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=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -91.50 | Gross profit | 727.00 | Gross loss | -818.50 |
Profit factor | 0.89 | Expected payoff | -2.08 | ||
Absolute drawdown | 157.50 | Maximal drawdown | 402.70 (3.91%) | Relative drawdown | 3.91% (402.70) |
Total trades | 44 | Short positions (won %) | 26 (23.08%) | Long positions (won %) | 18 (38.89%) |
Profit trades (% of total) | 13 (29.55%) | Loss trades (% of total) | 31 (70.45%) | ||
Largest | profit trade | 157.80 | loss trade | -61.40 | |
Average | profit trade | 55.92 | loss trade | -26.40 | |
Maximum | consecutive wins (profit in money) | 3 (111.25) | consecutive losses (loss in money) | 7 (-256.60) | |
Maximal | consecutive profit (count of wins) | 255.95 (2) | consecutive loss (count of losses) | -256.60 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 21:00 | sell | 1 | 0.10 | 1.43873 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 23:00 | close | 1 | 0.10 | 1.44100 | 0.00000 | 0.00000 | -22.70 | 9977.30 |
3 | 2009.08.05 08:00 | sell | 2 | 0.10 | 1.43833 | 0.00000 | 0.00000 | ||
4 | 2009.08.05 14:00 | close | 2 | 0.10 | 1.44191 | 0.00000 | 0.00000 | -35.80 | 9941.50 |
5 | 2009.08.05 15:00 | sell | 3 | 0.10 | 1.43967 | 0.00000 | 0.00000 | ||
6 | 2009.08.05 19:00 | close | 3 | 0.10 | 1.44191 | 0.00000 | 0.00000 | -22.40 | 9919.10 |
7 | 2009.08.06 05:00 | sell | 4 | 0.10 | 1.43945 | 0.00000 | 0.00000 | ||
8 | 2009.08.07 02:00 | close | 4 | 0.10 | 1.43731 | 0.00000 | 0.00000 | 21.30 | 9940.40 |
9 | 2009.08.11 09:00 | buy | 5 | 0.10 | 1.41680 | 0.00000 | 0.00000 | ||
10 | 2009.08.11 15:00 | close | 5 | 0.10 | 1.41288 | 0.00000 | 0.00000 | -39.20 | 9901.20 |
11 | 2009.08.11 19:00 | buy | 6 | 0.10 | 1.41616 | 0.00000 | 0.00000 | ||
12 | 2009.08.11 21:00 | close | 6 | 0.10 | 1.41472 | 0.00000 | 0.00000 | -14.40 | 9886.80 |
13 | 2009.08.12 13:00 | buy | 7 | 0.10 | 1.41656 | 0.00000 | 0.00000 | ||
14 | 2009.08.13 21:00 | close | 7 | 0.10 | 1.42639 | 0.00000 | 0.00000 | 98.15 | 9984.95 |
15 | 2009.08.14 15:00 | sell | 8 | 0.10 | 1.42676 | 0.00000 | 0.00000 | ||
16 | 2009.08.18 02:00 | close | 8 | 0.10 | 1.41096 | 0.00000 | 0.00000 | 157.80 | 10142.75 |
17 | 2009.08.18 18:00 | buy | 9 | 0.10 | 1.41294 | 0.00000 | 0.00000 | ||
18 | 2009.08.19 08:00 | close | 9 | 0.10 | 1.41170 | 0.00000 | 0.00000 | -12.45 | 10130.30 |
19 | 2009.08.19 08:00 | sell | 10 | 0.10 | 1.41170 | 0.00000 | 0.00000 | ||
20 | 2009.08.19 14:00 | close | 10 | 0.10 | 1.41286 | 0.00000 | 0.00000 | -11.60 | 10118.70 |
21 | 2009.08.19 16:00 | buy | 11 | 0.10 | 1.41513 | 0.00000 | 0.00000 | ||
22 | 2009.08.20 05:00 | close | 11 | 0.10 | 1.42096 | 0.00000 | 0.00000 | 58.15 | 10176.85 |
23 | 2009.08.21 06:00 | sell | 12 | 0.10 | 1.42239 | 0.00000 | 0.00000 | ||
