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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -14.70 | Gross profit | 50.00 | Gross loss | -64.70 |
Profit factor | 0.77 | Expected payoff | -0.52 | ||
Absolute drawdown | 14.70 | Maximal drawdown | 26.90 (0.27%) | Relative drawdown | 0.27% (26.90) |
Total trades | 28 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 10 (35.71%) | Loss trades (% of total) | 18 (64.29%) | ||
Largest | profit trade | 5.00 | loss trade | -5.00 | |
Average | profit trade | 5.00 | loss trade | -3.59 | |
Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 4 (-14.90) | |
Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -14.90 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 00:15 | buy stop | 1 | 0.10 | 1.43987 | 1.43941 | 1.44037 | ||
2 | 2009.08.05 00:45 | buy | 1 | 0.10 | 1.43987 | 1.43941 | 1.44037 | ||
3 | 2009.08.05 01:03 | t/p | 1 | 0.10 | 1.44037 | 1.43941 | 1.44037 | 5.00 | 10005.00 |
4 | 2009.08.07 00:10 | sell stop | 2 | 0.10 | 1.43511 | 1.43551 | 1.43461 | ||
5 | 2009.08.07 03:50 | sell | 2 | 0.10 | 1.43511 | 1.43551 | 1.43461 | ||
6 | 2009.08.07 03:57 | s/l | 2 | 0.10 | 1.43551 | 1.43551 | 1.43461 | -4.00 | 10001.00 |
7 | 2009.08.12 00:10 | sell stop | 3 | 0.10 | 1.41455 | 1.41495 | 1.41405 | ||
8 | 2009.08.12 04:02 | sell | 3 | 0.10 | 1.41455 | 1.41495 | 1.41405 | ||
9 | 2009.08.12 04:10 | s/l | 3 | 0.10 | 1.41495 | 1.41495 | 1.41405 | -4.00 | 9997.00 |
10 | 2009.08.13 00:15 | sell stop | 4 | 0.10 | 1.42011 | 1.42039 | 1.41961 | ||
11 | 2009.08.13 00:50 | sell | 4 | 0.10 | 1.42011 | 1.42039 | 1.41961 | ||
12 | 2009.08.13 00:52 | s/l | 4 | 0.10 | 1.42039 | 1.42039 | 1.41961 | -2.80 | 9994.20 |
13 | 2009.08.14 00:10 | sell stop | 5 | 0.10 | 1.42768 | 1.42802 | 1.42718 | ||
14 | 2009.08.14 01:50 | sell | 5 | 0.10 | 1.42768 | 1.42802 | 1.42718 | ||
15 | 2009.08.14 02:07 | t/p | 5 | 0.10 | 1.42718 | 1.42802 | 1.42718 | 5.00 | 9999.20 |
16 | 2009.08.17 00:10 | sell stop | 6 | 0.10 | 1.41873 | 1.41903 | 1.41823 | ||
17 | 2009.08.17 00:50 | sell | 6 | 0.10 | 1.41873 | 1.41903 | 1.41823 | ||
18 | 2009.08.17 00:57 | s/l | 6 | 0.10 | 1.41903 | 1.41903 | 1.41823 | -3.00 | 9996.20 |
19 | 2009.08.18 00:10 | sell stop | 7 | 0.10 | 1.40660 | 1.40702 | 1.40610 | ||
20 | 2009.08.19 00:00 | delete | 7 | 0.10 | 1.40660 | 1.40702 | 1.40610 | ||
21 | 2009.08.19 00:15 | buy stop | 8 | 0.10 | 1.41316 | 1.41268 | 1.41366 | ||
22 | 2009.08.19 00:40 | buy | 8 | 0.10 | 1.41316 | 1.41268 | 1.41366 | ||
23 | 2009.08.19 01:15 | t/p | 8 | 0.10 | 1.41366 | 1.41268 | 1.41366 | 5.00 | 10001.20 |
24 | 2009.08.20 00:32 | sell stop | 9 | 0.10 | 1.42304 | 1.42340 | 1.42254 | ||
