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=7; Lots=0.1; TrailingStop=5; StopLoss=30; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -327.45 | Gross profit | 37.85 | Gross loss | -365.30 |
Profit factor | 0.10 | Expected payoff | -5.55 | ||
Absolute drawdown | 533.05 | Maximal drawdown | 570.60 (5.68%) | Relative drawdown | 5.68% (570.60) |
Total trades | 59 | Short positions (won %) | 27 (92.59%) | Long positions (won %) | 32 (100.00%) |
Profit trades (% of total) | 57 (96.61%) | Loss trades (% of total) | 2 (3.39%) | ||
Largest | profit trade | 0.70 | loss trade | -365.00 | |
Average | profit trade | 0.66 | loss trade | -182.65 | |
Maximum | consecutive wins (profit in money) | 32 (20.80) | consecutive losses (loss in money) | 1 (-365.00) | |
Maximal | consecutive profit (count of wins) | 20.80 (32) | consecutive loss (count of losses) | -365.00 (1) | |
Average | consecutive wins | 29 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell | 1 | 0.10 | 1.42505 | 0.00000 | 1.42498 | ||
2 | 2009.08.03 03:02 | t/p | 1 | 0.10 | 1.42498 | 0.00000 | 1.42498 | 0.70 | 10000.70 |
3 | 2009.08.03 03:02 | sell | 2 | 0.10 | 1.42359 | 0.00000 | 1.42352 | ||
4 | 2009.08.03 04:20 | t/p | 2 | 0.10 | 1.42352 | 0.00000 | 1.42352 | 0.70 | 10001.40 |
5 | 2009.08.03 04:20 | sell | 3 | 0.10 | 1.42286 | 0.00000 | 1.42279 | ||
6 | 2009.08.03 08:45 | t/p | 3 | 0.10 | 1.42279 | 0.00000 | 1.42279 | 0.70 | 10002.10 |
7 | 2009.08.03 09:00 | buy | 4 | 0.10 | 1.42114 | 0.00000 | 1.42121 | ||
8 | 2009.08.03 09:10 | t/p | 4 | 0.10 | 1.42121 | 0.00000 | 1.42121 | 0.70 | 10002.80 |
9 | 2009.08.03 09:10 | buy | 5 | 0.10 | 1.42213 | 0.00000 | 1.42220 | ||
10 | 2009.08.03 09:15 | t/p | 5 | 0.10 | 1.42220 | 0.00000 | 1.42220 | 0.70 | 10003.50 |
11 | 2009.08.03 09:15 | buy | 6 | 0.10 | 1.42287 | 0.00000 | 1.42294 | ||
12 | 2009.08.03 09:20 | t/p | 6 | 0.10 | 1.42294 | 0.00000 | 1.42294 | 0.70 | 10004.20 |
13 | 2009.08.03 09:20 | sell | 7 | 0.10 | 1.42334 | 0.00000 | 1.42327 | ||
14 | 2009.08.03 09:22 | t/p | 7 | 0.10 | 1.42327 | 0.00000 | 1.42327 | 0.70 | 10004.90 |
15 | 2009.08.03 09:22 | sell | 8 | 0.10 | 1.42284 | 0.00000 | 1.42277 | ||
16 | 2009.08.03 09:27 | t/p | 8 | 0.10 | 1.42277 | 0.00000 | 1.42277 | 0.70 | 10005.60 |
17 | 2009.08.03 09:27 | sell | 9 | 0.10 | 1.42234 | 0.00000 | 1.42227 | ||
18 | 2009.08.03 09:32 | t/p | 9 | 0.10 | 1.42227 | 0.00000 | 1.42227 | 0.70 | 10006.30 |
19 | 2009.08.03 09:32 | sell | 10 | 0.10 | 1.42186 | 0.00000 | 1.42179 | ||
20 | 2009.08.07 16:45 | t/p | 10 | 0.10 | 1.42179 | 0.00000 | 1.42179 | 0.10 | 10006.40 |
21 | 2009.08.07 16:45 | buy | 11 | 0.10 | 1.42167 | 0.00000 | 1.42174 | ||
