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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1447.00 | Gross profit | 1540.00 | Gross loss | -93.00 |
Profit factor | 16.56 | Expected payoff | 76.16 | ||
Absolute drawdown | 344.00 | Maximal drawdown | 755.00 (7.18%) | Relative drawdown | 7.18% (755.00) |
Total trades | 19 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 225.00 | loss trade | -93.00 | |
Average | profit trade | 85.56 | loss trade | -93.00 | |
Maximum | consecutive wins (profit in money) | 18 (1540.00) | consecutive losses (loss in money) | 1 (-93.00) | |
Maximal | consecutive profit (count of wins) | 1540.00 (18) | consecutive loss (count of losses) | -93.00 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:07 | sell stop | 1 | 1.00 | 1.40635 | 1.42789 | 1.40535 | ||
2 | 2009.08.04 00:07 | modify | 1 | 1.00 | 1.42059 | 1.44437 | 1.40535 | ||
3 | 2009.08.05 00:07 | modify | 1 | 1.00 | 1.43665 | 1.44309 | 1.40535 | ||
4 | 2009.08.05 16:10 | sell | 1 | 1.00 | 1.43665 | 1.44309 | 1.40535 | ||
5 | 2009.08.05 16:23 | modify | 1 | 1.00 | 1.43665 | 1.43637 | 1.43477 | ||
6 | 2009.08.05 16:26 | s/l | 1 | 1.00 | 1.43637 | 1.43637 | 1.43477 | 28.00 | 10028.00 |
7 | 2009.08.05 17:07 | sell stop | 2 | 1.00 | 1.43665 | 1.44309 | 1.43565 | ||
8 | 2009.08.06 14:20 | sell | 2 | 1.00 | 1.43665 | 1.44309 | 1.43565 | ||
9 | 2009.08.06 15:50 | t/p | 2 | 1.00 | 1.43565 | 1.44309 | 1.43565 | 100.00 | 10128.00 |
10 | 2009.08.06 16:07 | sell stop | 3 | 1.00 | 1.43547 | 1.44468 | 1.43447 | ||
11 | 2009.08.06 16:15 | sell | 3 | 1.00 | 1.43547 | 1.44468 | 1.43447 | ||
12 | 2009.08.06 16:20 | t/p | 3 | 1.00 | 1.43447 | 1.44468 | 1.43447 | 100.00 | 10228.00 |
13 | 2009.08.06 17:07 | sell stop | 4 | 1.00 | 1.43547 | 1.44468 | 1.43447 | ||
14 | 2009.08.06 17:20 | sell | 4 | 1.00 | 1.43547 | 1.44468 | 1.43447 | ||
15 | 2009.08.06 18:15 | modify | 4 | 1.00 | 1.43547 | 1.43518 | 1.43358 | ||
16 | 2009.08.06 18:22 | modify | 4 | 1.00 | 1.43547 | 1.43484 | 1.43324 | ||
17 | 2009.08.06 18:32 | s/l | 4 | 1.00 | 1.43484 | 1.43484 | 1.43324 | 63.00 | 10291.00 |
18 | 2009.08.13 00:07 | sell stop | 5 | 1.00 | 1.40856 | 1.42467 | 1.40756 | ||
19 | 2009.08.14 00:07 | modify | 5 | 1.00 | 1.42001 | 1.43269 | 1.40756 | ||
20 | 2009.08.14 19:16 | sell | 5 | 1.00 | 1.42001 | 1.43269 | 1.40756 | ||
21 | 2009.08.14 19:46 | modify | 5 | 1.00 | 1.42001 | 1.41880 | 1.41720 | ||
22 | 2009.08.14 19:59 | s/l | 5 | 1.00 | 1.41880 | 1.41880 | 1.41720 | 121.00 | 10412.00 |
23 | 2009.08.19 00:07 | sell stop | 6 | 1.00 | 1.40659 | 1.41522 | 1.40559 | ||
24 | 2009.08.20 00:07 | modify | 6 | 1.00 | 1.40837 | 1.42664 | 1.40559 | ||
25 | 2009.08.21 00:07 | modify | 6 | 1.00 | 1.41997 | 1.42746 | 1.40559 | ||
26 | 2009.08.24 00:06 | modify | 6 | 1.00 | 1.42076 | 1.43753 | 1.40559 | ||
