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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9535.70 | Gross profit | 15830.00 | Gross loss | -25365.70 |
| Profit factor | 0.62 | Expected payoff | -340.56 | ||
| Absolute drawdown | 9535.70 | Maximal drawdown | 22591.00 (97.99%) | Relative drawdown | 97.99% (22591.00) |
| Total trades | 28 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
| Largest | profit trade | 1900.00 | loss trade | -10000.00 | |
| Average | profit trade | 719.55 | loss trade | -4227.62 | |
| Maximum | consecutive wins (profit in money) | 12 (8029.00) | consecutive losses (loss in money) | 2 (-13840.00) | |
| Maximal | consecutive profit (count of wins) | 8029.00 (12) | consecutive loss (count of losses) | -13840.00 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 10:15 | sell | 1 | 1.00 | 1.43924 | 1.44924 | 1.42924 | ||
| 2 | 2009.08.04 10:50 | buy | 2 | 10.00 | 1.44226 | 1.43226 | 1.45226 | ||
| 3 | 2009.08.05 13:32 | close | 2 | 10.00 | 1.44352 | 1.43226 | 1.45226 | 1257.00 | 11257.00 |
| 4 | 2009.08.05 13:32 | close | 1 | 1.00 | 1.44376 | 1.44924 | 1.42924 | -453.70 | 10803.30 |
| 5 | 2009.08.06 08:02 | sell | 3 | 1.00 | 1.44008 | 1.45008 | 1.43008 | ||
| 6 | 2009.08.06 12:15 | sell | 4 | 10.00 | 1.43811 | 1.44811 | 1.42811 | ||
| 7 | 2009.08.06 12:20 | close | 4 | 10.00 | 1.43691 | 1.44811 | 1.42811 | 1200.00 | 12003.30 |
| 8 | 2009.08.06 12:20 | close | 3 | 1.00 | 1.43691 | 1.45008 | 1.43008 | 317.00 | 12320.30 |
| 9 | 2009.08.10 07:00 | buy | 5 | 1.00 | 1.42113 | 1.41113 | 1.43113 | ||
| 10 | 2009.08.10 08:20 | sell | 6 | 10.00 | 1.41808 | 1.42808 | 1.40808 | ||
| 11 | 2009.08.10 14:46 | close | 6 | 10.00 | 1.41647 | 1.42808 | 1.40808 | 1610.00 | 13930.30 |
| 12 | 2009.08.10 14:46 | close | 5 | 1.00 | 1.41623 | 1.41113 | 1.43113 | -490.00 | 13440.30 |
| 13 | 2009.08.11 05:15 | buy | 7 | 1.00 | 1.41418 | 1.40418 | 1.42418 | ||
| 14 | 2009.08.11 08:45 | buy | 8 | 10.00 | 1.41632 | 1.40632 | 1.42632 | ||
| 15 | 2009.08.11 09:05 | close | 8 | 10.00 | 1.41676 | 1.40632 | 1.42632 | 440.00 | 13880.30 |
| 16 | 2009.08.11 09:05 | close | 7 | 1.00 | 1.41676 | 1.40418 | 1.42418 | 258.00 | 14138.30 |
| 17 | 2009.08.11 12:40 | buy | 9 | 1.00 | 1.41709 | 1.40709 | 1.42709 | ||
| 18 | 2009.08.11 14:59 | sell | 10 | 10.00 | 1.41298 | 1.42298 | 1.40298 | ||
| 19 | 2009.08.11 15:50 | close | 10 | 10.00 | 1.41151 | 1.42298 | 1.40298 | 1470.00 | 15608.30 |
| 20 | 2009.08.11 15:50 | close | 9 | 1.00 | 1.41127 | 1.40709 | 1.42709 | -582.00 | 15026.30 |
| 21 | 2009.08.13 14:12 | buy | 11 | 1.00 | 1.42737 | 1.41737 | 1.43737 | ||
| 22 | 2009.08.13 14:15 | buy | 12 | 10.00 | 1.43022 | 1.42022 | 1.44022 | ||
| 23 | 2009.08.13 14:20 | close | 12 | 10.00 | 1.43212 | 1.42022 | 1.44022 | 1900.00 | 16926.30 |
| 24 | 2009.08.13 14:20 | close | 11 | 1.00 | 1.43212 | 1.41737 | 1.43737 | 475.00 | 17401.30 |
