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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1751.50 | Gross profit | 4541.50 | Gross loss | -6293.00 |
| Profit factor | 0.72 | Expected payoff | -41.70 | ||
| Absolute drawdown | 1929.50 | Maximal drawdown | 2963.50 (26.86%) | Relative drawdown | 26.86% (2963.50) |
| Total trades | 42 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 22 (90.91%) |
| Profit trades (% of total) | 35 (83.33%) | Loss trades (% of total) | 7 (16.67%) | ||
| Largest | profit trade | 130.00 | loss trade | -1012.00 | |
| Average | profit trade | 129.76 | loss trade | -899.00 | |
| Maximum | consecutive wins (profit in money) | 9 (1168.00) | consecutive losses (loss in money) | 1 (-1012.00) | |
| Maximal | consecutive profit (count of wins) | 1168.00 (9) | consecutive loss (count of losses) | -1012.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.07 21:00 | sell | 1 | 1.00 | 1.41702 | 1.42711 | 1.41572 | ||
| 2 | 2009.08.10 15:50 | t/p | 1 | 1.00 | 1.41572 | 1.42711 | 1.41572 | 129.00 | 10129.00 |
| 3 | 2009.08.10 20:00 | sell | 2 | 1.00 | 1.41073 | 1.42082 | 1.40943 | ||
| 4 | 2009.08.12 09:20 | t/p | 2 | 1.00 | 1.40943 | 1.42082 | 1.40943 | 128.00 | 10257.00 |
| 5 | 2009.08.13 03:00 | buy | 3 | 1.00 | 1.42177 | 1.41168 | 1.42307 | ||
| 6 | 2009.08.13 03:20 | t/p | 3 | 1.00 | 1.42307 | 1.41168 | 1.42307 | 130.00 | 10387.00 |
| 7 | 2009.08.13 03:20 | buy | 4 | 1.00 | 1.42327 | 1.41318 | 1.42457 | ||
| 8 | 2009.08.13 08:15 | t/p | 4 | 1.00 | 1.42457 | 1.41318 | 1.42457 | 130.00 | 10517.00 |
| 9 | 2009.08.13 11:00 | buy | 5 | 1.00 | 1.42563 | 1.41554 | 1.42693 | ||
| 10 | 2009.08.13 11:15 | t/p | 5 | 1.00 | 1.42693 | 1.41554 | 1.42693 | 130.00 | 10647.00 |
| 11 | 2009.08.13 11:15 | buy | 6 | 1.00 | 1.42740 | 1.41731 | 1.42870 | ||
| 12 | 2009.08.13 14:15 | t/p | 6 | 1.00 | 1.42870 | 1.41731 | 1.42870 | 130.00 | 10777.00 |
| 13 | 2009.08.13 17:00 | buy | 7 | 1.00 | 1.42936 | 1.41927 | 1.43066 | ||
| 14 | 2009.08.13 19:37 | t/p | 7 | 1.00 | 1.43066 | 1.41927 | 1.43066 | 130.00 | 10907.00 |
| 15 | 2009.08.14 04:00 | buy | 8 | 1.00 | 1.42931 | 1.41922 | 1.43061 | ||
| 16 | 2009.08.14 19:33 | s/l | 8 | 1.00 | 1.41922 | 1.41922 | 1.43061 | -1009.00 | 9898.00 |
| 17 | 2009.08.14 19:33 | sell | 9 | 1.00 | 1.41909 | 1.42918 | 1.41779 | ||
| 18 | 2009.08.14 20:26 | t/p | 9 | 1.00 | 1.41779 | 1.42918 | 1.41779 | 130.00 | 10028.00 |
| 19 | 2009.08.17 02:00 | sell | 10 | 1.00 | 1.41654 | 1.42663 | 1.41524 | ||
| 20 | 2009.08.17 03:15 | t/p | 10 | 1.00 | 1.41524 | 1.42663 | 1.41524 | 130.00 | 10158.00 |
| 21 | 2009.08.17 08:00 | sell | 11 | 1.00 | 1.41377 | 1.42386 | 1.41247 | ||