27 | 2009.08.25 00:07 | modify | 6 | 1.00 | 1.42799 | 1.43588 | 1.40559 | ||
28 | 2009.08.25 03:02 | sell | 6 | 1.00 | 1.42799 | 1.43588 | 1.40559 | ||
29 | 2009.08.25 03:07 | modify | 6 | 1.00 | 1.42799 | 1.42787 | 1.42627 | ||
30 | 2009.08.25 03:10 | s/l | 6 | 1.00 | 1.42787 | 1.42787 | 1.42627 | 12.00 | 10424.00 |
31 | 2009.08.25 04:07 | sell stop | 7 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
32 | 2009.08.25 08:02 | sell | 7 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
33 | 2009.08.25 08:07 | modify | 7 | 1.00 | 1.42799 | 1.42762 | 1.42602 | ||
34 | 2009.08.25 08:10 | s/l | 7 | 1.00 | 1.42762 | 1.42762 | 1.42602 | 37.00 | 10461.00 |
35 | 2009.08.25 12:07 | sell stop | 8 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
36 | 2009.08.26 02:07 | sell | 8 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
37 | 2009.08.26 13:20 | t/p | 8 | 1.00 | 1.42699 | 1.43588 | 1.42699 | 100.00 | 10561.00 |
38 | 2009.08.26 14:07 | sell stop | 9 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
39 | 2009.08.26 15:20 | sell | 9 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
40 | 2009.08.26 15:36 | t/p | 9 | 1.00 | 1.42422 | 1.43609 | 1.42422 | 100.00 | 10661.00 |
41 | 2009.08.26 23:07 | sell stop | 10 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
42 | 2009.08.26 23:15 | sell | 10 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
43 | 2009.08.26 23:46 | t/p | 10 | 1.00 | 1.42422 | 1.43609 | 1.42422 | 100.00 | 10761.00 |
44 | 2009.08.28 00:07 | sell stop | 11 | 1.00 | 1.42187 | 1.44058 | 1.42087 | ||
45 | 2009.08.31 00:07 | modify | 11 | 1.00 | 1.42806 | 1.43878 | 1.42087 | ||
46 | 2009.08.31 05:37 | sell | 11 | 1.00 | 1.42806 | 1.43878 | 1.42087 | ||
47 | 2009.08.31 08:15 | modify | 11 | 1.00 | 1.42806 | 1.42717 | 1.42557 | ||
48 | 2009.08.31 08:22 | modify | 11 | 1.00 | 1.42806 | 1.42667 | 1.42507 | ||
49 | 2009.08.31 08:30 | modify | 11 | 1.00 | 1.42806 | 1.42648 | 1.42488 | ||
50 | 2009.08.31 08:50 | s/l | 11 | 1.00 | 1.42648 | 1.42648 | 1.42488 | 158.00 | 10919.00 |
51 | 2009.09.01 00:07 | sell stop | 12 | 1.00 | 1.42556 | 1.43669 | 1.42456 | ||
52 | 2009.09.01 17:20 | sell | 12 | 1.00 | 1.42556 | 1.43669 | 1.42456 | ||
53 | 2009.09.01 17:22 | modify | 12 | 1.00 | 1.42556 | 1.42543 | 1.42383 | ||
54 | 2009.09.01 17:27 | s/l | 12 | 1.00 | 1.42543 | 1.42543 | 1.42383 | 13.00 | 10932.00 |
55 | 2009.09.03 00:07 | sell stop | 13 | 1.00 | 1.41884 | 1.42942 | 1.41784 | ||
56 | 2009.09.04 00:07 | modify | 13 | 1.00 | 1.42356 | 1.43473 | 1.41784 | ||
57 | 2009.09.04 04:20 | sell | 13 | 1.00 | 1.42356 | 1.43473 | 1.41784 | ||
58 | 2009.09.04 14:55 | modify | 13 | 1.00 | 1.42356 | 1.42251 | 1.42091 | ||
59 | 2009.09.04 14:57 | s/l | 13 | 1.00 | 1.42251 | 1.42251 | 1.42091 | 105.00 | 11037.00 |
