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 | rsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -310.71 | Gross profit | 22.00 | Gross loss | -332.71 |
| Profit factor | 0.07 | Expected payoff | -34.52 | ||
| Absolute drawdown | 313.61 | Maximal drawdown | 355.11 (3.54%) | Relative drawdown | 3.54% (355.11) |
| Total trades | 9 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (11.11%) | Loss trades (% of total) | 8 (88.89%) | ||
| Largest | profit trade | 22.00 | loss trade | -50.17 | |
| Average | profit trade | 22.00 | loss trade | -41.59 | |
| Maximum | consecutive wins (profit in money) | 1 (22.00) | consecutive losses (loss in money) | 6 (-250.50) | |
| Maximal | consecutive profit (count of wins) | 22.00 (1) | consecutive loss (count of losses) | -250.50 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 03:00 | sell stop | 1 | 0.10 | 1.41367 | 1.41867 | 1.40017 | ||
| 2 | 2009.08.03 14:00 | delete | 1 | 0.10 | 1.41367 | 1.41867 | 1.40017 | ||
| 3 | 2009.08.04 02:00 | sell stop | 2 | 0.10 | 1.41010 | 1.41510 | 1.39660 | ||
| 4 | 2009.08.05 19:00 | buy stop | 3 | 0.10 | 1.45422 | 1.44922 | 1.46772 | ||
| 5 | 2009.08.06 16:00 | delete | 3 | 0.10 | 1.45422 | 1.44922 | 1.46772 | ||
| 6 | 2009.08.07 01:00 | buy stop | 4 | 0.10 | 1.45268 | 1.44768 | 1.46618 | ||
| 7 | 2009.08.07 15:00 | delete | 4 | 0.10 | 1.45268 | 1.44768 | 1.46618 | ||
| 8 | 2009.08.10 04:00 | buy stop | 5 | 0.10 | 1.44947 | 1.44447 | 1.46297 | ||
| 9 | 2009.08.10 15:00 | delete | 5 | 0.10 | 1.44947 | 1.44447 | 1.46297 | ||
| 10 | 2009.08.11 00:00 | buy stop | 6 | 0.10 | 1.43182 | 1.42682 | 1.44532 | ||
| 11 | 2009.08.12 09:00 | delete | 6 | 0.10 | 1.43182 | 1.42682 | 1.44532 | ||
| 12 | 2009.08.12 09:20 | sell | 2 | 0.10 | 1.41010 | 1.41510 | 1.39660 | ||
| 13 | 2009.08.12 12:10 | s/l | 2 | 0.10 | 1.41510 | 1.41510 | 1.39660 | -50.00 | 9950.00 |
| 14 | 2009.08.13 11:00 | buy stop | 7 | 0.10 | 1.43748 | 1.43248 | 1.45098 | ||
| 15 | 2009.08.13 14:00 | sell stop | 8 | 0.10 | 1.41087 | 1.41587 | 1.39737 | ||
| 16 | 2009.08.13 15:00 | delete | 8 | 0.10 | 1.41087 | 1.41587 | 1.39737 | ||
| 17 | 2009.08.13 16:00 | sell stop | 9 | 0.10 | 1.41371 | 1.41871 | 1.40021 | ||
| 18 | 2009.08.14 18:00 | delete | 7 | 0.10 | 1.43748 | 1.43248 | 1.45098 | ||
| 19 | 2009.08.17 07:20 | sell | 9 | 0.10 | 1.41371 | 1.41871 | 1.40021 | ||
| 20 | 2009.08.17 09:00 | buy stop | 10 | 0.10 | 1.43082 | 1.42582 | 1.44432 | ||
| 21 | 2009.08.17 10:00 | delete | 10 | 0.10 | 1.43082 | 1.42582 | 1.44432 | ||
| 22 | 2009.08.17 18:00 | buy stop | 11 | 0.10 | 1.42631 | 1.42131 | 1.43981 | ||
