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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; ClassicFractal=1; MaxDistance=1000; FT2="------Настройки типа пробоя фрактала:----------"; indent=1; TypeEntry=2; RedContol=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; jaw_shift=8; teeth_period=8; teeth_shift=5; lips_period=5; lips_shift=3; ma_method=0; applied_price=4; FT4="-------Настройки контроля тренда по аллигатору:----------"; TrendAligControl=0; jaw_teeth_distense=10; teeth_lips_distense=10; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=50; TakeProfit=50; Lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -211.30 | Gross profit | 109.30 | Gross loss | -320.60 |
Profit factor | 0.34 | Expected payoff | -3.25 | ||
Absolute drawdown | 228.60 | Maximal drawdown | 228.60 (2.29%) | Relative drawdown | 2.29% (228.60) |
Total trades | 65 | Short positions (won %) | 30 (36.67%) | Long positions (won %) | 35 (31.43%) |
Profit trades (% of total) | 22 (33.85%) | Loss trades (% of total) | 43 (66.15%) | ||
Largest | profit trade | 5.50 | loss trade | -44.70 | |
Average | profit trade | 4.97 | loss trade | -7.46 | |
Maximum | consecutive wins (profit in money) | 5 (25.10) | consecutive losses (loss in money) | 11 (-52.50) | |
Maximal | consecutive profit (count of wins) | 25.10 (5) | consecutive loss (count of losses) | -58.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 09:00 | sell | 1 | 0.10 | 1.42086 | 1.42140 | 1.42040 | ||
2 | 2009.08.03 09:02 | close | 1 | 0.10 | 1.42109 | 1.42140 | 1.42040 | -2.30 | 9997.70 |
3 | 2009.08.03 14:00 | buy | 2 | 0.10 | 1.43204 | 1.43150 | 1.43250 | ||
4 | 2009.08.03 14:02 | s/l | 2 | 0.10 | 1.43150 | 1.43150 | 1.43250 | -5.40 | 9992.30 |
5 | 2009.08.04 06:00 | sell | 3 | 0.10 | 1.43893 | 1.43940 | 1.43840 | ||
6 | 2009.08.04 06:02 | s/l | 3 | 0.10 | 1.43940 | 1.43940 | 1.43840 | -4.70 | 9987.60 |
7 | 2009.08.05 20:00 | buy | 4 | 0.10 | 1.44261 | 1.44210 | 1.44310 | ||
8 | 2009.08.05 20:02 | s/l | 4 | 0.10 | 1.44210 | 1.44210 | 1.44310 | -5.10 | 9982.50 |
9 | 2009.08.06 13:00 | sell | 5 | 0.10 | 1.43807 | 1.43860 | 1.43760 | ||
10 | 2009.08.06 13:03 | s/l | 5 | 0.10 | 1.43860 | 1.43860 | 1.43760 | -5.30 | 9977.20 |
11 | 2009.08.07 15:00 | sell | 6 | 0.10 | 1.43227 | 1.43280 | 1.43180 | ||
12 | 2009.08.07 15:02 | s/l | 6 | 0.10 | 1.43280 | 1.43280 | 1.43180 | -5.30 | 9971.90 |
13 | 2009.08.10 08:00 | buy | 7 | 0.10 | 1.42162 | 1.42110 | 1.42210 | ||
14 | 2009.08.10 08:02 | close | 7 | 0.10 | 1.42120 | 1.42110 | 1.42210 | -4.20 | 9967.70 |
15 | 2009.08.10 18:00 | sell | 8 | 0.10 | 1.41418 | 1.41470 | 1.41370 | ||
