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 | Lots=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3167.50 | Gross profit | 6948.50 | Gross loss | -10116.00 |
| Profit factor | 0.69 | Expected payoff | -41.14 | ||
| Absolute drawdown | 3275.50 | Maximal drawdown | 4844.00 (41.87%) | Relative drawdown | 41.87% (4844.00) |
| Total trades | 77 | Short positions (won %) | 31 (32.26%) | Long positions (won %) | 46 (21.74%) |
| Profit trades (% of total) | 20 (25.97%) | Loss trades (% of total) | 57 (74.03%) | ||
| Largest | profit trade | 1094.00 | loss trade | -201.50 | |
| Average | profit trade | 347.43 | loss trade | -177.47 | |
| Maximum | consecutive wins (profit in money) | 2 (1461.00) | consecutive losses (loss in money) | 9 (-1394.00) | |
| Maximal | consecutive profit (count of wins) | 1461.00 (2) | consecutive loss (count of losses) | -1600.00 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 16:00 | buy | 1 | 1.00 | 1.43248 | 1.43048 | 1.44748 | ||
| 2 | 2009.08.04 03:00 | close | 1 | 1.00 | 1.44073 | 1.43048 | 1.44748 | 824.50 | 10824.50 |
| 3 | 2009.08.05 09:00 | sell | 2 | 1.00 | 1.43816 | 1.44016 | 1.42316 | ||
| 4 | 2009.08.05 09:50 | s/l | 2 | 1.00 | 1.44016 | 1.44016 | 1.42316 | -200.00 | 10624.50 |
| 5 | 2009.08.05 09:50 | sell | 3 | 1.00 | 1.44021 | 1.44221 | 1.42521 | ||
| 6 | 2009.08.05 13:16 | s/l | 3 | 1.00 | 1.44221 | 1.44221 | 1.42521 | -200.00 | 10424.50 |
| 7 | 2009.08.05 15:00 | sell | 4 | 1.00 | 1.43967 | 1.44167 | 1.42467 | ||
| 8 | 2009.08.05 18:20 | s/l | 4 | 1.00 | 1.44167 | 1.44167 | 1.42467 | -200.00 | 10224.50 |
| 9 | 2009.08.05 21:00 | buy | 5 | 1.00 | 1.44314 | 1.44114 | 1.45814 | ||
| 10 | 2009.08.05 21:46 | s/l | 5 | 1.00 | 1.44114 | 1.44114 | 1.45814 | -200.00 | 10024.50 |
| 11 | 2009.08.05 21:46 | buy | 6 | 1.00 | 1.44076 | 1.43876 | 1.45576 | ||
| 12 | 2009.08.06 04:46 | s/l | 6 | 1.00 | 1.43876 | 1.43876 | 1.45576 | -201.50 | 9823.00 |
| 13 | 2009.08.06 16:00 | sell | 7 | 1.00 | 1.43658 | 1.43858 | 1.42158 | ||
| 14 | 2009.08.07 01:00 | close | 7 | 1.00 | 1.43619 | 1.43858 | 1.42158 | 38.00 | 9861.00 |
| 15 | 2009.08.07 16:00 | sell | 8 | 1.00 | 1.42747 | 1.42947 | 1.41247 | ||
| 16 | 2009.08.10 05:00 | close | 8 | 1.00 | 1.42065 | 1.42947 | 1.41247 | 681.00 | 10542.00 |
| 17 | 2009.08.10 20:00 | sell | 9 | 1.00 | 1.41073 | 1.41273 | 1.39573 | ||
| 18 | 2009.08.10 20:45 | s/l | 9 | 1.00 | 1.41273 | 1.41273 | 1.39573 | -200.00 | 10342.00 |
| 19 | 2009.08.10 20:45 | sell | 10 | 1.00 | 1.41306 | 1.41506 | 1.39806 | ||
| 20 | 2009.08.11 01:00 | close | 10 | 1.00 | 1.41376 | 1.41506 | 1.39806 | -71.00 | 10271.00 |
| 21 | 2009.08.12 09:00 | sell | 11 | 1.00 | 1.41172 | 1.41372 | 1.39672 | ||
| 22 | 2009.08.12 11:20 | s/l | 11 | 1.00 | 1.41372 | 1.41372 | 1.39672 | -200.00 | 10071.00 |
