy | 17 | 1.00 | 1.42074 | 1.41874 | 1.42104 | ||
| 39 | 2009.08.07 16:59 | modify | 16 | 1.00 | 1.42148 | 1.42011 | 1.42141 | ||
| 40 | 2009.08.07 16:59 | modify | 17 | 1.00 | 1.42074 | 1.42011 | 1.42141 | ||
| 41 | 2009.08.07 17:10 | t/p | 16 | 1.00 | 1.42141 | 1.42011 | 1.42141 | -7.00 | 9692.00 |
| 42 | 2009.08.07 17:10 | t/p | 17 | 1.00 | 1.42141 | 1.42011 | 1.42141 | 67.00 | 9759.00 |
| 43 | 2009.08.07 17:45 | buy | 18 | 1.00 | 1.41969 | 1.41769 | 1.41999 | ||
| 44 | 2009.08.07 17:47 | t/p | 18 | 1.00 | 1.41999 | 1.41769 | 1.41999 | 30.00 | 9789.00 |
| 45 | 2009.08.07 17:47 | buy | 19 | 1.00 | 1.42016 | 1.41816 | 1.42046 | ||
| 46 | 2009.08.07 17:50 | s/l | 19 | 1.00 | 1.41816 | 1.41816 | 1.42046 | -200.00 | 9589.00 |
| 47 | 2009.08.07 17:50 | buy | 20 | 1.00 | 1.41781 | 1.41581 | 1.41811 | ||
| 48 | 2009.08.07 17:52 | t/p | 20 | 1.00 | 1.41811 | 1.41581 | 1.41811 | 30.00 | 9619.00 |
| 49 | 2009.08.07 17:52 | buy | 21 | 1.00 | 1.41875 | 1.41675 | 1.41905 | ||
| 50 | 2009.08.07 17:55 | buy | 22 | 1.00 | 1.41828 | 1.41628 | 1.41858 | ||
| 51 | 2009.08.07 17:55 | modify | 21 | 1.00 | 1.41875 | 1.41752 | 1.41882 | ||
| 52 | 2009.08.07 17:55 | modify | 22 | 1.00 | 1.41828 | 1.41752 | 1.41882 | ||
| 53 | 2009.08.07 17:57 | t/p | 21 | 1.00 | 1.41882 | 1.41752 | 1.41882 | 7.00 | 9626.00 |
| 54 | 2009.08.07 17:57 | t/p | 22 | 1.00 | 1.41882 | 1.41752 | 1.41882 | 54.00 | 9680.00 |
| 55 | 2009.08.07 17:57 | buy | 23 | 1.00 | 1.41969 | 1.41769 | 1.41999 | ||
| 56 | 2009.08.07 17:59 | buy | 24 | 1.00 | 1.41793 | 1.41593 | 1.41823 | ||
| 57 | 2009.08.07 18:05 | s/l | 23 | 1.00 | 1.41769 | 1.41769 | 1.41999 | -200.00 | 9480.00 |
| 58 | 2009.08.07 18:10 | buy | 25 | 1.00 | 1.41718 | 1.41518 | 1.41748 | ||
| 59 | 2009.08.07 18:10 | modify | 24 | 1.00 | 1.41793 | 1.41656 | 1.41786 | ||
| 60 | 2009.08.07 18:10 | modify | 25 | 1.00 | 1.41718 | 1.41656 | 1.41786 | ||
| 61 | 2009.08.07 18:15 | s/l | 24 | 1.00 | 1.41656 | 1.41656 | 1.41786 | -137.00 | 9343.00 |
| 62 | 2009.08.07 18:15 | s/l | 25 | 1.00 | 1.41656 | 1.41656 | 1.41786 | -62.00 | 9281.00 |
| 63 | 2009.08.07 18:15 | buy | 26 | 1.00 | 1.41643 | 1.41443 | 1.41673 | ||
| 64 | 2009.08.07 18:20 | buy | 27 | 1.00 | 1.41543 | 1.41343 | 1.41573 | ||
| 65 | 2009.08.07 18:20 | modify | 26 | 1.00 | 1.41643 | 1.41493 | 1.41623 | ||
| 66 | 2009.08.07 18:20 | modify | 27 | 1.00 | 1.41543 | 1.41493 | 1.41623 | ||
| 67 | 2009.08.07 18:27 | t/p | 26 | 1.00 | 1.41623 | 1.41493 | 1.41623 | -20.00 | 9261.00 |
| 68 | 2009.08.07 18:27 | t/p | 27 | 1.00 | 1.41623 | 1.41493 | 1.41623 | 80.00 | 9341.00 |
