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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -499.00 | Gross profit | 5409.00 | Gross loss | -5908.00 |
| Profit factor | 0.92 | Expected payoff | -10.62 | ||
| Absolute drawdown | 615.00 | Maximal drawdown | 2704.00 (22.17%) | Relative drawdown | 22.17% (2704.00) |
| Total trades | 47 | Short positions (won %) | 25 (36.00%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 20 (42.55%) | Loss trades (% of total) | 27 (57.45%) | ||
| Largest | profit trade | 1224.00 | loss trade | -449.00 | |
| Average | profit trade | 270.45 | loss trade | -218.81 | |
| Maximum | consecutive wins (profit in money) | 3 (894.00) | consecutive losses (loss in money) | 5 (-1062.00) | |
| Maximal | consecutive profit (count of wins) | 1224.00 (1) | consecutive loss (count of losses) | -1097.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 12:00 | sell | 1 | 1.00 | 1.44040 | 1.44609 | 1.42378 | ||
| 2 | 2009.08.04 20:00 | modify | 1 | 1.00 | 1.44040 | 1.44030 | 1.42378 | ||
| 3 | 2009.08.04 20:00 | modify | 1 | 1.00 | 1.44040 | 1.44560 | 1.42062 | ||
| 4 | 2009.08.05 00:00 | modify | 1 | 1.00 | 1.44040 | 1.44030 | 1.42062 | ||
| 5 | 2009.08.05 01:03 | s/l | 1 | 1.00 | 1.44030 | 1.44030 | 1.42062 | 9.00 | 10009.00 |
| 6 | 2009.08.05 08:00 | sell | 2 | 1.00 | 1.43833 | 1.44032 | 1.43307 | ||
| 7 | 2009.08.05 09:50 | s/l | 2 | 1.00 | 1.44032 | 1.44032 | 1.43307 | -199.00 | 9810.00 |
| 8 | 2009.08.06 20:00 | sell | 3 | 1.00 | 1.43411 | 1.43900 | 1.42006 | ||
| 9 | 2009.08.07 04:00 | modify | 3 | 1.00 | 1.43411 | 1.43609 | 1.43288 | ||
| 10 | 2009.08.07 04:50 | s/l | 3 | 1.00 | 1.43609 | 1.43609 | 1.43288 | -199.00 | 9611.00 |
| 11 | 2009.08.07 12:00 | buy | 4 | 1.00 | 1.43631 | 1.43513 | 1.43848 | ||
| 12 | 2009.08.07 13:32 | s/l | 4 | 1.00 | 1.43513 | 1.43513 | 1.43848 | -118.00 | 9493.00 |
| 13 | 2009.08.07 16:00 | sell | 5 | 1.00 | 1.42747 | 1.42926 | 1.42285 | ||
| 14 | 2009.08.07 16:20 | t/p | 5 | 1.00 | 1.42285 | 1.42926 | 1.42285 | 462.00 | 9955.00 |
| 15 | 2009.08.10 16:00 | sell | 6 | 1.00 | 1.41672 | 1.41841 | 1.41250 | ||
| 16 | 2009.08.10 19:15 | t/p | 6 | 1.00 | 1.41250 | 1.41841 | 1.41250 | 422.00 | 10377.00 |
| 17 | 2009.08.11 08:00 | buy | 7 | 1.00 | 1.41368 | 1.41080 | 1.42102 | ||
| 18 | 2009.08.11 12:00 | modify | 7 | 1.00 | 1.41368 | 1.41378 | 1.42102 | ||
| 19 | 2009.08.11 14:59 | s/l | 7 | 1.00 | 1.41378 | 1.41378 | 1.42102 | 10.00 | 10387.00 |
| 20 | 2009.08.11 16:00 | sell | 8 | 1.00 | 1.41270 | 1.41449 | 1.40806 | ||
| 21 | 2009.08.11 16:50 | s/l | 8 | 1.00 | 1.41449 | 1.41449 | 1.40806 | -179.00 | 10208.00 |
