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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 109.05 | Gross profit | 605.80 | Gross loss | -496.75 |
Profit factor | 1.22 | Expected payoff | 2.60 | ||
Absolute drawdown | 108.90 | Maximal drawdown | 193.85 (1.92%) | Relative drawdown | 1.92% (193.85) |
Total trades | 42 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 21 (80.95%) |
Profit trades (% of total) | 35 (83.33%) | Loss trades (% of total) | 7 (16.67%) | ||
Largest | profit trade | 89.20 | loss trade | -89.95 | |
Average | profit trade | 17.31 | loss trade | -70.96 | |
Maximum | consecutive wins (profit in money) | 11 (166.20) | consecutive losses (loss in money) | 2 (-167.45) | |
Maximal | consecutive profit (count of wins) | 184.40 (10) | consecutive loss (count of losses) | -167.45 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 15:00 | sell | 1 | 0.10 | 1.43967 | 1.44625 | 1.43657 | ||
2 | 2009.08.05 16:00 | modify | 1 | 0.10 | 1.43967 | 1.43923 | 1.43657 | ||
3 | 2009.08.05 16:16 | t/p | 1 | 0.10 | 1.43657 | 1.43923 | 1.43657 | 31.00 | 10031.00 |
4 | 2009.08.05 18:00 | buy | 2 | 0.10 | 1.43926 | 1.43341 | 1.44299 | ||
5 | 2009.08.05 19:00 | modify | 2 | 0.10 | 1.43926 | 1.44133 | 1.44299 | ||
6 | 2009.08.05 19:02 | s/l | 2 | 0.10 | 1.44133 | 1.44133 | 1.44299 | 20.70 | 10051.70 |
7 | 2009.08.05 21:00 | sell | 3 | 0.10 | 1.44290 | 1.44625 | 1.43657 | ||
8 | 2009.08.05 22:00 | modify | 3 | 0.10 | 1.44290 | 1.44191 | 1.43657 | ||
9 | 2009.08.05 22:10 | s/l | 3 | 0.10 | 1.44191 | 1.44191 | 1.43657 | 9.90 | 10061.60 |
10 | 2009.08.05 23:00 | sell | 4 | 0.10 | 1.44029 | 1.44625 | 1.43657 | ||
11 | 2009.08.06 05:00 | modify | 4 | 0.10 | 1.44029 | 1.44003 | 1.43657 | ||
12 | 2009.08.06 05:02 | s/l | 4 | 0.10 | 1.44003 | 1.44003 | 1.43657 | 2.30 | 10063.90 |
13 | 2009.08.06 16:00 | buy | 5 | 0.10 | 1.43686 | 1.43129 | 1.44548 | ||
14 | 2009.08.07 14:50 | s/l | 5 | 0.10 | 1.43129 | 1.43129 | 1.44548 | -55.75 | 10008.15 |
15 | 2009.08.12 11:00 | buy | 6 | 0.10 | 1.41167 | 1.40724 | 1.41853 | ||
16 | 2009.08.12 12:00 | modify | 6 | 0.10 | 1.41167 | 1.41309 | 1.41853 | ||
17 | 2009.08.12 13:00 | modify | 6 | 0.10 | 1.41167 | 1.41598 | 1.41853 | ||
18 | 2009.08.12 13:20 | s/l | 6 | 0.10 | 1.41598 | 1.41598 | 1.41853 | 43.10 | 10051.25 |
19 | 2009.08.13 13:00 | sell | 7 | 0.10 | 1.42645 | 1.43389 | 1.41096 | ||
20 | 2009.08.13 14:00 | modify | 7 | 0.10 | 1.42645 | 1.42515 | 1.41096 | ||
21 | 2009.08.13 14:02 | s/l | 7 | 0.10 | 1.42515 | 1.42515 | 1.41096 | 13.00 | 10064.25 |
22 | 2009.08.14 19:00 | buy | 8 | 0.10 | 1.42316 | 1.41417 | 1.43364 | ||
23 | 2009.08.17 04:50 | s/l | 8 | 0.10 | 1.41417 | 1.41417 | 1.43364 | -89.95 | 9974.30 |
