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 | ModeNote=""0"; PriceNote=""0Close,"; FastMA=10; FastMode=1; FastShift=0; FastPrice=0; SlowMA=20; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=100; StopLoss=50; TrailingStop=0; AutoClose=true; FirstLots=0.1; Management=true; Balance=1000; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 652.50 | Gross profit | 2341.00 | Gross loss | -1688.50 |
| Profit factor | 1.39 | Expected payoff | 11.65 | ||
| Absolute drawdown | 100.00 | Maximal drawdown | 342.98 (3.31%) | Relative drawdown | 3.31% (342.98) |
| Total trades | 56 | Short positions (won %) | 25 (36.00%) | Long positions (won %) | 31 (45.16%) |
| Profit trades (% of total) | 23 (41.07%) | Loss trades (% of total) | 33 (58.93%) | ||
| Largest | profit trade | 106.00 | loss trade | -53.50 | |
| Average | profit trade | 101.78 | loss trade | -51.17 | |
| Maximum | consecutive wins (profit in money) | 3 (315.00) | consecutive losses (loss in money) | 4 (-203.00) | |
| Maximal | consecutive profit (count of wins) | 315.00 (3) | consecutive loss (count of losses) | -203.00 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 11:00 | sell | 1 | 1.00 | 1.43905 | 1.43955 | 1.43805 | ||
| 2 | 2009.08.05 11:15 | s/l | 1 | 1.00 | 1.43955 | 1.43955 | 1.43805 | -50.00 | 9950.00 |
| 3 | 2009.08.05 14:00 | buy | 2 | 1.00 | 1.44174 | 1.44124 | 1.44274 | ||
| 4 | 2009.08.05 14:10 | s/l | 2 | 1.00 | 1.44124 | 1.44124 | 1.44274 | -50.00 | 9900.00 |
| 5 | 2009.08.05 16:00 | sell | 3 | 0.99 | 1.43865 | 1.43915 | 1.43765 | ||
| 6 | 2009.08.05 16:03 | t/p | 3 | 0.99 | 1.43765 | 1.43915 | 1.43765 | 99.00 | 9999.00 |
| 7 | 2009.08.05 16:03 | sell | 4 | 1.00 | 1.43750 | 1.43800 | 1.43650 | ||
| 8 | 2009.08.05 16:16 | t/p | 4 | 1.00 | 1.43650 | 1.43800 | 1.43650 | 100.00 | 10099.00 |
| 9 | 2009.08.05 19:00 | buy | 5 | 1.01 | 1.44174 | 1.44124 | 1.44274 | ||
| 10 | 2009.08.05 19:02 | s/l | 5 | 1.01 | 1.44124 | 1.44124 | 1.44274 | -50.50 | 10048.50 |
| 11 | 2009.08.05 19:02 | buy | 6 | 1.00 | 1.44089 | 1.44039 | 1.44189 | ||
| 12 | 2009.08.05 19:15 | t/p | 6 | 1.00 | 1.44189 | 1.44039 | 1.44189 | 100.00 | 10148.50 |
| 13 | 2009.08.06 09:00 | sell | 7 | 1.01 | 1.43932 | 1.43982 | 1.43832 | ||
| 14 | 2009.08.06 09:15 | s/l | 7 | 1.01 | 1.43982 | 1.43982 | 1.43832 | -50.50 | 10098.00 |
| 15 | 2009.08.12 16:00 | buy | 8 | 1.01 | 1.41927 | 1.41877 | 1.42027 | ||
| 16 | 2009.08.12 16:02 | s/l | 8 | 1.01 | 1.41877 | 1.41877 | 1.42027 | -50.50 | 10047.50 |
| 17 | 2009.08.12 16:02 | buy | 9 | 1.00 | 1.41883 | 1.41833 | 1.41983 | ||
| 18 | 2009.08.12 16:15 | t/p | 9 | 1.00 | 1.41983 | 1.41833 | 1.41983 | 100.00 | 10147.50 |
