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 | _______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9879.60 | Gross profit | 5182.70 | Gross loss | -15062.30 |
| Profit factor | 0.34 | Expected payoff | -235.23 | ||
| Absolute drawdown | 9879.60 | Maximal drawdown | 10144.60 (98.83%) | Relative drawdown | 98.83% (10144.60) |
| Total trades | 42 | Short positions (won %) | 21 (23.81%) | Long positions (won %) | 21 (19.05%) |
| Profit trades (% of total) | 9 (21.43%) | Loss trades (% of total) | 33 (78.57%) | ||
| Largest | profit trade | 1308.60 | loss trade | -995.00 | |
| Average | profit trade | 575.86 | loss trade | -456.43 | |
| Maximum | consecutive wins (profit in money) | 1 (1308.60) | consecutive losses (loss in money) | 6 (-3098.60) | |
| Maximal | consecutive profit (count of wins) | 1308.60 (1) | consecutive loss (count of losses) | -3098.60 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:15 | buy | 1 | 1.00 | 1.42816 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:50 | close | 1 | 1.00 | 1.42079 | 0.00000 | 0.00000 | -737.00 | 9263.00 |
| 3 | 2009.08.03 08:50 | sell | 2 | 1.00 | 1.42079 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.03 11:00 | close | 2 | 1.00 | 1.42764 | 0.00000 | 0.00000 | -685.00 | 8578.00 |
| 5 | 2009.08.03 11:00 | buy | 3 | 1.00 | 1.42764 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 05:50 | close | 3 | 1.00 | 1.43848 | 0.00000 | 0.00000 | 1083.70 | 9661.70 |
| 7 | 2009.08.04 05:50 | sell | 4 | 1.00 | 1.43848 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.05 05:20 | close | 4 | 1.00 | 1.44245 | 0.00000 | 0.00000 | -398.70 | 9263.00 |
| 9 | 2009.08.05 05:20 | buy | 5 | 1.00 | 1.44245 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 07:16 | close | 5 | 1.00 | 1.43882 | 0.00000 | 0.00000 | -363.00 | 8900.00 |
| 11 | 2009.08.05 07:16 | sell | 6 | 1.00 | 1.43882 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 13:16 | close | 6 | 1.00 | 1.44282 | 0.00000 | 0.00000 | -400.00 | 8500.00 |
| 13 | 2009.08.05 13:16 | buy | 7 | 1.00 | 1.44282 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.05 16:16 | close | 7 | 1.00 | 1.43548 | 0.00000 | 0.00000 | -734.00 | 7766.00 |
| 15 | 2009.08.05 16:16 | sell | 8 | 1.00 | 1.43548 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.05 19:20 | close | 8 | 1.00 | 1.44303 | 0.00000 | 0.00000 | -755.00 | 7011.00 |
| 17 | 2009.08.05 19:20 | buy | 9 | 1.00 | 1.44303 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.06 04:46 | close | 9 | 1.00 | 1.43856 | 0.00000 | 0.00000 | -447.90 | 6563.10 |
| 19 | 2009.08.06 04:46 | sell | 10 | 1.00 | 1.43856 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.07 02:00 | close | 10 | 1.00 | 1.43727 | 0.00000 | 0.00000 | 127.30 | 6690.40 |
| 21 | 2009.08.07 02:00 | buy | 11 | 1.00 | 1.43727 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.07 08:20 | close | 11 | 1.00 | 1.43407 | 0.00000 | 0.00000 | -320.00 | 6370.40 |
