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 | myMagic=1; TakeProfit=700; StopLoss=200; BreakEvenStop=5000; TrailingStop=5000; slippage=2; OrderTriesNumber=2; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; ip1="__HMA env__"; _maPeriod=20; deviation=0.5; price1=0; price2=0; ip2="__HMA angle__"; _maPeriodA=20; priceA=0; DirectionFilter=0; Angle=0; OpenOutside=0; ExitAtClose=0; FlatExit=0; EAName="HMAchan"; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -560.84 | Gross profit | 839.66 | Gross loss | -1400.50 |
| Profit factor | 0.60 | Expected payoff | -14.02 | ||
| Absolute drawdown | 596.04 | Maximal drawdown | 615.62 (6.14%) | Relative drawdown | 6.14% (615.62) |
| Total trades | 40 | Short positions (won %) | 15 (20.00%) | Long positions (won %) | 25 (12.00%) |
| Profit trades (% of total) | 6 (15.00%) | Loss trades (% of total) | 34 (85.00%) | ||
| Largest | profit trade | 140.00 | loss trade | -60.00 | |
| Average | profit trade | 139.94 | loss trade | -41.19 | |
| Maximum | consecutive wins (profit in money) | 1 (140.00) | consecutive losses (loss in money) | 9 (-360.34) | |
| Maximal | consecutive profit (count of wins) | 140.00 (1) | consecutive loss (count of losses) | -360.34 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 11:20 | buy | 1 | 0.30 | 1.43158 | 1.42958 | 1.43858 | ||
| 2 | 2009.08.03 11:27 | s/l | 1 | 0.30 | 1.42958 | 1.42958 | 1.43858 | -60.00 | 9940.00 |
| 3 | 2009.08.03 13:50 | buy | 2 | 0.20 | 1.43251 | 1.43051 | 1.43951 | ||
| 4 | 2009.08.03 14:02 | s/l | 2 | 0.20 | 1.43051 | 1.43051 | 1.43951 | -40.00 | 9900.00 |
| 5 | 2009.08.03 15:32 | buy | 3 | 0.20 | 1.43503 | 1.43303 | 1.44203 | ||
| 6 | 2009.08.03 15:45 | s/l | 3 | 0.20 | 1.43303 | 1.43303 | 1.44203 | -40.00 | 9860.00 |
| 7 | 2009.08.03 16:15 | buy | 4 | 0.20 | 1.43895 | 1.43695 | 1.44595 | ||
| 8 | 2009.08.04 14:02 | s/l | 4 | 0.20 | 1.43695 | 1.43695 | 1.44595 | -40.08 | 9819.92 |
| 9 | 2009.08.07 14:50 | sell | 5 | 0.20 | 1.42736 | 1.42936 | 1.42036 | ||
| 10 | 2009.08.07 14:52 | s/l | 5 | 0.20 | 1.42936 | 1.42936 | 1.42036 | -40.00 | 9779.92 |
| 11 | 2009.08.07 15:50 | sell | 6 | 0.20 | 1.42740 | 1.42940 | 1.42040 | ||
| 12 | 2009.08.07 16:50 | t/p | 6 | 0.20 | 1.42040 | 1.42940 | 1.42040 | 140.00 | 9919.92 |
| 13 | 2009.08.07 16:50 | sell | 7 | 0.20 | 1.41978 | 1.42178 | 1.41278 | ||
| 14 | 2009.08.07 17:10 | s/l | 7 | 0.20 | 1.42178 | 1.42178 | 1.41278 | -40.00 | 9879.92 |
| 15 | 2009.08.07 17:10 | sell | 8 | 0.20 | 1.42174 | 1.42374 | 1.41474 | ||
| 16 | 2009.08.10 17:15 | t/p | 8 | 0.20 | 1.41474 | 1.42374 | 1.41474 | 139.66 | 10019.58 |
| 17 | 2009.08.12 16:50 | buy | 9 | 0.30 | 1.42156 | 1.41956 | 1.42856 | ||
