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=180; StopLoss=50; MaximumRisk=0.03; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -537.36 | Gross profit | 439.80 | Gross loss | -977.16 |
| Profit factor | 0.45 | Expected payoff | -9.26 | ||
| Absolute drawdown | 553.26 | Maximal drawdown | 612.69 (6.09%) | Relative drawdown | 6.09% (612.69) |
| Total trades | 58 | Short positions (won %) | 29 (24.14%) | Long positions (won %) | 29 (17.24%) |
| Profit trades (% of total) | 12 (20.69%) | Loss trades (% of total) | 46 (79.31%) | ||
| Largest | profit trade | 54.00 | loss trade | -22.20 | |
| Average | profit trade | 36.65 | loss trade | -21.24 | |
| Maximum | consecutive wins (profit in money) | 4 (162.00) | consecutive losses (loss in money) | 12 (-266.40) | |
| Maximal | consecutive profit (count of wins) | 162.00 (4) | consecutive loss (count of losses) | -266.40 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 21:00 | buy | 1 | 0.30 | 1.43897 | 1.43823 | 1.44077 | ||
| 2 | 2009.08.04 22:00 | modify | 1 | 0.30 | 1.43897 | 1.43897 | 1.44077 | ||
| 3 | 2009.08.04 22:40 | t/p | 1 | 0.30 | 1.44077 | 1.43897 | 1.44077 | 54.00 | 10054.00 |
| 4 | 2009.08.05 00:00 | buy | 2 | 0.30 | 1.44000 | 1.43926 | 1.44180 | ||
| 5 | 2009.08.05 00:20 | s/l | 2 | 0.30 | 1.43926 | 1.43926 | 1.44180 | -22.20 | 10031.80 |
| 6 | 2009.08.05 18:00 | sell | 3 | 0.30 | 1.43898 | 1.43972 | 1.43718 | ||
| 7 | 2009.08.05 18:10 | s/l | 3 | 0.30 | 1.43972 | 1.43972 | 1.43718 | -22.20 | 10009.60 |
| 8 | 2009.08.05 23:00 | buy | 4 | 0.30 | 1.44053 | 1.43979 | 1.44233 | ||
| 9 | 2009.08.06 00:00 | modify | 4 | 0.30 | 1.44053 | 1.44053 | 1.44233 | ||
| 10 | 2009.08.06 00:20 | s/l | 4 | 0.30 | 1.44053 | 1.44053 | 1.44233 | -0.27 | 10009.33 |
| 11 | 2009.08.06 14:00 | sell | 5 | 0.30 | 1.43813 | 1.43887 | 1.43633 | ||
| 12 | 2009.08.06 14:45 | s/l | 5 | 0.30 | 1.43887 | 1.43887 | 1.43633 | -22.20 | 9987.13 |
| 13 | 2009.08.07 06:00 | buy | 6 | 0.30 | 1.43628 | 1.43554 | 1.43808 | ||
| 14 | 2009.08.07 07:20 | s/l | 6 | 0.30 | 1.43554 | 1.43554 | 1.43808 | -22.20 | 9964.93 |
| 15 | 2009.08.07 15:00 | sell | 7 | 0.30 | 1.43227 | 1.43301 | 1.43047 | ||
| 16 | 2009.08.07 15:02 | s/l | 7 | 0.30 | 1.43301 | 1.43301 | 1.43047 | -22.20 | 9942.73 |
