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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2280.00 | Gross profit | 118610.00 | Gross loss | -120890.00 |
| Profit factor | 0.98 | Expected payoff | -35.08 | ||
| Absolute drawdown | 7990.00 | Maximal drawdown | 48265.00 (96.00%) | Relative drawdown | 96.00% (48265.00) |
| Total trades | 65 | Short positions (won %) | 25 (36.00%) | Long positions (won %) | 40 (50.00%) |
| Profit trades (% of total) | 29 (44.62%) | Loss trades (% of total) | 36 (55.38%) | ||
| Largest | profit trade | 19650.00 | loss trade | -11850.00 | |
| Average | profit trade | 4090.00 | loss trade | -3358.06 | |
| Maximum | consecutive wins (profit in money) | 5 (28350.00) | consecutive losses (loss in money) | 8 (-35140.00) | |
| Maximal | consecutive profit (count of wins) | 28350.00 (5) | consecutive loss (count of losses) | -35140.00 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 10.00 | 1.42512 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:00 | close | 1 | 10.00 | 1.42348 | 0.00000 | 0.00000 | -1640.00 | 8360.00 |
| 3 | 2009.08.03 14:00 | buy | 2 | 10.00 | 1.43187 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.04 06:00 | close | 2 | 10.00 | 1.43893 | 0.00000 | 0.00000 | 7055.00 | 15415.00 |
| 5 | 2009.08.04 17:00 | buy | 3 | 10.00 | 1.43964 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 18:00 | close | 3 | 10.00 | 1.43992 | 0.00000 | 0.00000 | 280.00 | 15695.00 |
| 7 | 2009.08.04 20:00 | sell | 4 | 10.00 | 1.43921 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.04 23:00 | close | 4 | 10.00 | 1.44079 | 0.00000 | 0.00000 | -1580.00 | 14115.00 |
| 9 | 2009.08.05 06:00 | buy | 5 | 10.00 | 1.44118 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 11:00 | close | 5 | 10.00 | 1.43905 | 0.00000 | 0.00000 | -2130.00 | 11985.00 |
| 11 | 2009.08.05 17:00 | sell | 6 | 10.00 | 1.43849 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 20:00 | close | 6 | 10.00 | 1.44244 | 0.00000 | 0.00000 | -3950.00 | 8035.00 |
| 13 | 2009.08.06 00:00 | buy | 7 | 10.00 | 1.44137 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.06 06:00 | close | 7 | 10.00 | 1.43986 | 0.00000 | 0.00000 | -1510.00 | 6525.00 |
| 15 | 2009.08.06 14:00 | sell | 8 | 10.00 | 1.43813 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.07 05:00 | close | 8 | 10.00 | 1.43584 | 0.00000 | 0.00000 | 2280.00 | 8805.00 |
| 17 | 2009.08.07 14:00 | sell | 9 | 10.00 | 1.43562 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.10 07:00 | close | 9 | 10.00 | 1.42096 | 0.00000 | 0.00000 | 14650.00 | 23455.00 |
| 19 | 2009.08.10 15:00 | sell | 10 | 10.00 | 1.41761 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.11 06:00 | close | 10 | 10.00 | 1.41424 | 0.00000 | 0.00000 | 3360.00 | 26815.00 |
| 21 | 2009.08.11 18:00 | buy | 11 | 10.00 | 1.41406 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.11 20:00 | close | 11 | 10.00 | 1.41502 | 0.00000 | 0.00000 | 960.00 | 27775.00 |
| 23 | 2009.08.12 02:00 | buy | 12 | 10.00 | 1.41512 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.12 07:00 | close | 12 | 10.00 | 1.41481 | 0.00000 | 0.00000 | -310.00 | 27465.00 |
