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=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2276.40 | Gross profit | 10032.80 | Gross loss | -12309.20 |
Profit factor | 0.82 | Expected payoff | -94.85 | ||
Absolute drawdown | 7753.90 | Maximal drawdown | 8229.90 (78.56%) | Relative drawdown | 78.56% (8229.90) |
Total trades | 24 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 15 (53.33%) |
Profit trades (% of total) | 11 (45.83%) | Loss trades (% of total) | 13 (54.17%) | ||
Largest | profit trade | 1000.00 | loss trade | -1006.80 | |
Average | profit trade | 912.07 | loss trade | -946.86 | |
Maximum | consecutive wins (profit in money) | 7 (6992.10) | consecutive losses (loss in money) | 5 (-5007.10) | |
Maximal | consecutive profit (count of wins) | 6992.10 (7) | consecutive loss (count of losses) | -5007.10 (5) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 15:00 | buy | 1 | 1.00 | 1.43991 | 1.42991 | 1.44991 | ||
2 | 2009.08.07 14:50 | s/l | 1 | 1.00 | 1.42991 | 1.42991 | 1.44991 | -1001.20 | 8998.80 |
3 | 2009.08.12 09:00 | sell | 2 | 1.00 | 1.41172 | 1.42172 | 1.40172 | ||
4 | 2009.08.12 16:50 | s/l | 2 | 1.00 | 1.42172 | 1.42172 | 1.40172 | -1000.00 | 7998.80 |
5 | 2009.08.17 02:00 | sell | 3 | 1.00 | 1.41654 | 1.42654 | 1.40654 | ||
6 | 2009.08.17 12:40 | t/p | 3 | 1.00 | 1.40654 | 1.42654 | 1.40654 | 1000.00 | 8998.80 |
7 | 2009.08.18 18:00 | buy | 4 | 1.00 | 1.41290 | 1.40290 | 1.42290 | ||
8 | 2009.08.19 17:15 | t/p | 4 | 1.00 | 1.42290 | 1.40290 | 1.42290 | 999.70 | 9998.50 |
9 | 2009.08.25 10:00 | sell | 5 | 1.00 | 1.42718 | 1.43718 | 1.41718 | ||
10 | 2009.08.26 10:00 | buy | 6 | 1.00 | 1.43388 | 1.42388 | 1.44388 | ||
11 | 2009.08.26 15:00 | sell | 7 | 1.00 | 1.42778 | 1.43778 | 1.41778 | ||
12 | 2009.08.26 15:43 | s/l | 6 | 1.00 | 1.42388 | 1.42388 | 1.44388 | -1000.00 | 8998.50 |
13 | 2009.08.27 19:00 | buy | 8 | 1.00 | 1.42690 | 1.41690 | 1.43690 | ||
14 | 2009.08.27 20:20 | s/l | 5 | 1.00 | 1.43718 | 1.43718 | 1.41718 | -1006.80 | 7991.70 |
15 | 2009.08.27 20:20 | s/l | 7 | 1.00 | 1.43778 | 1.43778 | 1.41778 | -1005.10 | 6986.60 |
16 | 2009.08.27 20:20 | t/p | 8 | 1.00 | 1.43690 | 1.41690 | 1.43690 | 1000.00 | 7986.60 |
17 | 2009.08.31 09:00 | sell | 9 | 1.00 | 1.42617 | 1.43617 | 1.41617 | ||
18 | 2009.08.31 16:50 | s/l | 9 | 1.00 | 1.43617 | 1.43617 | 1.41617 | -1000.00 | 6986.60 |
19 | 2009.09.01 02:00 | buy | 10 | 1.00 | 1.43373 | 1.42373 | 1.44373 | ||