| 23 | 2009.08.07 08:20 | sell | 12 | 1.00 | 1.43407 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.07 14:30 | close | 12 | 1.00 | 1.43855 | 0.00000 | 0.00000 | -448.00 | 5922.40 |
| 25 | 2009.08.07 14:30 | buy | 13 | 1.00 | 1.43855 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.07 14:45 | close | 13 | 1.00 | 1.43158 | 0.00000 | 0.00000 | -697.00 | 5225.40 |
| 27 | 2009.08.07 14:45 | sell | 14 | 1.00 | 1.43158 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.10 04:15 | close | 14 | 1.00 | 1.42101 | 0.00000 | 0.00000 | 1055.30 | 6280.70 |
| 29 | 2009.08.10 04:15 | buy | 15 | 1.00 | 1.42101 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.10 10:15 | close | 15 | 1.00 | 1.41824 | 0.00000 | 0.00000 | -277.00 | 6003.70 |
| 31 | 2009.08.10 10:15 | sell | 16 | 1.00 | 1.41824 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.11 03:20 | close | 16 | 1.00 | 1.41588 | 0.00000 | 0.00000 | 234.30 | 6238.00 |
| 33 | 2009.08.11 03:20 | buy | 17 | 1.00 | 1.41588 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.11 15:15 | close | 17 | 1.00 | 1.41265 | 0.00000 | 0.00000 | -323.00 | 5915.00 |
| 35 | 2009.08.11 15:15 | sell | 18 | 1.00 | 1.41265 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.12 12:16 | close | 18 | 1.00 | 1.41653 | 0.00000 | 0.00000 | -389.70 | 5525.30 |
| 37 | 2009.08.12 12:16 | buy | 19 | 1.00 | 1.41653 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.12 20:20 | close | 19 | 1.00 | 1.41346 | 0.00000 | 0.00000 | -307.00 | 5218.30 |
| 39 | 2009.08.12 20:20 | sell | 20 | 1.00 | 1.41346 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.12 20:50 | close | 20 | 1.00 | 1.42341 | 0.00000 | 0.00000 | -995.00 | 4223.30 |
| 41 | 2009.08.12 20:50 | buy | 21 | 1.00 | 1.42341 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.14 05:32 | close | 21 | 1.00 | 1.42582 | 0.00000 | 0.00000 | 239.80 | 4463.10 |
| 43 | 2009.08.14 05:32 | sell | 22 | 1.00 | 1.42582 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.14 13:20 | close | 22 | 1.00 | 1.42953 | 0.00000 | 0.00000 | -371.00 | 4092.10 |
| 45 | 2009.08.14 13:20 | buy | 23 | 1.00 | 1.42953 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.14 15:50 | close | 23 | 1.00 | 1.42405 | 0.00000 | 0.00000 | -548.00 | 3544.10 |
| 47 | 2009.08.14 15:50 | sell | 24 | 1.00 | 1.42405 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.18 01:50 | close | 24 | 1.00 | 1.41093 | 0.00000 | 0.00000 | 1308.60 | 4852.70 |
| 49 | 2009.08.18 01:50 | buy | 25 | 1.00 | 1.41093 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.18 14:45 | close | 25 | 1.00 | 1.40874 | 0.00000 | 0.00000 | -219.00 | 4633.70 |
| 51 | 2009.08.18 14:45 | sell | 26 | 1.00 | 1.40874 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.18 18:02 | close | 26 | 1.00 | 1.41408 | 0.00000 | 0.00000 | -534.00 | 4099.70 |