16 | 2009.08.10 18:02 | s/l | 8 | 0.10 | 1.41470 | 1.41470 | 1.41370 | -5.20 | 9962.50 |
17 | 2009.08.12 08:00 | sell | 9 | 0.10 | 1.41355 | 1.41410 | 1.41310 | ||
18 | 2009.08.12 08:02 | s/l | 9 | 0.10 | 1.41410 | 1.41410 | 1.41310 | -5.50 | 9957.00 |
19 | 2009.08.12 16:00 | buy | 10 | 0.10 | 1.41940 | 1.41890 | 1.41990 | ||
20 | 2009.08.12 16:02 | s/l | 10 | 0.10 | 1.41890 | 1.41890 | 1.41990 | -5.00 | 9952.00 |
21 | 2009.08.13 09:00 | buy | 11 | 0.10 | 1.42395 | 1.42350 | 1.42450 | ||
22 | 2009.08.13 09:07 | s/l | 11 | 0.10 | 1.42350 | 1.42350 | 1.42450 | -4.50 | 9947.50 |
23 | 2009.08.13 12:00 | buy | 12 | 0.10 | 1.42726 | 1.42680 | 1.42780 | ||
24 | 2009.08.13 12:07 | modify | 12 | 0.10 | 1.42726 | 1.42144 | 1.42780 | ||
25 | 2009.08.13 13:15 | modify | 12 | 0.10 | 1.42726 | 1.42180 | 1.42780 | ||
26 | 2009.08.13 13:20 | t/p | 12 | 0.10 | 1.42780 | 1.42180 | 1.42780 | 5.40 | 9952.90 |
27 | 2009.08.13 15:00 | buy | 13 | 0.10 | 1.43039 | 1.42990 | 1.43090 | ||
28 | 2009.08.13 15:02 | t/p | 13 | 0.10 | 1.43090 | 1.42990 | 1.43090 | 5.10 | 9958.00 |
29 | 2009.08.14 16:00 | sell | 14 | 0.10 | 1.42474 | 1.42520 | 1.42420 | ||
30 | 2009.08.14 16:03 | t/p | 14 | 0.10 | 1.42420 | 1.42520 | 1.42420 | 5.40 | 9963.40 |
31 | 2009.08.17 03:00 | sell | 15 | 0.10 | 1.41537 | 1.41590 | 1.41490 | ||
32 | 2009.08.17 03:07 | s/l | 15 | 0.10 | 1.41590 | 1.41590 | 1.41490 | -5.30 | 9958.10 |
33 | 2009.08.17 08:00 | sell | 16 | 0.10 | 1.41377 | 1.41430 | 1.41330 | ||
34 | 2009.08.17 08:10 | modify | 16 | 0.10 | 1.41377 | 1.41882 | 1.41330 | ||
35 | 2009.08.17 08:15 | t/p | 16 | 0.10 | 1.41330 | 1.41882 | 1.41330 | 4.70 | 9962.80 |
36 | 2009.08.18 02:00 | buy | 17 | 0.10 | 1.41092 | 1.41040 | 1.41140 | ||
37 | 2009.08.18 02:02 | modify | 17 | 0.10 | 1.41092 | 1.40719 | 1.41140 | ||
38 | 2009.08.18 02:32 | t/p | 17 | 0.10 | 1.41140 | 1.40719 | 1.41140 | 4.80 | 9967.60 |
39 | 2009.08.18 20:00 | buy | 18 | 0.10 | 1.41358 | 1.41310 | 1.41410 | ||
40 | 2009.08.18 20:07 | s/l | 18 | 0.10 | 1.41310 | 1.41310 | 1.41410 | -4.80 | 9962.80 |
41 | 2009.08.19 02:00 | buy | 19 | 0.10 | 1.41683 | 1.41630 | 1.41730 | ||
42 | 2009.08.19 02:10 | s/l | 19 | 0.10 | 1.41630 | 1.41630 | 1.41730 | -5.30 | 9957.50 |
43 | 2009.08.19 17:00 | buy | 20 | 0.10 | 1.42182 | 1.42130 | 1.42230 | ||
44 | 2009.08.19 17:02 | s/l | 20 | 0.10 | 1.42130 | 1.42130 | 1.42230 | -5.20 | 9952.30 |
45 | 2009.08.21 10:00 | buy | 21 | 0.10 | 1.42974 | 1.42920 | 1.43020 | ||
46 | 2009.08.21 10:15 | s/l | 21 | 0.10 | 1.42920 | 1.42920 | 1.43020 | -5.40 | 9946.90 |
47 | 2009.08.25 03:00 | sell | 22 | 0.10 | 1.42819 | 1.42870 | 1.42770 | ||