| 22 | 2009.08.17 09:20 | t/p | 11 | 1.00 | 1.41247 | 1.42386 | 1.41247 | 130.00 | 10288.00 |
| 23 | 2009.08.17 13:00 | sell | 12 | 1.00 | 1.40583 | 1.41592 | 1.40453 | ||
| 24 | 2009.08.19 01:45 | s/l | 12 | 1.00 | 1.41592 | 1.41592 | 1.40453 | -1011.00 | 9277.00 |
| 25 | 2009.08.19 21:00 | buy | 13 | 1.00 | 1.42411 | 1.41402 | 1.42541 | ||
| 26 | 2009.08.20 01:50 | t/p | 13 | 1.00 | 1.42541 | 1.41402 | 1.42541 | 128.50 | 9405.50 |
| 27 | 2009.08.20 02:00 | buy | 14 | 1.00 | 1.42496 | 1.41487 | 1.42626 | ||
| 28 | 2009.08.20 20:02 | t/p | 14 | 1.00 | 1.42626 | 1.41487 | 1.42626 | 130.00 | 9535.50 |
| 29 | 2009.08.21 02:00 | buy | 15 | 1.00 | 1.42540 | 1.41531 | 1.42670 | ||
| 30 | 2009.08.21 09:26 | t/p | 15 | 1.00 | 1.42670 | 1.41531 | 1.42670 | 130.00 | 9665.50 |
| 31 | 2009.08.21 15:00 | buy | 16 | 1.00 | 1.43289 | 1.42280 | 1.43419 | ||
| 32 | 2009.08.21 15:32 | t/p | 16 | 1.00 | 1.43419 | 1.42280 | 1.43419 | 130.00 | 9795.50 |
| 33 | 2009.08.21 15:32 | buy | 17 | 1.00 | 1.43436 | 1.42427 | 1.43566 | ||
| 34 | 2009.08.21 16:02 | t/p | 17 | 1.00 | 1.43566 | 1.42427 | 1.43566 | 130.00 | 9925.50 |
| 35 | 2009.08.26 18:00 | sell | 18 | 1.00 | 1.42286 | 1.43295 | 1.42156 | ||
| 36 | 2009.08.27 20:10 | s/l | 18 | 1.00 | 1.43295 | 1.43295 | 1.42156 | -1012.00 | 8913.50 |
| 37 | 2009.08.27 22:00 | buy | 19 | 1.00 | 1.43579 | 1.42570 | 1.43709 | ||
| 38 | 2009.08.28 01:50 | t/p | 19 | 1.00 | 1.43709 | 1.42570 | 1.43709 | 129.50 | 9043.00 |
| 39 | 2009.08.28 04:00 | buy | 20 | 1.00 | 1.43666 | 1.42657 | 1.43796 | ||
| 40 | 2009.08.28 15:20 | t/p | 20 | 1.00 | 1.43796 | 1.42657 | 1.43796 | 130.00 | 9173.00 |
| 41 | 2009.08.31 10:00 | sell | 21 | 1.00 | 1.42798 | 1.43807 | 1.42668 | ||
| 42 | 2009.08.31 14:20 | t/p | 21 | 1.00 | 1.42668 | 1.43807 | 1.42668 | 130.00 | 9303.00 |
| 43 | 2009.08.31 23:00 | buy | 22 | 1.00 | 1.43333 | 1.42324 | 1.43463 | ||
| 44 | 2009.09.01 05:45 | t/p | 22 | 1.00 | 1.43463 | 1.42324 | 1.43463 | 129.50 | 9432.50 |
| 45 | 2009.09.01 19:00 | sell | 23 | 1.00 | 1.42317 | 1.43326 | 1.42187 | ||
| 46 | 2009.09.01 19:10 | t/p | 23 | 1.00 | 1.42187 | 1.43326 | 1.42187 | 130.00 | 9562.50 |
| 47 | 2009.09.01 19:10 | sell | 24 | 1.00 | 1.42140 | 1.43149 | 1.42010 | ||
| 48 | 2009.09.01 19:15 | t/p | 24 | 1.00 | 1.42010 | 1.43149 | 1.42010 | 130.00 | 9692.50 |
| 49 | 2009.09.01 19:15 | sell | 25 | 1.00 | 1.41981 | 1.42990 | 1.41851 | ||
| 50 | 2009.09.01 19:20 | t/p | 25 | 1.00 | 1.41851 | 1.42990 | 1.41851 | 130.00 | 9822.50 |
| 51 | 2009.09.01 19:20 | sell | 26 | 1.00 | 1.41770 | 1.42779 | 1.41640 | ||
| 52 | 2009.09.02 18:45 | s/l | 26 | 1.00 | 1.42779 | 1.42779 | 1.41640 | -1010.00 | 8812.50 |
| 53 | 2009.09.02 19:00 | buy | 27 | 1.00 | 1.42907 | 1.41898 | 1.43037 | ||
