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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 141.28 | Gross profit | 1464.84 | Gross loss | -1323.56 |
| Profit factor | 1.11 | Expected payoff | 3.92 | ||
| Absolute drawdown | 50.48 | Maximal drawdown | 625.54 (5.92%) | Relative drawdown | 5.92% (625.54) |
| Total trades | 36 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 756.30 | loss trade | -192.80 | |
| Average | profit trade | 61.04 | loss trade | -110.30 | |
| Maximum | consecutive wins (profit in money) | 6 (371.28) | consecutive losses (loss in money) | 4 (-367.38) | |
| Maximal | consecutive profit (count of wins) | 761.84 (4) | consecutive loss (count of losses) | -367.38 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 12:00 | buy | 1 | 0.20 | 1.42790 | 1.41826 | 1.45629 | ||
| 2 | 2009.08.03 16:00 | modify | 1 | 0.20 | 1.42790 | 1.42800 | 1.45629 | ||
| 3 | 2009.08.04 12:00 | sell | 2 | 0.20 | 1.44040 | 1.44652 | 1.42233 | ||
| 4 | 2009.08.04 20:00 | modify | 2 | 0.20 | 1.44040 | 1.44030 | 1.42233 | ||
| 5 | 2009.08.04 20:00 | modify | 2 | 0.20 | 1.44040 | 1.44533 | 1.42114 | ||
| 6 | 2009.08.05 00:00 | modify | 2 | 0.20 | 1.44040 | 1.44030 | 1.42114 | ||
| 7 | 2009.08.05 01:03 | s/l | 2 | 0.20 | 1.44030 | 1.44030 | 1.42114 | 1.82 | 10001.82 |
| 8 | 2009.08.05 08:00 | sell | 3 | 0.20 | 1.43833 | 1.44445 | 1.42026 | ||
| 9 | 2009.08.05 20:50 | s/l | 3 | 0.20 | 1.44445 | 1.44445 | 1.42026 | -122.40 | 9879.42 |
| 10 | 2009.08.06 20:00 | sell | 4 | 0.20 | 1.43411 | 1.44023 | 1.41604 | ||
| 11 | 2009.08.07 04:00 | modify | 4 | 0.20 | 1.43411 | 1.44122 | 1.41703 | ||
| 12 | 2009.08.07 12:00 | modify | 1 | 0.20 | 1.42790 | 1.42660 | 1.46463 | ||
| 13 | 2009.08.07 16:00 | modify | 4 | 0.20 | 1.43411 | 1.43401 | 1.41703 | ||
| 14 | 2009.08.07 16:00 | modify | 4 | 0.20 | 1.43411 | 1.43359 | 1.40940 | ||
| 15 | 2009.08.07 16:10 | s/l | 1 | 0.20 | 1.42660 | 1.42660 | 1.46463 | -26.60 | 9852.82 |
| 16 | 2009.08.10 16:00 | modify | 4 | 0.20 | 1.43411 | 1.42284 | 1.39865 | ||
| 17 | 2009.08.11 08:00 | buy | 5 | 0.10 | 1.41361 | 1.40397 | 1.44200 | ||
| 18 | 2009.08.11 12:00 | modify | 5 | 0.10 | 1.41361 | 1.41371 | 1.44200 | ||
| 19 | 2009.08.11 14:59 | s/l | 5 | 0.10 | 1.41371 | 1.41371 | 1.44200 | 1.00 | 9853.82 |
| 20 | 2009.08.11 16:00 | modify | 4 | 0.20 | 1.43411 | 1.41882 | 1.39463 | ||
| 21 | 2009.08.12 04:00 | buy | 6 | 0.20 | 1.41502 | 1.40538 | 1.44341 | ||
| 22 | 2009.08.12 08:00 | modify | 4 | 0.20 | 1.43411 | 1.41967 | 1.39548 | ||
