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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| 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 | 3869.00 | Gross loss | -3000.00 |
| Profit factor | 1.29 | Expected payoff | 20.69 | ||
| Absolute drawdown | 722.00 | Maximal drawdown | 1960.00 (17.44%) | Relative drawdown | 17.44% (1960.00) |
| Total trades | 42 | Short positions (won %) | 26 (92.31%) | Long positions (won %) | 16 (93.75%) |
| Profit trades (% of total) | 39 (92.86%) | Loss trades (% of total) | 3 (7.14%) | ||
| Largest | profit trade | 260.00 | loss trade | -1000.00 | |
| Average | profit trade | 99.21 | loss trade | -1000.00 | |
| Maximum | consecutive wins (profit in money) | 16 (1576.00) | consecutive losses (loss in money) | 1 (-1000.00) | |
| Maximal | consecutive profit (count of wins) | 1576.00 (16) | consecutive loss (count of losses) | -1000.00 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 03:00 | sell | 1 | 1.00 | 1.42518 | 1.43518 | 0.00000 | ||
| 2 | 2009.08.03 04:00 | close | 1 | 1.00 | 1.42419 | 1.43518 | 0.00000 | 99.00 | 10099.00 |
| 3 | 2009.08.03 09:00 | buy | 2 | 1.00 | 1.42095 | 1.41095 | 0.00000 | ||
| 4 | 2009.08.03 10:00 | close | 2 | 1.00 | 1.42273 | 1.41095 | 0.00000 | 178.00 | 10277.00 |
| 5 | 2009.08.06 22:00 | buy | 3 | 1.00 | 1.43560 | 1.42560 | 0.00000 | ||
| 6 | 2009.08.07 01:00 | close | 3 | 1.00 | 1.43595 | 1.42560 | 0.00000 | 34.50 | 10311.50 |
| 7 | 2009.08.10 01:00 | buy | 4 | 1.00 | 1.41937 | 1.40937 | 0.00000 | ||
| 8 | 2009.08.10 03:00 | close | 4 | 1.00 | 1.42010 | 1.40937 | 0.00000 | 73.00 | 10384.50 |
| 9 | 2009.08.10 23:00 | buy | 5 | 1.00 | 1.41400 | 1.40400 | 0.00000 | ||
| 10 | 2009.08.11 00:00 | close | 5 | 1.00 | 1.41450 | 1.40400 | 0.00000 | 49.50 | 10434.00 |
| 11 | 2009.08.11 01:00 | buy | 6 | 1.00 | 1.41361 | 1.40361 | 0.00000 | ||
| 12 | 2009.08.11 03:00 | close | 6 | 1.00 | 1.41471 | 1.40361 | 0.00000 | 110.00 | 10544.00 |
| 13 | 2009.08.12 16:00 | sell | 7 | 1.00 | 1.41916 | 1.42916 | 0.00000 | ||
| 14 | 2009.08.12 23:00 | close | 7 | 1.00 | 1.41863 | 1.42916 | 0.00000 | 53.00 | 10597.00 |
| 15 | 2009.08.13 08:00 | sell | 8 | 1.00 | 1.42178 | 1.43178 | 0.00000 | ||
| 16 | 2009.08.13 10:00 | sell | 9 | 1.00 | 1.42476 | 1.43476 | 0.00000 | ||
| 17 | 2009.08.13 14:00 | close | 9 | 1.00 | 1.42466 | 1.43476 | 0.00000 | 10.00 | 10607.00 |
| 18 | 2009.08.13 14:20 | s/l | 8 | 1.00 | 1.43178 | 1.43178 | 0.00000 | -1000.00 | 9607.00 |
| 19 | 2009.08.13 19:00 | sell | 10 | 1.00 | 1.42767 | 1.43767 | 0.00000 | ||
| 20 | 2009.08.13 21:00 | close | 10 | 1.00 | 1.42648 | 1.43767 | 0.00000 | 119.00 | 9726.00 |
| 21 | 2009.08.17 23:00 | sell | 11 | 1.00 | 1.40809 | 1.41809 | 0.00000 | ||
