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=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 213.45 | Gross profit | 213.45 | Gross loss | 0.00 |
Profit factor | Expected payoff | 4.19 | |||
Absolute drawdown | 26.80 | Maximal drawdown | 125.64 (1.23%) | Relative drawdown | 1.23% (125.64) |
Total trades | 51 | Short positions (won %) | 24 (100.00%) | Long positions (won %) | 27 (100.00%) |
Profit trades (% of total) | 51 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.00 | loss trade | 0.00 | |
Average | profit trade | 4.19 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 51 (213.45) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 213.45 (51) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 51 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 04:33 | sell | 1 | 0.10 | 1.44031 | 0.00000 | 1.43981 | ||
2 | 2009.08.06 04:40 | t/p | 1 | 0.10 | 1.43981 | 0.00000 | 1.43981 | 5.00 | 10005.00 |
3 | 2009.08.06 04:40 | sell | 2 | 0.10 | 1.43956 | 0.00000 | 1.43906 | ||
4 | 2009.08.06 04:46 | t/p | 2 | 0.10 | 1.43906 | 0.00000 | 1.43906 | 5.00 | 10010.00 |
5 | 2009.08.06 04:46 | sell | 3 | 0.10 | 1.43856 | 0.00000 | 1.43806 | ||
6 | 2009.08.06 12:15 | modify | 3 | 0.10 | 1.43856 | 1.43847 | 1.43806 | ||
7 | 2009.08.06 12:17 | s/l | 3 | 0.10 | 1.43847 | 1.43847 | 1.43806 | 0.90 | 10010.90 |
8 | 2009.08.12 12:16 | buy | 4 | 0.10 | 1.41635 | 0.00000 | 1.41685 | ||
9 | 2009.08.12 12:50 | t/p | 4 | 0.10 | 1.41685 | 0.00000 | 1.41685 | 5.00 | 10015.90 |
10 | 2009.08.12 12:50 | buy | 5 | 0.10 | 1.41714 | 0.00000 | 1.41764 | ||
11 | 2009.08.12 14:20 | t/p | 5 | 0.10 | 1.41764 | 0.00000 | 1.41764 | 5.00 | 10020.90 |
12 | 2009.08.18 17:15 | buy | 6 | 0.10 | 1.41211 | 0.00000 | 1.41261 | ||
13 | 2009.08.18 17:20 | t/p | 6 | 0.10 | 1.41261 | 0.00000 | 1.41261 | 5.00 | 10025.90 |
14 | 2009.08.18 17:20 | buy | 7 | 0.10 | 1.41273 | 0.00000 | 1.41323 | ||
15 | 2009.08.18 17:45 | t/p | 7 | 0.10 | 1.41323 | 0.00000 | 1.41323 | 5.00 | 10030.90 |
16 | 2009.08.18 17:45 | buy | 8 | 0.10 | 1.41331 | 0.00000 | 1.41381 | ||
17 | 2009.08.18 17:50 | modify | 8 | 0.10 | 1.41331 | 1.41336 | 1.41381 | ||
18 | 2009.08.18 17:57 | s/l | 8 | 0.10 | 1.41336 | 1.41336 | 1.41381 | 0.50 | 10031.40 |
19 | 2009.08.18 17:57 | buy | 9 | 0.10 | 1.41318 | 0.00000 | 1.41368 | ||
20 | 2009.08.18 18:02 | t/p | 9 | 0.10 | 1.41368 | 0.00000 | 1.41368 | 5.00 | 10036.40 |
21 | 2009.08.19 07:20 | sell | 10 | 0.10 | 1.41256 | 0.00000 | 1.41206 | ||
22 | 2009.08.19 07:40 | modify | 10 | 0.10 | 1.41256 | 1.41248 | 1.41206 | ||
23 | 2009.08.19 07:45 | t/p | 10 | 0.10 | 1.41206 | 1.41248 | 1.41206 | 5.00 | 10041.40 |
