Strategy Tester Report
TST
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 | StopLoss=500; TakeProfit=100; Lots=0.1; timeframe=0; pips=500; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 335.86 | Gross profit | 539.86 | Gross loss | -204.00 |
Profit factor | 2.65 | Expected payoff | 5.79 | ||
Absolute drawdown | 64.20 | Maximal drawdown | 101.50 (1.01%) | Relative drawdown | 1.01% (101.50) |
Total trades | 58 | Short positions (won %) | 29 (93.10%) | Long positions (won %) | 29 (93.10%) |
Profit trades (% of total) | 54 (93.10%) | Loss trades (% of total) | 4 (6.90%) | ||
Largest | profit trade | 10.00 | loss trade | -51.00 | |
Average | profit trade | 10.00 | loss trade | -51.00 | |
Maximum | consecutive wins (profit in money) | 32 (319.91) | consecutive losses (loss in money) | 1 (-51.00) | |
Maximal | consecutive profit (count of wins) | 319.91 (32) | consecutive loss (count of losses) | -51.00 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:32 | sell | 1 | 0.10 | 1.43061 | 1.43571 | 1.42961 | ||
2 | 2009.08.03 01:45 | t/p | 1 | 0.10 | 1.42961 | 1.43571 | 1.42961 | 10.00 | 10010.00 |
3 | 2009.08.03 10:50 | sell | 2 | 0.10 | 1.42796 | 1.43306 | 1.42696 | ||
4 | 2009.08.03 10:57 | t/p | 2 | 0.10 | 1.42696 | 1.43306 | 1.42696 | 10.00 | 10020.00 |
5 | 2009.08.03 11:20 | sell | 3 | 0.10 | 1.43150 | 1.43660 | 1.43050 | ||
6 | 2009.08.03 11:27 | t/p | 3 | 0.10 | 1.43050 | 1.43660 | 1.43050 | 10.00 | 10030.00 |
7 | 2009.08.03 16:15 | sell | 4 | 0.10 | 1.43887 | 1.44397 | 1.43787 | ||
8 | 2009.08.03 18:02 | s/l | 4 | 0.10 | 1.44397 | 1.44397 | 1.43787 | -51.00 | 9979.00 |
9 | 2009.08.07 14:45 | buy | 5 | 0.10 | 1.43168 | 1.42658 | 1.43268 | ||
10 | 2009.08.07 15:02 | t/p | 5 | 0.10 | 1.43268 | 1.42658 | 1.43268 | 10.00 | 9989.00 |
11 | 2009.08.07 15:20 | buy | 6 | 0.10 | 1.42903 | 1.42393 | 1.43003 | ||
12 | 2009.08.07 15:22 | t/p | 6 | 0.10 | 1.43003 | 1.42393 | 1.43003 | 10.00 | 9999.00 |
13 | 2009.08.07 16:20 | buy | 7 | 0.10 | 1.42265 | 1.41755 | 1.42365 | ||
14 | 2009.08.07 16:27 | t/p | 7 | 0.10 | 1.42365 | 1.41755 | 1.42365 | 10.00 | 10009.00 |
15 | 2009.08.07 17:50 | buy | 8 | 0.10 | 1.41782 | 1.41272 | 1.41882 | ||
16 | 2009.08.07 17:57 | t/p | 8 | 0.10 | 1.41882 | 1.41272 | 1.41882 | 10.00 | 10019.00 |
17 | 2009.08.12 20:15 | buy | 9 | 0.10 | 1.41709 | 1.41199 | 1.41809 | ||
18 | 2009.08.12 20:45 | t/p | 9 | 0.10 | 1.41809 | 1.41199 | 1.41809 | 10.00 | 10029.00 |
19 | 2009.08.13 08:20 | sell | 10 | 0.10 | 1.42686 | 1.43196 | 1.42586 | ||
20 | 2009.08.13 08:27 | t/p | 10 | 0.10 | 1.42586 | 1.43196 | 1.42586 | 10.00 | 10039.00 |
21 | 2009.08.13 14:15 | sell | 11 | 0.10 | 1.42998 | 1.43508 | 1.42898 | ||
