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 | TakeProfit=83; StopLoss=98; Value_At_Risk=1; TrailingStop=60; price_deviation=-7; _server_time=1; _time_shift=0; revenge=true; counter_trade=true; _trailing_stop_percentage=0.75; user_lot_size=1; cci_check=80; cci_period=11; opt_active_time=6; _mid_range_factor=0.31; account_risk_control=true; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1390.65 | Gross profit | 1246.05 | Gross loss | -2636.70 |
| Profit factor | 0.47 | Expected payoff | -23.18 | ||
| Absolute drawdown | 1390.65 | Maximal drawdown | 1472.85 (14.61%) | Relative drawdown | 14.61% (1472.85) |
| Total trades | 60 | Short positions (won %) | 43 (60.47%) | Long positions (won %) | 17 (35.29%) |
| Profit trades (% of total) | 32 (53.33%) | Loss trades (% of total) | 28 (46.67%) | ||
| Largest | profit trade | 102.00 | loss trade | -107.70 | |
| Average | profit trade | 38.94 | loss trade | -94.17 | |
| Maximum | consecutive wins (profit in money) | 5 (177.40) | consecutive losses (loss in money) | 4 (-344.70) | |
| Maximal | consecutive profit (count of wins) | 222.90 (3) | consecutive loss (count of losses) | -344.70 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 12:16 | sell | 1 | 0.50 | 1.42957 | 1.43150 | 1.42874 | ||
| 2 | 2009.08.03 12:37 | modify | 1 | 0.50 | 1.42957 | 1.42947 | 1.42874 | ||
| 3 | 2009.08.03 12:40 | s/l | 1 | 0.50 | 1.42947 | 1.42947 | 1.42874 | 5.00 | 10005.00 |
| 4 | 2009.08.04 12:15 | sell | 2 | 0.40 | 1.43957 | 1.44227 | 1.43874 | ||
| 5 | 2009.08.04 12:50 | modify | 2 | 0.40 | 1.43957 | 1.43937 | 1.43874 | ||
| 6 | 2009.08.04 12:57 | s/l | 2 | 0.40 | 1.43937 | 1.43937 | 1.43874 | 8.00 | 10013.00 |
| 7 | 2009.08.05 12:15 | sell | 3 | 1.00 | 1.43943 | 1.44041 | 1.43860 | ||
| 8 | 2009.08.05 13:03 | s/l | 3 | 1.00 | 1.44041 | 1.44041 | 1.43860 | -98.00 | 9915.00 |
| 9 | 2009.08.05 13:03 | buy | 4 | 0.40 | 1.44103 | 1.43848 | 1.44358 | ||
| 10 | 2009.08.05 13:32 | modify | 4 | 0.40 | 1.44103 | 1.44161 | 1.44358 | ||
| 11 | 2009.08.05 13:37 | t/p | 4 | 0.40 | 1.44358 | 1.44161 | 1.44358 | 102.00 | 10017.00 |
| 12 | 2009.08.06 12:15 | sell | 5 | 0.40 | 1.43811 | 1.44065 | 1.43728 | ||
| 13 | 2009.08.06 12:20 | t/p | 5 | 0.40 | 1.43728 | 1.44065 | 1.43728 | 33.20 | 10050.20 |
| 14 | 2009.08.07 12:15 | sell | 6 | 0.80 | 1.43568 | 1.43699 | 1.43485 | ||
| 15 | 2009.08.07 14:30 | s/l | 6 | 0.80 | 1.43699 | 1.43699 | 1.43485 | -104.80 | 9945.40 |
| 16 | 2009.08.07 14:30 | buy | 7 | 0.30 | 1.43859 | 1.43500 | 1.44218 | ||
| 17 | 2009.08.07 14:40 | s/l | 7 | 0.30 | 1.43500 | 1.43500 | 1.44218 | -107.70 | 9837.70 |
| 18 | 2009.08.10 12:15 | sell | 8 | 1.00 | 1.42072 | 1.42170 | 1.41989 | ||
