Strategy Tester Report
Lentiaika_demarka
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=0.1; sl=20; tp=30; TimePeriod=0; DemarkerPeriod=14; DemarkerUP=0.7; DemarkerDN=0.3; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -31.00 | Gross profit | 62.00 | Gross loss | -93.00 |
Profit factor | 0.67 | Expected payoff | -0.50 | ||
Absolute drawdown | 35.00 | Maximal drawdown | 35.00 (0.35%) | Relative drawdown | 0.35% (35.00) |
Total trades | 62 | Short positions (won %) | 34 (47.06%) | Long positions (won %) | 28 (53.57%) |
Profit trades (% of total) | 31 (50.00%) | Loss trades (% of total) | 31 (50.00%) | ||
Largest | profit trade | 2.00 | loss trade | -3.00 | |
Average | profit trade | 2.00 | loss trade | -3.00 | |
Maximum | consecutive wins (profit in money) | 6 (12.00) | consecutive losses (loss in money) | 4 (-12.00) | |
Maximal | consecutive profit (count of wins) | 12.00 (6) | consecutive loss (count of losses) | -12.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 09:00 | sell | 1 | 0.10 | 1.42086 | 1.42116 | 1.42066 | ||
2 | 2009.08.03 09:05 | s/l | 1 | 0.10 | 1.42116 | 1.42116 | 1.42066 | -3.00 | 9997.00 |
3 | 2009.08.04 07:00 | sell | 2 | 0.10 | 1.43836 | 1.43866 | 1.43816 | ||
4 | 2009.08.04 07:02 | s/l | 2 | 0.10 | 1.43866 | 1.43866 | 1.43816 | -3.00 | 9994.00 |
5 | 2009.08.05 07:00 | sell | 3 | 0.10 | 1.44059 | 1.44089 | 1.44039 | ||
6 | 2009.08.05 07:03 | t/p | 3 | 0.10 | 1.44039 | 1.44089 | 1.44039 | 2.00 | 9996.00 |
7 | 2009.08.07 03:00 | buy | 4 | 0.10 | 1.43621 | 1.43591 | 1.43641 | ||
8 | 2009.08.07 03:07 | s/l | 4 | 0.10 | 1.43591 | 1.43591 | 1.43641 | -3.00 | 9993.00 |
9 | 2009.08.07 06:00 | buy | 5 | 0.10 | 1.43614 | 1.43584 | 1.43634 | ||
10 | 2009.08.07 06:20 | t/p | 5 | 0.10 | 1.43634 | 1.43584 | 1.43634 | 2.00 | 9995.00 |
11 | 2009.08.10 08:00 | buy | 6 | 0.10 | 1.42148 | 1.42118 | 1.42168 | ||
12 | 2009.08.10 08:05 | s/l | 6 | 0.10 | 1.42118 | 1.42118 | 1.42168 | -3.00 | 9992.00 |
13 | 2009.08.11 08:00 | buy | 7 | 0.10 | 1.41359 | 1.41329 | 1.41379 | ||
14 | 2009.08.11 08:02 | s/l | 7 | 0.10 | 1.41329 | 1.41329 | 1.41379 | -3.00 | 9989.00 |
15 | 2009.08.12 08:00 | sell | 8 | 0.10 | 1.41355 | 1.41385 | 1.41335 | ||
16 | 2009.08.12 08:02 | s/l | 8 | 0.10 | 1.41385 | 1.41385 | 1.41335 | -3.00 | 9986.00 |
