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=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8556.45 | Gross profit | 9863.04 | Gross loss | -18419.49 |
| Profit factor | 0.54 | Expected payoff | -127.71 | ||
| Absolute drawdown | 9282.51 | Maximal drawdown | 12443.91 (94.55%) | Relative drawdown | 94.55% (12443.91) |
| Total trades | 67 | Short positions (won %) | 32 (37.50%) | Long positions (won %) | 35 (74.29%) |
| Profit trades (% of total) | 38 (56.72%) | Loss trades (% of total) | 29 (43.28%) | ||
| Largest | profit trade | 939.19 | loss trade | -2400.72 | |
| Average | profit trade | 259.55 | loss trade | -635.15 | |
| Maximum | consecutive wins (profit in money) | 19 (6034.26) | consecutive losses (loss in money) | 9 (-1135.26) | |
| Maximal | consecutive profit (count of wins) | 6034.26 (19) | consecutive loss (count of losses) | -6802.04 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:15 | sell | 1 | 1.30 | 1.42792 | 1.44792 | 0.00000 | ||
| 2 | 2009.08.03 01:20 | sell | 2 | 1.30 | 1.42906 | 1.44906 | 0.00000 | ||
| 3 | 2009.08.03 01:32 | sell | 3 | 1.20 | 1.43061 | 1.45061 | 0.00000 | ||
| 4 | 2009.08.05 16:10 | close | 1 | 1.30 | 1.43687 | 1.44792 | 0.00000 | -1167.92 | 8832.08 |
| 5 | 2009.08.05 16:16 | close | 2 | 1.30 | 1.43572 | 1.44906 | 0.00000 | -870.22 | 7961.86 |
| 6 | 2009.08.05 20:45 | sell | 4 | 0.80 | 1.44408 | 1.46408 | 0.00000 | ||
| 7 | 2009.08.05 20:50 | sell | 5 | 0.70 | 1.44467 | 1.46467 | 0.00000 | ||
| 8 | 2009.08.06 15:50 | close | 3 | 1.20 | 1.43545 | 1.45061 | 0.00000 | -591.00 | 7370.86 |
| 9 | 2009.08.06 16:15 | close | 4 | 0.80 | 1.43524 | 1.46408 | 0.00000 | 703.12 | 8073.98 |
| 10 | 2009.08.06 16:20 | close | 5 | 0.70 | 1.43400 | 1.46467 | 0.00000 | 743.33 | 8817.31 |
| 11 | 2009.08.06 19:02 | buy | 6 | 1.20 | 1.43385 | 1.41385 | 0.00000 | ||
| 12 | 2009.08.06 19:07 | buy | 7 | 1.10 | 1.43373 | 1.41373 | 0.00000 | ||
| 13 | 2009.08.06 20:20 | buy | 8 | 1.10 | 1.43311 | 1.41311 | 0.00000 | ||
| 14 | 2009.08.10 17:20 | s/l | 6 | 1.20 | 1.41385 | 1.41385 | 0.00000 | -2400.72 | 6416.59 |
| 15 | 2009.08.10 17:20 | s/l | 7 | 1.10 | 1.41373 | 1.41373 | 0.00000 | -2200.66 | 4215.93 |
| 16 | 2009.08.10 17:20 | s/l | 8 | 1.10 | 1.41311 | 1.41311 | 0.00000 | -2200.66 | 2015.27 |
| 17 | 2009.08.10 17:20 | buy | 9 | 0.20 | 1.41311 | 1.39311 | 0.00000 | ||
| 18 | 2009.08.10 19:15 | buy | 10 | 0.20 | 1.41235 | 1.39235 | 0.00000 | ||
| 19 | 2009.08.10 19:20 | buy | 11 | 0.20 | 1.41114 | 1.39114 | 0.00000 | ||