| 22 | 2009.08.12 08:00 | sell | 9 | 1.00 | 1.41355 | 1.41544 | 1.40844 | ||
| 23 | 2009.08.12 12:10 | s/l | 9 | 1.00 | 1.41544 | 1.41544 | 1.40844 | -189.00 | 10019.00 |
| 24 | 2009.08.13 12:00 | buy | 10 | 1.00 | 1.42721 | 1.41973 | 1.44833 | ||
| 25 | 2009.08.13 20:00 | modify | 10 | 1.00 | 1.42721 | 1.42731 | 1.44833 | ||
| 26 | 2009.08.13 20:10 | s/l | 10 | 1.00 | 1.42731 | 1.42731 | 1.44833 | 10.00 | 10029.00 |
| 27 | 2009.08.14 16:00 | sell | 11 | 1.00 | 1.42474 | 1.42773 | 1.41655 | ||
| 28 | 2009.08.14 20:00 | modify | 11 | 1.00 | 1.42474 | 1.42464 | 1.41655 | ||
| 29 | 2009.08.14 20:46 | t/p | 11 | 1.00 | 1.41655 | 1.42464 | 1.41655 | 819.00 | 10848.00 |
| 30 | 2009.08.17 04:00 | sell | 12 | 1.00 | 1.41577 | 1.42226 | 1.39693 | ||
| 31 | 2009.08.17 08:00 | modify | 12 | 1.00 | 1.41577 | 1.41567 | 1.39693 | ||
| 32 | 2009.08.17 08:00 | modify | 12 | 1.00 | 1.41577 | 1.42056 | 1.39406 | ||
| 33 | 2009.08.17 12:00 | modify | 12 | 1.00 | 1.41577 | 1.41567 | 1.39406 | ||
| 34 | 2009.08.19 01:40 | s/l | 12 | 1.00 | 1.41567 | 1.41567 | 1.39406 | 8.00 | 10856.00 |
| 35 | 2009.08.19 04:00 | sell | 13 | 1.00 | 1.41328 | 1.41427 | 1.41097 | ||
| 36 | 2009.08.19 04:15 | s/l | 13 | 1.00 | 1.41427 | 1.41427 | 1.41097 | -99.00 | 10757.00 |
| 37 | 2009.08.19 08:00 | sell | 14 | 1.00 | 1.41170 | 1.41339 | 1.40719 | ||
| 38 | 2009.08.19 12:00 | modify | 14 | 1.00 | 1.41170 | 1.41160 | 1.40719 | ||
| 39 | 2009.08.19 13:03 | s/l | 14 | 1.00 | 1.41160 | 1.41160 | 1.40719 | 10.00 | 10767.00 |
| 40 | 2009.08.19 16:00 | buy | 15 | 1.00 | 1.41504 | 1.41266 | 1.42074 | ||
| 41 | 2009.08.19 16:40 | t/p | 15 | 1.00 | 1.42074 | 1.41266 | 1.42074 | 570.00 | 11337.00 |
| 42 | 2009.08.24 16:00 | buy | 16 | 1.00 | 1.43356 | 1.42998 | 1.44289 | ||
| 43 | 2009.08.24 19:20 | s/l | 16 | 1.00 | 1.42998 | 1.42998 | 1.44289 | -358.00 | 10979.00 |
| 44 | 2009.08.24 20:00 | sell | 17 | 1.00 | 1.42996 | 1.43145 | 1.42619 | ||
| 45 | 2009.08.25 04:00 | modify | 17 | 1.00 | 1.42996 | 1.42986 | 1.42619 | ||
| 46 | 2009.08.25 04:00 | close | 17 | 1.00 | 1.42890 | 1.42986 | 1.42619 | 105.00 | 11084.00 |
| 47 | 2009.08.25 04:00 | buy | 18 | 1.00 | 1.42890 | 1.42792 | 1.43031 | ||
| 48 | 2009.08.25 05:45 | t/p | 18 | 1.00 | 1.43031 | 1.42792 | 1.43031 | 141.00 | 11225.00 |
| 49 | 2009.08.27 04:00 | buy | 19 | 1.00 | 1.42385 | 1.42037 | 1.43277 | ||
| 50 | 2009.08.27 08:00 | modify | 19 | 1.00 | 1.42385 | 1.42395 | 1.43277 | ||
| 51 | 2009.08.27 08:15 | s/l | 19 | 1.00 | 1.42395 | 1.42395 | 1.43277 | 10.00 | 11235.00 |
| 52 | 2009.08.27 12:00 | buy | 20 | 1.00 | 1.42672 | 1.42244 | 1.43822 | ||