25 | 2009.08.20 00:40 | sell | 9 | 0.10 | 1.42304 | 1.42340 | 1.42254 | ||
26 | 2009.08.20 00:50 | t/p | 9 | 0.10 | 1.42254 | 1.42340 | 1.42254 | 5.00 | 10006.20 |
27 | 2009.08.21 00:10 | sell stop | 10 | 0.10 | 1.42438 | 1.42478 | 1.42388 | ||
28 | 2009.08.21 02:59 | sell | 10 | 0.10 | 1.42438 | 1.42478 | 1.42388 | ||
29 | 2009.08.21 03:10 | s/l | 10 | 0.10 | 1.42478 | 1.42478 | 1.42388 | -4.00 | 10002.20 |
30 | 2009.08.27 00:10 | sell stop | 11 | 0.10 | 1.42405 | 1.42438 | 1.42355 | ||
31 | 2009.08.27 01:40 | sell | 11 | 0.10 | 1.42405 | 1.42438 | 1.42355 | ||
32 | 2009.08.27 01:46 | t/p | 11 | 0.10 | 1.42355 | 1.42438 | 1.42355 | 5.00 | 10007.20 |
33 | 2009.08.28 00:10 | sell stop | 12 | 0.10 | 1.43452 | 1.43502 | 1.43402 | ||
34 | 2009.08.28 08:20 | sell | 12 | 0.10 | 1.43452 | 1.43502 | 1.43402 | ||
35 | 2009.08.28 08:27 | s/l | 12 | 0.10 | 1.43502 | 1.43502 | 1.43402 | -5.00 | 10002.20 |
36 | 2009.08.31 00:07 | sell stop | 13 | 0.10 | 1.43053 | 1.43085 | 1.43003 | ||
37 | 2009.08.31 00:10 | sell | 13 | 0.10 | 1.43053 | 1.43085 | 1.43003 | ||
38 | 2009.08.31 00:20 | t/p | 13 | 0.10 | 1.43003 | 1.43085 | 1.43003 | 5.00 | 10007.20 |
39 | 2009.09.01 00:10 | sell stop | 14 | 0.10 | 1.43288 | 1.43334 | 1.43238 | ||
40 | 2009.09.01 02:45 | sell | 14 | 0.10 | 1.43288 | 1.43334 | 1.43238 | ||
41 | 2009.09.01 02:50 | t/p | 14 | 0.10 | 1.43238 | 1.43334 | 1.43238 | 5.00 | 10012.20 |
42 | 2009.09.02 00:10 | sell stop | 15 | 0.10 | 1.42174 | 1.42196 | 1.42124 | ||
43 | 2009.09.02 00:50 | sell | 15 | 0.10 | 1.42174 | 1.42196 | 1.42124 | ||
44 | 2009.09.02 00:57 | s/l | 15 | 0.10 | 1.42196 | 1.42196 | 1.42124 | -2.20 | 10010.00 |
45 | 2009.09.03 00:10 | sell stop | 16 | 0.10 | 1.42595 | 1.42642 | 1.42545 | ||
46 | 2009.09.03 02:50 | sell | 16 | 0.10 | 1.42595 | 1.42642 | 1.42545 | ||
47 | 2009.09.03 03:15 | s/l | 16 | 0.10 | 1.42642 | 1.42642 | 1.42545 | -4.70 | 10005.30 |
48 | 2009.09.04 00:10 | sell stop | 17 | 0.10 | 1.42529 | 1.42561 | 1.42479 | ||
49 | 2009.09.04 01:02 | sell | 17 | 0.10 | 1.42529 | 1.42561 | 1.42479 | ||
50 | 2009.09.04 01:10 | s/l | 17 | 0.10 | 1.42561 | 1.42561 | 1.42479 | -3.20 | 10002.10 |
51 | 2009.09.08 00:15 | buy stop | 18 | 0.10 | 1.43385 | 1.43337 | 1.43435 | ||
52 | 2009.09.08 00:50 | buy | 18 | 0.10 | 1.43385 | 1.43337 | 1.43435 | ||
53 | 2009.09.08 01:02 | s/l | 18 | 0.10 | 1.43337 | 1.43337 | 1.43435 | -4.80 | 9997.30 |
54 | 2009.09.10 00:07 | sell stop | 19 | 0.10 | 1.45618 | 1.45641 | 1.45568 | ||
55 | 2009.09.10 00:10 | sell | 19 | 0.10 | 1.45618 | 1.45641 | 1.45568 | ||
56 | 2009.09.10 00:20 | t/p | 19 | 0.10 | 1.45568 | 1.45641 | 1.45568 | 5.00 | 10002.30 |
