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 | 202.12 | Gross profit | 202.12 | Gross loss | 0.00 |
Profit factor | Expected payoff | 4.12 | |||
Absolute drawdown | 27.30 | Maximal drawdown | 126.14 (1.24%) | Relative drawdown | 1.24% (126.14) |
Total trades | 49 | Short positions (won %) | 24 (100.00%) | Long positions (won %) | 25 (100.00%) |
Profit trades (% of total) | 49 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.00 | loss trade | 0.00 | |
Average | profit trade | 4.12 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 49 (202.12) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 202.12 (49) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 49 | 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 | 1.43852 | 1.43806 | ||
7 | 2009.08.06 12:17 | s/l | 3 | 0.10 | 1.43852 | 1.43852 | 1.43806 | 0.40 | 10010.40 |
8 | 2009.08.12 12:16 | buy | 4 | 0.10 | 1.41640 | 0.00000 | 1.41690 | ||
9 | 2009.08.12 12:50 | t/p | 4 | 0.10 | 1.41690 | 0.00000 | 1.41690 | 5.00 | 10015.40 |
10 | 2009.08.12 12:50 | buy | 5 | 0.10 | 1.41719 | 0.00000 | 1.41769 | ||
11 | 2009.08.12 14:20 | t/p | 5 | 0.10 | 1.41769 | 0.00000 | 1.41769 | 5.00 | 10020.40 |
12 | 2009.08.18 17:15 | buy | 6 | 0.10 | 1.41216 | 0.00000 | 1.41266 | ||
13 | 2009.08.18 17:20 | t/p | 6 | 0.10 | 1.41266 | 0.00000 | 1.41266 | 5.00 | 10025.40 |
14 | 2009.08.18 17:20 | buy | 7 | 0.10 | 1.41278 | 0.00000 | 1.41328 | ||
15 | 2009.08.18 17:45 | modify | 7 | 0.10 | 1.41278 | 1.41295 | 1.41328 | ||
16 | 2009.08.18 17:50 | t/p | 7 | 0.10 | 1.41328 | 1.41295 | 1.41328 | 5.00 | 10030.40 |
17 | 2009.08.18 17:50 | buy | 8 | 0.10 | 1.41377 | 0.00000 | 1.41427 | ||
18 | 2009.08.18 20:20 | t/p | 8 | 0.10 | 1.41427 | 0.00000 | 1.41427 | 5.00 | 10035.40 |
19 | 2009.08.19 07:20 | sell | 9 | 0.10 | 1.41256 | 0.00000 | 1.41206 | ||
20 | 2009.08.19 07:40 | modify | 9 | 0.10 | 1.41256 | 1.41253 | 1.41206 | ||
21 | 2009.08.19 07:45 | t/p | 9 | 0.10 | 1.41206 | 1.41253 | 1.41206 | 5.00 | 10040.40 |
22 | 2009.08.19 07:45 | sell | 10 | 0.10 | 1.41154 | 0.00000 | 1.41104 | ||
23 | 2009.08.19 07:50 | t/p | 10 | 0.10 | 1.41104 | 0.00000 | 1.41104 | 5.00 | 10045.40 |
24 | 2009.08.19 07:50 | sell | 11 | 0.10 | 1.41075 | 0.00000 | 1.41025 | ||
25 | 2009.08.19 08:15 | modify | 11 | 0.10 | 1.41075 | 1.41062 | 1.41025 | ||
26 | 2009.08.19 08:20 | t/p | 11 | 0.10 | 1.41025 | 1.41062 | 1.41025 | 5.00 | 10050.40 |
