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 | Lots=0.2; RiskManagement=true; RiskPercent=20; StopLose=0; TakeProfit=12; TrailingStop=0; WPRSell=10; WPRBuy=90; S=80; B=40; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1965.75 | Gross profit | 395.13 | Gross loss | -2360.88 |
Profit factor | 0.17 | Expected payoff | -40.95 | ||
Absolute drawdown | 3446.06 | Maximal drawdown | 3841.20 (36.95%) | Relative drawdown | 36.95% (3841.20) |
Total trades | 48 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 29 (100.00%) |
Profit trades (% of total) | 47 (97.92%) | Loss trades (% of total) | 1 (2.08%) | ||
Largest | profit trade | 8.64 | loss trade | -2360.88 | |
Average | profit trade | 8.41 | loss trade | -2360.88 | |
Maximum | consecutive wins (profit in money) | 47 (395.13) | consecutive losses (loss in money) | 1 (-2360.88) | |
Maximal | consecutive profit (count of wins) | 395.13 (47) | consecutive loss (count of losses) | -2360.88 (1) | |
Average | consecutive wins | 47 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 14:00 | buy | 1 | 0.69 | 1.43805 | 0.00000 | 1.43817 | ||
2 | 2009.08.04 14:15 | t/p | 1 | 0.69 | 1.43817 | 0.00000 | 1.43817 | 8.28 | 10008.28 |
3 | 2009.08.04 14:15 | buy | 2 | 0.69 | 1.43920 | 0.00000 | 1.43932 | ||
4 | 2009.08.04 14:20 | t/p | 2 | 0.69 | 1.43932 | 0.00000 | 1.43932 | 8.28 | 10016.56 |
5 | 2009.08.04 14:20 | buy | 3 | 0.69 | 1.44005 | 0.00000 | 1.44017 | ||
6 | 2009.08.04 15:15 | t/p | 3 | 0.69 | 1.44017 | 0.00000 | 1.44017 | 8.28 | 10024.84 |
7 | 2009.08.06 19:00 | buy | 4 | 0.69 | 1.43430 | 0.00000 | 1.43442 | ||
8 | 2009.08.06 19:15 | t/p | 4 | 0.69 | 1.43442 | 0.00000 | 1.43442 | 8.28 | 10033.12 |
9 | 2009.08.06 19:15 | buy | 5 | 0.69 | 1.43471 | 0.00000 | 1.43483 | ||
10 | 2009.08.06 19:32 | t/p | 5 | 0.69 | 1.43483 | 0.00000 | 1.43483 | 8.28 | 10041.40 |
11 | 2009.08.06 19:32 | buy | 6 | 0.69 | 1.43589 | 0.00000 | 1.43601 | ||
12 | 2009.08.06 22:20 | t/p | 6 | 0.69 | 1.43601 | 0.00000 | 1.43601 | 8.28 | 10049.68 |
13 | 2009.08.07 16:00 | buy | 7 | 0.70 | 1.42775 | 0.00000 | 1.42787 | ||
14 | 2009.08.07 16:07 | t/p | 7 | 0.70 | 1.42787 | 0.00000 | 1.42787 | 8.40 | 10058.08 |
15 | 2009.08.07 16:07 | buy | 8 | 0.70 | 1.42864 | 0.00000 | 1.42876 | ||
16 | 2009.08.13 14:15 | t/p | 8 | 0.70 | 1.42876 | 0.00000 | 1.42876 | 6.30 | 10064.38 |
17 | 2009.08.14 16:00 | buy | 9 | 0.70 | 1.42502 | 0.00000 | 1.42514 | ||
18 | 2009.08.19 17:50 | t/p | 9 | 0.70 | 1.42514 | 0.00000 | 1.42514 | 7.35 | 10071.73 |
19 | 2009.08.19 17:50 | sell | 10 | 0.70 | 1.42652 | 0.00000 | 1.42640 | ||
20 | 2009.08.19 17:52 | t/p | 10 | 0.70 | 1.42640 | 0.00000 | 1.42640 | 8.40 | 10080.13 |
21 | 2009.08.19 17:52 | sell | 11 | 0.70 | 1.42558 | 0.00000 | 1.42546 | ||
22 | 2009.08.19 17:57 | t/p | 11 | 0.70 | 1.42546 | 0.00000 | 1.42546 | 8.40 | 10088.53 |
23 | 2009.08.19 17:57 | sell | 12 | 0.70 | 1.42465 | 0.00000 | 1.42453 | ||
24 | 2009.08.19 18:20 | t/p | 12 | 0.70 | 1.42453 | 0.00000 | 1.42453 | 8.40 | 10096.93 |
