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 | TakeProfit=20; Lots=1; TrailingStop=5; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -869.00 | Gross profit | 1214.50 | Gross loss | -2083.50 |
| Profit factor | 0.58 | Expected payoff | -13.79 | ||
| Absolute drawdown | 3754.00 | Maximal drawdown | 4053.00 (39.35%) | Relative drawdown | 39.35% (4053.00) |
| Total trades | 63 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 63 (98.41%) |
| Profit trades (% of total) | 62 (98.41%) | Loss trades (% of total) | 1 (1.59%) | ||
| Largest | profit trade | 20.00 | loss trade | -2083.50 | |
| Average | profit trade | 19.59 | loss trade | -2083.50 | |
| Maximum | consecutive wins (profit in money) | 62 (1214.50) | consecutive losses (loss in money) | 1 (-2083.50) | |
| Maximal | consecutive profit (count of wins) | 1214.50 (62) | consecutive loss (count of losses) | -2083.50 (1) | |
| Average | consecutive wins | 62 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42533 | 0.00000 | 1.42553 | ||
| 2 | 2009.08.03 01:05 | t/p | 1 | 1.00 | 1.42553 | 0.00000 | 1.42553 | 20.00 | 10020.00 |
| 3 | 2009.08.03 01:05 | buy | 2 | 1.00 | 1.42593 | 0.00000 | 1.42613 | ||
| 4 | 2009.08.03 01:10 | t/p | 2 | 1.00 | 1.42613 | 0.00000 | 1.42613 | 20.00 | 10040.00 |
| 5 | 2009.08.03 01:10 | buy | 3 | 1.00 | 1.42707 | 0.00000 | 1.42727 | ||
| 6 | 2009.08.03 01:15 | t/p | 3 | 1.00 | 1.42727 | 0.00000 | 1.42727 | 20.00 | 10060.00 |
| 7 | 2009.08.03 01:15 | buy | 4 | 1.00 | 1.42820 | 0.00000 | 1.42840 | ||
| 8 | 2009.08.03 01:20 | t/p | 4 | 1.00 | 1.42840 | 0.00000 | 1.42840 | 20.00 | 10080.00 |
| 9 | 2009.08.03 01:20 | buy | 5 | 1.00 | 1.42934 | 0.00000 | 1.42954 | ||
| 10 | 2009.08.03 01:32 | t/p | 5 | 1.00 | 1.42954 | 0.00000 | 1.42954 | 20.00 | 10100.00 |
| 11 | 2009.08.03 01:32 | buy | 6 | 1.00 | 1.43089 | 0.00000 | 1.43109 | ||
| 12 | 2009.08.03 11:20 | t/p | 6 | 1.00 | 1.43109 | 0.00000 | 1.43109 | 20.00 | 10120.00 |
| 13 | 2009.08.03 11:20 | buy | 7 | 1.00 | 1.43178 | 0.00000 | 1.43198 | ||
| 14 | 2009.08.03 13:50 | t/p | 7 | 1.00 | 1.43198 | 0.00000 | 1.43198 | 20.00 | 10140.00 |
| 15 | 2009.08.03 13:50 | buy | 8 | 1.00 | 1.43271 | 0.00000 | 1.43291 | ||
| 16 | 2009.08.03 15:20 | t/p | 8 | 1.00 | 1.43291 | 0.00000 | 1.43291 | 20.00 | 10160.00 |
| 17 | 2009.08.03 15:20 | buy | 9 | 1.00 | 1.43346 | 0.00000 | 1.43366 | ||