| 23 | 2009.08.12 15:46 | s/l | 4 | 0.20 | 1.41967 | 1.41967 | 1.39548 | 288.08 | 10141.90 |
| 24 | 2009.08.12 16:00 | modify | 6 | 0.20 | 1.41502 | 1.41512 | 1.44341 | ||
| 25 | 2009.08.12 20:20 | s/l | 6 | 0.20 | 1.41512 | 1.41512 | 1.44341 | 2.00 | 10143.90 |
| 26 | 2009.08.13 12:00 | buy | 7 | 0.20 | 1.42714 | 1.41750 | 1.45553 | ||
| 27 | 2009.08.13 20:00 | modify | 7 | 0.20 | 1.42714 | 1.42724 | 1.45553 | ||
| 28 | 2009.08.13 20:10 | s/l | 7 | 0.20 | 1.42724 | 1.42724 | 1.45553 | 2.00 | 10145.90 |
| 29 | 2009.08.14 04:00 | buy | 8 | 0.20 | 1.42934 | 1.41970 | 1.45773 | ||
| 30 | 2009.08.14 16:00 | sell | 9 | 0.20 | 1.42474 | 1.43086 | 1.40667 | ||
| 31 | 2009.08.14 19:16 | s/l | 8 | 0.20 | 1.41970 | 1.41970 | 1.45773 | -192.80 | 9953.10 |
| 32 | 2009.08.14 20:00 | modify | 9 | 0.20 | 1.42474 | 1.42464 | 1.40667 | ||
| 33 | 2009.08.17 04:00 | modify | 9 | 0.20 | 1.42474 | 1.42189 | 1.39770 | ||
| 34 | 2009.08.17 08:00 | modify | 9 | 0.20 | 1.42474 | 1.41989 | 1.39570 | ||
| 35 | 2009.08.17 12:00 | modify | 9 | 0.20 | 1.42474 | 1.41634 | 1.39215 | ||
| 36 | 2009.08.17 20:00 | buy | 10 | 0.20 | 1.40895 | 1.39931 | 1.43734 | ||
| 37 | 2009.08.18 04:00 | modify | 10 | 0.20 | 1.40895 | 1.40905 | 1.43734 | ||
| 38 | 2009.08.18 14:45 | s/l | 10 | 0.20 | 1.40905 | 1.40905 | 1.43734 | 1.90 | 9955.00 |
| 39 | 2009.08.19 01:45 | s/l | 9 | 0.20 | 1.41634 | 1.41634 | 1.39215 | 167.46 | 10122.46 |
| 40 | 2009.08.19 04:00 | sell | 11 | 0.20 | 1.41328 | 1.41940 | 1.39521 | ||
| 41 | 2009.08.19 08:00 | modify | 11 | 0.20 | 1.41328 | 1.41318 | 1.39521 | ||
| 42 | 2009.08.19 08:00 | modify | 11 | 0.20 | 1.41328 | 1.41782 | 1.39363 | ||
| 43 | 2009.08.19 12:00 | modify | 11 | 0.20 | 1.41328 | 1.41318 | 1.39363 | ||
| 44 | 2009.08.19 13:16 | s/l | 11 | 0.20 | 1.41318 | 1.41318 | 1.39363 | 2.00 | 10124.46 |
| 45 | 2009.08.19 16:00 | buy | 12 | 0.20 | 1.41497 | 1.40533 | 1.44336 | ||
| 46 | 2009.08.19 20:00 | modify | 12 | 0.20 | 1.41497 | 1.41507 | 1.44336 | ||
| 47 | 2009.08.21 12:00 | modify | 12 | 0.20 | 1.41497 | 1.42126 | 1.45929 | ||
| 48 | 2009.08.24 16:00 | modify | 12 | 0.20 | 1.41497 | 1.42385 | 1.46188 | ||
| 49 | 2009.08.24 20:00 | sell | 13 | 0.20 | 1.42996 | 1.43608 | 1.41189 | ||
| 50 | 2009.08.25 04:00 | modify | 13 | 0.20 | 1.42996 | 1.42986 | 1.41189 | ||
| 51 | 2009.08.25 04:00 | modify | 12 | 0.20 | 1.41497 | 1.41919 | 1.45722 | ||
| 52 | 2009.08.25 05:20 | s/l | 13 | 0.20 | 1.42986 | 1.42986 | 1.41189 | 1.82 | 10126.28 |
| 53 | 2009.08.25 16:00 | modify | 12 | 0.20 | 1.41497 | 1.42481 | 1.46284 | ||
