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 | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -179.80 | Gross profit | 197.60 | Gross loss | -377.40 |
| Profit factor | 0.52 | Expected payoff | -2.34 | ||
| Absolute drawdown | 184.50 | Maximal drawdown | 190.00 (1.90%) | Relative drawdown | 1.90% (190.00) |
| Total trades | 77 | Short positions (won %) | 33 (36.36%) | Long positions (won %) | 44 (31.82%) |
| Profit trades (% of total) | 26 (33.77%) | Loss trades (% of total) | 51 (66.23%) | ||
| Largest | profit trade | 7.60 | loss trade | -7.40 | |
| Average | profit trade | 7.60 | loss trade | -7.40 | |
| Maximum | consecutive wins (profit in money) | 4 (30.40) | consecutive losses (loss in money) | 7 (-51.80) | |
| Maximal | consecutive profit (count of wins) | 30.40 (4) | consecutive loss (count of losses) | -51.80 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 02:00 | buy | 1 | 0.10 | 1.42887 | 1.42813 | 1.42963 | ||
| 2 | 2009.08.03 02:10 | s/l | 1 | 0.10 | 1.42813 | 1.42813 | 1.42963 | -7.40 | 9992.60 |
| 3 | 2009.08.04 05:00 | buy | 2 | 0.10 | 1.44128 | 1.44054 | 1.44204 | ||
| 4 | 2009.08.04 05:10 | s/l | 2 | 0.10 | 1.44054 | 1.44054 | 1.44204 | -7.40 | 9985.20 |
| 5 | 2009.08.04 09:00 | buy | 3 | 0.10 | 1.44188 | 1.44114 | 1.44264 | ||
| 6 | 2009.08.04 09:05 | s/l | 3 | 0.10 | 1.44114 | 1.44114 | 1.44264 | -7.40 | 9977.80 |
| 7 | 2009.08.04 10:00 | buy | 4 | 0.10 | 1.44049 | 1.43975 | 1.44125 | ||
| 8 | 2009.08.04 10:15 | s/l | 4 | 0.10 | 1.43975 | 1.43975 | 1.44125 | -7.40 | 9970.40 |
| 9 | 2009.08.04 13:00 | sell | 5 | 0.10 | 1.43838 | 1.43912 | 1.43762 | ||
| 10 | 2009.08.04 13:02 | s/l | 5 | 0.10 | 1.43912 | 1.43912 | 1.43762 | -7.40 | 9963.00 |
| 11 | 2009.08.04 16:00 | buy | 6 | 0.10 | 1.44099 | 1.44025 | 1.44175 | ||
| 12 | 2009.08.04 16:02 | t/p | 6 | 0.10 | 1.44175 | 1.44025 | 1.44175 | 7.60 | 9970.60 |
| 13 | 2009.08.05 01:00 | sell | 7 | 0.10 | 1.43959 | 1.44033 | 1.43883 | ||
| 14 | 2009.08.05 01:03 | s/l | 7 | 0.10 | 1.44033 | 1.44033 | 1.43883 | -7.40 | 9963.20 |
| 15 | 2009.08.05 16:00 | sell | 8 | 0.10 | 1.43865 | 1.43939 | 1.43789 | ||
| 16 | 2009.08.05 16:03 | t/p | 8 | 0.10 | 1.43789 | 1.43939 | 1.43789 | 7.60 | 9970.80 |
| 17 | 2009.08.05 19:00 | buy | 9 | 0.10 | 1.44187 | 1.44113 | 1.44263 | ||
