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 | lots=0.4; takeprofit=200; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 149.25 | Gross profit | 2762.35 | Gross loss | -2613.10 |
Profit factor | 1.06 | Expected payoff | 3.05 | ||
Absolute drawdown | 245.10 | Maximal drawdown | 2115.85 (17.70%) | Relative drawdown | 17.70% (2115.85) |
Total trades | 49 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 25 (84.00%) |
Profit trades (% of total) | 41 (83.67%) | Loss trades (% of total) | 8 (16.33%) | ||
Largest | profit trade | 2627.90 | loss trade | -2604.00 | |
Average | profit trade | 67.37 | loss trade | -326.64 | |
Maximum | consecutive wins (profit in money) | 13 (92.45) | consecutive losses (loss in money) | 1 (-2604.00) | |
Maximal | consecutive profit (count of wins) | 2627.90 (2) | consecutive loss (count of losses) | -2604.00 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.07 19:00 | sell | 1 | 0.40 | 1.41809 | 0.00000 | 1.41609 | ||
2 | 2009.08.10 09:07 | buy | 2 | 0.50 | 1.42193 | 0.00000 | 0.00000 | ||
3 | 2009.08.10 09:07 | modify | 1 | 0.40 | 1.41809 | 0.00000 | 0.00000 | ||
4 | 2009.08.10 10:20 | close | 1 | 0.40 | 1.41767 | 0.00000 | 0.00000 | 16.40 | 10016.40 |
5 | 2009.08.10 10:20 | sell | 3 | 0.60 | 1.41757 | 0.00000 | 0.00000 | ||
6 | 2009.08.10 14:40 | modify | 3 | 0.60 | 1.41757 | 1.41757 | 0.00000 | ||
7 | 2009.08.10 14:43 | s/l | 3 | 0.60 | 1.41757 | 1.41757 | 0.00000 | 0.00 | 10016.40 |
8 | 2009.08.10 14:43 | sell | 4 | 0.60 | 1.41752 | 0.00000 | 0.00000 | ||
9 | 2009.08.10 14:46 | modify | 4 | 0.60 | 1.41752 | 1.41752 | 0.00000 | ||
10 | 2009.08.10 14:59 | s/l | 4 | 0.60 | 1.41752 | 1.41752 | 0.00000 | 0.00 | 10016.40 |
11 | 2009.08.10 14:59 | sell | 5 | 0.60 | 1.41757 | 0.00000 | 0.00000 | ||
12 | 2009.08.10 15:20 | modify | 5 | 0.60 | 1.41757 | 1.41757 | 0.00000 | ||
13 | 2009.08.10 15:27 | s/l | 5 | 0.60 | 1.41757 | 1.41757 | 0.00000 | 0.00 | 10016.40 |
14 | 2009.08.10 15:27 | sell | 6 | 0.60 | 1.41767 | 0.00000 | 0.00000 | ||
15 | 2009.08.10 15:35 | modify | 6 | 0.60 | 1.41767 | 1.41767 | 0.00000 | ||
16 | 2009.08.10 15:37 | s/l | 6 | 0.60 | 1.41767 | 1.41767 | 0.00000 | 0.00 | 10016.40 |
17 | 2009.08.10 15:37 | sell | 7 | 0.60 | 1.41773 | 0.00000 | 0.00000 | ||
18 | 2009.08.10 15:40 | modify | 7 | 0.60 | 1.41773 | 1.41773 | 0.00000 | ||
19 | 2009.08.11 09:15 | s/l | 7 | 0.60 | 1.41773 | 1.41773 | 0.00000 | -0.60 | 10015.80 |
20 | 2009.08.11 09:15 | sell | 8 | 0.60 | 1.41763 | 0.00000 | 0.00000 | ||
