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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 213.25 | Gross profit | 213.25 | Gross loss | 0.00 |
Profit factor | Expected payoff | 4.18 | |||
Absolute drawdown | 27.00 | Maximal drawdown | 125.84 (1.24%) | Relative drawdown | 1.24% (125.84) |
Total trades | 51 | Short positions (won %) | 24 (100.00%) | Long positions (won %) | 27 (100.00%) |
Profit trades (% of total) | 51 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.00 | loss trade | 0.00 | |
Average | profit trade | 4.18 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 51 (213.25) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 213.25 (51) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 51 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 04:33 | sell | 1 | 0.10 | 1.44031 | 0.00000 | 1.43981 | ||
2 | 2009.08.06 04:40 | t/p | 1 | 0.10 | 1.43981 | 0.00000 | 1.43981 | 5.00 | 10005.00 |
3 | 2009.08.06 04:40 | sell | 2 | 0.10 | 1.43956 | 0.00000 | 1.43906 | ||
4 | 2009.08.06 04:46 | t/p | 2 | 0.10 | 1.43906 | 0.00000 | 1.43906 | 5.00 | 10010.00 |
5 | 2009.08.06 04:46 | sell | 3 | 0.10 | 1.43856 | 0.00000 | 1.43806 | ||
6 | 2009.08.06 12:15 | modify | 3 | 0.10 | 1.43856 | 1.43849 | 1.43806 | ||
7 | 2009.08.06 12:17 | s/l | 3 | 0.10 | 1.43849 | 1.43849 | 1.43806 | 0.70 | 10010.70 |
8 | 2009.08.12 12:16 | buy | 4 | 0.10 | 1.41637 | 0.00000 | 1.41687 | ||
9 | 2009.08.12 12:50 | t/p | 4 | 0.10 | 1.41687 | 0.00000 | 1.41687 | 5.00 | 10015.70 |
10 | 2009.08.12 12:50 | buy | 5 | 0.10 | 1.41716 | 0.00000 | 1.41766 | ||
11 | 2009.08.12 14:20 | t/p | 5 | 0.10 | 1.41766 | 0.00000 | 1.41766 | 5.00 | 10020.70 |
12 | 2009.08.18 17:15 | buy | 6 | 0.10 | 1.41213 | 0.00000 | 1.41263 | ||
13 | 2009.08.18 17:20 | t/p | 6 | 0.10 | 1.41263 | 0.00000 | 1.41263 | 5.00 | 10025.70 |
14 | 2009.08.18 17:20 | buy | 7 | 0.10 | 1.41275 | 0.00000 | 1.41325 | ||
15 | 2009.08.18 17:45 | t/p | 7 | 0.10 | 1.41325 | 0.00000 | 1.41325 | 5.00 | 10030.70 |
16 | 2009.08.18 17:45 | buy | 8 | 0.10 | 1.41333 | 0.00000 | 1.41383 | ||
17 | 2009.08.18 17:50 | modify | 8 | 0.10 | 1.41333 | 1.41336 | 1.41383 | ||
18 | 2009.08.18 17:57 | s/l | 8 | 0.10 | 1.41336 | 1.41336 | 1.41383 | 0.30 | 10031.00 |
19 | 2009.08.18 17:57 | buy | 9 | 0.10 | 1.41320 | 0.00000 | 1.41370 | ||
20 | 2009.08.18 18:02 | t/p | 9 | 0.10 | 1.41370 | 0.00000 | 1.41370 | 5.00 | 10036.00 |
21 | 2009.08.19 07:20 | sell | 10 | 0.10 | 1.41256 | 0.00000 | 1.41206 | ||
22 | 2009.08.19 07:40 | modify | 10 | 0.10 | 1.41256 | 1.41250 | 1.41206 | ||
