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 | StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=6; UseOptimizedValues=true; Lots=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1122.00 | Gross profit | 854.00 | Gross loss | -1976.00 |
Profit factor | 0.43 | Expected payoff | -27.37 | ||
Absolute drawdown | 1187.00 | Maximal drawdown | 1559.00 (15.03%) | Relative drawdown | 15.03% (1559.00) |
Total trades | 41 | Short positions (won %) | 26 (19.23%) | Long positions (won %) | 15 (13.33%) |
Profit trades (% of total) | 7 (17.07%) | Loss trades (% of total) | 34 (82.93%) | ||
Largest | profit trade | 490.00 | loss trade | -60.00 | |
Average | profit trade | 122.00 | loss trade | -58.12 | |
Maximum | consecutive wins (profit in money) | 1 (490.00) | consecutive losses (loss in money) | 10 (-600.00) | |
Maximal | consecutive profit (count of wins) | 490.00 (1) | consecutive loss (count of losses) | -600.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 10:10 | sell limit | 1 | 1.00 | 1.44033 | 1.44093 | 1.43862 | ||
2 | 2009.08.04 10:40 | sell | 1 | 1.00 | 1.44033 | 1.44093 | 1.43862 | ||
3 | 2009.08.04 10:45 | s/l | 1 | 1.00 | 1.44093 | 1.44093 | 1.43862 | -60.00 | 9940.00 |
4 | 2009.08.04 11:15 | sell limit | 2 | 1.00 | 1.44033 | 1.44093 | 1.43855 | ||
5 | 2009.08.04 11:47 | expiration | 2 | 1.00 | 1.44033 | 1.44093 | 1.43855 | ||
6 | 2009.08.04 11:57 | sell limit | 3 | 1.00 | 1.44033 | 1.44093 | 1.43843 | ||
7 | 2009.08.04 11:59 | sell | 3 | 1.00 | 1.44033 | 1.44093 | 1.43843 | ||
8 | 2009.08.04 12:00 | close | 3 | 1.00 | 1.44064 | 1.44093 | 1.43843 | -31.00 | 9909.00 |
9 | 2009.08.04 12:10 | sell limit | 4 | 1.00 | 1.44033 | 1.44093 | 1.43880 | ||
10 | 2009.08.04 12:37 | sell | 4 | 1.00 | 1.44033 | 1.44093 | 1.43880 | ||
11 | 2009.08.04 12:40 | modify | 4 | 1.00 | 1.44033 | 1.44032 | 1.43880 | ||
12 | 2009.08.04 12:50 | t/p | 4 | 1.00 | 1.43880 | 1.44032 | 1.43880 | 153.00 | 10062.00 |
13 | 2009.08.05 07:10 | sell limit | 5 | 1.00 | 1.44009 | 1.44069 | 1.43826 | ||
14 | 2009.08.05 07:42 | expiration | 5 | 1.00 | 1.44009 | 1.44069 | 1.43826 | ||
15 | 2009.08.05 10:50 | sell limit | 6 | 1.00 | 1.43947 | 1.44007 | 1.43724 | ||
16 | 2009.08.05 11:15 | sell | 6 | 1.00 | 1.43947 | 1.44007 | 1.43724 | ||
17 | 2009.08.05 11:20 | s/l | 6 | 1.00 | 1.44007 | 1.44007 | 1.43724 | -60.00 | 10002.00 |
18 | 2009.08.07 07:50 | sell limit | 7 | 1.00 | 1.43505 | 1.43565 | 1.43281 | ||
19 | 2009.08.07 07:59 | sell | 7 | 1.00 | 1.43505 | 1.43565 | 1.43281 | ||