| 54 | 2009.08.26 15:20 | s/l | 12 | 0.20 | 1.42481 | 1.42481 | 1.46284 | 196.10 | 10322.38 |
| 55 | 2009.08.27 04:00 | buy | 14 | 0.20 | 1.42378 | 1.41414 | 1.45217 | ||
| 56 | 2009.08.27 08:00 | modify | 14 | 0.20 | 1.42378 | 1.42388 | 1.45217 | ||
| 57 | 2009.08.27 08:15 | s/l | 14 | 0.20 | 1.42388 | 1.42388 | 1.45217 | 2.00 | 10324.38 |
| 58 | 2009.08.27 12:00 | buy | 15 | 0.20 | 1.42665 | 1.41701 | 1.45504 | ||
| 59 | 2009.08.27 16:00 | sell | 16 | 0.20 | 1.42291 | 1.42903 | 1.40484 | ||
| 60 | 2009.08.27 20:00 | modify | 15 | 0.20 | 1.42665 | 1.42675 | 1.45504 | ||
| 61 | 2009.08.27 20:00 | modify | 15 | 0.20 | 1.42665 | 1.41794 | 1.45597 | ||
| 62 | 2009.08.27 20:05 | s/l | 16 | 0.20 | 1.42903 | 1.42903 | 1.40484 | -122.40 | 10201.98 |
| 63 | 2009.08.28 00:00 | modify | 15 | 0.20 | 1.42665 | 1.42675 | 1.45597 | ||
| 64 | 2009.08.28 04:00 | modify | 15 | 0.20 | 1.42665 | 1.42705 | 1.46508 | ||
| 65 | 2009.08.28 16:00 | modify | 15 | 0.20 | 1.42665 | 1.42779 | 1.46582 | ||
| 66 | 2009.08.31 06:26 | s/l | 15 | 0.20 | 1.42779 | 1.42779 | 1.46582 | 22.60 | 10224.58 |
| 67 | 2009.08.31 16:00 | buy | 17 | 0.20 | 1.42918 | 1.41954 | 1.45757 | ||
| 68 | 2009.08.31 20:00 | modify | 17 | 0.20 | 1.42918 | 1.42928 | 1.45757 | ||
| 69 | 2009.09.01 00:00 | sell | 18 | 0.20 | 1.43303 | 1.43915 | 1.41496 | ||
| 70 | 2009.09.01 12:46 | s/l | 17 | 0.20 | 1.42928 | 1.42928 | 1.45757 | 1.90 | 10226.48 |
| 71 | 2009.09.01 16:00 | modify | 18 | 0.20 | 1.43303 | 1.43293 | 1.41496 | ||
| 72 | 2009.09.01 16:15 | s/l | 18 | 0.20 | 1.43293 | 1.43293 | 1.41496 | 2.00 | 10228.48 |
| 73 | 2009.09.01 20:00 | sell | 19 | 0.20 | 1.42097 | 1.42709 | 1.40290 | ||
| 74 | 2009.09.02 04:00 | buy | 20 | 0.20 | 1.42146 | 1.41182 | 1.44985 | ||
| 75 | 2009.09.02 08:00 | modify | 20 | 0.20 | 1.42146 | 1.42156 | 1.44985 | ||
| 76 | 2009.09.02 09:20 | s/l | 20 | 0.20 | 1.42156 | 1.42156 | 1.44985 | 2.00 | 10230.48 |
| 77 | 2009.09.02 12:00 | buy | 21 | 0.20 | 1.42274 | 1.41310 | 1.45113 | ||
| 78 | 2009.09.02 16:00 | modify | 19 | 0.20 | 1.42097 | 1.42720 | 1.40301 | ||
| 79 | 2009.09.02 18:45 | s/l | 19 | 0.20 | 1.42720 | 1.42720 | 1.40301 | -124.78 | 10105.70 |
| 80 | 2009.09.02 20:00 | modify | 21 | 0.20 | 1.42274 | 1.42284 | 1.45113 | ||
| 81 | 2009.09.02 20:00 | modify | 21 | 0.20 | 1.42274 | 1.41833 | 1.45636 | ||
| 82 | 2009.09.03 00:00 | modify | 21 | 0.20 | 1.42274 | 1.42284 | 1.45636 | ||
| 83 | 2009.09.03 16:00 | sell | 22 | 0.20 | 1.42816 | 1.43428 | 1.41009 | ||