22 | 2009.08.13 14:32 | t/p | 11 | 0.10 | 1.42898 | 1.43508 | 1.42898 | 10.00 | 10049.00 |
23 | 2009.08.13 15:45 | buy | 12 | 0.10 | 1.42772 | 1.42262 | 1.42872 | ||
24 | 2009.08.13 16:15 | t/p | 12 | 0.10 | 1.42872 | 1.42262 | 1.42872 | 10.00 | 10059.00 |
25 | 2009.08.17 12:50 | buy | 13 | 0.10 | 1.40498 | 1.39988 | 1.40598 | ||
26 | 2009.08.17 13:15 | t/p | 13 | 0.10 | 1.40598 | 1.39988 | 1.40598 | 10.00 | 10069.00 |
27 | 2009.08.19 16:35 | sell | 14 | 0.10 | 1.42008 | 1.42518 | 1.41908 | ||
28 | 2009.08.19 17:45 | s/l | 14 | 0.10 | 1.42518 | 1.42518 | 1.41908 | -51.00 | 10018.00 |
29 | 2009.08.19 17:50 | sell | 15 | 0.10 | 1.42652 | 1.43162 | 1.42552 | ||
30 | 2009.08.19 17:57 | t/p | 15 | 0.10 | 1.42552 | 1.43162 | 1.42552 | 10.00 | 10028.00 |
31 | 2009.08.21 09:50 | sell | 16 | 0.10 | 1.43008 | 1.43518 | 1.42908 | ||
32 | 2009.08.21 09:57 | t/p | 16 | 0.10 | 1.42908 | 1.43518 | 1.42908 | 10.00 | 10038.00 |
33 | 2009.08.21 16:20 | buy | 17 | 0.10 | 1.42991 | 1.42481 | 1.43091 | ||
34 | 2009.08.21 16:22 | t/p | 17 | 0.10 | 1.43091 | 1.42481 | 1.43091 | 10.00 | 10048.00 |
35 | 2009.08.26 15:43 | buy | 18 | 0.10 | 1.42361 | 1.41851 | 1.42461 | ||
36 | 2009.08.26 20:37 | t/p | 18 | 0.10 | 1.42461 | 1.41851 | 1.42461 | 10.00 | 10058.00 |
37 | 2009.08.27 20:10 | sell | 19 | 0.10 | 1.43294 | 1.43804 | 1.43194 | ||
38 | 2009.08.27 20:12 | t/p | 19 | 0.10 | 1.43194 | 1.43804 | 1.43194 | 10.00 | 10068.00 |
39 | 2009.08.28 20:16 | buy | 20 | 0.10 | 1.42919 | 1.42409 | 1.43019 | ||
40 | 2009.08.28 20:26 | t/p | 20 | 0.10 | 1.43019 | 1.42409 | 1.43019 | 10.00 | 10078.00 |
41 | 2009.08.31 16:26 | sell | 21 | 0.10 | 1.43484 | 1.43994 | 1.43384 | ||
42 | 2009.08.31 16:32 | t/p | 21 | 0.10 | 1.43384 | 1.43994 | 1.43384 | 10.00 | 10088.00 |
43 | 2009.09.01 17:20 | buy | 22 | 0.10 | 1.42357 | 1.41847 | 1.42457 | ||
44 | 2009.09.01 17:22 | t/p | 22 | 0.10 | 1.42457 | 1.41847 | 1.42457 | 10.00 | 10098.00 |
45 | 2009.09.01 19:20 | buy | 23 | 0.10 | 1.41780 | 1.41270 | 1.41880 | ||
46 | 2009.09.01 19:27 | t/p | 23 | 0.10 | 1.41880 | 1.41270 | 1.41880 | 10.00 | 10108.00 |
47 | 2009.09.02 18:50 | sell | 24 | 0.10 | 1.42941 | 1.43451 | 1.42841 | ||
48 | 2009.09.02 18:57 | t/p | 24 | 0.10 | 1.42841 | 1.43451 | 1.42841 | 10.00 | 10118.00 |
49 | 2009.09.03 14:50 | buy | 25 | 0.10 | 1.42864 | 1.42354 | 1.42964 | ||
50 | 2009.09.03 14:57 | t/p | 25 | 0.10 | 1.42964 | 1.42354 | 1.42964 | 10.00 | 10128.00 |
51 | 2009.09.04 14:50 | buy | 26 | 0.10 | 1.42139 | 1.41629 | 1.42239 | ||
52 | 2009.09.04 14:52 | t/p | 26 | 0.10 | 1.42239 | 1.41629 | 1.42239 | 10.00 | 10138.00 |
53 | 2009.09.04 17:50 | sell | 27 | 0.10 | 1.42777 | 1.43287 | 1.42677 | ||
