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 | TakeProfit=50; Lots=1; InitialStop=10; TrailingStop=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -890.50 | Gross profit | 8105.50 | Gross loss | -8996.00 |
| Profit factor | 0.90 | Expected payoff | -14.84 | ||
| Absolute drawdown | 1053.50 | Maximal drawdown | 3969.50 (30.73%) | Relative drawdown | 30.73% (3969.50) |
| Total trades | 60 | Short positions (won %) | 20 (40.00%) | Long positions (won %) | 40 (27.50%) |
| Profit trades (% of total) | 19 (31.67%) | Loss trades (% of total) | 41 (68.33%) | ||
| Largest | profit trade | 1298.00 | loss trade | -907.00 | |
| Average | profit trade | 426.61 | loss trade | -219.41 | |
| Maximum | consecutive wins (profit in money) | 2 (1256.00) | consecutive losses (loss in money) | 7 (-860.00) | |
| Maximal | consecutive profit (count of wins) | 1298.00 (1) | consecutive loss (count of losses) | -1637.50 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 02:00 | buy | 1 | 1.00 | 1.42891 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 03:00 | close | 1 | 1.00 | 1.42518 | 0.00000 | 0.00000 | -373.00 | 9627.00 |
| 3 | 2009.08.03 14:00 | buy | 2 | 1.00 | 1.43208 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.03 23:00 | close | 2 | 1.00 | 1.44118 | 0.00000 | 0.00000 | 910.00 | 10537.00 |
| 5 | 2009.08.05 20:00 | buy | 3 | 1.00 | 1.44265 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.05 22:00 | close | 3 | 1.00 | 1.44133 | 0.00000 | 0.00000 | -132.00 | 10405.00 |
| 7 | 2009.08.06 13:00 | sell | 4 | 1.00 | 1.43807 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.07 02:00 | close | 4 | 1.00 | 1.43731 | 0.00000 | 0.00000 | 75.00 | 10480.00 |
| 9 | 2009.08.07 15:00 | sell | 5 | 1.00 | 1.43227 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.10 04:00 | close | 5 | 1.00 | 1.42045 | 0.00000 | 0.00000 | 1181.00 | 11661.00 |
| 11 | 2009.08.10 18:00 | sell | 6 | 1.00 | 1.41418 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.11 00:00 | close | 6 | 1.00 | 1.41478 | 0.00000 | 0.00000 | -61.00 | 11600.00 |
| 13 | 2009.08.12 08:00 | sell | 7 | 1.00 | 1.41355 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.12 13:00 | close | 7 | 1.00 | 1.41656 | 0.00000 | 0.00000 | -301.00 | 11299.00 |
| 15 | 2009.08.12 16:00 | buy | 8 | 1.00 | 1.41944 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.12 22:00 | close | 8 | 1.00 | 1.42107 | 0.00000 | 0.00000 | 163.00 | 11462.00 |
| 17 | 2009.08.13 09:00 | buy | 9 | 1.00 | 1.42399 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.13 14:00 | close | 9 | 1.00 | 1.42457 | 0.00000 | 0.00000 | 58.00 | 11520.00 |
| 19 | 2009.08.13 15:00 | buy | 10 | 1.00 | 1.43043 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.13 19:00 | close | 10 | 1.00 | 1.42767 | 0.00000 | 0.00000 | -276.00 | 11244.00 |
| 21 | 2009.08.14 18:00 | sell | 11 | 1.00 | 1.42149 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.17 19:00 | close | 11 | 1.00 | 1.40850 | 0.00000 | 0.00000 | 1298.00 | 12542.00 |