| 23 | 2009.08.12 16:00 | buy | 12 | 1.00 | 1.41940 | 1.41740 | 1.43440 | ||
| 24 | 2009.08.12 20:15 | s/l | 12 | 1.00 | 1.41740 | 1.41740 | 1.43440 | -200.00 | 9871.00 |
| 25 | 2009.08.13 04:00 | buy | 13 | 1.00 | 1.42214 | 1.42014 | 1.43714 | ||
| 26 | 2009.08.13 08:00 | close | 13 | 1.00 | 1.42178 | 1.42014 | 1.43714 | -36.00 | 9835.00 |
| 27 | 2009.08.13 09:00 | buy | 14 | 1.00 | 1.42395 | 1.42195 | 1.43895 | ||
| 28 | 2009.08.13 14:00 | close | 14 | 1.00 | 1.42457 | 1.42195 | 1.43895 | 62.00 | 9897.00 |
| 29 | 2009.08.13 15:00 | buy | 15 | 1.00 | 1.43039 | 1.42839 | 1.44539 | ||
| 30 | 2009.08.13 15:45 | s/l | 15 | 1.00 | 1.42839 | 1.42839 | 1.44539 | -200.00 | 9697.00 |
| 31 | 2009.08.13 15:45 | buy | 16 | 1.00 | 1.42786 | 1.42586 | 1.44286 | ||
| 32 | 2009.08.13 16:00 | close | 16 | 1.00 | 1.42738 | 1.42586 | 1.44286 | -48.00 | 9649.00 |
| 33 | 2009.08.14 17:00 | sell | 17 | 1.00 | 1.42350 | 1.42550 | 1.40850 | ||
| 34 | 2009.08.17 10:00 | close | 17 | 1.00 | 1.41255 | 1.42550 | 1.40850 | 1094.00 | 10743.00 |
| 35 | 2009.08.17 11:00 | sell | 18 | 1.00 | 1.41098 | 1.41298 | 1.39598 | ||
| 36 | 2009.08.17 17:00 | close | 18 | 1.00 | 1.40731 | 1.41298 | 1.39598 | 367.00 | 11110.00 |
| 37 | 2009.08.18 12:00 | buy | 19 | 1.00 | 1.41216 | 1.41016 | 1.42716 | ||
| 38 | 2009.08.18 13:50 | s/l | 19 | 1.00 | 1.41016 | 1.41016 | 1.42716 | -200.00 | 10910.00 |
| 39 | 2009.08.18 20:00 | buy | 20 | 1.00 | 1.41358 | 1.41158 | 1.42858 | ||
| 40 | 2009.08.19 07:00 | close | 20 | 1.00 | 1.41536 | 1.41158 | 1.42858 | 177.50 | 11087.50 |
| 41 | 2009.08.19 17:00 | buy | 21 | 1.00 | 1.42182 | 1.41982 | 1.43682 | ||
| 42 | 2009.08.20 05:00 | close | 21 | 1.00 | 1.42096 | 1.41982 | 1.43682 | -87.50 | 11000.00 |
| 43 | 2009.08.20 23:00 | buy | 22 | 1.00 | 1.42551 | 1.42351 | 1.44051 | ||
| 44 | 2009.08.21 00:00 | close | 22 | 1.00 | 1.42446 | 1.42351 | 1.44051 | -105.50 | 10894.50 |
| 45 | 2009.08.21 01:00 | buy | 23 | 1.00 | 1.42553 | 1.42353 | 1.44053 | ||
| 46 | 2009.08.21 03:00 | close | 23 | 1.00 | 1.42418 | 1.42353 | 1.44053 | -135.00 | 10759.50 |
| 47 | 2009.08.21 11:00 | buy | 24 | 1.00 | 1.42989 | 1.42789 | 1.44489 | ||
| 48 | 2009.08.21 17:20 | s/l | 24 | 1.00 | 1.42789 | 1.42789 | 1.44489 | -200.00 | 10559.50 |
| 49 | 2009.08.24 21:00 | sell | 25 | 1.00 | 1.42879 | 1.43079 | 1.41379 | ||
| 50 | 2009.08.24 23:20 | s/l | 25 | 1.00 | 1.43079 | 1.43079 | 1.41379 | -200.00 | 10359.50 |
| 51 | 2009.08.25 16:00 | buy | 26 | 1.00 | 1.43457 | 1.43257 | 1.44957 | ||
| 52 | 2009.08.25 16:20 | s/l | 26 | 1.00 | 1.43257 | 1.43257 | 1.44957 | -200.00 | 10159.50 |
| 53 | 2009.08.25 16:20 | buy | 27 | 1.00 | 1.43151 | 1.42951 | 1.44651 | ||
| 54 | 2009.08.25 21:00 | close | 27 | 1.00 | 1.43085 | 1.42951 | 1.44651 | -66.00 | 10093.50 |