| 20 | 2009.08.12 15:40 | close | 9 | 0.20 | 1.41886 | 1.39311 | 0.00000 | 114.88 | 2130.15 |
| 21 | 2009.08.12 15:46 | close | 10 | 0.20 | 1.41972 | 1.39235 | 0.00000 | 147.28 | 2277.43 |
| 22 | 2009.08.12 16:15 | close | 11 | 0.20 | 1.42043 | 1.39114 | 0.00000 | 185.68 | 2463.11 |
| 23 | 2009.08.12 16:20 | sell | 12 | 0.30 | 1.42117 | 1.44117 | 0.00000 | ||
| 24 | 2009.08.12 16:50 | sell | 13 | 0.30 | 1.42148 | 1.44148 | 0.00000 | ||
| 25 | 2009.08.12 17:40 | sell | 14 | 0.30 | 1.42195 | 1.44195 | 0.00000 | ||
| 26 | 2009.08.14 16:03 | close | 12 | 0.30 | 1.42415 | 1.44117 | 0.00000 | -91.44 | 2371.67 |
| 27 | 2009.08.14 16:10 | close | 13 | 0.30 | 1.42353 | 1.44148 | 0.00000 | -63.54 | 2308.13 |
| 28 | 2009.08.14 16:16 | close | 14 | 0.30 | 1.42270 | 1.44195 | 0.00000 | -24.54 | 2283.59 |
| 29 | 2009.08.14 16:50 | buy | 15 | 0.30 | 1.42233 | 1.40233 | 0.00000 | ||
| 30 | 2009.08.14 17:26 | buy | 16 | 0.30 | 1.42161 | 1.40161 | 0.00000 | ||
| 31 | 2009.08.14 17:30 | buy | 17 | 0.20 | 1.42151 | 1.40151 | 0.00000 | ||
| 32 | 2009.08.19 01:40 | close | 15 | 0.30 | 1.41552 | 1.40233 | 0.00000 | -204.57 | 2079.02 |
| 33 | 2009.08.19 01:45 | close | 16 | 0.30 | 1.41635 | 1.40161 | 0.00000 | -158.07 | 1920.95 |
| 34 | 2009.08.19 01:50 | close | 17 | 0.20 | 1.41718 | 1.40151 | 0.00000 | -86.78 | 1834.17 |
| 35 | 2009.08.19 16:15 | sell | 18 | 0.20 | 1.41829 | 1.43829 | 0.00000 | ||
| 36 | 2009.08.19 16:25 | sell | 19 | 0.20 | 1.41958 | 1.43958 | 0.00000 | ||
| 37 | 2009.08.19 16:32 | sell | 20 | 0.20 | 1.41978 | 1.43978 | 0.00000 | ||
| 38 | 2009.08.25 03:02 | close | 18 | 0.20 | 1.42767 | 1.43829 | 0.00000 | -189.64 | 1644.53 |
| 39 | 2009.08.25 03:07 | close | 19 | 0.20 | 1.42751 | 1.43958 | 0.00000 | -160.64 | 1483.89 |
| 40 | 2009.08.25 08:02 | close | 20 | 0.20 | 1.42748 | 1.43978 | 0.00000 | -156.04 | 1327.85 |
| 41 | 2009.08.25 08:07 | buy | 21 | 0.10 | 1.42726 | 1.40726 | 0.00000 | ||
| 42 | 2009.08.25 08:50 | buy | 22 | 0.10 | 1.42605 | 1.40605 | 0.00000 | ||
| 43 | 2009.08.25 09:02 | buy | 23 | 0.10 | 1.42565 | 1.40565 | 0.00000 | ||
| 44 | 2009.08.25 14:50 | close | 21 | 0.10 | 1.43458 | 1.40726 | 0.00000 | 73.20 | 1401.05 |
| 45 | 2009.08.25 15:15 | close | 22 | 0.10 | 1.43531 | 1.40605 | 0.00000 | 92.60 | 1493.65 |
| 46 | 2009.08.25 15:20 | close | 23 | 0.10 | 1.43608 | 1.40565 | 0.00000 | 104.30 | 1597.95 |
| 47 | 2009.08.26 15:20 | buy | 24 | 0.20 | 1.42473 | 1.40473 | 0.00000 | ||
| 48 | 2009.08.26 15:33 | buy | 25 | 0.20 | 1.42466 | 1.40466 | 0.00000 | ||
