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 | _______Position_______=""""; Pip_Value=10; Lots=1; TP=0; SL=0; _______Session_______=""""; From_Hour=13; From_Min=0; To_Hour=18; To_Min=30; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=15; _______Indicators______=""""; Breakout_Pips=5; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9182.00 | Gross profit | 3070.00 | Gross loss | -12252.00 |
Profit factor | 0.25 | Expected payoff | -163.96 | ||
Absolute drawdown | 9182.00 | Maximal drawdown | 9823.00 (92.31%) | Relative drawdown | 92.31% (9823.00) |
Total trades | 56 | Short positions (won %) | 28 (21.43%) | Long positions (won %) | 28 (32.14%) |
Profit trades (% of total) | 15 (26.79%) | Loss trades (% of total) | 41 (73.21%) | ||
Largest | profit trade | 705.00 | loss trade | -1759.00 | |
Average | profit trade | 204.67 | loss trade | -298.83 | |
Maximum | consecutive wins (profit in money) | 3 (722.00) | consecutive losses (loss in money) | 11 (-2894.00) | |
Maximal | consecutive profit (count of wins) | 722.00 (3) | consecutive loss (count of losses) | -2894.00 (11) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 13:02 | sell | 1 | 1.00 | 1.42873 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 16:02 | close | 1 | 1.00 | 1.43334 | 0.00000 | 0.00000 | -461.00 | 9539.00 |
3 | 2009.08.03 16:02 | buy | 2 | 1.00 | 1.43334 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 21:02 | close | 2 | 1.00 | 1.44039 | 0.00000 | 0.00000 | 705.00 | 10244.00 |
5 | 2009.08.04 14:02 | sell | 3 | 1.00 | 1.43694 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 15:02 | close | 3 | 1.00 | 1.43941 | 0.00000 | 0.00000 | -247.00 | 9997.00 |
7 | 2009.08.04 15:02 | buy | 4 | 1.00 | 1.43941 | 0.00000 | 0.00000 | ||
8 | 2009.08.04 18:02 | close | 4 | 1.00 | 1.43947 | 0.00000 | 0.00000 | 6.00 | 10003.00 |
9 | 2009.08.04 18:02 | sell | 5 | 1.00 | 1.43947 | 0.00000 | 0.00000 | ||
10 | 2009.08.04 20:02 | close | 5 | 1.00 | 1.43961 | 0.00000 | 0.00000 | -14.00 | 9989.00 |
11 | 2009.08.05 13:03 | buy | 6 | 1.00 | 1.44103 | 0.00000 | 0.00000 | ||
12 | 2009.08.05 16:03 | close | 6 | 1.00 | 1.43750 | 0.00000 | 0.00000 | -353.00 | 9636.00 |
13 | 2009.08.05 16:03 | sell | 7 | 1.00 | 1.43750 | 0.00000 | 0.00000 | ||
14 | 2009.08.05 22:05 | close | 7 | 1.00 | 1.44170 | 0.00000 | 0.00000 | -420.00 | 9216.00 |
15 | 2009.08.06 13:03 | buy | 8 | 1.00 | 1.43969 | 0.00000 | 0.00000 | ||
16 | 2009.08.06 14:02 | close | 8 | 1.00 | 1.43797 | 0.00000 | 0.00000 | -172.00 | 9044.00 |
17 | 2009.08.06 14:02 | sell | 9 | 1.00 | 1.43797 | 0.00000 | 0.00000 | ||
18 | 2009.08.06 16:02 | close | 9 | 1.00 | 1.43715 | 0.00000 | 0.00000 | 82.00 | 9126.00 |
