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 | MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 58.50 | Gross profit | 416.00 | Gross loss | -357.50 |
Profit factor | 1.16 | Expected payoff | 3.08 | ||
Absolute drawdown | 57.20 | Maximal drawdown | 335.40 (3.23%) | Relative drawdown | 3.23% (335.40) |
Total trades | 19 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
Largest | profit trade | 130.00 | loss trade | -71.50 | |
Average | profit trade | 29.71 | loss trade | -71.50 | |
Maximum | consecutive wins (profit in money) | 10 (247.00) | consecutive losses (loss in money) | 2 (-143.00) | |
Maximal | consecutive profit (count of wins) | 247.00 (10) | consecutive loss (count of losses) | -143.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 02:00 | sell stop | 1 | 1.30 | 1.41712 | 1.41767 | 1.41612 | ||
2 | 2009.08.03 02:02 | buy stop | 2 | 1.30 | 1.42988 | 1.42933 | 1.43088 | ||
3 | 2009.08.03 11:15 | buy | 2 | 1.30 | 1.42988 | 1.42933 | 1.43088 | ||
4 | 2009.08.03 11:15 | delete | 1 | 1.30 | 1.41712 | 1.41767 | 1.41612 | ||
5 | 2009.08.03 11:20 | t/p | 2 | 1.30 | 1.43088 | 1.42933 | 1.43088 | 130.00 | 10130.00 |
6 | 2009.08.04 02:00 | sell stop | 3 | 1.30 | 1.43248 | 1.43303 | 1.43148 | ||
7 | 2009.08.04 02:02 | buy stop | 4 | 1.30 | 1.44636 | 1.44581 | 1.44736 | ||
8 | 2009.08.04 23:00 | delete | 4 | 1.30 | 1.44636 | 1.44581 | 1.44736 | ||
9 | 2009.08.04 23:00 | delete | 3 | 1.30 | 1.43248 | 1.43303 | 1.43148 | ||
10 | 2009.08.10 02:00 | buy stop | 5 | 1.30 | 1.42716 | 1.42661 | 1.42816 | ||
11 | 2009.08.10 02:03 | sell stop | 6 | 1.30 | 1.41334 | 1.41389 | 1.41234 | ||
12 | 2009.08.10 17:20 | sell | 6 | 1.30 | 1.41334 | 1.41389 | 1.41234 | ||
13 | 2009.08.10 17:20 | delete | 5 | 1.30 | 1.42716 | 1.42661 | 1.42816 | ||
14 | 2009.08.10 17:27 | s/l | 6 | 1.30 | 1.41389 | 1.41389 | 1.41234 | -71.50 | 10058.50 |
15 | 2009.08.13 02:00 | sell stop | 7 | 1.30 | 1.41662 | 1.41717 | 1.41562 | ||
16 | 2009.08.13 02:02 | buy stop | 8 | 1.30 | 1.42666 | 1.42611 | 1.42766 | ||
17 | 2009.08.13 08:20 | buy | 8 | 1.30 | 1.42666 | 1.42611 | 1.42766 | ||
18 | 2009.08.13 08:20 | delete | 7 | 1.30 | 1.41662 | 1.41717 | 1.41562 | ||
19 | 2009.08.13 08:22 | s/l | 8 | 1.30 | 1.42611 | 1.42611 | 1.42766 | -71.50 | 9987.00 |
20 | 2009.08.14 02:00 | sell stop | 9 | 1.30 | 1.42635 | 1.42690 | 1.42535 | ||
21 | 2009.08.14 02:02 | buy stop | 10 | 1.30 | 1.43468 | 1.43413 | 1.43568 | ||
22 | 2009.08.14 05:20 | sell | 9 | 1.30 | 1.42635 | 1.42690 | 1.42535 | ||
