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=0.01; StopLoss=0; TakeProfit=40; TrailingStop=0; Slippage=2; MATrendPeriod=60; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6.24 | Gross profit | 3.36 | Gross loss | -9.60 |
Profit factor | 0.35 | Expected payoff | -0.22 | ||
Absolute drawdown | 6.24 | Maximal drawdown | 6.24 (0.06%) | Relative drawdown | 0.06% (6.24) |
Total trades | 28 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 28 (28.57%) |
Profit trades (% of total) | 8 (28.57%) | Loss trades (% of total) | 20 (71.43%) | ||
Largest | profit trade | 0.42 | loss trade | -0.48 | |
Average | profit trade | 0.42 | loss trade | -0.48 | |
Maximum | consecutive wins (profit in money) | 2 (0.84) | consecutive losses (loss in money) | 3 (-1.44) | |
Maximal | consecutive profit (count of wins) | 0.84 (2) | consecutive loss (count of losses) | -1.44 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 05:22 | buy | 1 | 0.01 | 1.42438 | 1.42390 | 1.42480 | ||
2 | 2009.08.03 05:25 | s/l | 1 | 0.01 | 1.42390 | 1.42390 | 1.42480 | -0.48 | 9999.52 |
3 | 2009.08.03 05:32 | buy | 2 | 0.01 | 1.42438 | 1.42390 | 1.42480 | ||
4 | 2009.08.03 05:40 | s/l | 2 | 0.01 | 1.42390 | 1.42390 | 1.42480 | -0.48 | 9999.04 |
5 | 2009.08.06 06:25 | buy | 3 | 0.01 | 1.44058 | 1.44010 | 1.44100 | ||
6 | 2009.08.06 06:27 | s/l | 3 | 0.01 | 1.44010 | 1.44010 | 1.44100 | -0.48 | 9998.56 |
7 | 2009.08.06 06:32 | buy | 4 | 0.01 | 1.44008 | 1.43960 | 1.44050 | ||
8 | 2009.08.06 06:50 | t/p | 4 | 0.01 | 1.44050 | 1.43960 | 1.44050 | 0.42 | 9998.98 |
9 | 2009.08.13 00:00 | buy | 5 | 0.01 | 1.42048 | 1.42000 | 1.42090 | ||
10 | 2009.08.13 00:32 | t/p | 5 | 0.01 | 1.42090 | 1.42000 | 1.42090 | 0.42 | 9999.40 |
11 | 2009.08.20 04:40 | buy | 6 | 0.01 | 1.42188 | 1.42140 | 1.42230 | ||
12 | 2009.08.20 04:45 | s/l | 6 | 0.01 | 1.42140 | 1.42140 | 1.42230 | -0.48 | 9998.92 |
13 | 2009.08.24 10:20 | buy | 7 | 0.01 | 1.42828 | 1.42780 | 1.42870 | ||
14 | 2009.08.24 10:27 | t/p | 7 | 0.01 | 1.42870 | 1.42780 | 1.42870 | 0.42 | 9999.34 |
15 | 2009.08.24 11:47 | buy | 8 | 0.01 | 1.43008 | 1.42960 | 1.43050 | ||
16 | 2009.08.24 12:07 | s/l | 8 | 0.01 | 1.42960 | 1.42960 | 1.43050 | -0.48 | 9998.86 |
17 | 2009.08.25 02:59 | buy | 9 | 0.01 | 1.42848 | 1.42800 | 1.42890 | ||
18 | 2009.08.25 03:02 | s/l | 9 | 0.01 | 1.42800 | 1.42800 | 1.42890 | -0.48 | 9998.38 |
19 | 2009.09.03 16:05 | buy | 10 | 0.01 | 1.42798 | 1.42750 | 1.42840 | ||
20 | 2009.09.03 16:07 | t/p | 10 | 0.01 | 1.42840 | 1.42750 | 1.42840 | 0.42 | 9998.80 |
21 | 2009.09.03 16:30 | buy | 11 | 0.01 | 1.42578 | 1.42530 | 1.42620 | ||
22 | 2009.09.03 16:32 | s/l | 11 | 0.01 | 1.42530 | 1.42530 | 1.42620 | -0.48 | 9998.32 |
23 | 2009.09.03 16:55 | buy | 12 | 0.01 | 1.42668 | 1.42620 | 1.42710 | ||