19 | 2009.08.06 16:02 | buy | 10 | 1.00 | 1.43715 | 0.00000 | 0.00000 | ||
20 | 2009.08.06 18:02 | close | 10 | 1.00 | 1.43561 | 0.00000 | 0.00000 | -154.00 | 8972.00 |
21 | 2009.08.06 18:02 | sell | 11 | 1.00 | 1.43561 | 0.00000 | 0.00000 | ||
22 | 2009.08.06 20:02 | close | 11 | 1.00 | 1.43480 | 0.00000 | 0.00000 | 81.00 | 9053.00 |
23 | 2009.08.07 15:02 | buy | 12 | 1.00 | 1.43518 | 0.00000 | 0.00000 | ||
24 | 2009.08.07 18:05 | close | 12 | 1.00 | 1.41759 | 0.00000 | 0.00000 | -1759.00 | 7294.00 |
25 | 2009.08.07 18:05 | sell | 13 | 1.00 | 1.41759 | 0.00000 | 0.00000 | ||
26 | 2009.08.07 22:02 | close | 13 | 1.00 | 1.41737 | 0.00000 | 0.00000 | 22.00 | 7316.00 |
27 | 2009.08.10 13:02 | buy | 14 | 1.00 | 1.42070 | 0.00000 | 0.00000 | ||
28 | 2009.08.10 16:02 | close | 14 | 1.00 | 1.41525 | 0.00000 | 0.00000 | -545.00 | 6771.00 |
29 | 2009.08.10 16:02 | sell | 15 | 1.00 | 1.41525 | 0.00000 | 0.00000 | ||
30 | 2009.08.10 18:02 | close | 15 | 1.00 | 1.41548 | 0.00000 | 0.00000 | -23.00 | 6748.00 |
31 | 2009.08.10 18:02 | buy | 16 | 1.00 | 1.41548 | 0.00000 | 0.00000 | ||
32 | 2009.08.10 20:02 | close | 16 | 1.00 | 1.41056 | 0.00000 | 0.00000 | -492.00 | 6256.00 |
33 | 2009.08.11 13:02 | sell | 17 | 1.00 | 1.41666 | 0.00000 | 0.00000 | ||
34 | 2009.08.11 15:02 | close | 17 | 1.00 | 1.41380 | 0.00000 | 0.00000 | 286.00 | 6542.00 |
35 | 2009.08.11 15:02 | buy | 18 | 1.00 | 1.41380 | 0.00000 | 0.00000 | ||
36 | 2009.08.11 16:05 | close | 18 | 1.00 | 1.41253 | 0.00000 | 0.00000 | -127.00 | 6415.00 |
37 | 2009.08.11 16:05 | sell | 19 | 1.00 | 1.41253 | 0.00000 | 0.00000 | ||
38 | 2009.08.11 17:02 | close | 19 | 1.00 | 1.41442 | 0.00000 | 0.00000 | -189.00 | 6226.00 |
39 | 2009.08.11 17:02 | buy | 20 | 1.00 | 1.41442 | 0.00000 | 0.00000 | ||
40 | 2009.08.11 19:02 | close | 20 | 1.00 | 1.41570 | 0.00000 | 0.00000 | 128.00 | 6354.00 |
41 | 2009.08.12 14:02 | sell | 21 | 1.00 | 1.41419 | 0.00000 | 0.00000 | ||
42 | 2009.08.12 15:05 | close | 21 | 1.00 | 1.41588 | 0.00000 | 0.00000 | -169.00 | 6185.00 |
43 | 2009.08.12 15:05 | buy | 22 | 1.00 | 1.41588 | 0.00000 | 0.00000 | ||
44 | 2009.08.12 16:02 | close | 22 | 1.00 | 1.41872 | 0.00000 | 0.00000 | 284.00 | 6469.00 |
45 | 2009.08.12 16:02 | sell | 23 | 1.00 | 1.41872 | 0.00000 | 0.00000 | ||
46 | 2009.08.12 18:02 | close | 23 | 1.00 | 1.42177 | 0.00000 | 0.00000 | -305.00 | 6164.00 |
47 | 2009.08.12 18:02 | buy | 24 | 1.00 | 1.42177 | 0.00000 | 0.00000 | ||
48 | 2009.08.12 19:02 | close | 24 | 1.00 | 1.42135 | 0.00000 | 0.00000 | -42.00 | 6122.00 |
49 | 2009.08.13 13:02 | sell | 25 | 1.00 | 1.42623 | 0.00000 | 0.00000 | ||