23 | 2009.08.19 07:45 | t/p | 10 | 0.10 | 1.41206 | 1.41250 | 1.41206 | 5.00 | 10041.00 |
24 | 2009.08.19 07:45 | sell | 11 | 0.10 | 1.41154 | 0.00000 | 1.41104 | ||
25 | 2009.08.19 07:50 | t/p | 11 | 0.10 | 1.41104 | 0.00000 | 1.41104 | 5.00 | 10046.00 |
26 | 2009.08.19 07:50 | sell | 12 | 0.10 | 1.41075 | 0.00000 | 1.41025 | ||
27 | 2009.08.19 08:15 | modify | 12 | 0.10 | 1.41075 | 1.41059 | 1.41025 | ||
28 | 2009.08.19 08:20 | t/p | 12 | 0.10 | 1.41025 | 1.41059 | 1.41025 | 5.00 | 10051.00 |
29 | 2009.08.19 15:55 | buy | 13 | 0.10 | 1.41481 | 0.00000 | 1.41531 | ||
30 | 2009.08.19 16:05 | t/p | 13 | 0.10 | 1.41531 | 0.00000 | 1.41531 | 5.00 | 10056.00 |
31 | 2009.08.25 07:00 | buy | 14 | 0.10 | 1.43028 | 0.00000 | 1.43078 | ||
32 | 2009.08.25 13:10 | modify | 14 | 0.10 | 1.43028 | 1.43046 | 1.43078 | ||
33 | 2009.08.25 13:12 | s/l | 14 | 0.10 | 1.43046 | 1.43046 | 1.43078 | 1.80 | 10057.80 |
34 | 2009.08.25 13:12 | buy | 15 | 0.10 | 1.43040 | 0.00000 | 1.43090 | ||
35 | 2009.08.25 13:15 | t/p | 15 | 0.10 | 1.43090 | 0.00000 | 1.43090 | 5.00 | 10062.80 |
36 | 2009.08.25 13:15 | buy | 16 | 0.10 | 1.43214 | 0.00000 | 1.43264 | ||
37 | 2009.08.25 13:20 | t/p | 16 | 0.10 | 1.43264 | 0.00000 | 1.43264 | 5.00 | 10067.80 |
38 | 2009.08.25 13:20 | buy | 17 | 0.10 | 1.43345 | 0.00000 | 1.43395 | ||
39 | 2009.08.25 14:45 | t/p | 17 | 0.10 | 1.43395 | 0.00000 | 1.43395 | 5.00 | 10072.80 |
40 | 2009.08.25 21:02 | sell | 18 | 0.10 | 1.43071 | 0.00000 | 1.43021 | ||
41 | 2009.08.25 22:20 | modify | 18 | 0.10 | 1.43071 | 1.43065 | 1.43021 | ||
42 | 2009.08.25 22:27 | s/l | 18 | 0.10 | 1.43065 | 1.43065 | 1.43021 | 0.60 | 10073.40 |
43 | 2009.08.25 22:27 | sell | 19 | 0.10 | 1.43063 | 0.00000 | 1.43013 | ||
44 | 2009.08.25 22:40 | t/p | 19 | 0.10 | 1.43013 | 0.00000 | 1.43013 | 5.00 | 10078.40 |
45 | 2009.08.25 22:40 | sell | 20 | 0.10 | 1.43005 | 0.00000 | 1.42955 | ||
46 | 2009.08.25 22:50 | t/p | 20 | 0.10 | 1.42955 | 0.00000 | 1.42955 | 5.00 | 10083.40 |
47 | 2009.08.25 22:50 | sell | 21 | 0.10 | 1.42916 | 0.00000 | 1.42866 | ||
48 | 2009.08.26 01:20 | t/p | 21 | 0.10 | 1.42866 | 0.00000 | 1.42866 | 4.83 | 10088.23 |
49 | 2009.08.26 07:45 | buy | 22 | 0.10 | 1.43152 | 0.00000 | 1.43202 | ||
50 | 2009.08.26 07:50 | modify | 22 | 0.10 | 1.43152 | 1.43162 | 1.43202 | ||
51 | 2009.08.26 07:52 | s/l | 22 | 0.10 | 1.43162 | 1.43162 | 1.43202 | 1.00 | 10089.23 |
52 | 2009.08.26 07:52 | buy | 23 | 0.10 | 1.43168 | 0.00000 | 1.43218 | ||
53 | 2009.08.26 08:07 | modify | 23 | 0.10 | 1.43168 | 1.43172 | 1.43218 | ||