17 | 2009.08.12 12:00 | buy | 9 | 0.10 | 1.41349 | 1.41319 | 1.41369 | ||
18 | 2009.08.12 12:03 | t/p | 9 | 0.10 | 1.41369 | 1.41319 | 1.41369 | 2.00 | 9988.00 |
19 | 2009.08.14 02:00 | sell | 10 | 0.10 | 1.42736 | 1.42766 | 1.42716 | ||
20 | 2009.08.14 02:07 | t/p | 10 | 0.10 | 1.42716 | 1.42766 | 1.42716 | 2.00 | 9990.00 |
21 | 2009.08.14 05:00 | sell | 11 | 0.10 | 1.42694 | 1.42724 | 1.42674 | ||
22 | 2009.08.14 05:07 | s/l | 11 | 0.10 | 1.42724 | 1.42724 | 1.42674 | -3.00 | 9987.00 |
23 | 2009.08.14 19:00 | buy | 12 | 0.10 | 1.42298 | 1.42268 | 1.42318 | ||
24 | 2009.08.14 19:03 | s/l | 12 | 0.10 | 1.42268 | 1.42268 | 1.42318 | -3.00 | 9984.00 |
25 | 2009.08.17 00:00 | buy | 13 | 0.10 | 1.41900 | 1.41870 | 1.41920 | ||
26 | 2009.08.17 00:15 | t/p | 13 | 0.10 | 1.41920 | 1.41870 | 1.41920 | 2.00 | 9986.00 |
27 | 2009.08.17 21:00 | buy | 14 | 0.10 | 1.40808 | 1.40778 | 1.40828 | ||
28 | 2009.08.17 21:02 | s/l | 14 | 0.10 | 1.40778 | 1.40778 | 1.40828 | -3.00 | 9983.00 |
29 | 2009.08.18 06:00 | sell | 15 | 0.10 | 1.41046 | 1.41076 | 1.41026 | ||
30 | 2009.08.18 06:07 | s/l | 15 | 0.10 | 1.41076 | 1.41076 | 1.41026 | -3.00 | 9980.00 |
31 | 2009.08.18 08:00 | sell | 16 | 0.10 | 1.41133 | 1.41163 | 1.41113 | ||
32 | 2009.08.18 08:07 | t/p | 16 | 0.10 | 1.41113 | 1.41163 | 1.41113 | 2.00 | 9982.00 |
33 | 2009.08.18 11:00 | sell | 17 | 0.10 | 1.41275 | 1.41305 | 1.41255 | ||
34 | 2009.08.18 11:02 | s/l | 17 | 0.10 | 1.41305 | 1.41305 | 1.41255 | -3.00 | 9979.00 |
35 | 2009.08.18 14:00 | sell | 18 | 0.10 | 1.41053 | 1.41083 | 1.41033 | ||
36 | 2009.08.18 14:02 | s/l | 18 | 0.10 | 1.41083 | 1.41083 | 1.41033 | -3.00 | 9976.00 |
37 | 2009.08.19 21:00 | sell | 19 | 0.10 | 1.42402 | 1.42432 | 1.42382 | ||
38 | 2009.08.19 21:10 | t/p | 19 | 0.10 | 1.42382 | 1.42432 | 1.42382 | 2.00 | 9978.00 |
39 | 2009.08.20 07:00 | sell | 20 | 0.10 | 1.42179 | 1.42209 | 1.42159 | ||
40 | 2009.08.20 07:05 | s/l | 20 | 0.10 | 1.42209 | 1.42209 | 1.42159 | -3.00 | 9975.00 |
41 | 2009.08.21 17:00 | sell | 21 | 0.10 | 1.43002 | 1.43032 | 1.42982 | ||
42 | 2009.08.21 17:05 | t/p | 21 | 0.10 | 1.42982 | 1.43032 | 1.42982 | 2.00 | 9977.00 |
43 | 2009.08.24 01:00 | sell | 22 | 0.10 | 1.43376 | 1.43406 | 1.43356 | ||