50 | 2009.08.13 14:02 | close | 25 | 1.00 | 1.42527 | 0.00000 | 0.00000 | 96.00 | 6218.00 |
51 | 2009.08.13 14:02 | buy | 26 | 1.00 | 1.42527 | 0.00000 | 0.00000 | ||
52 | 2009.08.13 16:02 | close | 26 | 1.00 | 1.42728 | 0.00000 | 0.00000 | 201.00 | 6419.00 |
53 | 2009.08.13 16:02 | sell | 27 | 1.00 | 1.42728 | 0.00000 | 0.00000 | ||
54 | 2009.08.13 17:02 | close | 27 | 1.00 | 1.42965 | 0.00000 | 0.00000 | -237.00 | 6182.00 |
55 | 2009.08.13 17:02 | buy | 28 | 1.00 | 1.42965 | 0.00000 | 0.00000 | ||
56 | 2009.08.13 20:02 | close | 28 | 1.00 | 1.42785 | 0.00000 | 0.00000 | -180.00 | 6002.00 |
57 | 2009.08.14 16:03 | sell | 29 | 1.00 | 1.42391 | 0.00000 | 0.00000 | ||
58 | 2009.08.14 17:03 | close | 29 | 1.00 | 1.42474 | 0.00000 | 0.00000 | -83.00 | 5919.00 |
59 | 2009.08.14 17:03 | buy | 30 | 1.00 | 1.42474 | 0.00000 | 0.00000 | ||
60 | 2009.08.14 19:03 | close | 30 | 1.00 | 1.42157 | 0.00000 | 0.00000 | -317.00 | 5602.00 |
61 | 2009.08.17 13:02 | sell | 31 | 1.00 | 1.40503 | 0.00000 | 0.00000 | ||
62 | 2009.08.17 14:02 | close | 31 | 1.00 | 1.40561 | 0.00000 | 0.00000 | -58.00 | 5544.00 |
63 | 2009.08.17 14:02 | buy | 32 | 1.00 | 1.40561 | 0.00000 | 0.00000 | ||
64 | 2009.08.17 16:02 | close | 32 | 1.00 | 1.40665 | 0.00000 | 0.00000 | 104.00 | 5648.00 |
65 | 2009.08.17 16:02 | sell | 33 | 1.00 | 1.40665 | 0.00000 | 0.00000 | ||
66 | 2009.08.17 23:02 | close | 33 | 1.00 | 1.40843 | 0.00000 | 0.00000 | -178.00 | 5470.00 |
67 | 2009.08.18 14:02 | buy | 34 | 1.00 | 1.41148 | 0.00000 | 0.00000 | ||
68 | 2009.08.18 15:02 | close | 34 | 1.00 | 1.40702 | 0.00000 | 0.00000 | -446.00 | 5024.00 |
69 | 2009.08.18 15:02 | sell | 35 | 1.00 | 1.40702 | 0.00000 | 0.00000 | ||
70 | 2009.08.18 16:02 | close | 35 | 1.00 | 1.40861 | 0.00000 | 0.00000 | -159.00 | 4865.00 |
71 | 2009.08.18 16:02 | buy | 36 | 1.00 | 1.40861 | 0.00000 | 0.00000 | ||
72 | 2009.08.18 19:02 | close | 36 | 1.00 | 1.41214 | 0.00000 | 0.00000 | 353.00 | 5218.00 |
73 | 2009.08.19 17:02 | sell | 37 | 1.00 | 1.42110 | 0.00000 | 0.00000 | ||
74 | 2009.08.19 18:02 | close | 37 | 1.00 | 1.42668 | 0.00000 | 0.00000 | -558.00 | 4660.00 |
75 | 2009.08.19 18:02 | buy | 38 | 1.00 | 1.42668 | 0.00000 | 0.00000 | ||
76 | 2009.08.19 20:05 | close | 38 | 1.00 | 1.42541 | 0.00000 | 0.00000 | -127.00 | 4533.00 |
77 | 2009.08.20 13:05 | sell | 39 | 1.00 | 1.42227 | 0.00000 | 0.00000 | ||
78 | 2009.08.20 14:02 | close | 39 | 1.00 | 1.42453 | 0.00000 | 0.00000 | -226.00 | 4307.00 |
79 | 2009.08.20 14:02 | buy | 40 | 1.00 | 1.42453 | 0.00000 | 0.00000 | ||
80 | 2009.08.20 15:03 | close | 40 | 1.00 | 1.42173 | 0.00000 | 0.00000 | -280.00 | 4027.00 |
81 | 2009.08.20 15:03 | sell | 41 | 1.00 | 1.42173 | 0.00000 | 0.00000 | ||
