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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 731.12 | Gross profit | 1322.55 | Gross loss | -591.43 |
Profit factor | 2.24 | Expected payoff | 11.99 | ||
Absolute drawdown | 58.35 | Maximal drawdown | 298.14 (2.91%) | Relative drawdown | 2.91% (298.14) |
Total trades | 61 | Short positions (won %) | 29 (55.17%) | Long positions (won %) | 32 (75.00%) |
Profit trades (% of total) | 40 (65.57%) | Loss trades (% of total) | 21 (34.43%) | ||
Largest | profit trade | 74.40 | loss trade | -112.14 | |
Average | profit trade | 33.06 | loss trade | -28.16 | |
Maximum | consecutive wins (profit in money) | 9 (273.20) | consecutive losses (loss in money) | 4 (-153.38) | |
Maximal | consecutive profit (count of wins) | 273.20 (9) | consecutive loss (count of losses) | -153.38 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 18:20 | sell | 1 | 0.10 | 1.44185 | 0.00000 | 0.00000 | ||
2 | 2009.08.06 02:00 | close | 1 | 0.10 | 1.44106 | 0.00000 | 0.00000 | 7.39 | 10007.39 |
3 | 2009.08.06 14:20 | buy | 2 | 0.10 | 1.43632 | 0.00000 | 0.00000 | ||
4 | 2009.08.07 00:20 | close | 2 | 0.10 | 1.43600 | 0.00000 | 0.00000 | -3.24 | 10004.15 |
5 | 2009.08.07 14:50 | buy | 3 | 0.10 | 1.42746 | 0.00000 | 0.00000 | ||
6 | 2009.08.07 15:02 | close | 3 | 0.10 | 1.43490 | 0.00000 | 0.00000 | 74.40 | 10078.55 |
7 | 2009.08.07 15:20 | buy | 4 | 0.10 | 1.42903 | 0.00000 | 0.00000 | ||
8 | 2009.08.10 00:03 | close | 4 | 0.10 | 1.41782 | 0.00000 | 0.00000 | -112.14 | 9966.41 |
9 | 2009.08.10 02:16 | sell | 5 | 0.10 | 1.42031 | 0.00000 | 0.00000 | ||
10 | 2009.08.10 15:50 | close | 5 | 0.10 | 1.41558 | 0.00000 | 0.00000 | 47.30 | 10013.71 |
11 | 2009.08.11 14:59 | buy | 6 | 0.10 | 1.41308 | 0.00000 | 0.00000 | ||
12 | 2009.08.12 12:03 | close | 6 | 0.10 | 1.41471 | 0.00000 | 0.00000 | 16.26 | 10029.97 |
13 | 2009.08.12 17:00 | sell | 7 | 0.10 | 1.42116 | 0.00000 | 0.00000 | ||
14 | 2009.08.12 20:15 | close | 7 | 0.10 | 1.41709 | 0.00000 | 0.00000 | 40.70 | 10070.67 |
15 | 2009.08.12 20:20 | buy | 8 | 0.10 | 1.41356 | 0.00000 | 0.00000 | ||
16 | 2009.08.12 20:45 | close | 8 | 0.10 | 1.42016 | 0.00000 | 0.00000 | 66.00 | 10136.67 |
17 | 2009.08.13 14:15 | sell | 9 | 0.10 | 1.42998 | 0.00000 | 0.00000 | ||
18 | 2009.08.13 18:40 | close | 9 | 0.10 | 1.42787 | 0.00000 | 0.00000 | 21.10 | 10157.77 |
19 | 2009.08.14 16:50 | buy | 10 | 0.10 | 1.42219 | 0.00000 | 0.00000 | ||
20 | 2009.08.14 17:10 | close | 10 | 0.10 | 1.42477 | 0.00000 | 0.00000 | 25.80 | 10183.57 |
21 | 2009.08.14 17:26 | buy | 11 | 0.10 | 1.42147 | 0.00000 | 0.00000 | ||
22 | 2009.08.14 18:50 | close | 11 | 0.10 | 1.42327 | 0.00000 | 0.00000 | 18.00 | 10201.57 |
23 | 2009.08.14 19:16 | buy | 12 | 0.10 | 1.41939 | 0.00000 | 0.00000 | ||
