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_Method=0; FastMAPeriod=9; FastMA_Shift=0; MiddleMA_Method=0; MiddleMAPeriod=14; MiddleMA_Shift=0; SlowMA_Method=0; SlowMAPeriod=29; SlowMA_Shift=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 | -3580.00 | Gross profit | 118030.00 | Gross loss | -121610.00 |
| Profit factor | 0.97 | Expected payoff | -55.08 | ||
| Absolute drawdown | 9290.00 | Maximal drawdown | 49185.00 (98.58%) | Relative drawdown | 98.58% (49185.00) |
| 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 | 19630.00 | loss trade | -11870.00 | |
| Average | profit trade | 4070.00 | loss trade | -3378.06 | |
| Maximum | consecutive wins (profit in money) | 5 (28250.00) | consecutive losses (loss in money) | 8 (-35300.00) | |
| Maximal | consecutive profit (count of wins) | 28250.00 (5) | consecutive loss (count of losses) | -35300.00 (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 | 1.42514 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:00 | close | 1 | 10.00 | 1.42348 | 0.00000 | 0.00000 | -1660.00 | 8340.00 |
| 3 | 2009.08.03 14:00 | buy | 2 | 10.00 | 1.43189 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.04 06:00 | close | 2 | 10.00 | 1.43893 | 0.00000 | 0.00000 | 7035.00 | 15375.00 |
| 5 | 2009.08.04 17:00 | buy | 3 | 10.00 | 1.43966 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 18:00 | close | 3 | 10.00 | 1.43992 | 0.00000 | 0.00000 | 260.00 | 15635.00 |
| 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 | 1.44081 | 0.00000 | 0.00000 | -1600.00 | 14035.00 |
| 9 | 2009.08.05 06:00 | buy | 5 | 10.00 | 1.44120 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 11:00 | close | 5 | 10.00 | 1.43905 | 0.00000 | 0.00000 | -2150.00 | 11885.00 |
| 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 | 1.44246 | 0.00000 | 0.00000 | -3970.00 | 7915.00 |
| 13 | 2009.08.06 00:00 | buy | 7 | 10.00 | 1.44139 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.06 06:00 | close | 7 | 10.00 | 1.43986 | 0.00000 | 0.00000 | -1530.00 | 6385.00 |
| 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 | 1.43586 | 0.00000 | 0.00000 | 2260.00 | 8645.00 |
| 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 | 1.42098 | 0.00000 | 0.00000 | 14630.00 | 23275.00 |
| 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 | 1.41426 | 0.00000 | 0.00000 | 3340.00 | 26615.00 |
| 21 | 2009.08.11 18:00 | buy | 11 | 10.00 | 1.41408 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.11 20:00 | close | 11 | 10.00 | 1.41502 | 0.00000 | 0.00000 | 940.00 | 27555.00 |
| 23 | 2009.08.12 02:00 | buy | 12 | 10.00 | 1.41514 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.12 07:00 | close | 12 | 10.00 | 1.41481 | 0.00000 | 0.00000 | -330.00 | 27225.00 |
| 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 | 1.42125 | 0.00000 | 0.00000 | -9530.00 | 17695.00 |
| 27 | 2009.08.12 18:00 | buy | 14 | 10.00 | 1.42142 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.13 05:00 | close | 14 | 10.00 | 1.42254 | 0.00000 | 0.00000 | 1105.00 | 18800.00 |
| 29 | 2009.08.13 08:00 | buy | 15 | 10.00 | 1.42187 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.14 03:00 | close | 15 | 10.00 | 1.42916 | 0.00000 | 0.00000 | 7285.00 | 26085.00 |
| 31 | 2009.08.14 06:00 | buy | 16 | 10.00 | 1.42697 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.14 08:00 | close | 16 | 10.00 | 1.42720 | 0.00000 | 0.00000 | 230.00 | 26315.00 |
| 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 | 1.40711 | 0.00000 | 0.00000 | 19630.00 | 45945.00 |
| 35 | 2009.08.18 10:00 | buy | 18 | 10.00 | 1.41266 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.18 18:00 | close | 18 | 10.00 | 1.41266 | 0.00000 | 0.00000 | 0.00 | 45945.00 |