| 22 | 2009.08.18 00:00 | close | 11 | 1.00 | 1.40711 | 1.41809 | 0.00000 | 97.00 | 9823.00 |
| 23 | 2009.08.24 05:00 | sell | 12 | 1.00 | 1.43362 | 1.44362 | 0.00000 | ||
| 24 | 2009.08.24 06:00 | close | 12 | 1.00 | 1.43359 | 1.44362 | 0.00000 | 3.00 | 9826.00 |
| 25 | 2009.08.25 05:00 | buy | 13 | 1.00 | 1.42912 | 1.41912 | 0.00000 | ||
| 26 | 2009.08.25 06:00 | close | 13 | 1.00 | 1.43002 | 1.41912 | 0.00000 | 90.00 | 9916.00 |
| 27 | 2009.08.26 10:00 | sell | 14 | 1.00 | 1.43364 | 1.44364 | 0.00000 | ||
| 28 | 2009.08.26 11:00 | close | 14 | 1.00 | 1.43194 | 1.44364 | 0.00000 | 170.00 | 10086.00 |
| 29 | 2009.08.26 16:00 | buy | 15 | 1.00 | 1.42155 | 1.41155 | 0.00000 | ||
| 30 | 2009.08.26 17:00 | close | 15 | 1.00 | 1.42307 | 1.41155 | 0.00000 | 152.00 | 10238.00 |
| 31 | 2009.08.27 14:00 | sell | 16 | 1.00 | 1.42776 | 1.43776 | 0.00000 | ||
| 32 | 2009.08.27 15:00 | close | 16 | 1.00 | 1.42568 | 1.43776 | 0.00000 | 208.00 | 10446.00 |
| 33 | 2009.08.28 06:00 | sell | 17 | 1.00 | 1.43557 | 1.44557 | 0.00000 | ||
| 34 | 2009.08.28 09:00 | close | 17 | 1.00 | 1.43297 | 1.44557 | 0.00000 | 260.00 | 10706.00 |
| 35 | 2009.08.31 21:00 | sell | 18 | 1.00 | 1.43290 | 1.44290 | 0.00000 | ||
| 36 | 2009.08.31 23:00 | sell | 19 | 1.00 | 1.43324 | 1.44324 | 0.00000 | ||
| 37 | 2009.09.01 00:00 | close | 19 | 1.00 | 1.43312 | 1.44324 | 0.00000 | 11.00 | 10717.00 |
| 38 | 2009.09.01 03:00 | close | 18 | 1.00 | 1.43220 | 1.44290 | 0.00000 | 69.00 | 10786.00 |
| 39 | 2009.09.01 11:00 | sell | 20 | 1.00 | 1.43502 | 1.44502 | 0.00000 | ||
| 40 | 2009.09.01 12:00 | close | 20 | 1.00 | 1.43355 | 1.44502 | 0.00000 | 147.00 | 10933.00 |
| 41 | 2009.09.01 16:00 | buy | 21 | 1.00 | 1.43233 | 1.42233 | 0.00000 | ||
| 42 | 2009.09.01 17:50 | s/l | 21 | 1.00 | 1.42233 | 1.42233 | 0.00000 | -1000.00 | 9933.00 |
| 43 | 2009.09.02 04:00 | buy | 22 | 1.00 | 1.42143 | 1.41143 | 0.00000 | ||
| 44 | 2009.09.02 08:00 | close | 22 | 1.00 | 1.42243 | 1.41143 | 0.00000 | 100.00 | 10033.00 |
| 45 | 2009.09.02 13:00 | sell | 23 | 1.00 | 1.42219 | 1.43219 | 0.00000 | ||
| 46 | 2009.09.02 14:00 | close | 23 | 1.00 | 1.42176 | 1.43219 | 0.00000 | 43.00 | 10076.00 |
| 47 | 2009.09.02 23:00 | sell | 24 | 1.00 | 1.42627 | 1.43627 | 0.00000 | ||
| 48 | 2009.09.03 00:00 | close | 24 | 1.00 | 1.42621 | 1.43627 | 0.00000 | 3.00 | 10079.00 |
| 49 | 2009.09.04 01:00 | buy | 25 | 1.00 | 1.42577 | 1.41577 | 0.00000 | ||
| 50 | 2009.09.04 08:00 | close | 25 | 1.00 | 1.42658 | 1.41577 | 0.00000 | 81.00 | 10160.00 |
| 51 | 2009.09.10 10:00 | sell | 26 | 1.00 | 1.45694 | 1.46694 | 0.00000 | ||
| 52 | 2009.09.10 11:00 | close | 26 | 1.00 | 1.45526 | 1.46694 | 0.00000 | 168.00 | 10328.00 |
| 53 | 2009.09.10 23:00 | sell | 27 | 1.00 | 1.45807 | 1.46807 | 0.00000 | ||