24 | 2009.08.17 09:00 | buy | 9 | 0.10 | 1.41538 | 1.40763 | 1.42852 | ||
25 | 2009.08.17 12:20 | s/l | 9 | 0.10 | 1.40763 | 1.40763 | 1.42852 | -77.50 | 9896.80 |
26 | 2009.08.19 03:00 | sell | 10 | 0.10 | 1.41552 | 1.42024 | 1.40804 | ||
27 | 2009.08.19 04:00 | modify | 10 | 0.10 | 1.41552 | 1.41386 | 1.40804 | ||
28 | 2009.08.19 04:10 | s/l | 10 | 0.10 | 1.41386 | 1.41386 | 1.40804 | 16.60 | 9913.40 |
29 | 2009.08.25 10:00 | buy | 11 | 0.10 | 1.42746 | 1.42332 | 1.43439 | ||
30 | 2009.08.25 12:00 | modify | 11 | 0.10 | 1.42746 | 1.42908 | 1.43439 | ||
31 | 2009.08.25 12:20 | s/l | 11 | 0.10 | 1.42908 | 1.42908 | 1.43439 | 16.20 | 9929.60 |
32 | 2009.08.25 16:00 | sell | 12 | 0.10 | 1.43433 | 1.43906 | 1.42652 | ||
33 | 2009.08.25 17:00 | modify | 12 | 0.10 | 1.43433 | 1.43338 | 1.42652 | ||
34 | 2009.08.25 17:10 | s/l | 12 | 0.10 | 1.43338 | 1.43338 | 1.42652 | 9.50 | 9939.10 |
35 | 2009.08.25 18:00 | sell | 13 | 0.10 | 1.43290 | 1.43906 | 1.42652 | ||
36 | 2009.08.25 19:00 | modify | 13 | 0.10 | 1.43290 | 1.43259 | 1.42652 | ||
37 | 2009.08.25 19:02 | s/l | 13 | 0.10 | 1.43259 | 1.43259 | 1.42652 | 3.10 | 9942.20 |
38 | 2009.08.31 10:00 | buy | 14 | 0.10 | 1.42826 | 1.42164 | 1.43662 | ||
39 | 2009.08.31 11:00 | modify | 14 | 0.10 | 1.42826 | 1.42868 | 1.43662 | ||
40 | 2009.08.31 11:02 | s/l | 14 | 0.10 | 1.42868 | 1.42868 | 1.43662 | 4.20 | 9946.40 |
41 | 2009.08.31 20:00 | sell | 15 | 0.10 | 1.43444 | 1.44304 | 1.42592 | ||
42 | 2009.08.31 21:00 | modify | 15 | 0.10 | 1.43444 | 1.43348 | 1.42592 | ||
43 | 2009.08.31 21:50 | s/l | 15 | 0.10 | 1.43348 | 1.43348 | 1.42592 | 9.60 | 9956.00 |
44 | 2009.09.03 10:00 | sell | 16 | 0.10 | 1.42941 | 1.43528 | 1.42004 | ||
45 | 2009.09.03 16:00 | modify | 16 | 0.10 | 1.42941 | 1.42874 | 1.42004 | ||
46 | 2009.09.03 17:00 | modify | 16 | 0.10 | 1.42941 | 1.42635 | 1.42004 | ||
47 | 2009.09.03 17:10 | s/l | 16 | 0.10 | 1.42635 | 1.42635 | 1.42004 | 30.60 | 9986.60 |
48 | 2009.09.04 17:00 | buy | 17 | 0.10 | 1.42350 | 1.41684 | 1.43242 | ||
49 | 2009.09.04 18:00 | modify | 17 | 0.10 | 1.42350 | 1.42737 | 1.43242 | ||
50 | 2009.09.04 18:20 | t/p | 17 | 0.10 | 1.43242 | 1.42737 | 1.43242 | 89.20 | 10075.80 |
51 | 2009.09.04 20:00 | sell | 18 | 0.10 | 1.43102 | 1.43914 | 1.42127 | ||
52 | 2009.09.04 22:00 | modify | 18 | 0.10 | 1.43102 | 1.43090 | 1.42127 | ||
53 | 2009.09.04 22:15 | s/l | 18 | 0.10 | 1.43090 | 1.43090 | 1.42127 | 1.20 | 10077.00 |
54 | 2009.09.07 11:00 | sell | 19 | 0.10 | 1.43428 | 1.44064 | 1.42141 | ||
55 | 2009.09.07 14:00 | modify | 19 | 0.10 | 1.43428 | 1.43386 | 1.42141 | ||
56 | 2009.09.07 14:02 | s/l | 19 | 0.10 | 1.43386 | 1.43386 | 1.42141 | 4.20 | 10081.20 |
57 | 2009.09.07 15:00 | sell | 20 | 0.10 | 1.43318 | 1.44064 | 1.42141 | ||
