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 | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=false; StartHour=2; StopHour=15; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2337.00 | Gross profit | 6994.00 | Gross loss | -9331.00 |
| Profit factor | 0.75 | Expected payoff | -68.74 | ||
| Absolute drawdown | 2497.00 | Maximal drawdown | 6647.00 (46.98%) | Relative drawdown | 46.98% (6647.00) |
| Total trades | 34 | Short positions (won %) | 18 (16.67%) | Long positions (won %) | 16 (37.50%) |
| Profit trades (% of total) | 9 (26.47%) | Loss trades (% of total) | 25 (73.53%) | ||
| Largest | profit trade | 2276.00 | loss trade | -711.00 | |
| Average | profit trade | 777.11 | loss trade | -373.24 | |
| Maximum | consecutive wins (profit in money) | 2 (2932.00) | consecutive losses (loss in money) | 8 (-3328.50) | |
| Maximal | consecutive profit (count of wins) | 2932.00 (2) | consecutive loss (count of losses) | -3328.50 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42514 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.05 09:00 | close | 1 | 1.00 | 1.43816 | 0.00000 | 0.00000 | 1301.00 | 11301.00 |
| 3 | 2009.08.06 19:00 | sell | 2 | 1.00 | 1.43402 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.11 11:00 | close | 2 | 1.00 | 1.41768 | 0.00000 | 0.00000 | 1631.00 | 12932.00 |
| 5 | 2009.08.11 16:00 | sell | 3 | 1.00 | 1.41270 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.12 03:00 | close | 3 | 1.00 | 1.41587 | 0.00000 | 0.00000 | -318.00 | 12614.00 |
| 7 | 2009.08.12 10:00 | sell | 4 | 1.00 | 1.41135 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.12 13:00 | close | 4 | 1.00 | 1.41637 | 0.00000 | 0.00000 | -502.00 | 12112.00 |
| 9 | 2009.08.12 17:00 | buy | 5 | 1.00 | 1.42125 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.14 16:00 | close | 5 | 1.00 | 1.42474 | 0.00000 | 0.00000 | 347.00 | 12459.00 |
| 11 | 2009.08.14 18:00 | sell | 6 | 1.00 | 1.42149 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.18 09:00 | close | 6 | 1.00 | 1.41294 | 0.00000 | 0.00000 | 853.00 | 13312.00 |
| 13 | 2009.08.18 16:00 | sell | 7 | 1.00 | 1.40814 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.18 18:00 | close | 7 | 1.00 | 1.41275 | 0.00000 | 0.00000 | -461.00 | 12851.00 |
| 15 | 2009.08.19 03:00 | buy | 8 | 1.00 | 1.41561 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.19 08:00 | close | 8 | 1.00 | 1.41170 | 0.00000 | 0.00000 | -391.00 | 12460.00 |
| 17 | 2009.08.19 17:00 | buy | 9 | 1.00 | 1.42167 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.21 07:00 | close | 9 | 1.00 | 1.42134 | 0.00000 | 0.00000 | -35.00 | 12425.00 |
| 19 | 2009.08.21 10:00 | buy | 10 | 1.00 | 1.42959 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.24 10:00 | close | 10 | 1.00 | 1.42977 | 0.00000 | 0.00000 | 17.50 | 12442.50 |
| 21 | 2009.08.25 15:00 | buy | 11 | 1.00 | 1.43411 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.25 21:00 | close | 11 | 1.00 | 1.43085 | 0.00000 | 0.00000 | -326.00 | 12116.50 |
| 23 | 2009.08.26 16:00 | sell | 12 | 1.00 | 1.42146 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.27 12:00 | close | 12 | 1.00 | 1.42662 | 0.00000 | 0.00000 | -519.00 | 11597.50 |
| 25 | 2009.08.27 21:00 | buy | 13 | 1.00 | 1.43711 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.28 20:00 | close | 13 | 1.00 | 1.43429 | 0.00000 | 0.00000 | -282.50 | 11315.00 |
| 27 | 2009.08.28 22:00 | sell | 14 | 1.00 | 1.43001 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.31 17:00 | close | 14 | 1.00 | 1.43495 | 0.00000 | 0.00000 | -495.00 | 10820.00 |