| 49 | 2009.08.26 15:36 | buy | 26 | 0.20 | 1.42435 | 1.40435 | 0.00000 | ||
| 50 | 2009.08.27 20:05 | close | 24 | 0.20 | 1.42963 | 1.40473 | 0.00000 | 97.82 | 1695.77 |
| 51 | 2009.08.27 20:10 | close | 25 | 0.20 | 1.43294 | 1.40466 | 0.00000 | 165.42 | 1861.19 |
| 52 | 2009.08.27 20:15 | close | 26 | 0.20 | 1.43626 | 1.40435 | 0.00000 | 238.02 | 2099.21 |
| 53 | 2009.08.27 20:20 | sell | 27 | 0.20 | 1.43957 | 1.45957 | 0.00000 | ||
| 54 | 2009.08.27 20:32 | sell | 28 | 0.20 | 1.44022 | 1.46022 | 0.00000 | ||
| 55 | 2009.08.27 20:37 | sell | 29 | 0.20 | 1.44057 | 1.46057 | 0.00000 | ||
| 56 | 2009.08.31 05:37 | close | 27 | 0.20 | 1.42826 | 1.45957 | 0.00000 | 225.52 | 2324.73 |
| 57 | 2009.08.31 06:26 | close | 28 | 0.20 | 1.42791 | 1.46022 | 0.00000 | 245.52 | 2570.25 |
| 58 | 2009.08.31 06:37 | close | 29 | 0.20 | 1.42783 | 1.46057 | 0.00000 | 254.12 | 2824.37 |
| 59 | 2009.08.31 08:10 | buy | 30 | 0.30 | 1.42756 | 1.40756 | 0.00000 | ||
| 60 | 2009.08.31 08:15 | buy | 31 | 0.30 | 1.42681 | 1.40681 | 0.00000 | ||
| 61 | 2009.08.31 08:20 | buy | 32 | 0.30 | 1.42581 | 1.40581 | 0.00000 | ||
| 62 | 2009.09.01 08:10 | close | 30 | 0.30 | 1.43715 | 1.40756 | 0.00000 | 287.61 | 3111.98 |
| 63 | 2009.09.01 08:16 | close | 31 | 0.30 | 1.43771 | 1.40681 | 0.00000 | 326.91 | 3438.89 |
| 64 | 2009.09.01 17:20 | buy | 33 | 0.40 | 1.42371 | 1.40371 | 0.00000 | ||
| 65 | 2009.09.01 17:45 | buy | 34 | 0.40 | 1.42330 | 1.40330 | 0.00000 | ||
| 66 | 2009.09.03 08:45 | close | 32 | 0.30 | 1.42997 | 1.40581 | 0.00000 | 124.35 | 3563.24 |
| 67 | 2009.09.03 08:50 | close | 33 | 0.40 | 1.43087 | 1.40371 | 0.00000 | 285.92 | 3849.16 |
| 68 | 2009.09.03 09:02 | close | 34 | 0.40 | 1.43107 | 1.40330 | 0.00000 | 310.32 | 4159.48 |
| 69 | 2009.09.03 09:07 | sell | 35 | 0.50 | 1.43129 | 1.45129 | 0.00000 | ||
| 70 | 2009.09.03 12:20 | sell | 36 | 0.50 | 1.43138 | 1.45138 | 0.00000 | ||
| 71 | 2009.09.03 13:15 | sell | 37 | 0.50 | 1.43196 | 1.45196 | 0.00000 | ||
| 72 | 2009.09.04 04:20 | close | 35 | 0.50 | 1.42379 | 1.45129 | 0.00000 | 374.15 | 4533.63 |
| 73 | 2009.09.04 14:50 | close | 36 | 0.50 | 1.42153 | 1.45138 | 0.00000 | 491.65 | 5025.28 |
| 74 | 2009.09.04 15:10 | close | 37 | 0.50 | 1.42122 | 1.45196 | 0.00000 | 536.15 | 5561.43 |
| 75 | 2009.09.04 15:15 | buy | 38 | 0.70 | 1.42040 | 1.40040 | 0.00000 | ||
| 76 | 2009.09.04 15:20 | buy | 39 | 0.70 | 1.41930 | 1.39930 | 0.00000 | ||
| 77 | 2009.09.07 02:20 | close | 38 | 0.70 | 1.43271 | 1.40040 | 0.00000 | 861.49 | 6422.92 |
