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="16:00"; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -65.50 | Gross profit | 66.50 | Gross loss | -132.00 |
Profit factor | 0.50 | Expected payoff | -1.52 | ||
Absolute drawdown | 65.50 | Maximal drawdown | 65.50 (0.66%) | Relative drawdown | 0.66% (65.50) |
Total trades | 43 | Short positions (won %) | 26 (42.31%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 19 (44.19%) | Loss trades (% of total) | 24 (55.81%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 8 (28.00) | consecutive losses (loss in money) | 7 (-38.50) | |
Maximal | consecutive profit (count of wins) | 28.00 (8) | consecutive loss (count of losses) | -38.50 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 16:00 | sell | 1 | 0.10 | 1.43224 | 1.43279 | 1.43189 | ||
2 | 2009.08.03 16:02 | s/l | 1 | 0.10 | 1.43279 | 1.43279 | 1.43189 | -5.50 | 9994.50 |
3 | 2009.08.04 16:00 | sell | 2 | 0.10 | 1.44075 | 1.44130 | 1.44040 | ||
4 | 2009.08.04 16:02 | s/l | 2 | 0.10 | 1.44130 | 1.44130 | 1.44040 | -5.50 | 9989.00 |
5 | 2009.08.05 16:00 | buy | 3 | 0.10 | 1.43876 | 1.43821 | 1.43911 | ||
6 | 2009.08.05 16:03 | s/l | 3 | 0.10 | 1.43821 | 1.43821 | 1.43911 | -5.50 | 9983.50 |
7 | 2009.08.06 16:00 | sell | 4 | 0.10 | 1.43658 | 1.43713 | 1.43623 | ||
8 | 2009.08.06 16:07 | s/l | 4 | 0.10 | 1.43713 | 1.43713 | 1.43623 | -5.50 | 9978.00 |
9 | 2009.08.07 16:00 | buy | 5 | 0.10 | 1.42758 | 1.42703 | 1.42793 | ||
10 | 2009.08.07 16:07 | t/p | 5 | 0.10 | 1.42793 | 1.42703 | 1.42793 | 3.50 | 9981.50 |
11 | 2009.08.10 16:00 | buy | 6 | 0.10 | 1.41683 | 1.41628 | 1.41718 | ||
12 | 2009.08.10 16:02 | s/l | 6 | 0.10 | 1.41628 | 1.41628 | 1.41718 | -5.50 | 9976.00 |
13 | 2009.08.11 16:00 | buy | 7 | 0.10 | 1.41281 | 1.41226 | 1.41316 | ||
14 | 2009.08.11 16:10 | s/l | 7 | 0.10 | 1.41226 | 1.41226 | 1.41316 | -5.50 | 9970.50 |
15 | 2009.08.12 16:00 | sell | 8 | 0.10 | 1.41916 | 1.41971 | 1.41881 | ||
16 | 2009.08.12 16:07 | t/p | 8 | 0.10 | 1.41881 | 1.41971 | 1.41881 | 3.50 | 9974.00 |
17 | 2009.08.13 16:00 | sell | 9 | 0.10 | 1.42738 | 1.42793 | 1.42703 | ||
18 | 2009.08.13 16:10 | s/l | 9 | 0.10 | 1.42793 | 1.42793 | 1.42703 | -5.50 | 9968.50 |
19 | 2009.08.14 16:00 | sell | 10 | 0.10 | 1.42474 | 1.42529 | 1.42439 | ||
20 | 2009.08.14 16:03 | t/p | 10 | 0.10 | 1.42439 | 1.42529 | 1.42439 | 3.50 | 9972.00 |
21 | 2009.08.17 16:00 | buy | 11 | 0.10 | 1.40696 | 1.40641 | 1.40731 | ||
22 | 2009.08.17 16:10 | s/l | 11 | 0.10 | 1.40641 | 1.40641 | 1.40731 | -5.50 | 9966.50 |
23 | 2009.08.18 16:00 | buy | 12 | 0.10 | 1.40825 | 1.40770 | 1.40860 | ||
