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 | ma_fast=8; ma_slow=21; ma_method=1; stop_loss=110; take_profit=370; TrailingStop=110; applied_price=0; ma_shifft=0; Lots=0.1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -149.34 | Gross profit | 279.83 | Gross loss | -429.17 |
| Profit factor | 0.65 | Expected payoff | -2.77 | ||
| Absolute drawdown | 185.54 | Maximal drawdown | 196.14 (1.96%) | Relative drawdown | 1.96% (196.14) |
| Total trades | 54 | Short positions (won %) | 27 (25.93%) | Long positions (won %) | 27 (29.63%) |
| Profit trades (% of total) | 15 (27.78%) | Loss trades (% of total) | 39 (72.22%) | ||
| Largest | profit trade | 37.00 | loss trade | -11.17 | |
| Average | profit trade | 18.66 | loss trade | -11.00 | |
| Maximum | consecutive wins (profit in money) | 4 (71.40) | consecutive losses (loss in money) | 8 (-88.00) | |
| Maximal | consecutive profit (count of wins) | 71.40 (4) | consecutive loss (count of losses) | -88.00 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 09:00 | sell | 1 | 0.10 | 1.43816 | 1.43926 | 1.43446 | ||
| 2 | 2009.08.05 09:20 | s/l | 1 | 0.10 | 1.43926 | 1.43926 | 1.43446 | -11.00 | 9989.00 |
| 3 | 2009.08.05 10:00 | buy | 2 | 0.10 | 1.44028 | 1.43918 | 1.44398 | ||
| 4 | 2009.08.05 10:50 | s/l | 2 | 0.10 | 1.43918 | 1.43918 | 1.44398 | -11.00 | 9978.00 |
| 5 | 2009.08.05 11:00 | sell | 3 | 0.10 | 1.43905 | 1.44015 | 1.43535 | ||
| 6 | 2009.08.05 11:20 | s/l | 3 | 0.10 | 1.44015 | 1.44015 | 1.43535 | -11.00 | 9967.00 |
| 7 | 2009.08.05 14:00 | buy | 4 | 0.10 | 1.44187 | 1.44077 | 1.44557 | ||
| 8 | 2009.08.05 14:15 | s/l | 4 | 0.10 | 1.44077 | 1.44077 | 1.44557 | -11.00 | 9956.00 |
| 9 | 2009.08.05 16:00 | sell | 5 | 0.10 | 1.43865 | 1.43975 | 1.43495 | ||
| 10 | 2009.08.05 17:20 | s/l | 5 | 0.10 | 1.43975 | 1.43975 | 1.43495 | -11.00 | 9945.00 |
| 11 | 2009.08.05 19:00 | buy | 6 | 0.10 | 1.44187 | 1.44077 | 1.44557 | ||
| 12 | 2009.08.05 19:07 | s/l | 6 | 0.10 | 1.44077 | 1.44077 | 1.44557 | -11.00 | 9934.00 |
| 13 | 2009.08.06 09:00 | sell | 7 | 0.10 | 1.43932 | 1.44042 | 1.43562 | ||
| 14 | 2009.08.06 09:20 | s/l | 7 | 0.10 | 1.44042 | 1.44042 | 1.43562 | -11.00 | 9923.00 |
| 15 | 2009.08.11 14:00 | buy | 8 | 0.10 | 1.41701 | 1.41591 | 1.42071 | ||
| 16 | 2009.08.11 14:50 | s/l | 8 | 0.10 | 1.41591 | 1.41591 | 1.42071 | -11.00 | 9912.00 |
| 17 | 2009.08.11 15:00 | sell | 9 | 0.10 | 1.41288 | 1.41398 | 1.40918 | ||
| 18 | 2009.08.11 16:20 | modify | 9 | 0.10 | 1.41288 | 1.41231 | 1.40918 | ||