| 78 | 2009.09.07 02:37 | close | 39 | 0.70 | 1.43272 | 1.39930 | 0.00000 | 939.19 | 7362.11 |
| 79 | 2009.09.07 03:02 | sell | 40 | 1.00 | 1.43274 | 1.45274 | 0.00000 | ||
| 80 | 2009.09.07 03:07 | sell | 41 | 0.90 | 1.43281 | 1.45281 | 0.00000 | ||
| 81 | 2009.09.07 04:50 | sell | 42 | 0.90 | 1.43291 | 1.45291 | 0.00000 | ||
| 82 | 2009.09.08 17:20 | s/l | 40 | 1.00 | 1.45274 | 1.45274 | 0.00000 | -2001.70 | 5360.41 |
| 83 | 2009.09.08 17:20 | s/l | 41 | 0.90 | 1.45281 | 1.45281 | 0.00000 | -1801.53 | 3558.88 |
| 84 | 2009.09.08 17:20 | s/l | 42 | 0.90 | 1.45291 | 1.45291 | 0.00000 | -1801.53 | 1757.35 |
| 85 | 2009.09.08 17:20 | sell | 43 | 0.20 | 1.45298 | 1.47298 | 0.00000 | ||
| 86 | 2009.09.08 18:50 | sell | 44 | 0.20 | 1.45344 | 1.47344 | 0.00000 | ||
| 87 | 2009.09.09 14:15 | sell | 45 | 0.20 | 1.45392 | 1.47392 | 0.00000 | ||
| 88 | 2009.09.14 02:16 | close | 43 | 0.20 | 1.45416 | 1.47298 | 0.00000 | -25.64 | 1731.71 |
| 89 | 2009.09.14 02:40 | close | 44 | 0.20 | 1.45391 | 1.47344 | 0.00000 | -11.44 | 1720.27 |
| 90 | 2009.09.14 02:46 | close | 45 | 0.20 | 1.45320 | 1.47392 | 0.00000 | 12.70 | 1732.97 |
| 91 | 2009.09.14 03:20 | buy | 46 | 0.20 | 1.45287 | 1.43287 | 0.00000 | ||
| 92 | 2009.09.14 03:32 | buy | 47 | 0.20 | 1.45245 | 1.43245 | 0.00000 | ||
| 93 | 2009.09.14 03:37 | buy | 48 | 0.20 | 1.45230 | 1.43230 | 0.00000 | ||
| 94 | 2009.09.14 16:45 | close | 46 | 0.20 | 1.46365 | 1.43287 | 0.00000 | 215.60 | 1948.57 |
| 95 | 2009.09.14 16:50 | close | 47 | 0.20 | 1.46469 | 1.43245 | 0.00000 | 244.80 | 2193.37 |
| 96 | 2009.09.14 17:02 | close | 48 | 0.20 | 1.46490 | 1.43230 | 0.00000 | 252.00 | 2445.37 |
| 97 | 2009.09.14 17:07 | sell | 49 | 0.30 | 1.46518 | 1.48518 | 0.00000 | ||
| 98 | 2009.09.15 19:40 | sell | 50 | 0.30 | 1.46566 | 1.48566 | 0.00000 | ||
| 99 | 2009.09.15 19:45 | sell | 51 | 0.30 | 1.46709 | 1.48709 | 0.00000 | ||
| 100 | 2009.09.18 08:50 | close | 49 | 0.30 | 1.46858 | 1.48518 | 0.00000 | -105.06 | 2340.31 |
| 101 | 2009.09.18 09:40 | close | 50 | 0.30 | 1.46841 | 1.48566 | 0.00000 | -85.05 | 2255.26 |
| 102 | 2009.09.18 09:45 | close | 51 | 0.30 | 1.46750 | 1.48709 | 0.00000 | -14.85 | 2240.41 |
| 103 | 2009.09.18 09:50 | buy | 52 | 0.30 | 1.46629 | 1.44629 | 0.00000 | ||
| 104 | 2009.09.18 10:02 | buy | 53 | 0.20 | 1.46512 | 1.44512 | 0.00000 | ||
| 105 | 2009.09.18 10:07 | buy | 54 | 0.20 | 1.46487 | 1.44487 | 0.00000 | ||
| 106 | 2009.09.22 04:45 | close | 52 | 0.30 | 1.47191 | 1.44629 | 0.00000 | 168.42 | 2408.83 |