24 | 2009.08.18 16:05 | t/p | 12 | 0.10 | 1.40860 | 1.40770 | 1.40860 | 3.50 | 9970.00 |
25 | 2009.08.19 16:00 | sell | 13 | 0.10 | 1.41485 | 1.41540 | 1.41450 | ||
26 | 2009.08.19 16:05 | s/l | 13 | 0.10 | 1.41540 | 1.41540 | 1.41450 | -5.50 | 9964.50 |
27 | 2009.08.20 16:00 | sell | 14 | 0.10 | 1.42303 | 1.42358 | 1.42268 | ||
28 | 2009.08.20 16:02 | s/l | 14 | 0.10 | 1.42358 | 1.42358 | 1.42268 | -5.50 | 9959.00 |
29 | 2009.08.21 16:00 | sell | 15 | 0.10 | 1.43303 | 1.43358 | 1.43268 | ||
30 | 2009.08.21 16:02 | s/l | 15 | 0.10 | 1.43358 | 1.43358 | 1.43268 | -5.50 | 9953.50 |
31 | 2009.08.24 16:00 | sell | 16 | 0.10 | 1.43337 | 1.43392 | 1.43302 | ||
32 | 2009.08.24 16:15 | t/p | 16 | 0.10 | 1.43302 | 1.43392 | 1.43302 | 3.50 | 9957.00 |
33 | 2009.08.25 16:00 | buy | 17 | 0.10 | 1.43444 | 1.43389 | 1.43479 | ||
34 | 2009.08.25 16:02 | t/p | 17 | 0.10 | 1.43479 | 1.43389 | 1.43479 | 3.50 | 9960.50 |
35 | 2009.08.26 16:00 | buy | 18 | 0.10 | 1.42157 | 1.42102 | 1.42192 | ||
36 | 2009.08.26 16:03 | t/p | 18 | 0.10 | 1.42192 | 1.42102 | 1.42192 | 3.50 | 9964.00 |
37 | 2009.08.27 16:00 | buy | 19 | 0.10 | 1.42302 | 1.42247 | 1.42337 | ||
38 | 2009.08.27 16:02 | s/l | 19 | 0.10 | 1.42247 | 1.42247 | 1.42337 | -5.50 | 9958.50 |
39 | 2009.08.28 16:00 | sell | 20 | 0.10 | 1.43731 | 1.43786 | 1.43696 | ||
40 | 2009.08.28 16:10 | t/p | 20 | 0.10 | 1.43696 | 1.43786 | 1.43696 | 3.50 | 9962.00 |
41 | 2009.08.31 16:00 | buy | 21 | 0.10 | 1.42917 | 1.42862 | 1.42952 | ||
42 | 2009.08.31 16:06 | t/p | 21 | 0.10 | 1.42952 | 1.42862 | 1.42952 | 3.50 | 9965.50 |
43 | 2009.09.01 16:00 | sell | 22 | 0.10 | 1.43224 | 1.43279 | 1.43189 | ||
44 | 2009.09.01 16:02 | t/p | 22 | 0.10 | 1.43189 | 1.43279 | 1.43189 | 3.50 | 9969.00 |
45 | 2009.09.02 16:00 | buy | 23 | 0.10 | 1.42119 | 1.42064 | 1.42154 | ||
46 | 2009.09.02 16:02 | t/p | 23 | 0.10 | 1.42154 | 1.42064 | 1.42154 | 3.50 | 9972.50 |
47 | 2009.09.03 16:00 | sell | 24 | 0.10 | 1.42816 | 1.42871 | 1.42781 | ||
48 | 2009.09.03 16:05 | t/p | 24 | 0.10 | 1.42781 | 1.42871 | 1.42781 | 3.50 | 9976.00 |
49 | 2009.09.04 16:00 | buy | 25 | 0.10 | 1.42076 | 1.42021 | 1.42111 | ||
50 | 2009.09.04 16:10 | t/p | 25 | 0.10 | 1.42111 | 1.42021 | 1.42111 | 3.50 | 9979.50 |
51 | 2009.09.07 16:00 | sell | 26 | 0.10 | 1.43327 | 1.43382 | 1.43292 | ||
52 | 2009.09.07 16:07 | t/p | 26 | 0.10 | 1.43292 | 1.43382 | 1.43292 | 3.50 | 9983.00 |
53 | 2009.09.08 16:00 | sell | 27 | 0.10 | 1.44766 | 1.44821 | 1.44731 | ||
54 | 2009.09.08 16:02 | t/p | 27 | 0.10 | 1.44731 | 1.44821 | 1.44731 | 3.50 | 9986.50 |
55 | 2009.09.09 16:00 | sell | 28 | 0.10 | 1.45723 | 1.45778 | 1.45688 | ||