| 18 | 2009.08.12 17:20 | s/l | 9 | 0.30 | 1.41956 | 1.41956 | 1.42856 | -60.00 | 9959.58 |
| 19 | 2009.08.12 17:45 | buy | 10 | 0.20 | 1.42274 | 1.42074 | 1.42974 | ||
| 20 | 2009.08.12 20:10 | s/l | 10 | 0.20 | 1.42074 | 1.42074 | 1.42974 | -40.00 | 9919.58 |
| 21 | 2009.08.12 20:32 | sell | 11 | 0.20 | 1.41313 | 1.41513 | 1.40613 | ||
| 22 | 2009.08.12 20:40 | s/l | 11 | 0.20 | 1.41513 | 1.41513 | 1.40613 | -40.00 | 9879.58 |
| 23 | 2009.08.14 20:46 | sell | 12 | 0.20 | 1.41597 | 1.41797 | 1.40897 | ||
| 24 | 2009.08.14 21:16 | s/l | 12 | 0.20 | 1.41797 | 1.41797 | 1.40897 | -40.00 | 9839.58 |
| 25 | 2009.08.19 16:15 | buy | 13 | 0.20 | 1.41837 | 1.41637 | 1.42537 | ||
| 26 | 2009.08.19 17:50 | t/p | 13 | 0.20 | 1.42537 | 1.41637 | 1.42537 | 140.00 | 9979.58 |
| 27 | 2009.08.19 17:50 | buy | 14 | 0.20 | 1.42660 | 1.42460 | 1.43360 | ||
| 28 | 2009.08.19 18:20 | s/l | 14 | 0.20 | 1.42460 | 1.42460 | 1.43360 | -40.00 | 9939.58 |
| 29 | 2009.08.19 18:20 | buy | 15 | 0.20 | 1.42414 | 1.42214 | 1.43114 | ||
| 30 | 2009.08.19 22:32 | s/l | 15 | 0.20 | 1.42214 | 1.42214 | 1.43114 | -40.00 | 9899.58 |
| 31 | 2009.08.21 12:20 | buy | 16 | 0.20 | 1.43349 | 1.43149 | 1.44049 | ||
| 32 | 2009.08.21 12:32 | s/l | 16 | 0.20 | 1.43149 | 1.43149 | 1.44049 | -40.00 | 9859.58 |
| 33 | 2009.08.26 15:43 | sell | 17 | 0.20 | 1.42351 | 1.42551 | 1.41651 | ||
| 34 | 2009.08.26 21:50 | s/l | 17 | 0.20 | 1.42551 | 1.42551 | 1.41651 | -40.00 | 9819.58 |
| 35 | 2009.08.27 20:10 | buy | 18 | 0.20 | 1.43302 | 1.43102 | 1.44002 | ||
| 36 | 2009.08.27 20:32 | t/p | 18 | 0.20 | 1.44002 | 1.43102 | 1.44002 | 140.00 | 9959.58 |
| 37 | 2009.08.27 21:00 | buy | 19 | 0.20 | 1.43710 | 1.43510 | 1.44410 | ||
| 38 | 2009.08.27 21:20 | s/l | 19 | 0.20 | 1.43510 | 1.43510 | 1.44410 | -40.00 | 9919.58 |
| 39 | 2009.08.27 22:07 | buy | 20 | 0.20 | 1.43640 | 1.43440 | 1.44340 | ||
| 40 | 2009.08.27 22:59 | s/l | 20 | 0.20 | 1.43440 | 1.43440 | 1.44340 | -40.00 | 9879.58 |
| 41 | 2009.08.28 20:50 | sell | 21 | 0.20 | 1.42807 | 1.43007 | 1.42107 | ||
| 42 | 2009.08.28 21:50 | s/l | 21 | 0.20 | 1.43007 | 1.43007 | 1.42107 | -40.00 | 9839.58 |
| 43 | 2009.08.31 16:45 | buy | 22 | 0.20 | 1.43577 | 1.43377 | 1.44277 | ||
| 44 | 2009.08.31 17:16 | s/l | 22 | 0.20 | 1.43377 | 1.43377 | 1.44277 | -40.00 | 9799.58 |
| 45 | 2009.09.01 17:20 | sell | 23 | 0.20 | 1.42347 | 1.42547 | 1.41647 | ||
| 46 | 2009.09.01 17:27 | s/l | 23 | 0.20 | 1.42547 | 1.42547 | 1.41647 | -40.00 | 9759.58 |
| 47 | 2009.09.01 18:10 | sell | 24 | 0.20 | 1.42279 | 1.42479 | 1.41579 | ||
| 48 | 2009.09.02 17:15 | s/l | 24 | 0.20 | 1.42479 | 1.42479 | 1.41579 | -40.34 | 9719.24 |
| 49 | 2009.09.04 15:20 | sell | 25 | 0.20 | 1.41906 | 1.42106 | 1.41206 | ||
