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; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -51.00 | Gross profit | 70.00 | Gross loss | -121.00 |
Profit factor | 0.58 | Expected payoff | -1.21 | ||
Absolute drawdown | 57.60 | Maximal drawdown | 58.80 (0.59%) | Relative drawdown | 0.59% (58.80) |
Total trades | 42 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 24 (54.17%) |
Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 4 (14.00) | consecutive losses (loss in money) | 4 (-22.00) | |
Maximal | consecutive profit (count of wins) | 14.00 (4) | consecutive loss (count of losses) | -22.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:05 | buy | 1 | 0.10 | 1.44183 | 1.44128 | 1.44218 | ||
2 | 2009.08.04 00:15 | s/l | 1 | 0.10 | 1.44128 | 1.44128 | 1.44218 | -5.50 | 9994.50 |
3 | 2009.08.05 00:05 | sell | 2 | 0.10 | 1.43974 | 1.44029 | 1.43939 | ||
4 | 2009.08.05 00:20 | t/p | 2 | 0.10 | 1.43939 | 1.44029 | 1.43939 | 3.50 | 9998.00 |
5 | 2009.08.06 00:05 | buy | 3 | 0.10 | 1.44186 | 1.44131 | 1.44221 | ||
6 | 2009.08.06 00:15 | s/l | 3 | 0.10 | 1.44131 | 1.44131 | 1.44221 | -5.50 | 9992.50 |
7 | 2009.08.07 00:05 | sell | 4 | 0.10 | 1.43527 | 1.43582 | 1.43492 | ||
8 | 2009.08.07 00:15 | s/l | 4 | 0.10 | 1.43582 | 1.43582 | 1.43492 | -5.50 | 9987.00 |
9 | 2009.08.10 00:06 | sell | 5 | 0.10 | 1.41768 | 1.41823 | 1.41733 | ||
10 | 2009.08.10 00:10 | s/l | 5 | 0.10 | 1.41823 | 1.41823 | 1.41733 | -5.50 | 9981.50 |
11 | 2009.08.11 00:05 | sell | 6 | 0.10 | 1.41445 | 1.41500 | 1.41410 | ||
12 | 2009.08.11 00:20 | t/p | 6 | 0.10 | 1.41410 | 1.41500 | 1.41410 | 3.50 | 9985.00 |
13 | 2009.08.12 00:05 | buy | 7 | 0.10 | 1.41479 | 1.41424 | 1.41514 | ||
14 | 2009.08.12 00:15 | t/p | 7 | 0.10 | 1.41514 | 1.41424 | 1.41514 | 3.50 | 9988.50 |
15 | 2009.08.13 00:05 | buy | 8 | 0.10 | 1.42026 | 1.41971 | 1.42061 | ||
16 | 2009.08.13 00:32 | t/p | 8 | 0.10 | 1.42061 | 1.41971 | 1.42061 | 3.50 | 9992.00 |
17 | 2009.08.14 00:05 | buy | 9 | 0.10 | 1.42789 | 1.42734 | 1.42824 | ||
18 | 2009.08.14 00:20 | t/p | 9 | 0.10 | 1.42824 | 1.42734 | 1.42824 | 3.50 | 9995.50 |
19 | 2009.08.17 00:05 | sell | 10 | 0.10 | 1.41885 | 1.41940 | 1.41850 | ||
20 | 2009.08.17 00:20 | s/l | 10 | 0.10 | 1.41940 | 1.41940 | 1.41850 | -5.50 | 9990.00 |
21 | 2009.08.18 00:05 | sell | 11 | 0.10 | 1.40674 | 1.40729 | 1.40639 | ||
22 | 2009.08.18 00:20 | s/l | 11 | 0.10 | 1.40729 | 1.40729 | 1.40639 | -5.50 | 9984.50 |
23 | 2009.08.19 00:05 | buy | 12 | 0.10 | 1.41310 | 1.41255 | 1.41345 | ||
