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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -180.54 | Gross profit | 0.00 | Gross loss | -180.54 |
| Profit factor | 0.00 | Expected payoff | -10.03 | ||
| Absolute drawdown | 180.54 | Maximal drawdown | 186.94 (1.87%) | Relative drawdown | 1.87% (186.94) |
| Total trades | 18 | Short positions (won %) | 9 (0.00%) | Long positions (won %) | 9 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 18 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -10.51 | |
| Average | profit trade | 0.00 | loss trade | -10.03 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 18 (-180.54) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -180.54 (18) | |
| Average | consecutive wins | 0 | consecutive losses | 18 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 03:00 | buy stop | 1 | 0.10 | 1.44147 | 1.44047 | 0.00000 | ||
| 2 | 2009.08.04 03:02 | sell stop | 2 | 0.10 | 1.44018 | 1.44118 | 0.00000 | ||
| 3 | 2009.08.04 03:15 | sell | 2 | 0.10 | 1.44018 | 1.44118 | 0.00000 | ||
| 4 | 2009.08.04 03:40 | s/l | 2 | 0.10 | 1.44118 | 1.44118 | 0.00000 | -10.00 | 9990.00 |
| 5 | 2009.08.04 03:45 | buy | 1 | 0.10 | 1.44147 | 1.44047 | 0.00000 | ||
| 6 | 2009.08.04 04:02 | s/l | 1 | 0.10 | 1.44047 | 1.44047 | 0.00000 | -10.00 | 9980.00 |
| 7 | 2009.08.11 03:00 | buy stop | 3 | 0.10 | 1.41545 | 1.41445 | 0.00000 | ||
| 8 | 2009.08.11 03:02 | sell stop | 4 | 0.10 | 1.41408 | 1.41508 | 0.00000 | ||
| 9 | 2009.08.11 03:15 | buy | 3 | 0.10 | 1.41545 | 1.41445 | 0.00000 | ||
| 10 | 2009.08.11 03:50 | s/l | 3 | 0.10 | 1.41445 | 1.41445 | 0.00000 | -10.00 | 9970.00 |
| 11 | 2009.08.11 04:20 | sell | 4 | 0.10 | 1.41408 | 1.41508 | 0.00000 | ||
| 12 | 2009.08.11 08:20 | s/l | 4 | 0.10 | 1.41508 | 1.41508 | 0.00000 | -10.00 | 9960.00 |
| 13 | 2009.08.18 03:00 | buy stop | 5 | 0.10 | 1.41111 | 1.41011 | 0.00000 | ||
| 14 | 2009.08.18 03:02 | sell stop | 6 | 0.10 | 1.41022 | 1.41122 | 0.00000 | ||
| 15 | 2009.08.18 03:15 | sell | 6 | 0.10 | 1.41022 | 1.41122 | 0.00000 | ||
| 16 | 2009.08.18 03:40 | s/l | 6 | 0.10 | 1.41122 | 1.41122 | 0.00000 | -10.00 | 9950.00 |
| 17 | 2009.08.18 03:40 | buy | 5 | 0.10 | 1.41111 | 1.41011 | 0.00000 | ||
| 18 | 2009.08.18 05:20 | s/l | 5 | 0.10 | 1.41011 | 1.41011 | 0.00000 | -10.00 | 9940.00 |
| 19 | 2009.08.25 03:00 | buy stop | 7 | 0.10 | 1.42893 | 1.42793 | 0.00000 | ||
| 20 | 2009.08.25 03:02 | sell stop | 8 | 0.10 | 1.42693 | 1.42793 | 0.00000 | ||
| 21 | 2009.08.25 03:20 | buy | 7 | 0.10 | 1.42893 | 1.42793 | 0.00000 | ||
| 22 | 2009.08.25 03:37 | s/l | 7 | 0.10 | 1.42793 | 1.42793 | 0.00000 | -10.00 | 9930.00 |
