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_____=""""; tss0=""0"; tss1=""3"; tss2=""4"; tss3=""5"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______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 | -9779.50 | Gross profit | 5366.00 | Gross loss | -15145.50 |
| Profit factor | 0.35 | Expected payoff | -238.52 | ||
| Absolute drawdown | 9779.50 | Maximal drawdown | 9926.50 (97.83%) | Relative drawdown | 97.83% (9926.50) |
| Total trades | 41 | Short positions (won %) | 20 (25.00%) | Long positions (won %) | 21 (23.81%) |
| Profit trades (% of total) | 10 (24.39%) | Loss trades (% of total) | 31 (75.61%) | ||
| Largest | profit trade | 1306.00 | loss trade | -999.00 | |
| Average | profit trade | 536.60 | loss trade | -488.56 | |
| Maximum | consecutive wins (profit in money) | 1 (1306.00) | consecutive losses (loss in money) | 6 (-2109.00) | |
| Maximal | consecutive profit (count of wins) | 1306.00 (1) | consecutive loss (count of losses) | -2388.50 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:20 | buy | 1 | 1.00 | 1.42934 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:50 | close | 1 | 1.00 | 1.42079 | 0.00000 | 0.00000 | -855.00 | 9145.00 |
| 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 | 1.42768 | 0.00000 | 0.00000 | -689.00 | 8456.00 |
| 5 | 2009.08.03 11:00 | buy | 3 | 1.00 | 1.42768 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 05:50 | close | 3 | 1.00 | 1.43848 | 0.00000 | 0.00000 | 1079.50 | 9535.50 |
| 7 | 2009.08.04 05:50 | sell | 4 | 1.00 | 1.43848 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.05 13:16 | close | 4 | 1.00 | 1.44286 | 0.00000 | 0.00000 | -439.00 | 9096.50 |
| 9 | 2009.08.05 13:16 | buy | 5 | 1.00 | 1.44286 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 16:16 | close | 5 | 1.00 | 1.43548 | 0.00000 | 0.00000 | -738.00 | 8358.50 |
| 11 | 2009.08.05 16:16 | sell | 6 | 1.00 | 1.43548 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 19:20 | close | 6 | 1.00 | 1.44307 | 0.00000 | 0.00000 | -759.00 | 7599.50 |
| 13 | 2009.08.05 19:20 | buy | 7 | 1.00 | 1.44307 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.06 04:46 | close | 7 | 1.00 | 1.43856 | 0.00000 | 0.00000 | -452.50 | 7147.00 |
| 15 | 2009.08.06 04:46 | sell | 8 | 1.00 | 1.43856 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.07 02:03 | close | 8 | 1.00 | 1.43742 | 0.00000 | 0.00000 | 113.00 | 7260.00 |
| 17 | 2009.08.07 02:03 | buy | 9 | 1.00 | 1.43742 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.07 14:45 | close | 9 | 1.00 | 1.43158 | 0.00000 | 0.00000 | -584.00 | 6676.00 |
| 19 | 2009.08.07 14:45 | sell | 10 | 1.00 | 1.43158 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.10 04:15 | close | 10 | 1.00 | 1.42105 | 0.00000 | 0.00000 | 1052.00 | 7728.00 |
| 21 | 2009.08.10 04:15 | buy | 11 | 1.00 | 1.42105 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.10 10:20 | close | 11 | 1.00 | 1.41757 | 0.00000 | 0.00000 | -348.00 | 7380.00 |
| 23 | 2009.08.10 10:20 | sell | 12 | 1.00 | 1.41757 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.11 08:45 | close | 12 | 1.00 | 1.41636 | 0.00000 | 0.00000 | 120.00 | 7500.00 |
| 25 | 2009.08.11 08:45 | buy | 13 | 1.00 | 1.41636 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.11 15:15 | close | 13 | 1.00 | 1.41265 | 0.00000 | 0.00000 | -371.00 | 7129.00 |
| 27 | 2009.08.11 15:15 | sell | 14 | 1.00 | 1.41265 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.12 12:16 | close | 14 | 1.00 | 1.41657 | 0.00000 | 0.00000 | -393.00 | 6736.00 |
| 29 | 2009.08.12 12:16 | buy | 15 | 1.00 | 1.41657 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.12 20:20 | close | 15 | 1.00 | 1.41346 | 0.00000 | 0.00000 | -311.00 | 6425.00 |
| 31 | 2009.08.12 20:20 | sell | 16 | 1.00 | 1.41346 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.12 20:50 | close | 16 | 1.00 | 1.42345 | 0.00000 | 0.00000 | -999.00 | 5426.00 |
| 33 | 2009.08.12 20:50 | buy | 17 | 1.00 | 1.42345 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.14 05:37 | close | 17 | 1.00 | 1.42567 | 0.00000 | 0.00000 | 220.00 | 5646.00 |
| 35 | 2009.08.14 05:37 | sell | 18 | 1.00 | 1.42567 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.14 13:20 | close | 18 | 1.00 | 1.42957 | 0.00000 | 0.00000 | -390.00 | 5256.00 |