27 | 2009.08.19 15:55 | buy | 12 | 0.10 | 1.41484 | 0.00000 | 1.41534 | ||
28 | 2009.08.19 16:05 | t/p | 12 | 0.10 | 1.41534 | 0.00000 | 1.41534 | 5.00 | 10055.40 |
29 | 2009.08.25 07:00 | buy | 13 | 0.10 | 1.43031 | 0.00000 | 1.43081 | ||
30 | 2009.08.25 13:10 | modify | 13 | 0.10 | 1.43031 | 1.43046 | 1.43081 | ||
31 | 2009.08.25 13:12 | s/l | 13 | 0.10 | 1.43046 | 1.43046 | 1.43081 | 1.50 | 10056.90 |
32 | 2009.08.25 13:12 | buy | 14 | 0.10 | 1.43043 | 0.00000 | 1.43093 | ||
33 | 2009.08.25 13:15 | t/p | 14 | 0.10 | 1.43093 | 0.00000 | 1.43093 | 5.00 | 10061.90 |
34 | 2009.08.25 13:15 | buy | 15 | 0.10 | 1.43217 | 0.00000 | 1.43267 | ||
35 | 2009.08.25 13:20 | t/p | 15 | 0.10 | 1.43267 | 0.00000 | 1.43267 | 5.00 | 10066.90 |
36 | 2009.08.25 13:20 | buy | 16 | 0.10 | 1.43348 | 0.00000 | 1.43398 | ||
37 | 2009.08.25 14:45 | t/p | 16 | 0.10 | 1.43398 | 0.00000 | 1.43398 | 5.00 | 10071.90 |
38 | 2009.08.25 21:02 | sell | 17 | 0.10 | 1.43071 | 0.00000 | 1.43021 | ||
39 | 2009.08.25 22:20 | modify | 17 | 0.10 | 1.43071 | 1.43068 | 1.43021 | ||
40 | 2009.08.25 22:27 | s/l | 17 | 0.10 | 1.43068 | 1.43068 | 1.43021 | 0.30 | 10072.20 |
41 | 2009.08.25 22:27 | sell | 18 | 0.10 | 1.43063 | 0.00000 | 1.43013 | ||
42 | 2009.08.25 22:40 | modify | 18 | 0.10 | 1.43063 | 1.43046 | 1.43013 | ||
43 | 2009.08.25 22:45 | t/p | 18 | 0.10 | 1.43013 | 1.43046 | 1.43013 | 5.00 | 10077.20 |
44 | 2009.08.25 22:45 | sell | 19 | 0.10 | 1.42967 | 0.00000 | 1.42917 | ||
45 | 2009.08.25 22:50 | modify | 19 | 0.10 | 1.42967 | 1.42957 | 1.42917 | ||
46 | 2009.08.25 22:57 | s/l | 19 | 0.10 | 1.42957 | 1.42957 | 1.42917 | 1.00 | 10078.20 |
47 | 2009.08.25 22:57 | sell | 20 | 0.10 | 1.42967 | 0.00000 | 1.42917 | ||
48 | 2009.08.25 23:07 | modify | 20 | 0.10 | 1.42967 | 1.42962 | 1.42917 | ||
49 | 2009.08.25 23:10 | s/l | 20 | 0.10 | 1.42962 | 1.42962 | 1.42917 | 0.50 | 10078.70 |
50 | 2009.08.26 07:45 | buy | 21 | 0.10 | 1.43155 | 0.00000 | 1.43205 | ||
51 | 2009.08.26 07:50 | modify | 21 | 0.10 | 1.43155 | 1.43162 | 1.43205 | ||
52 | 2009.08.26 07:52 | s/l | 21 | 0.10 | 1.43162 | 1.43162 | 1.43205 | 0.70 | 10079.40 |
53 | 2009.08.26 07:52 | buy | 22 | 0.10 | 1.43171 | 0.00000 | 1.43221 | ||
54 | 2009.08.26 08:07 | modify | 22 | 0.10 | 1.43171 | 1.43172 | 1.43221 | ||
55 | 2009.08.26 08:10 | s/l | 22 | 0.10 | 1.43172 | 1.43172 | 1.43221 | 0.10 | 10079.50 |