57 | 2009.09.11 00:10 | sell stop | 20 | 0.10 | 1.45773 | 1.45796 | 1.45723 | ||
58 | 2009.09.11 00:50 | sell | 20 | 0.10 | 1.45773 | 1.45796 | 1.45723 | ||
59 | 2009.09.11 00:57 | s/l | 20 | 0.10 | 1.45796 | 1.45796 | 1.45723 | -2.30 | 10000.00 |
60 | 2009.09.14 00:07 | sell stop | 21 | 0.10 | 1.45905 | 1.45950 | 1.45855 | ||
61 | 2009.09.14 00:10 | sell | 21 | 0.10 | 1.45905 | 1.45950 | 1.45855 | ||
62 | 2009.09.14 00:15 | t/p | 21 | 0.10 | 1.45855 | 1.45950 | 1.45855 | 5.00 | 10005.00 |
63 | 2009.09.15 00:07 | sell stop | 22 | 0.10 | 1.46275 | 1.46301 | 1.46225 | ||
64 | 2009.09.15 00:10 | sell | 22 | 0.10 | 1.46275 | 1.46301 | 1.46225 | ||
65 | 2009.09.15 00:12 | s/l | 22 | 0.10 | 1.46301 | 1.46301 | 1.46225 | -2.60 | 10002.40 |
66 | 2009.09.17 00:10 | sell stop | 23 | 0.10 | 1.47064 | 1.47095 | 1.47014 | ||
67 | 2009.09.17 00:45 | sell | 23 | 0.10 | 1.47064 | 1.47095 | 1.47014 | ||
68 | 2009.09.17 00:47 | s/l | 23 | 0.10 | 1.47095 | 1.47095 | 1.47014 | -3.10 | 9999.30 |
69 | 2009.09.18 00:10 | buy stop | 24 | 0.10 | 1.47438 | 1.47393 | 1.47488 | ||
70 | 2009.09.18 00:50 | buy | 24 | 0.10 | 1.47438 | 1.47393 | 1.47488 | ||
71 | 2009.09.18 01:15 | s/l | 24 | 0.10 | 1.47393 | 1.47393 | 1.47488 | -4.50 | 9994.80 |
72 | 2009.09.21 00:07 | sell stop | 25 | 0.10 | 1.46926 | 1.46954 | 1.46876 | ||
73 | 2009.09.21 00:10 | sell | 25 | 0.10 | 1.46926 | 1.46954 | 1.46876 | ||
74 | 2009.09.21 00:20 | t/p | 25 | 0.10 | 1.46876 | 1.46954 | 1.46876 | 5.00 | 9999.80 |
75 | 2009.09.22 00:10 | sell stop | 26 | 0.10 | 1.46747 | 1.46774 | 1.46697 | ||
76 | 2009.09.23 00:00 | delete | 26 | 0.10 | 1.46747 | 1.46774 | 1.46697 | ||
77 | 2009.09.23 00:10 | sell stop | 27 | 0.10 | 1.47870 | 1.47909 | 1.47820 | ||
78 | 2009.09.23 02:50 | sell | 27 | 0.10 | 1.47870 | 1.47909 | 1.47820 | ||
79 | 2009.09.23 02:57 | s/l | 27 | 0.10 | 1.47909 | 1.47909 | 1.47820 | -3.90 | 9995.90 |
80 | 2009.09.24 00:05 | sell stop | 28 | 0.10 | 1.46886 | 1.46921 | 1.46836 | ||
81 | 2009.09.24 00:07 | sell | 28 | 0.10 | 1.46886 | 1.46921 | 1.46836 | ||
82 | 2009.09.24 00:10 | s/l | 28 | 0.10 | 1.46921 | 1.46921 | 1.46836 | -3.50 | 9992.40 |
83 | 2009.09.25 00:10 | sell stop | 29 | 0.10 | 1.46586 | 1.46614 | 1.46536 | ||
84 | 2009.09.25 00:40 | sell | 29 | 0.10 | 1.46586 | 1.46614 | 1.46536 | ||
85 | 2009.09.25 00:42 | s/l | 29 | 0.10 | 1.46614 | 1.46614 | 1.46536 | -2.80 | 9989.60 |
86 | 2009.09.29 00:10 | sell stop | 30 | 0.10 | 1.46118 | 1.46161 | 1.46068 | ||
87 | 2009.09.29 02:40 | sell | 30 | 0.10 | 1.46118 | 1.46161 | 1.46068 | ||
88 | 2009.09.29 02:42 | s/l | 30 | 0.10 | 1.46161 | 1.46161 | 1.46068 | -4.30 | 9985.30 |