| 23 | 2009.08.18 21:00 | buy | 12 | 1.00 | 1.41406 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.18 22:00 | close | 12 | 1.00 | 1.41273 | 0.00000 | 0.00000 | -133.00 | 12409.00 |
| 25 | 2009.08.18 23:00 | buy | 13 | 1.00 | 1.41378 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.19 00:00 | close | 13 | 1.00 | 1.41314 | 0.00000 | 0.00000 | -64.50 | 12344.50 |
| 27 | 2009.08.19 02:00 | buy | 14 | 1.00 | 1.41687 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.19 04:00 | close | 14 | 1.00 | 1.41328 | 0.00000 | 0.00000 | -359.00 | 11985.50 |
| 29 | 2009.08.19 07:00 | buy | 15 | 1.00 | 1.41564 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.19 08:00 | close | 15 | 1.00 | 1.41170 | 0.00000 | 0.00000 | -394.00 | 11591.50 |
| 31 | 2009.08.19 11:00 | sell | 16 | 1.00 | 1.40983 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.19 16:00 | close | 16 | 1.00 | 1.41513 | 0.00000 | 0.00000 | -530.00 | 11061.50 |
| 33 | 2009.08.19 17:00 | buy | 17 | 1.00 | 1.42186 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.19 22:00 | close | 17 | 1.00 | 1.42334 | 0.00000 | 0.00000 | 148.00 | 11209.50 |
| 35 | 2009.08.20 22:00 | buy | 18 | 1.00 | 1.42595 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.21 00:00 | close | 18 | 1.00 | 1.42446 | 0.00000 | 0.00000 | -149.50 | 11060.00 |
| 37 | 2009.08.21 11:00 | buy | 19 | 1.00 | 1.42993 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.21 17:00 | close | 19 | 1.00 | 1.43002 | 0.00000 | 0.00000 | 9.00 | 11069.00 |
| 39 | 2009.08.24 22:00 | sell | 20 | 1.00 | 1.42933 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.25 14:00 | close | 20 | 1.00 | 1.43359 | 0.00000 | 0.00000 | -427.00 | 10642.00 |
| 41 | 2009.08.25 15:00 | buy | 21 | 1.00 | 1.43430 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.25 19:00 | close | 21 | 1.00 | 1.43201 | 0.00000 | 0.00000 | -229.00 | 10413.00 |
| 43 | 2009.08.26 10:00 | buy | 22 | 1.00 | 1.43392 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.26 11:00 | close | 22 | 1.00 | 1.43185 | 0.00000 | 0.00000 | -207.00 | 10206.00 |
| 45 | 2009.08.26 14:00 | sell | 23 | 1.00 | 1.42778 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.27 01:00 | close | 23 | 1.00 | 1.42484 | 0.00000 | 0.00000 | 291.00 | 10497.00 |
| 47 | 2009.08.27 21:00 | buy | 24 | 1.00 | 1.43730 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.28 04:00 | close | 24 | 1.00 | 1.43657 | 0.00000 | 0.00000 | -73.50 | 10423.50 |
| 49 | 2009.08.31 00:00 | sell | 25 | 1.00 | 1.43053 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.31 15:00 | close | 25 | 1.00 | 1.42908 | 0.00000 | 0.00000 | 145.00 | 10568.50 |
| 51 | 2009.08.31 19:00 | buy | 26 | 1.00 | 1.43443 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.31 21:00 | close | 26 | 1.00 | 1.43290 | 0.00000 | 0.00000 | -153.00 | 10415.50 |
| 53 | 2009.09.01 09:00 | buy | 27 | 1.00 | 1.43663 | 0.00000 | 0.00000 | ||