20 | 2009.08.07 08:02 | s/l | 7 | 1.00 | 1.43565 | 1.43565 | 1.43281 | -60.00 | 9942.00 |
21 | 2009.08.07 10:20 | sell limit | 8 | 1.00 | 1.43553 | 1.43613 | 1.43401 | ||
22 | 2009.08.07 10:27 | sell | 8 | 1.00 | 1.43553 | 1.43613 | 1.43401 | ||
23 | 2009.08.07 10:35 | s/l | 8 | 1.00 | 1.43613 | 1.43613 | 1.43401 | -60.00 | 9882.00 |
24 | 2009.08.07 14:45 | sell limit | 9 | 1.00 | 1.43528 | 1.43588 | 1.43038 | ||
25 | 2009.08.07 15:07 | sell | 9 | 1.00 | 1.43528 | 1.43588 | 1.43038 | ||
26 | 2009.08.07 15:10 | modify | 9 | 1.00 | 1.43528 | 1.43527 | 1.43038 | ||
27 | 2009.08.07 15:20 | t/p | 9 | 1.00 | 1.43038 | 1.43527 | 1.43038 | 490.00 | 10372.00 |
28 | 2009.08.11 08:15 | buy limit | 10 | 1.00 | 1.41397 | 1.41337 | 1.41620 | ||
29 | 2009.08.11 08:47 | expiration | 10 | 1.00 | 1.41397 | 1.41337 | 1.41620 | ||
30 | 2009.08.14 13:10 | buy limit | 11 | 1.00 | 1.42776 | 1.42716 | 1.42946 | ||
31 | 2009.08.14 13:42 | expiration | 11 | 1.00 | 1.42776 | 1.42716 | 1.42946 | ||
32 | 2009.08.14 15:02 | buy limit | 12 | 1.00 | 1.42786 | 1.42726 | 1.42932 | ||
33 | 2009.08.14 15:10 | buy | 12 | 1.00 | 1.42786 | 1.42726 | 1.42932 | ||
34 | 2009.08.14 15:15 | s/l | 12 | 1.00 | 1.42726 | 1.42726 | 1.42932 | -60.00 | 10312.00 |
35 | 2009.08.18 17:10 | buy limit | 13 | 1.00 | 1.41105 | 1.41045 | 1.41286 | ||
36 | 2009.08.18 17:42 | expiration | 13 | 1.00 | 1.41105 | 1.41045 | 1.41286 | ||
37 | 2009.08.20 10:10 | buy limit | 14 | 1.00 | 1.42319 | 1.42259 | 1.42496 | ||
38 | 2009.08.20 10:42 | expiration | 14 | 1.00 | 1.42319 | 1.42259 | 1.42496 | ||
39 | 2009.08.20 10:52 | buy limit | 15 | 1.00 | 1.42319 | 1.42259 | 1.42464 | ||
40 | 2009.08.20 11:15 | buy | 15 | 1.00 | 1.42319 | 1.42259 | 1.42464 | ||
41 | 2009.08.20 11:20 | s/l | 15 | 1.00 | 1.42259 | 1.42259 | 1.42464 | -60.00 | 10252.00 |
42 | 2009.08.20 12:02 | buy limit | 16 | 1.00 | 1.42319 | 1.42259 | 1.42513 | ||
43 | 2009.08.20 12:20 | buy | 16 | 1.00 | 1.42319 | 1.42259 | 1.42513 | ||
44 | 2009.08.20 12:45 | s/l | 16 | 1.00 | 1.42259 | 1.42259 | 1.42513 | -60.00 | 10192.00 |
45 | 2009.08.20 16:15 | sell limit | 17 | 1.00 | 1.42252 | 1.42312 | 1.42082 | ||
46 | 2009.08.20 16:40 | sell | 17 | 1.00 | 1.42252 | 1.42312 | 1.42082 | ||
47 | 2009.08.20 16:45 | s/l | 17 | 1.00 | 1.42312 | 1.42312 | 1.42082 | -60.00 | 10132.00 |
48 | 2009.08.24 07:03 | buy limit | 18 | 1.00 | 1.43357 | 1.43297 | 1.43510 | ||
49 | 2009.08.24 07:13 | buy | 18 | 1.00 | 1.43357 | 1.43297 | 1.43510 | ||