| 25 | 2009.08.12 09:00 | sell | 13 | 10.00 | 1.41172 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.12 17:00 | close | 13 | 10.00 | 1.42123 | 0.00000 | 0.00000 | -9510.00 | 17955.00 |
| 27 | 2009.08.12 18:00 | buy | 14 | 10.00 | 1.42140 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.13 05:00 | close | 14 | 10.00 | 1.42254 | 0.00000 | 0.00000 | 1125.00 | 19080.00 |
| 29 | 2009.08.13 08:00 | buy | 15 | 10.00 | 1.42185 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.14 03:00 | close | 15 | 10.00 | 1.42916 | 0.00000 | 0.00000 | 7305.00 | 26385.00 |
| 31 | 2009.08.14 06:00 | buy | 16 | 10.00 | 1.42695 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.14 08:00 | close | 16 | 10.00 | 1.42720 | 0.00000 | 0.00000 | 250.00 | 26635.00 |
| 33 | 2009.08.14 15:00 | sell | 17 | 10.00 | 1.42676 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.18 00:00 | close | 17 | 10.00 | 1.40709 | 0.00000 | 0.00000 | 19650.00 | 46285.00 |
| 35 | 2009.08.18 10:00 | buy | 18 | 10.00 | 1.41264 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.18 18:00 | close | 18 | 10.00 | 1.41266 | 0.00000 | 0.00000 | 20.00 | 46305.00 |
| 37 | 2009.08.19 00:00 | buy | 19 | 10.00 | 1.41321 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.19 11:00 | close | 19 | 10.00 | 1.40983 | 0.00000 | 0.00000 | -3380.00 | 42925.00 |
| 39 | 2009.08.19 18:00 | buy | 20 | 10.00 | 1.42625 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.20 06:00 | close | 20 | 10.00 | 1.42222 | 0.00000 | 0.00000 | -4045.00 | 38880.00 |
| 41 | 2009.08.20 15:00 | buy | 21 | 10.00 | 1.42280 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.21 07:00 | close | 21 | 10.00 | 1.42134 | 0.00000 | 0.00000 | -1465.00 | 37415.00 |
| 43 | 2009.08.21 12:00 | buy | 22 | 10.00 | 1.43085 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.24 02:00 | close | 22 | 10.00 | 1.43386 | 0.00000 | 0.00000 | 3005.00 | 40420.00 |
| 45 | 2009.08.24 03:00 | buy | 23 | 10.00 | 1.43462 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.24 10:00 | close | 23 | 10.00 | 1.42977 | 0.00000 | 0.00000 | -4850.00 | 35570.00 |
| 47 | 2009.08.24 16:00 | sell | 24 | 10.00 | 1.43337 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.24 20:00 | close | 24 | 10.00 | 1.43003 | 0.00000 | 0.00000 | 3340.00 | 38910.00 |
| 49 | 2009.08.25 00:00 | sell | 25 | 10.00 | 1.42971 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.25 14:00 | close | 25 | 10.00 | 1.43338 | 0.00000 | 0.00000 | -3670.00 | 35240.00 |
| 51 | 2009.08.25 19:00 | buy | 26 | 10.00 | 1.43208 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.26 01:00 | close | 26 | 10.00 | 1.43009 | 0.00000 | 0.00000 | -1995.00 | 33245.00 |
| 53 | 2009.08.26 08:00 | sell | 27 | 10.00 | 1.43156 | 0.00000 | 0.00000 | ||
| 54 | 2009.08.26 11:00 | close | 27 | 10.00 | 1.43192 | 0.00000 | 0.00000 | -360.00 | 32885.00 |
| 55 | 2009.08.26 16:00 | sell | 28 | 10.00 | 1.42146 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.27 04:00 | close | 28 | 10.00 | 1.42373 | 0.00000 | 0.00000 | -2300.00 | 30585.00 |
| 57 | 2009.08.27 08:00 | sell | 29 | 10.00 | 1.42457 | 0.00000 | 0.00000 | ||
| 58 | 2009.08.27 12:00 | close | 29 | 10.00 | 1.42660 | 0.00000 | 0.00000 | -2030.00 | 28555.00 |