60 | 2009.09.07 00:07 | sell stop | 14 | 1.00 | 1.41905 | 1.43267 | 1.41805 | ||
61 | 2009.09.08 00:07 | modify | 14 | 1.00 | 1.43012 | 1.43600 | 1.41805 | ||
62 | 2009.09.09 00:07 | modify | 14 | 1.00 | 1.43275 | 1.45345 | 1.41805 | ||
63 | 2009.09.10 00:07 | modify | 14 | 1.00 | 1.44659 | 1.45992 | 1.41805 | ||
64 | 2009.09.11 00:07 | modify | 14 | 1.00 | 1.45017 | 1.46128 | 1.41805 | ||
65 | 2009.09.14 00:07 | delete | 14 | 1.00 | 1.45017 | 1.46128 | 1.41805 | ||
66 | 2009.09.21 00:07 | buy stop | 15 | 1.00 | 1.47439 | 1.46462 | 1.47539 | ||
67 | 2009.09.22 00:07 | modify | 15 | 1.00 | 1.47130 | 1.46106 | 1.47539 | ||
68 | 2009.09.22 03:20 | buy | 15 | 1.00 | 1.47130 | 1.46106 | 1.47539 | ||
69 | 2009.09.22 04:55 | modify | 15 | 1.00 | 1.47130 | 1.47150 | 1.47310 | ||
70 | 2009.09.22 05:15 | s/l | 15 | 1.00 | 1.47150 | 1.47150 | 1.47310 | 20.00 | 11057.00 |
71 | 2009.09.22 07:07 | buy stop | 16 | 1.00 | 1.47130 | 1.46106 | 1.47230 | ||
72 | 2009.09.22 07:15 | buy | 16 | 1.00 | 1.47130 | 1.46106 | 1.47230 | ||
73 | 2009.09.22 08:15 | t/p | 16 | 1.00 | 1.47230 | 1.46106 | 1.47230 | 100.00 | 11157.00 |
74 | 2009.09.24 00:07 | buy stop | 17 | 1.00 | 1.48429 | 1.46899 | 1.48529 | ||
75 | 2009.09.25 00:07 | modify | 17 | 1.00 | 1.48016 | 1.46277 | 1.48529 | ||
76 | 2009.09.28 00:07 | modify | 17 | 1.00 | 1.47240 | 1.46137 | 1.48529 | ||
77 | 2009.09.29 00:07 | modify | 17 | 1.00 | 1.47198 | 1.45635 | 1.48529 | ||
78 | 2009.09.30 00:07 | modify | 17 | 1.00 | 1.46458 | 1.45269 | 1.48529 | ||
79 | 2009.09.30 11:10 | buy | 17 | 1.00 | 1.46458 | 1.45269 | 1.48529 | ||
80 | 2009.09.30 11:15 | modify | 17 | 1.00 | 1.46458 | 1.46523 | 1.46683 | ||
81 | 2009.09.30 11:20 | t/p | 17 | 1.00 | 1.46683 | 1.46523 | 1.46683 | 225.00 | 11382.00 |
82 | 2009.09.30 15:07 | buy stop | 18 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
83 | 2009.09.30 18:15 | buy | 18 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
84 | 2009.09.30 18:20 | t/p | 18 | 1.00 | 1.46558 | 1.45269 | 1.46558 | 100.00 | 11482.00 |
85 | 2009.09.30 19:07 | buy stop | 19 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
86 | 2009.09.30 19:15 | buy | 19 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
87 | 2009.09.30 20:47 | modify | 19 | 1.00 | 1.46458 | 1.46461 | 1.46621 | ||
88 | 2009.09.30 20:55 | modify | 19 | 1.00 | 1.46458 | 1.46516 | 1.46676 | ||
89 | 2009.09.30 20:57 | s/l | 19 | 1.00 | 1.46516 | 1.46516 | 1.46676 | 58.00 | 11540.00 |
90 | 2009.09.30 22:07 | buy stop | 20 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
91 | 2009.09.30 22:50 | buy | 20 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
92 | 2009.09.30 23:59 | close at stop | 20 | 1.00 | 1.46365 | 1.45269 | 1.46558 | -93.00 | 11447.00 |