82 | 2009.08.20 16:02 | close | 41 | 1.00 | 1.42383 | 0.00000 | 0.00000 | -210.00 | 3817.00 |
83 | 2009.08.20 16:02 | buy | 42 | 1.00 | 1.42383 | 0.00000 | 0.00000 | ||
84 | 2009.08.20 17:02 | close | 42 | 1.00 | 1.42330 | 0.00000 | 0.00000 | -53.00 | 3764.00 |
85 | 2009.08.20 17:02 | sell | 43 | 1.00 | 1.42330 | 0.00000 | 0.00000 | ||
86 | 2009.08.20 18:02 | close | 43 | 1.00 | 1.42373 | 0.00000 | 0.00000 | -43.00 | 3721.00 |
87 | 2009.08.20 18:02 | buy | 44 | 1.00 | 1.42373 | 0.00000 | 0.00000 | ||
88 | 2009.08.20 19:02 | close | 44 | 1.00 | 1.42319 | 0.00000 | 0.00000 | -54.00 | 3667.00 |
89 | 2009.08.21 13:02 | sell | 45 | 1.00 | 1.43191 | 0.00000 | 0.00000 | ||
90 | 2009.08.21 16:02 | close | 45 | 1.00 | 1.43710 | 0.00000 | 0.00000 | -519.00 | 3148.00 |
91 | 2009.08.21 16:02 | buy | 46 | 1.00 | 1.43710 | 0.00000 | 0.00000 | ||
92 | 2009.08.21 17:02 | close | 46 | 1.00 | 1.42986 | 0.00000 | 0.00000 | -724.00 | 2424.00 |
93 | 2009.08.21 17:02 | sell | 47 | 1.00 | 1.42986 | 0.00000 | 0.00000 | ||
94 | 2009.08.21 18:02 | close | 47 | 1.00 | 1.43086 | 0.00000 | 0.00000 | -100.00 | 2324.00 |
95 | 2009.08.21 18:02 | buy | 48 | 1.00 | 1.43086 | 0.00000 | 0.00000 | ||
96 | 2009.08.21 20:02 | close | 48 | 1.00 | 1.43256 | 0.00000 | 0.00000 | 170.00 | 2494.00 |
97 | 2009.08.24 18:02 | sell | 49 | 1.00 | 1.43128 | 0.00000 | 0.00000 | ||
98 | 2009.08.24 22:05 | close | 49 | 1.00 | 1.42970 | 0.00000 | 0.00000 | 158.00 | 2652.00 |
99 | 2009.08.25 13:02 | buy | 50 | 1.00 | 1.42930 | 0.00000 | 0.00000 | ||
100 | 2009.08.25 14:02 | close | 50 | 1.00 | 1.43324 | 0.00000 | 0.00000 | 394.00 | 3046.00 |
101 | 2009.08.25 14:02 | sell | 51 | 1.00 | 1.43324 | 0.00000 | 0.00000 | ||
102 | 2009.08.25 16:02 | close | 51 | 1.00 | 1.43591 | 0.00000 | 0.00000 | -267.00 | 2779.00 |
103 | 2009.08.25 16:02 | buy | 52 | 1.00 | 1.43591 | 0.00000 | 0.00000 | ||
104 | 2009.08.25 18:02 | close | 52 | 1.00 | 1.43202 | 0.00000 | 0.00000 | -389.00 | 2390.00 |
105 | 2009.08.25 18:02 | sell | 53 | 1.00 | 1.43202 | 0.00000 | 0.00000 | ||
106 | 2009.08.25 19:02 | close | 53 | 1.00 | 1.43338 | 0.00000 | 0.00000 | -136.00 | 2254.00 |
107 | 2009.08.26 13:02 | buy | 54 | 1.00 | 1.43027 | 0.00000 | 0.00000 | ||
108 | 2009.08.26 18:02 | close | 54 | 1.00 | 1.42201 | 0.00000 | 0.00000 | -826.00 | 1428.00 |
109 | 2009.08.26 18:02 | sell | 55 | 1.00 | 1.42201 | 0.00000 | 0.00000 | ||
110 | 2009.08.27 00:05 | close | 55 | 1.00 | 1.42446 | 0.00000 | 0.00000 | -248.00 | 1180.00 |
111 | 2009.08.27 13:05 | buy | 56 | 1.00 | 1.42591 | 0.00000 | 0.00000 | ||
112 | 2009.08.27 16:02 | close | 56 | 1.00 | 1.42229 | 0.00000 | 0.00000 | -362.00 | 818.00 |