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 | LotSize=1; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=true; MaTrend_Period=200; RSI_Period=2; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; SarStep=0.02; SarMax=0.2; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 8759.54 | Gross profit | 10303.08 | Gross loss | -1543.54 |
| Profit factor | 6.67 | Expected payoff | 250.27 | ||
| Absolute drawdown | 37.00 | Maximal drawdown | 1491.14 (7.69%) | Relative drawdown | 10.95% (1351.02) |
| Total trades | 35 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 23 (78.26%) |
| Profit trades (% of total) | 28 (80.00%) | Loss trades (% of total) | 7 (20.00%) | ||
| Largest | profit trade | 999.94 | loss trade | -465.47 | |
| Average | profit trade | 367.97 | loss trade | -220.51 | |
| Maximum | consecutive wins (profit in money) | 16 (4211.37) | consecutive losses (loss in money) | 3 (-681.05) | |
| Maximal | consecutive profit (count of wins) | 4211.37 (16) | consecutive loss (count of losses) | -681.05 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 09:00 | buy | 1 | 1.00 | 1.42097 | 0.00000 | 1.42786 | ||
| 2 | 2009.08.03 10:50 | t/p | 1 | 1.00 | 1.42786 | 0.00000 | 1.42786 | 689.00 | 10689.00 |
| 3 | 2009.08.10 04:00 | sell | 2 | 1.07 | 1.42017 | 0.00000 | 1.41328 | ||
| 4 | 2009.08.10 10:00 | close | 2 | 1.07 | 1.41933 | 0.00000 | 1.41328 | 89.88 | 10778.88 |
| 5 | 2009.08.11 10:00 | sell | 3 | 1.08 | 1.41666 | 0.00000 | 1.40977 | ||
| 6 | 2009.08.11 15:00 | close | 3 | 1.08 | 1.41299 | 0.00000 | 1.40977 | 396.36 | 11175.24 |
| 7 | 2009.08.12 16:00 | sell | 4 | 1.12 | 1.41916 | 0.00000 | 1.41227 | ||
| 8 | 2009.08.12 20:37 | t/p | 4 | 1.12 | 1.41227 | 0.00000 | 1.41227 | 771.68 | 11946.92 |
| 9 | 2009.08.19 23:00 | buy | 5 | 1.19 | 1.42238 | 0.00000 | 1.42927 | ||
| 10 | 2009.08.20 02:00 | close | 5 | 1.19 | 1.42487 | 0.00000 | 1.42927 | 294.88 | 12241.80 |
| 11 | 2009.08.24 07:00 | buy | 6 | 1.22 | 1.43349 | 0.00000 | 1.44038 | ||
| 12 | 2009.08.24 13:00 | close | 6 | 1.22 | 1.43075 | 0.00000 | 1.44038 | -334.28 | 11907.52 |
| 13 | 2009.08.25 20:00 | buy | 7 | 1.19 | 1.43077 | 0.00000 | 1.43766 | ||
| 14 | 2009.08.26 05:00 | close | 7 | 1.19 | 1.43036 | 0.00000 | 1.43766 | -49.27 | 11858.26 |
| 15 | 2009.08.26 14:00 | buy | 8 | 1.19 | 1.42789 | 0.00000 | 1.43478 | ||
| 16 | 2009.08.26 22:00 | close | 8 | 1.19 | 1.42539 | 0.00000 | 1.43478 | -297.50 | 11560.76 |
| 17 | 2009.08.27 03:00 | buy | 9 | 1.16 | 1.42275 | 0.00000 | 1.42964 | ||
| 18 | 2009.08.27 05:00 | close | 9 | 1.16 | 1.42511 | 0.00000 | 1.42964 | 273.76 | 11834.52 |
| 19 | 2009.08.28 09:00 | buy | 10 | 1.18 | 1.43299 | 0.00000 | 1.43988 | ||
| 20 | 2009.08.28 11:00 | close | 10 | 1.18 | 1.43567 | 0.00000 | 1.43988 | 316.24 | 12150.76 |
| 21 | 2009.08.31 06:00 | buy | 11 | 1.22 | 1.42882 | 0.00000 | 1.43571 | ||
| 22 | 2009.08.31 11:00 | close | 11 | 1.22 | 1.42898 | 0.00000 | 1.43571 | 19.52 | 12170.28 |
| 23 | 2009.09.01 00:00 | buy | 12 | 1.22 | 1.43314 | 0.00000 | 1.44003 | ||
| 24 | 2009.09.01 06:00 | close | 12 | 1.22 | 1.43541 | 0.00000 | 1.44003 | 276.94 | 12447.22 |
| 25 | 2009.09.02 09:00 | sell | 13 | 1.24 | 1.42415 | 0.00000 | 1.41726 | ||
| 26 | 2009.09.02 14:00 | close | 13 | 1.24 | 1.42178 | 0.00000 | 1.41726 | 293.88 | 12741.10 |
| 27 | 2009.09.02 19:00 | sell | 14 | 1.27 | 1.42898 | 0.00000 | 1.42209 | ||
| 28 | 2009.09.02 23:00 | close | 14 | 1.27 | 1.42638 | 0.00000 | 1.42209 | 330.20 | 13071.30 |
| 29 | 2009.09.04 08:00 | sell | 15 | 1.31 | 1.42658 | 0.00000 | 1.41969 | ||
