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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -105.88 | Gross profit | 599.42 | Gross loss | -705.30 |
Profit factor | 0.85 | Expected payoff | -3.53 | ||
Absolute drawdown | 370.96 | Maximal drawdown | 462.76 (4.59%) | Relative drawdown | 4.59% (462.76) |
Total trades | 30 | Short positions (won %) | 15 (13.33%) | Long positions (won %) | 15 (26.67%) |
Profit trades (% of total) | 6 (20.00%) | Loss trades (% of total) | 24 (80.00%) | ||
Largest | profit trade | 100.00 | loss trade | -77.50 | |
Average | profit trade | 99.90 | loss trade | -29.39 | |
Maximum | consecutive wins (profit in money) | 2 (199.74) | consecutive losses (loss in money) | 11 (-341.14) | |
Maximal | consecutive profit (count of wins) | 199.74 (2) | consecutive loss (count of losses) | -341.14 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.13 10:00 | buy | 1 | 0.10 | 1.42488 | 0.00000 | 1.43488 | ||
2 | 2009.08.13 14:00 | close | 1 | 0.10 | 1.42457 | 0.00000 | 1.43488 | -3.10 | 9996.90 |
3 | 2009.08.13 14:00 | sell | 2 | 0.10 | 1.42457 | 0.00000 | 1.41457 | ||
4 | 2009.08.13 15:00 | close | 2 | 0.10 | 1.43027 | 0.00000 | 1.41457 | -57.00 | 9939.90 |
5 | 2009.08.13 15:00 | buy | 3 | 0.10 | 1.43027 | 0.00000 | 1.44027 | ||
6 | 2009.08.14 16:00 | close | 3 | 0.10 | 1.42474 | 0.00000 | 1.44027 | -55.34 | 9884.56 |
7 | 2009.08.14 16:00 | sell | 4 | 0.10 | 1.42474 | 0.00000 | 1.41474 | ||
8 | 2009.08.17 03:20 | t/p | 4 | 0.10 | 1.41474 | 0.00000 | 1.41474 | 99.90 | 9984.46 |
9 | 2009.08.19 17:00 | buy | 5 | 0.10 | 1.42170 | 0.00000 | 1.43170 | ||
10 | 2009.08.21 12:10 | t/p | 5 | 0.10 | 1.43170 | 0.00000 | 1.43170 | 99.84 | 10084.30 |
11 | 2009.08.26 16:00 | sell | 6 | 0.10 | 1.42146 | 0.00000 | 1.41146 | ||
12 | 2009.08.26 22:00 | close | 6 | 0.10 | 1.42551 | 0.00000 | 1.41146 | -40.50 | 10043.80 |
13 | 2009.08.26 22:00 | buy | 7 | 0.10 | 1.42551 | 0.00000 | 1.43551 | ||
14 | 2009.08.27 00:00 | close | 7 | 0.10 | 1.42412 | 0.00000 | 1.43551 | -14.02 | 10029.78 |
15 | 2009.08.27 00:00 | sell | 8 | 0.10 | 1.42412 | 0.00000 | 1.41412 | ||
16 | 2009.08.27 09:00 | close | 8 | 0.10 | 1.42580 | 0.00000 | 1.41412 | -16.80 | 10012.98 |
17 | 2009.08.27 09:00 | buy | 9 | 0.10 | 1.42580 | 0.00000 | 1.43580 | ||
18 | 2009.08.27 10:00 | close | 9 | 0.10 | 1.42416 | 0.00000 | 1.43580 | -16.40 | 9996.58 |
19 | 2009.08.27 10:00 | sell | 10 | 0.10 | 1.42416 | 0.00000 | 1.41416 | ||
20 | 2009.08.27 12:00 | close | 10 | 0.10 | 1.42665 | 0.00000 | 1.41416 | -24.90 | 9971.68 |
21 | 2009.08.27 12:00 | buy | 11 | 0.10 | 1.42665 | 0.00000 | 1.43665 | ||
22 | 2009.08.27 16:00 | close | 11 | 0.10 | 1.42291 | 0.00000 | 1.43665 | -37.40 | 9934.28 |
23 | 2009.08.27 16:00 | sell | 12 | 0.10 | 1.42291 | 0.00000 | 1.41291 | ||
24 | 2009.08.27 18:00 | close | 12 | 0.10 | 1.42726 | 0.00000 | 1.41291 | -43.50 | 9890.78 |
25 | 2009.08.27 18:00 | buy | 13 | 0.10 | 1.42726 | 0.00000 | 1.43726 | ||
