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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2700.90 | Gross profit | 599.55 | Gross loss | -3300.45 |
Profit factor | 0.18 | Expected payoff | -61.38 | ||
Absolute drawdown | 2833.20 | Maximal drawdown | 3209.95 (30.93%) | Relative drawdown | 30.93% (3209.95) |
Total trades | 44 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 26 (96.15%) |
Profit trades (% of total) | 40 (90.91%) | Loss trades (% of total) | 4 (9.09%) | ||
Largest | profit trade | 15.00 | loss trade | -3000.00 | |
Average | profit trade | 14.99 | loss trade | -825.11 | |
Maximum | consecutive wins (profit in money) | 13 (194.80) | consecutive losses (loss in money) | 1 (-3000.00) | |
Maximal | consecutive profit (count of wins) | 194.80 (13) | consecutive loss (count of losses) | -3000.00 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 19:59 | sell | 1 | 0.10 | 1.43917 | 1.44917 | 1.43767 | ||
2 | 2009.08.05 08:46 | t/p | 1 | 0.10 | 1.43767 | 1.44917 | 1.43767 | 14.90 | 10014.90 |
3 | 2009.08.06 13:59 | buy | 2 | 0.10 | 1.43840 | 1.42840 | 1.43990 | ||
4 | 2009.08.06 14:50 | t/p | 2 | 0.10 | 1.43990 | 1.42840 | 1.43990 | 15.00 | 10029.90 |
5 | 2009.08.06 14:59 | buy | 3 | 0.10 | 1.43826 | 1.42826 | 1.43976 | ||
6 | 2009.08.06 15:20 | t/p | 3 | 0.10 | 1.43976 | 1.42826 | 1.43976 | 15.00 | 10044.90 |
7 | 2009.08.06 15:59 | buy | 4 | 0.10 | 1.43691 | 1.42691 | 1.43841 | ||
8 | 2009.08.07 14:37 | t/p | 4 | 0.10 | 1.43841 | 1.42691 | 1.43841 | 14.95 | 10059.85 |
9 | 2009.08.07 16:59 | buy | 5 | 0.10 | 1.42093 | 1.41093 | 1.42243 | ||
10 | 2009.08.07 17:20 | t/p | 5 | 0.10 | 1.42243 | 1.41093 | 1.42243 | 15.00 | 10074.85 |
11 | 2009.08.07 17:59 | buy | 6 | 0.10 | 1.41812 | 1.40812 | 1.41962 | ||
12 | 2009.08.07 19:20 | t/p | 6 | 0.10 | 1.41962 | 1.40812 | 1.41962 | 15.00 | 10089.85 |
13 | 2009.08.10 16:59 | buy | 7 | 0.10 | 1.41646 | 1.40646 | 1.41796 | ||
14 | 2009.08.11 09:20 | t/p | 7 | 0.10 | 1.41796 | 1.40646 | 1.41796 | 14.95 | 10104.80 |
15 | 2009.08.11 14:59 | sell | 8 | 0.10 | 1.41298 | 1.42298 | 1.41148 | ||
16 | 2009.08.11 16:20 | t/p | 8 | 0.10 | 1.41148 | 1.42298 | 1.41148 | 15.00 | 10119.80 |
17 | 2009.08.11 16:59 | buy | 9 | 0.10 | 1.41435 | 1.40435 | 1.41585 | ||
18 | 2009.08.11 18:20 | t/p | 9 | 0.10 | 1.41585 | 1.40435 | 1.41585 | 15.00 | 10134.80 |
19 | 2009.08.12 09:59 | buy | 10 | 0.10 | 1.41160 | 1.40160 | 1.41310 | ||
20 | 2009.08.12 11:20 | t/p | 10 | 0.10 | 1.41310 | 1.40160 | 1.41310 | 15.00 | 10149.80 |
21 | 2009.08.12 16:59 | sell | 11 | 0.10 | 1.42118 | 1.43118 | 1.41968 | ||
22 | 2009.08.12 17:20 | t/p | 11 | 0.10 | 1.41968 | 1.43118 | 1.41968 | 15.00 | 10164.80 |
23 | 2009.08.13 12:59 | sell | 12 | 0.10 | 1.42648 | 1.43648 | 1.42498 | ||
