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; FastMA_AppliedPrice=0; MiddleMA_Method=0; MiddleMAPeriod=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Method=0; SlowMAPeriod=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 | -2930.00 | Gross profit | 118320.00 | Gross loss | -121250.00 |
| Profit factor | 0.98 | Expected payoff | -45.08 | ||
| Absolute drawdown | 8640.00 | Maximal drawdown | 48725.00 (97.28%) | Relative drawdown | 97.28% (48725.00) |
| 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 | 19640.00 | loss trade | -11860.00 | |
| Average | profit trade | 4080.00 | loss trade | -3368.06 | |
| Maximum | consecutive wins (profit in money) | 5 (28300.00) | consecutive losses (loss in money) | 8 (-35220.00) | |
| Maximal | consecutive profit (count of wins) | 28300.00 (5) | consecutive loss (count of losses) | -35220.00 (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 | 1.42513 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 08:00 | close | 1 | 10.00 | 1.42348 | 0.00000 | 0.00000 | -1650.00 | 8350.00 |
| 3 | 2009.08.03 14:00 | buy | 2 | 10.00 | 1.43188 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.04 06:00 | close | 2 | 10.00 | 1.43893 | 0.00000 | 0.00000 | 7045.00 | 15395.00 |
| 5 | 2009.08.04 17:00 | buy | 3 | 10.00 | 1.43965 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 18:00 | close | 3 | 10.00 | 1.43992 | 0.00000 | 0.00000 | 270.00 | 15665.00 |
| 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 | 1.44080 | 0.00000 | 0.00000 | -1590.00 | 14075.00 |
| 9 | 2009.08.05 06:00 | buy | 5 | 10.00 | 1.44119 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 11:00 | close | 5 | 10.00 | 1.43905 | 0.00000 | 0.00000 | -2140.00 | 11935.00 |
| 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 | 1.44245 | 0.00000 | 0.00000 | -3960.00 | 7975.00 |
| 13 | 2009.08.06 00:00 | buy | 7 | 10.00 | 1.44138 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.06 06:00 | close | 7 | 10.00 | 1.43986 | 0.00000 | 0.00000 | -1520.00 | 6455.00 |
| 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 | 1.43585 | 0.00000 | 0.00000 | 2270.00 | 8725.00 |
| 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 | 1.42097 | 0.00000 | 0.00000 | 14640.00 | 23365.00 |
| 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 | 1.41425 | 0.00000 | 0.00000 | 3350.00 | 26715.00 |
| 21 | 2009.08.11 18:00 | buy | 11 | 10.00 | 1.41407 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.11 20:00 | close | 11 | 10.00 | 1.41502 | 0.00000 | 0.00000 | 950.00 | 27665.00 |
| 23 | 2009.08.12 02:00 | buy | 12 | 10.00 | 1.41513 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.12 07:00 | close | 12 | 10.00 | 1.41481 | 0.00000 | 0.00000 | -320.00 | 27345.00 |
| 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 | 1.42124 | 0.00000 | 0.00000 | -9520.00 | 17825.00 |
| 27 | 2009.08.12 18:00 | buy | 14 | 10.00 | 1.42141 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.13 05:00 | close | 14 | 10.00 | 1.42254 | 0.00000 | 0.00000 | 1115.00 | 18940.00 |
| 29 | 2009.08.13 08:00 | buy | 15 | 10.00 | 1.42186 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.14 03:00 | close | 15 | 10.00 | 1.42916 | 0.00000 | 0.00000 | 7295.00 | 26235.00 |
| 31 | 2009.08.14 06:00 | buy | 16 | 10.00 | 1.42696 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.14 08:00 | close | 16 | 10.00 | 1.42720 | 0.00000 | 0.00000 | 240.00 | 26475.00 |
| 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 | 1.40710 | 0.00000 | 0.00000 | 19640.00 | 46115.00 |
| 35 | 2009.08.18 10:00 | buy | 18 | 10.00 | 1.41265 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.18 18:00 | close | 18 | 10.00 | 1.41266 | 0.00000 | 0.00000 | 10.00 | 46125.00 |