| 53 | 2009.08.27 16:00 | close | 20 | 1.00 | 1.42291 | 1.42244 | 1.43822 | -381.00 | 10854.00 |
| 54 | 2009.08.27 16:00 | sell | 21 | 1.00 | 1.42291 | 1.42440 | 1.41907 | ||
| 55 | 2009.08.27 17:10 | s/l | 21 | 1.00 | 1.42440 | 1.42440 | 1.41907 | -149.00 | 10705.00 |
| 56 | 2009.08.27 20:00 | buy | 22 | 1.00 | 1.42765 | 1.42307 | 1.43989 | ||
| 57 | 2009.08.27 20:32 | t/p | 22 | 1.00 | 1.43989 | 1.42307 | 1.43989 | 1224.00 | 11929.00 |
| 58 | 2009.08.28 04:00 | buy | 23 | 1.00 | 1.43676 | 1.43458 | 1.44179 | ||
| 59 | 2009.08.28 08:00 | close | 23 | 1.00 | 1.43601 | 1.43458 | 1.44179 | -75.00 | 11854.00 |
| 60 | 2009.08.28 16:00 | buy | 24 | 1.00 | 1.43750 | 1.43582 | 1.44102 | ||
| 61 | 2009.08.28 16:20 | s/l | 24 | 1.00 | 1.43582 | 1.43582 | 1.44102 | -168.00 | 11686.00 |
| 62 | 2009.08.31 16:00 | buy | 25 | 1.00 | 1.42925 | 1.42737 | 1.43355 | ||
| 63 | 2009.08.31 16:26 | t/p | 25 | 1.00 | 1.43355 | 1.42737 | 1.43355 | 430.00 | 12116.00 |
| 64 | 2009.09.01 00:00 | sell | 26 | 1.00 | 1.43303 | 1.43572 | 1.42574 | ||
| 65 | 2009.09.01 05:50 | s/l | 26 | 1.00 | 1.43572 | 1.43572 | 1.42574 | -269.00 | 11847.00 |
| 66 | 2009.09.02 04:00 | buy | 27 | 1.00 | 1.42153 | 1.41695 | 1.43385 | ||
| 67 | 2009.09.02 08:00 | modify | 27 | 1.00 | 1.42153 | 1.42163 | 1.43385 | ||
| 68 | 2009.09.02 09:20 | s/l | 27 | 1.00 | 1.42163 | 1.42163 | 1.43385 | 10.00 | 11857.00 |
| 69 | 2009.09.02 12:00 | buy | 28 | 1.00 | 1.42281 | 1.41753 | 1.43727 | ||
| 70 | 2009.09.02 16:00 | close | 28 | 1.00 | 1.42108 | 1.41753 | 1.43727 | -173.00 | 11684.00 |
| 71 | 2009.09.02 16:00 | sell | 29 | 1.00 | 1.42108 | 1.42287 | 1.41648 | ||
| 72 | 2009.09.02 16:45 | s/l | 29 | 1.00 | 1.42287 | 1.42287 | 1.41648 | -179.00 | 11505.00 |
| 73 | 2009.09.03 16:00 | sell | 30 | 1.00 | 1.42816 | 1.43015 | 1.42288 | ||
| 74 | 2009.09.03 20:00 | modify | 30 | 1.00 | 1.42816 | 1.42806 | 1.42288 | ||
| 75 | 2009.09.04 04:00 | close | 30 | 1.00 | 1.42497 | 1.42806 | 1.42288 | 318.00 | 11823.00 |
| 76 | 2009.09.04 16:00 | sell | 31 | 1.00 | 1.42065 | 1.42514 | 1.40790 | ||
| 77 | 2009.09.04 17:40 | s/l | 31 | 1.00 | 1.42514 | 1.42514 | 1.40790 | -449.00 | 11374.00 |
| 78 | 2009.09.08 08:00 | buy | 32 | 1.00 | 1.43486 | 1.43388 | 1.43644 | ||
| 79 | 2009.09.08 08:15 | t/p | 32 | 1.00 | 1.43644 | 1.43388 | 1.43644 | 158.00 | 11532.00 |
| 80 | 2009.09.09 08:00 | buy | 33 | 1.00 | 1.45157 | 1.44949 | 1.45622 | ||
| 81 | 2009.09.09 08:45 | s/l | 33 | 1.00 | 1.44949 | 1.44949 | 1.45622 | -208.00 | 11324.00 |
| 82 | 2009.09.10 12:00 | sell | 34 | 1.00 | 1.45378 | 1.45517 | 1.45036 | ||
| 83 | 2009.09.10 12:20 | s/l | 34 | 1.00 | 1.45517 | 1.45517 | 1.45036 | -139.00 | 11185.00 |