| 19 | 2009.08.10 12:50 | modify | 8 | 1.00 | 1.42072 | 1.42057 | 1.41989 | ||
| 20 | 2009.08.10 13:02 | s/l | 8 | 1.00 | 1.42057 | 1.42057 | 1.41989 | 15.00 | 9852.70 |
| 21 | 2009.08.11 12:15 | sell | 9 | 0.30 | 1.41503 | 1.41799 | 1.41420 | ||
| 22 | 2009.08.11 13:15 | s/l | 9 | 0.30 | 1.41799 | 1.41799 | 1.41420 | -88.80 | 9763.90 |
| 23 | 2009.08.11 13:15 | buy | 10 | 0.30 | 1.41821 | 1.41467 | 1.42175 | ||
| 24 | 2009.08.11 14:59 | s/l | 10 | 0.30 | 1.41467 | 1.41467 | 1.42175 | -106.20 | 9657.70 |
| 25 | 2009.08.12 12:16 | sell | 11 | 1.00 | 1.41629 | 1.41727 | 1.41546 | ||
| 26 | 2009.08.12 12:26 | modify | 11 | 1.00 | 1.41629 | 1.41614 | 1.41546 | ||
| 27 | 2009.08.12 12:32 | t/p | 11 | 1.00 | 1.41546 | 1.41614 | 1.41546 | 83.00 | 9740.70 |
| 28 | 2009.08.13 12:15 | sell | 12 | 0.70 | 1.42671 | 1.42801 | 1.42588 | ||
| 29 | 2009.08.13 12:50 | modify | 12 | 0.70 | 1.42671 | 1.42669 | 1.42588 | ||
| 30 | 2009.08.13 12:59 | s/l | 12 | 0.70 | 1.42669 | 1.42669 | 1.42588 | 1.40 | 9742.10 |
| 31 | 2009.08.14 12:15 | sell | 13 | 0.70 | 1.42721 | 1.42858 | 1.42638 | ||
| 32 | 2009.08.14 13:15 | s/l | 13 | 0.70 | 1.42858 | 1.42858 | 1.42638 | -95.90 | 9646.20 |
| 33 | 2009.08.14 13:15 | buy | 14 | 0.50 | 1.42894 | 1.42693 | 1.43095 | ||
| 34 | 2009.08.14 13:50 | modify | 14 | 0.50 | 1.42894 | 1.42907 | 1.43095 | ||
| 35 | 2009.08.14 14:20 | s/l | 14 | 0.50 | 1.42907 | 1.42907 | 1.43095 | 6.50 | 9652.70 |
| 36 | 2009.08.17 12:15 | sell | 15 | 0.20 | 1.40806 | 1.41228 | 1.40723 | ||
| 37 | 2009.08.17 12:20 | t/p | 15 | 0.20 | 1.40723 | 1.41228 | 1.40723 | 16.60 | 9669.30 |
| 38 | 2009.08.18 12:15 | sell | 16 | 0.30 | 1.41168 | 1.41521 | 1.41085 | ||
| 39 | 2009.08.18 13:15 | modify | 16 | 0.30 | 1.41168 | 1.41158 | 1.41085 | ||
| 40 | 2009.08.18 13:20 | t/p | 16 | 0.30 | 1.41085 | 1.41158 | 1.41085 | 24.90 | 9694.20 |
| 41 | 2009.08.19 12:15 | sell | 17 | 1.00 | 1.41023 | 1.41121 | 1.40940 | ||
| 42 | 2009.08.19 13:03 | s/l | 17 | 1.00 | 1.41121 | 1.41121 | 1.40940 | -98.00 | 9596.20 |
| 43 | 2009.08.19 13:03 | buy | 18 | 0.50 | 1.41184 | 1.40988 | 1.41380 | ||
| 44 | 2009.08.19 14:20 | s/l | 18 | 0.50 | 1.40988 | 1.40988 | 1.41380 | -98.00 | 9498.20 |
| 45 | 2009.08.20 12:15 | sell | 19 | 1.00 | 1.42314 | 1.42412 | 1.42231 | ||
| 46 | 2009.08.20 12:50 | t/p | 19 | 1.00 | 1.42231 | 1.42412 | 1.42231 | 83.00 | 9581.20 |
| 47 | 2009.08.21 12:15 | sell | 20 | 1.00 | 1.43267 | 1.43365 | 1.43184 | ||
| 48 | 2009.08.21 12:20 | s/l | 20 | 1.00 | 1.43365 | 1.43365 | 1.43184 | -98.00 | 9483.20 |
| 49 | 2009.08.21 12:20 | buy | 21 | 0.20 | 1.43369 | 1.42927 | 1.43811 | ||