54 | 2009.09.04 17:57 | t/p | 27 | 0.10 | 1.42677 | 1.43287 | 1.42677 | 10.00 | 10148.00 |
55 | 2009.09.04 18:20 | sell | 28 | 0.10 | 1.43266 | 1.43776 | 1.43166 | ||
56 | 2009.09.04 18:27 | t/p | 28 | 0.10 | 1.43166 | 1.43776 | 1.43166 | 10.00 | 10158.00 |
57 | 2009.09.08 08:50 | sell | 29 | 0.10 | 1.43957 | 1.44467 | 1.43857 | ||
58 | 2009.09.08 09:02 | t/p | 29 | 0.10 | 1.43857 | 1.44467 | 1.43857 | 10.00 | 10168.00 |
59 | 2009.09.08 11:50 | sell | 30 | 0.10 | 1.44723 | 1.45233 | 1.44623 | ||
60 | 2009.09.08 11:57 | t/p | 30 | 0.10 | 1.44623 | 1.45233 | 1.44623 | 10.00 | 10178.00 |
61 | 2009.09.08 16:45 | sell | 31 | 0.10 | 1.45140 | 1.45650 | 1.45040 | ||
62 | 2009.09.08 17:40 | t/p | 31 | 0.10 | 1.45040 | 1.45650 | 1.45040 | 10.00 | 10188.00 |
63 | 2009.09.10 14:50 | sell | 32 | 0.10 | 1.46068 | 1.46578 | 1.45968 | ||
64 | 2009.09.10 14:57 | t/p | 32 | 0.10 | 1.45968 | 1.46578 | 1.45968 | 10.00 | 10198.00 |
65 | 2009.09.10 15:20 | buy | 33 | 0.10 | 1.45235 | 1.44725 | 1.45335 | ||
66 | 2009.09.10 15:22 | t/p | 33 | 0.10 | 1.45335 | 1.44725 | 1.45335 | 10.00 | 10208.00 |
67 | 2009.09.11 15:37 | sell | 34 | 0.10 | 1.46333 | 1.46843 | 1.46233 | ||
68 | 2009.09.11 15:40 | t/p | 34 | 0.10 | 1.46233 | 1.46843 | 1.46233 | 10.00 | 10218.00 |
69 | 2009.09.11 16:20 | buy | 35 | 0.10 | 1.45537 | 1.45027 | 1.45637 | ||
70 | 2009.09.11 16:27 | t/p | 35 | 0.10 | 1.45637 | 1.45027 | 1.45637 | 10.00 | 10228.00 |
71 | 2009.09.14 15:40 | sell | 36 | 0.10 | 1.46059 | 1.46569 | 1.45959 | ||
72 | 2009.09.15 09:50 | t/p | 36 | 0.10 | 1.45959 | 1.46569 | 1.45959 | 9.91 | 10237.91 |
73 | 2009.09.15 14:50 | buy | 37 | 0.10 | 1.45616 | 1.45106 | 1.45716 | ||
74 | 2009.09.15 14:52 | t/p | 37 | 0.10 | 1.45716 | 1.45106 | 1.45716 | 10.00 | 10247.91 |
75 | 2009.09.15 19:50 | sell | 38 | 0.10 | 1.46853 | 1.47363 | 1.46753 | ||
76 | 2009.09.15 19:57 | t/p | 38 | 0.10 | 1.46753 | 1.47363 | 1.46753 | 10.00 | 10257.91 |
77 | 2009.09.16 15:50 | buy | 39 | 0.10 | 1.46478 | 1.45968 | 1.46578 | ||
78 | 2009.09.16 15:57 | t/p | 39 | 0.10 | 1.46578 | 1.45968 | 1.46578 | 10.00 | 10267.91 |
79 | 2009.09.16 16:50 | sell | 40 | 0.10 | 1.46908 | 1.47418 | 1.46808 | ||
80 | 2009.09.16 16:57 | t/p | 40 | 0.10 | 1.46808 | 1.47418 | 1.46808 | 10.00 | 10277.91 |
81 | 2009.09.17 15:50 | sell | 41 | 0.10 | 1.47427 | 1.47937 | 1.47327 | ||
82 | 2009.09.17 15:57 | t/p | 41 | 0.10 | 1.47327 | 1.47937 | 1.47327 | 10.00 | 10287.91 |
83 | 2009.09.21 14:20 | buy | 42 | 0.10 | 1.46160 | 1.45650 | 1.46260 | ||
84 | 2009.09.21 14:27 | t/p | 42 | 0.10 | 1.46260 | 1.45650 | 1.46260 | 10.00 | 10297.91 |