24 | 2009.08.14 22:00 | close | 12 | 0.10 | 1.41887 | 0.00000 | 0.00000 | -5.20 | 10196.37 |
25 | 2009.08.17 18:00 | sell | 13 | 0.10 | 1.40866 | 0.00000 | 0.00000 | ||
26 | 2009.08.18 10:00 | close | 13 | 0.10 | 1.41267 | 0.00000 | 0.00000 | -40.27 | 10156.10 |
27 | 2009.08.18 13:05 | buy | 14 | 0.10 | 1.41142 | 0.00000 | 0.00000 | ||
28 | 2009.08.19 15:45 | close | 14 | 0.10 | 1.41402 | 0.00000 | 0.00000 | 25.96 | 10182.06 |
29 | 2009.08.19 16:25 | sell | 15 | 0.10 | 1.41958 | 0.00000 | 0.00000 | ||
30 | 2009.08.20 00:50 | close | 15 | 0.10 | 1.42239 | 0.00000 | 0.00000 | -28.61 | 10153.45 |
31 | 2009.08.20 21:20 | sell | 16 | 0.10 | 1.42745 | 0.00000 | 0.00000 | ||
32 | 2009.08.21 05:26 | close | 16 | 0.10 | 1.42377 | 0.00000 | 0.00000 | 36.63 | 10190.08 |
33 | 2009.08.21 09:40 | sell | 17 | 0.10 | 1.42809 | 0.00000 | 0.00000 | ||
34 | 2009.08.21 16:20 | close | 17 | 0.10 | 1.42991 | 0.00000 | 0.00000 | -18.20 | 10171.88 |
35 | 2009.08.24 08:45 | buy | 18 | 0.10 | 1.43044 | 0.00000 | 0.00000 | ||
36 | 2009.08.24 13:15 | close | 18 | 0.10 | 1.43249 | 0.00000 | 0.00000 | 20.50 | 10192.38 |
37 | 2009.08.25 14:00 | sell | 19 | 0.10 | 1.43331 | 0.00000 | 0.00000 | ||
38 | 2009.08.25 19:50 | close | 19 | 0.10 | 1.43042 | 0.00000 | 0.00000 | 28.90 | 10221.28 |
39 | 2009.08.26 13:20 | buy | 20 | 0.10 | 1.42627 | 0.00000 | 0.00000 | ||
40 | 2009.08.26 23:00 | close | 20 | 0.10 | 1.42546 | 0.00000 | 0.00000 | -8.10 | 10213.18 |
41 | 2009.08.27 20:05 | sell | 21 | 0.10 | 1.42963 | 0.00000 | 0.00000 | ||
42 | 2009.08.28 04:50 | close | 21 | 0.10 | 1.43548 | 0.00000 | 0.00000 | -58.67 | 10154.51 |
43 | 2009.08.28 10:00 | buy | 22 | 0.10 | 1.43318 | 0.00000 | 0.00000 | ||
44 | 2009.08.31 07:20 | close | 22 | 0.10 | 1.42892 | 0.00000 | 0.00000 | -42.64 | 10111.87 |
45 | 2009.08.31 16:03 | sell | 23 | 0.10 | 1.42922 | 0.00000 | 0.00000 | ||
46 | 2009.09.01 10:20 | close | 23 | 0.10 | 1.43360 | 0.00000 | 0.00000 | -43.97 | 10067.90 |
47 | 2009.09.01 13:00 | buy | 24 | 0.10 | 1.42883 | 0.00000 | 0.00000 | ||
48 | 2009.09.01 16:20 | close | 24 | 0.10 | 1.43436 | 0.00000 | 0.00000 | 55.30 | 10123.20 |
49 | 2009.09.01 17:10 | buy | 25 | 0.10 | 1.42832 | 0.00000 | 0.00000 | ||
50 | 2009.09.02 04:15 | close | 25 | 0.10 | 1.42162 | 0.00000 | 0.00000 | -67.04 | 10056.16 |
51 | 2009.09.02 17:20 | sell | 26 | 0.10 | 1.42608 | 0.00000 | 0.00000 | ||
52 | 2009.09.03 02:50 | close | 26 | 0.10 | 1.42586 | 0.00000 | 0.00000 | 1.69 | 10057.85 |
53 | 2009.09.03 16:15 | buy | 27 | 0.10 | 1.42595 | 0.00000 | 0.00000 | ||
54 | 2009.09.04 07:45 | close | 27 | 0.10 | 1.42649 | 0.00000 | 0.00000 | 5.36 | 10063.21 |
55 | 2009.09.04 18:10 | sell | 28 | 0.10 | 1.42983 | 0.00000 | 0.00000 | ||
56 | 2009.09.07 13:50 | close | 28 | 0.10 | 1.43335 | 0.00000 | 0.00000 | -35.37 | 10027.84 |