24 | 2009.08.19 00:20 | s/l | 12 | 0.10 | 1.41255 | 1.41255 | 1.41345 | -5.50 | 9979.00 |
25 | 2009.08.20 00:05 | buy | 13 | 0.10 | 1.42341 | 1.42286 | 1.42376 | ||
26 | 2009.08.20 00:45 | s/l | 13 | 0.10 | 1.42286 | 1.42286 | 1.42376 | -5.50 | 9973.50 |
27 | 2009.08.21 00:05 | buy | 14 | 0.10 | 1.42462 | 1.42407 | 1.42497 | ||
28 | 2009.08.21 00:15 | t/p | 14 | 0.10 | 1.42497 | 1.42407 | 1.42497 | 3.50 | 9977.00 |
29 | 2009.08.24 00:06 | buy | 15 | 0.10 | 1.43428 | 1.43373 | 1.43463 | ||
30 | 2009.08.24 00:16 | s/l | 15 | 0.10 | 1.43373 | 1.43373 | 1.43463 | -5.50 | 9971.50 |
31 | 2009.08.25 00:05 | sell | 16 | 0.10 | 1.42934 | 1.42989 | 1.42899 | ||
32 | 2009.08.25 00:20 | s/l | 16 | 0.10 | 1.42989 | 1.42989 | 1.42899 | -5.50 | 9966.00 |
33 | 2009.08.26 00:05 | buy | 17 | 0.10 | 1.42984 | 1.42929 | 1.43019 | ||
34 | 2009.08.26 00:20 | s/l | 17 | 0.10 | 1.42929 | 1.42929 | 1.43019 | -5.50 | 9960.50 |
35 | 2009.08.27 00:05 | sell | 18 | 0.10 | 1.42418 | 1.42473 | 1.42383 | ||
36 | 2009.08.27 00:20 | s/l | 18 | 0.10 | 1.42473 | 1.42473 | 1.42383 | -5.50 | 9955.00 |
37 | 2009.08.28 00:05 | buy | 19 | 0.10 | 1.43480 | 1.43425 | 1.43515 | ||
38 | 2009.08.28 00:15 | t/p | 19 | 0.10 | 1.43515 | 1.43425 | 1.43515 | 3.50 | 9958.50 |
39 | 2009.08.31 00:05 | sell | 20 | 0.10 | 1.43060 | 1.43115 | 1.43025 | ||
40 | 2009.08.31 00:15 | t/p | 20 | 0.10 | 1.43025 | 1.43115 | 1.43025 | 3.50 | 9962.00 |
41 | 2009.09.01 00:05 | buy | 21 | 0.10 | 1.43314 | 1.43259 | 1.43349 | ||
42 | 2009.09.01 00:15 | t/p | 21 | 0.10 | 1.43349 | 1.43259 | 1.43349 | 3.50 | 9965.50 |
43 | 2009.09.02 00:05 | sell | 22 | 0.10 | 1.42183 | 1.42238 | 1.42148 | ||
44 | 2009.09.02 01:07 | s/l | 22 | 0.10 | 1.42238 | 1.42238 | 1.42148 | -5.50 | 9960.00 |
45 | 2009.09.03 00:05 | buy | 23 | 0.10 | 1.42622 | 1.42567 | 1.42657 | ||
46 | 2009.09.03 00:15 | t/p | 23 | 0.10 | 1.42657 | 1.42567 | 1.42657 | 3.50 | 9963.50 |
47 | 2009.09.04 00:05 | sell | 24 | 0.10 | 1.42538 | 1.42593 | 1.42503 | ||
48 | 2009.09.04 00:40 | s/l | 24 | 0.10 | 1.42593 | 1.42593 | 1.42503 | -5.50 | 9958.00 |
49 | 2009.09.07 00:05 | buy | 25 | 0.10 | 1.43047 | 1.42992 | 1.43082 | ||
50 | 2009.09.07 00:15 | t/p | 25 | 0.10 | 1.43082 | 1.42992 | 1.43082 | 3.50 | 9961.50 |
51 | 2009.09.08 00:05 | buy | 26 | 0.10 | 1.43379 | 1.43324 | 1.43414 | ||
52 | 2009.09.08 00:20 | s/l | 26 | 0.10 | 1.43324 | 1.43324 | 1.43414 | -5.50 | 9956.00 |
53 | 2009.09.09 00:05 | buy | 27 | 0.10 | 1.44942 | 1.44887 | 1.44977 | ||