25 | 2009.08.19 18:20 | sell | 13 | 0.70 | 1.42406 | 0.00000 | 1.42394 | ||
26 | 2009.08.19 20:50 | t/p | 13 | 0.70 | 1.42394 | 0.00000 | 1.42394 | 8.40 | 10105.33 |
27 | 2009.08.19 20:50 | sell | 14 | 0.70 | 1.42335 | 0.00000 | 1.42323 | ||
28 | 2009.08.19 21:20 | t/p | 14 | 0.70 | 1.42323 | 0.00000 | 1.42323 | 8.40 | 10113.73 |
29 | 2009.08.25 03:00 | buy | 15 | 0.70 | 1.42847 | 0.00000 | 1.42859 | ||
30 | 2009.08.25 03:20 | t/p | 15 | 0.70 | 1.42859 | 0.00000 | 1.42859 | 8.40 | 10122.13 |
31 | 2009.08.25 03:20 | buy | 16 | 0.70 | 1.42928 | 0.00000 | 1.42940 | ||
32 | 2009.08.25 04:07 | t/p | 16 | 0.70 | 1.42940 | 0.00000 | 1.42940 | 8.40 | 10130.53 |
33 | 2009.08.25 09:00 | buy | 17 | 0.71 | 1.42663 | 0.00000 | 1.42675 | ||
34 | 2009.08.25 09:20 | t/p | 17 | 0.71 | 1.42675 | 0.00000 | 1.42675 | 8.52 | 10139.05 |
35 | 2009.08.25 09:20 | buy | 18 | 0.71 | 1.42752 | 0.00000 | 1.42764 | ||
36 | 2009.08.25 09:50 | t/p | 18 | 0.71 | 1.42764 | 0.00000 | 1.42764 | 8.52 | 10147.57 |
37 | 2009.08.25 09:50 | buy | 19 | 0.71 | 1.42816 | 0.00000 | 1.42828 | ||
38 | 2009.08.25 11:10 | t/p | 19 | 0.71 | 1.42828 | 0.00000 | 1.42828 | 8.52 | 10156.09 |
39 | 2009.08.26 16:00 | buy | 20 | 0.71 | 1.42174 | 0.00000 | 1.42186 | ||
40 | 2009.08.26 16:03 | t/p | 20 | 0.71 | 1.42186 | 0.00000 | 1.42186 | 8.52 | 10164.61 |
41 | 2009.08.26 16:03 | buy | 21 | 0.71 | 1.42296 | 0.00000 | 1.42308 | ||
42 | 2009.08.26 16:10 | t/p | 21 | 0.71 | 1.42308 | 0.00000 | 1.42308 | 8.52 | 10173.13 |
43 | 2009.08.26 16:10 | buy | 22 | 0.71 | 1.42370 | 0.00000 | 1.42382 | ||
44 | 2009.08.26 16:16 | t/p | 22 | 0.71 | 1.42382 | 0.00000 | 1.42382 | 8.52 | 10181.65 |
45 | 2009.08.26 16:16 | buy | 23 | 0.71 | 1.42443 | 0.00000 | 1.42455 | ||
46 | 2009.08.26 20:32 | t/p | 23 | 0.71 | 1.42455 | 0.00000 | 1.42455 | 8.52 | 10190.17 |
47 | 2009.08.27 14:00 | sell | 24 | 0.71 | 1.42776 | 0.00000 | 1.42764 | ||
48 | 2009.08.27 14:15 | t/p | 24 | 0.71 | 1.42764 | 0.00000 | 1.42764 | 8.52 | 10198.69 |
49 | 2009.08.27 14:15 | sell | 25 | 0.71 | 1.42698 | 0.00000 | 1.42686 | ||
50 | 2009.08.27 14:20 | t/p | 25 | 0.71 | 1.42686 | 0.00000 | 1.42686 | 8.52 | 10207.21 |
51 | 2009.08.27 14:20 | sell | 26 | 0.71 | 1.42630 | 0.00000 | 1.42618 | ||
52 | 2009.08.27 14:45 | t/p | 26 | 0.71 | 1.42618 | 0.00000 | 1.42618 | 8.52 | 10215.73 |
53 | 2009.08.27 14:45 | sell | 27 | 0.71 | 1.42569 | 0.00000 | 1.42557 | ||
54 | 2009.08.27 14:50 | t/p | 27 | 0.71 | 1.42557 | 0.00000 | 1.42557 | 8.52 | 10224.25 |
55 | 2009.08.27 14:50 | sell | 28 | 0.71 | 1.42462 | 0.00000 | 1.42450 | ||
56 | 2009.08.27 15:50 | t/p | 28 | 0.71 | 1.42450 | 0.00000 | 1.42450 | 8.52 | 10232.77 |
57 | 2009.08.28 19:00 | buy | 29 | 0.71 | 1.43294 | 0.00000 | 1.43306 | ||
58 | 2009.08.28 19:10 | t/p | 29 | 0.71 | 1.43306 | 0.00000 | 1.43306 | 8.52 | 10241.29 |
59 | 2009.08.28 19:10 | buy | 30 | 0.71 | 1.43393 | 0.00000 | 1.43405 | ||
60 | 2009.08.28 19:15 | t/p | 30 | 0.71 | 1.43405 | 0.00000 | 1.43405 | 8.52 | 10249.81 |