| 55 | 2009.08.26 10:00 | buy | 28 | 1.00 | 1.43388 | 1.43188 | 1.44888 | ||
| 56 | 2009.08.26 10:20 | s/l | 28 | 1.00 | 1.43188 | 1.43188 | 1.44888 | -200.00 | 9893.50 |
| 57 | 2009.08.26 10:20 | buy | 29 | 1.00 | 1.43124 | 1.42924 | 1.44624 | ||
| 58 | 2009.08.26 13:10 | s/l | 29 | 1.00 | 1.42924 | 1.42924 | 1.44624 | -200.00 | 9693.50 |
| 59 | 2009.08.26 15:00 | sell | 30 | 1.00 | 1.42778 | 1.42978 | 1.41278 | ||
| 60 | 2009.08.26 23:00 | close | 30 | 1.00 | 1.42570 | 1.42978 | 1.41278 | 208.00 | 9901.50 |
| 61 | 2009.08.27 21:00 | buy | 31 | 1.00 | 1.43726 | 1.43526 | 1.45226 | ||
| 62 | 2009.08.27 21:20 | s/l | 31 | 1.00 | 1.43526 | 1.43526 | 1.45226 | -200.00 | 9701.50 |
| 63 | 2009.08.27 21:20 | buy | 32 | 1.00 | 1.43531 | 1.43331 | 1.45031 | ||
| 64 | 2009.08.28 08:59 | s/l | 32 | 1.00 | 1.43331 | 1.43331 | 1.45031 | -200.50 | 9501.00 |
| 65 | 2009.08.31 17:00 | buy | 33 | 1.00 | 1.43510 | 1.43310 | 1.45010 | ||
| 66 | 2009.08.31 19:20 | s/l | 33 | 1.00 | 1.43310 | 1.43310 | 1.45010 | -200.00 | 9301.00 |
| 67 | 2009.09.01 08:00 | buy | 34 | 1.00 | 1.43590 | 1.43390 | 1.45090 | ||
| 68 | 2009.09.01 10:20 | s/l | 34 | 1.00 | 1.43390 | 1.43390 | 1.45090 | -200.00 | 9101.00 |
| 69 | 2009.09.01 18:00 | sell | 35 | 1.00 | 1.42338 | 1.42538 | 1.40838 | ||
| 70 | 2009.09.02 07:00 | close | 35 | 1.00 | 1.42148 | 1.42538 | 1.40838 | 189.00 | 9290.00 |
| 71 | 2009.09.03 14:00 | buy | 36 | 1.00 | 1.43281 | 1.43081 | 1.44781 | ||
| 72 | 2009.09.03 14:45 | s/l | 36 | 1.00 | 1.43081 | 1.43081 | 1.44781 | -200.00 | 9090.00 |
| 73 | 2009.09.03 14:45 | buy | 37 | 1.00 | 1.43023 | 1.42823 | 1.44523 | ||
| 74 | 2009.09.03 15:00 | close | 37 | 1.00 | 1.42895 | 1.42823 | 1.44523 | -128.00 | 8962.00 |
| 75 | 2009.09.04 09:00 | buy | 38 | 1.00 | 1.42896 | 1.42696 | 1.44396 | ||
| 76 | 2009.09.04 09:50 | s/l | 38 | 1.00 | 1.42696 | 1.42696 | 1.44396 | -200.00 | 8762.00 |
| 77 | 2009.09.04 09:50 | buy | 39 | 1.00 | 1.42710 | 1.42510 | 1.44210 | ||
| 78 | 2009.09.04 14:45 | s/l | 39 | 1.00 | 1.42510 | 1.42510 | 1.44210 | -200.00 | 8562.00 |
| 79 | 2009.09.04 20:00 | buy | 40 | 1.00 | 1.43126 | 1.42926 | 1.44626 | ||
| 80 | 2009.09.07 11:00 | close | 40 | 1.00 | 1.43428 | 1.42926 | 1.44626 | 301.50 | 8863.50 |
| 81 | 2009.09.08 09:00 | buy | 41 | 1.00 | 1.43892 | 1.43692 | 1.45392 | ||
| 82 | 2009.09.08 22:00 | close | 41 | 1.00 | 1.44986 | 1.43692 | 1.45392 | 1094.00 | 9957.50 |
| 83 | 2009.09.09 16:00 | buy | 42 | 1.00 | 1.45747 | 1.45547 | 1.47247 | ||
| 84 | 2009.09.09 19:20 | s/l | 42 | 1.00 | 1.45547 | 1.45547 | 1.47247 | -200.00 | 9757.50 |
| 85 | 2009.09.10 14:00 | sell | 43 | 1.00 | 1.45608 | 1.45808 | 1.44108 | ||
| 86 | 2009.09.10 14:45 | s/l | 43 | 1.00 | 1.45808 | 1.45808 | 1.44108 | -200.00 | 9557.50 |
