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 | a="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 891.28 | Gross profit | 3254.65 | Gross loss | -2363.38 |
Profit factor | 1.38 | Expected payoff | 16.51 | ||
Absolute drawdown | 8140.70 | Maximal drawdown | 8860.64 (82.66%) | Relative drawdown | 82.66% (8860.64) |
Total trades | 54 | Short positions (won %) | 32 (84.38%) | Long positions (won %) | 22 (86.36%) |
Profit trades (% of total) | 46 (85.19%) | Loss trades (% of total) | 8 (14.81%) | ||
Largest | profit trade | 548.64 | loss trade | -946.78 | |
Average | profit trade | 70.75 | loss trade | -295.42 | |
Maximum | consecutive wins (profit in money) | 17 (496.99) | consecutive losses (loss in money) | 5 (-2270.91) | |
Maximal | consecutive profit (count of wins) | 2481.24 (14) | consecutive loss (count of losses) | -2270.91 (5) | |
Average | consecutive wins | 12 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 02:00 | sell | 1 | 0.30 | 1.42863 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 02:27 | close | 1 | 0.30 | 1.42738 | 0.00000 | 0.00000 | 37.50 | 10037.50 |
3 | 2009.08.03 03:00 | sell | 2 | 0.30 | 1.42518 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 03:10 | close | 2 | 0.30 | 1.42474 | 0.00000 | 0.00000 | 13.20 | 10050.70 |
5 | 2009.08.03 23:00 | sell | 3 | 0.30 | 1.44118 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 02:45 | close | 3 | 0.30 | 1.44050 | 0.00000 | 0.00000 | 19.89 | 10070.59 |
7 | 2009.08.04 13:00 | sell | 4 | 0.30 | 1.43838 | 0.00000 | 0.00000 | ||
8 | 2009.08.04 14:10 | close | 4 | 0.30 | 1.43831 | 0.00000 | 0.00000 | 2.10 | 10072.69 |
9 | 2009.08.04 23:00 | sell | 5 | 0.30 | 1.44072 | 0.00000 | 0.00000 | ||
10 | 2009.08.04 23:27 | close | 5 | 0.30 | 1.44023 | 0.00000 | 0.00000 | 14.70 | 10087.39 |
11 | 2009.08.05 23:00 | sell | 6 | 0.30 | 1.44029 | 0.00000 | 0.00000 | ||
12 | 2009.08.06 04:56 | close | 6 | 0.30 | 1.43980 | 0.00000 | 0.00000 | 13.17 | 10100.56 |
13 | 2009.08.06 22:00 | sell | 7 | 0.30 | 1.43551 | 0.00000 | 0.00000 | ||
14 | 2009.08.06 23:45 | close | 7 | 0.30 | 1.43538 | 0.00000 | 0.00000 | 3.90 | 10104.46 |
15 | 2009.08.10 02:00 | buy | 8 | 0.30 | 1.41943 | 0.00000 | 0.00000 | ||
16 | 2009.08.10 04:40 | close | 8 | 0.30 | 1.42034 | 0.00000 | 0.00000 | 27.30 | 10131.76 |
17 | 2009.08.10 21:00 | buy | 9 | 0.30 | 1.41342 | 0.00000 | 0.00000 | ||
18 | 2009.08.10 23:15 | close | 9 | 0.30 | 1.41379 | 0.00000 | 0.00000 | 11.10 | 10142.86 |
19 | 2009.08.11 08:00 | buy | 10 | 0.30 | 1.41373 | 0.00000 | 0.00000 | ||