| 54 | 2009.09.01 11:00 | close | 27 | 1.00 | 1.43502 | 0.00000 | 0.00000 | -161.00 | 10254.50 |
| 55 | 2009.09.01 15:00 | sell | 28 | 1.00 | 1.43023 | 0.00000 | 0.00000 | ||
| 56 | 2009.09.02 06:00 | close | 28 | 1.00 | 1.42148 | 0.00000 | 0.00000 | 874.00 | 11128.50 |
| 57 | 2009.09.02 21:00 | buy | 29 | 1.00 | 1.42738 | 0.00000 | 0.00000 | ||
| 58 | 2009.09.02 23:00 | close | 29 | 1.00 | 1.42627 | 0.00000 | 0.00000 | -111.00 | 11017.50 |
| 59 | 2009.09.03 09:00 | buy | 30 | 1.00 | 1.43065 | 0.00000 | 0.00000 | ||
| 60 | 2009.09.03 15:00 | close | 30 | 1.00 | 1.42895 | 0.00000 | 0.00000 | -170.00 | 10847.50 |
| 61 | 2009.09.03 22:00 | sell | 31 | 1.00 | 1.42518 | 0.00000 | 0.00000 | ||
| 62 | 2009.09.04 08:00 | close | 31 | 1.00 | 1.42686 | 0.00000 | 0.00000 | -169.00 | 10678.50 |
| 63 | 2009.09.04 11:00 | buy | 32 | 1.00 | 1.42834 | 0.00000 | 0.00000 | ||
| 64 | 2009.09.04 12:00 | close | 32 | 1.00 | 1.42632 | 0.00000 | 0.00000 | -202.00 | 10476.50 |
| 65 | 2009.09.04 15:00 | sell | 33 | 1.00 | 1.42181 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.04 19:00 | close | 33 | 1.00 | 1.43088 | 0.00000 | 0.00000 | -907.00 | 9569.50 |
| 67 | 2009.09.04 20:00 | buy | 34 | 1.00 | 1.43130 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.07 00:00 | close | 34 | 1.00 | 1.43052 | 0.00000 | 0.00000 | -78.50 | 9491.00 |
| 69 | 2009.09.07 01:00 | buy | 35 | 1.00 | 1.43165 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.07 06:00 | close | 35 | 1.00 | 1.43319 | 0.00000 | 0.00000 | 154.00 | 9645.00 |
| 71 | 2009.09.07 12:00 | buy | 36 | 1.00 | 1.43535 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.07 13:00 | close | 36 | 1.00 | 1.43443 | 0.00000 | 0.00000 | -92.00 | 9553.00 |
| 73 | 2009.09.08 09:00 | buy | 37 | 1.00 | 1.43896 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.08 20:00 | close | 37 | 1.00 | 1.45178 | 0.00000 | 0.00000 | 1282.00 | 10835.00 |
| 75 | 2009.09.09 15:00 | buy | 38 | 1.00 | 1.45533 | 0.00000 | 0.00000 | ||
| 76 | 2009.09.09 20:00 | close | 38 | 1.00 | 1.45480 | 0.00000 | 0.00000 | -53.00 | 10782.00 |
| 77 | 2009.09.10 20:00 | buy | 39 | 1.00 | 1.46028 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.10 21:00 | close | 39 | 1.00 | 1.45828 | 0.00000 | 0.00000 | -200.00 | 10582.00 |
| 79 | 2009.09.11 06:00 | buy | 40 | 1.00 | 1.46064 | 0.00000 | 0.00000 | ||
| 80 | 2009.09.11 09:00 | close | 40 | 1.00 | 1.46007 | 0.00000 | 0.00000 | -57.00 | 10525.00 |
| 81 | 2009.09.14 03:00 | sell | 41 | 1.00 | 1.45383 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.14 14:00 | close | 41 | 1.00 | 1.45665 | 0.00000 | 0.00000 | -282.00 | 10243.00 |
| 83 | 2009.09.14 17:00 | buy | 42 | 1.00 | 1.46329 | 0.00000 | 0.00000 | ||
| 84 | 2009.09.14 20:00 | close | 42 | 1.00 | 1.45998 | 0.00000 | 0.00000 | -331.00 | 9912.00 |
| 85 | 2009.09.14 21:00 | buy | 43 | 1.00 | 1.46161 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.14 23:00 | close | 43 | 1.00 | 1.46170 | 0.00000 | 0.00000 | 9.00 | 9921.00 |
