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 | LotSize=5; TakeProfit=30; StopLoss=60; HedgeDistance=30; HourToTrade=10; Slippage=3; UseMoneyManagement=false; AccountIsMicro=false; Risk=50; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8700.00 | Gross profit | 3600.00 | Gross loss | -12300.00 |
| Profit factor | 0.29 | Expected payoff | -133.85 | ||
| Absolute drawdown | 8700.00 | Maximal drawdown | 8700.00 (87.00%) | Relative drawdown | 87.00% (8700.00) |
| Total trades | 65 | Short positions (won %) | 65 (36.92%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 24 (36.92%) | Loss trades (% of total) | 41 (63.08%) | ||
| Largest | profit trade | 150.00 | loss trade | -300.00 | |
| Average | profit trade | 150.00 | loss trade | -300.00 | |
| Maximum | consecutive wins (profit in money) | 3 (450.00) | consecutive losses (loss in money) | 6 (-1800.00) | |
| Maximal | consecutive profit (count of wins) | 450.00 (3) | consecutive loss (count of losses) | -1800.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 10:00 | sell | 1 | 5.00 | 1.42273 | 1.42333 | 1.42243 | ||
| 2 | 2009.08.03 10:10 | s/l | 1 | 5.00 | 1.42333 | 1.42333 | 1.42243 | -300.00 | 9700.00 |
| 3 | 2009.08.03 10:10 | sell | 2 | 5.00 | 1.42339 | 1.42399 | 1.42309 | ||
| 4 | 2009.08.03 10:15 | s/l | 2 | 5.00 | 1.42399 | 1.42399 | 1.42309 | -300.00 | 9400.00 |
| 5 | 2009.08.03 10:15 | sell | 3 | 5.00 | 1.42384 | 1.42444 | 1.42354 | ||
| 6 | 2009.08.03 10:20 | s/l | 3 | 5.00 | 1.42444 | 1.42444 | 1.42354 | -300.00 | 9100.00 |
| 7 | 2009.08.03 10:20 | sell | 4 | 5.00 | 1.42428 | 1.42488 | 1.42398 | ||
| 8 | 2009.08.03 10:27 | t/p | 4 | 5.00 | 1.42398 | 1.42488 | 1.42398 | 150.00 | 9250.00 |
| 9 | 2009.08.03 10:27 | sell | 5 | 5.00 | 1.42369 | 1.42429 | 1.42339 | ||
| 10 | 2009.08.03 10:35 | s/l | 5 | 5.00 | 1.42429 | 1.42429 | 1.42339 | -300.00 | 8950.00 |
| 11 | 2009.08.03 10:35 | sell | 6 | 5.00 | 1.42437 | 1.42497 | 1.42407 | ||
| 12 | 2009.08.03 10:37 | t/p | 6 | 5.00 | 1.42407 | 1.42497 | 1.42407 | 150.00 | 9100.00 |
| 13 | 2009.08.03 10:37 | sell | 7 | 5.00 | 1.42357 | 1.42417 | 1.42327 | ||
| 14 | 2009.08.03 10:40 | s/l | 7 | 5.00 | 1.42417 | 1.42417 | 1.42327 | -300.00 | 8800.00 |
| 15 | 2009.08.03 10:40 | sell | 8 | 5.00 | 1.42557 | 1.42617 | 1.42527 | ||
| 16 | 2009.08.03 10:45 | s/l | 8 | 5.00 | 1.42617 | 1.42617 | 1.42527 | -300.00 | 8500.00 |
| 17 | 2009.08.03 10:45 | sell | 9 | 5.00 | 1.42676 | 1.42736 | 1.42646 | ||