21 | 2009.08.11 09:35 | modify | 8 | 0.60 | 1.41763 | 1.41763 | 0.00000 | ||
22 | 2009.08.11 09:37 | s/l | 8 | 0.60 | 1.41763 | 1.41763 | 0.00000 | 0.00 | 10015.80 |
23 | 2009.08.11 09:37 | sell | 9 | 0.60 | 1.41757 | 0.00000 | 0.00000 | ||
24 | 2009.08.11 09:40 | modify | 9 | 0.60 | 1.41757 | 1.41757 | 0.00000 | ||
25 | 2009.08.11 10:50 | s/l | 9 | 0.60 | 1.41757 | 1.41757 | 0.00000 | 0.00 | 10015.80 |
26 | 2009.08.11 10:50 | sell | 10 | 0.60 | 1.41768 | 0.00000 | 0.00000 | ||
27 | 2009.08.11 10:57 | modify | 10 | 0.60 | 1.41768 | 1.41768 | 0.00000 | ||
28 | 2009.08.11 10:59 | s/l | 10 | 0.60 | 1.41768 | 1.41768 | 0.00000 | 0.00 | 10015.80 |
29 | 2009.08.11 10:59 | sell | 11 | 0.60 | 1.41758 | 0.00000 | 0.00000 | ||
30 | 2009.08.11 11:10 | modify | 11 | 0.60 | 1.41758 | 1.41758 | 0.00000 | ||
31 | 2009.08.11 12:46 | s/l | 11 | 0.60 | 1.41758 | 1.41758 | 0.00000 | 0.00 | 10015.80 |
32 | 2009.08.11 12:46 | sell | 12 | 0.60 | 1.41748 | 0.00000 | 0.00000 | ||
33 | 2009.08.11 12:50 | modify | 12 | 0.60 | 1.41748 | 1.41748 | 0.00000 | ||
34 | 2009.08.11 13:10 | s/l | 12 | 0.60 | 1.41748 | 1.41748 | 0.00000 | 0.00 | 10015.80 |
35 | 2009.08.11 13:10 | sell | 13 | 0.60 | 1.41739 | 0.00000 | 0.00000 | ||
36 | 2009.08.11 13:40 | modify | 13 | 0.60 | 1.41739 | 1.41739 | 0.00000 | ||
37 | 2009.08.11 14:26 | s/l | 13 | 0.60 | 1.41739 | 1.41739 | 0.00000 | 0.00 | 10015.80 |
38 | 2009.08.11 14:26 | sell | 14 | 0.60 | 1.41757 | 0.00000 | 0.00000 | ||
39 | 2009.08.11 14:36 | modify | 14 | 0.60 | 1.41757 | 1.41757 | 0.00000 | ||
40 | 2009.08.11 14:40 | s/l | 14 | 0.60 | 1.41757 | 1.41757 | 0.00000 | 0.00 | 10015.80 |
41 | 2009.08.11 14:40 | sell | 15 | 0.60 | 1.41773 | 0.00000 | 0.00000 | ||
42 | 2009.08.11 14:43 | modify | 15 | 0.60 | 1.41773 | 1.41773 | 0.00000 | ||
43 | 2009.08.12 14:20 | s/l | 15 | 0.60 | 1.41773 | 1.41773 | 0.00000 | -0.60 | 10015.20 |
44 | 2009.08.12 14:20 | sell | 16 | 0.60 | 1.41787 | 0.00000 | 0.00000 | ||
45 | 2009.08.12 14:22 | modify | 16 | 0.60 | 1.41787 | 1.41787 | 0.00000 | ||
46 | 2009.08.12 15:33 | s/l | 16 | 0.60 | 1.41787 | 1.41787 | 0.00000 | 0.00 | 10015.20 |
47 | 2009.08.12 15:33 | sell | 17 | 0.60 | 1.41801 | 0.00000 | 0.00000 | ||
48 | 2009.08.12 17:40 | close | 2 | 0.50 | 1.42195 | 0.00000 | 0.00000 | 0.50 | 10015.70 |
49 | 2009.08.12 17:40 | buy | 18 | 0.70 | 1.42205 | 0.00000 | 0.00000 | ||
50 | 2009.08.12 17:45 | modify | 18 | 0.70 | 1.42205 | 1.42205 | 0.00000 | ||
