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 | 160.98 | Gross profit | 594.76 | Gross loss | -433.78 |
Profit factor | 1.37 | Expected payoff | 3.83 | ||
Absolute drawdown | 38.28 | Maximal drawdown | 174.34 (1.72%) | Relative drawdown | 1.72% (174.34) |
Total trades | 42 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 21 (85.71%) |
Profit trades (% of total) | 36 (85.71%) | Loss trades (% of total) | 6 (14.29%) | ||
Largest | profit trade | 91.00 | loss trade | -88.14 | |
Average | profit trade | 16.52 | loss trade | -72.30 | |
Maximum | consecutive wins (profit in money) | 11 (163.20) | consecutive losses (loss in money) | 2 (-163.84) | |
Maximal | consecutive profit (count of wins) | 170.60 (10) | consecutive loss (count of losses) | -163.84 (2) | |
Average | consecutive wins | 7 | 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 | 1.43905 | 1.43657 | ||
3 | 2009.08.05 16:16 | t/p | 1 | 0.10 | 1.43657 | 1.43905 | 1.43657 | 31.00 | 10031.00 |
4 | 2009.08.05 18:00 | buy | 2 | 0.10 | 1.43908 | 1.43341 | 1.44299 | ||
5 | 2009.08.05 19:00 | modify | 2 | 0.10 | 1.43908 | 1.44133 | 1.44299 | ||
6 | 2009.08.05 19:02 | s/l | 2 | 0.10 | 1.44133 | 1.44133 | 1.44299 | 22.50 | 10053.50 |
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 | 1.44173 | 1.43657 | ||
9 | 2009.08.05 22:10 | s/l | 3 | 0.10 | 1.44173 | 1.44173 | 1.43657 | 11.70 | 10065.20 |
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 | 1.43985 | 1.43657 | ||
12 | 2009.08.06 05:02 | s/l | 4 | 0.10 | 1.43985 | 1.43985 | 1.43657 | 4.10 | 10069.30 |
13 | 2009.08.06 16:00 | buy | 5 | 0.10 | 1.43668 | 1.43129 | 1.44548 | ||
14 | 2009.08.07 02:00 | modify | 5 | 0.10 | 1.43668 | 1.43673 | 1.44548 | ||
15 | 2009.08.07 02:20 | s/l | 5 | 0.10 | 1.43673 | 1.43673 | 1.44548 | 0.46 | 10069.76 |
16 | 2009.08.12 11:00 | buy | 6 | 0.10 | 1.41149 | 1.40724 | 1.41853 | ||
17 | 2009.08.12 12:00 | modify | 6 | 0.10 | 1.41149 | 1.41309 | 1.41853 | ||
18 | 2009.08.12 13:00 | modify | 6 | 0.10 | 1.41149 | 1.41598 | 1.41853 | ||
19 | 2009.08.12 13:20 | s/l | 6 | 0.10 | 1.41598 | 1.41598 | 1.41853 | 44.90 | 10114.66 |
20 | 2009.08.13 13:00 | sell | 7 | 0.10 | 1.42645 | 1.43389 | 1.41096 | ||
21 | 2009.08.13 14:00 | modify | 7 | 0.10 | 1.42645 | 1.42497 | 1.41096 | ||
22 | 2009.08.13 14:02 | s/l | 7 | 0.10 | 1.42497 | 1.42497 | 1.41096 | 14.80 | 10129.46 |
23 | 2009.08.14 19:00 | buy | 8 | 0.10 | 1.42298 | 1.41417 | 1.43364 | ||
24 | 2009.08.17 04:50 | s/l | 8 | 0.10 | 1.41417 | 1.41417 | 1.43364 | -88.14 | 10041.32 |
25 | 2009.08.17 09:00 | buy | 9 | 0.10 | 1.41520 | 1.40763 | 1.42852 | ||
26 | 2009.08.17 12:20 | s/l | 9 | 0.10 | 1.40763 | 1.40763 | 1.42852 | -75.70 | 9965.62 |