| 84 | 2009.09.10 16:00 | sell | 35 | 1.00 | 1.45330 | 1.45509 | 1.44861 | ||
| 85 | 2009.09.10 16:45 | s/l | 35 | 1.00 | 1.45509 | 1.45509 | 1.44861 | -179.00 | 11006.00 |
| 86 | 2009.09.14 00:00 | buy | 36 | 1.00 | 1.45965 | 1.45687 | 1.46665 | ||
| 87 | 2009.09.14 02:03 | s/l | 36 | 1.00 | 1.45687 | 1.45687 | 1.46665 | -278.00 | 10728.00 |
| 88 | 2009.09.14 16:00 | buy | 37 | 1.00 | 1.46231 | 1.45973 | 1.46847 | ||
| 89 | 2009.09.14 20:10 | s/l | 37 | 1.00 | 1.45973 | 1.45973 | 1.46847 | -258.00 | 10470.00 |
| 90 | 2009.09.16 08:00 | buy | 38 | 1.00 | 1.46814 | 1.46676 | 1.47075 | ||
| 91 | 2009.09.16 09:20 | t/p | 38 | 1.00 | 1.47075 | 1.46676 | 1.47075 | 261.00 | 10731.00 |
| 92 | 2009.09.18 04:00 | sell | 39 | 1.00 | 1.46982 | 1.47201 | 1.46391 | ||
| 93 | 2009.09.18 06:15 | s/l | 39 | 1.00 | 1.47201 | 1.47201 | 1.46391 | -219.00 | 10512.00 |
| 94 | 2009.09.21 00:00 | sell | 40 | 1.00 | 1.46926 | 1.47145 | 1.46330 | ||
| 95 | 2009.09.21 02:37 | s/l | 40 | 1.00 | 1.47145 | 1.47145 | 1.46330 | -219.00 | 10293.00 |
| 96 | 2009.09.22 20:00 | sell | 41 | 1.00 | 1.47887 | 1.48186 | 1.47071 | ||
| 97 | 2009.09.23 00:00 | modify | 41 | 1.00 | 1.47887 | 1.48013 | 1.47564 | ||
| 98 | 2009.09.23 01:05 | s/l | 41 | 1.00 | 1.48013 | 1.48013 | 1.47564 | -127.00 | 10166.00 |
| 99 | 2009.09.23 12:00 | sell | 42 | 1.00 | 1.47787 | 1.47996 | 1.47221 | ||
| 100 | 2009.09.23 16:00 | modify | 42 | 1.00 | 1.47787 | 1.47777 | 1.47221 | ||
| 101 | 2009.09.23 16:20 | s/l | 42 | 1.00 | 1.47777 | 1.47777 | 1.47221 | 10.00 | 10176.00 |
| 102 | 2009.09.23 20:00 | buy | 43 | 1.00 | 1.47875 | 1.47687 | 1.48297 | ||
| 103 | 2009.09.23 20:20 | t/p | 43 | 1.00 | 1.48297 | 1.47687 | 1.48297 | 422.00 | 10598.00 |
| 104 | 2009.09.25 12:00 | buy | 44 | 1.00 | 1.46933 | 1.46505 | 1.48070 | ||
| 105 | 2009.09.25 14:40 | s/l | 44 | 1.00 | 1.46505 | 1.46505 | 1.48070 | -428.00 | 10170.00 |
| 106 | 2009.09.28 04:00 | sell | 45 | 1.00 | 1.45852 | 1.46161 | 1.45003 | ||
| 107 | 2009.09.28 08:20 | s/l | 45 | 1.00 | 1.46161 | 1.46161 | 1.45003 | -309.00 | 9861.00 |
| 108 | 2009.09.30 08:00 | buy | 46 | 1.00 | 1.46338 | 1.45930 | 1.47432 | ||
| 109 | 2009.09.30 12:00 | modify | 46 | 1.00 | 1.46338 | 1.46348 | 1.47432 | ||
| 110 | 2009.09.30 12:00 | modify | 46 | 1.00 | 1.46338 | 1.46237 | 1.47807 | ||
| 111 | 2009.09.30 14:20 | s/l | 46 | 1.00 | 1.46237 | 1.46237 | 1.47807 | -101.00 | 9760.00 |
| 112 | 2009.09.30 16:00 | sell | 47 | 1.00 | 1.45999 | 1.46258 | 1.45297 | ||
| 113 | 2009.09.30 16:46 | s/l | 47 | 1.00 | 1.46258 | 1.46258 | 1.45297 | -259.00 | 9501.00 |