48 | 2009.08.25 03:02 | t/p | 22 | 0.10 | 1.42770 | 1.42870 | 1.42770 | 4.90 | 9951.80 |
49 | 2009.08.25 09:00 | sell | 23 | 0.10 | 1.42635 | 1.42690 | 1.42590 | ||
50 | 2009.08.25 09:02 | t/p | 23 | 0.10 | 1.42590 | 1.42690 | 1.42590 | 4.50 | 9956.30 |
51 | 2009.08.26 02:00 | sell | 24 | 0.10 | 1.42824 | 1.42870 | 1.42770 | ||
52 | 2009.08.26 02:07 | modify | 24 | 0.10 | 1.42824 | 1.43271 | 1.42770 | ||
53 | 2009.08.26 09:20 | s/l | 24 | 0.10 | 1.43271 | 1.43271 | 1.42770 | -44.70 | 9911.60 |
54 | 2009.08.26 14:00 | sell | 25 | 0.10 | 1.42778 | 1.42830 | 1.42730 | ||
55 | 2009.08.26 14:02 | s/l | 25 | 0.10 | 1.42830 | 1.42830 | 1.42730 | -5.20 | 9906.40 |
56 | 2009.08.27 09:00 | buy | 26 | 0.10 | 1.42592 | 1.42540 | 1.42640 | ||
57 | 2009.08.27 09:03 | t/p | 26 | 0.10 | 1.42640 | 1.42540 | 1.42640 | 4.80 | 9911.20 |
58 | 2009.08.27 14:00 | buy | 27 | 0.10 | 1.42800 | 1.42750 | 1.42850 | ||
59 | 2009.08.27 14:02 | modify | 27 | 0.10 | 1.42800 | 1.42414 | 1.42850 | ||
60 | 2009.08.27 15:50 | s/l | 27 | 0.10 | 1.42414 | 1.42414 | 1.42850 | -38.60 | 9872.60 |
61 | 2009.08.27 16:00 | sell | 28 | 0.10 | 1.42291 | 1.42340 | 1.42240 | ||
62 | 2009.08.27 16:07 | t/p | 28 | 0.10 | 1.42240 | 1.42340 | 1.42240 | 5.10 | 9877.70 |
63 | 2009.08.28 21:00 | sell | 29 | 0.10 | 1.42862 | 1.42910 | 1.42810 | ||
64 | 2009.08.28 21:10 | s/l | 29 | 0.10 | 1.42910 | 1.42910 | 1.42810 | -4.80 | 9872.90 |
65 | 2009.08.31 07:00 | sell | 30 | 0.10 | 1.42810 | 1.42860 | 1.42760 | ||
66 | 2009.08.31 07:15 | s/l | 30 | 0.10 | 1.42860 | 1.42860 | 1.42760 | -5.00 | 9867.90 |
67 | 2009.09.01 10:00 | buy | 31 | 0.10 | 1.43696 | 1.43650 | 1.43750 | ||
68 | 2009.09.01 10:02 | s/l | 31 | 0.10 | 1.43650 | 1.43650 | 1.43750 | -4.60 | 9863.30 |
69 | 2009.09.01 13:00 | sell | 32 | 0.10 | 1.42873 | 1.42920 | 1.42820 | ||
70 | 2009.09.01 13:10 | s/l | 32 | 0.10 | 1.42920 | 1.42920 | 1.42820 | -4.70 | 9858.60 |
71 | 2009.09.01 18:00 | sell | 33 | 0.10 | 1.42338 | 1.42390 | 1.42290 | ||
72 | 2009.09.01 18:07 | s/l | 33 | 0.10 | 1.42390 | 1.42390 | 1.42290 | -5.20 | 9853.40 |
73 | 2009.09.02 19:00 | buy | 34 | 0.10 | 1.42922 | 1.42870 | 1.42970 | ||
74 | 2009.09.02 19:10 | s/l | 34 | 0.10 | 1.42870 | 1.42870 | 1.42970 | -5.20 | 9848.20 |
75 | 2009.09.03 09:00 | buy | 35 | 0.10 | 1.43061 | 1.43010 | 1.43110 | ||
76 | 2009.09.03 09:02 | modify | 35 | 0.10 | 1.43061 | 1.42689 | 1.43110 | ||
77 | 2009.09.03 09:07 | t/p | 35 | 0.10 | 1.43110 | 1.42689 | 1.43110 | 4.90 | 9853.10 |
78 | 2009.09.03 14:00 | buy | 36 | 0.10 | 1.43281 | 1.43230 | 1.43330 | ||
79 | 2009.09.03 14:02 | t/p | 36 | 0.10 | 1.43330 | 1.43230 | 1.43330 | 4.90 | 9858.00 |