| 23 | 2009.08.25 08:50 | sell | 8 | 0.10 | 1.42693 | 1.42793 | 0.00000 | ||
| 24 | 2009.08.25 09:50 | s/l | 8 | 0.10 | 1.42793 | 1.42793 | 0.00000 | -10.00 | 9920.00 |
| 25 | 2009.09.01 03:00 | buy stop | 9 | 0.10 | 1.43285 | 1.43185 | 0.00000 | ||
| 26 | 2009.09.01 03:02 | sell stop | 10 | 0.10 | 1.43168 | 1.43268 | 0.00000 | ||
| 27 | 2009.09.01 03:10 | buy | 9 | 0.10 | 1.43285 | 1.43185 | 0.00000 | ||
| 28 | 2009.09.01 12:15 | s/l | 9 | 0.10 | 1.43185 | 1.43185 | 0.00000 | -10.00 | 9910.00 |
| 29 | 2009.09.01 12:20 | sell | 10 | 0.10 | 1.43168 | 1.43268 | 0.00000 | ||
| 30 | 2009.09.01 14:37 | s/l | 10 | 0.10 | 1.43268 | 1.43268 | 0.00000 | -10.00 | 9900.00 |
| 31 | 2009.09.08 03:00 | buy stop | 11 | 0.10 | 1.43466 | 1.43366 | 0.00000 | ||
| 32 | 2009.09.08 03:02 | sell stop | 12 | 0.10 | 1.43339 | 1.43439 | 0.00000 | ||
| 33 | 2009.09.08 03:20 | buy | 11 | 0.10 | 1.43466 | 1.43366 | 0.00000 | ||
| 34 | 2009.09.08 03:45 | s/l | 11 | 0.10 | 1.43366 | 1.43366 | 0.00000 | -10.00 | 9890.00 |
| 35 | 2009.09.08 03:45 | sell | 12 | 0.10 | 1.43339 | 1.43439 | 0.00000 | ||
| 36 | 2009.09.08 05:45 | s/l | 12 | 0.10 | 1.43439 | 1.43439 | 0.00000 | -10.00 | 9880.00 |
| 37 | 2009.09.15 03:00 | buy stop | 13 | 0.10 | 1.46338 | 1.46238 | 0.00000 | ||
| 38 | 2009.09.15 03:02 | sell stop | 14 | 0.10 | 1.46155 | 1.46255 | 0.00000 | ||
| 39 | 2009.09.15 03:45 | sell | 14 | 0.10 | 1.46155 | 1.46255 | 0.00000 | ||
| 40 | 2009.09.15 06:20 | s/l | 14 | 0.10 | 1.46255 | 1.46255 | 0.00000 | -10.00 | 9870.00 |
| 41 | 2009.09.15 07:50 | buy | 13 | 0.10 | 1.46338 | 1.46238 | 0.00000 | ||
| 42 | 2009.09.15 08:45 | s/l | 13 | 0.10 | 1.46238 | 1.46238 | 0.00000 | -10.00 | 9860.00 |
| 43 | 2009.09.22 03:00 | buy stop | 15 | 0.10 | 1.47079 | 1.46979 | 0.00000 | ||
| 44 | 2009.09.22 03:02 | sell stop | 16 | 0.10 | 1.46958 | 1.47058 | 0.00000 | ||
| 45 | 2009.09.22 03:10 | buy | 15 | 0.10 | 1.47079 | 1.46979 | 0.00000 | ||
| 46 | 2009.09.23 23:59 | s/l | 15 | 0.10 | 1.46979 | 1.46979 | 0.00000 | -10.03 | 9849.97 |
| 47 | 2009.09.23 23:59 | sell | 16 | 0.10 | 1.46958 | 1.47058 | 0.00000 | ||
| 48 | 2009.09.24 00:15 | s/l | 16 | 0.10 | 1.47058 | 1.47058 | 0.00000 | -10.51 | 9839.46 |
| 49 | 2009.09.29 03:00 | buy stop | 17 | 0.10 | 1.46012 | 1.45912 | 0.00000 | ||
| 50 | 2009.09.29 03:02 | sell stop | 18 | 0.10 | 1.45808 | 1.45908 | 0.00000 | ||
| 51 | 2009.09.29 03:43 | buy | 17 | 0.10 | 1.46012 | 1.45912 | 0.00000 | ||
| 52 | 2009.09.29 09:40 | s/l | 17 | 0.10 | 1.45912 | 1.45912 | 0.00000 | -10.00 | 9829.46 |
| 53 | 2009.09.29 09:45 | sell | 18 | 0.10 | 1.45808 | 1.45908 | 0.00000 | ||
| 54 | 2009.09.29 10:45 | s/l | 18 | 0.10 | 1.45908 | 1.45908 | 0.00000 | -10.00 | 9819.46 |