| 23 | 2009.08.17 23:00 | modify | 9 | 0.10 | 1.41371 | 1.41817 | 1.40021 | ||
| 24 | 2009.08.18 00:00 | modify | 9 | 0.10 | 1.41371 | 1.41751 | 1.40021 | ||
| 25 | 2009.08.18 01:00 | modify | 9 | 0.10 | 1.41371 | 1.41688 | 1.40021 | ||
| 26 | 2009.08.18 02:00 | modify | 9 | 0.10 | 1.41371 | 1.41629 | 1.40021 | ||
| 27 | 2009.08.18 03:00 | modify | 9 | 0.10 | 1.41371 | 1.41572 | 1.40021 | ||
| 28 | 2009.08.18 04:00 | modify | 9 | 0.10 | 1.41371 | 1.41518 | 1.40021 | ||
| 29 | 2009.08.18 05:00 | modify | 9 | 0.10 | 1.41371 | 1.41467 | 1.40021 | ||
| 30 | 2009.08.18 07:00 | modify | 9 | 0.10 | 1.41371 | 1.41371 | 1.40021 | ||
| 31 | 2009.08.18 09:20 | s/l | 9 | 0.10 | 1.41371 | 1.41371 | 1.40021 | -0.17 | 9949.83 |
| 32 | 2009.08.19 17:50 | buy | 11 | 0.10 | 1.42631 | 1.42131 | 1.43981 | ||
| 33 | 2009.08.20 02:50 | s/l | 11 | 0.10 | 1.42131 | 1.42131 | 1.43981 | -50.12 | 9899.71 |
| 34 | 2009.08.20 03:00 | sell stop | 12 | 0.10 | 1.41150 | 1.41650 | 1.39800 | ||
| 35 | 2009.08.21 10:00 | delete | 12 | 0.10 | 1.41150 | 1.41650 | 1.39800 | ||
| 36 | 2009.08.24 00:00 | sell stop | 13 | 0.10 | 1.41713 | 1.42213 | 1.40363 | ||
| 37 | 2009.08.25 06:00 | buy stop | 14 | 0.10 | 1.44132 | 1.43632 | 1.45482 | ||
| 38 | 2009.08.25 09:00 | delete | 14 | 0.10 | 1.44132 | 1.43632 | 1.45482 | ||
| 39 | 2009.08.25 12:00 | buy stop | 15 | 0.10 | 1.44117 | 1.43617 | 1.45467 | ||
| 40 | 2009.08.25 15:00 | delete | 13 | 0.10 | 1.41713 | 1.42213 | 1.40363 | ||
| 41 | 2009.08.26 16:00 | delete | 15 | 0.10 | 1.44117 | 1.43617 | 1.45467 | ||
| 42 | 2009.08.27 05:00 | buy stop | 16 | 0.10 | 1.43606 | 1.43106 | 1.44956 | ||
| 43 | 2009.08.27 20:15 | buy | 16 | 0.10 | 1.43606 | 1.43106 | 1.44956 | ||
| 44 | 2009.08.28 18:00 | sell stop | 17 | 0.10 | 1.42198 | 1.42698 | 1.40848 | ||
| 45 | 2009.08.28 20:10 | s/l | 16 | 0.10 | 1.43106 | 1.43106 | 1.44956 | -50.04 | 9849.67 |
| 46 | 2009.08.31 11:00 | buy stop | 18 | 0.10 | 1.44186 | 1.43686 | 1.45536 | ||
| 47 | 2009.08.31 17:00 | delete | 17 | 0.10 | 1.42198 | 1.42698 | 1.40848 | ||
| 48 | 2009.09.01 03:00 | sell stop | 19 | 0.10 | 1.42098 | 1.42598 | 1.40748 | ||
| 49 | 2009.09.01 09:00 | delete | 19 | 0.10 | 1.42098 | 1.42598 | 1.40748 | ||
| 50 | 2009.09.01 12:00 | sell stop | 20 | 0.10 | 1.42154 | 1.42654 | 1.40804 | ||
| 51 | 2009.09.01 13:00 | delete | 18 | 0.10 | 1.44186 | 1.43686 | 1.45536 | ||
| 52 | 2009.09.01 18:20 | sell | 20 | 0.10 | 1.42154 | 1.42654 | 1.40804 | ||
| 53 | 2009.09.02 06:00 | buy stop | 21 | 0.10 | 1.43298 | 1.42798 | 1.44648 | ||
| 54 | 2009.09.02 18:40 | s/l | 20 | 0.10 | 1.42654 | 1.42654 | 1.40804 | -50.17 | 9799.50 |
