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=180; TrailingStop=30; StopLoss=70; UseStopLoss=false; slippage=3; HedgingTakeProfit=90; HedgingStopLoss=70; HedgingLevel=10; UseHedging=false; ShortEma=10; LongEma=80; ImmediateTrade=false; CounterTrend=false; Lots=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; Show_Settings=false; Summarized=false; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1899.00 | Gross profit | 2159.00 | Gross loss | -260.00 |
| Profit factor | 8.30 | Expected payoff | 55.85 | ||
| Absolute drawdown | 1003.00 | Maximal drawdown | 2207.50 (19.70%) | Relative drawdown | 19.70% (2207.50) |
| Total trades | 34 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 34 (97.06%) |
| Profit trades (% of total) | 33 (97.06%) | Loss trades (% of total) | 1 (2.94%) | ||
| Largest | profit trade | 180.00 | loss trade | -260.00 | |
| Average | profit trade | 65.42 | loss trade | -260.00 | |
| Maximum | consecutive wins (profit in money) | 33 (2159.00) | consecutive losses (loss in money) | 1 (-260.00) | |
| Maximal | consecutive profit (count of wins) | 2159.00 (33) | consecutive loss (count of losses) | -260.00 (1) | |
| Average | consecutive wins | 33 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.06 20:00 | buy | 1 | 1.00 | 1.43439 | 0.00000 | 1.43619 | ||
| 2 | 2009.08.06 20:32 | modify | 1 | 1.00 | 1.43439 | 1.43476 | 1.43619 | ||
| 3 | 2009.08.06 20:37 | modify | 1 | 1.00 | 1.43439 | 1.43491 | 1.43619 | ||
| 4 | 2009.08.06 20:40 | s/l | 1 | 1.00 | 1.43491 | 1.43491 | 1.43619 | 52.00 | 10052.00 |
| 5 | 2009.08.06 20:40 | buy | 2 | 1.00 | 1.43490 | 0.00000 | 1.43670 | ||
| 6 | 2009.08.06 21:45 | modify | 2 | 1.00 | 1.43490 | 1.43495 | 1.43670 | ||
| 7 | 2009.08.06 21:50 | modify | 2 | 1.00 | 1.43490 | 1.43532 | 1.43670 | ||
| 8 | 2009.08.06 21:57 | s/l | 2 | 1.00 | 1.43532 | 1.43532 | 1.43670 | 42.00 | 10094.00 |
| 9 | 2009.08.07 09:20 | buy | 3 | 1.00 | 1.43747 | 0.00000 | 1.43927 | ||
| 10 | 2009.08.07 14:30 | modify | 3 | 1.00 | 1.43747 | 1.43801 | 1.43927 | ||
| 11 | 2009.08.07 14:32 | s/l | 3 | 1.00 | 1.43801 | 1.43801 | 1.43927 | 54.00 | 10148.00 |
| 12 | 2009.08.07 14:32 | buy | 4 | 1.00 | 1.43819 | 0.00000 | 1.43999 | ||
| 13 | 2009.08.07 14:37 | modify | 4 | 1.00 | 1.43819 | 1.43867 | 1.43999 | ||
| 14 | 2009.08.07 14:40 | s/l | 4 | 1.00 | 1.43867 | 1.43867 | 1.43999 | 48.00 | 10196.00 |
| 15 | 2009.08.12 20:00 | buy | 5 | 1.00 | 1.42224 | 0.00000 | 1.42404 | ||
| 16 | 2009.08.12 20:07 | modify | 5 | 1.00 | 1.42224 | 1.42287 | 1.42404 | ||
| 17 | 2009.08.12 20:10 | s/l | 5 | 1.00 | 1.42287 | 1.42287 | 1.42404 | 63.00 | 10259.00 |
| 18 | 2009.08.12 20:50 | buy | 6 | 1.00 | 1.42345 | 0.00000 | 1.42525 | ||