58 | 2009.09.08 09:45 | s/l | 20 | 0.10 | 1.44064 | 1.44064 | 1.42141 | -74.70 | 10006.50 |
59 | 2009.09.09 18:00 | sell | 21 | 0.10 | 1.45713 | 1.46588 | 1.43695 | ||
60 | 2009.09.09 20:00 | modify | 21 | 0.10 | 1.45713 | 1.45538 | 1.43695 | ||
61 | 2009.09.09 21:00 | modify | 21 | 0.10 | 1.45713 | 1.45487 | 1.43695 | ||
62 | 2009.09.09 21:10 | s/l | 21 | 0.10 | 1.45487 | 1.45487 | 1.43695 | 22.60 | 10029.10 |
63 | 2009.09.11 17:00 | sell | 22 | 0.10 | 1.46126 | 1.46754 | 1.45162 | ||
64 | 2009.09.11 18:00 | modify | 22 | 0.10 | 1.46126 | 1.45906 | 1.45162 | ||
65 | 2009.09.11 18:02 | s/l | 22 | 0.10 | 1.45906 | 1.45906 | 1.45162 | 22.00 | 10051.10 |
66 | 2009.09.14 05:00 | buy | 23 | 0.10 | 1.45452 | 1.45045 | 1.46176 | ||
67 | 2009.09.14 10:00 | modify | 23 | 0.10 | 1.45452 | 1.45618 | 1.46176 | ||
68 | 2009.09.14 10:15 | s/l | 23 | 0.10 | 1.45618 | 1.45618 | 1.46176 | 16.60 | 10067.70 |
69 | 2009.09.14 11:00 | buy | 24 | 0.10 | 1.45499 | 1.45045 | 1.46176 | ||
70 | 2009.09.14 14:00 | modify | 24 | 0.10 | 1.45499 | 1.45607 | 1.46176 | ||
71 | 2009.09.14 14:15 | s/l | 24 | 0.10 | 1.45607 | 1.45607 | 1.46176 | 10.80 | 10078.50 |
72 | 2009.09.14 15:00 | buy | 25 | 0.10 | 1.45645 | 1.45045 | 1.46176 | ||
73 | 2009.09.14 15:50 | t/p | 25 | 0.10 | 1.46176 | 1.45045 | 1.46176 | 53.10 | 10131.60 |
74 | 2009.09.14 20:00 | sell | 26 | 0.10 | 1.45998 | 1.46657 | 1.45370 | ||
75 | 2009.09.15 12:00 | modify | 26 | 0.10 | 1.45998 | 1.45949 | 1.45370 | ||
76 | 2009.09.15 12:10 | s/l | 26 | 0.10 | 1.45949 | 1.45949 | 1.45370 | 4.80 | 10136.40 |
77 | 2009.09.15 21:00 | sell | 27 | 0.10 | 1.46578 | 1.47350 | 1.45442 | ||
78 | 2009.09.16 18:20 | s/l | 27 | 0.10 | 1.47350 | 1.47350 | 1.45442 | -77.30 | 10059.10 |
79 | 2009.09.17 10:00 | sell | 28 | 0.10 | 1.47417 | 1.47903 | 1.46533 | ||
80 | 2009.09.17 11:00 | modify | 28 | 0.10 | 1.47417 | 1.47388 | 1.46533 | ||
81 | 2009.09.17 11:15 | s/l | 28 | 0.10 | 1.47388 | 1.47388 | 1.46533 | 2.90 | 10062.00 |
82 | 2009.09.17 18:00 | sell | 29 | 0.10 | 1.47338 | 1.47903 | 1.46533 | ||
83 | 2009.09.17 19:00 | modify | 29 | 0.10 | 1.47338 | 1.47205 | 1.46533 | ||
84 | 2009.09.17 19:02 | s/l | 29 | 0.10 | 1.47205 | 1.47205 | 1.46533 | 13.30 | 10075.30 |
85 | 2009.09.17 22:00 | sell | 30 | 0.10 | 1.47316 | 1.47903 | 1.46533 | ||
86 | 2009.09.18 03:00 | modify | 30 | 0.10 | 1.47316 | 1.47313 | 1.46533 | ||
87 | 2009.09.18 04:00 | modify | 30 | 0.10 | 1.47316 | 1.47040 | 1.46533 | ||
88 | 2009.09.18 04:10 | s/l | 30 | 0.10 | 1.47040 | 1.47040 | 1.46533 | 27.50 | 10102.80 |
89 | 2009.09.18 05:00 | buy | 31 | 0.10 | 1.47048 | 1.46537 | 1.47776 | ||
90 | 2009.09.18 06:00 | modify | 31 | 0.10 | 1.47048 | 1.47138 | 1.47776 | ||
91 | 2009.09.18 06:07 | s/l | 31 | 0.10 | 1.47138 | 1.47138 | 1.47776 | 9.00 | 10111.80 |