61 | 2009.08.28 19:15 | buy | 31 | 0.71 | 1.43464 | 0.00000 | 1.43476 | ||
62 | 2009.08.28 19:20 | t/p | 31 | 0.71 | 1.43476 | 0.00000 | 1.43476 | 8.52 | 10258.33 |
63 | 2009.08.28 19:20 | buy | 32 | 0.71 | 1.43535 | 0.00000 | 1.43547 | ||
64 | 2009.08.31 16:45 | t/p | 32 | 0.71 | 1.43547 | 0.00000 | 1.43547 | 8.16 | 10266.50 |
65 | 2009.09.01 13:00 | buy | 33 | 0.71 | 1.42901 | 0.00000 | 1.42913 | ||
66 | 2009.09.01 13:10 | t/p | 33 | 0.71 | 1.42913 | 0.00000 | 1.42913 | 8.52 | 10275.02 |
67 | 2009.09.01 13:10 | buy | 34 | 0.71 | 1.42964 | 0.00000 | 1.42976 | ||
68 | 2009.09.01 13:15 | t/p | 34 | 0.71 | 1.42976 | 0.00000 | 1.42976 | 8.52 | 10283.54 |
69 | 2009.09.01 13:15 | buy | 35 | 0.71 | 1.43010 | 0.00000 | 1.43022 | ||
70 | 2009.09.01 13:20 | t/p | 35 | 0.71 | 1.43022 | 0.00000 | 1.43022 | 8.52 | 10292.06 |
71 | 2009.09.01 13:20 | buy | 36 | 0.71 | 1.43056 | 0.00000 | 1.43068 | ||
72 | 2009.09.01 13:45 | t/p | 36 | 0.71 | 1.43068 | 0.00000 | 1.43068 | 8.52 | 10300.58 |
73 | 2009.09.01 13:45 | buy | 37 | 0.71 | 1.43107 | 0.00000 | 1.43119 | ||
74 | 2009.09.01 14:15 | t/p | 37 | 0.71 | 1.43119 | 0.00000 | 1.43119 | 8.52 | 10309.10 |
75 | 2009.09.01 18:00 | buy | 38 | 0.72 | 1.42366 | 0.00000 | 1.42378 | ||
76 | 2009.09.01 18:50 | t/p | 38 | 0.72 | 1.42378 | 0.00000 | 1.42378 | 8.64 | 10317.74 |
77 | 2009.09.01 18:50 | buy | 39 | 0.72 | 1.42407 | 0.00000 | 1.42419 | ||
78 | 2009.09.02 08:50 | t/p | 39 | 0.72 | 1.42419 | 0.00000 | 1.42419 | 8.28 | 10326.02 |
79 | 2009.09.02 19:00 | sell | 40 | 0.72 | 1.42898 | 0.00000 | 1.42886 | ||
80 | 2009.09.02 19:10 | t/p | 40 | 0.72 | 1.42886 | 0.00000 | 1.42886 | 8.64 | 10334.66 |
81 | 2009.09.02 19:10 | sell | 41 | 0.72 | 1.42847 | 0.00000 | 1.42835 | ||
82 | 2009.09.02 19:15 | t/p | 41 | 0.72 | 1.42835 | 0.00000 | 1.42835 | 8.64 | 10343.30 |
83 | 2009.09.02 19:15 | sell | 42 | 0.72 | 1.42794 | 0.00000 | 1.42782 | ||
84 | 2009.09.02 19:20 | t/p | 42 | 0.72 | 1.42782 | 0.00000 | 1.42782 | 8.64 | 10351.94 |
85 | 2009.09.02 19:20 | sell | 43 | 0.72 | 1.42723 | 0.00000 | 1.42711 | ||
86 | 2009.09.02 20:20 | t/p | 43 | 0.72 | 1.42711 | 0.00000 | 1.42711 | 8.64 | 10360.58 |
87 | 2009.09.03 09:00 | sell | 44 | 0.72 | 1.43037 | 0.00000 | 1.43025 | ||
88 | 2009.09.03 09:15 | t/p | 44 | 0.72 | 1.43025 | 0.00000 | 1.43025 | 8.64 | 10369.22 |
89 | 2009.09.03 09:15 | sell | 45 | 0.72 | 1.42975 | 0.00000 | 1.42963 | ||
90 | 2009.09.03 09:20 | t/p | 45 | 0.72 | 1.42963 | 0.00000 | 1.42963 | 8.64 | 10377.86 |
91 | 2009.09.03 09:20 | sell | 46 | 0.72 | 1.42887 | 0.00000 | 1.42875 | ||
92 | 2009.09.03 09:37 | t/p | 46 | 0.72 | 1.42875 | 0.00000 | 1.42875 | 8.64 | 10386.50 |
93 | 2009.09.03 09:37 | sell | 47 | 0.72 | 1.42837 | 0.00000 | 1.42825 | ||
94 | 2009.09.03 15:20 | t/p | 47 | 0.72 | 1.42825 | 0.00000 | 1.42825 | 8.64 | 10395.14 |
95 | 2009.09.07 01:00 | sell | 48 | 0.72 | 1.43137 | 0.00000 | 1.43125 | ||
96 | 2009.09.30 23:59 | close at stop | 48 | 0.72 | 1.46393 | 0.00000 | 1.43125 | -2360.88 | 8034.26 |