| 50 | 2009.09.04 15:32 | s/l | 25 | 0.20 | 1.42106 | 1.42106 | 1.41206 | -40.00 | 9679.24 |
| 51 | 2009.09.04 18:20 | buy | 26 | 0.20 | 1.43274 | 1.43074 | 1.43974 | ||
| 52 | 2009.09.04 18:27 | s/l | 26 | 0.20 | 1.43074 | 1.43074 | 1.43974 | -40.00 | 9639.24 |
| 53 | 2009.09.04 19:20 | buy | 27 | 0.20 | 1.43255 | 1.43055 | 1.43955 | ||
| 54 | 2009.09.04 20:50 | s/l | 27 | 0.20 | 1.43055 | 1.43055 | 1.43955 | -40.00 | 9599.24 |
| 55 | 2009.09.08 09:50 | buy | 28 | 0.20 | 1.44265 | 1.44065 | 1.44965 | ||
| 56 | 2009.09.08 13:20 | t/p | 28 | 0.20 | 1.44965 | 1.44065 | 1.44965 | 140.00 | 9739.24 |
| 57 | 2009.09.08 13:20 | buy | 29 | 0.20 | 1.44983 | 1.44783 | 1.45683 | ||
| 58 | 2009.09.08 13:50 | s/l | 29 | 0.20 | 1.44783 | 1.44783 | 1.45683 | -40.00 | 9699.24 |
| 59 | 2009.09.09 15:15 | buy | 30 | 0.20 | 1.45760 | 1.45560 | 1.46460 | ||
| 60 | 2009.09.09 15:32 | s/l | 30 | 0.20 | 1.45560 | 1.45560 | 1.46460 | -40.00 | 9659.24 |
| 61 | 2009.09.09 16:20 | buy | 31 | 0.20 | 1.45942 | 1.45742 | 1.46642 | ||
| 62 | 2009.09.09 17:20 | s/l | 31 | 0.20 | 1.45742 | 1.45742 | 1.46642 | -40.00 | 9619.24 |
| 63 | 2009.09.14 15:50 | buy | 32 | 0.20 | 1.46261 | 1.46061 | 1.46961 | ||
| 64 | 2009.09.14 16:20 | s/l | 32 | 0.20 | 1.46061 | 1.46061 | 1.46961 | -40.00 | 9579.24 |
| 65 | 2009.09.14 16:45 | buy | 33 | 0.20 | 1.46373 | 1.46173 | 1.47073 | ||
| 66 | 2009.09.14 17:50 | s/l | 33 | 0.20 | 1.46173 | 1.46173 | 1.47073 | -40.00 | 9539.24 |
| 67 | 2009.09.15 19:45 | buy | 34 | 0.20 | 1.46717 | 1.46517 | 1.47417 | ||
| 68 | 2009.09.16 14:37 | s/l | 34 | 0.20 | 1.46517 | 1.46517 | 1.47417 | -40.08 | 9499.16 |
| 69 | 2009.09.23 20:37 | buy | 35 | 0.20 | 1.48436 | 1.48236 | 1.49136 | ||
| 70 | 2009.09.23 20:40 | s/l | 35 | 0.20 | 1.48236 | 1.48236 | 1.49136 | -40.00 | 9459.16 |
| 71 | 2009.09.24 16:16 | sell | 36 | 0.20 | 1.47001 | 1.47201 | 1.46301 | ||
| 72 | 2009.09.24 16:26 | s/l | 36 | 0.20 | 1.47201 | 1.47201 | 1.46301 | -40.00 | 9419.16 |
| 73 | 2009.09.24 17:10 | sell | 37 | 0.20 | 1.47009 | 1.47209 | 1.46309 | ||
| 74 | 2009.09.24 20:20 | t/p | 37 | 0.20 | 1.46309 | 1.47209 | 1.46309 | 140.00 | 9559.16 |
| 75 | 2009.09.24 20:20 | sell | 38 | 0.20 | 1.46278 | 1.46478 | 1.45578 | ||
| 76 | 2009.09.24 20:45 | s/l | 38 | 0.20 | 1.46478 | 1.46478 | 1.45578 | -40.00 | 9519.16 |
| 77 | 2009.09.25 06:50 | buy | 39 | 0.20 | 1.47004 | 1.46804 | 1.47704 | ||
| 78 | 2009.09.25 06:59 | s/l | 39 | 0.20 | 1.46804 | 1.46804 | 1.47704 | -40.00 | 9479.16 |
| 79 | 2009.09.28 03:45 | sell | 40 | 0.20 | 1.45944 | 1.46144 | 1.45244 | ||
| 80 | 2009.09.28 08:20 | s/l | 40 | 0.20 | 1.46144 | 1.46144 | 1.45244 | -40.00 | 9439.16 |