| 17 | 2009.08.10 13:00 | buy | 8 | 0.30 | 1.42036 | 1.41962 | 1.42216 | ||
| 18 | 2009.08.10 13:20 | s/l | 8 | 0.30 | 1.41962 | 1.41962 | 1.42216 | -22.20 | 9920.53 |
| 19 | 2009.08.10 16:00 | sell | 9 | 0.30 | 1.41672 | 1.41746 | 1.41492 | ||
| 20 | 2009.08.10 16:32 | s/l | 9 | 0.30 | 1.41746 | 1.41746 | 1.41492 | -22.20 | 9898.33 |
| 21 | 2009.08.11 13:00 | buy | 10 | 0.30 | 1.41713 | 1.41639 | 1.41893 | ||
| 22 | 2009.08.11 13:46 | s/l | 10 | 0.30 | 1.41639 | 1.41639 | 1.41893 | -22.20 | 9876.13 |
| 23 | 2009.08.11 17:00 | sell | 11 | 0.30 | 1.41401 | 1.41475 | 1.41221 | ||
| 24 | 2009.08.11 17:20 | t/p | 11 | 0.30 | 1.41221 | 1.41475 | 1.41221 | 54.00 | 9930.13 |
| 25 | 2009.08.11 18:00 | sell | 12 | 0.30 | 1.41399 | 1.41473 | 1.41219 | ||
| 26 | 2009.08.11 18:10 | s/l | 12 | 0.30 | 1.41473 | 1.41473 | 1.41219 | -22.20 | 9907.93 |
| 27 | 2009.08.11 20:00 | buy | 13 | 0.30 | 1.41526 | 1.41452 | 1.41706 | ||
| 28 | 2009.08.11 20:50 | s/l | 13 | 0.30 | 1.41452 | 1.41452 | 1.41706 | -22.20 | 9885.73 |
| 29 | 2009.08.12 09:00 | sell | 14 | 0.30 | 1.41172 | 1.41246 | 1.40992 | ||
| 30 | 2009.08.12 09:02 | s/l | 14 | 0.30 | 1.41246 | 1.41246 | 1.40992 | -22.20 | 9863.53 |
| 31 | 2009.08.18 19:00 | buy | 15 | 0.30 | 1.41243 | 1.41169 | 1.41423 | ||
| 32 | 2009.08.18 19:32 | s/l | 15 | 0.30 | 1.41169 | 1.41169 | 1.41423 | -22.20 | 9841.33 |
| 33 | 2009.08.19 08:00 | sell | 16 | 0.30 | 1.41170 | 1.41244 | 1.40990 | ||
| 34 | 2009.08.19 08:20 | t/p | 16 | 0.30 | 1.40990 | 1.41244 | 1.40990 | 54.00 | 9895.33 |
| 35 | 2009.08.19 09:00 | sell | 17 | 0.30 | 1.41021 | 1.41095 | 1.40841 | ||
| 36 | 2009.08.19 10:00 | modify | 17 | 0.30 | 1.41021 | 1.41021 | 1.40841 | ||
| 37 | 2009.08.19 10:20 | s/l | 17 | 0.30 | 1.41021 | 1.41021 | 1.40841 | 0.00 | 9895.33 |
| 38 | 2009.08.19 16:00 | buy | 18 | 0.30 | 1.41509 | 1.41435 | 1.41689 | ||
| 39 | 2009.08.19 16:05 | t/p | 18 | 0.30 | 1.41689 | 1.41435 | 1.41689 | 54.00 | 9949.33 |
| 40 | 2009.08.20 01:00 | buy | 19 | 0.30 | 1.42256 | 1.42182 | 1.42436 | ||
| 41 | 2009.08.20 01:45 | t/p | 19 | 0.30 | 1.42436 | 1.42182 | 1.42436 | 54.00 | 10003.33 |
| 42 | 2009.08.20 04:00 | buy | 20 | 0.30 | 1.42331 | 1.42257 | 1.42511 | ||
| 43 | 2009.08.20 04:15 | s/l | 20 | 0.30 | 1.42257 | 1.42257 | 1.42511 | -22.20 | 9981.13 |