| 59 | 2009.08.27 17:00 | buy | 30 | 10.00 | 1.42255 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.28 12:00 | close | 30 | 10.00 | 1.43513 | 0.00000 | 0.00000 | 12575.00 | 41130.00 |
| 61 | 2009.08.28 18:00 | buy | 31 | 10.00 | 1.43571 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.28 22:00 | close | 31 | 10.00 | 1.43001 | 0.00000 | 0.00000 | -5700.00 | 35430.00 |
| 63 | 2009.08.31 00:00 | sell | 32 | 10.00 | 1.43053 | 0.00000 | 0.00000 | ||
| 64 | 2009.08.31 18:00 | close | 32 | 10.00 | 1.43533 | 0.00000 | 0.00000 | -4800.00 | 30630.00 |
| 65 | 2009.08.31 23:00 | buy | 33 | 10.00 | 1.43331 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.01 05:00 | close | 33 | 10.00 | 1.43338 | 0.00000 | 0.00000 | 65.00 | 30695.00 |
| 67 | 2009.09.01 08:00 | buy | 34 | 10.00 | 1.43573 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.01 15:00 | close | 34 | 10.00 | 1.43023 | 0.00000 | 0.00000 | -5500.00 | 25195.00 |
| 69 | 2009.09.01 19:00 | sell | 35 | 10.00 | 1.42317 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.02 11:00 | close | 35 | 10.00 | 1.42276 | 0.00000 | 0.00000 | 400.00 | 25595.00 |
| 71 | 2009.09.02 20:00 | buy | 36 | 10.00 | 1.42792 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.03 07:00 | close | 36 | 10.00 | 1.42741 | 0.00000 | 0.00000 | -525.00 | 25070.00 |
| 73 | 2009.09.03 09:00 | buy | 37 | 10.00 | 1.43044 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.03 20:00 | close | 37 | 10.00 | 1.42569 | 0.00000 | 0.00000 | -4750.00 | 20320.00 |
| 75 | 2009.09.04 01:00 | sell | 38 | 10.00 | 1.42568 | 0.00000 | 0.00000 | ||
| 76 | 2009.09.04 08:00 | close | 38 | 10.00 | 1.42665 | 0.00000 | 0.00000 | -970.00 | 19350.00 |
| 77 | 2009.09.04 18:00 | sell | 39 | 10.00 | 1.42767 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.07 00:00 | close | 39 | 10.00 | 1.43059 | 0.00000 | 0.00000 | -2930.00 | 16420.00 |
| 79 | 2009.09.07 00:00 | buy | 40 | 10.00 | 1.43059 | 0.00000 | 0.00000 | ||
| 80 | 2009.09.07 21:00 | close | 40 | 10.00 | 1.43368 | 0.00000 | 0.00000 | 3090.00 | 19510.00 |
| 81 | 2009.09.08 02:00 | buy | 41 | 10.00 | 1.43338 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.08 07:00 | close | 41 | 10.00 | 1.43341 | 0.00000 | 0.00000 | 30.00 | 19540.00 |
| 83 | 2009.09.08 08:00 | buy | 42 | 10.00 | 1.43474 | 0.00000 | 0.00000 | ||
| 84 | 2009.09.09 04:00 | close | 42 | 10.00 | 1.45058 | 0.00000 | 0.00000 | 15835.00 | 35375.00 |
| 85 | 2009.09.09 10:00 | buy | 43 | 10.00 | 1.44854 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.09 11:00 | close | 43 | 10.00 | 1.44956 | 0.00000 | 0.00000 | 1020.00 | 36395.00 |
| 87 | 2009.09.09 15:00 | buy | 44 | 10.00 | 1.45512 | 0.00000 | 0.00000 | ||
| 88 | 2009.09.10 03:00 | close | 44 | 10.00 | 1.45551 | 0.00000 | 0.00000 | 375.00 | 36770.00 |
| 89 | 2009.09.10 07:00 | buy | 45 | 10.00 | 1.45758 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.10 16:00 | close | 45 | 10.00 | 1.45330 | 0.00000 | 0.00000 | -4280.00 | 32490.00 |
| 91 | 2009.09.10 21:00 | buy | 46 | 10.00 | 1.45835 | 0.00000 | 0.00000 | ||
| 92 | 2009.09.11 17:00 | close | 46 | 10.00 | 1.46126 | 0.00000 | 0.00000 | 2905.00 | 35395.00 |
| 93 | 2009.09.14 01:00 | sell | 47 | 10.00 | 1.45819 | 0.00000 | 0.00000 | ||
| 94 | 2009.09.14 15:00 | close | 47 | 10.00 | 1.45624 | 0.00000 | 0.00000 | 1950.00 | 37345.00 |