20 | 2009.08.11 08:27 | close | 10 | 0.30 | 1.41452 | 0.00000 | 0.00000 | 23.70 | 10166.56 |
21 | 2009.08.11 23:00 | buy | 11 | 0.30 | 1.41527 | 0.00000 | 0.00000 | ||
22 | 2009.08.12 02:50 | close | 11 | 0.30 | 1.41561 | 0.00000 | 0.00000 | 10.11 | 10176.67 |
23 | 2009.08.12 23:00 | buy | 12 | 0.31 | 1.41878 | 0.00000 | 0.00000 | ||
24 | 2009.08.13 00:50 | close | 12 | 0.31 | 1.42002 | 0.00000 | 0.00000 | 38.16 | 10214.83 |
25 | 2009.08.13 23:00 | sell | 13 | 0.31 | 1.42892 | 0.00000 | 0.00000 | ||
26 | 2009.08.14 02:10 | close | 13 | 0.31 | 1.42830 | 0.00000 | 0.00000 | 18.69 | 10233.52 |
27 | 2009.08.17 02:00 | buy | 14 | 0.31 | 1.41678 | 0.00000 | 0.00000 | ||
28 | 2009.08.18 20:00 | buy | 15 | 0.31 | 1.41358 | 0.00000 | 0.00000 | ||
29 | 2009.08.19 00:00 | buy | 16 | 0.31 | 1.41338 | 0.00000 | 0.00000 | ||
30 | 2009.08.19 01:35 | close | 14 | 0.31 | 1.41469 | 0.00000 | 0.00000 | -64.98 | 10168.55 |
31 | 2009.08.19 01:35 | close | 15 | 0.31 | 1.41469 | 0.00000 | 0.00000 | 34.32 | 10202.87 |
32 | 2009.08.19 01:35 | close | 16 | 0.31 | 1.41469 | 0.00000 | 0.00000 | 40.61 | 10243.48 |
33 | 2009.08.19 23:00 | sell | 17 | 0.31 | 1.42227 | 0.00000 | 0.00000 | ||
34 | 2009.08.20 03:27 | close | 17 | 0.31 | 1.42216 | 0.00000 | 0.00000 | 1.83 | 10245.30 |
35 | 2009.08.20 19:00 | sell | 18 | 0.31 | 1.42352 | 0.00000 | 0.00000 | ||
36 | 2009.08.21 05:57 | close | 18 | 0.31 | 1.42311 | 0.00000 | 0.00000 | 12.18 | 10257.49 |
37 | 2009.08.24 02:00 | sell | 19 | 0.31 | 1.43386 | 0.00000 | 0.00000 | ||
38 | 2009.08.24 07:50 | close | 19 | 0.31 | 1.43361 | 0.00000 | 0.00000 | 7.75 | 10265.24 |
39 | 2009.08.24 16:00 | sell | 20 | 0.31 | 1.43337 | 0.00000 | 0.00000 | ||
40 | 2009.08.24 17:02 | close | 20 | 0.31 | 1.43291 | 0.00000 | 0.00000 | 14.26 | 10279.50 |
41 | 2009.08.24 23:00 | sell | 21 | 0.31 | 1.43026 | 0.00000 | 0.00000 | ||
42 | 2009.08.25 01:20 | close | 21 | 0.31 | 1.42991 | 0.00000 | 0.00000 | 10.32 | 10289.82 |
43 | 2009.08.25 21:00 | sell | 22 | 0.31 | 1.43085 | 0.00000 | 0.00000 | ||
44 | 2009.08.25 23:45 | close | 22 | 0.31 | 1.43043 | 0.00000 | 0.00000 | 13.02 | 10302.84 |
45 | 2009.08.26 06:00 | sell | 23 | 0.31 | 1.43007 | 0.00000 | 0.00000 | ||
46 | 2009.08.26 13:50 | close | 23 | 0.31 | 1.42811 | 0.00000 | 0.00000 | 60.76 | 10363.60 |
47 | 2009.08.26 23:00 | buy | 24 | 0.31 | 1.42570 | 0.00000 | 0.00000 | ||
48 | 2009.08.27 09:13 | close | 24 | 0.31 | 1.42618 | 0.00000 | 0.00000 | 14.60 | 10378.20 |
49 | 2009.08.27 19:00 | buy | 25 | 0.31 | 1.42690 | 0.00000 | 0.00000 | ||