| 19 | 2009.08.11 16:27 | s/l | 9 | 0.10 | 1.41231 | 1.41231 | 1.40918 | 5.70 | 9917.70 |
| 20 | 2009.08.12 03:00 | buy | 10 | 0.10 | 1.41602 | 1.41492 | 1.41972 | ||
| 21 | 2009.08.12 03:46 | s/l | 10 | 0.10 | 1.41492 | 1.41492 | 1.41972 | -11.00 | 9906.70 |
| 22 | 2009.08.12 04:00 | sell | 11 | 0.10 | 1.41490 | 1.41600 | 1.41120 | ||
| 23 | 2009.08.12 07:50 | modify | 11 | 0.10 | 1.41490 | 1.41452 | 1.41120 | ||
| 24 | 2009.08.12 08:15 | modify | 11 | 0.10 | 1.41490 | 1.41437 | 1.41120 | ||
| 25 | 2009.08.12 08:20 | modify | 11 | 0.10 | 1.41490 | 1.41371 | 1.41120 | ||
| 26 | 2009.08.12 08:37 | s/l | 11 | 0.10 | 1.41371 | 1.41371 | 1.41120 | 11.90 | 9918.60 |
| 27 | 2009.08.12 16:00 | buy | 12 | 0.10 | 1.41940 | 1.41830 | 1.42310 | ||
| 28 | 2009.08.12 17:00 | modify | 12 | 0.10 | 1.41940 | 1.42006 | 1.42310 | ||
| 29 | 2009.08.12 17:07 | modify | 12 | 0.10 | 1.41940 | 1.42008 | 1.42310 | ||
| 30 | 2009.08.12 17:15 | s/l | 12 | 0.10 | 1.42008 | 1.42008 | 1.42310 | 6.80 | 9925.40 |
| 31 | 2009.08.14 17:00 | sell | 13 | 0.10 | 1.42350 | 1.42460 | 1.41980 | ||
| 32 | 2009.08.14 17:03 | s/l | 13 | 0.10 | 1.42460 | 1.42460 | 1.41980 | -11.00 | 9914.40 |
| 33 | 2009.08.18 09:00 | buy | 14 | 0.10 | 1.41309 | 1.41199 | 1.41679 | ||
| 34 | 2009.08.18 10:03 | s/l | 14 | 0.10 | 1.41199 | 1.41199 | 1.41679 | -11.00 | 9903.40 |
| 35 | 2009.08.18 15:00 | sell | 15 | 0.10 | 1.40798 | 1.40908 | 1.40428 | ||
| 36 | 2009.08.18 15:32 | s/l | 15 | 0.10 | 1.40908 | 1.40908 | 1.40428 | -11.00 | 9892.40 |
| 37 | 2009.08.18 19:00 | buy | 16 | 0.10 | 1.41243 | 1.41133 | 1.41613 | ||
| 38 | 2009.08.18 19:32 | s/l | 16 | 0.10 | 1.41133 | 1.41133 | 1.41613 | -11.00 | 9881.40 |
| 39 | 2009.08.19 10:00 | sell | 17 | 0.10 | 1.40967 | 1.41077 | 1.40597 | ||
| 40 | 2009.08.19 10:32 | s/l | 17 | 0.10 | 1.41077 | 1.41077 | 1.40597 | -11.00 | 9870.40 |
| 41 | 2009.08.19 17:00 | buy | 18 | 0.10 | 1.42182 | 1.42072 | 1.42552 | ||
| 42 | 2009.08.19 17:50 | t/p | 18 | 0.10 | 1.42552 | 1.42072 | 1.42552 | 37.00 | 9907.40 |
| 43 | 2009.08.21 08:00 | sell | 19 | 0.10 | 1.42310 | 1.42420 | 1.41940 | ||
| 44 | 2009.08.21 08:45 | s/l | 19 | 0.10 | 1.42420 | 1.42420 | 1.41940 | -11.00 | 9896.40 |
| 45 | 2009.08.21 09:00 | buy | 20 | 0.10 | 1.42451 | 1.42341 | 1.42821 | ||
| 46 | 2009.08.21 09:45 | t/p | 20 | 0.10 | 1.42821 | 1.42341 | 1.42821 | 37.00 | 9933.40 |
| 47 | 2009.08.24 12:00 | sell | 21 | 0.10 | 1.43008 | 1.43118 | 1.42638 | ||