| 55 | 2009.09.03 13:40 | buy | 21 | 0.10 | 1.43298 | 1.42798 | 1.44648 | ||
| 56 | 2009.09.03 15:00 | sell stop | 22 | 0.10 | 1.41627 | 1.42127 | 1.40277 | ||
| 57 | 2009.09.03 15:20 | s/l | 21 | 0.10 | 1.42798 | 1.42798 | 1.44648 | -50.00 | 9749.50 |
| 58 | 2009.09.04 09:00 | delete | 22 | 0.10 | 1.41627 | 1.42127 | 1.40277 | ||
| 59 | 2009.09.07 08:00 | sell stop | 23 | 0.10 | 1.41878 | 1.42378 | 1.40528 | ||
| 60 | 2009.09.07 10:00 | delete | 23 | 0.10 | 1.41878 | 1.42378 | 1.40528 | ||
| 61 | 2009.09.07 14:00 | sell stop | 24 | 0.10 | 1.42148 | 1.42648 | 1.40798 | ||
| 62 | 2009.09.08 09:00 | delete | 24 | 0.10 | 1.42148 | 1.42648 | 1.40798 | ||
| 63 | 2009.09.08 21:00 | sell stop | 25 | 0.10 | 1.43537 | 1.44037 | 1.42187 | ||
| 64 | 2009.09.09 15:00 | delete | 25 | 0.10 | 1.43537 | 1.44037 | 1.42187 | ||
| 65 | 2009.09.09 19:00 | buy stop | 26 | 0.10 | 1.47041 | 1.46541 | 1.48391 | ||
| 66 | 2009.09.10 02:00 | sell stop | 27 | 0.10 | 1.44275 | 1.44775 | 1.42925 | ||
| 67 | 2009.09.10 08:00 | delete | 27 | 0.10 | 1.44275 | 1.44775 | 1.42925 | ||
| 68 | 2009.09.10 11:00 | sell stop | 28 | 0.10 | 1.44374 | 1.44874 | 1.43024 | ||
| 69 | 2009.09.11 07:00 | delete | 28 | 0.10 | 1.44374 | 1.44874 | 1.43024 | ||
| 70 | 2009.09.11 11:00 | sell stop | 29 | 0.10 | 1.44650 | 1.45150 | 1.43300 | ||
| 71 | 2009.09.14 04:00 | delete | 26 | 0.10 | 1.47041 | 1.46541 | 1.48391 | ||
| 72 | 2009.09.14 14:00 | buy stop | 30 | 0.10 | 1.46789 | 1.46289 | 1.48139 | ||
| 73 | 2009.09.14 16:00 | delete | 29 | 0.10 | 1.44650 | 1.45150 | 1.43300 | ||
| 74 | 2009.09.15 04:00 | sell stop | 31 | 0.10 | 1.44918 | 1.45418 | 1.43568 | ||
| 75 | 2009.09.15 19:50 | buy | 30 | 0.10 | 1.46789 | 1.46289 | 1.48139 | ||
| 76 | 2009.09.15 20:00 | delete | 31 | 0.10 | 1.44918 | 1.45418 | 1.43568 | ||
| 77 | 2009.09.16 07:00 | sell stop | 32 | 0.10 | 1.45567 | 1.46067 | 1.44217 | ||
| 78 | 2009.09.16 10:00 | delete | 32 | 0.10 | 1.45567 | 1.46067 | 1.44217 | ||
| 79 | 2009.09.16 12:00 | sell stop | 33 | 0.10 | 1.45567 | 1.46067 | 1.44217 | ||
| 80 | 2009.09.16 22:00 | delete | 33 | 0.10 | 1.45567 | 1.46067 | 1.44217 | ||
| 81 | 2009.09.17 06:00 | modify | 30 | 0.10 | 1.46789 | 1.46349 | 1.48139 | ||
| 82 | 2009.09.17 08:00 | modify | 30 | 0.10 | 1.46789 | 1.46409 | 1.48139 | ||
| 83 | 2009.09.17 10:00 | modify | 30 | 0.10 | 1.46789 | 1.46488 | 1.48139 | ||
| 84 | 2009.09.17 12:00 | modify | 30 | 0.10 | 1.46789 | 1.46571 | 1.48139 | ||
| 85 | 2009.09.17 13:00 | sell stop | 34 | 0.10 | 1.45973 | 1.46473 | 1.44623 | ||
| 86 | 2009.09.17 14:00 | modify | 30 | 0.10 | 1.46789 | 1.46649 | 1.48139 | ||