50 | 2009.08.27 20:07 | close | 25 | 0.31 | 1.42742 | 0.00000 | 0.00000 | 16.12 | 10394.32 |
51 | 2009.08.28 00:00 | sell | 26 | 0.31 | 1.43475 | 0.00000 | 0.00000 | ||
52 | 2009.08.28 09:10 | close | 26 | 0.31 | 1.43379 | 0.00000 | 0.00000 | 29.76 | 10424.08 |
53 | 2009.08.31 02:00 | buy | 27 | 0.31 | 1.43050 | 0.00000 | 0.00000 | ||
54 | 2009.08.31 16:37 | close | 27 | 0.31 | 1.43336 | 0.00000 | 0.00000 | 88.66 | 10512.74 |
55 | 2009.09.01 00:00 | sell | 28 | 0.32 | 1.43303 | 0.00000 | 0.00000 | ||
56 | 2009.09.01 12:27 | close | 28 | 0.32 | 1.43202 | 0.00000 | 0.00000 | 32.32 | 10545.06 |
57 | 2009.09.01 22:00 | buy | 29 | 0.32 | 1.42188 | 0.00000 | 0.00000 | ||
58 | 2009.09.02 09:10 | close | 29 | 0.32 | 1.42333 | 0.00000 | 0.00000 | 46.30 | 10591.37 |
59 | 2009.09.02 23:00 | buy | 30 | 0.32 | 1.42651 | 0.00000 | 0.00000 | ||
60 | 2009.09.03 01:50 | close | 30 | 0.32 | 1.42697 | 0.00000 | 0.00000 | 14.43 | 10605.80 |
61 | 2009.09.03 23:00 | buy | 31 | 0.32 | 1.42531 | 0.00000 | 0.00000 | ||
62 | 2009.09.04 09:20 | close | 31 | 0.32 | 1.42718 | 0.00000 | 0.00000 | 59.74 | 10665.54 |
63 | 2009.09.07 02:00 | sell | 32 | 0.32 | 1.43210 | 0.00000 | 0.00000 | ||
64 | 2009.09.07 20:00 | sell | 33 | 0.32 | 1.43293 | 0.00000 | 0.00000 | ||
65 | 2009.09.10 00:00 | sell | 34 | 0.32 | 1.45639 | 0.00000 | 0.00000 | ||
66 | 2009.09.10 23:00 | sell | 35 | 0.32 | 1.45807 | 0.00000 | 0.00000 | ||
67 | 2009.09.14 02:00 | sell | 36 | 0.32 | 1.45769 | 0.00000 | 0.00000 | ||
68 | 2009.09.15 01:00 | sell | 37 | 0.32 | 1.46279 | 0.00000 | 0.00000 | ||
69 | 2009.09.16 05:00 | sell | 38 | 0.32 | 1.46649 | 0.00000 | 0.00000 | ||
70 | 2009.09.17 22:00 | sell | 39 | 0.32 | 1.47316 | 0.00000 | 0.00000 | ||
71 | 2009.09.21 02:00 | sell | 40 | 0.32 | 1.47019 | 0.00000 | 0.00000 | ||
72 | 2009.09.22 00:00 | sell | 41 | 0.32 | 1.46760 | 0.00000 | 0.00000 | ||
73 | 2009.09.23 20:00 | sell | 42 | 0.32 | 1.47856 | 0.00000 | 0.00000 | ||
74 | 2009.09.24 23:00 | sell | 43 | 0.32 | 1.46648 | 0.00000 | 0.00000 | ||
75 | 2009.09.25 00:00 | sell | 44 | 0.32 | 1.46603 | 0.00000 | 0.00000 | ||
76 | 2009.09.25 01:00 | sell | 45 | 0.32 | 1.46531 | 0.00000 | 0.00000 | ||
77 | 2009.09.28 02:00 | sell | 46 | 0.32 | 1.47081 | 0.00000 | 0.00000 | ||
78 | 2009.09.28 03:40 | close | 32 | 0.32 | 1.46133 | 0.00000 | 0.00000 | -946.78 | 9718.76 |
79 | 2009.09.28 03:40 | close | 33 | 0.32 | 1.46133 | 0.00000 | 0.00000 | -920.22 | 8798.53 |
80 | 2009.09.28 03:40 | close | 34 | 0.32 | 1.46133 | 0.00000 | 0.00000 | -166.78 | 8631.75 |
81 | 2009.09.28 03:40 | close | 35 | 0.32 | 1.46133 | 0.00000 | 0.00000 | -113.02 | 8518.72 |