57 | 2009.09.08 09:50 | sell | 29 | 0.10 | 1.44257 | 0.00000 | 0.00000 | ||
58 | 2009.09.08 15:50 | close | 29 | 0.10 | 1.44597 | 0.00000 | 0.00000 | -34.00 | 9993.84 |
59 | 2009.09.08 16:50 | sell | 30 | 0.10 | 1.45218 | 0.00000 | 0.00000 | ||
60 | 2009.09.08 18:02 | close | 30 | 0.10 | 1.44903 | 0.00000 | 0.00000 | 31.50 | 10025.34 |
61 | 2009.09.08 18:50 | sell | 31 | 0.10 | 1.45344 | 0.00000 | 0.00000 | ||
62 | 2009.09.08 19:20 | close | 31 | 0.10 | 1.44977 | 0.00000 | 0.00000 | 36.70 | 10062.04 |
63 | 2009.09.08 22:46 | buy | 32 | 0.10 | 1.44787 | 0.00000 | 0.00000 | ||
64 | 2009.09.09 11:15 | close | 32 | 0.10 | 1.45074 | 0.00000 | 0.00000 | 28.66 | 10090.70 |
65 | 2009.09.09 14:20 | sell | 33 | 0.10 | 1.45487 | 0.00000 | 0.00000 | ||
66 | 2009.09.09 19:59 | close | 33 | 0.10 | 1.45488 | 0.00000 | 0.00000 | -0.10 | 10090.60 |
67 | 2009.09.10 18:45 | sell | 34 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
68 | 2009.09.11 08:50 | close | 34 | 0.10 | 1.45927 | 0.00000 | 0.00000 | -1.77 | 10088.83 |
69 | 2009.09.11 16:20 | buy | 35 | 0.10 | 1.45537 | 0.00000 | 0.00000 | ||
70 | 2009.09.11 16:45 | close | 35 | 0.10 | 1.46116 | 0.00000 | 0.00000 | 57.90 | 10146.73 |
71 | 2009.09.11 18:20 | buy | 36 | 0.10 | 1.45705 | 0.00000 | 0.00000 | ||
72 | 2009.09.14 09:35 | close | 36 | 0.10 | 1.45511 | 0.00000 | 0.00000 | -19.44 | 10127.29 |
73 | 2009.09.14 15:15 | sell | 37 | 0.10 | 1.45811 | 0.00000 | 0.00000 | ||
74 | 2009.09.15 03:02 | close | 37 | 0.10 | 1.46215 | 0.00000 | 0.00000 | -40.57 | 10086.72 |
75 | 2009.09.15 10:00 | buy | 38 | 0.10 | 1.46007 | 0.00000 | 0.00000 | ||
76 | 2009.09.15 18:45 | close | 38 | 0.10 | 1.46276 | 0.00000 | 0.00000 | 26.90 | 10113.62 |
77 | 2009.09.15 19:45 | sell | 39 | 0.10 | 1.46709 | 0.00000 | 0.00000 | ||
78 | 2009.09.15 23:37 | close | 39 | 0.10 | 1.46558 | 0.00000 | 0.00000 | 15.10 | 10128.72 |
79 | 2009.09.16 14:32 | buy | 40 | 0.10 | 1.46559 | 0.00000 | 0.00000 | ||
80 | 2009.09.16 15:02 | close | 40 | 0.10 | 1.47040 | 0.00000 | 0.00000 | 48.10 | 10176.82 |
81 | 2009.09.16 15:45 | buy | 41 | 0.10 | 1.46627 | 0.00000 | 0.00000 | ||
82 | 2009.09.16 17:02 | close | 41 | 0.10 | 1.46989 | 0.00000 | 0.00000 | 36.20 | 10213.02 |
83 | 2009.09.17 08:45 | sell | 42 | 0.10 | 1.47591 | 0.00000 | 0.00000 | ||
84 | 2009.09.17 12:20 | close | 42 | 0.10 | 1.47267 | 0.00000 | 0.00000 | 32.40 | 10245.42 |
85 | 2009.09.18 10:00 | buy | 43 | 0.10 | 1.46669 | 0.00000 | 0.00000 | ||
86 | 2009.09.18 11:45 | close | 43 | 0.10 | 1.47000 | 0.00000 | 0.00000 | 33.10 | 10278.52 |
87 | 2009.09.18 15:20 | sell | 44 | 0.10 | 1.47357 | 0.00000 | 0.00000 | ||
88 | 2009.09.18 16:15 | close | 44 | 0.10 | 1.46928 | 0.00000 | 0.00000 | 42.90 | 10321.42 |
89 | 2009.09.21 08:32 | buy | 45 | 0.10 | 1.46407 | 0.00000 | 0.00000 | ||
