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 | 53.10 | Maximal drawdown | 61.60 (0.62%) | Relative drawdown | 0.62% (61.60) |
Total trades | 42 | Short positions (won %) | 24 (41.67%) | Long positions (won %) | 18 (55.56%) |
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 | sell | 1 | 0.10 | 1.44175 | 1.44230 | 1.44140 | ||
2 | 2009.08.04 00:20 | t/p | 1 | 0.10 | 1.44140 | 1.44230 | 1.44140 | 3.50 | 10003.50 |
3 | 2009.08.05 00:05 | buy | 2 | 0.10 | 1.43998 | 1.43943 | 1.44033 | ||
4 | 2009.08.05 00:15 | s/l | 2 | 0.10 | 1.43943 | 1.43943 | 1.44033 | -5.50 | 9998.00 |
5 | 2009.08.06 00:05 | sell | 3 | 0.10 | 1.44178 | 1.44233 | 1.44143 | ||
6 | 2009.08.06 00:15 | t/p | 3 | 0.10 | 1.44143 | 1.44233 | 1.44143 | 3.50 | 10001.50 |
7 | 2009.08.07 00:05 | buy | 4 | 0.10 | 1.43551 | 1.43496 | 1.43586 | ||
8 | 2009.08.07 00:20 | t/p | 4 | 0.10 | 1.43586 | 1.43496 | 1.43586 | 3.50 | 10005.00 |
9 | 2009.08.10 00:06 | buy | 5 | 0.10 | 1.41792 | 1.41737 | 1.41827 | ||
10 | 2009.08.10 00:16 | t/p | 5 | 0.10 | 1.41827 | 1.41737 | 1.41827 | 3.50 | 10008.50 |
11 | 2009.08.11 00:05 | buy | 6 | 0.10 | 1.41469 | 1.41414 | 1.41504 | ||
12 | 2009.08.11 00:15 | s/l | 6 | 0.10 | 1.41414 | 1.41414 | 1.41504 | -5.50 | 10003.00 |
13 | 2009.08.12 00:05 | sell | 7 | 0.10 | 1.41471 | 1.41526 | 1.41436 | ||
14 | 2009.08.12 00:15 | s/l | 7 | 0.10 | 1.41526 | 1.41526 | 1.41436 | -5.50 | 9997.50 |
15 | 2009.08.13 00:05 | sell | 8 | 0.10 | 1.42018 | 1.42073 | 1.41983 | ||
16 | 2009.08.13 00:20 | s/l | 8 | 0.10 | 1.42073 | 1.42073 | 1.41983 | -5.50 | 9992.00 |
17 | 2009.08.14 00:05 | sell | 9 | 0.10 | 1.42781 | 1.42836 | 1.42746 | ||
18 | 2009.08.14 00:15 | s/l | 9 | 0.10 | 1.42836 | 1.42836 | 1.42746 | -5.50 | 9986.50 |
19 | 2009.08.17 00:05 | buy | 10 | 0.10 | 1.41909 | 1.41854 | 1.41944 | ||
20 | 2009.08.17 00:37 | t/p | 10 | 0.10 | 1.41944 | 1.41854 | 1.41944 | 3.50 | 9990.00 |
21 | 2009.08.18 00:05 | buy | 11 | 0.10 | 1.40698 | 1.40643 | 1.40733 | ||
22 | 2009.08.18 00:20 | t/p | 11 | 0.10 | 1.40733 | 1.40643 | 1.40733 | 3.50 | 9993.50 |
23 | 2009.08.19 00:05 | sell | 12 | 0.10 | 1.41302 | 1.41357 | 1.41267 | ||
24 | 2009.08.19 00:20 | t/p | 12 | 0.10 | 1.41267 | 1.41357 | 1.41267 | 3.50 | 9997.00 |
25 | 2009.08.20 00:05 | sell | 13 | 0.10 | 1.42333 | 1.42388 | 1.42298 | ||
26 | 2009.08.20 00:45 | t/p | 13 | 0.10 | 1.42298 | 1.42388 | 1.42298 | 3.50 | 10000.50 |