| 84 | 2009.09.03 20:00 | modify | 22 | 0.20 | 1.42816 | 1.42806 | 1.41009 | ||
| 85 | 2009.09.04 08:45 | s/l | 22 | 0.20 | 1.42806 | 1.42806 | 1.41009 | 1.82 | 10107.52 |
| 86 | 2009.09.04 14:50 | s/l | 21 | 0.20 | 1.42284 | 1.42284 | 1.45636 | 1.60 | 10109.12 |
| 87 | 2009.09.04 16:00 | sell | 23 | 0.20 | 1.42065 | 1.42677 | 1.40258 | ||
| 88 | 2009.09.04 17:50 | s/l | 23 | 0.20 | 1.42677 | 1.42677 | 1.40258 | -122.40 | 9986.72 |
| 89 | 2009.09.04 20:00 | buy | 24 | 0.20 | 1.43114 | 1.42150 | 1.45953 | ||
| 90 | 2009.09.07 04:00 | modify | 24 | 0.20 | 1.43114 | 1.43124 | 1.45953 | ||
| 91 | 2009.09.07 16:00 | sell | 25 | 0.20 | 1.43327 | 1.43939 | 1.41520 | ||
| 92 | 2009.09.08 08:00 | modify | 24 | 0.20 | 1.43114 | 1.42515 | 1.46318 | ||
| 93 | 2009.09.08 08:50 | s/l | 25 | 0.20 | 1.43939 | 1.43939 | 1.41520 | -122.58 | 9864.14 |
| 94 | 2009.09.08 12:00 | modify | 24 | 0.20 | 1.43114 | 1.43124 | 1.46318 | ||
| 95 | 2009.09.09 08:00 | modify | 24 | 0.20 | 1.43114 | 1.44186 | 1.47989 | ||
| 96 | 2009.09.09 16:00 | modify | 24 | 0.20 | 1.43114 | 1.44771 | 1.48574 | ||
| 97 | 2009.09.10 12:00 | sell | 26 | 0.10 | 1.45378 | 1.45990 | 1.43571 | ||
| 98 | 2009.09.10 14:50 | s/l | 26 | 0.10 | 1.45990 | 1.45990 | 1.43571 | -61.20 | 9802.94 |
| 99 | 2009.09.10 16:00 | sell | 27 | 0.10 | 1.45330 | 1.45942 | 1.43523 | ||
| 100 | 2009.09.10 18:50 | s/l | 27 | 0.10 | 1.45942 | 1.45942 | 1.43523 | -61.20 | 9741.74 |
| 101 | 2009.09.14 00:00 | modify | 24 | 0.20 | 1.43114 | 1.44994 | 1.48797 | ||
| 102 | 2009.09.14 04:00 | sell | 28 | 0.10 | 1.45338 | 1.45950 | 1.43531 | ||
| 103 | 2009.09.14 08:00 | modify | 28 | 0.10 | 1.45338 | 1.45328 | 1.43531 | ||
| 104 | 2009.09.14 08:10 | s/l | 28 | 0.10 | 1.45328 | 1.45328 | 1.43531 | 1.00 | 9742.74 |
| 105 | 2009.09.14 16:00 | modify | 24 | 0.20 | 1.43114 | 1.45260 | 1.49063 | ||
| 106 | 2009.09.15 12:00 | sell | 29 | 0.20 | 1.45891 | 1.46503 | 1.44084 | ||
| 107 | 2009.09.15 19:20 | s/l | 29 | 0.20 | 1.46503 | 1.46503 | 1.44084 | -122.40 | 9620.34 |
| 108 | 2009.09.15 20:00 | modify | 24 | 0.20 | 1.43114 | 1.45845 | 1.49648 | ||
| 109 | 2009.09.16 08:00 | modify | 24 | 0.20 | 1.43114 | 1.45843 | 1.49646 | ||
| 110 | 2009.09.18 04:00 | sell | 30 | 0.20 | 1.46982 | 1.47594 | 1.45175 | ||
| 111 | 2009.09.21 00:00 | modify | 30 | 0.20 | 1.46982 | 1.46972 | 1.45175 | ||
| 112 | 2009.09.21 00:00 | modify | 30 | 0.20 | 1.46982 | 1.47538 | 1.45119 | ||
| 113 | 2009.09.21 08:00 | modify | 30 | 0.20 | 1.46982 | 1.46972 | 1.45119 | ||