| 69 | 2009.08.07 18:27 | buy | 28 | 1.00 | 1.41643 | 1.41443 | 1.41673 | ||
| 70 | 2009.08.07 18:27 | t/p | 28 | 1.00 | 1.41673 | 1.41443 | 1.41673 | 30.00 | 9371.00 |
| 71 | 2009.08.07 18:27 | buy | 29 | 1.00 | 1.41728 | 1.41528 | 1.41758 | ||
| 72 | 2009.08.07 18:32 | buy | 30 | 1.00 | 1.41691 | 1.41491 | 1.41721 | ||
| 73 | 2009.08.07 18:32 | modify | 29 | 1.00 | 1.41728 | 1.41610 | 1.41740 | ||
| 74 | 2009.08.07 18:32 | modify | 30 | 1.00 | 1.41691 | 1.41610 | 1.41740 | ||
| 75 | 2009.08.07 18:40 | t/p | 29 | 1.00 | 1.41740 | 1.41610 | 1.41740 | 12.00 | 9383.00 |
| 76 | 2009.08.07 18:40 | t/p | 30 | 1.00 | 1.41740 | 1.41610 | 1.41740 | 49.00 | 9432.00 |
| 77 | 2009.08.07 18:40 | buy | 31 | 1.00 | 1.41767 | 1.41567 | 1.41797 | ||
| 78 | 2009.08.07 18:45 | t/p | 31 | 1.00 | 1.41797 | 1.41567 | 1.41797 | 30.00 | 9462.00 |
| 79 | 2009.08.07 18:45 | buy | 32 | 1.00 | 1.41825 | 1.41625 | 1.41855 | ||
| 80 | 2009.08.07 18:50 | t/p | 32 | 1.00 | 1.41855 | 1.41625 | 1.41855 | 30.00 | 9492.00 |
| 81 | 2009.08.07 18:52 | buy | 33 | 1.00 | 1.41844 | 1.41644 | 1.41874 | ||
| 82 | 2009.08.07 18:57 | buy | 34 | 1.00 | 1.41806 | 1.41606 | 1.41836 | ||
| 83 | 2009.08.07 18:57 | modify | 33 | 1.00 | 1.41844 | 1.41725 | 1.41855 | ||
| 84 | 2009.08.07 18:57 | modify | 34 | 1.00 | 1.41806 | 1.41725 | 1.41855 | ||
| 85 | 2009.08.07 19:10 | t/p | 33 | 1.00 | 1.41855 | 1.41725 | 1.41855 | 11.00 | 9503.00 |
| 86 | 2009.08.07 19:10 | t/p | 34 | 1.00 | 1.41855 | 1.41725 | 1.41855 | 49.00 | 9552.00 |
| 87 | 2009.08.19 17:20 | sell | 35 | 1.00 | 1.42425 | 1.42625 | 1.42395 | ||
| 88 | 2009.08.19 17:22 | t/p | 35 | 1.00 | 1.42395 | 1.42625 | 1.42395 | 30.00 | 9582.00 |
| 89 | 2009.08.19 17:45 | sell | 36 | 1.00 | 1.42512 | 1.42712 | 1.42482 | ||
| 90 | 2009.08.19 17:47 | t/p | 36 | 1.00 | 1.42482 | 1.42712 | 1.42482 | 30.00 | 9612.00 |
| 91 | 2009.08.19 17:47 | sell | 37 | 1.00 | 1.42465 | 1.42665 | 1.42435 | ||
| 92 | 2009.08.19 17:50 | sell | 38 | 1.00 | 1.42652 | 1.42852 | 1.42622 | ||
| 93 | 2009.08.19 17:52 | t/p | 38 | 1.00 | 1.42622 | 1.42852 | 1.42622 | 30.00 | 9642.00 |
| 94 | 2009.08.19 17:52 | sell | 39 | 1.00 | 1.42558 | 1.42758 | 1.42528 | ||
| 95 | 2009.08.19 17:52 | modify | 37 | 1.00 | 1.42465 | 1.42612 | 1.42482 | ||
| 96 | 2009.08.19 17:52 | modify | 39 | 1.00 | 1.42558 | 1.42612 | 1.42482 | ||
| 97 | 2009.08.19 17:55 | s/l | 37 | 1.00 | 1.42612 | 1.42612 | 1.42482 | -147.00 | 9495.00 |
| 98 | 2009.08.19 17:55 | s/l | 39 | 1.00 | 1.42612 | 1.42612 | 1.42482 | -54.00 | 9441.00 |
| 99 | 2009.08.19 17:55 | sell | 40 | 1.00 | 1.42605 | 1.42805 | 1.42575 | ||