| 18 | 2009.08.03 10:50 | s/l | 9 | 5.00 | 1.42736 | 1.42736 | 1.42646 | -300.00 | 8200.00 |
| 19 | 2009.08.03 10:50 | sell | 10 | 5.00 | 1.42796 | 1.42856 | 1.42766 | ||
| 20 | 2009.08.03 10:52 | t/p | 10 | 5.00 | 1.42766 | 1.42856 | 1.42766 | 150.00 | 8350.00 |
| 21 | 2009.08.03 10:52 | sell | 11 | 5.00 | 1.42716 | 1.42776 | 1.42686 | ||
| 22 | 2009.08.03 10:55 | s/l | 11 | 5.00 | 1.42776 | 1.42776 | 1.42686 | -300.00 | 8050.00 |
| 23 | 2009.08.03 10:55 | sell | 12 | 5.00 | 1.42756 | 1.42816 | 1.42726 | ||
| 24 | 2009.08.03 10:57 | t/p | 12 | 5.00 | 1.42726 | 1.42816 | 1.42726 | 150.00 | 8200.00 |
| 25 | 2009.08.03 10:57 | sell | 13 | 5.00 | 1.42636 | 1.42696 | 1.42606 | ||
| 26 | 2009.08.03 10:59 | s/l | 13 | 5.00 | 1.42696 | 1.42696 | 1.42606 | -300.00 | 7900.00 |
| 27 | 2009.08.03 10:59 | sell | 14 | 5.00 | 1.42741 | 1.42801 | 1.42711 | ||
| 28 | 2009.08.03 11:07 | t/p | 14 | 5.00 | 1.42711 | 1.42801 | 1.42711 | 150.00 | 8050.00 |
| 29 | 2009.08.04 10:00 | sell | 15 | 5.00 | 1.44025 | 1.44085 | 1.43995 | ||
| 30 | 2009.08.04 10:07 | s/l | 15 | 5.00 | 1.44085 | 1.44085 | 1.43995 | -300.00 | 7750.00 |
| 31 | 2009.08.04 10:07 | sell | 16 | 5.00 | 1.44058 | 1.44118 | 1.44028 | ||
| 32 | 2009.08.04 10:10 | t/p | 16 | 5.00 | 1.44028 | 1.44118 | 1.44028 | 150.00 | 7900.00 |
| 33 | 2009.08.04 10:10 | sell | 17 | 5.00 | 1.43982 | 1.44042 | 1.43952 | ||
| 34 | 2009.08.04 10:15 | t/p | 17 | 5.00 | 1.43952 | 1.44042 | 1.43952 | 150.00 | 8050.00 |
| 35 | 2009.08.04 10:15 | sell | 18 | 5.00 | 1.43924 | 1.43984 | 1.43894 | ||
| 36 | 2009.08.04 10:20 | t/p | 18 | 5.00 | 1.43894 | 1.43984 | 1.43894 | 150.00 | 8200.00 |
| 37 | 2009.08.04 10:20 | sell | 19 | 5.00 | 1.43848 | 1.43908 | 1.43818 | ||
| 38 | 2009.08.04 10:22 | s/l | 19 | 5.00 | 1.43908 | 1.43908 | 1.43818 | -300.00 | 7900.00 |
| 39 | 2009.08.04 10:22 | sell | 20 | 5.00 | 1.43886 | 1.43946 | 1.43856 | ||
| 40 | 2009.08.04 10:27 | s/l | 20 | 5.00 | 1.43946 | 1.43946 | 1.43856 | -300.00 | 7600.00 |
| 41 | 2009.08.04 10:27 | sell | 21 | 5.00 | 1.43924 | 1.43984 | 1.43894 | ||
| 42 | 2009.08.04 10:27 | s/l | 21 | 5.00 | 1.43984 | 1.43984 | 1.43894 | -300.00 | 7300.00 |
| 43 | 2009.08.04 10:27 | sell | 22 | 5.00 | 1.43963 | 1.44023 | 1.43933 | ||
| 44 | 2009.08.04 10:40 | s/l | 22 | 5.00 | 1.44023 | 1.44023 | 1.43933 | -300.00 | 7000.00 |
| 45 | 2009.08.04 10:40 | sell | 23 | 5.00 | 1.44047 | 1.44107 | 1.44017 | ||