| 37 | 2009.08.14 13:20 | buy | 19 | 1.00 | 1.42957 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.14 15:50 | close | 19 | 1.00 | 1.42405 | 0.00000 | 0.00000 | -552.00 | 4704.00 |
| 39 | 2009.08.14 15:50 | sell | 20 | 1.00 | 1.42405 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.18 01:50 | close | 20 | 1.00 | 1.41097 | 0.00000 | 0.00000 | 1306.00 | 6010.00 |
| 41 | 2009.08.18 01:50 | buy | 21 | 1.00 | 1.41097 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.18 14:45 | close | 21 | 1.00 | 1.40874 | 0.00000 | 0.00000 | -223.00 | 5787.00 |
| 43 | 2009.08.18 14:45 | sell | 22 | 1.00 | 1.40874 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.18 18:07 | close | 22 | 1.00 | 1.41428 | 0.00000 | 0.00000 | -554.00 | 5233.00 |
| 45 | 2009.08.18 18:07 | buy | 23 | 1.00 | 1.41428 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.19 07:45 | close | 23 | 1.00 | 1.41154 | 0.00000 | 0.00000 | -274.50 | 4958.50 |
| 47 | 2009.08.19 07:45 | sell | 24 | 1.00 | 1.41154 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.19 15:50 | close | 24 | 1.00 | 1.41537 | 0.00000 | 0.00000 | -383.00 | 4575.50 |
| 49 | 2009.08.19 15:50 | buy | 25 | 1.00 | 1.41537 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.20 03:20 | close | 25 | 1.00 | 1.42067 | 0.00000 | 0.00000 | 528.50 | 5104.00 |
| 51 | 2009.08.20 03:20 | sell | 26 | 1.00 | 1.42067 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.20 20:02 | close | 26 | 1.00 | 1.42659 | 0.00000 | 0.00000 | -592.00 | 4512.00 |
| 53 | 2009.08.20 20:02 | buy | 27 | 1.00 | 1.42659 | 0.00000 | 0.00000 | ||
| 54 | 2009.08.21 05:50 | close | 27 | 1.00 | 1.42183 | 0.00000 | 0.00000 | -476.50 | 4035.50 |
| 55 | 2009.08.21 05:50 | sell | 28 | 1.00 | 1.42183 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.21 09:32 | close | 28 | 1.00 | 1.42704 | 0.00000 | 0.00000 | -521.00 | 3514.50 |
| 57 | 2009.08.21 09:32 | buy | 29 | 1.00 | 1.42704 | 0.00000 | 0.00000 | ||
| 58 | 2009.08.24 08:20 | close | 29 | 1.00 | 1.43127 | 0.00000 | 0.00000 | 422.50 | 3937.00 |
| 59 | 2009.08.24 08:20 | sell | 30 | 1.00 | 1.43127 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.24 15:02 | close | 30 | 1.00 | 1.43443 | 0.00000 | 0.00000 | -316.00 | 3621.00 |
| 61 | 2009.08.24 15:02 | buy | 31 | 1.00 | 1.43443 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.24 20:15 | close | 31 | 1.00 | 1.42931 | 0.00000 | 0.00000 | -512.00 | 3109.00 |
| 63 | 2009.08.24 20:15 | sell | 32 | 1.00 | 1.42931 | 0.00000 | 0.00000 | ||
| 64 | 2009.08.25 13:15 | close | 32 | 1.00 | 1.43234 | 0.00000 | 0.00000 | -304.00 | 2805.00 |
| 65 | 2009.08.25 13:15 | buy | 33 | 1.00 | 1.43234 | 0.00000 | 0.00000 | ||
| 66 | 2009.08.25 22:50 | close | 33 | 1.00 | 1.42916 | 0.00000 | 0.00000 | -318.00 | 2487.00 |
| 67 | 2009.08.25 22:50 | sell | 34 | 1.00 | 1.42916 | 0.00000 | 0.00000 | ||
| 68 | 2009.08.26 07:45 | close | 34 | 1.00 | 1.43172 | 0.00000 | 0.00000 | -257.00 | 2230.00 |
| 69 | 2009.08.26 07:45 | buy | 35 | 1.00 | 1.43172 | 0.00000 | 0.00000 | ||
| 70 | 2009.08.26 13:15 | close | 35 | 1.00 | 1.42770 | 0.00000 | 0.00000 | -402.00 | 1828.00 |
| 71 | 2009.08.26 13:15 | sell | 36 | 1.00 | 1.42770 | 0.00000 | 0.00000 | ||
| 72 | 2009.08.27 08:50 | close | 36 | 1.00 | 1.42655 | 0.00000 | 0.00000 | 112.00 | 1940.00 |
| 73 | 2009.08.27 08:50 | buy | 37 | 1.00 | 1.42655 | 0.00000 | 0.00000 | ||
| 74 | 2009.08.27 16:02 | close | 37 | 1.00 | 1.42229 | 0.00000 | 0.00000 | -426.00 | 1514.00 |
| 75 | 2009.08.27 16:02 | sell | 38 | 1.00 | 1.42229 | 0.00000 | 0.00000 | ||
| 76 | 2009.08.27 20:05 | close | 38 | 1.00 | 1.42991 | 0.00000 | 0.00000 | -762.00 | 752.00 |
| 77 | 2009.08.27 20:05 | buy | 39 | 1.00 | 1.42991 | 0.00000 | 0.00000 | ||
| 78 | 2009.08.28 08:50 | close | 39 | 1.00 | 1.43404 | 0.00000 | 0.00000 | 412.50 | 1164.50 |
| 79 | 2009.08.28 08:50 | sell | 40 | 1.00 | 1.43404 | 0.00000 | 0.00000 | ||
| 80 | 2009.08.28 13:20 | close | 40 | 1.00 | 1.43778 | 0.00000 | 0.00000 | -374.00 | 790.50 |
| 81 | 2009.08.28 13:20 | buy | 41 | 1.00 | 1.43778 | 0.00000 | 0.00000 | ||
| 82 | 2009.08.28 18:20 | close | 41 | 1.00 | 1.43208 | 0.00000 | 0.00000 | -570.00 | 220.50 |