| 19 | 2009.08.14 17:00 | sell | 10 | 1.01 | 1.42350 | 1.42400 | 1.42250 | ||
| 20 | 2009.08.14 17:03 | s/l | 10 | 1.01 | 1.42400 | 1.42400 | 1.42250 | -50.50 | 10097.00 |
| 21 | 2009.08.14 17:03 | sell | 11 | 1.01 | 1.42446 | 1.42496 | 1.42346 | ||
| 22 | 2009.08.14 17:20 | t/p | 11 | 1.01 | 1.42346 | 1.42496 | 1.42346 | 101.00 | 10198.00 |
| 23 | 2009.08.18 10:00 | buy | 12 | 1.02 | 1.41268 | 1.41218 | 1.41368 | ||
| 24 | 2009.08.18 10:03 | s/l | 12 | 1.02 | 1.41218 | 1.41218 | 1.41368 | -51.00 | 10147.00 |
| 25 | 2009.08.18 10:03 | buy | 13 | 1.01 | 1.41178 | 1.41128 | 1.41278 | ||
| 26 | 2009.08.18 10:32 | t/p | 13 | 1.01 | 1.41278 | 1.41128 | 1.41278 | 101.00 | 10248.00 |
| 27 | 2009.08.18 15:00 | sell | 14 | 1.02 | 1.40798 | 1.40848 | 1.40698 | ||
| 28 | 2009.08.18 15:20 | s/l | 14 | 1.02 | 1.40848 | 1.40848 | 1.40698 | -51.00 | 10197.00 |
| 29 | 2009.08.18 19:00 | buy | 15 | 1.02 | 1.41230 | 1.41180 | 1.41330 | ||
| 30 | 2009.08.18 19:32 | s/l | 15 | 1.02 | 1.41180 | 1.41180 | 1.41330 | -51.00 | 10146.00 |
| 31 | 2009.08.19 10:00 | sell | 16 | 1.01 | 1.40967 | 1.41017 | 1.40867 | ||
| 32 | 2009.08.19 10:02 | t/p | 16 | 1.01 | 1.40867 | 1.41017 | 1.40867 | 101.00 | 10247.00 |
| 33 | 2009.08.19 10:02 | sell | 17 | 1.02 | 1.40856 | 1.40906 | 1.40756 | ||
| 34 | 2009.08.19 10:10 | s/l | 17 | 1.02 | 1.40906 | 1.40906 | 1.40756 | -51.00 | 10196.00 |
| 35 | 2009.08.19 17:00 | buy | 18 | 1.02 | 1.42169 | 1.42119 | 1.42269 | ||
| 36 | 2009.08.19 17:02 | s/l | 18 | 1.02 | 1.42119 | 1.42119 | 1.42269 | -51.00 | 10145.00 |
| 37 | 2009.08.19 17:02 | buy | 19 | 1.01 | 1.42121 | 1.42071 | 1.42221 | ||
| 38 | 2009.08.19 17:10 | t/p | 19 | 1.01 | 1.42221 | 1.42071 | 1.42221 | 101.00 | 10246.00 |
| 39 | 2009.08.24 13:00 | sell | 20 | 1.02 | 1.43075 | 1.43125 | 1.42975 | ||
| 40 | 2009.08.24 13:10 | s/l | 20 | 1.02 | 1.43125 | 1.43125 | 1.42975 | -51.00 | 10195.00 |
| 41 | 2009.08.24 14:00 | buy | 21 | 1.02 | 1.43282 | 1.43232 | 1.43382 | ||
| 42 | 2009.08.24 14:15 | s/l | 21 | 1.02 | 1.43232 | 1.43232 | 1.43382 | -51.00 | 10144.00 |
| 43 | 2009.08.24 21:00 | sell | 22 | 1.01 | 1.42879 | 1.42929 | 1.42779 | ||
| 44 | 2009.08.24 21:15 | s/l | 22 | 1.01 | 1.42929 | 1.42929 | 1.42779 | -50.50 | 10093.50 |
| 45 | 2009.08.25 15:00 | buy | 23 | 1.01 | 1.43413 | 1.43363 | 1.43513 | ||
| 46 | 2009.08.25 15:02 | s/l | 23 | 1.01 | 1.43363 | 1.43363 | 1.43513 | -50.50 | 10043.00 |
| 47 | 2009.08.25 15:02 | buy | 24 | 1.00 | 1.43364 | 1.43314 | 1.43464 | ||
| 48 | 2009.08.25 15:15 | t/p | 24 | 1.00 | 1.43464 | 1.43314 | 1.43464 | 100.00 | 10143.00 |
| 49 | 2009.08.26 02:00 | sell | 25 | 1.01 | 1.42824 | 1.42874 | 1.42724 | ||
| 50 | 2009.08.26 02:15 | s/l | 25 | 1.01 | 1.42874 | 1.42874 | 1.42724 | -50.50 | 10092.50 |