| 46 | 2009.08.04 10:45 | s/l | 23 | 5.00 | 1.44107 | 1.44107 | 1.44017 | -300.00 | 6700.00 |
| 47 | 2009.08.04 10:45 | sell | 24 | 5.00 | 1.44124 | 1.44184 | 1.44094 | ||
| 48 | 2009.08.04 10:50 | s/l | 24 | 5.00 | 1.44184 | 1.44184 | 1.44094 | -300.00 | 6400.00 |
| 49 | 2009.08.04 10:50 | sell | 25 | 5.00 | 1.44202 | 1.44262 | 1.44172 | ||
| 50 | 2009.08.04 10:57 | t/p | 25 | 5.00 | 1.44172 | 1.44262 | 1.44172 | 150.00 | 6550.00 |
| 51 | 2009.08.04 10:57 | sell | 26 | 5.00 | 1.44098 | 1.44158 | 1.44068 | ||
| 52 | 2009.08.04 11:02 | s/l | 26 | 5.00 | 1.44158 | 1.44158 | 1.44068 | -300.00 | 6250.00 |
| 53 | 2009.08.05 10:00 | sell | 27 | 5.00 | 1.44004 | 1.44064 | 1.43974 | ||
| 54 | 2009.08.05 10:02 | t/p | 27 | 5.00 | 1.43974 | 1.44064 | 1.43974 | 150.00 | 6400.00 |
| 55 | 2009.08.05 10:02 | sell | 28 | 5.00 | 1.43938 | 1.43998 | 1.43908 | ||
| 56 | 2009.08.05 10:10 | s/l | 28 | 5.00 | 1.43998 | 1.43998 | 1.43908 | -300.00 | 6100.00 |
| 57 | 2009.08.05 10:10 | sell | 29 | 5.00 | 1.43985 | 1.44045 | 1.43955 | ||
| 58 | 2009.08.05 10:15 | s/l | 29 | 5.00 | 1.44045 | 1.44045 | 1.43955 | -300.00 | 5800.00 |
| 59 | 2009.08.05 10:15 | sell | 30 | 5.00 | 1.44020 | 1.44080 | 1.43990 | ||
| 60 | 2009.08.05 10:20 | s/l | 30 | 5.00 | 1.44080 | 1.44080 | 1.43990 | -300.00 | 5500.00 |
| 61 | 2009.08.05 10:20 | sell | 31 | 5.00 | 1.44055 | 1.44115 | 1.44025 | ||
| 62 | 2009.08.05 10:40 | t/p | 31 | 5.00 | 1.44025 | 1.44115 | 1.44025 | 150.00 | 5650.00 |
| 63 | 2009.08.05 10:40 | sell | 32 | 5.00 | 1.43992 | 1.44052 | 1.43962 | ||
| 64 | 2009.08.05 10:45 | t/p | 32 | 5.00 | 1.43962 | 1.44052 | 1.43962 | 150.00 | 5800.00 |
| 65 | 2009.08.05 10:45 | sell | 33 | 5.00 | 1.43928 | 1.43988 | 1.43898 | ||
| 66 | 2009.08.05 10:50 | t/p | 33 | 5.00 | 1.43898 | 1.43988 | 1.43898 | 150.00 | 5950.00 |
| 67 | 2009.08.05 10:50 | sell | 34 | 5.00 | 1.43844 | 1.43904 | 1.43814 | ||
| 68 | 2009.08.05 10:52 | s/l | 34 | 5.00 | 1.43904 | 1.43904 | 1.43814 | -300.00 | 5650.00 |
| 69 | 2009.08.05 10:52 | sell | 35 | 5.00 | 1.43886 | 1.43946 | 1.43856 | ||
| 70 | 2009.08.05 10:57 | s/l | 35 | 5.00 | 1.43946 | 1.43946 | 1.43856 | -300.00 | 5350.00 |
| 71 | 2009.08.05 10:57 | sell | 36 | 5.00 | 1.43928 | 1.43988 | 1.43898 | ||
| 72 | 2009.08.05 11:02 | t/p | 36 | 5.00 | 1.43898 | 1.43988 | 1.43898 | 150.00 | 5500.00 |
| 73 | 2009.08.06 10:00 | sell | 37 | 5.00 | 1.44050 | 1.44110 | 1.44020 | ||
| 74 | 2009.08.06 10:15 | t/p | 37 | 5.00 | 1.44020 | 1.44110 | 1.44020 | 150.00 | 5650.00 |