26 | 2009.08.27 20:20 | t/p | 13 | 0.10 | 1.43726 | 0.00000 | 1.43726 | 100.00 | 9990.78 |
27 | 2009.08.31 07:00 | sell | 14 | 0.10 | 1.42810 | 0.00000 | 1.41810 | ||
28 | 2009.08.31 11:00 | close | 14 | 0.10 | 1.42910 | 0.00000 | 1.41810 | -10.00 | 9980.78 |
29 | 2009.08.31 11:00 | buy | 15 | 0.10 | 1.42910 | 0.00000 | 1.43910 | ||
30 | 2009.08.31 13:00 | close | 15 | 0.10 | 1.42774 | 0.00000 | 1.43910 | -13.60 | 9967.18 |
31 | 2009.08.31 13:00 | sell | 16 | 0.10 | 1.42774 | 0.00000 | 1.41774 | ||
32 | 2009.08.31 15:00 | close | 16 | 0.10 | 1.42892 | 0.00000 | 1.41774 | -11.80 | 9955.38 |
33 | 2009.08.31 15:00 | buy | 17 | 0.10 | 1.42892 | 0.00000 | 1.43892 | ||
34 | 2009.09.01 13:00 | close | 17 | 0.10 | 1.42873 | 0.00000 | 1.43892 | -1.94 | 9953.44 |
35 | 2009.09.01 13:00 | sell | 18 | 0.10 | 1.42873 | 0.00000 | 1.41873 | ||
36 | 2009.09.01 14:00 | close | 18 | 0.10 | 1.43113 | 0.00000 | 1.41873 | -24.00 | 9929.44 |
37 | 2009.09.01 14:00 | buy | 19 | 0.10 | 1.43113 | 0.00000 | 1.44113 | ||
38 | 2009.09.01 18:00 | close | 19 | 0.10 | 1.42338 | 0.00000 | 1.44113 | -77.50 | 9851.94 |
39 | 2009.09.01 18:00 | sell | 20 | 0.10 | 1.42338 | 0.00000 | 1.41338 | ||
40 | 2009.09.03 09:00 | close | 20 | 0.10 | 1.43049 | 0.00000 | 1.41338 | -71.50 | 9780.44 |
41 | 2009.09.03 09:00 | buy | 21 | 0.10 | 1.43049 | 0.00000 | 1.44049 | ||
42 | 2009.09.03 17:00 | close | 21 | 0.10 | 1.42577 | 0.00000 | 1.44049 | -47.20 | 9733.24 |
43 | 2009.09.03 17:00 | sell | 22 | 0.10 | 1.42577 | 0.00000 | 1.41577 | ||
44 | 2009.09.04 09:00 | close | 22 | 0.10 | 1.42884 | 0.00000 | 1.41577 | -30.80 | 9702.44 |
45 | 2009.09.04 09:00 | buy | 23 | 0.10 | 1.42884 | 0.00000 | 1.43884 | ||
46 | 2009.09.04 10:00 | close | 23 | 0.10 | 1.42714 | 0.00000 | 1.43884 | -17.00 | 9685.44 |
47 | 2009.09.04 10:00 | sell | 24 | 0.10 | 1.42714 | 0.00000 | 1.41714 | ||
48 | 2009.09.04 19:00 | close | 24 | 0.10 | 1.43072 | 0.00000 | 1.41714 | -35.80 | 9649.64 |
49 | 2009.09.04 19:00 | buy | 25 | 0.10 | 1.43072 | 0.00000 | 1.44072 | ||
50 | 2009.09.08 09:45 | t/p | 25 | 0.10 | 1.44072 | 0.00000 | 1.44072 | 99.92 | 9749.56 |
51 | 2009.09.21 15:00 | sell | 26 | 0.10 | 1.46262 | 0.00000 | 1.45262 | ||
52 | 2009.09.21 17:00 | close | 26 | 0.10 | 1.46565 | 0.00000 | 1.45262 | -30.30 | 9719.26 |
53 | 2009.09.21 17:00 | buy | 27 | 0.10 | 1.46565 | 0.00000 | 1.47565 | ||
54 | 2009.09.22 09:15 | t/p | 27 | 0.10 | 1.47565 | 0.00000 | 1.47565 | 99.96 | 9819.22 |
55 | 2009.09.24 00:00 | sell | 28 | 0.10 | 1.46921 | 0.00000 | 1.45921 | ||
56 | 2009.09.24 01:00 | close | 28 | 0.10 | 1.47119 | 0.00000 | 1.45921 | -19.80 | 9799.42 |
57 | 2009.09.24 01:00 | buy | 29 | 0.10 | 1.47119 | 0.00000 | 1.48119 | ||
58 | 2009.09.24 17:00 | close | 29 | 0.10 | 1.47068 | 0.00000 | 1.48119 | -5.10 | 9794.32 |
59 | 2009.09.24 17:00 | sell | 30 | 0.10 | 1.47068 | 0.00000 | 1.46068 | ||
60 | 2009.09.28 03:45 | t/p | 30 | 0.10 | 1.46068 | 0.00000 | 1.46068 | 99.80 | 9894.12 |