82 | 2009.09.28 03:40 | close | 36 | 0.32 | 1.46133 | 0.00000 | 0.00000 | -124.10 | 8394.63 |
83 | 2009.09.28 03:40 | close | 37 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 39.65 | 8434.28 |
84 | 2009.09.28 03:40 | close | 38 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 158.59 | 8592.87 |
85 | 2009.09.28 03:40 | close | 39 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 373.66 | 8966.53 |
86 | 2009.09.28 03:40 | close | 40 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 279.71 | 9246.24 |
87 | 2009.09.28 03:40 | close | 41 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 197.38 | 9443.62 |
88 | 2009.09.28 03:40 | close | 42 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 548.64 | 9992.26 |
89 | 2009.09.28 03:40 | close | 43 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 163.71 | 10155.97 |
90 | 2009.09.28 03:40 | close | 44 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 149.86 | 10305.83 |
91 | 2009.09.28 03:40 | close | 45 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 126.82 | 10432.64 |
92 | 2009.09.28 03:40 | close | 46 | 0.32 | 1.46133 | 0.00000 | 0.00000 | 303.36 | 10736.00 |
93 | 2009.09.28 05:00 | buy | 47 | 0.32 | 1.45885 | 0.00000 | 0.00000 | ||
94 | 2009.09.28 07:27 | close | 47 | 0.32 | 1.45970 | 0.00000 | 0.00000 | 27.20 | 10763.21 |
95 | 2009.09.28 12:00 | buy | 48 | 0.32 | 1.46359 | 0.00000 | 0.00000 | ||
96 | 2009.09.28 13:27 | close | 48 | 0.32 | 1.46508 | 0.00000 | 0.00000 | 47.68 | 10810.89 |
97 | 2009.09.28 22:00 | buy | 49 | 0.32 | 1.46080 | 0.00000 | 0.00000 | ||
98 | 2009.09.28 23:26 | close | 49 | 0.32 | 1.46182 | 0.00000 | 0.00000 | 32.64 | 10843.53 |
99 | 2009.09.29 04:00 | buy | 50 | 0.33 | 1.46151 | 0.00000 | 0.00000 | ||
100 | 2009.09.29 04:27 | close | 50 | 0.33 | 1.46249 | 0.00000 | 0.00000 | 32.34 | 10875.87 |
101 | 2009.09.29 11:00 | buy | 51 | 0.33 | 1.45926 | 0.00000 | 0.00000 | ||
102 | 2009.09.30 00:00 | buy | 52 | 0.33 | 1.45858 | 0.00000 | 0.00000 | ||
103 | 2009.09.30 01:02 | close | 51 | 0.33 | 1.45917 | 0.00000 | 0.00000 | -3.07 | 10872.80 |
104 | 2009.09.30 01:02 | close | 52 | 0.33 | 1.45917 | 0.00000 | 0.00000 | 19.47 | 10892.27 |
105 | 2009.09.30 07:00 | buy | 53 | 0.33 | 1.46263 | 0.00000 | 0.00000 | ||
106 | 2009.09.30 08:10 | close | 53 | 0.33 | 1.46334 | 0.00000 | 0.00000 | 23.43 | 10915.70 |
107 | 2009.09.30 23:00 | buy | 54 | 0.33 | 1.46439 | 0.00000 | 0.00000 | ||
108 | 2009.09.30 23:59 | close at stop | 54 | 0.33 | 1.46365 | 0.00000 | 0.00000 | -24.42 | 10891.28 |