24 | 2009.08.13 13:50 | t/p | 12 | 0.10 | 1.42498 | 1.43648 | 1.42498 | 15.00 | 10179.80 |
25 | 2009.08.14 14:59 | sell | 13 | 0.10 | 1.42677 | 1.43677 | 1.42527 | ||
26 | 2009.08.14 15:50 | t/p | 13 | 0.10 | 1.42527 | 1.43677 | 1.42527 | 15.00 | 10194.80 |
27 | 2009.08.14 16:59 | buy | 14 | 0.10 | 1.42374 | 1.41374 | 1.42524 | ||
28 | 2009.08.17 07:20 | s/l | 14 | 0.10 | 1.41374 | 1.41374 | 1.42524 | -100.05 | 10094.75 |
29 | 2009.08.18 16:59 | buy | 15 | 0.10 | 1.41076 | 1.40076 | 1.41226 | ||
30 | 2009.08.18 17:20 | t/p | 15 | 0.10 | 1.41226 | 1.40076 | 1.41226 | 15.00 | 10109.75 |
31 | 2009.08.19 11:59 | buy | 16 | 0.10 | 1.41060 | 1.40060 | 1.41210 | ||
32 | 2009.08.19 13:10 | t/p | 16 | 0.10 | 1.41210 | 1.40060 | 1.41210 | 15.00 | 10124.75 |
33 | 2009.08.19 17:59 | sell | 17 | 0.10 | 1.42614 | 1.43614 | 1.42464 | ||
34 | 2009.08.19 18:20 | t/p | 17 | 0.10 | 1.42464 | 1.43614 | 1.42464 | 15.00 | 10139.75 |
35 | 2009.08.19 18:59 | sell | 18 | 0.10 | 1.42528 | 1.43528 | 1.42378 | ||
36 | 2009.08.19 20:50 | t/p | 18 | 0.10 | 1.42378 | 1.43528 | 1.42378 | 15.00 | 10154.75 |
37 | 2009.08.21 06:59 | buy | 19 | 0.10 | 1.42160 | 1.41160 | 1.42310 | ||
38 | 2009.08.21 07:45 | t/p | 19 | 0.10 | 1.42310 | 1.41160 | 1.42310 | 15.00 | 10169.75 |
39 | 2009.08.21 11:59 | sell | 20 | 0.10 | 1.43076 | 1.44076 | 1.42926 | ||
40 | 2009.08.21 16:50 | t/p | 20 | 0.10 | 1.42926 | 1.44076 | 1.42926 | 15.00 | 10184.75 |
41 | 2009.08.25 15:59 | sell | 21 | 0.10 | 1.43438 | 1.44438 | 1.43288 | ||
42 | 2009.08.25 16:20 | t/p | 21 | 0.10 | 1.43288 | 1.44438 | 1.43288 | 15.00 | 10199.75 |
43 | 2009.08.25 16:59 | sell | 22 | 0.10 | 1.43278 | 1.44278 | 1.43128 | ||
44 | 2009.08.25 19:45 | t/p | 22 | 0.10 | 1.43128 | 1.44278 | 1.43128 | 15.00 | 10214.75 |
45 | 2009.08.26 02:59 | buy | 23 | 0.10 | 1.42945 | 1.41945 | 1.43095 | ||
46 | 2009.08.26 07:40 | t/p | 23 | 0.10 | 1.43095 | 1.41945 | 1.43095 | 15.00 | 10229.75 |
47 | 2009.08.26 16:59 | buy | 24 | 0.10 | 1.42329 | 1.41329 | 1.42479 | ||
48 | 2009.08.26 21:45 | t/p | 24 | 0.10 | 1.42479 | 1.41329 | 1.42479 | 15.00 | 10244.75 |
49 | 2009.08.27 14:59 | sell | 25 | 0.10 | 1.42557 | 1.43557 | 1.42407 | ||
50 | 2009.08.27 15:59 | t/p | 25 | 0.10 | 1.42407 | 1.43557 | 1.42407 | 15.00 | 10259.75 |
51 | 2009.08.27 17:59 | buy | 26 | 0.10 | 1.42736 | 1.41736 | 1.42886 | ||
52 | 2009.08.27 19:50 | sell | 27 | 3.00 | 1.42774 | 1.43774 | 1.42624 | ||
53 | 2009.08.27 20:05 | t/p | 26 | 0.10 | 1.42886 | 1.41736 | 1.42886 | 15.00 | 10274.75 |
54 | 2009.08.27 20:20 | s/l | 27 | 3.00 | 1.43774 | 1.43774 | 1.42624 | -3000.00 | 7274.75 |
55 | 2009.08.27 21:59 | sell | 28 | 0.10 | 1.43572 | 1.44572 | 1.43422 | ||