| 18 | 2009.08.03 15:32 | t/p | 9 | 1.00 | 1.43366 | 0.00000 | 1.43366 | 20.00 | 10180.00 |
| 19 | 2009.08.03 15:32 | buy | 10 | 1.00 | 1.43523 | 0.00000 | 1.43543 | ||
| 20 | 2009.08.03 16:10 | t/p | 10 | 1.00 | 1.43543 | 0.00000 | 1.43543 | 20.00 | 10200.00 |
| 21 | 2009.08.03 16:10 | buy | 11 | 1.00 | 1.43666 | 0.00000 | 1.43686 | ||
| 22 | 2009.08.03 16:15 | t/p | 11 | 1.00 | 1.43686 | 0.00000 | 1.43686 | 20.00 | 10220.00 |
| 23 | 2009.08.03 16:15 | buy | 12 | 1.00 | 1.43915 | 0.00000 | 1.43935 | ||
| 24 | 2009.08.03 16:20 | t/p | 12 | 1.00 | 1.43935 | 0.00000 | 1.43935 | 20.00 | 10240.00 |
| 25 | 2009.08.03 16:20 | buy | 13 | 1.00 | 1.44164 | 0.00000 | 1.44184 | ||
| 26 | 2009.08.03 16:50 | t/p | 13 | 1.00 | 1.44184 | 0.00000 | 1.44184 | 20.00 | 10260.00 |
| 27 | 2009.08.03 16:50 | buy | 14 | 1.00 | 1.44265 | 0.00000 | 1.44285 | ||
| 28 | 2009.08.03 18:02 | t/p | 14 | 1.00 | 1.44285 | 0.00000 | 1.44285 | 20.00 | 10280.00 |
| 29 | 2009.08.03 18:02 | buy | 15 | 1.00 | 1.44430 | 0.00000 | 1.44450 | ||
| 30 | 2009.08.05 20:50 | t/p | 15 | 1.00 | 1.44450 | 0.00000 | 1.44450 | 19.00 | 10299.00 |
| 31 | 2009.08.05 20:50 | buy | 16 | 1.00 | 1.44495 | 0.00000 | 1.44515 | ||
| 32 | 2009.09.08 11:45 | t/p | 16 | 1.00 | 1.44515 | 0.00000 | 1.44515 | 3.00 | 10302.00 |
| 33 | 2009.09.08 11:45 | buy | 17 | 1.00 | 1.44622 | 0.00000 | 1.44642 | ||
| 34 | 2009.09.08 11:50 | t/p | 17 | 1.00 | 1.44642 | 0.00000 | 1.44642 | 20.00 | 10322.00 |
| 35 | 2009.09.08 11:50 | buy | 18 | 1.00 | 1.44751 | 0.00000 | 1.44771 | ||
| 36 | 2009.09.08 12:15 | t/p | 18 | 1.00 | 1.44771 | 0.00000 | 1.44771 | 20.00 | 10342.00 |
| 37 | 2009.09.08 12:15 | buy | 19 | 1.00 | 1.44841 | 0.00000 | 1.44861 | ||
| 38 | 2009.09.08 12:20 | t/p | 19 | 1.00 | 1.44861 | 0.00000 | 1.44861 | 20.00 | 10362.00 |
| 39 | 2009.09.08 12:20 | buy | 20 | 1.00 | 1.44948 | 0.00000 | 1.44968 | ||
| 40 | 2009.09.08 13:20 | t/p | 20 | 1.00 | 1.44968 | 0.00000 | 1.44968 | 20.00 | 10382.00 |
| 41 | 2009.09.08 13:20 | buy | 21 | 1.00 | 1.45003 | 0.00000 | 1.45023 | ||
| 42 | 2009.09.08 14:50 | t/p | 21 | 1.00 | 1.45023 | 0.00000 | 1.45023 | 20.00 | 10402.00 |
| 43 | 2009.09.08 14:50 | buy | 22 | 1.00 | 1.45066 | 0.00000 | 1.45086 | ||
| 44 | 2009.09.08 16:45 | t/p | 22 | 1.00 | 1.45086 | 0.00000 | 1.45086 | 20.00 | 10422.00 |