| 48 | 2009.08.24 12:20 | s/l | 21 | 0.10 | 1.43118 | 1.43118 | 1.42638 | -11.00 | 9922.40 |
| 49 | 2009.08.24 14:00 | buy | 22 | 0.10 | 1.43295 | 1.43185 | 1.43665 | ||
| 50 | 2009.08.24 14:20 | s/l | 22 | 0.10 | 1.43185 | 1.43185 | 1.43665 | -11.00 | 9911.40 |
| 51 | 2009.08.24 21:00 | sell | 23 | 0.10 | 1.42879 | 1.42989 | 1.42509 | ||
| 52 | 2009.08.24 21:32 | s/l | 23 | 0.10 | 1.42989 | 1.42989 | 1.42509 | -11.00 | 9900.40 |
| 53 | 2009.08.25 15:00 | buy | 24 | 0.10 | 1.43426 | 1.43316 | 1.43796 | ||
| 54 | 2009.08.25 16:02 | modify | 24 | 0.10 | 1.43426 | 1.43453 | 1.43796 | ||
| 55 | 2009.08.25 16:07 | modify | 24 | 0.10 | 1.43426 | 1.43497 | 1.43796 | ||
| 56 | 2009.08.25 16:10 | s/l | 24 | 0.10 | 1.43497 | 1.43497 | 1.43796 | 7.10 | 9907.50 |
| 57 | 2009.08.26 01:00 | sell | 25 | 0.10 | 1.43009 | 1.43119 | 1.42639 | ||
| 58 | 2009.08.26 02:00 | modify | 25 | 0.10 | 1.43009 | 1.42958 | 1.42639 | ||
| 59 | 2009.08.26 02:02 | modify | 25 | 0.10 | 1.43009 | 1.42943 | 1.42639 | ||
| 60 | 2009.08.26 02:07 | modify | 25 | 0.10 | 1.43009 | 1.42931 | 1.42639 | ||
| 61 | 2009.08.26 02:20 | s/l | 25 | 0.10 | 1.42931 | 1.42931 | 1.42639 | 7.80 | 9915.30 |
| 62 | 2009.08.26 09:00 | buy | 26 | 0.10 | 1.43119 | 1.43009 | 1.43489 | ||
| 63 | 2009.08.26 10:00 | modify | 26 | 0.10 | 1.43119 | 1.43254 | 1.43489 | ||
| 64 | 2009.08.26 10:02 | modify | 26 | 0.10 | 1.43119 | 1.43348 | 1.43489 | ||
| 65 | 2009.08.26 10:07 | t/p | 26 | 0.10 | 1.43489 | 1.43348 | 1.43489 | 37.00 | 9952.30 |
| 66 | 2009.08.26 14:00 | sell | 27 | 0.10 | 1.42778 | 1.42888 | 1.42408 | ||
| 67 | 2009.08.26 15:15 | modify | 27 | 0.10 | 1.42778 | 1.42732 | 1.42408 | ||
| 68 | 2009.08.26 15:20 | modify | 27 | 0.10 | 1.42778 | 1.42583 | 1.42408 | ||
| 69 | 2009.08.26 15:27 | s/l | 27 | 0.10 | 1.42583 | 1.42583 | 1.42408 | 19.50 | 9971.80 |
| 70 | 2009.08.27 14:00 | buy | 28 | 0.10 | 1.42800 | 1.42690 | 1.43170 | ||
| 71 | 2009.08.27 14:20 | s/l | 28 | 0.10 | 1.42690 | 1.42690 | 1.43170 | -11.00 | 9960.80 |
| 72 | 2009.08.27 16:00 | sell | 29 | 0.10 | 1.42291 | 1.42401 | 1.41921 | ||
| 73 | 2009.08.27 16:20 | s/l | 29 | 0.10 | 1.42401 | 1.42401 | 1.41921 | -11.00 | 9949.80 |
| 74 | 2009.08.27 19:00 | buy | 30 | 0.10 | 1.42690 | 1.42580 | 1.43060 | ||
| 75 | 2009.08.27 19:20 | s/l | 30 | 0.10 | 1.42580 | 1.42580 | 1.43060 | -11.00 | 9938.80 |
| 76 | 2009.08.28 21:00 | sell | 31 | 0.10 | 1.42862 | 1.42972 | 1.42492 | ||
| 77 | 2009.08.28 21:20 | s/l | 31 | 0.10 | 1.42972 | 1.42972 | 1.42492 | -11.00 | 9927.80 |