| 75 | 2009.08.06 10:15 | sell | 38 | 5.00 | 1.43964 | 1.44024 | 1.43934 | ||
| 76 | 2009.08.06 10:45 | s/l | 38 | 5.00 | 1.44024 | 1.44024 | 1.43934 | -300.00 | 5350.00 |
| 77 | 2009.08.06 10:45 | sell | 39 | 5.00 | 1.44021 | 1.44081 | 1.43991 | ||
| 78 | 2009.08.06 10:50 | s/l | 39 | 5.00 | 1.44081 | 1.44081 | 1.43991 | -300.00 | 5050.00 |
| 79 | 2009.08.06 10:50 | sell | 40 | 5.00 | 1.44056 | 1.44116 | 1.44026 | ||
| 80 | 2009.08.06 11:15 | t/p | 40 | 5.00 | 1.44026 | 1.44116 | 1.44026 | 150.00 | 5200.00 |
| 81 | 2009.08.07 10:00 | sell | 41 | 5.00 | 1.43579 | 1.43639 | 1.43549 | ||
| 82 | 2009.08.07 10:02 | s/l | 41 | 5.00 | 1.43639 | 1.43639 | 1.43549 | -300.00 | 4900.00 |
| 83 | 2009.08.07 10:02 | sell | 42 | 5.00 | 1.43624 | 1.43684 | 1.43594 | ||
| 84 | 2009.08.07 10:15 | t/p | 42 | 5.00 | 1.43594 | 1.43684 | 1.43594 | 150.00 | 5050.00 |
| 85 | 2009.08.07 10:15 | sell | 43 | 5.00 | 1.43562 | 1.43622 | 1.43532 | ||
| 86 | 2009.08.07 10:40 | s/l | 43 | 5.00 | 1.43622 | 1.43622 | 1.43532 | -300.00 | 4750.00 |
| 87 | 2009.08.07 10:40 | sell | 44 | 5.00 | 1.43651 | 1.43711 | 1.43621 | ||
| 88 | 2009.08.07 10:45 | s/l | 44 | 5.00 | 1.43711 | 1.43711 | 1.43621 | -300.00 | 4450.00 |
| 89 | 2009.08.07 10:45 | sell | 45 | 5.00 | 1.43709 | 1.43769 | 1.43679 | ||
| 90 | 2009.08.07 10:50 | s/l | 45 | 5.00 | 1.43769 | 1.43769 | 1.43679 | -300.00 | 4150.00 |
| 91 | 2009.08.07 10:50 | sell | 46 | 5.00 | 1.43768 | 1.43828 | 1.43738 | ||
| 92 | 2009.08.07 10:57 | t/p | 46 | 5.00 | 1.43738 | 1.43828 | 1.43738 | 150.00 | 4300.00 |
| 93 | 2009.08.07 10:57 | sell | 47 | 5.00 | 1.43690 | 1.43750 | 1.43660 | ||
| 94 | 2009.08.07 10:59 | t/p | 47 | 5.00 | 1.43660 | 1.43750 | 1.43660 | 150.00 | 4450.00 |
| 95 | 2009.08.07 10:59 | sell | 48 | 5.00 | 1.43601 | 1.43661 | 1.43571 | ||
| 96 | 2009.08.07 11:15 | s/l | 48 | 5.00 | 1.43661 | 1.43661 | 1.43571 | -300.00 | 4150.00 |
| 97 | 2009.08.10 10:00 | sell | 49 | 5.00 | 1.41922 | 1.41982 | 1.41892 | ||
| 98 | 2009.08.10 10:15 | t/p | 49 | 5.00 | 1.41892 | 1.41982 | 1.41892 | 150.00 | 4300.00 |
| 99 | 2009.08.10 10:15 | sell | 50 | 5.00 | 1.41824 | 1.41884 | 1.41794 | ||
| 100 | 2009.08.10 10:20 | t/p | 50 | 5.00 | 1.41794 | 1.41884 | 1.41794 | 150.00 | 4450.00 |
| 101 | 2009.08.10 10:20 | sell | 51 | 5.00 | 1.41757 | 1.41817 | 1.41727 | ||
| 102 | 2009.08.10 10:22 | s/l | 51 | 5.00 | 1.41817 | 1.41817 | 1.41727 | -300.00 | 4150.00 |