85 | 2009.09.21 15:50 | sell | 43 | 0.10 | 1.46609 | 1.47119 | 1.46509 | ||
86 | 2009.09.21 15:57 | t/p | 43 | 0.10 | 1.46509 | 1.47119 | 1.46509 | 10.00 | 10307.91 |
87 | 2009.09.21 17:50 | sell | 44 | 0.10 | 1.47018 | 1.47528 | 1.46918 | ||
88 | 2009.09.21 17:59 | t/p | 44 | 0.10 | 1.46918 | 1.47528 | 1.46918 | 10.00 | 10317.91 |
89 | 2009.09.22 09:20 | sell | 45 | 0.10 | 1.47808 | 1.48318 | 1.47708 | ||
90 | 2009.09.22 09:27 | t/p | 45 | 0.10 | 1.47708 | 1.48318 | 1.47708 | 10.00 | 10327.91 |
91 | 2009.09.23 20:20 | sell | 46 | 0.10 | 1.48341 | 1.48851 | 1.48241 | ||
92 | 2009.09.23 20:27 | t/p | 46 | 0.10 | 1.48241 | 1.48851 | 1.48241 | 10.00 | 10337.91 |
93 | 2009.09.23 21:40 | buy | 47 | 0.10 | 1.47597 | 1.47087 | 1.47697 | ||
94 | 2009.09.23 23:50 | s/l | 47 | 0.10 | 1.47087 | 1.47087 | 1.47697 | -51.00 | 10286.91 |
95 | 2009.09.24 16:16 | buy | 48 | 0.10 | 1.47011 | 1.46501 | 1.47111 | ||
96 | 2009.09.24 16:26 | t/p | 48 | 0.10 | 1.47111 | 1.46501 | 1.47111 | 10.00 | 10296.91 |
97 | 2009.09.24 19:50 | buy | 49 | 0.10 | 1.46354 | 1.45844 | 1.46454 | ||
98 | 2009.09.24 19:57 | t/p | 49 | 0.10 | 1.46454 | 1.45844 | 1.46454 | 10.00 | 10306.91 |
99 | 2009.09.25 14:50 | buy | 50 | 0.10 | 1.46237 | 1.45727 | 1.46337 | ||
100 | 2009.09.25 14:57 | t/p | 50 | 0.10 | 1.46337 | 1.45727 | 1.46337 | 10.00 | 10316.91 |
101 | 2009.09.25 16:20 | sell | 51 | 0.10 | 1.47172 | 1.47682 | 1.47072 | ||
102 | 2009.09.25 16:27 | t/p | 51 | 0.10 | 1.47072 | 1.47682 | 1.47072 | 10.00 | 10326.91 |
103 | 2009.09.28 02:45 | buy | 52 | 0.10 | 1.46589 | 1.46079 | 1.46689 | ||
104 | 2009.09.28 03:45 | s/l | 52 | 0.10 | 1.46079 | 1.46079 | 1.46689 | -51.00 | 10275.91 |
105 | 2009.09.28 03:45 | buy | 53 | 0.10 | 1.45954 | 1.45444 | 1.46054 | ||
106 | 2009.09.28 07:20 | t/p | 53 | 0.10 | 1.46054 | 1.45444 | 1.46054 | 10.00 | 10285.91 |
107 | 2009.09.28 18:45 | buy | 54 | 0.10 | 1.46270 | 1.45760 | 1.46370 | ||
108 | 2009.09.29 06:32 | t/p | 54 | 0.10 | 1.46370 | 1.45760 | 1.46370 | 9.95 | 10295.86 |
109 | 2009.09.29 09:45 | buy | 55 | 0.10 | 1.45810 | 1.45300 | 1.45910 | ||
110 | 2009.09.29 10:50 | t/p | 55 | 0.10 | 1.45910 | 1.45300 | 1.45910 | 10.00 | 10305.86 |
111 | 2009.09.29 12:50 | buy | 56 | 0.10 | 1.45364 | 1.44854 | 1.45464 | ||
112 | 2009.09.29 12:57 | t/p | 56 | 0.10 | 1.45464 | 1.44854 | 1.45464 | 10.00 | 10315.86 |
113 | 2009.09.30 14:45 | buy | 57 | 0.10 | 1.46021 | 1.45511 | 1.46121 | ||
114 | 2009.09.30 15:15 | t/p | 57 | 0.10 | 1.46121 | 1.45511 | 1.46121 | 10.00 | 10325.86 |
115 | 2009.09.30 16:46 | sell | 58 | 0.10 | 1.46278 | 1.46788 | 1.46178 | ||
116 | 2009.09.30 16:59 | t/p | 58 | 0.10 | 1.46178 | 1.46788 | 1.46178 | 10.00 | 10335.86 |