54 | 2009.08.26 08:10 | s/l | 23 | 0.10 | 1.43172 | 1.43172 | 1.43218 | 0.40 | 10089.63 |
55 | 2009.08.26 13:12 | sell | 24 | 0.10 | 1.42922 | 0.00000 | 1.42872 | ||
56 | 2009.08.26 13:15 | t/p | 24 | 0.10 | 1.42872 | 0.00000 | 1.42872 | 5.00 | 10094.63 |
57 | 2009.09.01 11:32 | sell | 25 | 0.10 | 1.43259 | 0.00000 | 1.43209 | ||
58 | 2009.09.01 12:15 | t/p | 25 | 0.10 | 1.43209 | 0.00000 | 1.43209 | 5.00 | 10099.63 |
59 | 2009.09.01 12:15 | sell | 26 | 0.10 | 1.43178 | 0.00000 | 1.43128 | ||
60 | 2009.09.01 12:20 | t/p | 26 | 0.10 | 1.43128 | 0.00000 | 1.43128 | 5.00 | 10104.63 |
61 | 2009.09.01 12:20 | sell | 27 | 0.10 | 1.43070 | 0.00000 | 1.43020 | ||
62 | 2009.09.01 12:40 | t/p | 27 | 0.10 | 1.43020 | 0.00000 | 1.43020 | 5.00 | 10109.63 |
63 | 2009.09.01 12:40 | sell | 28 | 0.10 | 1.42975 | 0.00000 | 1.42925 | ||
64 | 2009.09.01 12:46 | t/p | 28 | 0.10 | 1.42925 | 0.00000 | 1.42925 | 5.00 | 10114.63 |
65 | 2009.09.01 12:46 | sell | 29 | 0.10 | 1.42870 | 0.00000 | 1.42820 | ||
66 | 2009.09.01 17:10 | modify | 29 | 0.10 | 1.42870 | 1.42860 | 1.42820 | ||
67 | 2009.09.01 17:12 | s/l | 29 | 0.10 | 1.42860 | 1.42860 | 1.42820 | 1.00 | 10115.63 |
68 | 2009.09.03 15:20 | sell | 30 | 0.10 | 1.42747 | 0.00000 | 1.42697 | ||
69 | 2009.09.03 16:10 | modify | 30 | 0.10 | 1.42747 | 1.42734 | 1.42697 | ||
70 | 2009.09.03 16:12 | s/l | 30 | 0.10 | 1.42734 | 1.42734 | 1.42697 | 1.30 | 10116.93 |
71 | 2009.09.03 16:12 | sell | 31 | 0.10 | 1.42733 | 0.00000 | 1.42683 | ||
72 | 2009.09.03 16:15 | t/p | 31 | 0.10 | 1.42683 | 0.00000 | 1.42683 | 5.00 | 10121.93 |
73 | 2009.09.03 16:15 | sell | 32 | 0.10 | 1.42585 | 0.00000 | 1.42535 | ||
74 | 2009.09.03 16:20 | t/p | 32 | 0.10 | 1.42535 | 0.00000 | 1.42535 | 5.00 | 10126.93 |
75 | 2009.09.03 16:20 | sell | 33 | 0.10 | 1.42437 | 0.00000 | 1.42387 | ||
76 | 2009.09.03 20:20 | modify | 33 | 0.10 | 1.42437 | 1.42424 | 1.42387 | ||
77 | 2009.09.03 20:22 | s/l | 33 | 0.10 | 1.42424 | 1.42424 | 1.42387 | 1.30 | 10128.23 |
78 | 2009.09.04 07:40 | buy | 34 | 0.10 | 1.42621 | 0.00000 | 1.42671 | ||
79 | 2009.09.04 07:50 | t/p | 34 | 0.10 | 1.42671 | 0.00000 | 1.42671 | 5.00 | 10133.23 |
80 | 2009.09.04 07:50 | buy | 35 | 0.10 | 1.42694 | 0.00000 | 1.42744 | ||
81 | 2009.09.04 08:40 | t/p | 35 | 0.10 | 1.42744 | 0.00000 | 1.42744 | 5.00 | 10138.23 |
82 | 2009.09.04 18:00 | buy | 36 | 0.10 | 1.42775 | 0.00000 | 1.42825 | ||
83 | 2009.09.04 18:05 | t/p | 36 | 0.10 | 1.42825 | 0.00000 | 1.42825 | 5.00 | 10143.23 |
84 | 2009.09.04 18:05 | buy | 37 | 0.10 | 1.42849 | 0.00000 | 1.42899 | ||