24 | 2009.08.21 09:00 | close | 12 | 0.10 | 1.42455 | 0.00000 | 0.00000 | -21.60 | 10155.25 |
25 | 2009.08.24 09:00 | sell | 13 | 0.10 | 1.42949 | 0.00000 | 0.00000 | ||
26 | 2009.08.24 14:00 | close | 13 | 0.10 | 1.43299 | 0.00000 | 0.00000 | -35.00 | 10120.25 |
27 | 2009.08.24 20:00 | sell | 14 | 0.10 | 1.42996 | 0.00000 | 0.00000 | ||
28 | 2009.08.25 06:00 | close | 14 | 0.10 | 1.43030 | 0.00000 | 0.00000 | -3.50 | 10116.75 |
29 | 2009.08.25 08:00 | sell | 15 | 0.10 | 1.42881 | 0.00000 | 0.00000 | ||
30 | 2009.08.25 12:00 | close | 15 | 0.10 | 1.42966 | 0.00000 | 0.00000 | -8.50 | 10108.25 |
31 | 2009.08.25 14:00 | buy | 16 | 0.10 | 1.43359 | 0.00000 | 0.00000 | ||
32 | 2009.08.25 20:00 | close | 16 | 0.10 | 1.43066 | 0.00000 | 0.00000 | -29.30 | 10078.95 |
33 | 2009.08.26 08:00 | buy | 17 | 0.10 | 1.43184 | 0.00000 | 0.00000 | ||
34 | 2009.08.26 13:00 | close | 17 | 0.10 | 1.42968 | 0.00000 | 0.00000 | -21.60 | 10057.35 |
35 | 2009.08.26 14:00 | sell | 18 | 0.10 | 1.42778 | 0.00000 | 0.00000 | ||
36 | 2009.08.27 05:00 | close | 18 | 0.10 | 1.42539 | 0.00000 | 0.00000 | 23.60 | 10080.95 |
37 | 2009.08.27 18:00 | buy | 19 | 0.10 | 1.42742 | 0.00000 | 0.00000 | ||
38 | 2009.08.28 09:00 | close | 19 | 0.10 | 1.43288 | 0.00000 | 0.00000 | 54.55 | 10135.50 |
39 | 2009.08.28 19:00 | sell | 20 | 0.10 | 1.43266 | 0.00000 | 0.00000 | ||
40 | 2009.08.31 16:00 | close | 20 | 0.10 | 1.42934 | 0.00000 | 0.00000 | 33.10 | 10168.60 |
41 | 2009.08.31 17:00 | buy | 21 | 0.10 | 1.43514 | 0.00000 | 0.00000 | ||
42 | 2009.09.01 03:00 | close | 21 | 0.10 | 1.43211 | 0.00000 | 0.00000 | -30.35 | 10138.25 |
43 | 2009.09.01 13:00 | sell | 22 | 0.10 | 1.42873 | 0.00000 | 0.00000 | ||
44 | 2009.09.02 08:00 | close | 22 | 0.10 | 1.42271 | 0.00000 | 0.00000 | 60.10 | 10198.35 |
45 | 2009.09.02 17:00 | buy | 23 | 0.10 | 1.42405 | 0.00000 | 0.00000 | ||
46 | 2009.09.03 16:00 | close | 23 | 0.10 | 1.42816 | 0.00000 | 0.00000 | 40.95 | 10239.30 |
47 | 2009.09.03 17:00 | sell | 24 | 0.10 | 1.42577 | 0.00000 | 0.00000 | ||
48 | 2009.09.04 08:00 | close | 24 | 0.10 | 1.42686 | 0.00000 | 0.00000 | -11.00 | 10228.30 |
49 | 2009.09.04 08:00 | buy | 25 | 0.10 | 1.42686 | 0.00000 | 0.00000 | ||
50 | 2009.09.04 13:00 | close | 25 | 0.10 | 1.42618 | 0.00000 | 0.00000 | -6.80 | 10221.50 |
51 | 2009.09.04 15:00 | sell | 26 | 0.10 | 1.42181 | 0.00000 | 0.00000 | ||
52 | 2009.09.04 18:00 | close | 26 | 0.10 | 1.42795 | 0.00000 | 0.00000 | -61.40 | 10160.10 |
53 | 2009.09.04 19:00 | buy | 27 | 0.10 | 1.43088 | 0.00000 | 0.00000 | ||
54 | 2009.09.07 15:00 | close | 27 | 0.10 | 1.43318 | 0.00000 | 0.00000 | 22.95 | 10183.05 |
55 | 2009.09.10 16:00 | sell | 28 | 0.10 | 1.45330 | 0.00000 | 0.00000 | ||