| 100 | 2009.08.19 17:57 | t/p | 40 | 1.00 | 1.42575 | 1.42805 | 1.42575 | 30.00 | 9471.00 |
| 101 | 2009.08.19 17:57 | sell | 41 | 1.00 | 1.42465 | 1.42665 | 1.42435 | ||
| 102 | 2009.08.19 17:59 | sell | 42 | 1.00 | 1.42614 | 1.42814 | 1.42584 | ||
| 103 | 2009.08.19 18:07 | s/l | 41 | 1.00 | 1.42665 | 1.42665 | 1.42435 | -200.00 | 9271.00 |
| 104 | 2009.08.19 18:07 | sell | 43 | 1.00 | 1.42663 | 1.42863 | 1.42633 | ||
| 105 | 2009.08.19 18:07 | modify | 42 | 1.00 | 1.42614 | 1.42739 | 1.42609 | ||
| 106 | 2009.08.19 18:07 | modify | 43 | 1.00 | 1.42663 | 1.42739 | 1.42609 | ||
| 107 | 2009.08.19 18:10 | t/p | 42 | 1.00 | 1.42609 | 1.42739 | 1.42609 | 5.00 | 9276.00 |
| 108 | 2009.08.19 18:10 | t/p | 43 | 1.00 | 1.42609 | 1.42739 | 1.42609 | 54.00 | 9330.00 |
| 109 | 2009.08.19 18:50 | sell | 44 | 1.00 | 1.42608 | 1.42808 | 1.42578 | ||
| 110 | 2009.08.19 18:57 | t/p | 44 | 1.00 | 1.42578 | 1.42808 | 1.42578 | 30.00 | 9360.00 |
| 111 | 2009.08.27 20:20 | sell | 45 | 1.00 | 1.43957 | 1.44157 | 1.43927 | ||
| 112 | 2009.08.27 20:22 | t/p | 45 | 1.00 | 1.43927 | 1.44157 | 1.43927 | 30.00 | 9390.00 |
| 113 | 2009.08.27 20:25 | sell | 46 | 1.00 | 1.43847 | 1.44047 | 1.43817 | ||
| 114 | 2009.08.27 20:27 | t/p | 46 | 1.00 | 1.43817 | 1.44047 | 1.43817 | 30.00 | 9420.00 |
| 115 | 2009.08.27 20:27 | sell | 47 | 1.00 | 1.43848 | 1.44048 | 1.43818 | ||
| 116 | 2009.08.27 20:32 | sell | 48 | 1.00 | 1.44022 | 1.44222 | 1.43992 | ||
| 117 | 2009.08.27 20:37 | s/l | 47 | 1.00 | 1.44048 | 1.44048 | 1.43818 | -200.00 | 9220.00 |
| 118 | 2009.08.27 20:37 | sell | 49 | 1.00 | 1.44057 | 1.44257 | 1.44027 | ||
| 119 | 2009.08.27 20:37 | modify | 48 | 1.00 | 1.44022 | 1.44140 | 1.44010 | ||
| 120 | 2009.08.27 20:37 | modify | 49 | 1.00 | 1.44057 | 1.44140 | 1.44010 | ||
| 121 | 2009.08.27 20:40 | t/p | 48 | 1.00 | 1.44010 | 1.44140 | 1.44010 | 12.00 | 9232.00 |
| 122 | 2009.08.27 20:40 | t/p | 49 | 1.00 | 1.44010 | 1.44140 | 1.44010 | 47.00 | 9279.00 |
| 123 | 2009.08.27 20:40 | sell | 50 | 1.00 | 1.43918 | 1.44118 | 1.43888 | ||
| 124 | 2009.08.27 20:42 | sell | 51 | 1.00 | 1.43953 | 1.44153 | 1.43923 | ||
| 125 | 2009.08.27 20:42 | modify | 50 | 1.00 | 1.43918 | 1.44036 | 1.43906 | ||
| 126 | 2009.08.27 20:42 | modify | 51 | 1.00 | 1.43953 | 1.44036 | 1.43906 | ||
| 127 | 2009.08.27 20:45 | t/p | 50 | 1.00 | 1.43906 | 1.44036 | 1.43906 | 12.00 | 9291.00 |
| 128 | 2009.08.27 20:45 | t/p | 51 | 1.00 | 1.43906 | 1.44036 | 1.43906 | 47.00 | 9338.00 |
| 129 | 2009.08.27 20:47 | sell | 52 | 1.00 | 1.43848 | 1.44048 | 1.43818 | ||
| 130 | 2009.08.27 20:50 | t/p | 52 | 1.00 | 1.43818 | 1.44048 | 1.43818 | 30.00 | 9368.00 |