90 | 2009.09.21 10:45 | close | 45 | 0.10 | 1.46680 | 0.00000 | 0.00000 | 27.30 | 10348.72 |
91 | 2009.09.21 17:15 | sell | 46 | 0.10 | 1.46808 | 0.00000 | 0.00000 | ||
92 | 2009.09.21 22:20 | close | 46 | 0.10 | 1.46696 | 0.00000 | 0.00000 | 11.20 | 10359.92 |
93 | 2009.09.22 02:50 | sell | 47 | 0.10 | 1.47080 | 0.00000 | 0.00000 | ||
94 | 2009.09.22 07:02 | close | 47 | 0.10 | 1.47087 | 0.00000 | 0.00000 | -0.70 | 10359.22 |
95 | 2009.09.22 10:00 | sell | 48 | 0.10 | 1.47783 | 0.00000 | 0.00000 | ||
96 | 2009.09.22 13:50 | close | 48 | 0.10 | 1.47817 | 0.00000 | 0.00000 | -3.40 | 10355.82 |
97 | 2009.09.22 16:20 | buy | 49 | 0.10 | 1.47772 | 0.00000 | 0.00000 | ||
98 | 2009.09.23 01:20 | close | 49 | 0.10 | 1.48417 | 0.00000 | 0.00000 | 64.46 | 10420.28 |
99 | 2009.09.23 02:10 | buy | 50 | 0.10 | 1.48071 | 0.00000 | 0.00000 | ||
100 | 2009.09.23 17:00 | close | 50 | 0.10 | 1.47794 | 0.00000 | 0.00000 | -27.70 | 10392.58 |
101 | 2009.09.23 20:10 | sell | 51 | 0.10 | 1.48026 | 0.00000 | 0.00000 | ||
102 | 2009.09.23 21:40 | close | 51 | 0.10 | 1.47597 | 0.00000 | 0.00000 | 42.90 | 10435.48 |
103 | 2009.09.23 23:50 | buy | 52 | 0.10 | 1.47055 | 0.00000 | 0.00000 | ||
104 | 2009.09.24 00:37 | close | 52 | 0.10 | 1.47197 | 0.00000 | 0.00000 | 14.08 | 10449.56 |
105 | 2009.09.24 03:00 | sell | 53 | 0.10 | 1.47505 | 0.00000 | 0.00000 | ||
106 | 2009.09.24 16:10 | close | 53 | 0.10 | 1.47220 | 0.00000 | 0.00000 | 28.50 | 10478.06 |
107 | 2009.09.24 19:50 | buy | 54 | 0.10 | 1.46354 | 0.00000 | 0.00000 | ||
108 | 2009.09.24 22:50 | close | 54 | 0.10 | 1.46667 | 0.00000 | 0.00000 | 31.30 | 10509.36 |
109 | 2009.09.25 06:40 | sell | 55 | 0.10 | 1.46802 | 0.00000 | 0.00000 | ||
110 | 2009.09.25 13:10 | close | 55 | 0.10 | 1.46805 | 0.00000 | 0.00000 | -0.30 | 10509.06 |
111 | 2009.09.25 14:45 | buy | 56 | 0.10 | 1.46396 | 0.00000 | 0.00000 | ||
112 | 2009.09.25 16:10 | close | 56 | 0.10 | 1.46887 | 0.00000 | 0.00000 | 49.10 | 10558.16 |
113 | 2009.09.25 19:20 | buy | 57 | 0.10 | 1.46547 | 0.00000 | 0.00000 | ||
114 | 2009.09.28 00:20 | close | 57 | 0.10 | 1.47061 | 0.00000 | 0.00000 | 51.36 | 10609.52 |
115 | 2009.09.28 04:00 | buy | 58 | 0.10 | 1.45862 | 0.00000 | 0.00000 | ||
116 | 2009.09.28 09:02 | close | 58 | 0.10 | 1.46321 | 0.00000 | 0.00000 | 45.90 | 10655.42 |
117 | 2009.09.29 10:20 | buy | 59 | 0.10 | 1.45588 | 0.00000 | 0.00000 | ||
118 | 2009.09.29 15:20 | close | 59 | 0.10 | 1.45747 | 0.00000 | 0.00000 | 15.90 | 10671.32 |
119 | 2009.09.30 03:33 | sell | 60 | 0.10 | 1.46179 | 0.00000 | 0.00000 | ||
120 | 2009.09.30 09:10 | close | 60 | 0.10 | 1.46143 | 0.00000 | 0.00000 | 3.60 | 10674.92 |
121 | 2009.09.30 15:07 | buy | 61 | 0.10 | 1.45943 | 0.00000 | 0.00000 | ||
122 | 2009.09.30 18:15 | close | 61 | 0.10 | 1.46505 | 0.00000 | 0.00000 | 56.20 | 10731.12 |