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 | Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -500.00 | Gross profit | 1300.00 | Gross loss | -1800.00 |
| Profit factor | 0.72 | Expected payoff | -11.63 | ||
| Absolute drawdown | 830.00 | Maximal drawdown | 1098.00 (10.69%) | Relative drawdown | 10.69% (1098.00) |
| Total trades | 43 | Short positions (won %) | 16 (31.25%) | Long positions (won %) | 27 (29.63%) |
| Profit trades (% of total) | 13 (30.23%) | Loss trades (% of total) | 30 (69.77%) | ||
| Largest | profit trade | 100.00 | loss trade | -60.00 | |
| Average | profit trade | 100.00 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 4 (400.00) | consecutive losses (loss in money) | 17 (-1020.00) | |
| Maximal | consecutive profit (count of wins) | 400.00 (4) | consecutive loss (count of losses) | -1020.00 (17) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 03:02 | sell | 1 | 1.00 | 1.42359 | 1.42419 | 1.42259 | ||
| 2 | 2009.08.03 03:10 | s/l | 1 | 1.00 | 1.42419 | 1.42419 | 1.42259 | -60.00 | 9940.00 |
| 3 | 2009.08.04 02:15 | sell | 2 | 1.00 | 1.44018 | 1.44078 | 1.43918 | ||
| 4 | 2009.08.04 02:37 | t/p | 2 | 1.00 | 1.43918 | 1.44078 | 1.43918 | 100.00 | 10040.00 |
| 5 | 2009.08.05 06:50 | sell | 3 | 1.00 | 1.44017 | 1.44077 | 1.43917 | ||
| 6 | 2009.08.05 07:16 | t/p | 3 | 1.00 | 1.43917 | 1.44077 | 1.43917 | 100.00 | 10140.00 |
| 7 | 2009.08.06 00:02 | buy | 4 | 1.00 | 1.44200 | 1.44140 | 1.44300 | ||
| 8 | 2009.08.06 00:15 | s/l | 4 | 1.00 | 1.44140 | 1.44140 | 1.44300 | -60.00 | 10080.00 |
| 9 | 2009.08.07 00:20 | buy | 5 | 1.00 | 1.43608 | 1.43548 | 1.43708 | ||
| 10 | 2009.08.07 02:03 | t/p | 5 | 1.00 | 1.43708 | 1.43548 | 1.43708 | 100.00 | 10180.00 |
| 11 | 2009.08.10 00:16 | buy | 6 | 1.00 | 1.41873 | 1.41813 | 1.41973 | ||
| 12 | 2009.08.10 00:26 | s/l | 6 | 1.00 | 1.41813 | 1.41813 | 1.41973 | -60.00 | 10120.00 |
| 13 | 2009.08.11 04:20 | sell | 7 | 1.00 | 1.41387 | 1.41447 | 1.41287 | ||
| 14 | 2009.08.11 04:50 | t/p | 7 | 1.00 | 1.41287 | 1.41447 | 1.41287 | 100.00 | 10220.00 |
| 15 | 2009.08.12 04:45 | sell | 8 | 1.00 | 1.41437 | 1.41497 | 1.41337 | ||
| 16 | 2009.08.12 06:20 | s/l | 8 | 1.00 | 1.41497 | 1.41497 | 1.41337 | -60.00 | 10160.00 |
| 17 | 2009.08.13 00:32 | buy | 9 | 1.00 | 1.42124 | 1.42064 | 1.42224 | ||
| 18 | 2009.08.13 00:45 | s/l | 9 | 1.00 | 1.42064 | 1.42064 | 1.42224 | -60.00 | 10100.00 |
| 19 | 2009.08.14 03:10 | buy | 10 | 1.00 | 1.43012 | 1.42952 | 1.43112 | ||
| 20 | 2009.08.14 03:26 | s/l | 10 | 1.00 | 1.42952 | 1.42952 | 1.43112 | -60.00 | 10040.00 |
| 21 | 2009.08.17 02:02 | sell | 11 | 1.00 | 1.41553 | 1.41613 | 1.41453 | ||
| 22 | 2009.08.17 02:10 | s/l | 11 | 1.00 | 1.41613 | 1.41613 | 1.41453 | -60.00 | 9980.00 |