27 | 2009.08.21 00:05 | sell | 14 | 0.10 | 1.42454 | 1.42509 | 1.42419 | ||
28 | 2009.08.21 00:15 | s/l | 14 | 0.10 | 1.42509 | 1.42509 | 1.42419 | -5.50 | 9995.00 |
29 | 2009.08.24 00:06 | sell | 15 | 0.10 | 1.43420 | 1.43475 | 1.43385 | ||
30 | 2009.08.24 00:16 | t/p | 15 | 0.10 | 1.43385 | 1.43475 | 1.43385 | 3.50 | 9998.50 |
31 | 2009.08.25 00:05 | buy | 16 | 0.10 | 1.42958 | 1.42903 | 1.42993 | ||
32 | 2009.08.25 00:20 | t/p | 16 | 0.10 | 1.42993 | 1.42903 | 1.42993 | 3.50 | 10002.00 |
33 | 2009.08.26 00:05 | sell | 17 | 0.10 | 1.42976 | 1.43031 | 1.42941 | ||
34 | 2009.08.26 00:50 | s/l | 17 | 0.10 | 1.43031 | 1.43031 | 1.42941 | -5.50 | 9996.50 |
35 | 2009.08.27 00:05 | buy | 18 | 0.10 | 1.42442 | 1.42387 | 1.42477 | ||
36 | 2009.08.27 00:20 | t/p | 18 | 0.10 | 1.42477 | 1.42387 | 1.42477 | 3.50 | 10000.00 |
37 | 2009.08.28 00:05 | sell | 19 | 0.10 | 1.43472 | 1.43527 | 1.43437 | ||
38 | 2009.08.28 00:15 | s/l | 19 | 0.10 | 1.43527 | 1.43527 | 1.43437 | -5.50 | 9994.50 |
39 | 2009.08.31 00:05 | buy | 20 | 0.10 | 1.43084 | 1.43029 | 1.43119 | ||
40 | 2009.08.31 00:15 | s/l | 20 | 0.10 | 1.43029 | 1.43029 | 1.43119 | -5.50 | 9989.00 |
41 | 2009.09.01 00:05 | sell | 21 | 0.10 | 1.43306 | 1.43361 | 1.43271 | ||
42 | 2009.09.01 00:15 | s/l | 21 | 0.10 | 1.43361 | 1.43361 | 1.43271 | -5.50 | 9983.50 |
43 | 2009.09.02 00:05 | buy | 22 | 0.10 | 1.42207 | 1.42152 | 1.42242 | ||
44 | 2009.09.02 01:07 | t/p | 22 | 0.10 | 1.42242 | 1.42152 | 1.42242 | 3.50 | 9987.00 |
45 | 2009.09.03 00:05 | sell | 23 | 0.10 | 1.42614 | 1.42669 | 1.42579 | ||
46 | 2009.09.03 00:15 | s/l | 23 | 0.10 | 1.42669 | 1.42669 | 1.42579 | -5.50 | 9981.50 |
47 | 2009.09.04 00:05 | buy | 24 | 0.10 | 1.42562 | 1.42507 | 1.42597 | ||
48 | 2009.09.04 00:45 | t/p | 24 | 0.10 | 1.42597 | 1.42507 | 1.42597 | 3.50 | 9985.00 |
49 | 2009.09.07 00:05 | sell | 25 | 0.10 | 1.43039 | 1.43094 | 1.43004 | ||
50 | 2009.09.07 00:10 | s/l | 25 | 0.10 | 1.43094 | 1.43094 | 1.43004 | -5.50 | 9979.50 |
51 | 2009.09.08 00:05 | sell | 26 | 0.10 | 1.43371 | 1.43426 | 1.43336 | ||
52 | 2009.09.08 00:20 | t/p | 26 | 0.10 | 1.43336 | 1.43426 | 1.43336 | 3.50 | 9983.00 |
53 | 2009.09.09 00:05 | sell | 27 | 0.10 | 1.44934 | 1.44989 | 1.44899 | ||
54 | 2009.09.09 00:20 | t/p | 27 | 0.10 | 1.44899 | 1.44989 | 1.44899 | 3.50 | 9986.50 |
55 | 2009.09.10 00:05 | sell | 28 | 0.10 | 1.45618 | 1.45673 | 1.45583 | ||