| 19 | 2009.08.13 08:10 | modify | 6 | 1.00 | 1.42345 | 1.42378 | 1.42525 | ||
| 20 | 2009.08.13 08:12 | s/l | 6 | 1.00 | 1.42378 | 1.42378 | 1.42525 | 31.50 | 10290.50 |
| 21 | 2009.08.14 20:00 | buy | 7 | 1.00 | 1.41956 | 0.00000 | 1.42136 | ||
| 22 | 2009.08.14 22:45 | modify | 7 | 1.00 | 1.41956 | 1.41972 | 1.42136 | ||
| 23 | 2009.08.14 22:50 | modify | 7 | 1.00 | 1.41956 | 1.42002 | 1.42136 | ||
| 24 | 2009.08.14 22:57 | s/l | 7 | 1.00 | 1.42002 | 1.42002 | 1.42136 | 46.00 | 10336.50 |
| 25 | 2009.08.19 17:00 | buy | 8 | 1.00 | 1.42186 | 0.00000 | 1.42366 | ||
| 26 | 2009.08.19 17:10 | modify | 8 | 1.00 | 1.42186 | 1.42206 | 1.42366 | ||
| 27 | 2009.08.19 17:12 | s/l | 8 | 1.00 | 1.42206 | 1.42206 | 1.42366 | 20.00 | 10356.50 |
| 28 | 2009.08.19 17:12 | buy | 9 | 1.00 | 1.42232 | 0.00000 | 1.42412 | ||
| 29 | 2009.08.19 17:15 | modify | 9 | 1.00 | 1.42232 | 1.42300 | 1.42412 | ||
| 30 | 2009.08.19 17:17 | s/l | 9 | 1.00 | 1.42300 | 1.42300 | 1.42412 | 68.00 | 10424.50 |
| 31 | 2009.08.19 17:17 | buy | 10 | 1.00 | 1.42327 | 0.00000 | 1.42507 | ||
| 32 | 2009.08.19 17:20 | modify | 10 | 1.00 | 1.42327 | 1.42395 | 1.42507 | ||
| 33 | 2009.08.19 17:22 | s/l | 10 | 1.00 | 1.42395 | 1.42395 | 1.42507 | 68.00 | 10492.50 |
| 34 | 2009.08.19 17:22 | buy | 11 | 1.00 | 1.42390 | 0.00000 | 1.42570 | ||
| 35 | 2009.08.19 17:45 | modify | 11 | 1.00 | 1.42390 | 1.42482 | 1.42570 | ||
| 36 | 2009.08.19 17:47 | s/l | 11 | 1.00 | 1.42482 | 1.42482 | 1.42570 | 92.00 | 10584.50 |
| 37 | 2009.08.19 17:47 | buy | 12 | 1.00 | 1.42493 | 0.00000 | 1.42673 | ||
| 38 | 2009.08.19 17:50 | modify | 12 | 1.00 | 1.42493 | 1.42622 | 1.42673 | ||
| 39 | 2009.08.19 17:52 | s/l | 12 | 1.00 | 1.42622 | 1.42622 | 1.42673 | 129.00 | 10713.50 |
| 40 | 2009.08.19 17:52 | buy | 13 | 1.00 | 1.42586 | 0.00000 | 1.42766 | ||
| 41 | 2009.08.19 18:00 | modify | 13 | 1.00 | 1.42586 | 1.42588 | 1.42766 | ||
| 42 | 2009.08.19 18:02 | modify | 13 | 1.00 | 1.42586 | 1.42610 | 1.42766 | ||
| 43 | 2009.08.19 18:07 | modify | 13 | 1.00 | 1.42586 | 1.42633 | 1.42766 | ||
| 44 | 2009.08.19 18:10 | s/l | 13 | 1.00 | 1.42633 | 1.42633 | 1.42766 | 47.00 | 10760.50 |
| 45 | 2009.08.26 15:20 | buy | 14 | 1.00 | 1.42477 | 0.00000 | 1.42657 | ||
| 46 | 2009.08.26 15:22 | modify | 14 | 1.00 | 1.42477 | 1.42493 | 1.42657 | ||
| 47 | 2009.08.26 15:25 | s/l | 14 | 1.00 | 1.42493 | 1.42493 | 1.42657 | 16.00 | 10776.50 |
| 48 | 2009.08.26 15:27 | buy | 15 | 1.00 | 1.42499 | 0.00000 | 1.42679 | ||
| 49 | 2009.08.26 21:50 | modify | 15 | 1.00 | 1.42499 | 1.42518 | 1.42679 | ||
| 50 | 2009.08.26 21:57 | s/l | 15 | 1.00 | 1.42518 | 1.42518 | 1.42679 | 19.00 | 10795.50 |
| 51 | 2009.08.27 20:10 | buy | 16 | 1.00 | 1.43322 | 0.00000 | 1.43502 | ||