56 | 2009.09.10 17:00 | close | 28 | 0.10 | 1.45635 | 0.00000 | 0.00000 | -30.50 | 10152.55 |
57 | 2009.09.11 15:00 | sell | 29 | 0.10 | 1.45852 | 0.00000 | 0.00000 | ||
58 | 2009.09.11 16:00 | close | 29 | 0.10 | 1.46105 | 0.00000 | 0.00000 | -25.30 | 10127.25 |
59 | 2009.09.11 18:00 | sell | 30 | 0.10 | 1.45848 | 0.00000 | 0.00000 | ||
60 | 2009.09.14 10:00 | close | 30 | 0.10 | 1.45676 | 0.00000 | 0.00000 | 17.10 | 10144.35 |
61 | 2009.09.14 14:00 | buy | 31 | 0.10 | 1.45665 | 0.00000 | 0.00000 | ||
62 | 2009.09.15 05:00 | close | 31 | 0.10 | 1.46128 | 0.00000 | 0.00000 | 46.25 | 10190.60 |
63 | 2009.09.15 10:00 | sell | 32 | 0.10 | 1.45997 | 0.00000 | 0.00000 | ||
64 | 2009.09.15 18:00 | close | 32 | 0.10 | 1.46190 | 0.00000 | 0.00000 | -19.30 | 10171.30 |
65 | 2009.09.16 16:00 | sell | 33 | 0.10 | 1.46613 | 0.00000 | 0.00000 | ||
66 | 2009.09.16 17:00 | close | 33 | 0.10 | 1.46889 | 0.00000 | 0.00000 | -27.60 | 10143.70 |
67 | 2009.09.17 14:00 | sell | 34 | 0.10 | 1.47103 | 0.00000 | 0.00000 | ||
68 | 2009.09.17 16:00 | close | 34 | 0.10 | 1.47421 | 0.00000 | 0.00000 | -31.80 | 10111.90 |
69 | 2009.09.17 19:00 | sell | 35 | 0.10 | 1.47147 | 0.00000 | 0.00000 | ||
70 | 2009.09.17 21:00 | close | 35 | 0.10 | 1.47515 | 0.00000 | 0.00000 | -36.80 | 10075.10 |
71 | 2009.09.18 03:00 | sell | 36 | 0.10 | 1.47255 | 0.00000 | 0.00000 | ||
72 | 2009.09.18 08:00 | close | 36 | 0.10 | 1.47285 | 0.00000 | 0.00000 | -3.00 | 10072.10 |
73 | 2009.09.21 18:00 | buy | 37 | 0.10 | 1.46924 | 0.00000 | 0.00000 | ||
74 | 2009.09.23 09:00 | close | 37 | 0.10 | 1.47855 | 0.00000 | 0.00000 | 93.00 | 10165.10 |
75 | 2009.09.23 09:00 | sell | 38 | 0.10 | 1.47855 | 0.00000 | 0.00000 | ||
76 | 2009.09.23 10:00 | close | 38 | 0.10 | 1.48060 | 0.00000 | 0.00000 | -20.50 | 10144.60 |
77 | 2009.09.23 22:00 | sell | 39 | 0.10 | 1.47418 | 0.00000 | 0.00000 | ||
78 | 2009.09.24 09:00 | close | 39 | 0.10 | 1.47657 | 0.00000 | 0.00000 | -24.20 | 10120.40 |
79 | 2009.09.24 09:00 | buy | 40 | 0.10 | 1.47657 | 0.00000 | 0.00000 | ||
80 | 2009.09.24 17:00 | close | 40 | 0.10 | 1.47068 | 0.00000 | 0.00000 | -58.90 | 10061.50 |
81 | 2009.09.25 17:00 | buy | 41 | 0.10 | 1.46923 | 0.00000 | 0.00000 | ||
82 | 2009.09.25 19:00 | close | 41 | 0.10 | 1.46758 | 0.00000 | 0.00000 | -16.50 | 10045.00 |
83 | 2009.09.28 00:00 | buy | 42 | 0.10 | 1.46961 | 0.00000 | 0.00000 | ||
84 | 2009.09.28 03:00 | close | 42 | 0.10 | 1.46441 | 0.00000 | 0.00000 | -52.00 | 9993.00 |
85 | 2009.09.29 01:00 | buy | 43 | 0.10 | 1.46307 | 0.00000 | 0.00000 | ||
86 | 2009.09.29 10:00 | close | 43 | 0.10 | 1.45775 | 0.00000 | 0.00000 | -53.20 | 9939.80 |
87 | 2009.09.30 16:00 | sell | 44 | 0.10 | 1.45999 | 0.00000 | 0.00000 | ||
88 | 2009.09.30 18:00 | close | 44 | 0.10 | 1.46312 | 0.00000 | 0.00000 | -31.30 | 9908.50 |