80 | 2009.09.04 15:00 | sell | 37 | 0.10 | 1.42181 | 1.42230 | 1.42130 | ||
81 | 2009.09.04 15:07 | s/l | 37 | 0.10 | 1.42230 | 1.42230 | 1.42130 | -4.90 | 9853.10 |
82 | 2009.09.04 19:00 | buy | 38 | 0.10 | 1.43084 | 1.43030 | 1.43130 | ||
83 | 2009.09.04 19:02 | s/l | 38 | 0.10 | 1.43030 | 1.43030 | 1.43130 | -5.40 | 9847.70 |
84 | 2009.09.07 05:00 | buy | 39 | 0.10 | 1.43317 | 1.43270 | 1.43370 | ||
85 | 2009.09.07 05:07 | s/l | 39 | 0.10 | 1.43270 | 1.43270 | 1.43370 | -4.70 | 9843.00 |
86 | 2009.09.08 08:00 | buy | 40 | 0.10 | 1.43491 | 1.43440 | 1.43540 | ||
87 | 2009.09.08 08:02 | s/l | 40 | 0.10 | 1.43440 | 1.43440 | 1.43540 | -5.10 | 9837.90 |
88 | 2009.09.09 14:00 | buy | 41 | 0.10 | 1.45240 | 1.45190 | 1.45290 | ||
89 | 2009.09.09 14:02 | s/l | 41 | 0.10 | 1.45190 | 1.45190 | 1.45290 | -5.00 | 9832.90 |
90 | 2009.09.10 12:00 | sell | 42 | 0.10 | 1.45378 | 1.45430 | 1.45330 | ||
91 | 2009.09.10 12:02 | t/p | 42 | 0.10 | 1.45330 | 1.45430 | 1.45330 | 4.80 | 9837.70 |
92 | 2009.09.10 20:00 | buy | 43 | 0.10 | 1.46024 | 1.45970 | 1.46070 | ||
93 | 2009.09.10 20:02 | t/p | 43 | 0.10 | 1.46070 | 1.45970 | 1.46070 | 4.60 | 9842.30 |
94 | 2009.09.11 05:00 | buy | 44 | 0.10 | 1.46051 | 1.46000 | 1.46100 | ||
95 | 2009.09.11 05:02 | modify | 44 | 0.10 | 1.46051 | 1.45777 | 1.46100 | ||
96 | 2009.09.11 05:07 | t/p | 44 | 0.10 | 1.46100 | 1.45777 | 1.46100 | 4.90 | 9847.20 |
97 | 2009.09.14 03:00 | sell | 45 | 0.10 | 1.45383 | 1.45430 | 1.45330 | ||
98 | 2009.09.14 03:20 | t/p | 45 | 0.10 | 1.45330 | 1.45430 | 1.45330 | 5.30 | 9852.50 |
99 | 2009.09.14 17:00 | buy | 46 | 0.10 | 1.46325 | 1.46280 | 1.46380 | ||
100 | 2009.09.14 17:02 | t/p | 46 | 0.10 | 1.46380 | 1.46280 | 1.46380 | 5.50 | 9858.00 |
101 | 2009.09.15 02:00 | buy | 47 | 0.10 | 1.46415 | 1.46370 | 1.46470 | ||
102 | 2009.09.15 02:02 | modify | 47 | 0.10 | 1.46415 | 1.45987 | 1.46470 | ||
103 | 2009.09.15 09:45 | s/l | 47 | 0.10 | 1.45987 | 1.45987 | 1.46470 | -42.80 | 9815.20 |
104 | 2009.09.16 06:00 | buy | 48 | 0.10 | 1.46829 | 1.46780 | 1.46880 | ||
105 | 2009.09.16 06:10 | s/l | 48 | 0.10 | 1.46780 | 1.46780 | 1.46880 | -4.90 | 9810.30 |
106 | 2009.09.16 20:00 | buy | 49 | 0.10 | 1.47203 | 1.47150 | 1.47250 | ||
107 | 2009.09.16 20:07 | s/l | 49 | 0.10 | 1.47150 | 1.47150 | 1.47250 | -5.30 | 9805.00 |
108 | 2009.09.17 05:00 | buy | 50 | 0.10 | 1.47260 | 1.47210 | 1.47310 | ||
109 | 2009.09.17 05:02 | s/l | 50 | 0.10 | 1.47210 | 1.47210 | 1.47310 | -5.00 | 9800.00 |
110 | 2009.09.18 10:00 | sell | 51 | 0.10 | 1.46659 | 1.46710 | 1.46610 | ||
111 | 2009.09.18 10:02 | t/p | 51 | 0.10 | 1.46610 | 1.46710 | 1.46610 | 4.90 | 9804.90 |