| 45 | 2009.09.08 16:45 | buy | 23 | 1.00 | 1.45168 | 0.00000 | 1.45188 | ||
| 46 | 2009.09.08 16:50 | t/p | 23 | 1.00 | 1.45188 | 0.00000 | 1.45188 | 20.00 | 10442.00 |
| 47 | 2009.09.08 16:50 | buy | 24 | 1.00 | 1.45246 | 0.00000 | 1.45266 | ||
| 48 | 2009.09.08 17:20 | t/p | 24 | 1.00 | 1.45266 | 0.00000 | 1.45266 | 20.00 | 10462.00 |
| 49 | 2009.09.08 17:20 | buy | 25 | 1.00 | 1.45326 | 0.00000 | 1.45346 | ||
| 50 | 2009.09.09 14:15 | t/p | 25 | 1.00 | 1.45346 | 0.00000 | 1.45346 | 19.50 | 10481.50 |
| 51 | 2009.09.09 14:15 | buy | 26 | 1.00 | 1.45420 | 0.00000 | 1.45440 | ||
| 52 | 2009.09.09 14:20 | t/p | 26 | 1.00 | 1.45440 | 0.00000 | 1.45440 | 20.00 | 10501.50 |
| 53 | 2009.09.09 14:20 | buy | 27 | 1.00 | 1.45515 | 0.00000 | 1.45535 | ||
| 54 | 2009.09.09 14:45 | t/p | 27 | 1.00 | 1.45535 | 0.00000 | 1.45535 | 20.00 | 10521.50 |
| 55 | 2009.09.09 14:45 | buy | 28 | 1.00 | 1.45587 | 0.00000 | 1.45607 | ||
| 56 | 2009.09.09 14:50 | t/p | 28 | 1.00 | 1.45607 | 0.00000 | 1.45607 | 20.00 | 10541.50 |
| 57 | 2009.09.09 14:50 | buy | 29 | 1.00 | 1.45648 | 0.00000 | 1.45668 | ||
| 58 | 2009.09.09 15:15 | t/p | 29 | 1.00 | 1.45668 | 0.00000 | 1.45668 | 20.00 | 10561.50 |
| 59 | 2009.09.09 15:15 | buy | 30 | 1.00 | 1.45780 | 0.00000 | 1.45800 | ||
| 60 | 2009.09.09 15:20 | t/p | 30 | 1.00 | 1.45800 | 0.00000 | 1.45800 | 20.00 | 10581.50 |
| 61 | 2009.09.09 15:20 | buy | 31 | 1.00 | 1.45875 | 0.00000 | 1.45895 | ||
| 62 | 2009.09.09 16:20 | t/p | 31 | 1.00 | 1.45895 | 0.00000 | 1.45895 | 20.00 | 10601.50 |
| 63 | 2009.09.09 16:20 | buy | 32 | 1.00 | 1.45962 | 0.00000 | 1.45982 | ||
| 64 | 2009.09.09 16:50 | t/p | 32 | 1.00 | 1.45982 | 0.00000 | 1.45982 | 20.00 | 10621.50 |
| 65 | 2009.09.09 16:50 | buy | 33 | 1.00 | 1.46019 | 0.00000 | 1.46039 | ||
| 66 | 2009.09.10 14:50 | t/p | 33 | 1.00 | 1.46039 | 0.00000 | 1.46039 | 18.50 | 10640.00 |
| 67 | 2009.09.10 14:50 | buy | 34 | 1.00 | 1.46096 | 0.00000 | 1.46116 | ||
| 68 | 2009.09.10 19:07 | t/p | 34 | 1.00 | 1.46116 | 0.00000 | 1.46116 | 20.00 | 10660.00 |
| 69 | 2009.09.10 19:07 | buy | 35 | 1.00 | 1.46155 | 0.00000 | 1.46175 | ||
| 70 | 2009.09.11 06:50 | t/p | 35 | 1.00 | 1.46175 | 0.00000 | 1.46175 | 19.50 | 10679.50 |
| 71 | 2009.09.11 06:50 | buy | 36 | 1.00 | 1.46215 | 0.00000 | 1.46235 | ||
| 72 | 2009.09.11 08:02 | t/p | 36 | 1.00 | 1.46235 | 0.00000 | 1.46235 | 20.00 | 10699.50 |