| 23 | 2009.08.18 01:15 | buy | 12 | 1.00 | 1.40896 | 1.40836 | 1.40996 | ||
| 24 | 2009.08.18 01:37 | s/l | 12 | 1.00 | 1.40836 | 1.40836 | 1.40996 | -60.00 | 9920.00 |
| 25 | 2009.08.19 03:15 | sell | 13 | 1.00 | 1.41410 | 1.41470 | 1.41310 | ||
| 26 | 2009.08.19 03:32 | s/l | 13 | 1.00 | 1.41470 | 1.41470 | 1.41310 | -60.00 | 9860.00 |
| 27 | 2009.08.20 03:20 | sell | 14 | 1.00 | 1.42067 | 1.42127 | 1.41967 | ||
| 28 | 2009.08.20 03:27 | s/l | 14 | 1.00 | 1.42127 | 1.42127 | 1.41967 | -60.00 | 9800.00 |
| 29 | 2009.08.21 01:32 | buy | 15 | 1.00 | 1.42677 | 1.42617 | 1.42777 | ||
| 30 | 2009.08.21 01:45 | s/l | 15 | 1.00 | 1.42617 | 1.42617 | 1.42777 | -60.00 | 9740.00 |
| 31 | 2009.08.24 02:40 | buy | 16 | 1.00 | 1.43499 | 1.43439 | 1.43599 | ||
| 32 | 2009.08.24 03:07 | s/l | 16 | 1.00 | 1.43439 | 1.43439 | 1.43599 | -60.00 | 9680.00 |
| 33 | 2009.08.25 01:50 | sell | 17 | 1.00 | 1.42808 | 1.42868 | 1.42708 | ||
| 34 | 2009.08.25 01:57 | s/l | 17 | 1.00 | 1.42868 | 1.42868 | 1.42708 | -60.00 | 9620.00 |
| 35 | 2009.08.26 03:50 | buy | 18 | 1.00 | 1.43023 | 1.42963 | 1.43123 | ||
| 36 | 2009.08.26 03:57 | s/l | 18 | 1.00 | 1.42963 | 1.42963 | 1.43123 | -60.00 | 9560.00 |
| 37 | 2009.08.27 02:50 | sell | 19 | 1.00 | 1.42238 | 1.42298 | 1.42138 | ||
| 38 | 2009.08.27 02:57 | s/l | 19 | 1.00 | 1.42298 | 1.42298 | 1.42138 | -60.00 | 9500.00 |
| 39 | 2009.08.28 08:20 | sell | 20 | 1.00 | 1.43426 | 1.43486 | 1.43326 | ||
| 40 | 2009.08.28 08:27 | s/l | 20 | 1.00 | 1.43486 | 1.43486 | 1.43326 | -60.00 | 9440.00 |
| 41 | 2009.08.31 02:50 | buy | 21 | 1.00 | 1.43144 | 1.43084 | 1.43244 | ||
| 42 | 2009.08.31 02:57 | s/l | 21 | 1.00 | 1.43084 | 1.43084 | 1.43244 | -60.00 | 9380.00 |
| 43 | 2009.09.01 11:37 | sell | 22 | 1.00 | 1.43248 | 1.43308 | 1.43148 | ||
| 44 | 2009.09.01 11:40 | s/l | 22 | 1.00 | 1.43308 | 1.43308 | 1.43148 | -60.00 | 9320.00 |
| 45 | 2009.09.02 02:20 | sell | 23 | 1.00 | 1.41885 | 1.41945 | 1.41785 | ||
| 46 | 2009.09.02 02:27 | s/l | 23 | 1.00 | 1.41945 | 1.41945 | 1.41785 | -60.00 | 9260.00 |
| 47 | 2009.09.03 01:15 | buy | 24 | 1.00 | 1.42773 | 1.42713 | 1.42873 | ||
| 48 | 2009.09.03 01:50 | s/l | 24 | 1.00 | 1.42713 | 1.42713 | 1.42873 | -60.00 | 9200.00 |
| 49 | 2009.09.04 08:40 | buy | 25 | 1.00 | 1.42768 | 1.42708 | 1.42868 | ||
| 50 | 2009.09.04 08:50 | t/p | 25 | 1.00 | 1.42868 | 1.42708 | 1.42868 | 100.00 | 9300.00 |
| 51 | 2009.09.07 01:20 | buy | 26 | 1.00 | 1.43221 | 1.43161 | 1.43321 | ||
| 52 | 2009.09.07 05:20 | t/p | 26 | 1.00 | 1.43321 | 1.43161 | 1.43321 | 100.00 | 9400.00 |
| 53 | 2009.09.08 08:10 | buy | 27 | 1.00 | 1.43568 | 1.43508 | 1.43668 | ||
| 54 | 2009.09.08 08:20 | t/p | 27 | 1.00 | 1.43668 | 1.43508 | 1.43668 | 100.00 | 9500.00 |