| 29 | 2009.08.31 18:00 | buy | 15 | 1.00 | 1.43535 | 0.00000 | 0.00000 | ||
| 30 | 2009.09.01 13:00 | close | 15 | 1.00 | 1.42873 | 0.00000 | 0.00000 | -662.50 | 10157.50 |
| 31 | 2009.09.01 18:00 | sell | 16 | 1.00 | 1.42338 | 0.00000 | 0.00000 | ||
| 32 | 2009.09.02 18:00 | close | 16 | 1.00 | 1.42451 | 0.00000 | 0.00000 | -114.00 | 10043.50 |
| 33 | 2009.09.02 20:00 | buy | 17 | 1.00 | 1.42794 | 0.00000 | 0.00000 | ||
| 34 | 2009.09.03 17:00 | close | 17 | 1.00 | 1.42577 | 0.00000 | 0.00000 | -218.50 | 9825.00 |
| 35 | 2009.09.04 16:00 | sell | 18 | 1.00 | 1.42065 | 0.00000 | 0.00000 | ||
| 36 | 2009.09.04 18:00 | close | 18 | 1.00 | 1.42776 | 0.00000 | 0.00000 | -711.00 | 9114.00 |
| 37 | 2009.09.04 20:00 | buy | 19 | 1.00 | 1.43111 | 0.00000 | 0.00000 | ||
| 38 | 2009.09.10 13:00 | close | 19 | 1.00 | 1.45390 | 0.00000 | 0.00000 | 2276.00 | 11390.00 |
| 39 | 2009.09.10 19:00 | buy | 20 | 1.00 | 1.45920 | 0.00000 | 0.00000 | ||
| 40 | 2009.09.11 19:00 | close | 20 | 1.00 | 1.45742 | 0.00000 | 0.00000 | -178.50 | 11211.50 |
| 41 | 2009.09.14 04:00 | sell | 21 | 1.00 | 1.45338 | 0.00000 | 0.00000 | ||
| 42 | 2009.09.14 15:00 | close | 21 | 1.00 | 1.45626 | 0.00000 | 0.00000 | -288.00 | 10923.50 |
| 43 | 2009.09.14 17:00 | buy | 22 | 1.00 | 1.46310 | 0.00000 | 0.00000 | ||
| 44 | 2009.09.15 10:00 | close | 22 | 1.00 | 1.45997 | 0.00000 | 0.00000 | -313.50 | 10610.00 |
| 45 | 2009.09.15 20:00 | buy | 23 | 1.00 | 1.46806 | 0.00000 | 0.00000 | ||
| 46 | 2009.09.17 15:00 | close | 23 | 1.00 | 1.47053 | 0.00000 | 0.00000 | 245.00 | 10855.00 |
| 47 | 2009.09.17 17:00 | buy | 24 | 1.00 | 1.47437 | 0.00000 | 0.00000 | ||
| 48 | 2009.09.18 04:00 | close | 24 | 1.00 | 1.46982 | 0.00000 | 0.00000 | -455.50 | 10399.50 |
| 49 | 2009.09.18 10:00 | sell | 25 | 1.00 | 1.46659 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.18 13:00 | close | 25 | 1.00 | 1.47094 | 0.00000 | 0.00000 | -435.00 | 9964.50 |
| 51 | 2009.09.21 09:00 | sell | 26 | 1.00 | 1.46649 | 0.00000 | 0.00000 | ||
| 52 | 2009.09.21 19:00 | close | 26 | 1.00 | 1.46774 | 0.00000 | 0.00000 | -125.00 | 9839.50 |
| 53 | 2009.09.22 09:00 | buy | 27 | 1.00 | 1.47397 | 0.00000 | 0.00000 | ||
| 54 | 2009.09.23 13:00 | close | 27 | 1.00 | 1.47714 | 0.00000 | 0.00000 | 316.50 | 10156.00 |
| 55 | 2009.09.23 23:00 | sell | 28 | 1.00 | 1.47338 | 0.00000 | 0.00000 | ||
| 56 | 2009.09.24 10:00 | close | 28 | 1.00 | 1.47634 | 0.00000 | 0.00000 | -299.00 | 9857.00 |
| 57 | 2009.09.24 18:00 | sell | 29 | 1.00 | 1.46948 | 0.00000 | 0.00000 | ||
| 58 | 2009.09.25 13:00 | close | 29 | 1.00 | 1.46940 | 0.00000 | 0.00000 | 7.00 | 9864.00 |
| 59 | 2009.09.25 15:00 | sell | 30 | 1.00 | 1.46430 | 0.00000 | 0.00000 | ||
| 60 | 2009.09.25 18:00 | close | 30 | 1.00 | 1.46818 | 0.00000 | 0.00000 | -388.00 | 9476.00 |
| 61 | 2009.09.28 04:00 | sell | 31 | 1.00 | 1.45852 | 0.00000 | 0.00000 | ||
| 62 | 2009.09.28 16:00 | close | 31 | 1.00 | 1.46526 | 0.00000 | 0.00000 | -674.00 | 8802.00 |
| 63 | 2009.09.28 21:00 | sell | 32 | 1.00 | 1.45907 | 0.00000 | 0.00000 | ||
| 64 | 2009.09.29 07:00 | close | 32 | 1.00 | 1.46345 | 0.00000 | 0.00000 | -439.00 | 8363.00 |
| 65 | 2009.09.29 11:00 | sell | 33 | 1.00 | 1.45902 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.30 02:00 | close | 33 | 1.00 | 1.45945 | 0.00000 | 0.00000 | -44.00 | 8319.00 |
| 67 | 2009.09.30 12:00 | buy | 34 | 1.00 | 1.46655 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.30 16:00 | close | 34 | 1.00 | 1.45999 | 0.00000 | 0.00000 | -656.00 | 7663.00 |