| 30 | 2009.09.04 15:00 | close | 15 | 1.31 | 1.42192 | 0.00000 | 1.41969 | 610.46 | 13681.76 |
| 31 | 2009.09.07 15:00 | buy | 16 | 1.37 | 1.43329 | 0.00000 | 1.44018 | ||
| 32 | 2009.09.07 18:00 | close | 16 | 1.37 | 1.43375 | 0.00000 | 1.44018 | 63.02 | 13744.78 |
| 33 | 2009.09.08 02:00 | buy | 17 | 1.37 | 1.43342 | 0.00000 | 1.44031 | ||
| 34 | 2009.09.08 03:00 | close | 17 | 1.37 | 1.43392 | 0.00000 | 1.44031 | 68.50 | 13813.28 |
| 35 | 2009.09.10 11:00 | buy | 18 | 1.38 | 1.45528 | 0.00000 | 1.46217 | ||
| 36 | 2009.09.10 14:00 | close | 18 | 1.38 | 1.45608 | 0.00000 | 1.46217 | 110.40 | 13923.68 |
| 37 | 2009.09.11 00:00 | buy | 19 | 1.39 | 1.45801 | 0.00000 | 1.46490 | ||
| 38 | 2009.09.11 05:00 | close | 19 | 1.39 | 1.46027 | 0.00000 | 1.46490 | 314.14 | 14237.82 |
| 39 | 2009.09.14 03:00 | buy | 20 | 1.42 | 1.45394 | 0.00000 | 1.46083 | ||
| 40 | 2009.09.14 10:00 | close | 20 | 1.42 | 1.45648 | 0.00000 | 1.46083 | 360.68 | 14598.50 |
| 41 | 2009.09.15 05:00 | buy | 21 | 1.46 | 1.46139 | 0.00000 | 1.46828 | ||
| 42 | 2009.09.15 08:00 | close | 21 | 1.46 | 1.46286 | 0.00000 | 1.46828 | 214.62 | 14813.12 |
| 43 | 2009.09.16 14:00 | buy | 22 | 1.48 | 1.46753 | 0.00000 | 1.47442 | ||
| 44 | 2009.09.16 18:00 | close | 22 | 1.48 | 1.46967 | 0.00000 | 1.47442 | 316.72 | 15129.84 |
| 45 | 2009.09.17 01:00 | buy | 23 | 1.51 | 1.47051 | 0.00000 | 1.47740 | ||
| 46 | 2009.09.17 04:00 | close | 23 | 1.51 | 1.47143 | 0.00000 | 1.47740 | 138.92 | 15268.76 |
| 47 | 2009.09.17 15:00 | buy | 24 | 1.53 | 1.47064 | 0.00000 | 1.47753 | ||
| 48 | 2009.09.17 16:00 | close | 24 | 1.53 | 1.47393 | 0.00000 | 1.47753 | 503.37 | 15772.13 |
| 49 | 2009.09.18 03:00 | buy | 25 | 1.58 | 1.47266 | 0.00000 | 1.47955 | ||
| 50 | 2009.09.18 07:00 | close | 25 | 1.58 | 1.47225 | 0.00000 | 1.47955 | -64.78 | 15707.35 |
| 51 | 2009.09.21 06:00 | buy | 26 | 1.57 | 1.46833 | 0.00000 | 1.47522 | ||
| 52 | 2009.09.21 14:00 | close | 26 | 1.57 | 1.46668 | 0.00000 | 1.47522 | -259.05 | 15448.30 |
| 53 | 2009.09.23 12:00 | buy | 27 | 1.54 | 1.47798 | 0.00000 | 1.48487 | ||
| 54 | 2009.09.23 20:00 | close | 27 | 1.54 | 1.47856 | 0.00000 | 1.48487 | 89.32 | 15537.62 |
| 55 | 2009.09.24 00:00 | buy | 28 | 1.55 | 1.46932 | 0.00000 | 1.47621 | ||
| 56 | 2009.09.24 03:00 | close | 28 | 1.55 | 1.47505 | 0.00000 | 1.47621 | 888.15 | 16425.77 |
| 57 | 2009.09.24 06:00 | buy | 29 | 1.64 | 1.47229 | 0.00000 | 1.47918 | ||
| 58 | 2009.09.24 09:00 | close | 29 | 1.64 | 1.47629 | 0.00000 | 1.47918 | 656.00 | 17081.77 |
| 59 | 2009.09.25 08:00 | sell | 30 | 1.71 | 1.46932 | 0.00000 | 1.46243 | ||
| 60 | 2009.09.25 14:00 | close | 30 | 1.71 | 1.46776 | 0.00000 | 1.46243 | 266.76 | 17348.53 |
| 61 | 2009.09.28 01:00 | sell | 31 | 1.73 | 1.47030 | 0.00000 | 1.46341 | ||
| 62 | 2009.09.28 03:00 | close | 31 | 1.73 | 1.46452 | 0.00000 | 1.46341 | 999.94 | 18348.47 |
| 63 | 2009.09.28 09:00 | sell | 32 | 1.83 | 1.46259 | 0.00000 | 1.45570 | ||
| 64 | 2009.09.28 17:00 | close | 32 | 1.83 | 1.46299 | 0.00000 | 1.45570 | -73.20 | 18275.27 |
| 65 | 2009.09.29 06:00 | sell | 33 | 1.83 | 1.46259 | 0.00000 | 1.45570 | ||
| 66 | 2009.09.29 10:00 | close | 33 | 1.83 | 1.45786 | 0.00000 | 1.45570 | 865.59 | 19140.86 |
| 67 | 2009.09.29 20:00 | sell | 34 | 1.91 | 1.45806 | 0.00000 | 1.45117 | ||
| 68 | 2009.09.30 10:00 | close | 34 | 1.91 | 1.46048 | 0.00000 | 1.45117 | -465.47 | 18675.39 |
| 69 | 2009.09.30 19:00 | sell | 35 | 1.87 | 1.46421 | 0.00000 | 1.45732 | ||
| 70 | 2009.09.30 23:59 | close at stop | 35 | 1.87 | 1.46376 | 0.00000 | 1.45732 | 84.15 | 18759.54 |