| 18 | 2009.08.05 19:02 | s/l | 9 | 0.10 | 1.44113 | 1.44113 | 1.44263 | -7.40 | 9963.40 |
| 19 | 2009.08.06 09:00 | sell | 10 | 0.10 | 1.43932 | 1.44006 | 1.43856 | ||
| 20 | 2009.08.06 09:15 | s/l | 10 | 0.10 | 1.44006 | 1.44006 | 1.43856 | -7.40 | 9956.00 |
| 21 | 2009.08.06 11:00 | sell | 11 | 0.10 | 1.44017 | 1.44091 | 1.43941 | ||
| 22 | 2009.08.06 12:15 | t/p | 11 | 0.10 | 1.43941 | 1.44091 | 1.43941 | 7.60 | 9963.60 |
| 23 | 2009.08.07 04:00 | sell | 12 | 0.10 | 1.43510 | 1.43584 | 1.43434 | ||
| 24 | 2009.08.07 04:45 | s/l | 12 | 0.10 | 1.43584 | 1.43584 | 1.43434 | -7.40 | 9956.20 |
| 25 | 2009.08.10 07:00 | sell | 13 | 0.10 | 1.42089 | 1.42163 | 1.42013 | ||
| 26 | 2009.08.10 07:15 | s/l | 13 | 0.10 | 1.42163 | 1.42163 | 1.42013 | -7.40 | 9948.80 |
| 27 | 2009.08.10 08:00 | buy | 14 | 0.10 | 1.42162 | 1.42088 | 1.42238 | ||
| 28 | 2009.08.10 08:10 | s/l | 14 | 0.10 | 1.42088 | 1.42088 | 1.42238 | -7.40 | 9941.40 |
| 29 | 2009.08.10 10:00 | sell | 15 | 0.10 | 1.41922 | 1.41996 | 1.41846 | ||
| 30 | 2009.08.10 10:20 | t/p | 15 | 0.10 | 1.41846 | 1.41996 | 1.41846 | 7.60 | 9949.00 |
| 31 | 2009.08.11 02:00 | sell | 16 | 0.10 | 1.41284 | 1.41358 | 1.41208 | ||
| 32 | 2009.08.11 02:10 | s/l | 16 | 0.10 | 1.41358 | 1.41358 | 1.41208 | -7.40 | 9941.60 |
| 33 | 2009.08.11 06:00 | sell | 17 | 0.10 | 1.41417 | 1.41491 | 1.41341 | ||
| 34 | 2009.08.11 06:50 | t/p | 17 | 0.10 | 1.41341 | 1.41491 | 1.41341 | 7.60 | 9949.20 |
| 35 | 2009.08.11 19:00 | buy | 18 | 0.10 | 1.41612 | 1.41538 | 1.41688 | ||
| 36 | 2009.08.11 19:20 | t/p | 18 | 0.10 | 1.41688 | 1.41538 | 1.41688 | 7.60 | 9956.80 |
| 37 | 2009.08.13 23:00 | buy | 19 | 0.10 | 1.42916 | 1.42842 | 1.42992 | ||
| 38 | 2009.08.13 23:45 | s/l | 19 | 0.10 | 1.42842 | 1.42842 | 1.42992 | -7.40 | 9949.40 |
| 39 | 2009.08.17 02:00 | sell | 20 | 0.10 | 1.41654 | 1.41728 | 1.41578 | ||
| 40 | 2009.08.17 02:02 | t/p | 20 | 0.10 | 1.41578 | 1.41728 | 1.41578 | 7.60 | 9957.00 |
| 41 | 2009.08.17 23:00 | sell | 21 | 0.10 | 1.40809 | 1.40883 | 1.40733 | ||
| 42 | 2009.08.17 23:50 | t/p | 21 | 0.10 | 1.40733 | 1.40883 | 1.40733 | 7.60 | 9964.60 |
| 43 | 2009.08.18 09:00 | buy | 22 | 0.10 | 1.41309 | 1.41235 | 1.41385 | ||
| 44 | 2009.08.18 09:20 | t/p | 22 | 0.10 | 1.41385 | 1.41235 | 1.41385 | 7.60 | 9972.20 |
| 45 | 2009.08.19 07:00 | buy | 23 | 0.10 | 1.41560 | 1.41486 | 1.41636 | ||