| 50 | 2009.08.21 16:07 | modify | 21 | 0.20 | 1.43369 | 1.43421 | 1.43811 | ||
| 51 | 2009.08.21 16:15 | s/l | 21 | 0.20 | 1.43421 | 1.43421 | 1.43811 | 10.40 | 9493.60 |
| 52 | 2009.08.24 12:15 | sell | 22 | 1.00 | 1.43070 | 1.43168 | 1.42987 | ||
| 53 | 2009.08.24 13:10 | s/l | 22 | 1.00 | 1.43168 | 1.43168 | 1.42987 | -98.00 | 9395.60 |
| 54 | 2009.08.24 13:10 | buy | 23 | 0.40 | 1.43209 | 1.42957 | 1.43461 | ||
| 55 | 2009.08.24 15:02 | modify | 23 | 0.40 | 1.43209 | 1.43226 | 1.43461 | ||
| 56 | 2009.08.24 15:07 | modify | 23 | 0.40 | 1.43209 | 1.43246 | 1.43461 | ||
| 57 | 2009.08.24 15:20 | s/l | 23 | 0.40 | 1.43246 | 1.43246 | 1.43461 | 14.80 | 9410.40 |
| 58 | 2009.08.25 12:15 | sell | 24 | 0.70 | 1.42929 | 1.43055 | 1.42846 | ||
| 59 | 2009.08.25 13:10 | s/l | 24 | 0.70 | 1.43055 | 1.43055 | 1.42846 | -88.20 | 9322.20 |
| 60 | 2009.08.25 13:10 | buy | 25 | 0.40 | 1.43104 | 1.42858 | 1.43350 | ||
| 61 | 2009.08.25 13:20 | modify | 25 | 0.40 | 1.43104 | 1.43153 | 1.43350 | ||
| 62 | 2009.08.25 13:50 | t/p | 25 | 0.40 | 1.43350 | 1.43153 | 1.43350 | 98.40 | 9420.60 |
| 63 | 2009.08.26 12:15 | sell | 26 | 0.50 | 1.43072 | 1.43258 | 1.42989 | ||
| 64 | 2009.08.26 12:50 | t/p | 26 | 0.50 | 1.42989 | 1.43258 | 1.42989 | 41.50 | 9462.10 |
| 65 | 2009.08.27 12:15 | sell | 27 | 1.00 | 1.42660 | 1.42758 | 1.42577 | ||
| 66 | 2009.08.27 12:50 | t/p | 27 | 1.00 | 1.42577 | 1.42758 | 1.42577 | 83.00 | 9545.10 |
| 67 | 2009.08.28 12:15 | sell | 28 | 0.50 | 1.43460 | 1.43668 | 1.43377 | ||
| 68 | 2009.08.28 13:15 | s/l | 28 | 0.50 | 1.43668 | 1.43668 | 1.43377 | -104.00 | 9441.10 |
| 69 | 2009.08.28 13:15 | buy | 29 | 0.30 | 1.43712 | 1.43388 | 1.44036 | ||
| 70 | 2009.08.28 18:15 | s/l | 29 | 0.30 | 1.43388 | 1.43388 | 1.44036 | -97.20 | 9343.90 |
| 71 | 2009.08.31 12:15 | sell | 30 | 1.00 | 1.42902 | 1.43000 | 1.42819 | ||
| 72 | 2009.08.31 12:59 | t/p | 30 | 1.00 | 1.42819 | 1.43000 | 1.42819 | 83.00 | 9426.90 |
| 73 | 2009.09.01 12:15 | sell | 31 | 0.30 | 1.43178 | 1.43516 | 1.43095 | ||
| 74 | 2009.09.01 12:20 | modify | 31 | 0.30 | 1.43178 | 1.43160 | 1.43095 | ||
| 75 | 2009.09.01 12:27 | s/l | 31 | 0.30 | 1.43160 | 1.43160 | 1.43095 | 5.40 | 9432.30 |
| 76 | 2009.09.02 12:15 | sell | 32 | 1.00 | 1.42256 | 1.42354 | 1.42173 | ||
| 77 | 2009.09.02 12:50 | modify | 32 | 1.00 | 1.42256 | 1.42252 | 1.42173 | ||
| 78 | 2009.09.02 12:59 | s/l | 32 | 1.00 | 1.42252 | 1.42252 | 1.42173 | 4.00 | 9436.30 |
| 79 | 2009.09.03 12:15 | sell | 33 | 1.00 | 1.43092 | 1.43190 | 1.43009 | ||
| 80 | 2009.09.03 12:45 | t/p | 33 | 1.00 | 1.43009 | 1.43190 | 1.43009 | 83.00 | 9519.30 |
| 81 | 2009.09.04 12:15 | sell | 34 | 0.40 | 1.42623 | 1.42837 | 1.42540 | ||