56 | 2009.08.26 13:12 | sell | 23 | 0.10 | 1.42922 | 0.00000 | 1.42872 | ||
57 | 2009.08.26 13:15 | t/p | 23 | 0.10 | 1.42872 | 0.00000 | 1.42872 | 5.00 | 10084.50 |
58 | 2009.09.01 11:32 | sell | 24 | 0.10 | 1.43259 | 0.00000 | 1.43209 | ||
59 | 2009.09.01 12:15 | t/p | 24 | 0.10 | 1.43209 | 0.00000 | 1.43209 | 5.00 | 10089.50 |
60 | 2009.09.01 12:15 | sell | 25 | 0.10 | 1.43178 | 0.00000 | 1.43128 | ||
61 | 2009.09.01 12:20 | t/p | 25 | 0.10 | 1.43128 | 0.00000 | 1.43128 | 5.00 | 10094.50 |
62 | 2009.09.01 12:20 | sell | 26 | 0.10 | 1.43070 | 0.00000 | 1.43020 | ||
63 | 2009.09.01 12:40 | t/p | 26 | 0.10 | 1.43020 | 0.00000 | 1.43020 | 5.00 | 10099.50 |
64 | 2009.09.01 12:40 | sell | 27 | 0.10 | 1.42975 | 0.00000 | 1.42925 | ||
65 | 2009.09.01 12:46 | t/p | 27 | 0.10 | 1.42925 | 0.00000 | 1.42925 | 5.00 | 10104.50 |
66 | 2009.09.01 12:46 | sell | 28 | 0.10 | 1.42870 | 0.00000 | 1.42820 | ||
67 | 2009.09.01 17:10 | modify | 28 | 0.10 | 1.42870 | 1.42863 | 1.42820 | ||
68 | 2009.09.01 17:12 | s/l | 28 | 0.10 | 1.42863 | 1.42863 | 1.42820 | 0.70 | 10105.20 |
69 | 2009.09.03 15:20 | sell | 29 | 0.10 | 1.42747 | 0.00000 | 1.42697 | ||
70 | 2009.09.03 16:10 | modify | 29 | 0.10 | 1.42747 | 1.42737 | 1.42697 | ||
71 | 2009.09.03 16:12 | s/l | 29 | 0.10 | 1.42737 | 1.42737 | 1.42697 | 1.00 | 10106.20 |
72 | 2009.09.03 16:12 | sell | 30 | 0.10 | 1.42733 | 0.00000 | 1.42683 | ||
73 | 2009.09.03 16:15 | t/p | 30 | 0.10 | 1.42683 | 0.00000 | 1.42683 | 5.00 | 10111.20 |
74 | 2009.09.03 16:15 | sell | 31 | 0.10 | 1.42585 | 0.00000 | 1.42535 | ||
75 | 2009.09.03 16:20 | t/p | 31 | 0.10 | 1.42535 | 0.00000 | 1.42535 | 5.00 | 10116.20 |
76 | 2009.09.03 16:20 | sell | 32 | 0.10 | 1.42437 | 0.00000 | 1.42387 | ||
77 | 2009.09.03 20:20 | modify | 32 | 0.10 | 1.42437 | 1.42427 | 1.42387 | ||
78 | 2009.09.03 20:22 | s/l | 32 | 0.10 | 1.42427 | 1.42427 | 1.42387 | 1.00 | 10117.20 |
79 | 2009.09.04 07:40 | buy | 33 | 0.10 | 1.42624 | 0.00000 | 1.42674 | ||
80 | 2009.09.04 07:50 | t/p | 33 | 0.10 | 1.42674 | 0.00000 | 1.42674 | 5.00 | 10122.20 |
81 | 2009.09.04 07:50 | buy | 34 | 0.10 | 1.42697 | 0.00000 | 1.42747 | ||
82 | 2009.09.04 08:40 | t/p | 34 | 0.10 | 1.42747 | 0.00000 | 1.42747 | 5.00 | 10127.20 |
83 | 2009.09.04 18:00 | buy | 35 | 0.10 | 1.42778 | 0.00000 | 1.42828 | ||
84 | 2009.09.04 18:05 | t/p | 35 | 0.10 | 1.42828 | 0.00000 | 1.42828 | 5.00 | 10132.20 |
