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 | step=25; proffactor=9; mult=1.6; lots=0.3; per_K=20; per_D=6; slow=6; zoneBUY=50; zoneSELL=50; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5622.94 | Gross profit | 23435.36 | Gross loss | -29058.30 |
| Profit factor | 0.81 | Expected payoff | -87.86 | ||
| Absolute drawdown | 7233.50 | Maximal drawdown | 103164.80 (95.93%) | Relative drawdown | 95.93% (103164.80) |
| Total trades | 64 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 64 (62.50%) |
| Profit trades (% of total) | 40 (62.50%) | Loss trades (% of total) | 24 (37.50%) | ||
| Largest | profit trade | 3144.64 | loss trade | -4393.98 | |
| Average | profit trade | 585.88 | loss trade | -1210.76 | |
| Maximum | consecutive wins (profit in money) | 40 (23435.36) | consecutive losses (loss in money) | 24 (-29058.30) | |
| Maximal | consecutive profit (count of wins) | 23435.36 (40) | consecutive loss (count of losses) | -29058.30 (24) | |
| Average | consecutive wins | 40 | consecutive losses | 24 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 02:00 | buy | 1 | 0.30 | 1.42887 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 02:00 | buy | 2 | 0.30 | 1.42887 | 0.00000 | 0.00000 | ||
| 3 | 2009.08.03 02:02 | buy | 3 | 0.30 | 1.42933 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.03 02:05 | buy | 4 | 0.50 | 1.42901 | 0.00000 | 0.00000 | ||
| 5 | 2009.08.03 02:07 | buy | 5 | 0.30 | 1.42966 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.03 02:10 | buy | 6 | 0.50 | 1.42836 | 0.00000 | 0.00000 | ||
| 7 | 2009.08.03 02:15 | buy | 7 | 0.80 | 1.42738 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.03 02:20 | buy | 8 | 1.20 | 1.42608 | 0.00000 | 0.00000 | ||
| 9 | 2009.08.03 02:27 | buy | 9 | 0.30 | 1.42738 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.03 02:27 | buy | 10 | 0.50 | 1.42682 | 0.00000 | 0.00000 | ||
| 11 | 2009.08.03 02:35 | buy | 11 | 0.80 | 1.42656 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.03 02:40 | buy | 12 | 1.20 | 1.42628 | 0.00000 | 0.00000 | ||
| 13 | 2009.08.03 02:45 | buy | 13 | 2.00 | 1.42588 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.03 02:50 | buy | 14 | 3.10 | 1.42533 | 0.00000 | 0.00000 | ||
| 15 | 2009.08.03 10:45 | buy | 15 | 0.30 | 1.42700 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.03 10:47 | buy | 16 | 0.50 | 1.42660 | 0.00000 | 0.00000 | ||
| 17 | 2009.08.03 10:50 | buy | 17 | 0.30 | 1.42820 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.03 10:52 | buy | 18 | 0.50 | 1.42740 | 0.00000 | 0.00000 | ||
| 19 | 2009.08.03 10:57 | buy | 19 | 0.80 | 1.42660 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.03 11:10 | buy | 20 | 0.30 | 1.42897 | 0.00000 | 0.00000 | ||
| 21 | 2009.08.03 11:12 | buy | 21 | 0.50 | 1.42851 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.03 11:20 | buy | 22 | 0.30 | 1.43174 | 0.00000 | 0.00000 | ||
| 23 | 2009.08.03 11:22 | buy | 23 | 0.50 | 1.43082 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.03 11:27 | buy | 24 | 0.80 | 1.42990 | 0.00000 | 0.00000 | ||
| 25 | 2009.08.03 11:27 | buy | 25 | 1.20 | 1.42923 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.03 11:45 | buy | 26 | 2.00 | 1.42862 | 0.00000 | 0.00000 | ||
| 27 | 2009.08.03 11:52 | buy | 27 | 3.10 | 1.42817 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.03 12:50 | buy | 28 | 0.30 | 1.43101 | 0.00000 | 0.00000 | ||