| 44 | 2009.08.21 09:00 | sell | 21 | 0.30 | 1.42427 | 1.42501 | 1.42247 | ||
| 45 | 2009.08.21 09:13 | s/l | 21 | 0.30 | 1.42501 | 1.42501 | 1.42247 | -22.20 | 9958.93 |
| 46 | 2009.08.24 20:00 | buy | 22 | 0.30 | 1.43020 | 1.42946 | 1.43200 | ||
| 47 | 2009.08.24 20:15 | s/l | 22 | 0.30 | 1.42946 | 1.42946 | 1.43200 | -22.20 | 9936.73 |
| 48 | 2009.08.25 06:00 | sell | 23 | 0.30 | 1.43002 | 1.43076 | 1.42822 | ||
| 49 | 2009.08.25 06:50 | s/l | 23 | 0.30 | 1.43076 | 1.43076 | 1.42822 | -22.20 | 9914.53 |
| 50 | 2009.08.25 12:00 | buy | 24 | 0.30 | 1.42962 | 1.42888 | 1.43142 | ||
| 51 | 2009.08.25 12:59 | s/l | 24 | 0.30 | 1.42888 | 1.42888 | 1.43142 | -22.20 | 9892.33 |
| 52 | 2009.08.26 08:00 | sell | 25 | 0.30 | 1.43156 | 1.43230 | 1.42976 | ||
| 53 | 2009.08.26 09:00 | modify | 25 | 0.30 | 1.43156 | 1.43156 | 1.42976 | ||
| 54 | 2009.08.26 09:10 | s/l | 25 | 0.30 | 1.43156 | 1.43156 | 1.42976 | 0.00 | 9892.33 |
| 55 | 2009.08.27 07:00 | buy | 26 | 0.30 | 1.42520 | 1.42446 | 1.42700 | ||
| 56 | 2009.08.27 07:15 | s/l | 26 | 0.30 | 1.42446 | 1.42446 | 1.42700 | -22.20 | 9870.13 |
| 57 | 2009.08.27 18:00 | sell | 27 | 0.30 | 1.42714 | 1.42788 | 1.42534 | ||
| 58 | 2009.08.27 18:20 | s/l | 27 | 0.30 | 1.42788 | 1.42788 | 1.42534 | -22.20 | 9847.93 |
| 59 | 2009.08.27 20:00 | buy | 28 | 0.30 | 1.42770 | 1.42696 | 1.42950 | ||
| 60 | 2009.08.27 20:05 | t/p | 28 | 0.30 | 1.42950 | 1.42696 | 1.42950 | 54.00 | 9901.93 |
| 61 | 2009.08.28 07:00 | buy | 29 | 0.30 | 1.43644 | 1.43570 | 1.43824 | ||
| 62 | 2009.08.28 07:15 | s/l | 29 | 0.30 | 1.43570 | 1.43570 | 1.43824 | -22.20 | 9879.73 |
| 63 | 2009.08.28 19:00 | sell | 30 | 0.30 | 1.43266 | 1.43340 | 1.43086 | ||
| 64 | 2009.08.28 19:10 | s/l | 30 | 0.30 | 1.43340 | 1.43340 | 1.43086 | -22.20 | 9857.53 |
| 65 | 2009.08.31 21:00 | buy | 31 | 0.30 | 1.43314 | 1.43240 | 1.43494 | ||
| 66 | 2009.08.31 21:15 | s/l | 31 | 0.30 | 1.43240 | 1.43240 | 1.43494 | -22.20 | 9835.33 |
| 67 | 2009.09.01 13:00 | sell | 32 | 0.30 | 1.42873 | 1.42947 | 1.42693 | ||
| 68 | 2009.09.01 13:10 | s/l | 32 | 0.30 | 1.42947 | 1.42947 | 1.42693 | -22.20 | 9813.13 |
| 69 | 2009.09.02 15:00 | buy | 33 | 0.30 | 1.42127 | 1.42053 | 1.42307 | ||