24 | 2009.08.19 07:45 | sell | 11 | 0.10 | 1.41154 | 0.00000 | 1.41104 | ||
25 | 2009.08.19 07:50 | t/p | 11 | 0.10 | 1.41104 | 0.00000 | 1.41104 | 5.00 | 10046.40 |
26 | 2009.08.19 07:50 | sell | 12 | 0.10 | 1.41075 | 0.00000 | 1.41025 | ||
27 | 2009.08.19 08:15 | modify | 12 | 0.10 | 1.41075 | 1.41057 | 1.41025 | ||
28 | 2009.08.19 08:20 | t/p | 12 | 0.10 | 1.41025 | 1.41057 | 1.41025 | 5.00 | 10051.40 |
29 | 2009.08.19 15:55 | buy | 13 | 0.10 | 1.41479 | 0.00000 | 1.41529 | ||
30 | 2009.08.19 16:05 | t/p | 13 | 0.10 | 1.41529 | 0.00000 | 1.41529 | 5.00 | 10056.40 |
31 | 2009.08.25 07:00 | buy | 14 | 0.10 | 1.43026 | 0.00000 | 1.43076 | ||
32 | 2009.08.25 13:10 | t/p | 14 | 0.10 | 1.43076 | 0.00000 | 1.43076 | 5.00 | 10061.40 |
33 | 2009.08.25 13:10 | buy | 15 | 0.10 | 1.43082 | 0.00000 | 1.43132 | ||
34 | 2009.08.25 13:15 | t/p | 15 | 0.10 | 1.43132 | 0.00000 | 1.43132 | 5.00 | 10066.40 |
35 | 2009.08.25 13:15 | buy | 16 | 0.10 | 1.43212 | 0.00000 | 1.43262 | ||
36 | 2009.08.25 13:20 | t/p | 16 | 0.10 | 1.43262 | 0.00000 | 1.43262 | 5.00 | 10071.40 |
37 | 2009.08.25 13:20 | buy | 17 | 0.10 | 1.43343 | 0.00000 | 1.43393 | ||
38 | 2009.08.25 14:45 | t/p | 17 | 0.10 | 1.43393 | 0.00000 | 1.43393 | 5.00 | 10076.40 |
39 | 2009.08.25 21:02 | sell | 18 | 0.10 | 1.43071 | 0.00000 | 1.43021 | ||
40 | 2009.08.25 22:20 | modify | 18 | 0.10 | 1.43071 | 1.43063 | 1.43021 | ||
41 | 2009.08.25 22:27 | s/l | 18 | 0.10 | 1.43063 | 1.43063 | 1.43021 | 0.80 | 10077.20 |
42 | 2009.08.25 22:27 | sell | 19 | 0.10 | 1.43063 | 0.00000 | 1.43013 | ||
43 | 2009.08.25 22:40 | t/p | 19 | 0.10 | 1.43013 | 0.00000 | 1.43013 | 5.00 | 10082.20 |
44 | 2009.08.25 22:40 | sell | 20 | 0.10 | 1.43005 | 0.00000 | 1.42955 | ||
45 | 2009.08.25 22:45 | modify | 20 | 0.10 | 1.43005 | 1.43003 | 1.42955 | ||
46 | 2009.08.25 22:50 | t/p | 20 | 0.10 | 1.42955 | 1.43003 | 1.42955 | 5.00 | 10087.20 |
47 | 2009.08.25 22:50 | sell | 21 | 0.10 | 1.42916 | 0.00000 | 1.42866 | ||
48 | 2009.08.26 01:20 | t/p | 21 | 0.10 | 1.42866 | 0.00000 | 1.42866 | 4.83 | 10092.03 |
49 | 2009.08.26 07:45 | buy | 22 | 0.10 | 1.43150 | 0.00000 | 1.43200 | ||
50 | 2009.08.26 07:50 | modify | 22 | 0.10 | 1.43150 | 1.43162 | 1.43200 | ||
51 | 2009.08.26 07:52 | s/l | 22 | 0.10 | 1.43162 | 1.43162 | 1.43200 | 1.20 | 10093.23 |
52 | 2009.08.26 07:52 | buy | 23 | 0.10 | 1.43166 | 0.00000 | 1.43216 | ||
53 | 2009.08.26 08:07 | modify | 23 | 0.10 | 1.43166 | 1.43172 | 1.43216 | ||
54 | 2009.08.26 08:10 | s/l | 23 | 0.10 | 1.43172 | 1.43172 | 1.43216 | 0.60 | 10093.83 |