| 73 | 2009.09.11 08:02 | buy | 37 | 1.00 | 1.46274 | 0.00000 | 1.46294 | ||
| 74 | 2009.09.11 15:32 | t/p | 37 | 1.00 | 1.46294 | 0.00000 | 1.46294 | 20.00 | 10719.50 |
| 75 | 2009.09.11 15:32 | buy | 38 | 1.00 | 1.46327 | 0.00000 | 1.46347 | ||
| 76 | 2009.09.14 16:45 | t/p | 38 | 1.00 | 1.46347 | 0.00000 | 1.46347 | 19.50 | 10739.00 |
| 77 | 2009.09.14 16:45 | buy | 39 | 1.00 | 1.46393 | 0.00000 | 1.46413 | ||
| 78 | 2009.09.14 16:50 | t/p | 39 | 1.00 | 1.46413 | 0.00000 | 1.46413 | 20.00 | 10759.00 |
| 79 | 2009.09.14 16:50 | buy | 40 | 1.00 | 1.46497 | 0.00000 | 1.46517 | ||
| 80 | 2009.09.14 17:07 | t/p | 40 | 1.00 | 1.46517 | 0.00000 | 1.46517 | 20.00 | 10779.00 |
| 81 | 2009.09.14 17:07 | buy | 41 | 1.00 | 1.46546 | 0.00000 | 1.46566 | ||
| 82 | 2009.09.15 19:40 | t/p | 41 | 1.00 | 1.46566 | 0.00000 | 1.46566 | 19.50 | 10798.50 |
| 83 | 2009.09.15 19:40 | buy | 42 | 1.00 | 1.46594 | 0.00000 | 1.46614 | ||
| 84 | 2009.09.15 19:45 | t/p | 42 | 1.00 | 1.46614 | 0.00000 | 1.46614 | 20.00 | 10818.50 |
| 85 | 2009.09.15 19:45 | buy | 43 | 1.00 | 1.46737 | 0.00000 | 1.46757 | ||
| 86 | 2009.09.15 19:50 | t/p | 43 | 1.00 | 1.46757 | 0.00000 | 1.46757 | 20.00 | 10838.50 |
| 87 | 2009.09.15 19:50 | buy | 44 | 1.00 | 1.46881 | 0.00000 | 1.46901 | ||
| 88 | 2009.09.16 08:20 | t/p | 44 | 1.00 | 1.46901 | 0.00000 | 1.46901 | 19.50 | 10858.00 |
| 89 | 2009.09.16 08:20 | buy | 45 | 1.00 | 1.46966 | 0.00000 | 1.46986 | ||
| 90 | 2009.09.16 09:15 | t/p | 45 | 1.00 | 1.46986 | 0.00000 | 1.46986 | 20.00 | 10878.00 |
| 91 | 2009.09.16 09:15 | buy | 46 | 1.00 | 1.47037 | 0.00000 | 1.47057 | ||
| 92 | 2009.09.16 09:20 | t/p | 46 | 1.00 | 1.47057 | 0.00000 | 1.47057 | 20.00 | 10898.00 |
| 93 | 2009.09.16 09:20 | buy | 47 | 1.00 | 1.47105 | 0.00000 | 1.47125 | ||
| 94 | 2009.09.16 10:50 | t/p | 47 | 1.00 | 1.47125 | 0.00000 | 1.47125 | 20.00 | 10918.00 |
| 95 | 2009.09.16 10:50 | buy | 48 | 1.00 | 1.47158 | 0.00000 | 1.47178 | ||
| 96 | 2009.09.16 18:15 | t/p | 48 | 1.00 | 1.47178 | 0.00000 | 1.47178 | 20.00 | 10938.00 |
| 97 | 2009.09.16 18:15 | buy | 49 | 1.00 | 1.47254 | 0.00000 | 1.47274 | ||
| 98 | 2009.09.16 18:20 | t/p | 49 | 1.00 | 1.47274 | 0.00000 | 1.47274 | 20.00 | 10958.00 |
| 99 | 2009.09.16 18:20 | buy | 50 | 1.00 | 1.47351 | 0.00000 | 1.47371 | ||