85 | 2009.09.04 18:10 | t/p | 37 | 0.10 | 1.42899 | 0.00000 | 1.42899 | 5.00 | 10148.23 |
86 | 2009.09.04 18:10 | buy | 38 | 0.10 | 1.42991 | 0.00000 | 1.43041 | ||
87 | 2009.09.04 18:15 | t/p | 38 | 0.10 | 1.43041 | 0.00000 | 1.43041 | 5.00 | 10153.23 |
88 | 2009.09.04 18:17 | buy | 39 | 0.10 | 1.43085 | 0.00000 | 1.43135 | ||
89 | 2009.09.04 18:20 | t/p | 39 | 0.10 | 1.43135 | 0.00000 | 1.43135 | 5.00 | 10158.23 |
90 | 2009.09.04 18:27 | buy | 40 | 0.10 | 1.43085 | 0.00000 | 1.43135 | ||
91 | 2009.09.04 18:37 | modify | 40 | 0.10 | 1.43085 | 1.43086 | 1.43135 | ||
92 | 2009.09.04 18:40 | s/l | 40 | 0.10 | 1.43086 | 1.43086 | 1.43135 | 0.10 | 10158.33 |
93 | 2009.09.04 18:40 | buy | 41 | 0.10 | 1.43082 | 0.00000 | 1.43132 | ||
94 | 2009.09.04 19:15 | t/p | 41 | 0.10 | 1.43132 | 0.00000 | 1.43132 | 5.00 | 10163.33 |
95 | 2009.09.11 10:16 | sell | 42 | 0.10 | 1.45800 | 0.00000 | 1.45750 | ||
96 | 2009.09.11 16:15 | t/p | 42 | 0.10 | 1.45750 | 0.00000 | 1.45750 | 5.00 | 10168.33 |
97 | 2009.09.14 10:02 | buy | 43 | 0.10 | 1.45722 | 0.00000 | 1.45772 | ||
98 | 2009.09.14 15:15 | t/p | 43 | 0.10 | 1.45772 | 0.00000 | 1.45772 | 5.00 | 10173.33 |
99 | 2009.09.18 15:10 | buy | 44 | 0.10 | 1.47197 | 0.00000 | 1.47247 | ||
100 | 2009.09.18 15:15 | t/p | 44 | 0.10 | 1.47247 | 0.00000 | 1.47247 | 5.00 | 10178.33 |
101 | 2009.09.18 15:15 | buy | 45 | 0.10 | 1.47281 | 0.00000 | 1.47331 | ||
102 | 2009.09.18 15:20 | t/p | 45 | 0.10 | 1.47331 | 0.00000 | 1.47331 | 5.00 | 10183.33 |
103 | 2009.09.18 15:20 | buy | 46 | 0.10 | 1.47365 | 0.00000 | 1.47415 | ||
104 | 2009.09.22 08:45 | modify | 46 | 0.10 | 1.47365 | 1.47368 | 1.47415 | ||
105 | 2009.09.22 08:50 | t/p | 46 | 0.10 | 1.47415 | 1.47368 | 1.47415 | 4.92 | 10188.25 |
106 | 2009.09.24 08:45 | buy | 47 | 0.10 | 1.47556 | 0.00000 | 1.47606 | ||
107 | 2009.09.24 08:50 | t/p | 47 | 0.10 | 1.47606 | 0.00000 | 1.47606 | 5.00 | 10193.25 |
108 | 2009.09.24 08:50 | buy | 48 | 0.10 | 1.47646 | 0.00000 | 1.47696 | ||
109 | 2009.09.24 11:15 | t/p | 48 | 0.10 | 1.47696 | 0.00000 | 1.47696 | 5.00 | 10198.25 |
110 | 2009.09.30 15:00 | sell | 49 | 0.10 | 1.46034 | 0.00000 | 1.45984 | ||
111 | 2009.09.30 15:02 | t/p | 49 | 0.10 | 1.45984 | 0.00000 | 1.45984 | 5.00 | 10203.25 |
112 | 2009.09.30 15:02 | sell | 50 | 0.10 | 1.45961 | 0.00000 | 1.45911 | ||
113 | 2009.09.30 15:50 | t/p | 50 | 0.10 | 1.45911 | 0.00000 | 1.45911 | 5.00 | 10208.25 |
114 | 2009.09.30 15:50 | sell | 51 | 0.10 | 1.45895 | 0.00000 | 1.45845 | ||
115 | 2009.09.30 16:02 | t/p | 51 | 0.10 | 1.45845 | 0.00000 | 1.45845 | 5.00 | 10213.25 |