| 87 | 2009.09.17 16:00 | modify | 30 | 0.10 | 1.46789 | 1.46721 | 1.48139 | ||
| 88 | 2009.09.17 18:00 | modify | 30 | 0.10 | 1.46789 | 1.46788 | 1.48139 | ||
| 89 | 2009.09.17 20:00 | modify | 30 | 0.10 | 1.46789 | 1.46850 | 1.48139 | ||
| 90 | 2009.09.17 22:00 | modify | 30 | 0.10 | 1.46789 | 1.46908 | 1.48139 | ||
| 91 | 2009.09.18 00:00 | modify | 30 | 0.10 | 1.46789 | 1.46961 | 1.48139 | ||
| 92 | 2009.09.18 02:00 | modify | 30 | 0.10 | 1.46789 | 1.47011 | 1.48139 | ||
| 93 | 2009.09.18 03:50 | s/l | 30 | 0.10 | 1.47011 | 1.47011 | 1.48139 | 22.00 | 9771.50 |
| 94 | 2009.09.18 17:00 | buy stop | 35 | 0.10 | 1.48349 | 1.47849 | 1.49699 | ||
| 95 | 2009.09.21 08:00 | delete | 35 | 0.10 | 1.48349 | 1.47849 | 1.49699 | ||
| 96 | 2009.09.21 17:00 | buy stop | 36 | 0.10 | 1.47759 | 1.47259 | 1.49109 | ||
| 97 | 2009.09.22 05:00 | delete | 34 | 0.10 | 1.45973 | 1.46473 | 1.44623 | ||
| 98 | 2009.09.22 09:20 | buy | 36 | 0.10 | 1.47759 | 1.47259 | 1.49109 | ||
| 99 | 2009.09.22 19:00 | sell stop | 37 | 0.10 | 1.46637 | 1.47137 | 1.45287 | ||
| 100 | 2009.09.23 02:00 | delete | 37 | 0.10 | 1.46637 | 1.47137 | 1.45287 | ||
| 101 | 2009.09.23 03:00 | sell stop | 38 | 0.10 | 1.46804 | 1.47304 | 1.45454 | ||
| 102 | 2009.09.23 16:00 | modify | 36 | 0.10 | 1.47759 | 1.47310 | 1.49109 | ||
| 103 | 2009.09.23 21:50 | s/l | 36 | 0.10 | 1.47310 | 1.47310 | 1.49109 | -44.94 | 9726.56 |
| 104 | 2009.09.24 14:00 | buy stop | 39 | 0.10 | 1.48918 | 1.48418 | 1.50268 | ||
| 105 | 2009.09.24 16:50 | sell | 38 | 0.10 | 1.46804 | 1.47304 | 1.45454 | ||
| 106 | 2009.09.24 19:00 | delete | 39 | 0.10 | 1.48918 | 1.48418 | 1.50268 | ||
| 107 | 2009.09.25 05:00 | buy stop | 40 | 0.10 | 1.47717 | 1.47217 | 1.49067 | ||
| 108 | 2009.09.25 15:00 | modify | 38 | 0.10 | 1.46804 | 1.47247 | 1.45454 | ||
| 109 | 2009.09.25 17:00 | modify | 38 | 0.10 | 1.46804 | 1.47175 | 1.45454 | ||
| 110 | 2009.09.25 17:26 | s/l | 38 | 0.10 | 1.47175 | 1.47175 | 1.45454 | -37.27 | 9689.29 |
| 111 | 2009.09.28 04:00 | delete | 40 | 0.10 | 1.47717 | 1.47217 | 1.49067 | ||
| 112 | 2009.09.28 15:00 | buy stop | 41 | 0.10 | 1.48247 | 1.47747 | 1.49597 | ||
| 113 | 2009.09.29 13:00 | delete | 41 | 0.10 | 1.48247 | 1.47747 | 1.49597 | ||
| 114 | 2009.09.30 00:00 | buy stop | 42 | 0.10 | 1.46883 | 1.46383 | 1.48233 | ||
| 115 | 2009.09.30 10:00 | sell stop | 43 | 0.10 | 1.44220 | 1.44720 | 1.42870 | ||
| 116 | 2009.09.30 12:00 | delete | 43 | 0.10 | 1.44220 | 1.44720 | 1.42870 | ||
| 117 | 2009.09.30 15:00 | sell stop | 44 | 0.10 | 1.44919 | 1.45419 | 1.43569 | ||