| 51 | 2009.08.26 10:00 | buy | 26 | 1.01 | 1.43375 | 1.43325 | 1.43475 | ||
| 52 | 2009.08.26 10:07 | t/p | 26 | 1.01 | 1.43475 | 1.43325 | 1.43475 | 101.00 | 10193.50 |
| 53 | 2009.08.26 14:00 | sell | 27 | 1.02 | 1.42778 | 1.42828 | 1.42678 | ||
| 54 | 2009.08.26 14:07 | s/l | 27 | 1.02 | 1.42828 | 1.42828 | 1.42678 | -51.00 | 10142.50 |
| 55 | 2009.08.27 14:00 | buy | 28 | 1.01 | 1.42787 | 1.42737 | 1.42887 | ||
| 56 | 2009.08.27 14:15 | s/l | 28 | 1.01 | 1.42737 | 1.42737 | 1.42887 | -50.50 | 10092.00 |
| 57 | 2009.08.27 16:00 | sell | 29 | 1.01 | 1.42291 | 1.42341 | 1.42191 | ||
| 58 | 2009.08.27 16:15 | s/l | 29 | 1.01 | 1.42341 | 1.42341 | 1.42191 | -50.50 | 10041.50 |
| 59 | 2009.08.27 20:00 | buy | 30 | 1.00 | 1.42757 | 1.42707 | 1.42857 | ||
| 60 | 2009.08.27 20:05 | t/p | 30 | 1.00 | 1.42857 | 1.42707 | 1.42857 | 100.00 | 10141.50 |
| 61 | 2009.08.28 22:00 | sell | 31 | 1.01 | 1.43001 | 1.43051 | 1.42901 | ||
| 62 | 2009.08.28 22:45 | s/l | 31 | 1.01 | 1.43051 | 1.43051 | 1.42901 | -50.50 | 10091.00 |
| 63 | 2009.08.31 18:00 | buy | 32 | 1.01 | 1.43537 | 1.43487 | 1.43637 | ||
| 64 | 2009.08.31 18:02 | t/p | 32 | 1.01 | 1.43637 | 1.43487 | 1.43637 | 101.00 | 10192.00 |
| 65 | 2009.08.31 18:02 | buy | 33 | 1.02 | 1.43660 | 1.43610 | 1.43760 | ||
| 66 | 2009.08.31 18:10 | s/l | 33 | 1.02 | 1.43610 | 1.43610 | 1.43760 | -51.00 | 10141.00 |
| 67 | 2009.09.01 14:00 | sell | 34 | 1.01 | 1.43101 | 1.43151 | 1.43001 | ||
| 68 | 2009.09.01 14:07 | t/p | 34 | 1.01 | 1.43001 | 1.43151 | 1.43001 | 101.00 | 10242.00 |
| 69 | 2009.09.02 19:00 | buy | 35 | 1.02 | 1.42909 | 1.42859 | 1.43009 | ||
| 70 | 2009.09.02 19:10 | s/l | 35 | 1.02 | 1.42859 | 1.42859 | 1.43009 | -51.00 | 10191.00 |
| 71 | 2009.09.03 21:00 | sell | 36 | 1.02 | 1.42486 | 1.42536 | 1.42386 | ||
| 72 | 2009.09.03 21:33 | s/l | 36 | 1.02 | 1.42536 | 1.42536 | 1.42386 | -51.00 | 10140.00 |
| 73 | 2009.09.04 11:00 | buy | 37 | 1.01 | 1.42817 | 1.42767 | 1.42917 | ||
| 74 | 2009.09.04 11:15 | s/l | 37 | 1.01 | 1.42767 | 1.42767 | 1.42917 | -50.50 | 10089.50 |
| 75 | 2009.09.04 15:00 | sell | 38 | 1.01 | 1.42181 | 1.42231 | 1.42081 | ||
| 76 | 2009.09.04 15:15 | t/p | 38 | 1.01 | 1.42081 | 1.42231 | 1.42081 | 101.00 | 10190.50 |
| 77 | 2009.09.04 19:00 | buy | 39 | 1.02 | 1.43071 | 1.43021 | 1.43171 | ||
| 78 | 2009.09.04 19:02 | s/l | 39 | 1.02 | 1.43021 | 1.43021 | 1.43171 | -51.00 | 10139.50 |
| 79 | 2009.09.04 19:02 | buy | 40 | 1.01 | 1.43026 | 1.42976 | 1.43126 | ||
| 80 | 2009.09.04 19:15 | t/p | 40 | 1.01 | 1.43126 | 1.42976 | 1.43126 | 101.00 | 10240.50 |
| 81 | 2009.09.11 22:00 | sell | 41 | 1.02 | 1.45815 | 1.45865 | 1.45715 | ||