112 | 2009.09.21 06:00 | sell | 52 | 0.10 | 1.46822 | 1.46870 | 1.46770 | ||
113 | 2009.09.21 06:10 | s/l | 52 | 0.10 | 1.46870 | 1.46870 | 1.46770 | -4.80 | 9800.10 |
114 | 2009.09.21 15:00 | sell | 53 | 0.10 | 1.46262 | 1.46310 | 1.46210 | ||
115 | 2009.09.21 15:02 | t/p | 53 | 0.10 | 1.46210 | 1.46310 | 1.46210 | 5.20 | 9805.30 |
116 | 2009.09.22 04:00 | buy | 54 | 0.10 | 1.47092 | 1.47040 | 1.47140 | ||
117 | 2009.09.22 04:10 | modify | 54 | 0.10 | 1.47092 | 1.46698 | 1.47140 | ||
118 | 2009.09.22 04:15 | t/p | 54 | 0.10 | 1.47140 | 1.46698 | 1.47140 | 4.80 | 9810.10 |
119 | 2009.09.22 09:00 | buy | 55 | 0.10 | 1.47412 | 1.47360 | 1.47460 | ||
120 | 2009.09.22 09:02 | s/l | 55 | 0.10 | 1.47360 | 1.47360 | 1.47460 | -5.20 | 9804.90 |
121 | 2009.09.23 12:00 | sell | 56 | 0.10 | 1.47787 | 1.47840 | 1.47740 | ||
122 | 2009.09.23 12:02 | s/l | 56 | 0.10 | 1.47840 | 1.47840 | 1.47740 | -5.30 | 9799.60 |
123 | 2009.09.23 23:00 | sell | 57 | 0.10 | 1.47338 | 1.47390 | 1.47290 | ||
124 | 2009.09.23 23:07 | s/l | 57 | 0.10 | 1.47390 | 1.47390 | 1.47290 | -5.20 | 9794.40 |
125 | 2009.09.24 15:00 | buy | 58 | 0.10 | 1.47921 | 1.47870 | 1.47970 | ||
126 | 2009.09.24 15:10 | s/l | 58 | 0.10 | 1.47870 | 1.47870 | 1.47970 | -5.10 | 9789.30 |
127 | 2009.09.24 17:00 | sell | 59 | 0.10 | 1.47068 | 1.47120 | 1.47020 | ||
128 | 2009.09.24 17:15 | t/p | 59 | 0.10 | 1.47020 | 1.47120 | 1.47020 | 4.80 | 9794.10 |
129 | 2009.09.25 03:00 | sell | 60 | 0.10 | 1.46270 | 1.46320 | 1.46220 | ||
130 | 2009.09.25 03:02 | t/p | 60 | 0.10 | 1.46220 | 1.46320 | 1.46220 | 5.00 | 9799.10 |
131 | 2009.09.28 02:00 | buy | 61 | 0.10 | 1.47105 | 1.47060 | 1.47160 | ||
132 | 2009.09.28 02:05 | s/l | 61 | 0.10 | 1.47060 | 1.47060 | 1.47160 | -4.50 | 9794.60 |
133 | 2009.09.28 03:00 | sell | 62 | 0.10 | 1.46441 | 1.46490 | 1.46390 | ||
134 | 2009.09.28 03:02 | s/l | 62 | 0.10 | 1.46490 | 1.46490 | 1.46390 | -4.90 | 9789.70 |
135 | 2009.09.29 10:00 | sell | 63 | 0.10 | 1.45775 | 1.45830 | 1.45730 | ||
136 | 2009.09.29 10:02 | s/l | 63 | 0.10 | 1.45830 | 1.45830 | 1.45730 | -5.50 | 9784.20 |
137 | 2009.09.29 23:00 | buy | 64 | 0.10 | 1.45895 | 1.45850 | 1.45950 | ||
138 | 2009.09.29 23:02 | close | 64 | 0.10 | 1.45890 | 1.45850 | 1.45950 | -0.50 | 9783.70 |
139 | 2009.09.30 12:00 | buy | 65 | 0.10 | 1.46670 | 1.46620 | 1.46720 | ||
140 | 2009.09.30 12:02 | modify | 65 | 0.10 | 1.46670 | 1.46034 | 1.46720 | ||
141 | 2009.09.30 13:02 | modify | 65 | 0.10 | 1.46670 | 1.46083 | 1.46720 | ||
142 | 2009.09.30 13:07 | t/p | 65 | 0.10 | 1.46720 | 1.46083 | 1.46720 | 5.00 | 9788.70 |