| 37 | 2009.08.19 00:00 | buy | 19 | 10.00 | 1.41322 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.19 11:00 | close | 19 | 10.00 | 1.40983 | 0.00000 | 0.00000 | -3390.00 | 42735.00 |
| 39 | 2009.08.19 18:00 | buy | 20 | 10.00 | 1.42626 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.20 06:00 | close | 20 | 10.00 | 1.42222 | 0.00000 | 0.00000 | -4055.00 | 38680.00 |
| 41 | 2009.08.20 15:00 | buy | 21 | 10.00 | 1.42281 | 0.00000 | 0.00000 | ||
| 42 | 2009.08.21 07:00 | close | 21 | 10.00 | 1.42134 | 0.00000 | 0.00000 | -1475.00 | 37205.00 |
| 43 | 2009.08.21 12:00 | buy | 22 | 10.00 | 1.43086 | 0.00000 | 0.00000 | ||
| 44 | 2009.08.24 02:00 | close | 22 | 10.00 | 1.43386 | 0.00000 | 0.00000 | 2995.00 | 40200.00 |
| 45 | 2009.08.24 03:00 | buy | 23 | 10.00 | 1.43463 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.24 10:00 | close | 23 | 10.00 | 1.42977 | 0.00000 | 0.00000 | -4860.00 | 35340.00 |
| 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 | 1.43004 | 0.00000 | 0.00000 | 3330.00 | 38670.00 |
| 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 | 1.43339 | 0.00000 | 0.00000 | -3680.00 | 34990.00 |
| 51 | 2009.08.25 19:00 | buy | 26 | 10.00 | 1.43209 | 0.00000 | 0.00000 | ||
| 52 | 2009.08.26 01:00 | close | 26 | 10.00 | 1.43009 | 0.00000 | 0.00000 | -2005.00 | 32985.00 |
| 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 | 1.43193 | 0.00000 | 0.00000 | -370.00 | 32615.00 |
| 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 | 1.42374 | 0.00000 | 0.00000 | -2310.00 | 30305.00 |
| 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 | 1.42661 | 0.00000 | 0.00000 | -2040.00 | 28265.00 |
| 59 | 2009.08.27 17:00 | buy | 30 | 10.00 | 1.42256 | 0.00000 | 0.00000 | ||
| 60 | 2009.08.28 12:00 | close | 30 | 10.00 | 1.43513 | 0.00000 | 0.00000 | 12565.00 | 40830.00 |
| 61 | 2009.08.28 18:00 | buy | 31 | 10.00 | 1.43572 | 0.00000 | 0.00000 | ||
| 62 | 2009.08.28 22:00 | close | 31 | 10.00 | 1.43001 | 0.00000 | 0.00000 | -5710.00 | 35120.00 |
| 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 | 1.43534 | 0.00000 | 0.00000 | -4810.00 | 30310.00 |
| 65 | 2009.08.31 23:00 | buy | 33 | 10.00 | 1.43332 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.01 05:00 | close | 33 | 10.00 | 1.43338 | 0.00000 | 0.00000 | 55.00 | 30365.00 |
| 67 | 2009.09.01 08:00 | buy | 34 | 10.00 | 1.43574 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.01 15:00 | close | 34 | 10.00 | 1.43023 | 0.00000 | 0.00000 | -5510.00 | 24855.00 |
| 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 | 1.42277 | 0.00000 | 0.00000 | 390.00 | 25245.00 |
| 71 | 2009.09.02 20:00 | buy | 36 | 10.00 | 1.42793 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.03 07:00 | close | 36 | 10.00 | 1.42741 | 0.00000 | 0.00000 | -535.00 | 24710.00 |
| 73 | 2009.09.03 09:00 | buy | 37 | 10.00 | 1.43045 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.03 20:00 | close | 37 | 10.00 | 1.42569 | 0.00000 | 0.00000 | -4760.00 | 19950.00 |
| 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 | 1.42666 | 0.00000 | 0.00000 | -980.00 | 18970.00 |
| 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 | 1.43060 | 0.00000 | 0.00000 | -2940.00 | 16030.00 |
| 79 | 2009.09.07 00:00 | buy | 40 | 10.00 | 1.43060 | 0.00000 | 0.00000 | ||
| 80 | 2009.09.07 21:00 | close | 40 | 10.00 | 1.43368 | 0.00000 | 0.00000 | 3080.00 | 19110.00 |
| 81 | 2009.09.08 02:00 | buy | 41 | 10.00 | 1.43339 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.08 07:00 | close | 41 | 10.00 | 1.43341 | 0.00000 | 0.00000 | 20.00 | 19130.00 |