| 70 | 2009.09.02 15:03 | s/l | 33 | 0.30 | 1.42053 | 1.42053 | 1.42307 | -22.20 | 9790.93 |
| 71 | 2009.09.02 16:00 | sell | 34 | 0.30 | 1.42108 | 1.42182 | 1.41928 | ||
| 72 | 2009.09.02 16:02 | s/l | 34 | 0.30 | 1.42182 | 1.42182 | 1.41928 | -22.20 | 9768.73 |
| 73 | 2009.09.03 03:00 | buy | 35 | 0.30 | 1.42631 | 1.42557 | 1.42811 | ||
| 74 | 2009.09.03 03:07 | s/l | 35 | 0.30 | 1.42557 | 1.42557 | 1.42811 | -22.20 | 9746.53 |
| 75 | 2009.09.04 02:00 | sell | 36 | 0.30 | 1.42547 | 1.42621 | 1.42367 | ||
| 76 | 2009.09.04 02:20 | s/l | 36 | 0.30 | 1.42621 | 1.42621 | 1.42367 | -22.20 | 9724.33 |
| 77 | 2009.09.04 14:00 | buy | 37 | 0.30 | 1.42652 | 1.42578 | 1.42832 | ||
| 78 | 2009.09.04 14:15 | s/l | 37 | 0.30 | 1.42578 | 1.42578 | 1.42832 | -22.20 | 9702.13 |
| 79 | 2009.09.04 18:00 | sell | 38 | 0.30 | 1.42767 | 1.42841 | 1.42587 | ||
| 80 | 2009.09.04 18:05 | s/l | 38 | 0.30 | 1.42841 | 1.42841 | 1.42587 | -22.20 | 9679.93 |
| 81 | 2009.09.04 22:00 | buy | 39 | 0.30 | 1.43056 | 1.42982 | 1.43236 | ||
| 82 | 2009.09.04 22:46 | s/l | 39 | 0.30 | 1.42982 | 1.42982 | 1.43236 | -22.20 | 9657.73 |
| 83 | 2009.09.07 20:00 | sell | 40 | 0.30 | 1.43293 | 1.43367 | 1.43113 | ||
| 84 | 2009.09.07 20:45 | s/l | 40 | 0.30 | 1.43367 | 1.43367 | 1.43113 | -22.20 | 9635.53 |
| 85 | 2009.09.10 02:00 | buy | 41 | 0.30 | 1.45503 | 1.45429 | 1.45683 | ||
| 86 | 2009.09.10 03:00 | modify | 41 | 0.30 | 1.45503 | 1.45503 | 1.45683 | ||
| 87 | 2009.09.10 03:20 | s/l | 41 | 0.30 | 1.45503 | 1.45503 | 1.45683 | 0.00 | 9635.53 |
| 88 | 2009.09.10 04:00 | sell | 42 | 0.30 | 1.45536 | 1.45610 | 1.45356 | ||
| 89 | 2009.09.10 04:45 | s/l | 42 | 0.30 | 1.45610 | 1.45610 | 1.45356 | -22.20 | 9613.33 |
| 90 | 2009.09.10 15:00 | buy | 43 | 0.30 | 1.45748 | 1.45674 | 1.45928 | ||
| 91 | 2009.09.10 15:10 | s/l | 43 | 0.30 | 1.45674 | 1.45674 | 1.45928 | -22.20 | 9591.13 |
| 92 | 2009.09.10 16:00 | sell | 44 | 0.30 | 1.45330 | 1.45404 | 1.45150 | ||
| 93 | 2009.09.10 16:40 | s/l | 44 | 0.30 | 1.45404 | 1.45404 | 1.45150 | -22.20 | 9568.93 |
| 94 | 2009.09.10 22:00 | buy | 45 | 0.30 | 1.45879 | 1.45805 | 1.46059 | ||
| 95 | 2009.09.10 22:50 | s/l | 45 | 0.30 | 1.45805 | 1.45805 | 1.46059 | -22.20 | 9546.73 |
| 96 | 2009.09.11 17:00 | sell | 46 | 0.30 | 1.46126 | 1.46200 | 1.45946 | ||