| 29 | 2009.08.03 12:52 | buy | 29 | 0.50 | 1.43061 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.03 12:57 | buy | 30 | 0.80 | 1.43021 | 0.00000 | 0.00000 | ||
| 31 | 2009.08.03 12:59 | buy | 31 | 1.20 | 1.42943 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.03 13:02 | buy | 32 | 2.00 | 1.42897 | 0.00000 | 0.00000 | ||
| 33 | 2009.08.03 13:45 | buy | 33 | 0.30 | 1.43188 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.03 13:47 | buy | 34 | 0.50 | 1.43162 | 0.00000 | 0.00000 | ||
| 35 | 2009.08.03 14:02 | buy | 35 | 0.80 | 1.43046 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.03 15:32 | buy | 36 | 0.30 | 1.43519 | 0.00000 | 0.00000 | ||
| 37 | 2009.08.03 15:35 | buy | 37 | 0.50 | 1.43477 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.03 15:40 | buy | 38 | 0.80 | 1.43393 | 0.00000 | 0.00000 | ||
| 39 | 2009.08.03 15:45 | buy | 39 | 1.20 | 1.43268 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.03 15:50 | buy | 40 | 2.00 | 1.43100 | 0.00000 | 0.00000 | ||
| 41 | 2009.08.03 16:10 | buy | 41 | 0.30 | 1.43662 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.03 16:12 | buy | 42 | 0.50 | 1.43579 | 0.00000 | 0.00000 | ||
| 43 | 2009.08.03 16:20 | buy | 43 | 0.30 | 1.44160 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.03 16:22 | buy | 44 | 0.50 | 1.43994 | 0.00000 | 0.00000 | ||
| 45 | 2009.08.03 16:27 | buy | 45 | 0.80 | 1.43828 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.03 16:50 | buy | 46 | 0.30 | 1.44261 | 0.00000 | 0.00000 | ||
| 47 | 2009.08.03 16:52 | buy | 47 | 0.50 | 1.44205 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.03 16:57 | buy | 48 | 0.80 | 1.44148 | 0.00000 | 0.00000 | ||
| 49 | 2009.08.03 17:20 | buy | 49 | 1.20 | 1.44101 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.03 17:32 | buy | 50 | 2.00 | 1.44038 | 0.00000 | 0.00000 | ||
| 51 | 2009.08.04 02:20 | buy | 51 | 3.10 | 1.43962 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.04 02:37 | buy | 52 | 5.00 | 1.43926 | 0.00000 | 0.00000 | ||
| 53 | 2009.08.04 05:50 | buy | 53 | 8.10 | 1.43872 | 0.00000 | 0.00000 | ||
| 54 | 2009.08.04 06:50 | buy | 54 | 12.90 | 1.43794 | 0.00000 | 0.00000 | ||
| 55 | 2009.08.04 13:50 | buy | 55 | 20.60 | 1.43761 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.04 16:02 | buy | 56 | 0.30 | 1.44291 | 0.00000 | 0.00000 | ||
| 57 | 2009.08.04 16:05 | buy | 57 | 0.50 | 1.44265 | 0.00000 | 0.00000 | ||
| 58 | 2009.08.04 16:10 | buy | 58 | 0.80 | 1.44213 | 0.00000 | 0.00000 | ||
| 59 | 2009.08.04 16:15 | buy | 59 | 1.20 | 1.44135 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.04 16:20 | buy | 60 | 2.00 | 1.44031 | 0.00000 | 0.00000 | ||
| 61 | 2009.08.04 16:45 | buy | 61 | 3.10 | 1.43999 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.04 16:50 | buy | 62 | 5.00 | 1.43911 | 0.00000 | 0.00000 | ||
| 63 | 2009.08.04 19:50 | buy | 63 | 8.10 | 1.43872 | 0.00000 | 0.00000 | ||
| 64 | 2009.08.04 20:25 | buy | 64 | 12.90 | 1.43835 | 0.00000 | 0.00000 | ||
| 65 | 2009.08.05 16:16 | close at stop | 64 | 12.90 | 1.43548 | 0.00000 | 0.00000 | -3706.17 | 6293.83 |
| 66 | 2009.08.05 16:16 | close at stop | 63 | 8.10 | 1.43548 | 0.00000 | 0.00000 | -2626.83 | 3667.00 |
| 67 | 2009.08.05 16:16 | close at stop | 62 | 5.00 | 1.43548 | 0.00000 | 0.00000 | -1816.50 | 1850.50 |