50 | 2009.08.24 07:20 | s/l | 18 | 1.00 | 1.43297 | 1.43297 | 1.43510 | -60.00 | 10072.00 |
51 | 2009.08.24 16:50 | sell limit | 19 | 1.00 | 1.43118 | 1.43178 | 1.42967 | ||
52 | 2009.08.24 16:52 | sell | 19 | 1.00 | 1.43118 | 1.43178 | 1.42967 | ||
53 | 2009.08.24 16:57 | s/l | 19 | 1.00 | 1.43178 | 1.43178 | 1.42967 | -60.00 | 10012.00 |
54 | 2009.08.25 07:50 | sell limit | 20 | 1.00 | 1.42905 | 1.42965 | 1.42738 | ||
55 | 2009.08.25 08:20 | sell | 20 | 1.00 | 1.42905 | 1.42965 | 1.42738 | ||
56 | 2009.08.25 08:27 | modify | 20 | 1.00 | 1.42905 | 1.42904 | 1.42738 | ||
57 | 2009.08.25 08:27 | s/l | 20 | 1.00 | 1.42904 | 1.42904 | 1.42738 | 1.00 | 10013.00 |
58 | 2009.08.27 08:20 | sell limit | 21 | 1.00 | 1.42372 | 1.42432 | 1.42185 | ||
59 | 2009.08.27 08:27 | sell | 21 | 1.00 | 1.42372 | 1.42432 | 1.42185 | ||
60 | 2009.08.27 08:30 | s/l | 21 | 1.00 | 1.42432 | 1.42432 | 1.42185 | -60.00 | 9953.00 |
61 | 2009.08.27 15:02 | buy limit | 22 | 1.00 | 1.42565 | 1.42505 | 1.42738 | ||
62 | 2009.08.27 15:15 | buy | 22 | 1.00 | 1.42565 | 1.42505 | 1.42738 | ||
63 | 2009.08.27 15:20 | s/l | 22 | 1.00 | 1.42505 | 1.42505 | 1.42738 | -60.00 | 9893.00 |
64 | 2009.08.27 15:40 | buy limit | 23 | 1.00 | 1.42565 | 1.42505 | 1.42712 | ||
65 | 2009.08.27 15:43 | buy | 23 | 1.00 | 1.42565 | 1.42505 | 1.42712 | ||
66 | 2009.08.27 15:46 | s/l | 23 | 1.00 | 1.42505 | 1.42505 | 1.42712 | -60.00 | 9833.00 |
67 | 2009.08.28 14:50 | sell limit | 24 | 1.00 | 1.43499 | 1.43559 | 1.43328 | ||
68 | 2009.08.28 14:57 | sell | 24 | 1.00 | 1.43499 | 1.43559 | 1.43328 | ||
69 | 2009.08.28 15:00 | s/l | 24 | 1.00 | 1.43559 | 1.43559 | 1.43328 | -60.00 | 9773.00 |
70 | 2009.08.28 17:45 | sell limit | 25 | 1.00 | 1.43563 | 1.43623 | 1.43405 | ||
71 | 2009.08.28 17:59 | sell | 25 | 1.00 | 1.43563 | 1.43623 | 1.43405 | ||
72 | 2009.08.28 18:00 | close | 25 | 1.00 | 1.43588 | 1.43623 | 1.43405 | -25.00 | 9748.00 |
73 | 2009.08.28 18:10 | sell limit | 26 | 1.00 | 1.43563 | 1.43623 | 1.43360 | ||
74 | 2009.08.28 18:43 | expiration | 26 | 1.00 | 1.43563 | 1.43623 | 1.43360 | ||
75 | 2009.08.31 12:59 | sell limit | 27 | 1.00 | 1.42847 | 1.42907 | 1.42653 | ||
76 | 2009.08.31 13:20 | sell | 27 | 1.00 | 1.42847 | 1.42907 | 1.42653 | ||
77 | 2009.08.31 13:45 | modify | 27 | 1.00 | 1.42847 | 1.42846 | 1.42653 | ||
78 | 2009.08.31 14:02 | s/l | 27 | 1.00 | 1.42846 | 1.42846 | 1.42653 | 1.00 | 9749.00 |
79 | 2009.08.31 15:15 | sell limit | 28 | 1.00 | 1.42832 | 1.42892 | 1.42678 | ||