| 95 | 2009.09.14 21:00 | buy | 48 | 10.00 | 1.46140 | 0.00000 | 0.00000 | ||
| 96 | 2009.09.15 10:00 | close | 48 | 10.00 | 1.45997 | 0.00000 | 0.00000 | -1435.00 | 35910.00 |
| 97 | 2009.09.15 17:00 | sell | 49 | 10.00 | 1.45973 | 0.00000 | 0.00000 | ||
| 98 | 2009.09.15 21:00 | close | 49 | 10.00 | 1.46585 | 0.00000 | 0.00000 | -6120.00 | 29790.00 |
| 99 | 2009.09.15 23:00 | buy | 50 | 10.00 | 1.46598 | 0.00000 | 0.00000 | ||
| 100 | 2009.09.16 20:00 | close | 50 | 10.00 | 1.47179 | 0.00000 | 0.00000 | 5805.00 | 35595.00 |
| 101 | 2009.09.16 22:00 | buy | 51 | 10.00 | 1.47303 | 0.00000 | 0.00000 | ||
| 102 | 2009.09.17 18:00 | close | 51 | 10.00 | 1.47338 | 0.00000 | 0.00000 | 335.00 | 35930.00 |
| 103 | 2009.09.17 23:00 | buy | 52 | 10.00 | 1.47404 | 0.00000 | 0.00000 | ||
| 104 | 2009.09.18 05:00 | close | 52 | 10.00 | 1.47020 | 0.00000 | 0.00000 | -3845.00 | 32085.00 |
| 105 | 2009.09.18 07:00 | sell | 53 | 10.00 | 1.47225 | 0.00000 | 0.00000 | ||
| 106 | 2009.09.18 19:00 | close | 53 | 10.00 | 1.47242 | 0.00000 | 0.00000 | -170.00 | 31915.00 |
| 107 | 2009.09.21 03:00 | sell | 54 | 10.00 | 1.47027 | 0.00000 | 0.00000 | ||
| 108 | 2009.09.21 21:00 | close | 54 | 10.00 | 1.46763 | 0.00000 | 0.00000 | 2640.00 | 34555.00 |
| 109 | 2009.09.22 05:00 | buy | 55 | 10.00 | 1.47186 | 0.00000 | 0.00000 | ||
| 110 | 2009.09.23 00:00 | close | 55 | 10.00 | 1.47884 | 0.00000 | 0.00000 | 6975.00 | 41530.00 |
| 111 | 2009.09.23 02:00 | buy | 56 | 10.00 | 1.48097 | 0.00000 | 0.00000 | ||
| 112 | 2009.09.23 13:00 | close | 56 | 10.00 | 1.47714 | 0.00000 | 0.00000 | -3830.00 | 37700.00 |
| 113 | 2009.09.23 18:00 | sell | 57 | 10.00 | 1.47503 | 0.00000 | 0.00000 | ||
| 114 | 2009.09.24 10:00 | close | 57 | 10.00 | 1.47632 | 0.00000 | 0.00000 | -1320.00 | 36380.00 |
| 115 | 2009.09.24 20:00 | sell | 58 | 10.00 | 1.46383 | 0.00000 | 0.00000 | ||
| 116 | 2009.09.25 09:00 | close | 58 | 10.00 | 1.46884 | 0.00000 | 0.00000 | -5020.00 | 31360.00 |
| 117 | 2009.09.25 19:00 | buy | 59 | 10.00 | 1.46765 | 0.00000 | 0.00000 | ||
| 118 | 2009.09.25 20:00 | close | 59 | 10.00 | 1.46683 | 0.00000 | 0.00000 | -820.00 | 30540.00 |
| 119 | 2009.09.28 01:00 | buy | 60 | 10.00 | 1.47037 | 0.00000 | 0.00000 | ||
| 120 | 2009.09.28 04:00 | close | 60 | 10.00 | 1.45852 | 0.00000 | 0.00000 | -11850.00 | 18690.00 |
| 121 | 2009.09.28 05:00 | sell | 61 | 10.00 | 1.45861 | 0.00000 | 0.00000 | ||
| 122 | 2009.09.28 16:00 | close | 61 | 10.00 | 1.46524 | 0.00000 | 0.00000 | -6630.00 | 12060.00 |
| 123 | 2009.09.28 23:00 | sell | 62 | 10.00 | 1.46218 | 0.00000 | 0.00000 | ||
| 124 | 2009.09.29 07:00 | close | 62 | 10.00 | 1.46343 | 0.00000 | 0.00000 | -1260.00 | 10800.00 |
| 125 | 2009.09.29 07:00 | buy | 63 | 10.00 | 1.46343 | 0.00000 | 0.00000 | ||
| 126 | 2009.09.29 11:00 | close | 63 | 10.00 | 1.45902 | 0.00000 | 0.00000 | -4410.00 | 6390.00 |
| 127 | 2009.09.29 11:00 | sell | 64 | 10.00 | 1.45902 | 0.00000 | 0.00000 | ||
| 128 | 2009.09.30 00:00 | close | 64 | 10.00 | 1.45841 | 0.00000 | 0.00000 | 600.00 | 6990.00 |
| 129 | 2009.09.30 07:00 | buy | 65 | 10.00 | 1.46246 | 0.00000 | 0.00000 | ||
| 130 | 2009.09.30 22:00 | close | 65 | 10.00 | 1.46319 | 0.00000 | 0.00000 | 730.00 | 7720.00 |