24 | 2009.09.03 16:57 | s/l | 12 | 0.01 | 1.42620 | 1.42620 | 1.42710 | -0.48 | 9997.84 |
25 | 2009.09.08 22:05 | buy | 13 | 0.01 | 1.44998 | 1.44950 | 1.45040 | ||
26 | 2009.09.08 22:10 | s/l | 13 | 0.01 | 1.44950 | 1.44950 | 1.45040 | -0.48 | 9997.36 |
27 | 2009.09.09 07:45 | buy | 14 | 0.01 | 1.45008 | 1.44960 | 1.45050 | ||
28 | 2009.09.09 08:00 | t/p | 14 | 0.01 | 1.45050 | 1.44960 | 1.45050 | 0.42 | 9997.78 |
29 | 2009.09.09 19:10 | buy | 15 | 0.01 | 1.45688 | 1.45640 | 1.45730 | ||
30 | 2009.09.09 19:15 | s/l | 15 | 0.01 | 1.45640 | 1.45640 | 1.45730 | -0.48 | 9997.30 |
31 | 2009.09.10 03:12 | buy | 16 | 0.01 | 1.45598 | 1.45550 | 1.45640 | ||
32 | 2009.09.10 03:15 | s/l | 16 | 0.01 | 1.45550 | 1.45550 | 1.45640 | -0.48 | 9996.82 |
33 | 2009.09.10 13:00 | buy | 17 | 0.01 | 1.45418 | 1.45370 | 1.45460 | ||
34 | 2009.09.10 13:02 | s/l | 17 | 0.01 | 1.45370 | 1.45370 | 1.45460 | -0.48 | 9996.34 |
35 | 2009.09.14 21:22 | buy | 18 | 0.01 | 1.46048 | 1.46000 | 1.46090 | ||
36 | 2009.09.14 21:40 | t/p | 18 | 0.01 | 1.46090 | 1.46000 | 1.46090 | 0.42 | 9996.76 |
37 | 2009.09.15 06:15 | buy | 19 | 0.01 | 1.46258 | 1.46210 | 1.46300 | ||
38 | 2009.09.15 06:50 | s/l | 19 | 0.01 | 1.46210 | 1.46210 | 1.46300 | -0.48 | 9996.28 |
39 | 2009.09.16 00:55 | buy | 20 | 0.01 | 1.46648 | 1.46600 | 1.46690 | ||
40 | 2009.09.16 01:02 | s/l | 20 | 0.01 | 1.46600 | 1.46600 | 1.46690 | -0.48 | 9995.80 |
41 | 2009.09.17 20:02 | buy | 21 | 0.01 | 1.47248 | 1.47200 | 1.47290 | ||
42 | 2009.09.17 20:07 | s/l | 21 | 0.01 | 1.47200 | 1.47200 | 1.47290 | -0.48 | 9995.32 |
43 | 2009.09.18 05:00 | buy | 22 | 0.01 | 1.47048 | 1.47000 | 1.47090 | ||
44 | 2009.09.18 05:20 | t/p | 22 | 0.01 | 1.47090 | 1.47000 | 1.47090 | 0.42 | 9995.74 |
45 | 2009.09.21 01:25 | buy | 23 | 0.01 | 1.47098 | 1.47050 | 1.47140 | ||
46 | 2009.09.21 01:27 | s/l | 23 | 0.01 | 1.47050 | 1.47050 | 1.47140 | -0.48 | 9995.26 |
47 | 2009.09.21 01:42 | buy | 24 | 0.01 | 1.47098 | 1.47050 | 1.47140 | ||
48 | 2009.09.21 01:45 | s/l | 24 | 0.01 | 1.47050 | 1.47050 | 1.47140 | -0.48 | 9994.78 |
49 | 2009.09.22 20:20 | buy | 25 | 0.01 | 1.47818 | 1.47770 | 1.47860 | ||
50 | 2009.09.22 20:27 | t/p | 25 | 0.01 | 1.47860 | 1.47770 | 1.47860 | 0.42 | 9995.20 |
51 | 2009.09.22 20:27 | buy | 26 | 0.01 | 1.47888 | 1.47840 | 1.47930 | ||
52 | 2009.09.22 20:32 | s/l | 26 | 0.01 | 1.47840 | 1.47840 | 1.47930 | -0.48 | 9994.72 |
53 | 2009.09.23 10:12 | buy | 27 | 0.01 | 1.48038 | 1.47990 | 1.48080 | ||
54 | 2009.09.23 10:15 | s/l | 27 | 0.01 | 1.47990 | 1.47990 | 1.48080 | -0.48 | 9994.24 |
55 | 2009.09.23 10:32 | buy | 28 | 0.01 | 1.48058 | 1.48010 | 1.48100 | ||
56 | 2009.09.23 10:40 | s/l | 28 | 0.01 | 1.48010 | 1.48010 | 1.48100 | -0.48 | 9993.76 |