| 54 | 2009.09.11 00:00 | close | 27 | 1.00 | 1.45799 | 1.46807 | 0.00000 | 7.00 | 10335.00 |
| 55 | 2009.09.11 09:00 | sell | 28 | 1.00 | 1.46007 | 1.47007 | 0.00000 | ||
| 56 | 2009.09.11 11:00 | close | 28 | 1.00 | 1.45847 | 1.47007 | 0.00000 | 160.00 | 10495.00 |
| 57 | 2009.09.14 00:00 | buy | 29 | 1.00 | 1.45955 | 1.44955 | 0.00000 | ||
| 58 | 2009.09.14 09:00 | buy | 30 | 1.00 | 1.45476 | 1.44476 | 0.00000 | ||
| 59 | 2009.09.14 10:00 | close | 30 | 1.00 | 1.45648 | 1.44476 | 0.00000 | 172.00 | 10667.00 |
| 60 | 2009.09.14 16:00 | close | 29 | 1.00 | 1.46212 | 1.44955 | 0.00000 | 257.00 | 10924.00 |
| 61 | 2009.09.14 20:00 | sell | 31 | 1.00 | 1.45998 | 1.46998 | 0.00000 | ||
| 62 | 2009.09.15 12:00 | close | 31 | 1.00 | 1.45900 | 1.46998 | 0.00000 | 97.00 | 11021.00 |
| 63 | 2009.09.15 17:00 | buy | 32 | 1.00 | 1.45982 | 1.44982 | 0.00000 | ||
| 64 | 2009.09.15 18:00 | close | 32 | 1.00 | 1.46162 | 1.44982 | 0.00000 | 180.00 | 11201.00 |
| 65 | 2009.09.16 07:00 | sell | 33 | 1.00 | 1.46692 | 1.47692 | 0.00000 | ||
| 66 | 2009.09.16 10:00 | sell | 34 | 1.00 | 1.47022 | 1.48022 | 0.00000 | ||
| 67 | 2009.09.16 12:00 | close | 34 | 1.00 | 1.46866 | 1.48022 | 0.00000 | 156.00 | 11357.00 |
| 68 | 2009.09.16 16:00 | close | 33 | 1.00 | 1.46622 | 1.47692 | 0.00000 | 70.00 | 11427.00 |
| 69 | 2009.09.16 23:00 | sell | 35 | 1.00 | 1.47093 | 1.48093 | 0.00000 | ||
| 70 | 2009.09.17 00:00 | close | 35 | 1.00 | 1.47082 | 1.48093 | 0.00000 | 8.00 | 11435.00 |
| 71 | 2009.09.17 11:00 | sell | 36 | 1.00 | 1.47330 | 1.48330 | 0.00000 | ||
| 72 | 2009.09.17 13:00 | close | 36 | 1.00 | 1.47272 | 1.48330 | 0.00000 | 58.00 | 11493.00 |
| 73 | 2009.09.21 06:00 | buy | 37 | 1.00 | 1.46831 | 1.45831 | 0.00000 | ||
| 74 | 2009.09.21 07:00 | close | 37 | 1.00 | 1.46847 | 1.45831 | 0.00000 | 16.00 | 11509.00 |
| 75 | 2009.09.22 04:00 | sell | 38 | 1.00 | 1.47068 | 1.48068 | 0.00000 | ||
| 76 | 2009.09.22 10:00 | sell | 39 | 1.00 | 1.47783 | 1.48783 | 0.00000 | ||
| 77 | 2009.09.22 11:50 | s/l | 38 | 1.00 | 1.48068 | 1.48068 | 0.00000 | -1000.00 | 10509.00 |
| 78 | 2009.09.23 12:00 | buy | 40 | 1.00 | 1.47796 | 1.46796 | 0.00000 | ||
| 79 | 2009.09.23 13:00 | close | 39 | 1.00 | 1.47723 | 1.48783 | 0.00000 | 59.00 | 10568.00 |
| 80 | 2009.09.23 14:00 | close | 40 | 1.00 | 1.47849 | 1.46796 | 0.00000 | 53.00 | 10621.00 |
| 81 | 2009.09.23 19:00 | buy | 41 | 1.00 | 1.47750 | 1.46750 | 0.00000 | ||
| 82 | 2009.09.23 20:00 | close | 41 | 1.00 | 1.47856 | 1.46750 | 0.00000 | 106.00 | 10727.00 |
| 83 | 2009.09.30 09:00 | sell | 42 | 1.00 | 1.46188 | 1.47188 | 0.00000 | ||
| 84 | 2009.09.30 10:00 | close | 42 | 1.00 | 1.46046 | 1.47188 | 0.00000 | 142.00 | 10869.00 |