| 54 | 2009.09.03 08:50 | t/p | 27 | 1.00 | 1.43037 | 1.41898 | 1.43037 | 128.50 | 8941.00 |
| 55 | 2009.09.03 11:00 | buy | 28 | 1.00 | 1.43024 | 1.42015 | 1.43154 | ||
| 56 | 2009.09.03 13:15 | t/p | 28 | 1.00 | 1.43154 | 1.42015 | 1.43154 | 130.00 | 9071.00 |
| 57 | 2009.09.04 05:00 | sell | 29 | 1.00 | 1.42442 | 1.43451 | 1.42312 | ||
| 58 | 2009.09.04 14:50 | t/p | 29 | 1.00 | 1.42312 | 1.43451 | 1.42312 | 130.00 | 9201.00 |
| 59 | 2009.09.04 14:50 | sell | 30 | 1.00 | 1.42129 | 1.43138 | 1.41999 | ||
| 60 | 2009.09.04 15:20 | t/p | 30 | 1.00 | 1.41999 | 1.43138 | 1.41999 | 130.00 | 9331.00 |
| 61 | 2009.09.04 21:00 | buy | 31 | 1.00 | 1.43094 | 1.42085 | 1.43224 | ||
| 62 | 2009.09.07 02:15 | t/p | 31 | 1.00 | 1.43224 | 1.42085 | 1.43224 | 129.50 | 9460.50 |
| 63 | 2009.09.07 08:00 | buy | 32 | 1.00 | 1.43210 | 1.42201 | 1.43340 | ||
| 64 | 2009.09.07 08:15 | t/p | 32 | 1.00 | 1.43340 | 1.42201 | 1.43340 | 130.00 | 9590.50 |
| 65 | 2009.09.07 08:15 | buy | 33 | 1.00 | 1.43373 | 1.42364 | 1.43503 | ||
| 66 | 2009.09.07 09:15 | t/p | 33 | 1.00 | 1.43503 | 1.42364 | 1.43503 | 130.00 | 9720.50 |
| 67 | 2009.09.08 00:00 | buy | 34 | 1.00 | 1.43374 | 1.42365 | 1.43504 | ||
| 68 | 2009.09.08 08:10 | t/p | 34 | 1.00 | 1.43504 | 1.42365 | 1.43504 | 130.00 | 9850.50 |
| 69 | 2009.09.28 06:00 | sell | 35 | 1.00 | 1.45777 | 1.46786 | 1.45647 | ||
| 70 | 2009.09.28 06:07 | t/p | 35 | 1.00 | 1.45647 | 1.46786 | 1.45647 | 130.00 | 9980.50 |
| 71 | 2009.09.28 06:07 | sell | 36 | 1.00 | 1.45636 | 1.46645 | 1.45506 | ||
| 72 | 2009.09.28 13:20 | s/l | 36 | 1.00 | 1.46645 | 1.46645 | 1.45506 | -1009.00 | 8971.50 |
| 73 | 2009.09.28 19:00 | sell | 37 | 1.00 | 1.46150 | 1.47159 | 1.46020 | ||
| 74 | 2009.09.28 19:02 | t/p | 37 | 1.00 | 1.46020 | 1.47159 | 1.46020 | 130.00 | 9101.50 |
| 75 | 2009.09.28 19:02 | sell | 38 | 1.00 | 1.45991 | 1.47000 | 1.45861 | ||
| 76 | 2009.09.29 03:07 | t/p | 38 | 1.00 | 1.45861 | 1.47000 | 1.45861 | 129.00 | 9230.50 |
| 77 | 2009.09.29 13:00 | sell | 39 | 1.00 | 1.45577 | 1.46586 | 1.45447 | ||
| 78 | 2009.09.29 14:07 | t/p | 39 | 1.00 | 1.45447 | 1.46586 | 1.45447 | 130.00 | 9360.50 |
| 79 | 2009.09.29 21:00 | sell | 40 | 1.00 | 1.45686 | 1.46695 | 1.45556 | ||
| 80 | 2009.09.30 11:20 | s/l | 40 | 1.00 | 1.46695 | 1.46695 | 1.45556 | -1010.00 | 8350.50 |
| 81 | 2009.09.30 20:00 | buy | 41 | 1.00 | 1.46411 | 1.45402 | 1.46541 | ||
| 82 | 2009.09.30 20:50 | t/p | 41 | 1.00 | 1.46541 | 1.45402 | 1.46541 | 130.00 | 8480.50 |
| 83 | 2009.09.30 20:50 | buy | 42 | 1.00 | 1.46597 | 1.45588 | 1.46727 | ||
| 84 | 2009.09.30 23:59 | close at stop | 42 | 1.00 | 1.46365 | 1.45588 | 1.46727 | -232.00 | 8248.50 |