| 46 | 2009.08.19 07:05 | s/l | 23 | 0.10 | 1.41486 | 1.41486 | 1.41636 | -7.40 | 9964.80 |
| 47 | 2009.08.20 02:00 | buy | 24 | 0.10 | 1.42511 | 1.42437 | 1.42587 | ||
| 48 | 2009.08.20 02:10 | s/l | 24 | 0.10 | 1.42437 | 1.42437 | 1.42587 | -7.40 | 9957.40 |
| 49 | 2009.08.20 12:00 | buy | 25 | 0.10 | 1.42336 | 1.42262 | 1.42412 | ||
| 50 | 2009.08.20 12:45 | s/l | 25 | 0.10 | 1.42262 | 1.42262 | 1.42412 | -7.40 | 9950.00 |
| 51 | 2009.08.20 14:00 | buy | 26 | 0.10 | 1.42387 | 1.42313 | 1.42463 | ||
| 52 | 2009.08.20 14:20 | s/l | 26 | 0.10 | 1.42313 | 1.42313 | 1.42463 | -7.40 | 9942.60 |
| 53 | 2009.08.20 16:00 | buy | 27 | 0.10 | 1.42327 | 1.42253 | 1.42403 | ||
| 54 | 2009.08.20 16:15 | s/l | 27 | 0.10 | 1.42253 | 1.42253 | 1.42403 | -7.40 | 9935.20 |
| 55 | 2009.08.21 20:00 | buy | 28 | 0.10 | 1.43286 | 1.43212 | 1.43362 | ||
| 56 | 2009.08.21 21:05 | t/p | 28 | 0.10 | 1.43362 | 1.43212 | 1.43362 | 7.60 | 9942.80 |
| 57 | 2009.08.25 02:00 | sell | 29 | 0.10 | 1.42916 | 1.42990 | 1.42840 | ||
| 58 | 2009.08.25 02:50 | t/p | 29 | 0.10 | 1.42840 | 1.42990 | 1.42840 | 7.60 | 9950.40 |
| 59 | 2009.08.26 13:00 | sell | 30 | 0.10 | 1.42968 | 1.43042 | 1.42892 | ||
| 60 | 2009.08.26 13:07 | s/l | 30 | 0.10 | 1.43042 | 1.43042 | 1.42892 | -7.40 | 9943.00 |
| 61 | 2009.08.27 19:00 | buy | 31 | 0.10 | 1.42690 | 1.42616 | 1.42766 | ||
| 62 | 2009.08.27 19:15 | s/l | 31 | 0.10 | 1.42616 | 1.42616 | 1.42766 | -7.40 | 9935.60 |
| 63 | 2009.08.28 04:00 | buy | 32 | 0.10 | 1.43681 | 1.43607 | 1.43757 | ||
| 64 | 2009.08.28 04:20 | s/l | 32 | 0.10 | 1.43607 | 1.43607 | 1.43757 | -7.40 | 9928.20 |
| 65 | 2009.08.28 12:00 | buy | 33 | 0.10 | 1.43537 | 1.43463 | 1.43613 | ||
| 66 | 2009.08.28 12:15 | s/l | 33 | 0.10 | 1.43463 | 1.43463 | 1.43613 | -7.40 | 9920.80 |
| 67 | 2009.08.31 06:00 | sell | 34 | 0.10 | 1.42871 | 1.42945 | 1.42795 | ||
| 68 | 2009.08.31 06:26 | t/p | 34 | 0.10 | 1.42795 | 1.42945 | 1.42795 | 7.60 | 9928.40 |
| 69 | 2009.08.31 14:00 | sell | 35 | 0.10 | 1.42748 | 1.42822 | 1.42672 | ||
| 70 | 2009.08.31 14:02 | s/l | 35 | 0.10 | 1.42822 | 1.42822 | 1.42672 | -7.40 | 9921.00 |
| 71 | 2009.09.01 02:00 | buy | 36 | 0.10 | 1.43373 | 1.43299 | 1.43449 | ||
| 72 | 2009.09.01 02:45 | s/l | 36 | 0.10 | 1.43299 | 1.43299 | 1.43449 | -7.40 | 9913.60 |