56 | 2009.08.28 08:59 | t/p | 28 | 0.10 | 1.43422 | 1.44572 | 1.43422 | 14.90 | 7289.65 |
57 | 2009.08.28 21:59 | buy | 29 | 0.10 | 1.43025 | 1.42025 | 1.43175 | ||
58 | 2009.08.31 16:20 | t/p | 29 | 0.10 | 1.43175 | 1.42025 | 1.43175 | 14.95 | 7304.60 |
59 | 2009.08.31 18:59 | sell | 30 | 0.10 | 1.43417 | 1.44417 | 1.43267 | ||
60 | 2009.08.31 21:15 | t/p | 30 | 0.10 | 1.43267 | 1.44417 | 1.43267 | 15.00 | 7319.60 |
61 | 2009.09.01 13:59 | buy | 31 | 0.10 | 1.43126 | 1.42126 | 1.43276 | ||
62 | 2009.09.01 15:50 | t/p | 31 | 0.10 | 1.43276 | 1.42126 | 1.43276 | 15.00 | 7334.60 |
63 | 2009.09.01 18:59 | buy | 32 | 0.10 | 1.42344 | 1.41344 | 1.42494 | ||
64 | 2009.09.02 17:15 | t/p | 32 | 0.10 | 1.42494 | 1.41344 | 1.42494 | 14.95 | 7349.55 |
65 | 2009.09.02 19:59 | sell | 33 | 0.10 | 1.42794 | 1.43794 | 1.42644 | ||
66 | 2009.09.02 22:20 | t/p | 33 | 0.10 | 1.42644 | 1.43794 | 1.42644 | 15.00 | 7364.55 |
67 | 2009.09.03 17:59 | buy | 34 | 0.10 | 1.42791 | 1.41791 | 1.42941 | ||
68 | 2009.09.04 18:10 | t/p | 34 | 0.10 | 1.42941 | 1.41791 | 1.42941 | 14.95 | 7379.50 |
69 | 2009.09.08 09:59 | sell | 35 | 0.10 | 1.44147 | 1.45147 | 1.43997 | ||
70 | 2009.09.08 16:45 | s/l | 35 | 0.10 | 1.45147 | 1.45147 | 1.43997 | -100.00 | 7279.50 |
71 | 2009.09.09 14:59 | sell | 36 | 0.10 | 1.45506 | 1.46506 | 1.45356 | ||
72 | 2009.09.09 20:20 | t/p | 36 | 0.10 | 1.45356 | 1.46506 | 1.45356 | 15.00 | 7294.50 |
73 | 2009.09.15 15:59 | buy | 37 | 0.10 | 1.45965 | 1.44965 | 1.46115 | ||
74 | 2009.09.15 17:45 | t/p | 37 | 0.10 | 1.46115 | 1.44965 | 1.46115 | 15.00 | 7309.50 |
75 | 2009.09.15 20:59 | sell | 38 | 0.10 | 1.46577 | 1.47577 | 1.46427 | ||
76 | 2009.09.17 08:45 | s/l | 38 | 0.10 | 1.47577 | 1.47577 | 1.46427 | -100.40 | 7209.10 |
77 | 2009.09.18 10:59 | buy | 39 | 0.10 | 1.46836 | 1.45836 | 1.46986 | ||
78 | 2009.09.18 11:45 | t/p | 39 | 0.10 | 1.46986 | 1.45836 | 1.46986 | 15.00 | 7224.10 |
79 | 2009.09.21 08:59 | buy | 40 | 0.10 | 1.46680 | 1.45680 | 1.46830 | ||
80 | 2009.09.21 17:20 | t/p | 40 | 0.10 | 1.46830 | 1.45680 | 1.46830 | 15.00 | 7239.10 |
81 | 2009.09.23 13:59 | buy | 41 | 0.10 | 1.47872 | 1.46872 | 1.48022 | ||
82 | 2009.09.23 20:10 | t/p | 41 | 0.10 | 1.48022 | 1.46872 | 1.48022 | 15.00 | 7254.10 |
83 | 2009.09.24 00:59 | buy | 42 | 0.10 | 1.47135 | 1.46135 | 1.47285 | ||
84 | 2009.09.24 02:05 | t/p | 42 | 0.10 | 1.47285 | 1.46135 | 1.47285 | 15.00 | 7269.10 |
85 | 2009.09.28 04:59 | buy | 43 | 0.10 | 1.45892 | 1.44892 | 1.46042 | ||
86 | 2009.09.28 07:20 | t/p | 43 | 0.10 | 1.46042 | 1.44892 | 1.46042 | 15.00 | 7284.10 |
87 | 2009.09.29 03:59 | buy | 44 | 0.10 | 1.46153 | 1.45153 | 1.46303 | ||
88 | 2009.09.29 04:20 | t/p | 44 | 0.10 | 1.46303 | 1.45153 | 1.46303 | 15.00 | 7299.10 |