22 | 2009.08.07 16:47 | t/p | 11 | 0.10 | 1.42174 | 0.00000 | 1.42174 | 0.70 | 10007.10 |
23 | 2009.08.07 16:47 | buy | 12 | 0.10 | 1.42207 | 0.00000 | 1.42214 | ||
24 | 2009.08.07 17:15 | t/p | 12 | 0.10 | 1.42214 | 0.00000 | 1.42214 | 0.70 | 10007.80 |
25 | 2009.08.07 17:15 | buy | 13 | 0.10 | 1.42267 | 0.00000 | 1.42274 | ||
26 | 2009.08.07 17:20 | t/p | 13 | 0.10 | 1.42274 | 0.00000 | 1.42274 | 0.70 | 10008.50 |
27 | 2009.08.07 17:20 | buy | 14 | 0.10 | 1.42333 | 0.00000 | 1.42340 | ||
28 | 2009.08.12 18:15 | t/p | 14 | 0.10 | 1.42340 | 0.00000 | 1.42340 | 0.55 | 10009.05 |
29 | 2009.08.12 18:15 | sell | 15 | 0.10 | 1.42371 | 0.00000 | 1.42364 | ||
30 | 2009.08.12 18:27 | t/p | 15 | 0.10 | 1.42364 | 0.00000 | 1.42364 | 0.70 | 10009.75 |
31 | 2009.08.12 19:00 | sell | 16 | 0.10 | 1.42194 | 0.00000 | 1.42187 | ||
32 | 2009.08.12 19:02 | t/p | 16 | 0.10 | 1.42187 | 0.00000 | 1.42187 | 0.70 | 10010.45 |
33 | 2009.08.12 19:02 | sell | 17 | 0.10 | 1.42135 | 0.00000 | 1.42128 | ||
34 | 2009.08.12 20:10 | t/p | 17 | 0.10 | 1.42128 | 0.00000 | 1.42128 | 0.70 | 10011.15 |
35 | 2009.08.12 21:00 | sell | 18 | 0.10 | 1.42097 | 0.00000 | 1.42090 | ||
36 | 2009.08.12 21:02 | t/p | 18 | 0.10 | 1.42090 | 0.00000 | 1.42090 | 0.70 | 10011.85 |
37 | 2009.08.12 21:02 | sell | 19 | 0.10 | 1.41997 | 0.00000 | 1.41990 | ||
38 | 2009.08.12 22:20 | t/p | 19 | 0.10 | 1.41990 | 0.00000 | 1.41990 | 0.70 | 10012.55 |
39 | 2009.08.12 22:20 | sell | 20 | 0.10 | 1.41883 | 0.00000 | 1.41876 | ||
40 | 2009.08.12 22:50 | t/p | 20 | 0.10 | 1.41876 | 0.00000 | 1.41876 | 0.70 | 10013.25 |
41 | 2009.08.12 22:50 | sell | 21 | 0.10 | 1.41813 | 0.00000 | 1.41806 | ||
42 | 2009.08.14 20:26 | t/p | 21 | 0.10 | 1.41806 | 0.00000 | 1.41806 | 0.30 | 10013.55 |
43 | 2009.08.14 20:26 | buy | 22 | 0.10 | 1.41774 | 0.00000 | 1.41781 | ||
44 | 2009.08.14 21:10 | t/p | 22 | 0.10 | 1.41781 | 0.00000 | 1.41781 | 0.70 | 10014.25 |
45 | 2009.08.14 21:10 | buy | 23 | 0.10 | 1.41809 | 0.00000 | 1.41816 | ||
46 | 2009.08.14 21:40 | t/p | 23 | 0.10 | 1.41816 | 0.00000 | 1.41816 | 0.70 | 10014.95 |
47 | 2009.08.14 21:40 | buy | 24 | 0.10 | 1.41849 | 0.00000 | 1.41856 | ||
48 | 2009.08.14 21:45 | t/p | 24 | 0.10 | 1.41856 | 0.00000 | 1.41856 | 0.70 | 10015.65 |
49 | 2009.08.14 21:45 | buy | 25 | 0.10 | 1.41887 | 0.00000 | 1.41894 | ||
50 | 2009.08.14 21:50 | t/p | 25 | 0.10 | 1.41894 | 0.00000 | 1.41894 | 0.70 | 10016.35 |
51 | 2009.08.14 21:50 | buy | 26 | 0.10 | 1.41925 | 0.00000 | 1.41932 | ||
52 | 2009.08.14 22:32 | t/p | 26 | 0.10 | 1.41932 | 0.00000 | 1.41932 | 0.70 | 10017.05 |
53 | 2009.08.14 22:32 | buy | 27 | 0.10 | 1.41960 | 0.00000 | 1.41967 | ||
54 | 2009.08.14 22:40 | t/p | 27 | 0.10 | 1.41967 | 0.00000 | 1.41967 | 0.70 | 10017.75 |