| 53 | 2009.08.18 18:02 | buy | 27 | 1.00 | 1.41408 | 0.00000 | 0.00000 | ||
| 54 | 2009.08.19 07:45 | close | 27 | 1.00 | 1.41154 | 0.00000 | 0.00000 | -254.30 | 3845.40 |
| 55 | 2009.08.19 07:45 | sell | 28 | 1.00 | 1.41154 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.19 15:50 | close | 28 | 1.00 | 1.41533 | 0.00000 | 0.00000 | -379.00 | 3466.40 |
| 57 | 2009.08.19 15:50 | buy | 29 | 1.00 | 1.41533 | 0.00000 | 0.00000 | ||
| 58 | 2009.08.20 03:15 | close | 29 | 1.00 | 1.42123 | 0.00000 | 0.00000 | 589.10 | 4055.50 |
| 59 | 2009.08.20 03:15 | sell | 30 | 1.00 | 1.42123 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.20 20:02 | close | 30 | 1.00 | 1.42655 | 0.00000 | 0.00000 | -532.00 | 3523.50 |
| 61 | 2009.08.20 20:02 | buy | 31 | 1.00 | 1.42655 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.21 05:45 | close | 31 | 1.00 | 1.42287 | 0.00000 | 0.00000 | -368.30 | 3155.20 |
| 63 | 2009.08.21 05:45 | sell | 32 | 1.00 | 1.42287 | 0.00000 | 0.00000 | ||
| 64 | 2009.08.21 09:26 | close | 32 | 1.00 | 1.42696 | 0.00000 | 0.00000 | -409.00 | 2746.20 |
| 65 | 2009.08.21 09:26 | buy | 33 | 1.00 | 1.42696 | 0.00000 | 0.00000 | ||
| 66 | 2009.08.24 08:20 | close | 33 | 1.00 | 1.43127 | 0.00000 | 0.00000 | 430.70 | 3176.90 |
| 67 | 2009.08.24 08:20 | sell | 34 | 1.00 | 1.43127 | 0.00000 | 0.00000 | ||
| 68 | 2009.08.24 14:50 | close | 34 | 1.00 | 1.43391 | 0.00000 | 0.00000 | -264.00 | 2912.90 |
| 69 | 2009.08.24 14:50 | buy | 35 | 1.00 | 1.43391 | 0.00000 | 0.00000 | ||
| 70 | 2009.08.24 20:15 | close | 35 | 1.00 | 1.42931 | 0.00000 | 0.00000 | -460.00 | 2452.90 |
| 71 | 2009.08.24 20:15 | sell | 36 | 1.00 | 1.42931 | 0.00000 | 0.00000 | ||
| 72 | 2009.08.25 13:15 | close | 36 | 1.00 | 1.43230 | 0.00000 | 0.00000 | -300.70 | 2152.20 |
| 73 | 2009.08.25 13:15 | buy | 37 | 1.00 | 1.43230 | 0.00000 | 0.00000 | ||
| 74 | 2009.08.25 22:50 | close | 37 | 1.00 | 1.42916 | 0.00000 | 0.00000 | -314.00 | 1838.20 |
| 75 | 2009.08.25 22:50 | sell | 38 | 1.00 | 1.42916 | 0.00000 | 0.00000 | ||
| 76 | 2009.08.26 07:45 | close | 38 | 1.00 | 1.43168 | 0.00000 | 0.00000 | -253.70 | 1584.50 |
| 77 | 2009.08.26 07:45 | buy | 39 | 1.00 | 1.43168 | 0.00000 | 0.00000 | ||
| 78 | 2009.08.26 13:15 | close | 39 | 1.00 | 1.42770 | 0.00000 | 0.00000 | -398.00 | 1186.50 |
| 79 | 2009.08.26 13:15 | sell | 40 | 1.00 | 1.42770 | 0.00000 | 0.00000 | ||
| 80 | 2009.08.27 08:50 | close | 40 | 1.00 | 1.42651 | 0.00000 | 0.00000 | 113.90 | 1300.40 |
| 81 | 2009.08.27 08:50 | buy | 41 | 1.00 | 1.42651 | 0.00000 | 0.00000 | ||
| 82 | 2009.08.27 16:02 | close | 41 | 1.00 | 1.42229 | 0.00000 | 0.00000 | -422.00 | 878.40 |
| 83 | 2009.08.27 16:02 | sell | 42 | 1.00 | 1.42229 | 0.00000 | 0.00000 | ||
| 84 | 2009.08.27 20:05 | close | 42 | 1.00 | 1.42987 | 0.00000 | 0.00000 | -758.00 | 120.40 |