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 | extRperiod=48; extQualforHowLong=5; extLots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -47.82 | Gross profit | 132.18 | Gross loss | -180.00 |
Profit factor | 0.73 | Expected payoff | -1.04 | ||
Absolute drawdown | 75.32 | Maximal drawdown | 105.60 (1.05%) | Relative drawdown | 1.05% (105.60) |
Total trades | 46 | Short positions (won %) | 23 (13.04%) | Long positions (won %) | 23 (30.43%) |
Profit trades (% of total) | 10 (21.74%) | Loss trades (% of total) | 36 (78.26%) | ||
Largest | profit trade | 24.00 | loss trade | -5.00 | |
Average | profit trade | 13.22 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 2 (30.78) | consecutive losses (loss in money) | 8 (-40.00) | |
Maximal | consecutive profit (count of wins) | 30.78 (2) | consecutive loss (count of losses) | -40.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 16:00 | sell | 1 | 0.10 | 1.44075 | 1.44125 | 0.00000 | ||
2 | 2009.08.04 16:02 | s/l | 1 | 0.10 | 1.44125 | 1.44125 | 0.00000 | -5.00 | 9995.00 |
3 | 2009.08.05 07:00 | sell | 2 | 0.10 | 1.44059 | 1.44109 | 0.00000 | ||
4 | 2009.08.05 08:00 | close | 2 | 0.10 | 1.43842 | 1.44109 | 0.00000 | 21.70 | 10016.70 |
5 | 2009.08.05 23:00 | buy | 3 | 0.10 | 1.44038 | 1.43988 | 0.00000 | ||
6 | 2009.08.06 00:00 | close | 3 | 0.10 | 1.44130 | 1.43988 | 0.00000 | 9.08 | 10025.78 |
7 | 2009.08.06 09:00 | sell | 4 | 0.10 | 1.43932 | 1.43982 | 0.00000 | ||
8 | 2009.08.06 09:15 | s/l | 4 | 0.10 | 1.43982 | 1.43982 | 0.00000 | -5.00 | 10020.78 |
9 | 2009.08.06 16:00 | sell | 5 | 0.10 | 1.43658 | 1.43708 | 0.00000 | ||
10 | 2009.08.06 16:07 | s/l | 5 | 0.10 | 1.43708 | 1.43708 | 0.00000 | -5.00 | 10015.78 |
11 | 2009.08.11 12:00 | buy | 6 | 0.10 | 1.41546 | 1.41496 | 0.00000 | ||
12 | 2009.08.11 12:20 | s/l | 6 | 0.10 | 1.41496 | 1.41496 | 0.00000 | -5.00 | 10010.78 |
13 | 2009.08.11 22:00 | sell | 7 | 0.10 | 1.41503 | 1.41553 | 0.00000 | ||
14 | 2009.08.11 22:15 | s/l | 7 | 0.10 | 1.41553 | 1.41553 | 0.00000 | -5.00 | 10005.78 |
15 | 2009.08.12 05:00 | buy | 8 | 0.10 | 1.41441 | 1.41391 | 0.00000 | ||
16 | 2009.08.12 05:50 | s/l | 8 | 0.10 | 1.41391 | 1.41391 | 0.00000 | -5.00 | 10000.78 |
17 | 2009.08.12 16:00 | buy | 9 | 0.10 | 1.41925 | 1.41875 | 0.00000 | ||
18 | 2009.08.12 16:02 | s/l | 9 | 0.10 | 1.41875 | 1.41875 | 0.00000 | -5.00 | 9995.78 |
19 | 2009.08.14 11:00 | sell | 10 | 0.10 | 1.42823 | 1.42873 | 0.00000 | ||
20 | 2009.08.14 12:00 | close | 10 | 0.10 | 1.42767 | 1.42873 | 0.00000 | 5.60 | 10001.38 |
21 | 2009.08.18 12:00 | buy | 11 | 0.10 | 1.41201 | 1.41151 | 0.00000 | ||
22 | 2009.08.18 12:20 | s/l | 11 | 0.10 | 1.41151 | 1.41151 | 0.00000 | -5.00 | 9996.38 |
23 | 2009.08.19 14:00 | sell | 12 | 0.10 | 1.41258 | 1.41308 | 0.00000 | ||
24 | 2009.08.19 14:07 | s/l | 12 | 0.10 | 1.41308 | 1.41308 | 0.00000 | -5.00 | 9991.38 |