| 37 | 2009.08.19 00:00 | buy | 19 | 10.00 | 1.41323 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.19 11:00 | close | 19 | 10.00 | 1.40983 | 0.00000 | 0.00000 | -3400.00 | 42545.00 |
| 39 | 2009.08.19 18:00 | buy | 20 | 10.00 | 1.42627 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.20 06:00 | close | 20 | 10.00 | 1.42222 | 0.00000 | 0.00000 | -4065.00 | 38480.00 |
| 41 | 2009.08.20 15:00 | buy | 21 | 10.00 | 1.42282 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.21 07:00 | close | 21 | 10.00 | 1.42134 | 0.00000 | 0.00000 | -1485.00 | 36995.00 |
| 43 | 2009.08.21 12:00 | buy | 22 | 10.00 | 1.43087 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.24 02:00 | close | 22 | 10.00 | 1.43386 | 0.00000 | 0.00000 | 2985.00 | 39980.00 |
| 45 | 2009.08.24 03:00 | buy | 23 | 10.00 | 1.43464 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.24 10:00 | close | 23 | 10.00 | 1.42977 | 0.00000 | 0.00000 | -4870.00 | 35110.00 |
| 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 | 1.43005 | 0.00000 | 0.00000 | 3320.00 | 38430.00 |
| 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 | 1.43340 | 0.00000 | 0.00000 | -3690.00 | 34740.00 |
| 51 | 2009.08.25 19:00 | buy | 26 | 10.00 | 1.43210 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.26 01:00 | close | 26 | 10.00 | 1.43009 | 0.00000 | 0.00000 | -2015.00 | 32725.00 |
| 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 | 1.43194 | 0.00000 | 0.00000 | -380.00 | 32345.00 |
| 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 | 1.42375 | 0.00000 | 0.00000 | -2320.00 | 30025.00 |
| 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 | 1.42662 | 0.00000 | 0.00000 | -2050.00 | 27975.00 |
| 59 | 2009.08.27 17:00 | buy | 30 | 10.00 | 1.42257 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.28 12:00 | close | 30 | 10.00 | 1.43513 | 0.00000 | 0.00000 | 12555.00 | 40530.00 |
| 61 | 2009.08.28 18:00 | buy | 31 | 10.00 | 1.43573 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.28 22:00 | close | 31 | 10.00 | 1.43001 | 0.00000 | 0.00000 | -5720.00 | 34810.00 |
| 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 | 1.43535 | 0.00000 | 0.00000 | -4820.00 | 29990.00 |
| 65 | 2009.08.31 23:00 | buy | 33 | 10.00 | 1.43333 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.01 05:00 | close | 33 | 10.00 | 1.43338 | 0.00000 | 0.00000 | 45.00 | 30035.00 |
| 67 | 2009.09.01 08:00 | buy | 34 | 10.00 | 1.43575 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.01 15:00 | close | 34 | 10.00 | 1.43023 | 0.00000 | 0.00000 | -5520.00 | 24515.00 |
| 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 | 1.42278 | 0.00000 | 0.00000 | 380.00 | 24895.00 |
| 71 | 2009.09.02 20:00 | buy | 36 | 10.00 | 1.42794 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.03 07:00 | close | 36 | 10.00 | 1.42741 | 0.00000 | 0.00000 | -545.00 | 24350.00 |
| 73 | 2009.09.03 09:00 | buy | 37 | 10.00 | 1.43046 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.03 20:00 | close | 37 | 10.00 | 1.42569 | 0.00000 | 0.00000 | -4770.00 | 19580.00 |
| 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 | 1.42667 | 0.00000 | 0.00000 | -990.00 | 18590.00 |
| 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 | 1.43061 | 0.00000 | 0.00000 | -2950.00 | 15640.00 |
| 79 | 2009.09.07 00:00 | buy | 40 | 10.00 | 1.43061 | 0.00000 | 0.00000 | ||
| 80 | 2009.09.07 21:00 | close | 40 | 10.00 | 1.43368 | 0.00000 | 0.00000 | 3070.00 | 18710.00 |
| 81 | 2009.09.08 02:00 | buy | 41 | 10.00 | 1.43340 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.08 07:00 | close | 41 | 10.00 | 1.43341 | 0.00000 | 0.00000 | 10.00 | 18720.00 |