| 68 | 2009.08.05 16:16 | close at stop | 61 | 3.10 | 1.43548 | 0.00000 | 0.00000 | -1399.03 | 451.47 |
| 69 | 2009.08.05 16:16 | close at stop | 60 | 2.00 | 1.43548 | 0.00000 | 0.00000 | -966.60 | -515.13 |
| 70 | 2009.08.05 16:16 | close at stop | 59 | 1.20 | 1.43548 | 0.00000 | 0.00000 | -704.76 | -1219.89 |
| 71 | 2009.08.05 16:16 | close at stop | 58 | 0.80 | 1.43548 | 0.00000 | 0.00000 | -532.24 | -1752.13 |
| 72 | 2009.08.05 16:16 | close at stop | 57 | 0.50 | 1.43548 | 0.00000 | 0.00000 | -358.65 | -2110.78 |
| 73 | 2009.08.05 16:16 | close at stop | 56 | 0.30 | 1.43548 | 0.00000 | 0.00000 | -222.99 | -2333.77 |
| 74 | 2009.08.05 16:16 | close at stop | 55 | 20.60 | 1.43548 | 0.00000 | 0.00000 | -4393.98 | -6727.75 |
| 75 | 2009.08.05 16:16 | close at stop | 54 | 12.90 | 1.43548 | 0.00000 | 0.00000 | -3177.27 | -9905.02 |
| 76 | 2009.08.05 16:16 | close at stop | 53 | 8.10 | 1.43548 | 0.00000 | 0.00000 | -2626.83 | -12531.85 |
| 77 | 2009.08.05 16:16 | close at stop | 52 | 5.00 | 1.43548 | 0.00000 | 0.00000 | -1891.50 | -14423.35 |
| 78 | 2009.08.05 16:16 | close at stop | 51 | 3.10 | 1.43548 | 0.00000 | 0.00000 | -1284.33 | -15707.68 |
| 79 | 2009.08.05 16:16 | close at stop | 50 | 2.00 | 1.43548 | 0.00000 | 0.00000 | -981.20 | -16688.88 |
| 80 | 2009.08.05 16:16 | close at stop | 49 | 1.20 | 1.43548 | 0.00000 | 0.00000 | -664.32 | -17353.20 |
| 81 | 2009.08.05 16:16 | close at stop | 48 | 0.80 | 1.43548 | 0.00000 | 0.00000 | -480.48 | -17833.68 |
| 82 | 2009.08.05 16:16 | close at stop | 47 | 0.50 | 1.43548 | 0.00000 | 0.00000 | -328.80 | -18162.48 |
| 83 | 2009.08.05 16:16 | close at stop | 46 | 0.30 | 1.43548 | 0.00000 | 0.00000 | -214.08 | -18376.56 |
| 84 | 2009.08.05 16:16 | close at stop | 45 | 0.80 | 1.43548 | 0.00000 | 0.00000 | -224.48 | -18601.04 |
| 85 | 2009.08.05 16:16 | close at stop | 44 | 0.50 | 1.43548 | 0.00000 | 0.00000 | -223.30 | -18824.34 |
| 86 | 2009.08.05 16:16 | close at stop | 43 | 0.30 | 1.43548 | 0.00000 | 0.00000 | -183.78 | -19008.12 |
| 87 | 2009.08.05 16:16 | close at stop | 42 | 0.50 | 1.43548 | 0.00000 | 0.00000 | -15.80 | -19023.92 |
| 88 | 2009.08.05 16:16 | close at stop | 41 | 0.30 | 1.43548 | 0.00000 | 0.00000 | -34.38 | -19058.30 |
| 89 | 2009.08.05 16:16 | close at stop | 40 | 2.00 | 1.43548 | 0.00000 | 0.00000 | 894.80 | -18163.50 |
| 90 | 2009.08.05 16:16 | close at stop | 39 | 1.20 | 1.43548 | 0.00000 | 0.00000 | 335.28 | -17828.22 |
| 91 | 2009.08.05 16:16 | close at stop | 38 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 123.52 | -17704.70 |
| 92 | 2009.08.05 16:16 | close at stop | 37 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 35.20 | -17669.50 |
| 93 | 2009.08.05 16:16 | close at stop | 36 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 8.52 | -17660.98 |
| 94 | 2009.08.05 16:16 | close at stop | 35 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 401.12 | -17259.86 |
| 95 | 2009.08.05 16:16 | close at stop | 34 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 192.70 | -17067.16 |
| 96 | 2009.08.05 16:16 | close at stop | 33 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 107.82 | -16959.34 |
| 97 | 2009.08.05 16:16 | close at stop | 32 | 2.00 | 1.43548 | 0.00000 | 0.00000 | 1300.80 | -15658.54 |
| 98 | 2009.08.05 16:16 | close at stop | 31 | 1.20 | 1.43548 | 0.00000 | 0.00000 | 725.28 | -14933.26 |