| 103 | 2009.08.10 10:22 | sell | 52 | 5.00 | 1.41790 | 1.41850 | 1.41760 | ||
| 104 | 2009.08.10 10:27 | s/l | 52 | 5.00 | 1.41850 | 1.41850 | 1.41760 | -300.00 | 3850.00 |
| 105 | 2009.08.10 10:27 | sell | 53 | 5.00 | 1.41824 | 1.41884 | 1.41794 | ||
| 106 | 2009.08.10 10:27 | s/l | 53 | 5.00 | 1.41884 | 1.41884 | 1.41794 | -300.00 | 3550.00 |
| 107 | 2009.08.10 10:27 | sell | 54 | 5.00 | 1.41878 | 1.41938 | 1.41848 | ||
| 108 | 2009.08.10 10:45 | s/l | 54 | 5.00 | 1.41938 | 1.41938 | 1.41848 | -300.00 | 3250.00 |
| 109 | 2009.08.10 10:45 | sell | 55 | 5.00 | 1.41935 | 1.41995 | 1.41905 | ||
| 110 | 2009.08.10 10:50 | s/l | 55 | 5.00 | 1.41995 | 1.41995 | 1.41905 | -300.00 | 2950.00 |
| 111 | 2009.08.10 10:50 | sell | 56 | 5.00 | 1.41968 | 1.42028 | 1.41938 | ||
| 112 | 2009.08.10 11:02 | s/l | 56 | 5.00 | 1.42028 | 1.42028 | 1.41938 | -300.00 | 2650.00 |
| 113 | 2009.08.11 10:00 | sell | 57 | 5.00 | 1.41666 | 1.41726 | 1.41636 | ||
| 114 | 2009.08.11 10:20 | t/p | 57 | 5.00 | 1.41636 | 1.41726 | 1.41636 | 150.00 | 2800.00 |
| 115 | 2009.08.11 10:20 | sell | 58 | 5.00 | 1.41603 | 1.41663 | 1.41573 | ||
| 116 | 2009.08.11 10:27 | s/l | 58 | 5.00 | 1.41663 | 1.41663 | 1.41573 | -300.00 | 2500.00 |
| 117 | 2009.08.11 10:27 | sell | 59 | 5.00 | 1.41658 | 1.41718 | 1.41628 | ||
| 118 | 2009.08.11 10:40 | s/l | 59 | 5.00 | 1.41718 | 1.41718 | 1.41628 | -300.00 | 2200.00 |
| 119 | 2009.08.11 10:40 | sell | 60 | 5.00 | 1.41708 | 1.41768 | 1.41678 | ||
| 120 | 2009.08.11 10:50 | s/l | 60 | 5.00 | 1.41768 | 1.41768 | 1.41678 | -300.00 | 1900.00 |
| 121 | 2009.08.11 10:50 | sell | 61 | 5.00 | 1.41768 | 1.41828 | 1.41738 | ||
| 122 | 2009.08.11 11:15 | t/p | 61 | 5.00 | 1.41738 | 1.41828 | 1.41738 | 150.00 | 2050.00 |
| 123 | 2009.08.12 10:00 | sell | 62 | 5.00 | 1.41135 | 1.41195 | 1.41105 | ||
| 124 | 2009.08.12 10:02 | t/p | 62 | 5.00 | 1.41105 | 1.41195 | 1.41105 | 150.00 | 2200.00 |
| 125 | 2009.08.12 10:02 | sell | 63 | 5.00 | 1.41074 | 1.41134 | 1.41044 | ||
| 126 | 2009.08.12 10:10 | s/l | 63 | 5.00 | 1.41134 | 1.41134 | 1.41044 | -300.00 | 1900.00 |
| 127 | 2009.08.12 10:10 | sell | 64 | 5.00 | 1.41139 | 1.41199 | 1.41109 | ||
| 128 | 2009.08.12 10:15 | s/l | 64 | 5.00 | 1.41199 | 1.41199 | 1.41109 | -300.00 | 1600.00 |
| 129 | 2009.08.12 10:15 | sell | 65 | 5.00 | 1.41188 | 1.41248 | 1.41158 | ||
| 130 | 2009.08.12 10:20 | s/l | 65 | 5.00 | 1.41248 | 1.41248 | 1.41158 | -300.00 | 1300.00 |