44 | 2009.08.24 01:02 | s/l | 22 | 0.10 | 1.43406 | 1.43406 | 1.43356 | -3.00 | 9974.00 |
45 | 2009.08.24 14:00 | buy | 23 | 0.10 | 1.43281 | 1.43251 | 1.43301 | ||
46 | 2009.08.24 14:02 | t/p | 23 | 0.10 | 1.43301 | 1.43251 | 1.43301 | 2.00 | 9976.00 |
47 | 2009.08.25 06:00 | buy | 24 | 0.10 | 1.43012 | 1.42982 | 1.43032 | ||
48 | 2009.08.25 06:02 | s/l | 24 | 0.10 | 1.42982 | 1.42982 | 1.43032 | -3.00 | 9973.00 |
49 | 2009.08.25 12:00 | buy | 25 | 0.10 | 1.42948 | 1.42918 | 1.42968 | ||
50 | 2009.08.25 12:02 | t/p | 25 | 0.10 | 1.42968 | 1.42918 | 1.42968 | 2.00 | 9975.00 |
51 | 2009.08.26 08:00 | buy | 26 | 0.10 | 1.43166 | 1.43136 | 1.43186 | ||
52 | 2009.08.26 08:02 | t/p | 26 | 0.10 | 1.43186 | 1.43136 | 1.43186 | 2.00 | 9977.00 |
53 | 2009.08.27 05:00 | buy | 27 | 0.10 | 1.42521 | 1.42491 | 1.42541 | ||
54 | 2009.08.27 05:15 | s/l | 27 | 0.10 | 1.42491 | 1.42491 | 1.42541 | -3.00 | 9974.00 |
55 | 2009.08.28 11:00 | sell | 28 | 0.10 | 1.43567 | 1.43597 | 1.43547 | ||
56 | 2009.08.28 11:07 | t/p | 28 | 0.10 | 1.43547 | 1.43597 | 1.43547 | 2.00 | 9976.00 |
57 | 2009.08.31 12:00 | buy | 29 | 0.10 | 1.42920 | 1.42890 | 1.42940 | ||
58 | 2009.08.31 12:02 | t/p | 29 | 0.10 | 1.42940 | 1.42890 | 1.42940 | 2.00 | 9978.00 |
59 | 2009.08.31 16:00 | buy | 30 | 0.10 | 1.42916 | 1.42886 | 1.42936 | ||
60 | 2009.08.31 16:06 | t/p | 30 | 0.10 | 1.42936 | 1.42886 | 1.42936 | 2.00 | 9980.00 |
61 | 2009.09.01 00:00 | sell | 31 | 0.10 | 1.43303 | 1.43333 | 1.43283 | ||
62 | 2009.09.01 00:10 | s/l | 31 | 0.10 | 1.43333 | 1.43333 | 1.43283 | -3.00 | 9977.00 |
63 | 2009.09.01 07:00 | sell | 32 | 0.10 | 1.43497 | 1.43527 | 1.43477 | ||
64 | 2009.09.01 07:10 | s/l | 32 | 0.10 | 1.43527 | 1.43527 | 1.43477 | -3.00 | 9974.00 |
65 | 2009.09.02 09:00 | buy | 33 | 0.10 | 1.42425 | 1.42395 | 1.42445 | ||
66 | 2009.09.02 09:05 | s/l | 33 | 0.10 | 1.42395 | 1.42395 | 1.42445 | -3.00 | 9971.00 |
67 | 2009.09.02 23:00 | sell | 34 | 0.10 | 1.42627 | 1.42657 | 1.42607 | ||
68 | 2009.09.02 23:20 | s/l | 34 | 0.10 | 1.42657 | 1.42657 | 1.42607 | -3.00 | 9968.00 |
69 | 2009.09.03 03:00 | sell | 35 | 0.10 | 1.42607 | 1.42637 | 1.42587 | ||
70 | 2009.09.03 03:02 | t/p | 35 | 0.10 | 1.42587 | 1.42637 | 1.42587 | 2.00 | 9970.00 |