| 78 | 2009.08.31 18:00 | buy | 32 | 0.10 | 1.43550 | 1.43440 | 1.43920 | ||
| 79 | 2009.08.31 18:50 | s/l | 32 | 0.10 | 1.43440 | 1.43440 | 1.43920 | -11.00 | 9916.80 |
| 80 | 2009.09.01 14:00 | sell | 33 | 0.10 | 1.43101 | 1.43211 | 1.42731 | ||
| 81 | 2009.09.01 14:20 | s/l | 33 | 0.10 | 1.43211 | 1.43211 | 1.42731 | -11.00 | 9905.80 |
| 82 | 2009.09.02 19:00 | buy | 34 | 0.10 | 1.42922 | 1.42812 | 1.43292 | ||
| 83 | 2009.09.02 19:15 | s/l | 34 | 0.10 | 1.42812 | 1.42812 | 1.43292 | -11.00 | 9894.80 |
| 84 | 2009.09.03 20:00 | sell | 35 | 0.10 | 1.42569 | 1.42679 | 1.42199 | ||
| 85 | 2009.09.04 03:15 | modify | 35 | 0.10 | 1.42569 | 1.42563 | 1.42199 | ||
| 86 | 2009.09.04 03:20 | modify | 35 | 0.10 | 1.42569 | 1.42512 | 1.42199 | ||
| 87 | 2009.09.04 04:07 | s/l | 35 | 0.10 | 1.42512 | 1.42512 | 1.42199 | 5.53 | 9900.33 |
| 88 | 2009.09.04 10:00 | buy | 36 | 0.10 | 1.42738 | 1.42628 | 1.43108 | ||
| 89 | 2009.09.04 11:50 | s/l | 36 | 0.10 | 1.42628 | 1.42628 | 1.43108 | -11.00 | 9889.33 |
| 90 | 2009.09.04 15:00 | sell | 37 | 0.10 | 1.42181 | 1.42291 | 1.41811 | ||
| 91 | 2009.09.04 16:20 | s/l | 37 | 0.10 | 1.42291 | 1.42291 | 1.41811 | -11.00 | 9878.33 |
| 92 | 2009.09.04 19:00 | buy | 38 | 0.10 | 1.43084 | 1.42974 | 1.43454 | ||
| 93 | 2009.09.04 20:16 | modify | 38 | 0.10 | 1.43084 | 1.43086 | 1.43454 | ||
| 94 | 2009.09.04 20:45 | s/l | 38 | 0.10 | 1.43086 | 1.43086 | 1.43454 | 0.20 | 9878.53 |
| 95 | 2009.09.11 20:00 | sell | 39 | 0.10 | 1.45737 | 1.45847 | 1.45367 | ||
| 96 | 2009.09.11 20:15 | s/l | 39 | 0.10 | 1.45847 | 1.45847 | 1.45367 | -11.00 | 9867.53 |
| 97 | 2009.09.11 21:00 | buy | 40 | 0.10 | 1.45961 | 1.45851 | 1.46331 | ||
| 98 | 2009.09.11 21:15 | s/l | 40 | 0.10 | 1.45851 | 1.45851 | 1.46331 | -11.00 | 9856.53 |
| 99 | 2009.09.11 22:00 | sell | 41 | 0.10 | 1.45815 | 1.45925 | 1.45445 | ||
| 100 | 2009.09.14 00:00 | s/l | 41 | 0.10 | 1.45925 | 1.45925 | 1.45445 | -11.17 | 9845.36 |
| 101 | 2009.09.14 16:00 | buy | 42 | 0.10 | 1.46236 | 1.46126 | 1.46606 | ||
| 102 | 2009.09.14 16:20 | s/l | 42 | 0.10 | 1.46126 | 1.46126 | 1.46606 | -11.00 | 9834.36 |
| 103 | 2009.09.15 15:00 | sell | 43 | 0.10 | 1.45788 | 1.45898 | 1.45418 | ||
| 104 | 2009.09.15 15:15 | s/l | 43 | 0.10 | 1.45898 | 1.45898 | 1.45418 | -11.00 | 9823.36 |
| 105 | 2009.09.15 19:00 | buy | 44 | 0.10 | 1.46387 | 1.46277 | 1.46757 | ||
| 106 | 2009.09.15 19:50 | t/p | 44 | 0.10 | 1.46757 | 1.46277 | 1.46757 | 37.00 | 9860.36 |