| 83 | 2009.09.08 08:00 | buy | 42 | 10.00 | 1.43476 | 0.00000 | 0.00000 | ||
| 84 | 2009.09.09 04:00 | close | 42 | 10.00 | 1.45058 | 0.00000 | 0.00000 | 15815.00 | 34535.00 |
| 85 | 2009.09.09 10:00 | buy | 43 | 10.00 | 1.44856 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.09 11:00 | close | 43 | 10.00 | 1.44956 | 0.00000 | 0.00000 | 1000.00 | 35535.00 |
| 87 | 2009.09.09 15:00 | buy | 44 | 10.00 | 1.45514 | 0.00000 | 0.00000 | ||
| 88 | 2009.09.10 03:00 | close | 44 | 10.00 | 1.45551 | 0.00000 | 0.00000 | 355.00 | 35890.00 |
| 89 | 2009.09.10 07:00 | buy | 45 | 10.00 | 1.45760 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.10 16:00 | close | 45 | 10.00 | 1.45330 | 0.00000 | 0.00000 | -4300.00 | 31590.00 |
| 91 | 2009.09.10 21:00 | buy | 46 | 10.00 | 1.45837 | 0.00000 | 0.00000 | ||
| 92 | 2009.09.11 17:00 | close | 46 | 10.00 | 1.46126 | 0.00000 | 0.00000 | 2885.00 | 34475.00 |
| 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 | 1.45626 | 0.00000 | 0.00000 | 1930.00 | 36405.00 |
| 95 | 2009.09.14 21:00 | buy | 48 | 10.00 | 1.46142 | 0.00000 | 0.00000 | ||
| 96 | 2009.09.15 10:00 | close | 48 | 10.00 | 1.45997 | 0.00000 | 0.00000 | -1455.00 | 34950.00 |
| 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 | 1.46587 | 0.00000 | 0.00000 | -6140.00 | 28810.00 |
| 99 | 2009.09.15 23:00 | buy | 50 | 10.00 | 1.46600 | 0.00000 | 0.00000 | ||
| 100 | 2009.09.16 20:00 | close | 50 | 10.00 | 1.47179 | 0.00000 | 0.00000 | 5785.00 | 34595.00 |
| 101 | 2009.09.16 22:00 | buy | 51 | 10.00 | 1.47305 | 0.00000 | 0.00000 | ||
| 102 | 2009.09.17 18:00 | close | 51 | 10.00 | 1.47338 | 0.00000 | 0.00000 | 315.00 | 34910.00 |
| 103 | 2009.09.17 23:00 | buy | 52 | 10.00 | 1.47406 | 0.00000 | 0.00000 | ||
| 104 | 2009.09.18 05:00 | close | 52 | 10.00 | 1.47020 | 0.00000 | 0.00000 | -3865.00 | 31045.00 |
| 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 | 1.47244 | 0.00000 | 0.00000 | -190.00 | 30855.00 |
| 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 | 1.46765 | 0.00000 | 0.00000 | 2620.00 | 33475.00 |
| 109 | 2009.09.22 05:00 | buy | 55 | 10.00 | 1.47188 | 0.00000 | 0.00000 | ||
| 110 | 2009.09.23 00:00 | close | 55 | 10.00 | 1.47884 | 0.00000 | 0.00000 | 6955.00 | 40430.00 |
| 111 | 2009.09.23 02:00 | buy | 56 | 10.00 | 1.48099 | 0.00000 | 0.00000 | ||
| 112 | 2009.09.23 13:00 | close | 56 | 10.00 | 1.47714 | 0.00000 | 0.00000 | -3850.00 | 36580.00 |
| 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 | 1.47634 | 0.00000 | 0.00000 | -1340.00 | 35240.00 |
| 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 | 1.46886 | 0.00000 | 0.00000 | -5040.00 | 30200.00 |
| 117 | 2009.09.25 19:00 | buy | 59 | 10.00 | 1.46767 | 0.00000 | 0.00000 | ||
| 118 | 2009.09.25 20:00 | close | 59 | 10.00 | 1.46683 | 0.00000 | 0.00000 | -840.00 | 29360.00 |
| 119 | 2009.09.28 01:00 | buy | 60 | 10.00 | 1.47039 | 0.00000 | 0.00000 | ||
| 120 | 2009.09.28 04:00 | close | 60 | 10.00 | 1.45852 | 0.00000 | 0.00000 | -11870.00 | 17490.00 |
| 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 | 1.46526 | 0.00000 | 0.00000 | -6650.00 | 10840.00 |
| 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 | 1.46345 | 0.00000 | 0.00000 | -1280.00 | 9560.00 |
| 125 | 2009.09.29 07:00 | buy | 63 | 10.00 | 1.46345 | 0.00000 | 0.00000 | ||
| 126 | 2009.09.29 11:00 | close | 63 | 10.00 | 1.45902 | 0.00000 | 0.00000 | -4430.00 | 5130.00 |
| 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 | 1.45843 | 0.00000 | 0.00000 | 580.00 | 5710.00 |
| 129 | 2009.09.30 07:00 | buy | 65 | 10.00 | 1.46248 | 0.00000 | 0.00000 | ||
| 130 | 2009.09.30 22:00 | close | 65 | 10.00 | 1.46319 | 0.00000 | 0.00000 | 710.00 | 6420.00 |