| 114 | 2009.09.21 08:00 | modify | 30 | 0.20 | 1.46982 | 1.47253 | 1.44834 | ||
| 115 | 2009.09.21 12:00 | modify | 30 | 0.20 | 1.46982 | 1.46972 | 1.44834 | ||
| 116 | 2009.09.21 17:45 | s/l | 30 | 0.20 | 1.46972 | 1.46972 | 1.44834 | 1.82 | 9622.16 |
| 117 | 2009.09.22 20:00 | sell | 31 | 0.20 | 1.47887 | 1.48499 | 1.46080 | ||
| 118 | 2009.09.23 00:00 | modify | 31 | 0.20 | 1.47887 | 1.48496 | 1.46077 | ||
| 119 | 2009.09.23 12:00 | modify | 31 | 0.20 | 1.47887 | 1.47877 | 1.46077 | ||
| 120 | 2009.09.23 12:00 | modify | 31 | 0.20 | 1.47887 | 1.48399 | 1.45980 | ||
| 121 | 2009.09.23 16:00 | modify | 31 | 0.20 | 1.47887 | 1.47877 | 1.45980 | ||
| 122 | 2009.09.23 19:50 | s/l | 31 | 0.20 | 1.47877 | 1.47877 | 1.45980 | 1.82 | 9623.98 |
| 123 | 2009.09.23 20:00 | modify | 24 | 0.20 | 1.43114 | 1.46904 | 1.50707 | ||
| 124 | 2009.09.23 23:59 | s/l | 24 | 0.20 | 1.46904 | 1.46904 | 1.50707 | 756.30 | 10380.28 |
| 125 | 2009.09.25 04:00 | buy | 32 | 0.20 | 1.46349 | 1.45385 | 1.49188 | ||
| 126 | 2009.09.25 08:00 | modify | 32 | 0.20 | 1.46349 | 1.46359 | 1.49188 | ||
| 127 | 2009.09.25 12:00 | modify | 32 | 0.20 | 1.46349 | 1.45962 | 1.49765 | ||
| 128 | 2009.09.25 16:00 | modify | 32 | 0.20 | 1.46349 | 1.46359 | 1.49765 | ||
| 129 | 2009.09.28 03:15 | s/l | 32 | 0.20 | 1.46359 | 1.46359 | 1.49765 | 1.90 | 10382.18 |
| 130 | 2009.09.28 04:00 | sell | 33 | 0.20 | 1.45852 | 1.46464 | 1.44045 | ||
| 131 | 2009.09.28 13:15 | s/l | 33 | 0.20 | 1.46464 | 1.46464 | 1.44045 | -122.40 | 10259.78 |
| 132 | 2009.09.29 12:00 | sell | 34 | 0.20 | 1.45686 | 1.46298 | 1.43879 | ||
| 133 | 2009.09.29 16:00 | modify | 34 | 0.20 | 1.45686 | 1.45676 | 1.43879 | ||
| 134 | 2009.09.29 16:37 | s/l | 34 | 0.20 | 1.45676 | 1.45676 | 1.43879 | 2.00 | 10261.78 |
| 135 | 2009.09.29 20:00 | buy | 35 | 0.20 | 1.45818 | 1.44854 | 1.48657 | ||
| 136 | 2009.09.30 04:00 | modify | 35 | 0.20 | 1.45818 | 1.45828 | 1.48657 | ||
| 137 | 2009.09.30 08:00 | modify | 35 | 0.20 | 1.45818 | 1.45367 | 1.49170 | ||
| 138 | 2009.09.30 12:00 | modify | 35 | 0.20 | 1.45818 | 1.45828 | 1.49170 | ||
| 139 | 2009.09.30 12:00 | modify | 35 | 0.20 | 1.45818 | 1.45694 | 1.49497 | ||
| 140 | 2009.09.30 16:00 | modify | 35 | 0.20 | 1.45818 | 1.45828 | 1.49497 | ||
| 141 | 2009.09.30 16:00 | sell | 36 | 0.20 | 1.45999 | 1.46611 | 1.44192 | ||
| 142 | 2009.09.30 16:02 | s/l | 35 | 0.20 | 1.45828 | 1.45828 | 1.49497 | 1.90 | 10263.68 |
| 143 | 2009.09.30 18:32 | s/l | 36 | 0.20 | 1.46611 | 1.46611 | 1.44192 | -122.40 | 10141.28 |