25 | 2009.08.19 20:00 | buy | 13 | 0.10 | 1.42562 | 1.42512 | 0.00000 | ||
26 | 2009.08.19 20:15 | s/l | 13 | 0.10 | 1.42512 | 1.42512 | 0.00000 | -5.00 | 9986.38 |
27 | 2009.08.21 14:00 | buy | 14 | 0.10 | 1.43360 | 1.43310 | 0.00000 | ||
28 | 2009.08.21 14:03 | s/l | 14 | 0.10 | 1.43310 | 1.43310 | 0.00000 | -5.00 | 9981.38 |
29 | 2009.08.24 13:00 | sell | 15 | 0.10 | 1.43075 | 1.43125 | 0.00000 | ||
30 | 2009.08.24 13:10 | s/l | 15 | 0.10 | 1.43125 | 1.43125 | 0.00000 | -5.00 | 9976.38 |
31 | 2009.08.24 21:00 | sell | 16 | 0.10 | 1.42879 | 1.42929 | 0.00000 | ||
32 | 2009.08.24 21:15 | s/l | 16 | 0.10 | 1.42929 | 1.42929 | 0.00000 | -5.00 | 9971.38 |
33 | 2009.08.25 18:00 | buy | 17 | 0.10 | 1.43299 | 1.43249 | 0.00000 | ||
34 | 2009.08.25 18:02 | s/l | 17 | 0.10 | 1.43249 | 1.43249 | 0.00000 | -5.00 | 9966.38 |
35 | 2009.08.26 07:00 | buy | 18 | 0.10 | 1.42959 | 1.42909 | 0.00000 | ||
36 | 2009.08.26 08:00 | close | 18 | 0.10 | 1.43156 | 1.42909 | 0.00000 | 19.70 | 9986.08 |
37 | 2009.08.26 17:00 | sell | 19 | 0.10 | 1.42307 | 1.42357 | 0.00000 | ||
38 | 2009.08.26 17:07 | s/l | 19 | 0.10 | 1.42357 | 1.42357 | 0.00000 | -5.00 | 9981.08 |
39 | 2009.08.27 22:00 | buy | 20 | 0.10 | 1.43579 | 1.43529 | 0.00000 | ||
40 | 2009.08.27 22:33 | s/l | 20 | 0.10 | 1.43529 | 1.43529 | 0.00000 | -5.00 | 9976.08 |
41 | 2009.08.31 02:00 | sell | 21 | 0.10 | 1.43026 | 1.43076 | 0.00000 | ||
42 | 2009.08.31 02:07 | s/l | 21 | 0.10 | 1.43076 | 1.43076 | 0.00000 | -5.00 | 9971.08 |
43 | 2009.09.01 02:00 | buy | 22 | 0.10 | 1.43358 | 1.43308 | 0.00000 | ||
44 | 2009.09.01 02:20 | s/l | 22 | 0.10 | 1.43308 | 1.43308 | 0.00000 | -5.00 | 9966.08 |
45 | 2009.09.01 22:00 | sell | 23 | 0.10 | 1.42164 | 1.42214 | 0.00000 | ||
46 | 2009.09.01 22:15 | s/l | 23 | 0.10 | 1.42214 | 1.42214 | 0.00000 | -5.00 | 9961.08 |
47 | 2009.09.02 22:00 | buy | 24 | 0.10 | 1.42721 | 1.42671 | 0.00000 | ||
48 | 2009.09.02 22:15 | s/l | 24 | 0.10 | 1.42671 | 1.42671 | 0.00000 | -5.00 | 9956.08 |
49 | 2009.09.03 23:00 | sell | 25 | 0.10 | 1.42507 | 1.42557 | 0.00000 | ||
50 | 2009.09.03 23:10 | s/l | 25 | 0.10 | 1.42557 | 1.42557 | 0.00000 | -5.00 | 9951.08 |
51 | 2009.09.04 14:00 | sell | 26 | 0.10 | 1.42628 | 1.42678 | 0.00000 | ||
52 | 2009.09.04 14:07 | s/l | 26 | 0.10 | 1.42678 | 1.42678 | 0.00000 | -5.00 | 9946.08 |
53 | 2009.09.07 00:00 | buy | 27 | 0.10 | 1.43061 | 1.43011 | 0.00000 | ||
54 | 2009.09.07 01:00 | close | 27 | 0.10 | 1.43137 | 1.43011 | 0.00000 | 7.60 | 9953.68 |
55 | 2009.09.08 12:00 | buy | 28 | 0.10 | 1.44665 | 1.44615 | 0.00000 | ||
56 | 2009.09.08 12:02 | s/l | 28 | 0.10 | 1.44615 | 1.44615 | 0.00000 | -5.00 | 9948.68 |
57 | 2009.09.10 06:00 | sell | 29 | 0.10 | 1.45744 | 1.45794 | 0.00000 | ||
58 | 2009.09.10 06:20 | s/l | 29 | 0.10 | 1.45794 | 1.45794 | 0.00000 | -5.00 | 9943.68 |