51 | 2009.08.12 17:59 | s/l | 18 | 0.70 | 1.42205 | 1.42205 | 0.00000 | 0.00 | 10015.70 |
52 | 2009.08.12 17:59 | buy | 19 | 0.70 | 1.42141 | 0.00000 | 0.00000 | ||
53 | 2009.08.12 18:05 | modify | 19 | 0.70 | 1.42141 | 1.42141 | 0.00000 | ||
54 | 2009.08.12 18:07 | s/l | 19 | 0.70 | 1.42141 | 1.42141 | 0.00000 | 0.00 | 10015.70 |
55 | 2009.08.12 18:07 | buy | 20 | 0.70 | 1.42127 | 0.00000 | 0.00000 | ||
56 | 2009.08.12 18:10 | modify | 20 | 0.70 | 1.42127 | 1.42127 | 0.00000 | ||
57 | 2009.08.12 19:07 | s/l | 20 | 0.70 | 1.42127 | 1.42127 | 0.00000 | 0.00 | 10015.70 |
58 | 2009.08.12 19:07 | buy | 21 | 0.70 | 1.42133 | 0.00000 | 0.00000 | ||
59 | 2009.08.12 19:10 | modify | 21 | 0.70 | 1.42133 | 1.42133 | 0.00000 | ||
60 | 2009.08.12 20:10 | s/l | 21 | 0.70 | 1.42133 | 1.42133 | 0.00000 | 0.00 | 10015.70 |
61 | 2009.08.12 20:12 | buy | 22 | 0.70 | 1.42062 | 0.00000 | 0.00000 | ||
62 | 2009.08.12 20:15 | close | 17 | 0.60 | 1.41709 | 0.00000 | 0.00000 | 55.20 | 10070.90 |
63 | 2009.08.12 20:15 | sell | 23 | 0.80 | 1.41699 | 0.00000 | 0.00000 | ||
64 | 2009.08.12 20:20 | modify | 23 | 0.80 | 1.41699 | 1.41699 | 0.00000 | ||
65 | 2009.08.12 20:27 | s/l | 23 | 0.80 | 1.41699 | 1.41699 | 0.00000 | 0.00 | 10070.90 |
66 | 2009.08.12 20:27 | sell | 24 | 0.80 | 1.41699 | 0.00000 | 0.00000 | ||
67 | 2009.08.12 20:27 | modify | 24 | 0.80 | 1.41699 | 1.41699 | 0.00000 | ||
68 | 2009.08.12 20:40 | s/l | 24 | 0.80 | 1.41699 | 1.41699 | 0.00000 | 0.00 | 10070.90 |
69 | 2009.08.12 20:40 | sell | 25 | 0.80 | 1.41715 | 0.00000 | 0.00000 | ||
70 | 2009.08.12 20:42 | modify | 25 | 0.80 | 1.41715 | 1.41715 | 0.00000 | ||
71 | 2009.08.12 20:45 | s/l | 25 | 0.80 | 1.41715 | 1.41715 | 0.00000 | 0.00 | 10070.90 |
72 | 2009.08.12 22:50 | sell | 26 | 0.80 | 1.41813 | 0.00000 | 0.00000 | ||
73 | 2009.08.13 00:32 | close | 22 | 0.70 | 1.42116 | 0.00000 | 0.00000 | 36.75 | 10107.65 |
74 | 2009.08.13 00:32 | buy | 27 | 0.90 | 1.42126 | 0.00000 | 0.00000 | ||
75 | 2009.08.13 01:16 | modify | 27 | 0.90 | 1.42126 | 1.42126 | 0.00000 | ||
76 | 2009.08.13 01:26 | s/l | 27 | 0.90 | 1.42126 | 1.42126 | 0.00000 | 0.00 | 10107.65 |
77 | 2009.08.13 01:26 | buy | 28 | 0.90 | 1.42116 | 0.00000 | 0.00000 | ||
78 | 2009.08.13 01:26 | modify | 28 | 0.90 | 1.42116 | 1.42116 | 0.00000 | ||
79 | 2009.08.13 02:02 | s/l | 28 | 0.90 | 1.42116 | 1.42116 | 0.00000 | 0.00 | 10107.65 |
80 | 2009.08.13 02:02 | buy | 29 | 0.90 | 1.42106 | 0.00000 | 0.00000 | ||
81 | 2009.08.13 02:10 | modify | 29 | 0.90 | 1.42106 | 1.42106 | 0.00000 | ||