| 73 | 2009.09.01 17:00 | sell | 37 | 0.10 | 1.43036 | 1.43110 | 1.42960 | ||
| 74 | 2009.09.01 17:07 | s/l | 37 | 0.10 | 1.43110 | 1.43110 | 1.42960 | -7.40 | 9906.20 |
| 75 | 2009.09.02 03:00 | sell | 38 | 0.10 | 1.41968 | 1.42042 | 1.41892 | ||
| 76 | 2009.09.02 03:20 | s/l | 38 | 0.10 | 1.42042 | 1.42042 | 1.41892 | -7.40 | 9898.80 |
| 77 | 2009.09.02 17:00 | buy | 39 | 0.10 | 1.42401 | 1.42327 | 1.42477 | ||
| 78 | 2009.09.02 17:02 | s/l | 39 | 0.10 | 1.42327 | 1.42327 | 1.42477 | -7.40 | 9891.40 |
| 79 | 2009.09.04 03:00 | sell | 40 | 0.10 | 1.42511 | 1.42585 | 1.42435 | ||
| 80 | 2009.09.04 03:20 | t/p | 40 | 0.10 | 1.42435 | 1.42585 | 1.42435 | 7.60 | 9899.00 |
| 81 | 2009.09.04 18:00 | buy | 41 | 0.10 | 1.42791 | 1.42717 | 1.42867 | ||
| 82 | 2009.09.04 18:10 | t/p | 41 | 0.10 | 1.42867 | 1.42717 | 1.42867 | 7.60 | 9906.60 |
| 83 | 2009.09.07 22:00 | buy | 42 | 0.10 | 1.43434 | 1.43360 | 1.43510 | ||
| 84 | 2009.09.07 22:20 | s/l | 42 | 0.10 | 1.43360 | 1.43360 | 1.43510 | -7.40 | 9899.20 |
| 85 | 2009.09.07 23:00 | sell | 43 | 0.10 | 1.43312 | 1.43386 | 1.43236 | ||
| 86 | 2009.09.07 23:20 | s/l | 43 | 0.10 | 1.43386 | 1.43386 | 1.43236 | -7.40 | 9891.80 |
| 87 | 2009.09.08 04:00 | sell | 44 | 0.10 | 1.43323 | 1.43397 | 1.43247 | ||
| 88 | 2009.09.08 04:50 | s/l | 44 | 0.10 | 1.43397 | 1.43397 | 1.43247 | -7.40 | 9884.40 |
| 89 | 2009.09.09 05:00 | buy | 45 | 0.10 | 1.44956 | 1.44882 | 1.45032 | ||
| 90 | 2009.09.09 05:45 | s/l | 45 | 0.10 | 1.44882 | 1.44882 | 1.45032 | -7.40 | 9877.00 |
| 91 | 2009.09.09 06:00 | sell | 46 | 0.10 | 1.44818 | 1.44892 | 1.44742 | ||
| 92 | 2009.09.09 06:20 | s/l | 46 | 0.10 | 1.44892 | 1.44892 | 1.44742 | -7.40 | 9869.60 |
| 93 | 2009.09.09 08:00 | buy | 47 | 0.10 | 1.45162 | 1.45088 | 1.45238 | ||
| 94 | 2009.09.09 08:15 | s/l | 47 | 0.10 | 1.45088 | 1.45088 | 1.45238 | -7.40 | 9862.20 |
| 95 | 2009.09.10 00:00 | buy | 48 | 0.10 | 1.45663 | 1.45589 | 1.45739 | ||
| 96 | 2009.09.10 00:15 | s/l | 48 | 0.10 | 1.45589 | 1.45589 | 1.45739 | -7.40 | 9854.80 |
| 97 | 2009.09.10 05:00 | buy | 49 | 0.10 | 1.45606 | 1.45532 | 1.45682 | ||
| 98 | 2009.09.10 05:40 | t/p | 49 | 0.10 | 1.45682 | 1.45532 | 1.45682 | 7.60 | 9862.40 |
| 99 | 2009.09.11 14:00 | buy | 50 | 0.10 | 1.46112 | 1.46038 | 1.46188 | ||
| 100 | 2009.09.11 14:10 | s/l | 50 | 0.10 | 1.46038 | 1.46038 | 1.46188 | -7.40 | 9855.00 |