27 | 2009.08.19 03:00 | sell | 10 | 0.10 | 1.41552 | 1.42024 | 1.40804 | ||
28 | 2009.08.19 04:00 | modify | 10 | 0.10 | 1.41552 | 1.41368 | 1.40804 | ||
29 | 2009.08.19 04:10 | s/l | 10 | 0.10 | 1.41368 | 1.41368 | 1.40804 | 18.40 | 9984.02 |
30 | 2009.08.25 10:00 | buy | 11 | 0.10 | 1.42728 | 1.42332 | 1.43439 | ||
31 | 2009.08.25 11:00 | modify | 11 | 0.10 | 1.42728 | 1.42735 | 1.43439 | ||
32 | 2009.08.25 12:00 | modify | 11 | 0.10 | 1.42728 | 1.42908 | 1.43439 | ||
33 | 2009.08.25 12:20 | s/l | 11 | 0.10 | 1.42908 | 1.42908 | 1.43439 | 18.00 | 10002.02 |
34 | 2009.08.25 16:00 | sell | 12 | 0.10 | 1.43433 | 1.43906 | 1.42652 | ||
35 | 2009.08.25 17:00 | modify | 12 | 0.10 | 1.43433 | 1.43320 | 1.42652 | ||
36 | 2009.08.25 17:10 | s/l | 12 | 0.10 | 1.43320 | 1.43320 | 1.42652 | 11.30 | 10013.32 |
37 | 2009.08.25 18:00 | sell | 13 | 0.10 | 1.43290 | 1.43906 | 1.42652 | ||
38 | 2009.08.25 19:00 | modify | 13 | 0.10 | 1.43290 | 1.43241 | 1.42652 | ||
39 | 2009.08.25 19:02 | s/l | 13 | 0.10 | 1.43241 | 1.43241 | 1.42652 | 4.90 | 10018.22 |
40 | 2009.08.31 10:00 | buy | 14 | 0.10 | 1.42808 | 1.42164 | 1.43662 | ||
41 | 2009.08.31 11:00 | modify | 14 | 0.10 | 1.42808 | 1.42868 | 1.43662 | ||
42 | 2009.08.31 11:02 | s/l | 14 | 0.10 | 1.42868 | 1.42868 | 1.43662 | 6.00 | 10024.22 |
43 | 2009.08.31 20:00 | sell | 15 | 0.10 | 1.43444 | 1.44304 | 1.42592 | ||
44 | 2009.08.31 21:00 | modify | 15 | 0.10 | 1.43444 | 1.43330 | 1.42592 | ||
45 | 2009.08.31 21:50 | s/l | 15 | 0.10 | 1.43330 | 1.43330 | 1.42592 | 11.40 | 10035.62 |
46 | 2009.09.03 10:00 | sell | 16 | 0.10 | 1.42941 | 1.43528 | 1.42004 | ||
47 | 2009.09.03 15:00 | modify | 16 | 0.10 | 1.42941 | 1.42935 | 1.42004 | ||
48 | 2009.09.03 15:02 | s/l | 16 | 0.10 | 1.42935 | 1.42935 | 1.42004 | 0.60 | 10036.22 |
49 | 2009.09.04 17:00 | buy | 17 | 0.10 | 1.42332 | 1.41684 | 1.43242 | ||
50 | 2009.09.04 18:00 | modify | 17 | 0.10 | 1.42332 | 1.42737 | 1.43242 | ||
51 | 2009.09.04 18:20 | t/p | 17 | 0.10 | 1.43242 | 1.42737 | 1.43242 | 91.00 | 10127.22 |
52 | 2009.09.04 20:00 | sell | 18 | 0.10 | 1.43102 | 1.43914 | 1.42127 | ||
53 | 2009.09.04 22:00 | modify | 18 | 0.10 | 1.43102 | 1.43072 | 1.42127 | ||
54 | 2009.09.04 22:15 | s/l | 18 | 0.10 | 1.43072 | 1.43072 | 1.42127 | 3.00 | 10130.22 |
55 | 2009.09.07 11:00 | sell | 19 | 0.10 | 1.43428 | 1.44064 | 1.42141 | ||
56 | 2009.09.07 14:00 | modify | 19 | 0.10 | 1.43428 | 1.43368 | 1.42141 | ||
57 | 2009.09.07 14:02 | s/l | 19 | 0.10 | 1.43368 | 1.43368 | 1.42141 | 6.00 | 10136.22 |
58 | 2009.09.07 15:00 | sell | 20 | 0.10 | 1.43318 | 1.44064 | 1.42141 | ||
59 | 2009.09.08 09:45 | s/l | 20 | 0.10 | 1.44064 | 1.44064 | 1.42141 | -74.70 | 10061.52 |