| 87 | 2009.09.15 19:00 | buy | 44 | 1.00 | 1.46391 | 0.00000 | 0.00000 | ||
| 88 | 2009.09.16 01:00 | close | 44 | 1.00 | 1.46629 | 0.00000 | 0.00000 | 237.50 | 10158.50 |
| 89 | 2009.09.16 02:00 | buy | 45 | 1.00 | 1.46724 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.16 04:00 | close | 45 | 1.00 | 1.46678 | 0.00000 | 0.00000 | -46.00 | 10112.50 |
| 91 | 2009.09.16 10:00 | buy | 46 | 1.00 | 1.47050 | 0.00000 | 0.00000 | ||
| 92 | 2009.09.16 12:00 | close | 46 | 1.00 | 1.46857 | 0.00000 | 0.00000 | -193.00 | 9919.50 |
| 93 | 2009.09.16 20:00 | buy | 47 | 1.00 | 1.47207 | 0.00000 | 0.00000 | ||
| 94 | 2009.09.16 23:00 | close | 47 | 1.00 | 1.47093 | 0.00000 | 0.00000 | -114.00 | 9805.50 |
| 95 | 2009.09.17 08:00 | buy | 48 | 1.00 | 1.47404 | 0.00000 | 0.00000 | ||
| 96 | 2009.09.17 11:00 | close | 48 | 1.00 | 1.47330 | 0.00000 | 0.00000 | -74.00 | 9731.50 |
| 97 | 2009.09.17 12:00 | buy | 49 | 1.00 | 1.47465 | 0.00000 | 0.00000 | ||
| 98 | 2009.09.17 13:00 | close | 49 | 1.00 | 1.47263 | 0.00000 | 0.00000 | -202.00 | 9529.50 |
| 99 | 2009.09.18 09:00 | sell | 50 | 1.00 | 1.46978 | 0.00000 | 0.00000 | ||
| 100 | 2009.09.18 16:00 | close | 50 | 1.00 | 1.47107 | 0.00000 | 0.00000 | -129.00 | 9400.50 |
| 101 | 2009.09.21 06:00 | sell | 51 | 1.00 | 1.46822 | 0.00000 | 0.00000 | ||
| 102 | 2009.09.21 18:00 | close | 51 | 1.00 | 1.46924 | 0.00000 | 0.00000 | -102.00 | 9298.50 |
| 103 | 2009.09.22 04:00 | buy | 52 | 1.00 | 1.47096 | 0.00000 | 0.00000 | ||
| 104 | 2009.09.22 16:00 | close | 52 | 1.00 | 1.47844 | 0.00000 | 0.00000 | 748.00 | 10046.50 |
| 105 | 2009.09.23 22:00 | sell | 53 | 1.00 | 1.47418 | 0.00000 | 0.00000 | ||
| 106 | 2009.09.24 09:00 | close | 53 | 1.00 | 1.47657 | 0.00000 | 0.00000 | -242.00 | 9804.50 |
| 107 | 2009.09.24 15:00 | buy | 54 | 1.00 | 1.47925 | 0.00000 | 0.00000 | ||
| 108 | 2009.09.24 16:00 | close | 54 | 1.00 | 1.47575 | 0.00000 | 0.00000 | -350.00 | 9454.50 |
| 109 | 2009.09.24 18:00 | sell | 55 | 1.00 | 1.46948 | 0.00000 | 0.00000 | ||
| 110 | 2009.09.25 06:00 | close | 55 | 1.00 | 1.46581 | 0.00000 | 0.00000 | 366.00 | 9820.50 |
| 111 | 2009.09.28 04:00 | sell | 56 | 1.00 | 1.45852 | 0.00000 | 0.00000 | ||
| 112 | 2009.09.28 12:00 | close | 56 | 1.00 | 1.46363 | 0.00000 | 0.00000 | -511.00 | 9309.50 |
| 113 | 2009.09.29 03:00 | sell | 57 | 1.00 | 1.45938 | 0.00000 | 0.00000 | ||
| 114 | 2009.09.29 04:00 | close | 57 | 1.00 | 1.46155 | 0.00000 | 0.00000 | -217.00 | 9092.50 |
| 115 | 2009.09.29 11:00 | sell | 58 | 1.00 | 1.45902 | 0.00000 | 0.00000 | ||
| 116 | 2009.09.29 20:00 | close | 58 | 1.00 | 1.45834 | 0.00000 | 0.00000 | 68.00 | 9160.50 |
| 117 | 2009.09.30 05:00 | buy | 59 | 1.00 | 1.46328 | 0.00000 | 0.00000 | ||
| 118 | 2009.09.30 09:00 | close | 59 | 1.00 | 1.46188 | 0.00000 | 0.00000 | -140.00 | 9020.50 |
| 119 | 2009.09.30 11:00 | buy | 60 | 1.00 | 1.46330 | 0.00000 | 0.00000 | ||
| 120 | 2009.09.30 14:00 | close | 60 | 1.00 | 1.46419 | 0.00000 | 0.00000 | 89.00 | 9109.50 |