23 | 2009.08.14 05:20 | delete | 10 | 1.30 | 1.43468 | 1.43413 | 1.43568 | ||
24 | 2009.08.14 05:32 | modify | 9 | 1.30 | 1.42635 | 1.42625 | 0.00000 | ||
25 | 2009.08.14 05:40 | s/l | 9 | 1.30 | 1.42625 | 1.42625 | 0.00000 | 13.00 | 10000.00 |
26 | 2009.08.17 02:00 | buy stop | 11 | 1.30 | 1.42328 | 1.42273 | 1.42428 | ||
27 | 2009.08.17 02:02 | sell stop | 12 | 1.30 | 1.41397 | 1.41452 | 1.41297 | ||
28 | 2009.08.17 07:20 | sell | 12 | 1.30 | 1.41397 | 1.41452 | 1.41297 | ||
29 | 2009.08.17 07:20 | delete | 11 | 1.30 | 1.42328 | 1.42273 | 1.42428 | ||
30 | 2009.08.17 07:27 | modify | 12 | 1.30 | 1.41397 | 1.41387 | 0.00000 | ||
31 | 2009.08.17 07:45 | s/l | 12 | 1.30 | 1.41387 | 1.41387 | 0.00000 | 13.00 | 10013.00 |
32 | 2009.08.18 02:00 | buy stop | 13 | 1.30 | 1.41196 | 1.41141 | 1.41296 | ||
33 | 2009.08.18 02:02 | sell stop | 14 | 1.30 | 1.40248 | 1.40303 | 1.40148 | ||
34 | 2009.08.18 03:50 | buy | 13 | 1.30 | 1.41196 | 1.41141 | 1.41296 | ||
35 | 2009.08.18 03:50 | delete | 14 | 1.30 | 1.40248 | 1.40303 | 1.40148 | ||
36 | 2009.08.18 03:50 | modify | 13 | 1.30 | 1.41196 | 1.41206 | 0.00000 | ||
37 | 2009.08.18 03:57 | s/l | 13 | 1.30 | 1.41206 | 1.41206 | 0.00000 | 13.00 | 10026.00 |
38 | 2009.08.20 02:00 | sell stop | 15 | 1.30 | 1.41751 | 1.41806 | 1.41651 | ||
39 | 2009.08.20 02:02 | buy stop | 16 | 1.30 | 1.42863 | 1.42808 | 1.42963 | ||
40 | 2009.08.20 23:00 | delete | 16 | 1.30 | 1.42863 | 1.42808 | 1.42963 | ||
41 | 2009.08.20 23:00 | delete | 15 | 1.30 | 1.41751 | 1.41806 | 1.41651 | ||
42 | 2009.08.24 02:00 | sell stop | 17 | 1.30 | 1.42915 | 1.42970 | 1.42815 | ||
43 | 2009.08.24 02:02 | buy stop | 18 | 1.30 | 1.43952 | 1.43897 | 1.44052 | ||
44 | 2009.08.24 09:15 | sell | 17 | 1.30 | 1.42915 | 1.42970 | 1.42815 | ||
45 | 2009.08.24 09:15 | delete | 18 | 1.30 | 1.43952 | 1.43897 | 1.44052 | ||
46 | 2009.08.24 09:20 | modify | 17 | 1.30 | 1.42915 | 1.42905 | 0.00000 | ||
47 | 2009.08.24 09:27 | s/l | 17 | 1.30 | 1.42905 | 1.42905 | 0.00000 | 13.00 | 10039.00 |
48 | 2009.08.27 02:00 | buy stop | 19 | 1.30 | 1.42777 | 1.42722 | 1.42877 | ||
49 | 2009.08.27 02:02 | sell stop | 20 | 1.30 | 1.41859 | 1.41914 | 1.41759 | ||
50 | 2009.08.27 13:50 | buy | 19 | 1.30 | 1.42777 | 1.42722 | 1.42877 | ||
51 | 2009.08.27 13:50 | delete | 20 | 1.30 | 1.41859 | 1.41914 | 1.41759 | ||
52 | 2009.08.27 13:50 | modify | 19 | 1.30 | 1.42777 | 1.42787 | 0.00000 | ||
53 | 2009.08.27 13:52 | s/l | 19 | 1.30 | 1.42787 | 1.42787 | 0.00000 | 13.00 | 10052.00 |