| 25 | 2009.08.13 14:32 | buy | 13 | 1.00 | 1.42771 | 1.41771 | 1.43771 | ||
| 26 | 2009.08.13 14:45 | buy | 14 | 10.00 | 1.42968 | 1.41968 | 1.43968 | ||
| 27 | 2009.08.13 14:50 | close | 14 | 10.00 | 1.43028 | 1.41968 | 1.43968 | 600.00 | 18001.30 |
| 28 | 2009.08.13 14:50 | close | 13 | 1.00 | 1.43028 | 1.41771 | 1.43771 | 257.00 | 18258.30 |
| 29 | 2009.08.21 02:00 | sell | 15 | 1.00 | 1.42531 | 1.43531 | 1.41531 | ||
| 30 | 2009.08.21 05:45 | sell | 16 | 10.00 | 1.42287 | 1.43287 | 1.41287 | ||
| 31 | 2009.08.21 05:50 | close | 16 | 10.00 | 1.42207 | 1.43287 | 1.41287 | 800.00 | 19058.30 |
| 32 | 2009.08.21 05:50 | close | 15 | 1.00 | 1.42207 | 1.43531 | 1.41531 | 324.00 | 19382.30 |
| 33 | 2009.08.24 02:00 | sell | 17 | 1.00 | 1.43386 | 1.44386 | 1.42386 | ||
| 34 | 2009.08.24 08:15 | sell | 18 | 10.00 | 1.43192 | 1.44192 | 1.42192 | ||
| 35 | 2009.08.24 08:20 | close | 18 | 10.00 | 1.43151 | 1.44192 | 1.42192 | 410.00 | 19792.30 |
| 36 | 2009.08.24 08:20 | close | 17 | 1.00 | 1.43151 | 1.44386 | 1.42386 | 235.00 | 20027.30 |
| 37 | 2009.08.26 01:02 | sell | 19 | 1.00 | 1.43002 | 1.44002 | 1.42002 | ||
| 38 | 2009.08.26 01:50 | sell | 20 | 10.00 | 1.42807 | 1.43807 | 1.41807 | ||
| 39 | 2009.08.26 13:20 | close | 20 | 10.00 | 1.42641 | 1.43807 | 1.41807 | 1660.00 | 21687.30 |
| 40 | 2009.08.26 13:20 | close | 19 | 1.00 | 1.42641 | 1.44002 | 1.42002 | 361.00 | 22048.30 |
| 41 | 2009.08.27 02:00 | buy | 21 | 1.00 | 1.42388 | 1.41388 | 1.43388 | ||
| 42 | 2009.08.27 08:45 | buy | 22 | 10.00 | 1.42592 | 1.41592 | 1.43592 | ||
| 43 | 2009.08.27 09:03 | close | 22 | 10.00 | 1.42665 | 1.41592 | 1.43592 | 730.00 | 22778.30 |
| 44 | 2009.08.27 09:03 | close | 21 | 1.00 | 1.42665 | 1.41388 | 1.43388 | 277.00 | 23055.30 |
| 45 | 2009.09.01 16:07 | sell | 23 | 1.00 | 1.43087 | 1.44087 | 1.42087 | ||
| 46 | 2009.09.01 16:20 | buy | 24 | 10.00 | 1.43460 | 1.42460 | 1.44460 | ||
| 47 | 2009.09.01 17:20 | s/l | 24 | 10.00 | 1.42460 | 1.42460 | 1.44460 | -10000.00 | 13055.30 |
| 48 | 2009.09.01 17:20 | sell | 25 | 10.00 | 1.42347 | 1.43347 | 1.41347 | ||
| 49 | 2009.09.01 17:45 | close | 25 | 10.00 | 1.42330 | 1.43347 | 1.41347 | 170.00 | 13225.30 |
| 50 | 2009.09.01 17:45 | close | 23 | 1.00 | 1.42330 | 1.44087 | 1.42087 | 757.00 | 13982.30 |
| 51 | 2009.09.02 16:02 | buy | 26 | 1.00 | 1.42259 | 1.41259 | 1.43259 | ||
| 52 | 2009.09.02 16:37 | sell | 27 | 10.00 | 1.41926 | 1.42926 | 1.40926 | ||
| 53 | 2009.09.02 18:50 | s/l | 27 | 10.00 | 1.42926 | 1.42926 | 1.40926 | -10000.00 | 3982.30 |
| 54 | 2009.09.02 18:50 | buy | 28 | 10.00 | 1.42965 | 1.41965 | 1.43965 | ||
| 55 | 2009.09.02 23:50 | close at stop | 28 | 10.00 | 1.42581 | 1.41965 | 1.43965 | -3840.00 | 142.30 |
| 56 | 2009.09.02 23:50 | close at stop | 26 | 1.00 | 1.42581 | 1.41259 | 1.43259 | 322.00 | 464.30 |