| 82 | 2009.09.11 22:59 | t/p | 41 | 1.02 | 1.45715 | 1.45865 | 1.45715 | 102.00 | 10342.50 |
| 83 | 2009.09.14 16:00 | buy | 42 | 1.03 | 1.46223 | 1.46173 | 1.46323 | ||
| 84 | 2009.09.14 16:07 | t/p | 42 | 1.03 | 1.46323 | 1.46173 | 1.46323 | 103.00 | 10445.50 |
| 85 | 2009.09.15 15:00 | sell | 43 | 1.04 | 1.45788 | 1.45838 | 1.45688 | ||
| 86 | 2009.09.15 15:15 | s/l | 43 | 1.04 | 1.45838 | 1.45838 | 1.45688 | -52.00 | 10393.50 |
| 87 | 2009.09.15 19:00 | buy | 44 | 1.04 | 1.46374 | 1.46324 | 1.46474 | ||
| 88 | 2009.09.15 19:02 | s/l | 44 | 1.04 | 1.46324 | 1.46324 | 1.46474 | -52.00 | 10341.50 |
| 89 | 2009.09.15 19:02 | buy | 45 | 1.03 | 1.46328 | 1.46278 | 1.46428 | ||
| 90 | 2009.09.15 19:15 | t/p | 45 | 1.03 | 1.46428 | 1.46278 | 1.46428 | 103.00 | 10444.50 |
| 91 | 2009.09.18 05:00 | sell | 46 | 1.04 | 1.47020 | 1.47070 | 1.46920 | ||
| 92 | 2009.09.18 05:13 | s/l | 46 | 1.04 | 1.47070 | 1.47070 | 1.46920 | -52.00 | 10392.50 |
| 93 | 2009.09.22 03:00 | buy | 47 | 1.04 | 1.47016 | 1.46966 | 1.47116 | ||
| 94 | 2009.09.22 03:15 | t/p | 47 | 1.04 | 1.47116 | 1.46966 | 1.47116 | 104.00 | 10496.50 |
| 95 | 2009.09.23 16:00 | sell | 48 | 1.05 | 1.47657 | 1.47707 | 1.47557 | ||
| 96 | 2009.09.23 16:10 | s/l | 48 | 1.05 | 1.47707 | 1.47707 | 1.47557 | -52.50 | 10444.00 |
| 97 | 2009.09.24 13:00 | buy | 49 | 1.04 | 1.47675 | 1.47625 | 1.47775 | ||
| 98 | 2009.09.24 13:02 | s/l | 49 | 1.04 | 1.47625 | 1.47625 | 1.47775 | -52.00 | 10392.00 |
| 99 | 2009.09.24 13:02 | buy | 50 | 1.04 | 1.47629 | 1.47579 | 1.47729 | ||
| 100 | 2009.09.24 13:20 | t/p | 50 | 1.04 | 1.47729 | 1.47579 | 1.47729 | 104.00 | 10496.00 |
| 101 | 2009.09.24 17:00 | sell | 51 | 1.05 | 1.47068 | 1.47118 | 1.46968 | ||
| 102 | 2009.09.24 17:15 | t/p | 51 | 1.05 | 1.46968 | 1.47118 | 1.46968 | 105.00 | 10601.00 |
| 103 | 2009.09.28 01:00 | buy | 52 | 1.06 | 1.47041 | 1.46991 | 1.47141 | ||
| 104 | 2009.09.28 01:02 | t/p | 52 | 1.06 | 1.47141 | 1.46991 | 1.47141 | 106.00 | 10707.00 |
| 105 | 2009.09.28 01:02 | buy | 53 | 1.07 | 1.47183 | 1.47133 | 1.47283 | ||
| 106 | 2009.09.28 01:10 | s/l | 53 | 1.07 | 1.47133 | 1.47133 | 1.47283 | -53.50 | 10653.50 |
| 107 | 2009.09.28 03:00 | sell | 54 | 1.07 | 1.46441 | 1.46491 | 1.46341 | ||
| 108 | 2009.09.28 03:02 | s/l | 54 | 1.07 | 1.46491 | 1.46491 | 1.46341 | -53.50 | 10600.00 |
| 109 | 2009.09.28 03:02 | sell | 55 | 1.06 | 1.46493 | 1.46543 | 1.46393 | ||
| 110 | 2009.09.28 03:15 | t/p | 55 | 1.06 | 1.46393 | 1.46543 | 1.46393 | 106.00 | 10706.00 |
| 111 | 2009.09.30 04:00 | buy | 56 | 1.07 | 1.46243 | 1.46193 | 1.46343 | ||
| 112 | 2009.09.30 04:20 | s/l | 56 | 1.07 | 1.46193 | 1.46193 | 1.46343 | -53.50 | 10652.50 |