54 | 2009.08.28 02:00 | sell stop | 21 | 1.30 | 1.43123 | 1.43178 | 1.43023 | ||
55 | 2009.08.28 02:02 | buy stop | 22 | 1.30 | 1.44257 | 1.44202 | 1.44357 | ||
56 | 2009.08.28 20:10 | sell | 21 | 1.30 | 1.43123 | 1.43178 | 1.43023 | ||
57 | 2009.08.28 20:10 | delete | 22 | 1.30 | 1.44257 | 1.44202 | 1.44357 | ||
58 | 2009.08.28 20:16 | t/p | 21 | 1.30 | 1.43023 | 1.43178 | 1.43023 | 130.00 | 10182.00 |
59 | 2009.09.02 02:00 | buy stop | 23 | 1.30 | 1.42771 | 1.42716 | 1.42871 | ||
60 | 2009.09.02 02:02 | sell stop | 24 | 1.30 | 1.41570 | 1.41625 | 1.41470 | ||
61 | 2009.09.02 18:45 | buy | 23 | 1.30 | 1.42771 | 1.42716 | 1.42871 | ||
62 | 2009.09.02 18:45 | delete | 24 | 1.30 | 1.41570 | 1.41625 | 1.41470 | ||
63 | 2009.09.02 18:45 | modify | 23 | 1.30 | 1.42771 | 1.42781 | 0.00000 | ||
64 | 2009.09.02 18:47 | s/l | 23 | 1.30 | 1.42781 | 1.42781 | 0.00000 | 13.00 | 10195.00 |
65 | 2009.09.07 02:00 | sell stop | 25 | 1.30 | 1.42586 | 1.42641 | 1.42486 | ||
66 | 2009.09.07 02:02 | buy stop | 26 | 1.30 | 1.43466 | 1.43411 | 1.43566 | ||
67 | 2009.09.07 09:15 | buy | 26 | 1.30 | 1.43466 | 1.43411 | 1.43566 | ||
68 | 2009.09.07 09:15 | delete | 25 | 1.30 | 1.42586 | 1.42641 | 1.42486 | ||
69 | 2009.09.07 09:15 | modify | 26 | 1.30 | 1.43466 | 1.43476 | 0.00000 | ||
70 | 2009.09.07 09:27 | s/l | 26 | 1.30 | 1.43476 | 1.43476 | 0.00000 | 13.00 | 10208.00 |
71 | 2009.09.09 02:00 | sell stop | 27 | 1.30 | 1.44310 | 1.44365 | 1.44210 | ||
72 | 2009.09.09 02:03 | buy stop | 28 | 1.30 | 1.45544 | 1.45489 | 1.45644 | ||
73 | 2009.09.09 14:45 | buy | 28 | 1.30 | 1.45544 | 1.45489 | 1.45644 | ||
74 | 2009.09.09 14:45 | delete | 27 | 1.30 | 1.44310 | 1.44365 | 1.44210 | ||
75 | 2009.09.09 14:50 | modify | 28 | 1.30 | 1.45544 | 1.45554 | 0.00000 | ||
76 | 2009.09.09 14:57 | s/l | 28 | 1.30 | 1.45554 | 1.45554 | 0.00000 | 13.00 | 10221.00 |
77 | 2009.09.10 02:00 | sell stop | 29 | 1.30 | 1.45326 | 1.45381 | 1.45226 | ||
78 | 2009.09.10 02:02 | buy stop | 30 | 1.30 | 1.46191 | 1.46136 | 1.46291 | ||
79 | 2009.09.10 11:32 | sell | 29 | 1.30 | 1.45326 | 1.45381 | 1.45226 | ||
80 | 2009.09.10 11:32 | delete | 30 | 1.30 | 1.46191 | 1.46136 | 1.46291 | ||
81 | 2009.09.10 11:37 | modify | 29 | 1.30 | 1.45326 | 1.45316 | 0.00000 | ||
82 | 2009.09.10 11:40 | s/l | 29 | 1.30 | 1.45316 | 1.45316 | 0.00000 | 13.00 | 10234.00 |
83 | 2009.09.15 02:00 | sell stop | 31 | 1.30 | 1.45833 | 1.45888 | 1.45733 | ||
84 | 2009.09.15 02:02 | buy stop | 32 | 1.30 | 1.46718 | 1.46663 | 1.46818 | ||