| 99 | 2009.08.05 16:16 | close at stop | 30 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 421.12 | -14512.14 |
| 100 | 2009.08.05 16:16 | close at stop | 29 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 243.20 | -14268.94 |
| 101 | 2009.08.05 16:16 | close at stop | 28 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 133.92 | -14135.02 |
| 102 | 2009.08.05 16:16 | close at stop | 27 | 3.10 | 1.43548 | 0.00000 | 0.00000 | 2264.24 | -11870.78 |
| 103 | 2009.08.05 16:16 | close at stop | 26 | 2.00 | 1.43548 | 0.00000 | 0.00000 | 1370.80 | -10499.98 |
| 104 | 2009.08.05 16:16 | close at stop | 25 | 1.20 | 1.43548 | 0.00000 | 0.00000 | 749.28 | -9750.70 |
| 105 | 2009.08.05 16:16 | close at stop | 24 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 445.92 | -9304.78 |
| 106 | 2009.08.05 16:16 | close at stop | 23 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 232.70 | -9072.08 |
| 107 | 2009.08.05 16:16 | close at stop | 22 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 112.02 | -8960.06 |
| 108 | 2009.08.05 16:16 | close at stop | 21 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 348.20 | -8611.86 |
| 109 | 2009.08.05 16:16 | close at stop | 20 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 195.12 | -8416.74 |
| 110 | 2009.08.05 16:16 | close at stop | 19 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 709.92 | -7706.82 |
| 111 | 2009.08.05 16:16 | close at stop | 18 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 403.70 | -7303.12 |
| 112 | 2009.08.05 16:16 | close at stop | 17 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 218.22 | -7084.90 |
| 113 | 2009.08.05 16:16 | close at stop | 16 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 443.70 | -6641.20 |
| 114 | 2009.08.05 16:16 | close at stop | 15 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 254.22 | -6386.98 |
| 115 | 2009.08.05 16:16 | close at stop | 14 | 3.10 | 1.43548 | 0.00000 | 0.00000 | 3144.64 | -3242.34 |
| 116 | 2009.08.05 16:16 | close at stop | 13 | 2.00 | 1.43548 | 0.00000 | 0.00000 | 1918.80 | -1323.54 |
| 117 | 2009.08.05 16:16 | close at stop | 12 | 1.20 | 1.43548 | 0.00000 | 0.00000 | 1103.28 | -220.26 |
| 118 | 2009.08.05 16:16 | close at stop | 11 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 713.12 | 492.86 |
| 119 | 2009.08.05 16:16 | close at stop | 10 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 432.70 | 925.56 |
| 120 | 2009.08.05 16:16 | close at stop | 9 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 242.82 | 1168.38 |
| 121 | 2009.08.05 16:16 | close at stop | 8 | 1.20 | 1.43548 | 0.00000 | 0.00000 | 1127.28 | 2295.66 |
| 122 | 2009.08.05 16:16 | close at stop | 7 | 0.80 | 1.43548 | 0.00000 | 0.00000 | 647.52 | 2943.18 |
| 123 | 2009.08.05 16:16 | close at stop | 6 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 355.70 | 3298.88 |
| 124 | 2009.08.05 16:16 | close at stop | 5 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 174.42 | 3473.30 |
| 125 | 2009.08.05 16:16 | close at stop | 4 | 0.50 | 1.43548 | 0.00000 | 0.00000 | 323.20 | 3796.50 |
| 126 | 2009.08.05 16:16 | close at stop | 3 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 184.32 | 3980.82 |
| 127 | 2009.08.05 16:16 | close at stop | 2 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 198.12 | 4178.94 |
| 128 | 2009.08.05 16:16 | close at stop | 1 | 0.30 | 1.43548 | 0.00000 | 0.00000 | 198.12 | 4377.06 |