| 101 | 2009.09.11 17:00 | buy | 51 | 0.10 | 1.46150 | 1.46076 | 1.46226 | ||
| 102 | 2009.09.11 17:07 | t/p | 51 | 0.10 | 1.46226 | 1.46076 | 1.46226 | 7.60 | 9862.60 |
| 103 | 2009.09.11 18:00 | sell | 52 | 0.10 | 1.45848 | 1.45922 | 1.45772 | ||
| 104 | 2009.09.11 18:02 | s/l | 52 | 0.10 | 1.45922 | 1.45922 | 1.45772 | -7.40 | 9855.20 |
| 105 | 2009.09.14 01:00 | sell | 53 | 0.10 | 1.45819 | 1.45893 | 1.45743 | ||
| 106 | 2009.09.14 01:15 | s/l | 53 | 0.10 | 1.45893 | 1.45893 | 1.45743 | -7.40 | 9847.80 |
| 107 | 2009.09.14 13:00 | sell | 54 | 0.10 | 1.45428 | 1.45502 | 1.45352 | ||
| 108 | 2009.09.14 13:07 | t/p | 54 | 0.10 | 1.45352 | 1.45502 | 1.45352 | 7.60 | 9855.40 |
| 109 | 2009.09.14 14:00 | buy | 55 | 0.10 | 1.45661 | 1.45587 | 1.45737 | ||
| 110 | 2009.09.14 14:15 | s/l | 55 | 0.10 | 1.45587 | 1.45587 | 1.45737 | -7.40 | 9848.00 |
| 111 | 2009.09.15 00:00 | buy | 56 | 0.10 | 1.46299 | 1.46225 | 1.46375 | ||
| 112 | 2009.09.15 00:20 | s/l | 56 | 0.10 | 1.46225 | 1.46225 | 1.46375 | -7.40 | 9840.60 |
| 113 | 2009.09.15 08:00 | buy | 57 | 0.10 | 1.46310 | 1.46236 | 1.46386 | ||
| 114 | 2009.09.15 08:20 | t/p | 57 | 0.10 | 1.46386 | 1.46236 | 1.46386 | 7.60 | 9848.20 |
| 115 | 2009.09.16 03:00 | buy | 58 | 0.10 | 1.46808 | 1.46734 | 1.46884 | ||
| 116 | 2009.09.16 03:15 | s/l | 58 | 0.10 | 1.46734 | 1.46734 | 1.46884 | -7.40 | 9840.80 |
| 117 | 2009.09.16 04:00 | buy | 59 | 0.10 | 1.46702 | 1.46628 | 1.46778 | ||
| 118 | 2009.09.16 04:20 | s/l | 59 | 0.10 | 1.46628 | 1.46628 | 1.46778 | -7.40 | 9833.40 |
| 119 | 2009.09.16 07:00 | buy | 60 | 0.10 | 1.46716 | 1.46642 | 1.46792 | ||
| 120 | 2009.09.16 07:45 | t/p | 60 | 0.10 | 1.46792 | 1.46642 | 1.46792 | 7.60 | 9841.00 |
| 121 | 2009.09.17 04:00 | buy | 61 | 0.10 | 1.47167 | 1.47093 | 1.47243 | ||
| 122 | 2009.09.17 04:20 | t/p | 61 | 0.10 | 1.47243 | 1.47093 | 1.47243 | 7.60 | 9848.60 |
| 123 | 2009.09.17 20:00 | sell | 62 | 0.10 | 1.47235 | 1.47309 | 1.47159 | ||
| 124 | 2009.09.17 20:10 | s/l | 62 | 0.10 | 1.47309 | 1.47309 | 1.47159 | -7.40 | 9841.20 |
| 125 | 2009.09.17 22:00 | buy | 63 | 0.10 | 1.47340 | 1.47266 | 1.47416 | ||
| 126 | 2009.09.17 22:45 | t/p | 63 | 0.10 | 1.47416 | 1.47266 | 1.47416 | 7.60 | 9848.80 |
| 127 | 2009.09.18 09:00 | sell | 64 | 0.10 | 1.46978 | 1.47052 | 1.46902 | ||