| 97 | 2009.09.11 17:02 | s/l | 46 | 0.30 | 1.46200 | 1.46200 | 1.45946 | -22.20 | 9524.53 |
| 98 | 2009.09.14 15:00 | buy | 47 | 0.30 | 1.45641 | 1.45567 | 1.45821 | ||
| 99 | 2009.09.14 15:02 | s/l | 47 | 0.30 | 1.45567 | 1.45567 | 1.45821 | -22.20 | 9502.33 |
| 100 | 2009.09.15 11:00 | sell | 48 | 0.30 | 1.46049 | 1.46123 | 1.45869 | ||
| 101 | 2009.09.15 11:20 | t/p | 48 | 0.30 | 1.45869 | 1.46123 | 1.45869 | 54.00 | 9556.33 |
| 102 | 2009.09.15 13:00 | sell | 49 | 0.30 | 1.46078 | 1.46152 | 1.45898 | ||
| 103 | 2009.09.15 13:07 | s/l | 49 | 0.30 | 1.46152 | 1.46152 | 1.45898 | -22.20 | 9534.13 |
| 104 | 2009.09.17 22:00 | buy | 50 | 0.30 | 1.47340 | 1.47266 | 1.47520 | ||
| 105 | 2009.09.17 23:00 | modify | 50 | 0.30 | 1.47340 | 1.47340 | 1.47520 | ||
| 106 | 2009.09.18 01:45 | s/l | 50 | 0.30 | 1.47340 | 1.47340 | 1.47520 | -0.09 | 9534.04 |
| 107 | 2009.09.18 13:00 | sell | 51 | 0.30 | 1.47085 | 1.47159 | 1.46905 | ||
| 108 | 2009.09.18 13:45 | s/l | 51 | 0.30 | 1.47159 | 1.47159 | 1.46905 | -22.20 | 9511.84 |
| 109 | 2009.09.18 16:00 | buy | 52 | 0.30 | 1.47103 | 1.47029 | 1.47283 | ||
| 110 | 2009.09.18 16:10 | s/l | 52 | 0.30 | 1.47029 | 1.47029 | 1.47283 | -22.20 | 9489.64 |
| 111 | 2009.09.24 17:00 | sell | 53 | 0.30 | 1.47068 | 1.47142 | 1.46888 | ||
| 112 | 2009.09.24 17:50 | t/p | 53 | 0.30 | 1.46888 | 1.47142 | 1.46888 | 54.00 | 9543.64 |
| 113 | 2009.09.24 18:00 | sell | 54 | 0.30 | 1.46948 | 1.47022 | 1.46768 | ||
| 114 | 2009.09.24 18:02 | s/l | 54 | 0.30 | 1.47022 | 1.47022 | 1.46768 | -22.20 | 9521.44 |
| 115 | 2009.09.25 17:00 | buy | 55 | 0.30 | 1.46919 | 1.46845 | 1.47099 | ||
| 116 | 2009.09.25 17:10 | s/l | 55 | 0.30 | 1.46845 | 1.46845 | 1.47099 | -22.20 | 9499.24 |
| 117 | 2009.09.28 03:00 | sell | 56 | 0.30 | 1.46441 | 1.46515 | 1.46261 | ||
| 118 | 2009.09.28 03:02 | s/l | 56 | 0.30 | 1.46515 | 1.46515 | 1.46261 | -22.20 | 9477.04 |
| 119 | 2009.09.29 20:00 | buy | 57 | 0.30 | 1.45830 | 1.45756 | 1.46010 | ||
| 120 | 2009.09.29 20:20 | s/l | 57 | 0.30 | 1.45756 | 1.45756 | 1.46010 | -22.20 | 9454.84 |
| 121 | 2009.09.30 23:00 | sell | 58 | 0.30 | 1.46415 | 1.46489 | 1.46235 | ||
| 122 | 2009.09.30 23:59 | close at stop | 58 | 0.30 | 1.46389 | 1.46489 | 1.46235 | 7.80 | 9462.64 |