82 | 2009.08.14 17:32 | s/l | 29 | 0.90 | 1.42106 | 1.42106 | 0.00000 | -0.45 | 10107.20 |
83 | 2009.08.14 17:32 | buy | 30 | 0.90 | 1.42063 | 0.00000 | 0.00000 | ||
84 | 2009.08.14 17:40 | modify | 30 | 0.90 | 1.42063 | 1.42063 | 0.00000 | ||
85 | 2009.08.14 18:20 | s/l | 30 | 0.90 | 1.42063 | 1.42063 | 0.00000 | 0.00 | 10107.20 |
86 | 2009.08.14 18:20 | buy | 31 | 0.90 | 1.42049 | 0.00000 | 0.00000 | ||
87 | 2009.08.14 18:27 | modify | 31 | 0.90 | 1.42049 | 1.42049 | 0.00000 | ||
88 | 2009.08.14 19:16 | s/l | 31 | 0.90 | 1.42049 | 1.42049 | 0.00000 | 0.00 | 10107.20 |
89 | 2009.08.14 19:20 | buy | 32 | 0.90 | 1.42004 | 0.00000 | 0.00000 | ||
90 | 2009.08.14 19:26 | modify | 32 | 0.90 | 1.42004 | 1.42004 | 0.00000 | ||
91 | 2009.08.14 19:26 | s/l | 32 | 0.90 | 1.42004 | 1.42004 | 0.00000 | 0.00 | 10107.20 |
92 | 2009.08.14 22:45 | buy | 33 | 0.90 | 1.42012 | 0.00000 | 0.00000 | ||
93 | 2009.08.14 22:50 | modify | 33 | 0.90 | 1.42012 | 1.42012 | 0.00000 | ||
94 | 2009.08.14 22:52 | s/l | 33 | 0.90 | 1.42012 | 1.42012 | 0.00000 | 0.00 | 10107.20 |
95 | 2009.08.14 22:52 | buy | 34 | 0.90 | 1.42022 | 0.00000 | 0.00000 | ||
96 | 2009.08.17 01:15 | close | 26 | 0.80 | 1.41776 | 0.00000 | 0.00000 | 25.60 | 10132.80 |
97 | 2009.08.17 01:15 | sell | 35 | 1.00 | 1.41766 | 0.00000 | 0.00000 | ||
98 | 2009.08.17 01:20 | modify | 35 | 1.00 | 1.41766 | 1.41766 | 0.00000 | ||
99 | 2009.08.17 01:27 | s/l | 35 | 1.00 | 1.41766 | 1.41766 | 0.00000 | 0.00 | 10132.80 |
100 | 2009.08.17 01:27 | sell | 36 | 1.00 | 1.41766 | 0.00000 | 0.00000 | ||
101 | 2009.08.17 01:45 | modify | 36 | 1.00 | 1.41766 | 1.41766 | 0.00000 | ||
102 | 2009.08.19 16:15 | s/l | 36 | 1.00 | 1.41766 | 1.41766 | 0.00000 | -2.00 | 10130.80 |
103 | 2009.08.19 16:15 | sell | 37 | 1.00 | 1.41829 | 0.00000 | 0.00000 | ||
104 | 2009.08.19 16:20 | modify | 37 | 1.00 | 1.41829 | 1.41829 | 0.00000 | ||
105 | 2009.08.19 16:25 | s/l | 37 | 1.00 | 1.41829 | 1.41829 | 0.00000 | 0.00 | 10130.80 |
106 | 2009.09.01 19:20 | sell | 38 | 1.00 | 1.41770 | 0.00000 | 0.00000 | ||
107 | 2009.09.01 19:27 | close | 34 | 0.90 | 1.42027 | 0.00000 | 0.00000 | -2.70 | 10128.10 |
108 | 2009.09.01 19:27 | buy | 39 | 1.10 | 1.42037 | 0.00000 | 0.00000 | ||
109 | 2009.09.01 19:45 | modify | 39 | 1.10 | 1.42037 | 1.42037 | 0.00000 | ||
110 | 2009.09.01 20:15 | s/l | 39 | 1.10 | 1.42037 | 1.42037 | 0.00000 | 0.00 | 10128.10 |
111 | 2009.09.01 20:15 | buy | 40 | 1.10 | 1.42010 | 0.00000 | 0.00000 | ||