85 | 2009.09.15 11:20 | sell | 31 | 1.30 | 1.45833 | 1.45888 | 1.45733 | ||
86 | 2009.09.15 11:20 | delete | 32 | 1.30 | 1.46718 | 1.46663 | 1.46818 | ||
87 | 2009.09.15 11:27 | s/l | 31 | 1.30 | 1.45888 | 1.45888 | 1.45733 | -71.50 | 10162.50 |
88 | 2009.09.16 02:00 | sell stop | 33 | 1.30 | 1.46230 | 1.46285 | 1.46130 | ||
89 | 2009.09.16 02:02 | buy stop | 34 | 1.30 | 1.47053 | 1.46998 | 1.47153 | ||
90 | 2009.09.16 09:20 | buy | 34 | 1.30 | 1.47053 | 1.46998 | 1.47153 | ||
91 | 2009.09.16 09:20 | delete | 33 | 1.30 | 1.46230 | 1.46285 | 1.46130 | ||
92 | 2009.09.16 09:27 | s/l | 34 | 1.30 | 1.46998 | 1.46998 | 1.47153 | -71.50 | 10091.00 |
93 | 2009.09.23 02:00 | sell stop | 35 | 1.30 | 1.47477 | 1.47532 | 1.47377 | ||
94 | 2009.09.23 02:02 | buy stop | 36 | 1.30 | 1.48407 | 1.48352 | 1.48507 | ||
95 | 2009.09.23 17:50 | sell | 35 | 1.30 | 1.47477 | 1.47532 | 1.47377 | ||
96 | 2009.09.23 17:50 | delete | 36 | 1.30 | 1.48407 | 1.48352 | 1.48507 | ||
97 | 2009.09.23 17:52 | modify | 35 | 1.30 | 1.47477 | 1.47467 | 0.00000 | ||
98 | 2009.09.23 17:57 | s/l | 35 | 1.30 | 1.47467 | 1.47467 | 0.00000 | 13.00 | 10104.00 |
99 | 2009.09.24 02:00 | buy stop | 37 | 1.30 | 1.47664 | 1.47609 | 1.47764 | ||
100 | 2009.09.24 02:02 | sell stop | 38 | 1.30 | 1.46700 | 1.46755 | 1.46600 | ||
101 | 2009.09.24 09:02 | buy | 37 | 1.30 | 1.47664 | 1.47609 | 1.47764 | ||
102 | 2009.09.24 09:02 | delete | 38 | 1.30 | 1.46700 | 1.46755 | 1.46600 | ||
103 | 2009.09.24 09:15 | s/l | 37 | 1.30 | 1.47609 | 1.47609 | 1.47764 | -71.50 | 10032.50 |
104 | 2009.09.25 02:00 | buy stop | 39 | 1.30 | 1.47147 | 1.47092 | 1.47247 | ||
105 | 2009.09.25 02:02 | sell stop | 40 | 1.30 | 1.46078 | 1.46133 | 1.45978 | ||
106 | 2009.09.25 12:20 | buy | 39 | 1.30 | 1.47147 | 1.47092 | 1.47247 | ||
107 | 2009.09.25 12:20 | delete | 40 | 1.30 | 1.46078 | 1.46133 | 1.45978 | ||
108 | 2009.09.25 12:20 | modify | 39 | 1.30 | 1.47147 | 1.47157 | 0.00000 | ||
109 | 2009.09.25 12:22 | s/l | 39 | 1.30 | 1.47157 | 1.47157 | 0.00000 | 13.00 | 10045.50 |
110 | 2009.09.29 02:00 | buy stop | 41 | 1.30 | 1.46417 | 1.46362 | 1.46517 | ||
111 | 2009.09.29 02:02 | sell stop | 42 | 1.30 | 1.45436 | 1.45491 | 1.45336 | ||
112 | 2009.09.29 07:20 | buy | 41 | 1.30 | 1.46417 | 1.46362 | 1.46517 | ||
113 | 2009.09.29 07:20 | delete | 42 | 1.30 | 1.45436 | 1.45491 | 1.45336 | ||
114 | 2009.09.29 07:20 | modify | 41 | 1.30 | 1.46417 | 1.46427 | 0.00000 | ||
115 | 2009.09.29 07:22 | s/l | 41 | 1.30 | 1.46427 | 1.46427 | 0.00000 | 13.00 | 10058.50 |