85 | 2009.09.04 18:05 | buy | 36 | 0.10 | 1.42852 | 0.00000 | 1.42902 | ||
86 | 2009.09.04 18:10 | t/p | 36 | 0.10 | 1.42902 | 0.00000 | 1.42902 | 5.00 | 10137.20 |
87 | 2009.09.04 18:10 | buy | 37 | 0.10 | 1.42994 | 0.00000 | 1.43044 | ||
88 | 2009.09.04 18:15 | t/p | 37 | 0.10 | 1.43044 | 0.00000 | 1.43044 | 5.00 | 10142.20 |
89 | 2009.09.04 18:17 | buy | 38 | 0.10 | 1.43088 | 0.00000 | 1.43138 | ||
90 | 2009.09.04 18:20 | t/p | 38 | 0.10 | 1.43138 | 0.00000 | 1.43138 | 5.00 | 10147.20 |
91 | 2009.09.04 18:27 | buy | 39 | 0.10 | 1.43088 | 0.00000 | 1.43138 | ||
92 | 2009.09.04 19:15 | t/p | 39 | 0.10 | 1.43138 | 0.00000 | 1.43138 | 5.00 | 10152.20 |
93 | 2009.09.11 10:16 | sell | 40 | 0.10 | 1.45800 | 0.00000 | 1.45750 | ||
94 | 2009.09.11 16:15 | t/p | 40 | 0.10 | 1.45750 | 0.00000 | 1.45750 | 5.00 | 10157.20 |
95 | 2009.09.14 10:02 | buy | 41 | 0.10 | 1.45725 | 0.00000 | 1.45775 | ||
96 | 2009.09.14 15:15 | t/p | 41 | 0.10 | 1.45775 | 0.00000 | 1.45775 | 5.00 | 10162.20 |
97 | 2009.09.18 15:10 | buy | 42 | 0.10 | 1.47200 | 0.00000 | 1.47250 | ||
98 | 2009.09.18 15:15 | t/p | 42 | 0.10 | 1.47250 | 0.00000 | 1.47250 | 5.00 | 10167.20 |
99 | 2009.09.18 15:15 | buy | 43 | 0.10 | 1.47284 | 0.00000 | 1.47334 | ||
100 | 2009.09.18 15:20 | t/p | 43 | 0.10 | 1.47334 | 0.00000 | 1.47334 | 5.00 | 10172.20 |
101 | 2009.09.18 15:20 | buy | 44 | 0.10 | 1.47368 | 0.00000 | 1.47418 | ||
102 | 2009.09.22 08:50 | t/p | 44 | 0.10 | 1.47418 | 0.00000 | 1.47418 | 4.92 | 10177.12 |
103 | 2009.09.24 08:45 | buy | 45 | 0.10 | 1.47559 | 0.00000 | 1.47609 | ||
104 | 2009.09.24 08:50 | t/p | 45 | 0.10 | 1.47609 | 0.00000 | 1.47609 | 5.00 | 10182.12 |
105 | 2009.09.24 08:50 | buy | 46 | 0.10 | 1.47649 | 0.00000 | 1.47699 | ||
106 | 2009.09.24 11:15 | t/p | 46 | 0.10 | 1.47699 | 0.00000 | 1.47699 | 5.00 | 10187.12 |
107 | 2009.09.30 15:00 | sell | 47 | 0.10 | 1.46034 | 0.00000 | 1.45984 | ||
108 | 2009.09.30 15:02 | t/p | 47 | 0.10 | 1.45984 | 0.00000 | 1.45984 | 5.00 | 10192.12 |
109 | 2009.09.30 15:02 | sell | 48 | 0.10 | 1.45961 | 0.00000 | 1.45911 | ||
110 | 2009.09.30 15:50 | t/p | 48 | 0.10 | 1.45911 | 0.00000 | 1.45911 | 5.00 | 10197.12 |
111 | 2009.09.30 15:50 | sell | 49 | 0.10 | 1.45895 | 0.00000 | 1.45845 | ||
112 | 2009.09.30 16:02 | t/p | 49 | 0.10 | 1.45845 | 0.00000 | 1.45845 | 5.00 | 10202.12 |