| 83 | 2009.09.08 08:00 | buy | 42 | 10.00 | 1.43475 | 0.00000 | 0.00000 | ||
| 84 | 2009.09.09 04:00 | close | 42 | 10.00 | 1.45058 | 0.00000 | 0.00000 | 15825.00 | 34955.00 |
| 85 | 2009.09.09 10:00 | buy | 43 | 10.00 | 1.44855 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.09 11:00 | close | 43 | 10.00 | 1.44956 | 0.00000 | 0.00000 | 1010.00 | 35965.00 |
| 87 | 2009.09.09 15:00 | buy | 44 | 10.00 | 1.45513 | 0.00000 | 0.00000 | ||
| 88 | 2009.09.10 03:00 | close | 44 | 10.00 | 1.45551 | 0.00000 | 0.00000 | 365.00 | 36330.00 |
| 89 | 2009.09.10 07:00 | buy | 45 | 10.00 | 1.45759 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.10 16:00 | close | 45 | 10.00 | 1.45330 | 0.00000 | 0.00000 | -4290.00 | 32040.00 |
| 91 | 2009.09.10 21:00 | buy | 46 | 10.00 | 1.45836 | 0.00000 | 0.00000 | ||
| 92 | 2009.09.11 17:00 | close | 46 | 10.00 | 1.46126 | 0.00000 | 0.00000 | 2895.00 | 34935.00 |
| 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 | 1.45625 | 0.00000 | 0.00000 | 1940.00 | 36875.00 |
| 95 | 2009.09.14 21:00 | buy | 48 | 10.00 | 1.46141 | 0.00000 | 0.00000 | ||
| 96 | 2009.09.15 10:00 | close | 48 | 10.00 | 1.45997 | 0.00000 | 0.00000 | -1445.00 | 35430.00 |
| 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 | 1.46586 | 0.00000 | 0.00000 | -6130.00 | 29300.00 |
| 99 | 2009.09.15 23:00 | buy | 50 | 10.00 | 1.46599 | 0.00000 | 0.00000 | ||
| 100 | 2009.09.16 20:00 | close | 50 | 10.00 | 1.47179 | 0.00000 | 0.00000 | 5795.00 | 35095.00 |
| 101 | 2009.09.16 22:00 | buy | 51 | 10.00 | 1.47304 | 0.00000 | 0.00000 | ||
| 102 | 2009.09.17 18:00 | close | 51 | 10.00 | 1.47338 | 0.00000 | 0.00000 | 325.00 | 35420.00 |
| 103 | 2009.09.17 23:00 | buy | 52 | 10.00 | 1.47405 | 0.00000 | 0.00000 | ||
| 104 | 2009.09.18 05:00 | close | 52 | 10.00 | 1.47020 | 0.00000 | 0.00000 | -3855.00 | 31565.00 |
| 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 | 1.47243 | 0.00000 | 0.00000 | -180.00 | 31385.00 |
| 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 | 1.46764 | 0.00000 | 0.00000 | 2630.00 | 34015.00 |
| 109 | 2009.09.22 05:00 | buy | 55 | 10.00 | 1.47187 | 0.00000 | 0.00000 | ||
| 110 | 2009.09.23 00:00 | close | 55 | 10.00 | 1.47884 | 0.00000 | 0.00000 | 6965.00 | 40980.00 |
| 111 | 2009.09.23 02:00 | buy | 56 | 10.00 | 1.48098 | 0.00000 | 0.00000 | ||
| 112 | 2009.09.23 13:00 | close | 56 | 10.00 | 1.47714 | 0.00000 | 0.00000 | -3840.00 | 37140.00 |
| 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 | 1.47633 | 0.00000 | 0.00000 | -1330.00 | 35810.00 |
| 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 | 1.46885 | 0.00000 | 0.00000 | -5030.00 | 30780.00 |
| 117 | 2009.09.25 19:00 | buy | 59 | 10.00 | 1.46766 | 0.00000 | 0.00000 | ||
| 118 | 2009.09.25 20:00 | close | 59 | 10.00 | 1.46683 | 0.00000 | 0.00000 | -830.00 | 29950.00 |
| 119 | 2009.09.28 01:00 | buy | 60 | 10.00 | 1.47038 | 0.00000 | 0.00000 | ||
| 120 | 2009.09.28 04:00 | close | 60 | 10.00 | 1.45852 | 0.00000 | 0.00000 | -11860.00 | 18090.00 |
| 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 | 1.46525 | 0.00000 | 0.00000 | -6640.00 | 11450.00 |
| 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 | 1.46344 | 0.00000 | 0.00000 | -1270.00 | 10180.00 |
| 125 | 2009.09.29 07:00 | buy | 63 | 10.00 | 1.46344 | 0.00000 | 0.00000 | ||
| 126 | 2009.09.29 11:00 | close | 63 | 10.00 | 1.45902 | 0.00000 | 0.00000 | -4420.00 | 5760.00 |
| 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 | 1.45842 | 0.00000 | 0.00000 | 590.00 | 6350.00 |
| 129 | 2009.09.30 07:00 | buy | 65 | 10.00 | 1.46247 | 0.00000 | 0.00000 | ||
| 130 | 2009.09.30 22:00 | close | 65 | 10.00 | 1.46319 | 0.00000 | 0.00000 | 720.00 | 7070.00 |