55 | 2009.08.14 22:40 | buy | 28 | 0.10 | 1.42000 | 0.00000 | 1.42007 | ||
56 | 2009.08.14 22:50 | t/p | 28 | 0.10 | 1.42007 | 0.00000 | 1.42007 | 0.70 | 10018.45 |
57 | 2009.08.14 22:50 | buy | 29 | 0.10 | 1.42060 | 0.00000 | 1.42067 | ||
58 | 2009.08.19 16:40 | t/p | 29 | 0.10 | 1.42067 | 0.00000 | 1.42067 | 0.55 | 10019.00 |
59 | 2009.08.19 17:00 | sell | 30 | 0.10 | 1.42158 | 0.00000 | 1.42151 | ||
60 | 2009.08.19 17:02 | t/p | 30 | 0.10 | 1.42151 | 0.00000 | 1.42151 | 0.70 | 10019.70 |
61 | 2009.08.19 17:02 | sell | 31 | 0.10 | 1.42110 | 0.00000 | 1.42103 | ||
62 | 2009.08.20 03:20 | t/p | 31 | 0.10 | 1.42103 | 0.00000 | 1.42103 | 0.40 | 10020.10 |
63 | 2009.08.20 03:20 | sell | 32 | 0.10 | 1.42067 | 0.00000 | 1.42060 | ||
64 | 2009.08.20 15:16 | t/p | 32 | 0.10 | 1.42060 | 0.00000 | 1.42060 | 0.70 | 10020.80 |
65 | 2009.08.20 15:16 | sell | 33 | 0.10 | 1.41998 | 0.00000 | 1.41991 | ||
66 | 2009.09.01 19:20 | t/p | 33 | 0.10 | 1.41991 | 0.00000 | 1.41991 | -0.30 | 10020.50 |
67 | 2009.09.01 19:20 | buy | 34 | 0.10 | 1.41798 | 0.00000 | 1.41805 | ||
68 | 2009.09.01 19:22 | t/p | 34 | 0.10 | 1.41805 | 0.00000 | 1.41805 | 0.70 | 10021.20 |
69 | 2009.09.01 19:22 | buy | 35 | 0.10 | 1.41904 | 0.00000 | 1.41911 | ||
70 | 2009.09.01 19:27 | t/p | 35 | 0.10 | 1.41911 | 0.00000 | 1.41911 | 0.70 | 10021.90 |
71 | 2009.09.01 19:27 | buy | 36 | 0.10 | 1.42009 | 0.00000 | 1.42016 | ||
72 | 2009.09.01 19:27 | t/p | 36 | 0.10 | 1.42016 | 0.00000 | 1.42016 | 0.70 | 10022.60 |
73 | 2009.09.01 19:27 | buy | 37 | 0.10 | 1.42055 | 0.00000 | 1.42062 | ||
74 | 2009.09.01 19:45 | t/p | 37 | 0.10 | 1.42062 | 0.00000 | 1.42062 | 0.70 | 10023.30 |
75 | 2009.09.01 19:45 | buy | 38 | 0.10 | 1.42109 | 0.00000 | 1.42116 | ||
76 | 2009.09.01 19:50 | t/p | 38 | 0.10 | 1.42116 | 0.00000 | 1.42116 | 0.70 | 10024.00 |
77 | 2009.09.01 19:50 | buy | 39 | 0.10 | 1.42165 | 0.00000 | 1.42172 | ||
78 | 2009.09.01 21:15 | t/p | 39 | 0.10 | 1.42172 | 0.00000 | 1.42172 | 0.70 | 10024.70 |
79 | 2009.09.01 21:15 | buy | 40 | 0.10 | 1.42200 | 0.00000 | 1.42207 | ||
80 | 2009.09.01 21:50 | t/p | 40 | 0.10 | 1.42207 | 0.00000 | 1.42207 | 0.70 | 10025.40 |
81 | 2009.09.01 21:50 | buy | 41 | 0.10 | 1.42295 | 0.00000 | 1.42302 | ||
82 | 2009.09.02 08:40 | t/p | 41 | 0.10 | 1.42302 | 0.00000 | 1.42302 | 0.65 | 10026.05 |
83 | 2009.09.02 09:00 | sell | 42 | 0.10 | 1.42415 | 0.00000 | 1.42408 | ||
84 | 2009.09.02 09:10 | t/p | 42 | 0.10 | 1.42408 | 0.00000 | 1.42408 | 0.70 | 10026.75 |
85 | 2009.09.02 09:10 | sell | 43 | 0.10 | 1.42333 | 0.00000 | 1.42326 | ||
86 | 2009.09.02 09:15 | t/p | 43 | 0.10 | 1.42326 | 0.00000 | 1.42326 | 0.70 | 10027.45 |