| 52 | 2009.08.27 20:15 | t/p | 16 | 1.00 | 1.43502 | 0.00000 | 1.43502 | 180.00 | 10975.50 |
| 53 | 2009.08.27 20:15 | buy | 17 | 1.00 | 1.43654 | 0.00000 | 1.43834 | ||
| 54 | 2009.08.27 20:20 | t/p | 17 | 1.00 | 1.43834 | 0.00000 | 1.43834 | 180.00 | 11155.50 |
| 55 | 2009.08.27 20:20 | buy | 18 | 1.00 | 1.43985 | 0.00000 | 1.44165 | ||
| 56 | 2009.08.27 20:32 | modify | 18 | 1.00 | 1.43985 | 1.43992 | 1.44165 | ||
| 57 | 2009.08.27 20:35 | s/l | 18 | 1.00 | 1.43992 | 1.43992 | 1.44165 | 7.00 | 11162.50 |
| 58 | 2009.08.27 20:35 | buy | 19 | 1.00 | 1.44015 | 0.00000 | 1.44195 | ||
| 59 | 2009.08.27 20:37 | modify | 19 | 1.00 | 1.44015 | 1.44027 | 1.44195 | ||
| 60 | 2009.08.27 20:40 | s/l | 19 | 1.00 | 1.44027 | 1.44027 | 1.44195 | 12.00 | 11174.50 |
| 61 | 2009.08.27 20:40 | buy | 20 | 1.00 | 1.43946 | 0.00000 | 1.44126 | ||
| 62 | 2009.09.08 09:40 | modify | 20 | 1.00 | 1.43946 | 1.43996 | 1.44126 | ||
| 63 | 2009.09.08 09:42 | s/l | 20 | 1.00 | 1.43996 | 1.43996 | 1.44126 | 45.00 | 11219.50 |
| 64 | 2009.09.21 07:20 | buy | 21 | 1.00 | 1.46665 | 0.00000 | 1.46845 | ||
| 65 | 2009.09.21 07:27 | modify | 21 | 1.00 | 1.46665 | 1.46685 | 1.46845 | ||
| 66 | 2009.09.21 07:27 | modify | 21 | 1.00 | 1.46665 | 1.46758 | 1.46845 | ||
| 67 | 2009.09.21 07:30 | modify | 21 | 1.00 | 1.46665 | 1.46759 | 1.46845 | ||
| 68 | 2009.09.21 07:32 | modify | 21 | 1.00 | 1.46665 | 1.46765 | 1.46845 | ||
| 69 | 2009.09.21 07:37 | modify | 21 | 1.00 | 1.46665 | 1.46784 | 1.46845 | ||
| 70 | 2009.09.21 07:40 | s/l | 21 | 1.00 | 1.46784 | 1.46784 | 1.46845 | 119.00 | 11338.50 |
| 71 | 2009.09.21 07:50 | buy | 22 | 1.00 | 1.46635 | 0.00000 | 1.46815 | ||
| 72 | 2009.09.21 07:57 | modify | 22 | 1.00 | 1.46635 | 1.46652 | 1.46815 | ||
| 73 | 2009.09.21 07:59 | s/l | 22 | 1.00 | 1.46652 | 1.46652 | 1.46815 | 17.00 | 11355.50 |
| 74 | 2009.09.21 07:59 | buy | 23 | 1.00 | 1.46665 | 0.00000 | 1.46845 | ||
| 75 | 2009.09.21 08:02 | modify | 23 | 1.00 | 1.46665 | 1.46682 | 1.46845 | ||
| 76 | 2009.09.21 08:07 | modify | 23 | 1.00 | 1.46665 | 1.46700 | 1.46845 | ||
| 77 | 2009.09.21 08:10 | s/l | 23 | 1.00 | 1.46700 | 1.46700 | 1.46845 | 35.00 | 11390.50 |
| 78 | 2009.09.22 03:00 | buy | 24 | 1.00 | 1.47033 | 0.00000 | 1.47213 | ||
| 79 | 2009.09.22 03:10 | modify | 24 | 1.00 | 1.47033 | 1.47044 | 1.47213 | ||
| 80 | 2009.09.22 03:15 | modify | 24 | 1.00 | 1.47033 | 1.47093 | 1.47213 | ||
| 81 | 2009.09.22 03:20 | modify | 24 | 1.00 | 1.47033 | 1.47142 | 1.47213 | ||
| 82 | 2009.09.22 03:22 | s/l | 24 | 1.00 | 1.47142 | 1.47142 | 1.47213 | 109.00 | 11499.50 |
| 83 | 2009.09.22 03:22 | buy | 25 | 1.00 | 1.47167 | 0.00000 | 1.47347 | ||
| 84 | 2009.09.22 04:50 | modify | 25 | 1.00 | 1.47167 | 1.47181 | 1.47347 | ||