112 | 2009.09.01 20:45 | modify | 40 | 1.10 | 1.42010 | 1.42010 | 0.00000 | ||
113 | 2009.09.02 01:32 | s/l | 40 | 1.10 | 1.42010 | 1.42010 | 0.00000 | -0.55 | 10127.55 |
114 | 2009.09.02 01:32 | buy | 41 | 1.10 | 1.42019 | 0.00000 | 0.00000 | ||
115 | 2009.09.02 01:40 | modify | 41 | 1.10 | 1.42019 | 1.42019 | 0.00000 | ||
116 | 2009.09.02 02:15 | s/l | 41 | 1.10 | 1.42019 | 1.42019 | 0.00000 | 0.00 | 10127.55 |
117 | 2009.09.02 02:15 | buy | 42 | 1.10 | 1.41983 | 0.00000 | 0.00000 | ||
118 | 2009.09.02 02:45 | modify | 42 | 1.10 | 1.41983 | 1.41983 | 0.00000 | ||
119 | 2009.09.02 02:59 | s/l | 42 | 1.10 | 1.41983 | 1.41983 | 0.00000 | 0.00 | 10127.55 |
120 | 2009.09.02 02:59 | buy | 43 | 1.10 | 1.41979 | 0.00000 | 0.00000 | ||
121 | 2009.09.02 03:15 | modify | 43 | 1.10 | 1.41979 | 1.41979 | 0.00000 | ||
122 | 2009.09.02 14:20 | s/l | 43 | 1.10 | 1.41979 | 1.41979 | 0.00000 | 0.00 | 10127.55 |
123 | 2009.09.02 14:20 | buy | 44 | 1.10 | 1.41968 | 0.00000 | 0.00000 | ||
124 | 2009.09.02 14:22 | modify | 44 | 1.10 | 1.41968 | 1.41968 | 0.00000 | ||
125 | 2009.09.02 15:16 | s/l | 44 | 1.10 | 1.41968 | 1.41968 | 0.00000 | 0.00 | 10127.55 |
126 | 2009.09.02 15:16 | buy | 45 | 1.10 | 1.41931 | 0.00000 | 0.00000 | ||
127 | 2009.09.02 15:20 | modify | 45 | 1.10 | 1.41931 | 1.41931 | 0.00000 | ||
128 | 2009.09.02 15:37 | s/l | 45 | 1.10 | 1.41931 | 1.41931 | 0.00000 | 0.00 | 10127.55 |
129 | 2009.09.02 15:37 | buy | 46 | 1.10 | 1.41928 | 0.00000 | 0.00000 | ||
130 | 2009.09.02 15:40 | modify | 46 | 1.10 | 1.41928 | 1.41928 | 0.00000 | ||
131 | 2009.09.02 16:37 | s/l | 46 | 1.10 | 1.41928 | 1.41928 | 0.00000 | 0.00 | 10127.55 |
132 | 2009.09.02 16:37 | buy | 47 | 1.10 | 1.41936 | 0.00000 | 0.00000 | ||
133 | 2009.09.02 16:40 | modify | 47 | 1.10 | 1.41936 | 1.41936 | 0.00000 | ||
134 | 2009.09.04 15:20 | s/l | 47 | 1.10 | 1.41936 | 1.41936 | 0.00000 | -2.20 | 10125.35 |
135 | 2009.09.04 15:22 | buy | 48 | 1.10 | 1.41971 | 0.00000 | 0.00000 | ||
136 | 2009.09.04 15:27 | modify | 48 | 1.10 | 1.41971 | 1.41971 | 0.00000 | ||
137 | 2009.09.04 15:50 | s/l | 48 | 1.10 | 1.41971 | 1.41971 | 0.00000 | 0.00 | 10125.35 |
138 | 2009.09.04 15:50 | buy | 49 | 1.10 | 1.41967 | 0.00000 | 0.00000 | ||
139 | 2009.09.04 15:52 | modify | 49 | 1.10 | 1.41967 | 1.41967 | 0.00000 | ||
140 | 2009.09.08 10:15 | close | 49 | 1.10 | 1.44357 | 1.41967 | 0.00000 | 2627.90 | 12753.25 |
141 | 2009.09.08 10:15 | close | 38 | 1.00 | 1.44367 | 0.00000 | 0.00000 | -2604.00 | 10149.25 |