87 | 2009.09.02 09:15 | sell | 44 | 0.10 | 1.42248 | 0.00000 | 1.42241 | ||
88 | 2009.09.02 09:20 | t/p | 44 | 0.10 | 1.42241 | 0.00000 | 1.42241 | 0.70 | 10028.15 |
89 | 2009.09.02 09:20 | sell | 45 | 0.10 | 1.42136 | 0.00000 | 1.42129 | ||
90 | 2009.09.02 09:50 | t/p | 45 | 0.10 | 1.42129 | 0.00000 | 1.42129 | 0.70 | 10028.85 |
91 | 2009.09.02 09:50 | sell | 46 | 0.10 | 1.42092 | 0.00000 | 1.42085 | ||
92 | 2009.09.02 14:20 | t/p | 46 | 0.10 | 1.42085 | 0.00000 | 1.42085 | 0.70 | 10029.55 |
93 | 2009.09.02 14:20 | sell | 47 | 0.10 | 1.41958 | 0.00000 | 1.41951 | ||
94 | 2009.09.02 15:16 | t/p | 47 | 0.10 | 1.41951 | 0.00000 | 1.41951 | 0.70 | 10030.25 |
95 | 2009.09.02 15:16 | buy | 48 | 0.10 | 1.41949 | 0.00000 | 1.41956 | ||
96 | 2009.09.02 15:26 | t/p | 48 | 0.10 | 1.41956 | 0.00000 | 1.41956 | 0.70 | 10030.95 |
97 | 2009.09.02 15:26 | buy | 49 | 0.10 | 1.42015 | 0.00000 | 1.42022 | ||
98 | 2009.09.02 15:26 | t/p | 49 | 0.10 | 1.42022 | 0.00000 | 1.42022 | 0.70 | 10031.65 |
99 | 2009.09.02 15:26 | buy | 50 | 0.10 | 1.42058 | 0.00000 | 1.42065 | ||
100 | 2009.09.02 15:45 | t/p | 50 | 0.10 | 1.42065 | 0.00000 | 1.42065 | 0.70 | 10032.35 |
101 | 2009.09.02 15:45 | buy | 51 | 0.10 | 1.42135 | 0.00000 | 1.42142 | ||
102 | 2009.09.02 15:50 | t/p | 51 | 0.10 | 1.42142 | 0.00000 | 1.42142 | 0.70 | 10033.05 |
103 | 2009.09.02 15:50 | buy | 52 | 0.10 | 1.42206 | 0.00000 | 1.42213 | ||
104 | 2009.09.02 16:02 | t/p | 52 | 0.10 | 1.42213 | 0.00000 | 1.42213 | 0.70 | 10033.75 |
105 | 2009.09.02 17:00 | sell | 53 | 0.10 | 1.42377 | 0.00000 | 1.42370 | ||
106 | 2009.09.02 17:02 | t/p | 53 | 0.10 | 1.42370 | 0.00000 | 1.42370 | 0.70 | 10034.45 |
107 | 2009.09.02 17:02 | sell | 54 | 0.10 | 1.42289 | 0.00000 | 1.42282 | ||
108 | 2009.09.04 14:50 | t/p | 54 | 0.10 | 1.42282 | 0.00000 | 1.42282 | 0.30 | 10034.75 |
109 | 2009.09.04 15:00 | buy | 55 | 0.10 | 1.42209 | 0.00000 | 1.42216 | ||
110 | 2009.09.04 16:15 | t/p | 55 | 0.10 | 1.42216 | 0.00000 | 1.42216 | 0.70 | 10035.45 |
111 | 2009.09.04 16:15 | buy | 56 | 0.10 | 1.42273 | 0.00000 | 1.42280 | ||
112 | 2009.09.04 16:20 | t/p | 56 | 0.10 | 1.42280 | 0.00000 | 1.42280 | 0.70 | 10036.15 |
113 | 2009.09.04 16:20 | buy | 57 | 0.10 | 1.42345 | 0.00000 | 1.42352 | ||
114 | 2009.09.04 17:35 | t/p | 57 | 0.10 | 1.42352 | 0.00000 | 1.42352 | 0.70 | 10036.85 |
115 | 2009.09.04 17:35 | buy | 58 | 0.10 | 1.42387 | 0.00000 | 1.42394 | ||
116 | 2009.09.04 17:40 | t/p | 58 | 0.10 | 1.42394 | 0.00000 | 1.42394 | 0.70 | 10037.55 |
117 | 2009.09.04 18:00 | sell | 59 | 0.10 | 1.42767 | 0.00000 | 1.42760 | ||
118 | 2009.09.30 23:59 | close at stop | 59 | 0.10 | 1.46393 | 0.00000 | 1.42760 | -365.00 | 9672.55 |