71 | 2009.09.03 08:00 | sell | 36 | 0.10 | 1.42721 | 1.42751 | 1.42701 | ||
72 | 2009.09.03 08:03 | s/l | 36 | 0.10 | 1.42751 | 1.42751 | 1.42701 | -3.00 | 9967.00 |
73 | 2009.09.03 16:00 | sell | 37 | 0.10 | 1.42816 | 1.42846 | 1.42796 | ||
74 | 2009.09.03 16:05 | t/p | 37 | 0.10 | 1.42796 | 1.42846 | 1.42796 | 2.00 | 9969.00 |
75 | 2009.09.04 07:00 | buy | 38 | 0.10 | 1.42562 | 1.42532 | 1.42582 | ||
76 | 2009.09.04 07:02 | t/p | 38 | 0.10 | 1.42582 | 1.42532 | 1.42582 | 2.00 | 9971.00 |
77 | 2009.09.07 15:00 | sell | 39 | 0.10 | 1.43318 | 1.43348 | 1.43298 | ||
78 | 2009.09.07 15:10 | s/l | 39 | 0.10 | 1.43348 | 1.43348 | 1.43298 | -3.00 | 9968.00 |
79 | 2009.09.09 03:00 | sell | 40 | 0.10 | 1.45055 | 1.45085 | 1.45035 | ||
80 | 2009.09.09 03:10 | s/l | 40 | 0.10 | 1.45085 | 1.45085 | 1.45035 | -3.00 | 9965.00 |
81 | 2009.09.10 04:00 | sell | 41 | 0.10 | 1.45536 | 1.45566 | 1.45516 | ||
82 | 2009.09.10 04:07 | t/p | 41 | 0.10 | 1.45516 | 1.45566 | 1.45516 | 2.00 | 9967.00 |
83 | 2009.09.11 09:00 | sell | 42 | 0.10 | 1.46007 | 1.46037 | 1.45987 | ||
84 | 2009.09.11 09:07 | t/p | 42 | 0.10 | 1.45987 | 1.46037 | 1.45987 | 2.00 | 9969.00 |
85 | 2009.09.14 05:00 | buy | 43 | 0.10 | 1.45434 | 1.45404 | 1.45454 | ||
86 | 2009.09.14 05:03 | s/l | 43 | 0.10 | 1.45404 | 1.45404 | 1.45454 | -3.00 | 9966.00 |
87 | 2009.09.14 10:00 | buy | 44 | 0.10 | 1.45658 | 1.45628 | 1.45678 | ||
88 | 2009.09.14 10:02 | t/p | 44 | 0.10 | 1.45678 | 1.45628 | 1.45678 | 2.00 | 9968.00 |
89 | 2009.09.15 06:00 | sell | 45 | 0.10 | 1.46207 | 1.46237 | 1.46187 | ||
90 | 2009.09.15 06:02 | t/p | 45 | 0.10 | 1.46187 | 1.46237 | 1.46187 | 2.00 | 9970.00 |
91 | 2009.09.16 13:00 | sell | 46 | 0.10 | 1.46768 | 1.46798 | 1.46748 | ||
92 | 2009.09.16 13:07 | t/p | 46 | 0.10 | 1.46748 | 1.46798 | 1.46748 | 2.00 | 9972.00 |
93 | 2009.09.17 14:00 | sell | 47 | 0.10 | 1.47103 | 1.47133 | 1.47083 | ||
94 | 2009.09.17 14:02 | t/p | 47 | 0.10 | 1.47083 | 1.47133 | 1.47083 | 2.00 | 9974.00 |
95 | 2009.09.18 16:00 | buy | 48 | 0.10 | 1.47089 | 1.47059 | 1.47109 | ||
96 | 2009.09.18 16:07 | t/p | 48 | 0.10 | 1.47109 | 1.47059 | 1.47109 | 2.00 | 9976.00 |
97 | 2009.09.21 18:00 | buy | 49 | 0.10 | 1.46906 | 1.46876 | 1.46926 | ||