60 | 2009.09.09 18:00 | sell | 21 | 0.10 | 1.45713 | 1.46588 | 1.43695 | ||
61 | 2009.09.09 20:00 | modify | 21 | 0.10 | 1.45713 | 1.45520 | 1.43695 | ||
62 | 2009.09.09 21:00 | modify | 21 | 0.10 | 1.45713 | 1.45469 | 1.43695 | ||
63 | 2009.09.09 21:10 | s/l | 21 | 0.10 | 1.45469 | 1.45469 | 1.43695 | 24.40 | 10085.92 |
64 | 2009.09.11 17:00 | sell | 22 | 0.10 | 1.46126 | 1.46754 | 1.45162 | ||
65 | 2009.09.11 18:00 | modify | 22 | 0.10 | 1.46126 | 1.45888 | 1.45162 | ||
66 | 2009.09.11 18:02 | s/l | 22 | 0.10 | 1.45888 | 1.45888 | 1.45162 | 23.80 | 10109.72 |
67 | 2009.09.14 05:00 | buy | 23 | 0.10 | 1.45434 | 1.45045 | 1.46176 | ||
68 | 2009.09.14 09:00 | modify | 23 | 0.10 | 1.45434 | 1.45437 | 1.46176 | ||
69 | 2009.09.14 09:02 | s/l | 23 | 0.10 | 1.45437 | 1.45437 | 1.46176 | 0.30 | 10110.02 |
70 | 2009.09.14 11:00 | buy | 24 | 0.10 | 1.45481 | 1.45045 | 1.46176 | ||
71 | 2009.09.14 14:00 | modify | 24 | 0.10 | 1.45481 | 1.45607 | 1.46176 | ||
72 | 2009.09.14 14:15 | s/l | 24 | 0.10 | 1.45607 | 1.45607 | 1.46176 | 12.60 | 10122.62 |
73 | 2009.09.14 15:00 | buy | 25 | 0.10 | 1.45627 | 1.45045 | 1.46176 | ||
74 | 2009.09.14 15:50 | t/p | 25 | 0.10 | 1.46176 | 1.45045 | 1.46176 | 54.90 | 10177.52 |
75 | 2009.09.14 20:00 | sell | 26 | 0.10 | 1.45998 | 1.46657 | 1.45370 | ||
76 | 2009.09.15 12:00 | modify | 26 | 0.10 | 1.45998 | 1.45931 | 1.45370 | ||
77 | 2009.09.15 12:10 | s/l | 26 | 0.10 | 1.45931 | 1.45931 | 1.45370 | 6.60 | 10184.12 |
78 | 2009.09.15 21:00 | sell | 27 | 0.10 | 1.46578 | 1.47350 | 1.45442 | ||
79 | 2009.09.16 20:32 | s/l | 27 | 0.10 | 1.47350 | 1.47350 | 1.45442 | -77.30 | 10106.82 |
80 | 2009.09.17 10:00 | sell | 28 | 0.10 | 1.47417 | 1.47903 | 1.46533 | ||
81 | 2009.09.17 11:00 | modify | 28 | 0.10 | 1.47417 | 1.47370 | 1.46533 | ||
82 | 2009.09.17 11:15 | s/l | 28 | 0.10 | 1.47370 | 1.47370 | 1.46533 | 4.70 | 10111.52 |
83 | 2009.09.17 18:00 | sell | 29 | 0.10 | 1.47338 | 1.47903 | 1.46533 | ||
84 | 2009.09.17 19:00 | modify | 29 | 0.10 | 1.47338 | 1.47187 | 1.46533 | ||
85 | 2009.09.17 19:02 | s/l | 29 | 0.10 | 1.47187 | 1.47187 | 1.46533 | 15.10 | 10126.62 |
86 | 2009.09.17 22:00 | sell | 30 | 0.10 | 1.47316 | 1.47903 | 1.46533 | ||
87 | 2009.09.18 03:00 | modify | 30 | 0.10 | 1.47316 | 1.47295 | 1.46533 | ||
88 | 2009.09.18 04:00 | modify | 30 | 0.10 | 1.47316 | 1.47022 | 1.46533 | ||
89 | 2009.09.18 04:10 | s/l | 30 | 0.10 | 1.47022 | 1.47022 | 1.46533 | 29.30 | 10155.92 |
90 | 2009.09.18 05:00 | buy | 31 | 0.10 | 1.47030 | 1.46537 | 1.47776 | ||
91 | 2009.09.18 06:00 | modify | 31 | 0.10 | 1.47030 | 1.47138 | 1.47776 | ||
92 | 2009.09.18 06:07 | s/l | 31 | 0.10 | 1.47138 | 1.47138 | 1.47776 | 10.80 | 10166.72 |