80 | 2009.08.31 15:40 | sell | 28 | 1.00 | 1.42832 | 1.42892 | 1.42678 | ||
81 | 2009.08.31 15:45 | s/l | 28 | 1.00 | 1.42892 | 1.42892 | 1.42678 | -60.00 | 9689.00 |
82 | 2009.09.02 14:02 | buy limit | 29 | 1.00 | 1.42206 | 1.42146 | 1.42363 | ||
83 | 2009.09.02 14:10 | buy | 29 | 1.00 | 1.42206 | 1.42146 | 1.42363 | ||
84 | 2009.09.02 14:15 | s/l | 29 | 1.00 | 1.42146 | 1.42146 | 1.42363 | -60.00 | 9629.00 |
85 | 2009.09.02 14:32 | buy limit | 30 | 1.00 | 1.42206 | 1.42146 | 1.42350 | ||
86 | 2009.09.02 14:40 | buy | 30 | 1.00 | 1.42206 | 1.42146 | 1.42350 | ||
87 | 2009.09.02 14:45 | s/l | 30 | 1.00 | 1.42146 | 1.42146 | 1.42350 | -60.00 | 9569.00 |
88 | 2009.09.07 15:20 | buy limit | 31 | 1.00 | 1.43388 | 1.43328 | 1.43532 | ||
89 | 2009.09.07 15:27 | buy | 31 | 1.00 | 1.43388 | 1.43328 | 1.43532 | ||
90 | 2009.09.07 15:40 | modify | 31 | 1.00 | 1.43388 | 1.43389 | 1.43532 | ||
91 | 2009.09.07 15:43 | s/l | 31 | 1.00 | 1.43389 | 1.43389 | 1.43532 | 1.00 | 9570.00 |
92 | 2009.09.07 15:46 | buy limit | 32 | 1.00 | 1.43388 | 1.43328 | 1.43532 | ||
93 | 2009.09.07 15:50 | buy | 32 | 1.00 | 1.43388 | 1.43328 | 1.43532 | ||
94 | 2009.09.07 15:59 | s/l | 32 | 1.00 | 1.43328 | 1.43328 | 1.43532 | -60.00 | 9510.00 |
95 | 2009.09.07 16:50 | buy limit | 33 | 1.00 | 1.43399 | 1.43339 | 1.43547 | ||
96 | 2009.09.07 16:57 | buy | 33 | 1.00 | 1.43399 | 1.43339 | 1.43547 | ||
97 | 2009.09.07 17:07 | s/l | 33 | 1.00 | 1.43339 | 1.43339 | 1.43547 | -60.00 | 9450.00 |
98 | 2009.09.07 17:15 | buy limit | 34 | 1.00 | 1.43399 | 1.43339 | 1.43547 | ||
99 | 2009.09.07 17:27 | buy | 34 | 1.00 | 1.43399 | 1.43339 | 1.43547 | ||
100 | 2009.09.07 17:32 | s/l | 34 | 1.00 | 1.43339 | 1.43339 | 1.43547 | -60.00 | 9390.00 |
101 | 2009.09.07 18:02 | buy limit | 35 | 1.00 | 1.43399 | 1.43339 | 1.43606 | ||
102 | 2009.09.07 18:20 | buy | 35 | 1.00 | 1.43399 | 1.43339 | 1.43606 | ||
103 | 2009.09.07 18:50 | s/l | 35 | 1.00 | 1.43339 | 1.43339 | 1.43606 | -60.00 | 9330.00 |
104 | 2009.09.09 11:50 | sell limit | 36 | 1.00 | 1.44916 | 1.44976 | 1.44737 | ||
105 | 2009.09.09 11:57 | sell | 36 | 1.00 | 1.44916 | 1.44976 | 1.44737 | ||
106 | 2009.09.09 12:00 | s/l | 36 | 1.00 | 1.44976 | 1.44976 | 1.44737 | -60.00 | 9270.00 |
107 | 2009.09.09 12:20 | sell limit | 37 | 1.00 | 1.44916 | 1.44976 | 1.44748 | ||
108 | 2009.09.09 12:27 | sell | 37 | 1.00 | 1.44916 | 1.44976 | 1.44748 | ||
109 | 2009.09.09 12:32 | s/l | 37 | 1.00 | 1.44976 | 1.44976 | 1.44748 | -60.00 | 9210.00 |