| 107 | 2009.09.18 04:00 | sell | 45 | 0.10 | 1.46982 | 1.47092 | 1.46612 | ||
| 108 | 2009.09.18 04:15 | s/l | 45 | 0.10 | 1.47092 | 1.47092 | 1.46612 | -11.00 | 9849.36 |
| 109 | 2009.09.18 21:00 | buy | 46 | 0.10 | 1.47223 | 1.47113 | 1.47593 | ||
| 110 | 2009.09.18 21:50 | s/l | 46 | 0.10 | 1.47113 | 1.47113 | 1.47593 | -11.00 | 9838.36 |
| 111 | 2009.09.18 22:00 | sell | 47 | 0.10 | 1.47010 | 1.47120 | 1.46640 | ||
| 112 | 2009.09.18 22:59 | s/l | 47 | 0.10 | 1.47120 | 1.47120 | 1.46640 | -11.00 | 9827.36 |
| 113 | 2009.09.22 02:00 | buy | 48 | 0.10 | 1.46844 | 1.46734 | 1.47214 | ||
| 114 | 2009.09.22 03:00 | modify | 48 | 0.10 | 1.46844 | 1.46895 | 1.47214 | ||
| 115 | 2009.09.22 03:02 | modify | 48 | 0.10 | 1.46844 | 1.46898 | 1.47214 | ||
| 116 | 2009.09.22 03:05 | modify | 48 | 0.10 | 1.46844 | 1.46915 | 1.47214 | ||
| 117 | 2009.09.22 03:10 | modify | 48 | 0.10 | 1.46844 | 1.46964 | 1.47214 | ||
| 118 | 2009.09.22 03:15 | modify | 48 | 0.10 | 1.46844 | 1.47013 | 1.47214 | ||
| 119 | 2009.09.22 03:20 | modify | 48 | 0.10 | 1.46844 | 1.47062 | 1.47214 | ||
| 120 | 2009.09.22 03:32 | modify | 48 | 0.10 | 1.46844 | 1.47065 | 1.47214 | ||
| 121 | 2009.09.22 03:37 | modify | 48 | 0.10 | 1.46844 | 1.47077 | 1.47214 | ||
| 122 | 2009.09.22 03:50 | s/l | 48 | 0.10 | 1.47077 | 1.47077 | 1.47214 | 23.30 | 9850.66 |
| 123 | 2009.09.23 16:00 | sell | 49 | 0.10 | 1.47657 | 1.47767 | 1.47287 | ||
| 124 | 2009.09.23 16:15 | s/l | 49 | 0.10 | 1.47767 | 1.47767 | 1.47287 | -11.00 | 9839.66 |
| 125 | 2009.09.24 12:00 | buy | 50 | 0.10 | 1.47840 | 1.47730 | 1.48210 | ||
| 126 | 2009.09.24 12:20 | s/l | 50 | 0.10 | 1.47730 | 1.47730 | 1.48210 | -11.00 | 9828.66 |
| 127 | 2009.09.24 17:00 | sell | 51 | 0.10 | 1.47068 | 1.47178 | 1.46698 | ||
| 128 | 2009.09.24 18:20 | modify | 51 | 0.10 | 1.47068 | 1.46998 | 1.46698 | ||
| 129 | 2009.09.24 18:37 | s/l | 51 | 0.10 | 1.46998 | 1.46998 | 1.46698 | 7.00 | 9835.66 |
| 130 | 2009.09.28 01:00 | buy | 52 | 0.10 | 1.47054 | 1.46944 | 1.47424 | ||
| 131 | 2009.09.28 01:20 | s/l | 52 | 0.10 | 1.46944 | 1.46944 | 1.47424 | -11.00 | 9824.66 |
| 132 | 2009.09.28 03:00 | sell | 53 | 0.10 | 1.46441 | 1.46551 | 1.46071 | ||
| 133 | 2009.09.28 03:45 | t/p | 53 | 0.10 | 1.46071 | 1.46551 | 1.46071 | 37.00 | 9861.66 |
| 134 | 2009.09.30 04:00 | buy | 54 | 0.10 | 1.46256 | 1.46146 | 1.46626 | ||
| 135 | 2009.09.30 05:20 | s/l | 54 | 0.10 | 1.46146 | 1.46146 | 1.46626 | -11.00 | 9850.66 |