55 | 2009.08.26 13:12 | sell | 24 | 0.10 | 1.42922 | 0.00000 | 1.42872 | ||
56 | 2009.08.26 13:15 | t/p | 24 | 0.10 | 1.42872 | 0.00000 | 1.42872 | 5.00 | 10098.83 |
57 | 2009.09.01 11:32 | sell | 25 | 0.10 | 1.43259 | 0.00000 | 1.43209 | ||
58 | 2009.09.01 12:15 | t/p | 25 | 0.10 | 1.43209 | 0.00000 | 1.43209 | 5.00 | 10103.83 |
59 | 2009.09.01 12:15 | sell | 26 | 0.10 | 1.43178 | 0.00000 | 1.43128 | ||
60 | 2009.09.01 12:20 | t/p | 26 | 0.10 | 1.43128 | 0.00000 | 1.43128 | 5.00 | 10108.83 |
61 | 2009.09.01 12:20 | sell | 27 | 0.10 | 1.43070 | 0.00000 | 1.43020 | ||
62 | 2009.09.01 12:40 | t/p | 27 | 0.10 | 1.43020 | 0.00000 | 1.43020 | 5.00 | 10113.83 |
63 | 2009.09.01 12:40 | sell | 28 | 0.10 | 1.42975 | 0.00000 | 1.42925 | ||
64 | 2009.09.01 12:46 | t/p | 28 | 0.10 | 1.42925 | 0.00000 | 1.42925 | 5.00 | 10118.83 |
65 | 2009.09.01 12:46 | sell | 29 | 0.10 | 1.42870 | 0.00000 | 1.42820 | ||
66 | 2009.09.01 17:10 | modify | 29 | 0.10 | 1.42870 | 1.42858 | 1.42820 | ||
67 | 2009.09.01 17:12 | s/l | 29 | 0.10 | 1.42858 | 1.42858 | 1.42820 | 1.20 | 10120.03 |
68 | 2009.09.03 15:20 | sell | 30 | 0.10 | 1.42747 | 0.00000 | 1.42697 | ||
69 | 2009.09.03 16:10 | modify | 30 | 0.10 | 1.42747 | 1.42732 | 1.42697 | ||
70 | 2009.09.03 16:12 | s/l | 30 | 0.10 | 1.42732 | 1.42732 | 1.42697 | 1.50 | 10121.53 |
71 | 2009.09.03 16:12 | sell | 31 | 0.10 | 1.42733 | 0.00000 | 1.42683 | ||
72 | 2009.09.03 16:15 | t/p | 31 | 0.10 | 1.42683 | 0.00000 | 1.42683 | 5.00 | 10126.53 |
73 | 2009.09.03 16:15 | sell | 32 | 0.10 | 1.42585 | 0.00000 | 1.42535 | ||
74 | 2009.09.03 16:20 | t/p | 32 | 0.10 | 1.42535 | 0.00000 | 1.42535 | 5.00 | 10131.53 |
75 | 2009.09.03 16:20 | sell | 33 | 0.10 | 1.42437 | 0.00000 | 1.42387 | ||
76 | 2009.09.03 20:20 | modify | 33 | 0.10 | 1.42437 | 1.42422 | 1.42387 | ||
77 | 2009.09.03 20:22 | s/l | 33 | 0.10 | 1.42422 | 1.42422 | 1.42387 | 1.50 | 10133.03 |
78 | 2009.09.04 07:40 | buy | 34 | 0.10 | 1.42619 | 0.00000 | 1.42669 | ||
79 | 2009.09.04 07:45 | modify | 34 | 0.10 | 1.42619 | 1.42619 | 1.42669 | ||
80 | 2009.09.04 07:50 | t/p | 34 | 0.10 | 1.42669 | 1.42619 | 1.42669 | 5.00 | 10138.03 |
81 | 2009.09.04 07:50 | buy | 35 | 0.10 | 1.42692 | 0.00000 | 1.42742 | ||
82 | 2009.09.04 08:40 | t/p | 35 | 0.10 | 1.42742 | 0.00000 | 1.42742 | 5.00 | 10143.03 |
83 | 2009.09.04 18:00 | buy | 36 | 0.10 | 1.42773 | 0.00000 | 1.42823 | ||
84 | 2009.09.04 18:05 | t/p | 36 | 0.10 | 1.42823 | 0.00000 | 1.42823 | 5.00 | 10148.03 |
85 | 2009.09.04 18:05 | buy | 37 | 0.10 | 1.42847 | 0.00000 | 1.42897 | ||
86 | 2009.09.04 18:10 | t/p | 37 | 0.10 | 1.42897 | 0.00000 | 1.42897 | 5.00 | 10153.03 |