110 | 2009.09.09 13:02 | sell limit | 38 | 1.00 | 1.44916 | 1.44976 | 1.44762 | ||
111 | 2009.09.09 13:10 | sell | 38 | 1.00 | 1.44916 | 1.44976 | 1.44762 | ||
112 | 2009.09.09 13:15 | s/l | 38 | 1.00 | 1.44976 | 1.44976 | 1.44762 | -60.00 | 9150.00 |
113 | 2009.09.10 14:20 | sell limit | 39 | 1.00 | 1.45522 | 1.45582 | 1.45310 | ||
114 | 2009.09.10 14:27 | sell | 39 | 1.00 | 1.45522 | 1.45582 | 1.45310 | ||
115 | 2009.09.10 14:30 | s/l | 39 | 1.00 | 1.45582 | 1.45582 | 1.45310 | -60.00 | 9090.00 |
116 | 2009.09.10 17:20 | sell limit | 40 | 1.00 | 1.45543 | 1.45603 | 1.45391 | ||
117 | 2009.09.10 17:22 | sell | 40 | 1.00 | 1.45543 | 1.45603 | 1.45391 | ||
118 | 2009.09.10 17:27 | s/l | 40 | 1.00 | 1.45603 | 1.45603 | 1.45391 | -60.00 | 9030.00 |
119 | 2009.09.10 17:32 | sell limit | 41 | 1.00 | 1.45543 | 1.45603 | 1.45397 | ||
120 | 2009.09.10 17:40 | sell | 41 | 1.00 | 1.45543 | 1.45603 | 1.45397 | ||
121 | 2009.09.10 17:45 | s/l | 41 | 1.00 | 1.45603 | 1.45603 | 1.45397 | -60.00 | 8970.00 |
122 | 2009.09.11 12:15 | buy limit | 42 | 1.00 | 1.45984 | 1.45924 | 1.46155 | ||
123 | 2009.09.11 12:47 | expiration | 42 | 1.00 | 1.45984 | 1.45924 | 1.46155 | ||
124 | 2009.09.11 12:52 | buy limit | 43 | 1.00 | 1.45984 | 1.45924 | 1.46141 | ||
125 | 2009.09.11 13:23 | expiration | 43 | 1.00 | 1.45984 | 1.45924 | 1.46141 | ||
126 | 2009.09.11 15:15 | buy limit | 44 | 1.00 | 1.46019 | 1.45959 | 1.46273 | ||
127 | 2009.09.11 15:47 | expiration | 44 | 1.00 | 1.46019 | 1.45959 | 1.46273 | ||
128 | 2009.09.11 15:57 | buy limit | 45 | 1.00 | 1.46052 | 1.45992 | 1.46240 | ||
129 | 2009.09.11 16:05 | buy | 45 | 1.00 | 1.46052 | 1.45992 | 1.46240 | ||
130 | 2009.09.11 16:07 | modify | 45 | 1.00 | 1.46052 | 1.46053 | 1.46240 | ||
131 | 2009.09.11 16:10 | s/l | 45 | 1.00 | 1.46053 | 1.46053 | 1.46240 | 1.00 | 8971.00 |
132 | 2009.09.11 16:37 | sell limit | 46 | 1.00 | 1.45930 | 1.45990 | 1.45757 | ||
133 | 2009.09.11 16:40 | sell | 46 | 1.00 | 1.45930 | 1.45990 | 1.45757 | ||
134 | 2009.09.11 16:42 | s/l | 46 | 1.00 | 1.45990 | 1.45990 | 1.45757 | -60.00 | 8911.00 |
135 | 2009.09.11 17:20 | sell limit | 47 | 1.00 | 1.45930 | 1.45990 | 1.45727 | ||
136 | 2009.09.11 17:27 | sell | 47 | 1.00 | 1.45930 | 1.45990 | 1.45727 | ||
137 | 2009.09.11 17:32 | s/l | 47 | 1.00 | 1.45990 | 1.45990 | 1.45727 | -60.00 | 8851.00 |
138 | 2009.09.11 17:45 | sell limit | 48 | 1.00 | 1.45930 | 1.45990 | 1.45742 | ||