| 82 | 2009.09.04 13:50 | modify | 34 | 0.40 | 1.42623 | 1.42618 | 1.42540 | ||
| 83 | 2009.09.04 13:59 | s/l | 34 | 0.40 | 1.42618 | 1.42618 | 1.42540 | 2.00 | 9521.30 |
| 84 | 2009.09.07 12:15 | sell | 35 | 1.00 | 1.43454 | 1.43552 | 1.43371 | ||
| 85 | 2009.09.07 12:32 | s/l | 35 | 1.00 | 1.43552 | 1.43552 | 1.43371 | -98.00 | 9423.30 |
| 86 | 2009.09.07 12:32 | buy | 36 | 0.50 | 1.43574 | 1.43380 | 1.43768 | ||
| 87 | 2009.09.07 13:50 | s/l | 36 | 0.50 | 1.43380 | 1.43380 | 1.43768 | -97.00 | 9326.30 |
| 88 | 2009.09.08 12:15 | sell | 37 | 1.00 | 1.44813 | 1.44911 | 1.44730 | ||
| 89 | 2009.09.08 12:20 | s/l | 37 | 1.00 | 1.44911 | 1.44911 | 1.44730 | -98.00 | 9228.30 |
| 90 | 2009.09.08 12:20 | buy | 38 | 0.10 | 1.44948 | 1.44127 | 1.45769 | ||
| 91 | 2009.09.09 14:50 | modify | 38 | 0.10 | 1.44948 | 1.45004 | 1.45769 | ||
| 92 | 2009.09.09 15:10 | modify | 38 | 0.10 | 1.44948 | 1.45040 | 1.45769 | ||
| 93 | 2009.09.09 15:15 | modify | 38 | 0.10 | 1.44948 | 1.45136 | 1.45769 | ||
| 94 | 2009.09.09 15:20 | t/p | 38 | 0.10 | 1.45769 | 1.45136 | 1.45769 | 82.05 | 9310.35 |
| 95 | 2009.09.09 15:20 | sell | 39 | 1.00 | 1.45847 | 1.45945 | 1.45764 | ||
| 96 | 2009.09.09 15:27 | t/p | 39 | 1.00 | 1.45764 | 1.45945 | 1.45764 | 83.00 | 9393.35 |
| 97 | 2009.09.10 12:15 | sell | 40 | 0.50 | 1.45432 | 1.45613 | 1.45349 | ||
| 98 | 2009.09.10 12:50 | modify | 40 | 0.50 | 1.45432 | 1.45422 | 1.45349 | ||
| 99 | 2009.09.10 13:02 | t/p | 40 | 0.50 | 1.45349 | 1.45422 | 1.45349 | 41.50 | 9434.85 |
| 100 | 2009.09.11 12:15 | sell | 41 | 1.00 | 1.46011 | 1.46109 | 1.45928 | ||
| 101 | 2009.09.11 12:32 | s/l | 41 | 1.00 | 1.46109 | 1.46109 | 1.45928 | -98.00 | 9336.85 |
| 102 | 2009.09.11 12:32 | buy | 42 | 0.30 | 1.46130 | 1.45798 | 1.46462 | ||
| 103 | 2009.09.11 16:15 | s/l | 42 | 0.30 | 1.45798 | 1.45798 | 1.46462 | -99.60 | 9237.25 |
| 104 | 2009.09.14 12:15 | sell | 43 | 0.90 | 1.45500 | 1.45598 | 1.45417 | ||
| 105 | 2009.09.14 13:02 | t/p | 43 | 0.90 | 1.45417 | 1.45598 | 1.45417 | 74.70 | 9311.95 |
| 106 | 2009.09.15 12:15 | sell | 44 | 1.00 | 1.46083 | 1.46181 | 1.46000 | ||
| 107 | 2009.09.15 12:20 | s/l | 44 | 1.00 | 1.46181 | 1.46181 | 1.46000 | -98.00 | 9213.95 |
| 108 | 2009.09.15 12:20 | buy | 45 | 0.20 | 1.46196 | 1.45780 | 1.46612 | ||
| 109 | 2009.09.15 14:50 | s/l | 45 | 0.20 | 1.45780 | 1.45780 | 1.46612 | -83.20 | 9130.75 |
| 110 | 2009.09.16 12:15 | sell | 46 | 0.30 | 1.46791 | 1.47082 | 1.46708 | ||
| 111 | 2009.09.16 12:50 | modify | 46 | 0.30 | 1.46791 | 1.46777 | 1.46708 | ||
| 112 | 2009.09.16 12:59 | s/l | 46 | 0.30 | 1.46777 | 1.46777 | 1.46708 | 4.20 | 9134.95 |