59 | 2009.09.10 21:00 | buy | 30 | 0.10 | 1.45837 | 1.45787 | 0.00000 | ||
60 | 2009.09.10 21:03 | s/l | 30 | 0.10 | 1.45787 | 1.45787 | 0.00000 | -5.00 | 9938.68 |
61 | 2009.09.11 18:00 | buy | 31 | 0.10 | 1.45857 | 1.45807 | 0.00000 | ||
62 | 2009.09.11 18:15 | s/l | 31 | 0.10 | 1.45807 | 1.45807 | 0.00000 | -5.00 | 9933.68 |
63 | 2009.09.14 00:00 | sell | 32 | 0.10 | 1.45946 | 1.45996 | 0.00000 | ||
64 | 2009.09.14 01:00 | close | 32 | 0.10 | 1.45828 | 1.45996 | 0.00000 | 11.80 | 9945.48 |
65 | 2009.09.14 20:00 | buy | 33 | 0.10 | 1.46007 | 1.45957 | 0.00000 | ||
66 | 2009.09.14 21:00 | close | 33 | 0.10 | 1.46133 | 1.45957 | 0.00000 | 12.60 | 9958.08 |
67 | 2009.09.15 20:00 | buy | 34 | 0.10 | 1.46806 | 1.46756 | 0.00000 | ||
68 | 2009.09.15 20:15 | s/l | 34 | 0.10 | 1.46756 | 1.46756 | 0.00000 | -5.00 | 9953.08 |
69 | 2009.09.16 18:00 | buy | 35 | 0.10 | 1.46976 | 1.46926 | 0.00000 | ||
70 | 2009.09.16 19:00 | close | 35 | 0.10 | 1.47001 | 1.46926 | 0.00000 | 2.50 | 9955.58 |
71 | 2009.09.18 00:00 | buy | 36 | 0.10 | 1.47447 | 1.47397 | 0.00000 | ||
72 | 2009.09.18 00:10 | s/l | 36 | 0.10 | 1.47397 | 1.47397 | 0.00000 | -5.00 | 9950.58 |
73 | 2009.09.18 07:00 | sell | 37 | 0.10 | 1.47225 | 1.47275 | 0.00000 | ||
74 | 2009.09.18 07:50 | s/l | 37 | 0.10 | 1.47275 | 1.47275 | 0.00000 | -5.00 | 9945.58 |
75 | 2009.09.21 03:00 | sell | 38 | 0.10 | 1.47027 | 1.47077 | 0.00000 | ||
76 | 2009.09.21 03:07 | s/l | 38 | 0.10 | 1.47077 | 1.47077 | 0.00000 | -5.00 | 9940.58 |
77 | 2009.09.22 02:00 | buy | 39 | 0.10 | 1.46829 | 1.46779 | 0.00000 | ||
78 | 2009.09.22 03:00 | close | 39 | 0.10 | 1.47005 | 1.46779 | 0.00000 | 17.60 | 9958.18 |
79 | 2009.09.23 16:00 | sell | 40 | 0.10 | 1.47657 | 1.47707 | 0.00000 | ||
80 | 2009.09.23 16:10 | s/l | 40 | 0.10 | 1.47707 | 1.47707 | 0.00000 | -5.00 | 9953.18 |
81 | 2009.09.24 20:00 | sell | 41 | 0.10 | 1.46383 | 1.46433 | 0.00000 | ||
82 | 2009.09.24 20:07 | s/l | 41 | 0.10 | 1.46433 | 1.46433 | 0.00000 | -5.00 | 9948.18 |
83 | 2009.09.28 07:00 | sell | 42 | 0.10 | 1.45908 | 1.45958 | 0.00000 | ||
84 | 2009.09.28 07:15 | s/l | 42 | 0.10 | 1.45958 | 1.45958 | 0.00000 | -5.00 | 9943.18 |
85 | 2009.09.28 16:00 | buy | 43 | 0.10 | 1.46526 | 1.46476 | 0.00000 | ||
86 | 2009.09.28 16:45 | s/l | 43 | 0.10 | 1.46476 | 1.46476 | 0.00000 | -5.00 | 9938.18 |
87 | 2009.09.28 23:00 | sell | 44 | 0.10 | 1.46218 | 1.46268 | 0.00000 | ||
88 | 2009.09.28 23:10 | s/l | 44 | 0.10 | 1.46268 | 1.46268 | 0.00000 | -5.00 | 9933.18 |
89 | 2009.09.29 14:00 | sell | 45 | 0.10 | 1.45484 | 1.45534 | 0.00000 | ||
90 | 2009.09.29 14:15 | s/l | 45 | 0.10 | 1.45534 | 1.45534 | 0.00000 | -5.00 | 9928.18 |
91 | 2009.09.30 03:00 | buy | 46 | 0.10 | 1.45992 | 1.45942 | 0.00000 | ||
92 | 2009.09.30 04:00 | close | 46 | 0.10 | 1.46232 | 1.45942 | 0.00000 | 24.00 | 9952.18 |