87 | 2009.09.04 18:10 | buy | 38 | 0.10 | 1.42989 | 0.00000 | 1.43039 | ||
88 | 2009.09.04 18:15 | t/p | 38 | 0.10 | 1.43039 | 0.00000 | 1.43039 | 5.00 | 10158.03 |
89 | 2009.09.04 18:17 | buy | 39 | 0.10 | 1.43083 | 0.00000 | 1.43133 | ||
90 | 2009.09.04 18:20 | t/p | 39 | 0.10 | 1.43133 | 0.00000 | 1.43133 | 5.00 | 10163.03 |
91 | 2009.09.04 18:27 | buy | 40 | 0.10 | 1.43083 | 0.00000 | 1.43133 | ||
92 | 2009.09.04 18:37 | modify | 40 | 0.10 | 1.43083 | 1.43086 | 1.43133 | ||
93 | 2009.09.04 18:40 | s/l | 40 | 0.10 | 1.43086 | 1.43086 | 1.43133 | 0.30 | 10163.33 |
94 | 2009.09.04 18:40 | buy | 41 | 0.10 | 1.43080 | 0.00000 | 1.43130 | ||
95 | 2009.09.04 19:15 | t/p | 41 | 0.10 | 1.43130 | 0.00000 | 1.43130 | 5.00 | 10168.33 |
96 | 2009.09.11 10:16 | sell | 42 | 0.10 | 1.45800 | 0.00000 | 1.45750 | ||
97 | 2009.09.11 16:15 | t/p | 42 | 0.10 | 1.45750 | 0.00000 | 1.45750 | 5.00 | 10173.33 |
98 | 2009.09.14 10:02 | buy | 43 | 0.10 | 1.45720 | 0.00000 | 1.45770 | ||
99 | 2009.09.14 15:15 | t/p | 43 | 0.10 | 1.45770 | 0.00000 | 1.45770 | 5.00 | 10178.33 |
100 | 2009.09.18 15:10 | buy | 44 | 0.10 | 1.47195 | 0.00000 | 1.47245 | ||
101 | 2009.09.18 15:15 | t/p | 44 | 0.10 | 1.47245 | 0.00000 | 1.47245 | 5.00 | 10183.33 |
102 | 2009.09.18 15:15 | buy | 45 | 0.10 | 1.47279 | 0.00000 | 1.47329 | ||
103 | 2009.09.18 15:20 | t/p | 45 | 0.10 | 1.47329 | 0.00000 | 1.47329 | 5.00 | 10188.33 |
104 | 2009.09.18 15:20 | buy | 46 | 0.10 | 1.47363 | 0.00000 | 1.47413 | ||
105 | 2009.09.22 08:45 | modify | 46 | 0.10 | 1.47363 | 1.47368 | 1.47413 | ||
106 | 2009.09.22 08:50 | t/p | 46 | 0.10 | 1.47413 | 1.47368 | 1.47413 | 4.92 | 10193.25 |
107 | 2009.09.24 08:45 | buy | 47 | 0.10 | 1.47554 | 0.00000 | 1.47604 | ||
108 | 2009.09.24 08:50 | t/p | 47 | 0.10 | 1.47604 | 0.00000 | 1.47604 | 5.00 | 10198.25 |
109 | 2009.09.24 08:50 | buy | 48 | 0.10 | 1.47644 | 0.00000 | 1.47694 | ||
110 | 2009.09.24 09:07 | modify | 48 | 0.10 | 1.47644 | 1.47646 | 1.47694 | ||
111 | 2009.09.24 09:10 | s/l | 48 | 0.10 | 1.47646 | 1.47646 | 1.47694 | 0.20 | 10198.45 |
112 | 2009.09.30 15:00 | sell | 49 | 0.10 | 1.46034 | 0.00000 | 1.45984 | ||
113 | 2009.09.30 15:02 | t/p | 49 | 0.10 | 1.45984 | 0.00000 | 1.45984 | 5.00 | 10203.45 |
114 | 2009.09.30 15:02 | sell | 50 | 0.10 | 1.45961 | 0.00000 | 1.45911 | ||
115 | 2009.09.30 15:50 | t/p | 50 | 0.10 | 1.45911 | 0.00000 | 1.45911 | 5.00 | 10208.45 |
116 | 2009.09.30 15:50 | sell | 51 | 0.10 | 1.45895 | 0.00000 | 1.45845 | ||
117 | 2009.09.30 16:02 | t/p | 51 | 0.10 | 1.45845 | 0.00000 | 1.45845 | 5.00 | 10213.45 |