| 55 | 2009.09.09 00:40 | buy | 28 | 1.00 | 1.44973 | 1.44913 | 1.45073 | ||
| 56 | 2009.09.09 01:20 | t/p | 28 | 1.00 | 1.45073 | 1.44913 | 1.45073 | 100.00 | 9600.00 |
| 57 | 2009.09.10 06:20 | buy | 29 | 1.00 | 1.45814 | 1.45754 | 1.45914 | ||
| 58 | 2009.09.10 06:45 | s/l | 29 | 1.00 | 1.45754 | 1.45754 | 1.45914 | -60.00 | 9540.00 |
| 59 | 2009.09.11 06:45 | buy | 30 | 1.00 | 1.46155 | 1.46095 | 1.46255 | ||
| 60 | 2009.09.11 08:07 | t/p | 30 | 1.00 | 1.46255 | 1.46095 | 1.46255 | 100.00 | 9640.00 |
| 61 | 2009.09.14 02:03 | sell | 31 | 1.00 | 1.45632 | 1.45692 | 1.45532 | ||
| 62 | 2009.09.14 02:16 | t/p | 31 | 1.00 | 1.45532 | 1.45692 | 1.45532 | 100.00 | 9740.00 |
| 63 | 2009.09.15 02:07 | buy | 32 | 1.00 | 1.46469 | 1.46409 | 1.46569 | ||
| 64 | 2009.09.15 02:10 | s/l | 32 | 1.00 | 1.46409 | 1.46409 | 1.46569 | -60.00 | 9680.00 |
| 65 | 2009.09.16 02:15 | buy | 33 | 1.00 | 1.46774 | 1.46714 | 1.46874 | ||
| 66 | 2009.09.16 03:15 | s/l | 33 | 1.00 | 1.46714 | 1.46714 | 1.46874 | -60.00 | 9620.00 |
| 67 | 2009.09.17 05:20 | buy | 34 | 1.00 | 1.47330 | 1.47270 | 1.47430 | ||
| 68 | 2009.09.17 05:50 | s/l | 34 | 1.00 | 1.47270 | 1.47270 | 1.47430 | -60.00 | 9560.00 |
| 69 | 2009.09.18 02:50 | sell | 35 | 1.00 | 1.47229 | 1.47289 | 1.47129 | ||
| 70 | 2009.09.18 03:20 | t/p | 35 | 1.00 | 1.47129 | 1.47289 | 1.47129 | 100.00 | 9660.00 |
| 71 | 2009.09.21 01:20 | buy | 36 | 1.00 | 1.47085 | 1.47025 | 1.47185 | ||
| 72 | 2009.09.21 01:50 | s/l | 36 | 1.00 | 1.47025 | 1.47025 | 1.47185 | -60.00 | 9600.00 |
| 73 | 2009.09.22 03:15 | buy | 37 | 1.00 | 1.47131 | 1.47071 | 1.47231 | ||
| 74 | 2009.09.22 03:50 | s/l | 37 | 1.00 | 1.47071 | 1.47071 | 1.47231 | -60.00 | 9540.00 |
| 75 | 2009.09.23 04:33 | buy | 38 | 1.00 | 1.48094 | 1.48034 | 1.48194 | ||
| 76 | 2009.09.23 04:46 | t/p | 38 | 1.00 | 1.48194 | 1.48034 | 1.48194 | 100.00 | 9640.00 |
| 77 | 2009.09.24 01:40 | buy | 39 | 1.00 | 1.47242 | 1.47182 | 1.47342 | ||
| 78 | 2009.09.24 02:15 | t/p | 39 | 1.00 | 1.47342 | 1.47182 | 1.47342 | 100.00 | 9740.00 |
| 79 | 2009.09.25 02:50 | sell | 40 | 1.00 | 1.46188 | 1.46248 | 1.46088 | ||
| 80 | 2009.09.25 02:57 | s/l | 40 | 1.00 | 1.46248 | 1.46248 | 1.46088 | -60.00 | 9680.00 |
| 81 | 2009.09.28 00:15 | buy | 41 | 1.00 | 1.47004 | 1.46944 | 1.47104 | ||
| 82 | 2009.09.28 00:32 | s/l | 41 | 1.00 | 1.46944 | 1.46944 | 1.47104 | -60.00 | 9620.00 |
| 83 | 2009.09.29 01:20 | buy | 42 | 1.00 | 1.46347 | 1.46287 | 1.46447 | ||
| 84 | 2009.09.29 01:27 | s/l | 42 | 1.00 | 1.46287 | 1.46287 | 1.46447 | -60.00 | 9560.00 |
| 85 | 2009.09.30 02:20 | buy | 43 | 1.00 | 1.46037 | 1.45977 | 1.46137 | ||
| 86 | 2009.09.30 02:27 | s/l | 43 | 1.00 | 1.45977 | 1.45977 | 1.46137 | -60.00 | 9500.00 |