| 85 | 2009.09.22 04:59 | s/l | 25 | 1.00 | 1.47181 | 1.47181 | 1.47347 | 14.00 | 11513.50 |
| 86 | 2009.09.24 00:00 | buy | 26 | 1.00 | 1.46949 | 0.00000 | 1.47129 | ||
| 87 | 2009.09.24 00:10 | modify | 26 | 1.00 | 1.46949 | 1.46966 | 1.47129 | ||
| 88 | 2009.09.24 00:15 | modify | 26 | 1.00 | 1.46949 | 1.47049 | 1.47129 | ||
| 89 | 2009.09.24 00:20 | t/p | 26 | 1.00 | 1.47129 | 1.47049 | 1.47129 | 180.00 | 11693.50 |
| 90 | 2009.09.24 00:22 | buy | 27 | 1.00 | 1.47135 | 0.00000 | 1.47315 | ||
| 91 | 2009.09.24 00:32 | modify | 27 | 1.00 | 1.47135 | 1.47158 | 1.47315 | ||
| 92 | 2009.09.24 00:37 | modify | 27 | 1.00 | 1.47135 | 1.47167 | 1.47315 | ||
| 93 | 2009.09.24 00:40 | s/l | 27 | 1.00 | 1.47167 | 1.47167 | 1.47315 | 32.00 | 11725.50 |
| 94 | 2009.09.24 00:50 | buy | 28 | 1.00 | 1.47130 | 0.00000 | 1.47310 | ||
| 95 | 2009.09.24 01:20 | modify | 28 | 1.00 | 1.47130 | 1.47148 | 1.47310 | ||
| 96 | 2009.09.24 01:27 | s/l | 28 | 1.00 | 1.47148 | 1.47148 | 1.47310 | 18.00 | 11743.50 |
| 97 | 2009.09.24 03:07 | buy | 29 | 1.00 | 1.47562 | 0.00000 | 1.47742 | ||
| 98 | 2009.09.24 08:50 | modify | 29 | 1.00 | 1.47562 | 1.47608 | 1.47742 | ||
| 99 | 2009.09.24 08:52 | s/l | 29 | 1.00 | 1.47608 | 1.47608 | 1.47742 | 46.00 | 11789.50 |
| 100 | 2009.09.24 10:00 | buy | 30 | 1.00 | 1.47653 | 0.00000 | 1.47833 | ||
| 101 | 2009.09.24 11:15 | modify | 30 | 1.00 | 1.47653 | 1.47690 | 1.47833 | ||
| 102 | 2009.09.24 11:20 | modify | 30 | 1.00 | 1.47653 | 1.47748 | 1.47833 | ||
| 103 | 2009.09.24 11:22 | s/l | 30 | 1.00 | 1.47748 | 1.47748 | 1.47833 | 95.00 | 11884.50 |
| 104 | 2009.09.24 17:00 | buy | 31 | 1.00 | 1.47096 | 0.00000 | 1.47276 | ||
| 105 | 2009.09.25 12:20 | modify | 31 | 1.00 | 1.47096 | 1.47166 | 1.47276 | ||
| 106 | 2009.09.25 12:22 | s/l | 31 | 1.00 | 1.47166 | 1.47166 | 1.47276 | 69.50 | 11954.00 |
| 107 | 2009.09.30 12:00 | buy | 32 | 1.00 | 1.46674 | 0.00000 | 1.46854 | ||
| 108 | 2009.09.30 13:02 | modify | 32 | 1.00 | 1.46674 | 1.46685 | 1.46854 | ||
| 109 | 2009.09.30 13:07 | modify | 32 | 1.00 | 1.46674 | 1.46699 | 1.46854 | ||
| 110 | 2009.09.30 13:10 | s/l | 32 | 1.00 | 1.46699 | 1.46699 | 1.46854 | 25.00 | 11979.00 |
| 111 | 2009.09.30 14:45 | buy | 33 | 1.00 | 1.46039 | 0.00000 | 1.46219 | ||
| 112 | 2009.09.30 15:10 | modify | 33 | 1.00 | 1.46039 | 1.46041 | 1.46219 | ||
| 113 | 2009.09.30 15:15 | modify | 33 | 1.00 | 1.46039 | 1.46123 | 1.46219 | ||
| 114 | 2009.09.30 15:20 | t/p | 33 | 1.00 | 1.46219 | 1.46123 | 1.46219 | 180.00 | 12159.00 |
| 115 | 2009.09.30 18:20 | buy | 34 | 1.00 | 1.46625 | 0.00000 | 1.46805 | ||
| 116 | 2009.09.30 23:59 | close at stop | 34 | 1.00 | 1.46365 | 0.00000 | 1.46805 | -260.00 | 11899.00 |