56 | 2009.09.10 00:20 | t/p | 28 | 0.10 | 1.45583 | 1.45673 | 1.45583 | 3.50 | 9990.00 |
57 | 2009.09.11 00:05 | sell | 29 | 0.10 | 1.45782 | 1.45837 | 1.45747 | ||
58 | 2009.09.11 00:20 | s/l | 29 | 0.10 | 1.45837 | 1.45837 | 1.45747 | -5.50 | 9984.50 |
59 | 2009.09.14 00:05 | buy | 30 | 0.10 | 1.45929 | 1.45874 | 1.45964 | ||
60 | 2009.09.14 00:10 | s/l | 30 | 0.10 | 1.45874 | 1.45874 | 1.45964 | -5.50 | 9979.00 |
61 | 2009.09.15 00:05 | sell | 31 | 0.10 | 1.46286 | 1.46341 | 1.46251 | ||
62 | 2009.09.15 00:20 | t/p | 31 | 0.10 | 1.46251 | 1.46341 | 1.46251 | 3.50 | 9982.50 |
63 | 2009.09.16 00:05 | sell | 32 | 0.10 | 1.46618 | 1.46673 | 1.46583 | ||
64 | 2009.09.16 00:10 | s/l | 32 | 0.10 | 1.46673 | 1.46673 | 1.46583 | -5.50 | 9977.00 |
65 | 2009.09.17 00:05 | sell | 33 | 0.10 | 1.47076 | 1.47131 | 1.47041 | ||
66 | 2009.09.17 00:15 | s/l | 33 | 0.10 | 1.47131 | 1.47131 | 1.47041 | -5.50 | 9971.50 |
67 | 2009.09.18 00:06 | sell | 34 | 0.10 | 1.47419 | 1.47474 | 1.47384 | ||
68 | 2009.09.18 00:37 | t/p | 34 | 0.10 | 1.47384 | 1.47474 | 1.47384 | 3.50 | 9975.00 |
69 | 2009.09.21 00:05 | buy | 35 | 0.10 | 1.46956 | 1.46901 | 1.46991 | ||
70 | 2009.09.21 00:15 | s/l | 35 | 0.10 | 1.46901 | 1.46901 | 1.46991 | -5.50 | 9969.50 |
71 | 2009.09.22 00:05 | buy | 36 | 0.10 | 1.46782 | 1.46727 | 1.46817 | ||
72 | 2009.09.22 00:45 | t/p | 36 | 0.10 | 1.46817 | 1.46727 | 1.46817 | 3.50 | 9973.00 |
73 | 2009.09.23 00:05 | sell | 37 | 0.10 | 1.47885 | 1.47940 | 1.47850 | ||
74 | 2009.09.23 00:15 | s/l | 37 | 0.10 | 1.47940 | 1.47940 | 1.47850 | -5.50 | 9967.50 |
75 | 2009.09.24 00:05 | buy | 38 | 0.10 | 1.46937 | 1.46882 | 1.46972 | ||
76 | 2009.09.24 00:07 | s/l | 38 | 0.10 | 1.46882 | 1.46882 | 1.46972 | -5.50 | 9962.00 |
77 | 2009.09.25 00:05 | buy | 39 | 0.10 | 1.46621 | 1.46566 | 1.46656 | ||
78 | 2009.09.25 00:45 | s/l | 39 | 0.10 | 1.46566 | 1.46566 | 1.46656 | -5.50 | 9956.50 |
79 | 2009.09.28 00:05 | sell | 40 | 0.10 | 1.46867 | 1.46922 | 1.46832 | ||
80 | 2009.09.28 00:10 | s/l | 40 | 0.10 | 1.46922 | 1.46922 | 1.46832 | -5.50 | 9951.00 |
81 | 2009.09.29 00:05 | buy | 41 | 0.10 | 1.46159 | 1.46104 | 1.46194 | ||
82 | 2009.09.29 00:20 | t/p | 41 | 0.10 | 1.46194 | 1.46104 | 1.46194 | 3.50 | 9954.50 |
83 | 2009.09.30 00:05 | buy | 42 | 0.10 | 1.45851 | 1.45796 | 1.45886 | ||
84 | 2009.09.30 00:15 | s/l | 42 | 0.10 | 1.45796 | 1.45796 | 1.45886 | -5.50 | 9949.00 |