| 128 | 2009.09.18 09:07 | s/l | 64 | 0.10 | 1.47052 | 1.47052 | 1.46902 | -7.40 | 9841.40 |
| 129 | 2009.09.18 19:00 | buy | 65 | 0.10 | 1.47259 | 1.47185 | 1.47335 | ||
| 130 | 2009.09.18 19:15 | s/l | 65 | 0.10 | 1.47185 | 1.47185 | 1.47335 | -7.40 | 9834.00 |
| 131 | 2009.09.18 21:00 | buy | 66 | 0.10 | 1.47223 | 1.47149 | 1.47299 | ||
| 132 | 2009.09.18 21:43 | s/l | 66 | 0.10 | 1.47149 | 1.47149 | 1.47299 | -7.40 | 9826.60 |
| 133 | 2009.09.18 22:00 | sell | 67 | 0.10 | 1.47010 | 1.47084 | 1.46934 | ||
| 134 | 2009.09.18 22:50 | s/l | 67 | 0.10 | 1.47084 | 1.47084 | 1.46934 | -7.40 | 9819.20 |
| 135 | 2009.09.21 05:00 | sell | 68 | 0.10 | 1.46921 | 1.46995 | 1.46845 | ||
| 136 | 2009.09.21 05:50 | t/p | 68 | 0.10 | 1.46845 | 1.46995 | 1.46845 | 7.60 | 9826.80 |
| 137 | 2009.09.22 02:00 | buy | 69 | 0.10 | 1.46844 | 1.46770 | 1.46920 | ||
| 138 | 2009.09.22 02:40 | t/p | 69 | 0.10 | 1.46920 | 1.46770 | 1.46920 | 7.60 | 9834.40 |
| 139 | 2009.09.23 03:00 | buy | 70 | 0.10 | 1.47956 | 1.47882 | 1.48032 | ||
| 140 | 2009.09.23 03:50 | t/p | 70 | 0.10 | 1.48032 | 1.47882 | 1.48032 | 7.60 | 9842.00 |
| 141 | 2009.09.25 03:00 | sell | 71 | 0.10 | 1.46270 | 1.46344 | 1.46194 | ||
| 142 | 2009.09.25 03:02 | t/p | 71 | 0.10 | 1.46194 | 1.46344 | 1.46194 | 7.60 | 9849.60 |
| 143 | 2009.09.25 20:00 | sell | 72 | 0.10 | 1.46683 | 1.46757 | 1.46607 | ||
| 144 | 2009.09.25 20:07 | s/l | 72 | 0.10 | 1.46757 | 1.46757 | 1.46607 | -7.40 | 9842.20 |
| 145 | 2009.09.28 00:00 | buy | 73 | 0.10 | 1.46957 | 1.46883 | 1.47033 | ||
| 146 | 2009.09.28 00:02 | s/l | 73 | 0.10 | 1.46883 | 1.46883 | 1.47033 | -7.40 | 9834.80 |
| 147 | 2009.09.28 03:00 | sell | 74 | 0.10 | 1.46441 | 1.46515 | 1.46365 | ||
| 148 | 2009.09.28 03:02 | s/l | 74 | 0.10 | 1.46515 | 1.46515 | 1.46365 | -7.40 | 9827.40 |
| 149 | 2009.09.29 03:00 | sell | 75 | 0.10 | 1.45938 | 1.46012 | 1.45862 | ||
| 150 | 2009.09.29 03:43 | s/l | 75 | 0.10 | 1.46012 | 1.46012 | 1.45862 | -7.40 | 9820.00 |
| 151 | 2009.09.29 06:00 | buy | 76 | 0.10 | 1.46283 | 1.46209 | 1.46359 | ||
| 152 | 2009.09.29 06:32 | t/p | 76 | 0.10 | 1.46359 | 1.46209 | 1.46359 | 7.60 | 9827.60 |
| 153 | 2009.09.30 19:00 | buy | 77 | 0.10 | 1.46445 | 1.46371 | 1.46521 | ||
| 154 | 2009.09.30 19:02 | s/l | 77 | 0.10 | 1.46371 | 1.46371 | 1.46521 | -7.40 | 9820.20 |