| 107 | 2009.09.22 04:50 | close | 53 | 0.20 | 1.47211 | 1.44512 | 0.00000 | 139.68 | 2548.51 |
| 108 | 2009.09.22 08:15 | close | 54 | 0.20 | 1.47248 | 1.44487 | 0.00000 | 152.08 | 2700.59 |
| 109 | 2009.09.22 08:20 | sell | 55 | 0.30 | 1.47320 | 1.49320 | 0.00000 | ||
| 110 | 2009.09.22 08:40 | sell | 56 | 0.30 | 1.47333 | 1.49333 | 0.00000 | ||
| 111 | 2009.09.22 08:45 | sell | 57 | 0.30 | 1.47398 | 1.49398 | 0.00000 | ||
| 112 | 2009.09.23 15:50 | close | 55 | 0.30 | 1.47601 | 1.49320 | 0.00000 | -84.81 | 2615.78 |
| 113 | 2009.09.23 16:32 | close | 56 | 0.30 | 1.47576 | 1.49333 | 0.00000 | -73.41 | 2542.37 |
| 114 | 2009.09.23 16:37 | close | 57 | 0.30 | 1.47551 | 1.49398 | 0.00000 | -46.41 | 2495.96 |
| 115 | 2009.09.23 17:45 | buy | 58 | 0.30 | 1.47513 | 1.45513 | 0.00000 | ||
| 116 | 2009.09.23 17:50 | buy | 59 | 0.30 | 1.47362 | 1.45362 | 0.00000 | ||
| 117 | 2009.09.23 20:37 | close | 58 | 0.30 | 1.48428 | 1.45513 | 0.00000 | 274.50 | 2770.46 |
| 118 | 2009.09.23 21:50 | buy | 60 | 0.30 | 1.47306 | 1.45306 | 0.00000 | ||
| 119 | 2009.09.23 22:20 | buy | 61 | 0.30 | 1.47300 | 1.45300 | 0.00000 | ||
| 120 | 2009.09.29 12:50 | s/l | 59 | 0.30 | 1.45362 | 1.45362 | 0.00000 | -600.54 | 2169.92 |
| 121 | 2009.09.29 12:50 | buy | 62 | 0.10 | 1.45378 | 1.43378 | 0.00000 | ||
| 122 | 2009.09.29 16:02 | s/l | 60 | 0.30 | 1.45306 | 1.45306 | 0.00000 | -600.54 | 1569.38 |
| 123 | 2009.09.29 16:02 | s/l | 61 | 0.30 | 1.45300 | 1.45300 | 0.00000 | -600.54 | 968.84 |
| 124 | 2009.09.29 16:02 | buy | 63 | 0.10 | 1.45321 | 1.43321 | 0.00000 | ||
| 125 | 2009.09.29 16:07 | buy | 64 | 0.10 | 1.45294 | 1.43294 | 0.00000 | ||
| 126 | 2009.09.30 11:10 | close | 62 | 0.10 | 1.46457 | 1.43378 | 0.00000 | 107.87 | 1076.71 |
| 127 | 2009.09.30 11:15 | close | 63 | 0.10 | 1.46577 | 1.43321 | 0.00000 | 125.57 | 1202.28 |
| 128 | 2009.09.30 11:20 | close | 64 | 0.10 | 1.46698 | 1.43294 | 0.00000 | 140.37 | 1342.65 |
| 129 | 2009.09.30 11:32 | sell | 65 | 0.10 | 1.46718 | 1.48718 | 0.00000 | ||
| 130 | 2009.09.30 11:37 | sell | 66 | 0.10 | 1.46729 | 1.48729 | 0.00000 | ||
| 131 | 2009.09.30 13:07 | sell | 67 | 0.10 | 1.46729 | 1.48729 | 0.00000 | ||
| 132 | 2009.09.30 23:59 | close at stop | 67 | 0.10 | 1.46389 | 1.48729 | 0.00000 | 34.00 | 1376.65 |
| 133 | 2009.09.30 23:59 | close at stop | 66 | 0.10 | 1.46389 | 1.48729 | 0.00000 | 34.00 | 1410.65 |
| 134 | 2009.09.30 23:59 | close at stop | 65 | 0.10 | 1.46389 | 1.48718 | 0.00000 | 32.90 | 1443.55 |