54 | 2009.09.09 00:20 | s/l | 27 | 0.10 | 1.44887 | 1.44887 | 1.44977 | -5.50 | 9950.50 |
55 | 2009.09.10 00:05 | buy | 28 | 0.10 | 1.45626 | 1.45571 | 1.45661 | ||
56 | 2009.09.10 00:15 | s/l | 28 | 0.10 | 1.45571 | 1.45571 | 1.45661 | -5.50 | 9945.00 |
57 | 2009.09.11 00:05 | buy | 29 | 0.10 | 1.45790 | 1.45735 | 1.45825 | ||
58 | 2009.09.11 00:32 | t/p | 29 | 0.10 | 1.45825 | 1.45735 | 1.45825 | 3.50 | 9948.50 |
59 | 2009.09.14 00:05 | sell | 30 | 0.10 | 1.45905 | 1.45960 | 1.45870 | ||
60 | 2009.09.14 00:10 | t/p | 30 | 0.10 | 1.45870 | 1.45960 | 1.45870 | 3.50 | 9952.00 |
61 | 2009.09.15 00:05 | buy | 31 | 0.10 | 1.46294 | 1.46239 | 1.46329 | ||
62 | 2009.09.15 00:20 | s/l | 31 | 0.10 | 1.46239 | 1.46239 | 1.46329 | -5.50 | 9946.50 |
63 | 2009.09.16 00:05 | buy | 32 | 0.10 | 1.46626 | 1.46571 | 1.46661 | ||
64 | 2009.09.16 00:15 | t/p | 32 | 0.10 | 1.46661 | 1.46571 | 1.46661 | 3.50 | 9950.00 |
65 | 2009.09.17 00:05 | buy | 33 | 0.10 | 1.47084 | 1.47029 | 1.47119 | ||
66 | 2009.09.17 00:20 | t/p | 33 | 0.10 | 1.47119 | 1.47029 | 1.47119 | 3.50 | 9953.50 |
67 | 2009.09.18 00:06 | buy | 34 | 0.10 | 1.47427 | 1.47372 | 1.47462 | ||
68 | 2009.09.18 00:16 | s/l | 34 | 0.10 | 1.47372 | 1.47372 | 1.47462 | -5.50 | 9948.00 |
69 | 2009.09.21 00:05 | sell | 35 | 0.10 | 1.46932 | 1.46987 | 1.46897 | ||
70 | 2009.09.21 00:15 | t/p | 35 | 0.10 | 1.46897 | 1.46987 | 1.46897 | 3.50 | 9951.50 |
71 | 2009.09.22 00:05 | sell | 36 | 0.10 | 1.46758 | 1.46813 | 1.46723 | ||
72 | 2009.09.22 00:20 | s/l | 36 | 0.10 | 1.46813 | 1.46813 | 1.46723 | -5.50 | 9946.00 |
73 | 2009.09.23 00:05 | buy | 37 | 0.10 | 1.47893 | 1.47838 | 1.47928 | ||
74 | 2009.09.23 00:15 | t/p | 37 | 0.10 | 1.47928 | 1.47838 | 1.47928 | 3.50 | 9949.50 |
75 | 2009.09.24 00:05 | sell | 38 | 0.10 | 1.46913 | 1.46968 | 1.46878 | ||
76 | 2009.09.24 00:07 | t/p | 38 | 0.10 | 1.46878 | 1.46968 | 1.46878 | 3.50 | 9953.00 |
77 | 2009.09.25 00:05 | sell | 39 | 0.10 | 1.46597 | 1.46652 | 1.46562 | ||
78 | 2009.09.25 00:20 | s/l | 39 | 0.10 | 1.46652 | 1.46652 | 1.46562 | -5.50 | 9947.50 |
79 | 2009.09.28 00:05 | buy | 40 | 0.10 | 1.46875 | 1.46820 | 1.46910 | ||
80 | 2009.09.28 00:10 | t/p | 40 | 0.10 | 1.46910 | 1.46820 | 1.46910 | 3.50 | 9951.00 |
81 | 2009.09.29 00:05 | sell | 41 | 0.10 | 1.46135 | 1.46190 | 1.46100 | ||
82 | 2009.09.29 00:15 | s/l | 41 | 0.10 | 1.46190 | 1.46190 | 1.46100 | -5.50 | 9945.50 |
83 | 2009.09.30 00:05 | sell | 42 | 0.10 | 1.45827 | 1.45882 | 1.45792 | ||
84 | 2009.09.30 00:20 | t/p | 42 | 0.10 | 1.45792 | 1.45882 | 1.45792 | 3.50 | 9949.00 |