98 | 2009.09.21 18:10 | t/p | 49 | 0.10 | 1.46926 | 1.46876 | 1.46926 | 2.00 | 9978.00 |
99 | 2009.09.23 00:00 | sell | 50 | 0.10 | 1.47884 | 1.47914 | 1.47864 | ||
100 | 2009.09.23 00:10 | s/l | 50 | 0.10 | 1.47914 | 1.47914 | 1.47864 | -3.00 | 9975.00 |
101 | 2009.09.23 06:00 | sell | 51 | 0.10 | 1.48089 | 1.48119 | 1.48069 | ||
102 | 2009.09.23 06:15 | s/l | 51 | 0.10 | 1.48119 | 1.48119 | 1.48069 | -3.00 | 9972.00 |
103 | 2009.09.23 09:00 | sell | 52 | 0.10 | 1.47855 | 1.47885 | 1.47835 | ||
104 | 2009.09.23 09:10 | s/l | 52 | 0.10 | 1.47885 | 1.47885 | 1.47835 | -3.00 | 9969.00 |
105 | 2009.09.23 21:00 | buy | 53 | 0.10 | 1.47978 | 1.47948 | 1.47998 | ||
106 | 2009.09.23 21:02 | t/p | 53 | 0.10 | 1.47998 | 1.47948 | 1.47998 | 2.00 | 9971.00 |
107 | 2009.09.24 16:00 | sell | 54 | 0.10 | 1.47575 | 1.47605 | 1.47555 | ||
108 | 2009.09.24 16:03 | t/p | 54 | 0.10 | 1.47555 | 1.47605 | 1.47555 | 2.00 | 9973.00 |
109 | 2009.09.25 07:00 | buy | 55 | 0.10 | 1.46794 | 1.46764 | 1.46814 | ||
110 | 2009.09.25 07:10 | t/p | 55 | 0.10 | 1.46814 | 1.46764 | 1.46814 | 2.00 | 9975.00 |
111 | 2009.09.28 05:00 | buy | 56 | 0.10 | 1.45871 | 1.45841 | 1.45891 | ||
112 | 2009.09.28 05:02 | s/l | 56 | 0.10 | 1.45841 | 1.45841 | 1.45891 | -3.00 | 9972.00 |
113 | 2009.09.28 09:00 | buy | 57 | 0.10 | 1.46269 | 1.46239 | 1.46289 | ||
114 | 2009.09.28 09:02 | t/p | 57 | 0.10 | 1.46289 | 1.46239 | 1.46289 | 2.00 | 9974.00 |
115 | 2009.09.28 19:00 | sell | 58 | 0.10 | 1.46150 | 1.46180 | 1.46130 | ||
116 | 2009.09.28 19:02 | t/p | 58 | 0.10 | 1.46130 | 1.46180 | 1.46130 | 2.00 | 9976.00 |
117 | 2009.09.29 17:00 | buy | 59 | 0.10 | 1.45446 | 1.45416 | 1.45466 | ||
118 | 2009.09.29 17:02 | s/l | 59 | 0.10 | 1.45416 | 1.45416 | 1.45466 | -3.00 | 9973.00 |
119 | 2009.09.29 20:00 | buy | 60 | 0.10 | 1.45816 | 1.45786 | 1.45836 | ||
120 | 2009.09.29 20:15 | s/l | 60 | 0.10 | 1.45786 | 1.45786 | 1.45836 | -3.00 | 9970.00 |
121 | 2009.09.30 00:00 | buy | 61 | 0.10 | 1.45844 | 1.45814 | 1.45864 | ||
122 | 2009.09.30 00:10 | s/l | 61 | 0.10 | 1.45814 | 1.45814 | 1.45864 | -3.00 | 9967.00 |
123 | 2009.09.30 15:00 | sell | 62 | 0.10 | 1.46034 | 1.46064 | 1.46014 | ||
124 | 2009.09.30 15:02 | t/p | 62 | 0.10 | 1.46014 | 1.46064 | 1.46014 | 2.00 | 9969.00 |