93 | 2009.09.18 14:00 | buy | 32 | 0.10 | 1.47103 | 1.46537 | 1.47776 | ||
94 | 2009.09.18 17:00 | modify | 32 | 0.10 | 1.47103 | 1.47151 | 1.47776 | ||
95 | 2009.09.18 17:02 | s/l | 32 | 0.10 | 1.47151 | 1.47151 | 1.47776 | 4.80 | 10171.52 |
96 | 2009.09.18 18:00 | buy | 33 | 0.10 | 1.47031 | 1.46537 | 1.47776 | ||
97 | 2009.09.18 19:00 | modify | 33 | 0.10 | 1.47031 | 1.47205 | 1.47776 | ||
98 | 2009.09.18 19:10 | s/l | 33 | 0.10 | 1.47205 | 1.47205 | 1.47776 | 17.40 | 10188.92 |
99 | 2009.09.18 20:00 | buy | 34 | 0.10 | 1.47143 | 1.46537 | 1.47776 | ||
100 | 2009.09.18 21:00 | modify | 34 | 0.10 | 1.47143 | 1.47169 | 1.47776 | ||
101 | 2009.09.18 21:20 | s/l | 34 | 0.10 | 1.47169 | 1.47169 | 1.47776 | 2.60 | 10191.52 |
102 | 2009.09.21 11:00 | buy | 35 | 0.10 | 1.46632 | 1.46027 | 1.47540 | ||
103 | 2009.09.21 14:00 | modify | 35 | 0.10 | 1.46632 | 1.46638 | 1.47540 | ||
104 | 2009.09.21 14:05 | s/l | 35 | 0.10 | 1.46638 | 1.46638 | 1.47540 | 0.60 | 10192.12 |
105 | 2009.09.24 16:00 | sell | 36 | 0.10 | 1.47575 | 1.48937 | 1.46391 | ||
106 | 2009.09.24 17:00 | modify | 36 | 0.10 | 1.47575 | 1.47108 | 1.46391 | ||
107 | 2009.09.24 18:00 | modify | 36 | 0.10 | 1.47575 | 1.46988 | 1.46391 | ||
108 | 2009.09.24 18:02 | s/l | 36 | 0.10 | 1.46988 | 1.46988 | 1.46391 | 58.70 | 10250.82 |
109 | 2009.09.24 21:00 | buy | 37 | 0.10 | 1.46539 | 1.45881 | 1.47919 | ||
110 | 2009.09.24 23:00 | modify | 37 | 0.10 | 1.46539 | 1.46618 | 1.47919 | ||
111 | 2009.09.24 23:10 | s/l | 37 | 0.10 | 1.46618 | 1.46618 | 1.47919 | 7.90 | 10258.72 |
112 | 2009.09.28 13:00 | buy | 38 | 0.10 | 1.46298 | 1.45651 | 1.47365 | ||
113 | 2009.09.28 14:00 | modify | 38 | 0.10 | 1.46298 | 1.46386 | 1.47365 | ||
114 | 2009.09.28 15:00 | modify | 38 | 0.10 | 1.46298 | 1.46411 | 1.47365 | ||
115 | 2009.09.28 15:15 | s/l | 38 | 0.10 | 1.46411 | 1.46411 | 1.47365 | 11.30 | 10270.02 |
116 | 2009.09.28 18:00 | buy | 39 | 0.10 | 1.46492 | 1.45651 | 1.47365 | ||
117 | 2009.09.29 10:20 | s/l | 39 | 0.10 | 1.45651 | 1.45651 | 1.47365 | -84.14 | 10185.88 |
118 | 2009.09.29 14:00 | buy | 40 | 0.10 | 1.45494 | 1.44758 | 1.47002 | ||
119 | 2009.09.29 15:00 | modify | 40 | 0.10 | 1.45494 | 1.45558 | 1.47002 | ||
120 | 2009.09.29 15:02 | s/l | 40 | 0.10 | 1.45558 | 1.45558 | 1.47002 | 6.40 | 10192.28 |
121 | 2009.09.29 20:00 | buy | 41 | 0.10 | 1.45816 | 1.44758 | 1.47002 | ||
122 | 2009.09.29 23:00 | modify | 41 | 0.10 | 1.45816 | 1.45841 | 1.47002 | ||
123 | 2009.09.29 23:20 | s/l | 41 | 0.10 | 1.45841 | 1.45841 | 1.47002 | 2.50 | 10194.78 |
124 | 2009.09.30 10:00 | sell | 42 | 0.10 | 1.46037 | 1.47040 | 1.45248 | ||
125 | 2009.09.30 23:59 | close at stop | 42 | 0.10 | 1.46375 | 1.47040 | 1.45248 | -33.80 | 10160.98 |