56 | 2009.09.09 16:10 | s/l | 28 | 0.10 | 1.45778 | 1.45778 | 1.45688 | -5.50 | 9981.00 |
57 | 2009.09.10 16:00 | sell | 29 | 0.10 | 1.45330 | 1.45385 | 1.45295 | ||
58 | 2009.09.10 16:07 | s/l | 29 | 0.10 | 1.45385 | 1.45385 | 1.45295 | -5.50 | 9975.50 |
59 | 2009.09.11 16:00 | sell | 30 | 0.10 | 1.46077 | 1.46132 | 1.46042 | ||
60 | 2009.09.11 16:05 | t/p | 30 | 0.10 | 1.46042 | 1.46132 | 1.46042 | 3.50 | 9979.00 |
61 | 2009.09.14 16:00 | buy | 31 | 0.10 | 1.46223 | 1.46168 | 1.46258 | ||
62 | 2009.09.14 16:02 | t/p | 31 | 0.10 | 1.46258 | 1.46168 | 1.46258 | 3.50 | 9982.50 |
63 | 2009.09.15 16:00 | sell | 32 | 0.10 | 1.45940 | 1.45995 | 1.45905 | ||
64 | 2009.09.15 16:10 | t/p | 32 | 0.10 | 1.45905 | 1.45995 | 1.45905 | 3.50 | 9986.00 |
65 | 2009.09.16 16:00 | sell | 33 | 0.10 | 1.46613 | 1.46668 | 1.46578 | ||
66 | 2009.09.16 16:02 | s/l | 33 | 0.10 | 1.46668 | 1.46668 | 1.46578 | -5.50 | 9980.50 |
67 | 2009.09.17 16:00 | sell | 34 | 0.10 | 1.47393 | 1.47448 | 1.47358 | ||
68 | 2009.09.17 16:02 | s/l | 34 | 0.10 | 1.47448 | 1.47448 | 1.47358 | -5.50 | 9975.00 |
69 | 2009.09.18 16:00 | sell | 35 | 0.10 | 1.47079 | 1.47134 | 1.47044 | ||
70 | 2009.09.18 16:07 | s/l | 35 | 0.10 | 1.47134 | 1.47134 | 1.47044 | -5.50 | 9969.50 |
71 | 2009.09.21 16:00 | sell | 36 | 0.10 | 1.46506 | 1.46561 | 1.46471 | ||
72 | 2009.09.21 16:02 | t/p | 36 | 0.10 | 1.46471 | 1.46561 | 1.46471 | 3.50 | 9973.00 |
73 | 2009.09.22 16:00 | sell | 37 | 0.10 | 1.47844 | 1.47899 | 1.47809 | ||
74 | 2009.09.22 16:02 | s/l | 37 | 0.10 | 1.47899 | 1.47899 | 1.47809 | -5.50 | 9967.50 |
75 | 2009.09.23 16:00 | sell | 38 | 0.10 | 1.47657 | 1.47712 | 1.47622 | ||
76 | 2009.09.23 16:10 | s/l | 38 | 0.10 | 1.47712 | 1.47712 | 1.47622 | -5.50 | 9962.00 |
77 | 2009.09.24 16:00 | buy | 39 | 0.10 | 1.47586 | 1.47531 | 1.47621 | ||
78 | 2009.09.24 16:03 | s/l | 39 | 0.10 | 1.47531 | 1.47531 | 1.47621 | -5.50 | 9956.50 |
79 | 2009.09.25 16:00 | buy | 40 | 0.10 | 1.46796 | 1.46741 | 1.46831 | ||
80 | 2009.09.25 16:02 | s/l | 40 | 0.10 | 1.46741 | 1.46741 | 1.46831 | -5.50 | 9951.00 |
81 | 2009.09.28 16:00 | sell | 41 | 0.10 | 1.46517 | 1.46572 | 1.46482 | ||
82 | 2009.09.28 16:10 | s/l | 41 | 0.10 | 1.46572 | 1.46572 | 1.46482 | -5.50 | 9945.50 |
83 | 2009.09.29 16:00 | buy | 42 | 0.10 | 1.45402 | 1.45347 | 1.45437 | ||
84 | 2009.09.29 16:02 | s/l | 42 | 0.10 | 1.45347 | 1.45347 | 1.45437 | -5.50 | 9940.00 |
85 | 2009.09.30 16:00 | buy | 43 | 0.10 | 1.46010 | 1.45955 | 1.46045 | ||
86 | 2009.09.30 16:02 | s/l | 43 | 0.10 | 1.45955 | 1.45955 | 1.46045 | -5.50 | 9934.50 |