| 100 | 2009.09.17 07:40 | t/p | 50 | 1.00 | 1.47371 | 0.00000 | 1.47371 | 18.50 | 10976.50 |
| 101 | 2009.09.17 07:40 | buy | 51 | 1.00 | 1.47403 | 0.00000 | 1.47423 | ||
| 102 | 2009.09.17 07:50 | t/p | 51 | 1.00 | 1.47423 | 0.00000 | 1.47423 | 20.00 | 10996.50 |
| 103 | 2009.09.17 07:50 | buy | 52 | 1.00 | 1.47496 | 0.00000 | 1.47516 | ||
| 104 | 2009.09.17 08:20 | t/p | 52 | 1.00 | 1.47516 | 0.00000 | 1.47516 | 20.00 | 11016.50 |
| 105 | 2009.09.17 08:20 | buy | 53 | 1.00 | 1.47560 | 0.00000 | 1.47580 | ||
| 106 | 2009.09.17 08:45 | t/p | 53 | 1.00 | 1.47580 | 0.00000 | 1.47580 | 20.00 | 11036.50 |
| 107 | 2009.09.17 08:45 | buy | 54 | 1.00 | 1.47619 | 0.00000 | 1.47639 | ||
| 108 | 2009.09.17 08:50 | t/p | 54 | 1.00 | 1.47639 | 0.00000 | 1.47639 | 20.00 | 11056.50 |
| 109 | 2009.09.17 08:50 | buy | 55 | 1.00 | 1.47695 | 0.00000 | 1.47715 | ||
| 110 | 2009.09.22 09:20 | t/p | 55 | 1.00 | 1.47715 | 0.00000 | 1.47715 | 18.50 | 11075.00 |
| 111 | 2009.09.22 09:20 | buy | 56 | 1.00 | 1.47836 | 0.00000 | 1.47856 | ||
| 112 | 2009.09.22 09:32 | t/p | 56 | 1.00 | 1.47856 | 0.00000 | 1.47856 | 20.00 | 11095.00 |
| 113 | 2009.09.22 09:32 | buy | 57 | 1.00 | 1.47920 | 0.00000 | 1.47940 | ||
| 114 | 2009.09.22 10:20 | t/p | 57 | 1.00 | 1.47940 | 0.00000 | 1.47940 | 20.00 | 11115.00 |
| 115 | 2009.09.22 10:20 | buy | 58 | 1.00 | 1.48007 | 0.00000 | 1.48027 | ||
| 116 | 2009.09.22 11:45 | t/p | 58 | 1.00 | 1.48027 | 0.00000 | 1.48027 | 20.00 | 11135.00 |
| 117 | 2009.09.22 11:45 | buy | 59 | 1.00 | 1.48072 | 0.00000 | 1.48092 | ||
| 118 | 2009.09.22 11:50 | t/p | 59 | 1.00 | 1.48092 | 0.00000 | 1.48092 | 20.00 | 11155.00 |
| 119 | 2009.09.22 11:50 | buy | 60 | 1.00 | 1.48144 | 0.00000 | 1.48164 | ||
| 120 | 2009.09.22 12:02 | t/p | 60 | 1.00 | 1.48164 | 0.00000 | 1.48164 | 20.00 | 11175.00 |
| 121 | 2009.09.22 12:02 | buy | 61 | 1.00 | 1.48209 | 0.00000 | 1.48229 | ||
| 122 | 2009.09.23 01:15 | t/p | 61 | 1.00 | 1.48229 | 0.00000 | 1.48229 | 19.50 | 11194.50 |
| 123 | 2009.09.23 01:15 | buy | 62 | 1.00 | 1.48314 | 0.00000 | 1.48334 | ||
| 124 | 2009.09.23 01:20 | t/p | 62 | 1.00 | 1.48334 | 0.00000 | 1.48334 | 20.00 | 11214.50 |
| 125 | 2009.09.23 01:20 | buy | 63 | 1.00 | 1.48445 | 0.00000 | 1.48465 | ||
| 126 | 2009.09.30 23:59 | close at stop | 63 | 1.00 | 1.46365 | 0.00000 | 1.48465 | -2083.50 | 9131.00 |