| 113 | 2009.09.17 12:15 | sell | 47 | 0.60 | 1.47326 | 1.47469 | 1.47243 | ||
| 114 | 2009.09.17 13:10 | t/p | 47 | 0.60 | 1.47243 | 1.47469 | 1.47243 | 49.80 | 9184.75 |
| 115 | 2009.09.18 12:15 | sell | 48 | 0.80 | 1.47015 | 1.47135 | 1.46932 | ||
| 116 | 2009.09.18 12:46 | s/l | 48 | 0.80 | 1.47135 | 1.47135 | 1.46932 | -96.00 | 9088.75 |
| 117 | 2009.09.18 12:46 | buy | 49 | 0.20 | 1.47165 | 1.46749 | 1.47581 | ||
| 118 | 2009.09.21 07:15 | s/l | 49 | 0.20 | 1.46749 | 1.46749 | 1.47581 | -83.30 | 9005.45 |
| 119 | 2009.09.21 12:15 | sell | 50 | 0.60 | 1.46486 | 1.46627 | 1.46403 | ||
| 120 | 2009.09.21 12:50 | s/l | 50 | 0.60 | 1.46627 | 1.46627 | 1.46403 | -84.60 | 8920.85 |
| 121 | 2009.09.21 12:50 | buy | 51 | 0.40 | 1.46630 | 1.46428 | 1.46832 | ||
| 122 | 2009.09.21 14:15 | s/l | 51 | 0.40 | 1.46428 | 1.46428 | 1.46832 | -80.80 | 8840.05 |
| 123 | 2009.09.22 12:15 | sell | 52 | 0.50 | 1.48028 | 1.48207 | 1.47945 | ||
| 124 | 2009.09.22 12:20 | modify | 52 | 0.50 | 1.48028 | 1.48016 | 1.47945 | ||
| 125 | 2009.09.22 12:27 | s/l | 52 | 0.50 | 1.48016 | 1.48016 | 1.47945 | 6.00 | 8846.05 |
| 126 | 2009.09.23 12:15 | sell | 53 | 0.40 | 1.47762 | 1.47989 | 1.47679 | ||
| 127 | 2009.09.23 13:07 | modify | 53 | 0.40 | 1.47762 | 1.47752 | 1.47679 | ||
| 128 | 2009.09.23 13:10 | s/l | 53 | 0.40 | 1.47752 | 1.47752 | 1.47679 | 4.00 | 8850.05 |
| 129 | 2009.09.24 12:15 | sell | 54 | 0.80 | 1.47753 | 1.47868 | 1.47670 | ||
| 130 | 2009.09.24 12:50 | t/p | 54 | 0.80 | 1.47670 | 1.47868 | 1.47670 | 66.40 | 8916.45 |
| 131 | 2009.09.25 12:15 | sell | 55 | 0.90 | 1.47117 | 1.47215 | 1.47034 | ||
| 132 | 2009.09.25 12:20 | s/l | 55 | 0.90 | 1.47215 | 1.47215 | 1.47034 | -88.20 | 8828.25 |
| 133 | 2009.09.25 12:20 | buy | 56 | 0.20 | 1.47224 | 1.46825 | 1.47623 | ||
| 134 | 2009.09.25 13:10 | s/l | 56 | 0.20 | 1.46825 | 1.46825 | 1.47623 | -79.80 | 8748.45 |
| 135 | 2009.09.28 12:15 | sell | 57 | 0.90 | 1.46354 | 1.46452 | 1.46271 | ||
| 136 | 2009.09.28 12:50 | modify | 57 | 0.90 | 1.46354 | 1.46348 | 1.46271 | ||
| 137 | 2009.09.28 13:05 | s/l | 57 | 0.90 | 1.46348 | 1.46348 | 1.46271 | 5.40 | 8753.85 |
| 138 | 2009.09.29 12:15 | sell | 58 | 0.30 | 1.45646 | 1.45957 | 1.45563 | ||
| 139 | 2009.09.29 12:20 | t/p | 58 | 0.30 | 1.45563 | 1.45957 | 1.45563 | 24.90 | 8778.75 |
| 140 | 2009.09.30 12:15 | sell | 59 | 0.70 | 1.46599 | 1.46729 | 1.46516 | ||
| 141 | 2009.09.30 13:02 | s/l | 59 | 0.70 | 1.46729 | 1.46729 | 1.46516 | -91.00 | 8687.75 |
| 142 | 2009.09.30 13:02 | buy | 60 | 0.40 | 1.46743 | 1.46547 | 1.46939 | ||
| 143 | 2009.09.30 13:45 | s/l | 60 | 0.40 | 1.46547 | 1.46547 | 1.46939 | -78.40 | 8609.35 |