20 | 2009.09.01 17:20 | s/l | 10 | 1.00 | 1.42373 | 1.42373 | 1.44373 | -1000.00 | 5986.60 |
21 | 2009.09.01 19:00 | sell | 11 | 1.00 | 1.42317 | 1.43317 | 1.41317 | ||
22 | 2009.09.02 20:00 | buy | 12 | 1.00 | 1.42809 | 1.41809 | 1.43809 | ||
23 | 2009.09.02 21:00 | buy | 13 | 1.00 | 1.42734 | 1.41734 | 1.43734 | ||
24 | 2009.09.03 13:40 | s/l | 11 | 1.00 | 1.43317 | 1.43317 | 1.41317 | -1006.80 | 4979.80 |
25 | 2009.09.03 14:00 | buy | 14 | 1.00 | 1.43281 | 1.42281 | 1.44281 | ||
26 | 2009.09.04 14:50 | s/l | 14 | 1.00 | 1.42281 | 1.42281 | 1.44281 | -1000.30 | 3979.50 |
27 | 2009.09.04 16:00 | sell | 15 | 1.00 | 1.42065 | 1.43065 | 1.41065 | ||
28 | 2009.09.04 18:15 | s/l | 15 | 1.00 | 1.43065 | 1.43065 | 1.41065 | -1000.00 | 2979.50 |
29 | 2009.09.07 04:00 | buy | 16 | 1.00 | 1.43262 | 1.42262 | 1.44262 | ||
30 | 2009.09.08 08:20 | t/p | 13 | 1.00 | 1.43734 | 1.41734 | 1.43734 | 998.20 | 3977.70 |
31 | 2009.09.08 08:45 | t/p | 12 | 1.00 | 1.43809 | 1.41809 | 1.43809 | 998.20 | 4975.90 |
32 | 2009.09.08 10:10 | t/p | 16 | 1.00 | 1.44262 | 1.42262 | 1.44262 | 999.70 | 5975.60 |
33 | 2009.09.14 17:00 | buy | 17 | 1.00 | 1.46325 | 1.45325 | 1.47325 | ||
34 | 2009.09.16 20:32 | t/p | 17 | 1.00 | 1.47325 | 1.45325 | 1.47325 | 999.40 | 6975.00 |
35 | 2009.09.22 08:00 | buy | 18 | 1.00 | 1.47150 | 1.46150 | 1.48150 | ||
36 | 2009.09.22 12:02 | t/p | 18 | 1.00 | 1.48150 | 1.46150 | 1.48150 | 1000.00 | 7975.00 |
37 | 2009.09.24 07:00 | sell | 19 | 1.00 | 1.47215 | 1.48215 | 1.46215 | ||
38 | 2009.09.24 07:00 | sell | 20 | 1.00 | 1.47215 | 1.48215 | 1.46215 | ||
39 | 2009.09.25 02:50 | t/p | 19 | 1.00 | 1.46215 | 1.48215 | 1.46215 | 998.30 | 8973.30 |
40 | 2009.09.25 02:50 | t/p | 20 | 1.00 | 1.46215 | 1.48215 | 1.46215 | 998.30 | 9971.60 |
41 | 2009.09.28 01:00 | buy | 21 | 1.00 | 1.47054 | 1.46054 | 1.48054 | ||
42 | 2009.09.28 03:45 | s/l | 21 | 1.00 | 1.46054 | 1.46054 | 1.48054 | -1000.00 | 8971.60 |
43 | 2009.09.29 07:00 | buy | 22 | 1.00 | 1.46360 | 1.45360 | 1.47360 | ||
44 | 2009.09.29 12:50 | s/l | 22 | 1.00 | 1.45360 | 1.45360 | 1.47360 | -1000.00 | 7971.60 |
45 | 2009.09.30 05:00 | buy | 23 | 1.00 | 1.46324 | 1.45324 | 1.47324 | ||
46 | 2009.09.30 13:00 | buy | 24 | 1.00 | 1.46654 | 1.45654 | 1.47654 | ||
47 | 2009.09.30 23:59 | close at stop | 24 | 1.00 | 1.46365 | 1.45654 | 1.47654 | -289.00 | 7682.60 |
48 | 2009.09.30 23:59 | close at stop | 23 | 1.00 | 1.46365 | 1.45324 | 1.47324 | 41.00 | 7723.60 |