139 | 2009.09.11 18:17 | expiration | 48 | 1.00 | 1.45930 | 1.45990 | 1.45742 | ||
140 | 2009.09.14 10:20 | sell limit | 49 | 1.00 | 1.45549 | 1.45609 | 1.45342 | ||
141 | 2009.09.14 10:27 | sell | 49 | 1.00 | 1.45549 | 1.45609 | 1.45342 | ||
142 | 2009.09.14 10:40 | modify | 49 | 1.00 | 1.45549 | 1.45548 | 1.45342 | ||
143 | 2009.09.14 11:20 | t/p | 49 | 1.00 | 1.45342 | 1.45548 | 1.45342 | 207.00 | 9058.00 |
144 | 2009.09.15 07:45 | buy limit | 50 | 1.00 | 1.46215 | 1.46155 | 1.46413 | ||
145 | 2009.09.15 08:17 | expiration | 50 | 1.00 | 1.46215 | 1.46155 | 1.46413 | ||
146 | 2009.09.16 07:02 | buy limit | 51 | 1.00 | 1.46693 | 1.46633 | 1.46841 | ||
147 | 2009.09.16 07:32 | expiration | 51 | 1.00 | 1.46693 | 1.46633 | 1.46841 | ||
148 | 2009.09.17 11:10 | buy limit | 52 | 1.00 | 1.47345 | 1.47285 | 1.47492 | ||
149 | 2009.09.17 11:42 | expiration | 52 | 1.00 | 1.47345 | 1.47285 | 1.47492 | ||
150 | 2009.09.17 18:20 | sell limit | 53 | 1.00 | 1.47272 | 1.47332 | 1.47096 | ||
151 | 2009.09.17 18:27 | sell | 53 | 1.00 | 1.47272 | 1.47332 | 1.47096 | ||
152 | 2009.09.17 18:32 | s/l | 53 | 1.00 | 1.47332 | 1.47332 | 1.47096 | -60.00 | 8998.00 |
153 | 2009.09.17 18:45 | sell limit | 54 | 1.00 | 1.47272 | 1.47332 | 1.47087 | ||
154 | 2009.09.17 19:17 | expiration | 54 | 1.00 | 1.47272 | 1.47332 | 1.47087 | ||
155 | 2009.09.18 08:20 | sell limit | 55 | 1.00 | 1.47222 | 1.47282 | 1.47052 | ||
156 | 2009.09.18 08:52 | expiration | 55 | 1.00 | 1.47222 | 1.47282 | 1.47052 | ||
157 | 2009.09.21 17:07 | sell limit | 56 | 1.00 | 1.46527 | 1.46587 | 1.46369 | ||
158 | 2009.09.21 17:10 | sell | 56 | 1.00 | 1.46527 | 1.46587 | 1.46369 | ||
159 | 2009.09.21 17:12 | s/l | 56 | 1.00 | 1.46587 | 1.46587 | 1.46369 | -60.00 | 8938.00 |
160 | 2009.09.23 08:10 | buy limit | 57 | 1.00 | 1.48129 | 1.48069 | 1.48276 | ||
161 | 2009.09.23 08:13 | buy | 57 | 1.00 | 1.48129 | 1.48069 | 1.48276 | ||
162 | 2009.09.23 08:20 | s/l | 57 | 1.00 | 1.48069 | 1.48069 | 1.48276 | -60.00 | 8878.00 |
163 | 2009.09.25 14:20 | sell limit | 58 | 1.00 | 1.46667 | 1.46727 | 1.46457 | ||
164 | 2009.09.25 14:52 | expiration | 58 | 1.00 | 1.46667 | 1.46727 | 1.46457 | ||
165 | 2009.09.29 09:20 | sell limit | 59 | 1.00 | 1.46152 | 1.46212 | 1.45899 | ||
166 | 2009.09.29 09:52 | expiration | 59 | 1.00 | 1.46152 | 1.46212 | 1.45899 | ||
167 | 2009.09.30 10:15 | buy limit | 60 | 1.00 | 1.46096 | 1.46036 | 1.46266 | ||
168 | 2009.09.30 10:47 | expiration | 60 | 1.00 | 1.46096 | 1.46036 | 1.46266 |