92 | 2009.09.18 14:00 | buy | 32 | 0.10 | 1.47121 | 1.46537 | 1.47776 | ||
93 | 2009.09.18 17:00 | modify | 32 | 0.10 | 1.47121 | 1.47151 | 1.47776 | ||
94 | 2009.09.18 17:02 | s/l | 32 | 0.10 | 1.47151 | 1.47151 | 1.47776 | 3.00 | 10114.80 |
95 | 2009.09.18 18:00 | buy | 33 | 0.10 | 1.47049 | 1.46537 | 1.47776 | ||
96 | 2009.09.18 19:00 | modify | 33 | 0.10 | 1.47049 | 1.47205 | 1.47776 | ||
97 | 2009.09.18 19:10 | s/l | 33 | 0.10 | 1.47205 | 1.47205 | 1.47776 | 15.60 | 10130.40 |
98 | 2009.09.18 20:00 | buy | 34 | 0.10 | 1.47161 | 1.46537 | 1.47776 | ||
99 | 2009.09.18 21:00 | modify | 34 | 0.10 | 1.47161 | 1.47169 | 1.47776 | ||
100 | 2009.09.18 21:20 | s/l | 34 | 0.10 | 1.47169 | 1.47169 | 1.47776 | 0.80 | 10131.20 |
101 | 2009.09.21 11:00 | buy | 35 | 0.10 | 1.46650 | 1.46027 | 1.47540 | ||
102 | 2009.09.21 18:00 | modify | 35 | 0.10 | 1.46650 | 1.46866 | 1.47540 | ||
103 | 2009.09.21 18:20 | s/l | 35 | 0.10 | 1.46866 | 1.46866 | 1.47540 | 21.60 | 10152.80 |
104 | 2009.09.24 16:00 | sell | 36 | 0.10 | 1.47575 | 1.48937 | 1.46391 | ||
105 | 2009.09.24 17:00 | modify | 36 | 0.10 | 1.47575 | 1.47126 | 1.46391 | ||
106 | 2009.09.24 18:00 | modify | 36 | 0.10 | 1.47575 | 1.47006 | 1.46391 | ||
107 | 2009.09.24 18:02 | s/l | 36 | 0.10 | 1.47006 | 1.47006 | 1.46391 | 56.90 | 10209.70 |
108 | 2009.09.24 21:00 | buy | 37 | 0.10 | 1.46557 | 1.45881 | 1.47919 | ||
109 | 2009.09.24 23:00 | modify | 37 | 0.10 | 1.46557 | 1.46618 | 1.47919 | ||
110 | 2009.09.24 23:10 | s/l | 37 | 0.10 | 1.46618 | 1.46618 | 1.47919 | 6.10 | 10215.80 |
111 | 2009.09.28 13:00 | buy | 38 | 0.10 | 1.46316 | 1.45651 | 1.47365 | ||
112 | 2009.09.28 14:00 | modify | 38 | 0.10 | 1.46316 | 1.46386 | 1.47365 | ||
113 | 2009.09.28 15:00 | modify | 38 | 0.10 | 1.46316 | 1.46411 | 1.47365 | ||
114 | 2009.09.28 15:15 | s/l | 38 | 0.10 | 1.46411 | 1.46411 | 1.47365 | 9.50 | 10225.30 |
115 | 2009.09.28 18:00 | buy | 39 | 0.10 | 1.46510 | 1.45651 | 1.47365 | ||
116 | 2009.09.29 10:20 | s/l | 39 | 0.10 | 1.45651 | 1.45651 | 1.47365 | -85.95 | 10139.35 |
117 | 2009.09.29 14:00 | buy | 40 | 0.10 | 1.45512 | 1.44758 | 1.47002 | ||
118 | 2009.09.29 15:00 | modify | 40 | 0.10 | 1.45512 | 1.45558 | 1.47002 | ||
119 | 2009.09.29 15:02 | s/l | 40 | 0.10 | 1.45558 | 1.45558 | 1.47002 | 4.60 | 10143.95 |
120 | 2009.09.29 20:00 | buy | 41 | 0.10 | 1.45834 | 1.44758 | 1.47002 | ||
121 | 2009.09.29 23:00 | modify | 41 | 0.10 | 1.45834 | 1.45841 | 1.47002 | ||
122 | 2009.09.29 23:20 | s/l | 41 | 0.10 | 1.45841 | 1.45841 | 1.47002 | 0.70 | 10144.65 |
123 | 2009.09.30 10:00 | sell | 42 | 0.10 | 1.46037 | 1.47040 | 1.45248 | ||
124 | 2009.09.30 23:59 | close at stop | 42 | 0.10 | 1.46393 | 1.47040 | 1.45248 | -35.60 | 10109.05 |