| 87 | 2009.09.10 14:45 | sell | 44 | 1.00 | 1.45925 | 1.46125 | 1.44425 | ||
| 88 | 2009.09.10 15:00 | close | 44 | 1.00 | 1.45748 | 1.46125 | 1.44425 | 177.00 | 9734.50 |
| 89 | 2009.09.10 16:00 | sell | 45 | 1.00 | 1.45330 | 1.45530 | 1.43830 | ||
| 90 | 2009.09.10 16:45 | s/l | 45 | 1.00 | 1.45530 | 1.45530 | 1.43830 | -200.00 | 9534.50 |
| 91 | 2009.09.10 16:45 | sell | 46 | 1.00 | 1.45589 | 1.45789 | 1.44089 | ||
| 92 | 2009.09.10 17:07 | s/l | 46 | 1.00 | 1.45789 | 1.45789 | 1.44089 | -200.00 | 9334.50 |
| 93 | 2009.09.10 21:00 | buy | 47 | 1.00 | 1.45852 | 1.45652 | 1.47352 | ||
| 94 | 2009.09.11 03:00 | close | 47 | 1.00 | 1.45715 | 1.45652 | 1.47352 | -137.50 | 9197.00 |
| 95 | 2009.09.11 05:00 | buy | 48 | 1.00 | 1.46051 | 1.45851 | 1.47551 | ||
| 96 | 2009.09.11 10:16 | s/l | 48 | 1.00 | 1.45851 | 1.45851 | 1.47551 | -200.00 | 8997.00 |
| 97 | 2009.09.14 04:00 | sell | 49 | 1.00 | 1.45338 | 1.45538 | 1.43838 | ||
| 98 | 2009.09.14 05:33 | s/l | 49 | 1.00 | 1.45538 | 1.45538 | 1.43838 | -200.00 | 8797.00 |
| 99 | 2009.09.14 17:00 | buy | 50 | 1.00 | 1.46325 | 1.46125 | 1.47825 | ||
| 100 | 2009.09.14 17:50 | s/l | 50 | 1.00 | 1.46125 | 1.46125 | 1.47825 | -200.00 | 8597.00 |
| 101 | 2009.09.14 17:50 | buy | 51 | 1.00 | 1.46123 | 1.45923 | 1.47623 | ||
| 102 | 2009.09.15 05:00 | close | 51 | 1.00 | 1.46128 | 1.45923 | 1.47623 | 4.50 | 8601.50 |
| 103 | 2009.09.15 20:00 | buy | 52 | 1.00 | 1.46821 | 1.46621 | 1.48321 | ||
| 104 | 2009.09.15 20:20 | s/l | 52 | 1.00 | 1.46621 | 1.46621 | 1.48321 | -200.00 | 8401.50 |
| 105 | 2009.09.15 20:20 | buy | 53 | 1.00 | 1.46642 | 1.46442 | 1.48142 | ||
| 106 | 2009.09.16 12:00 | close | 53 | 1.00 | 1.46857 | 1.46442 | 1.48142 | 214.50 | 8616.00 |
| 107 | 2009.09.16 21:00 | buy | 54 | 1.00 | 1.47251 | 1.47051 | 1.48751 | ||
| 108 | 2009.09.17 00:50 | s/l | 54 | 1.00 | 1.47051 | 1.47051 | 1.48751 | -201.50 | 8414.50 |
| 109 | 2009.09.17 09:00 | buy | 55 | 1.00 | 1.47500 | 1.47300 | 1.49000 | ||
| 110 | 2009.09.17 10:00 | close | 55 | 1.00 | 1.47417 | 1.47300 | 1.49000 | -83.00 | 8331.50 |
| 111 | 2009.09.18 09:00 | sell | 56 | 1.00 | 1.46978 | 1.47178 | 1.45478 | ||
| 112 | 2009.09.18 13:50 | s/l | 56 | 1.00 | 1.47178 | 1.47178 | 1.45478 | -200.00 | 8131.50 |
| 113 | 2009.09.21 04:00 | sell | 57 | 1.00 | 1.47046 | 1.47246 | 1.45546 | ||
| 114 | 2009.09.21 17:00 | close | 57 | 1.00 | 1.46577 | 1.47246 | 1.45546 | 469.00 | 8600.50 |
| 115 | 2009.09.22 04:00 | buy | 58 | 1.00 | 1.47092 | 1.46892 | 1.48592 | ||
| 116 | 2009.09.22 15:00 | close | 58 | 1.00 | 1.47933 | 1.46892 | 1.48592 | 841.00 | 9441.50 |
| 117 | 2009.09.24 00:00 | sell | 59 | 1.00 | 1.46921 | 1.47121 | 1.45421 | ||
| 118 | 2009.09.24 00:20 | s/l | 59 | 1.00 | 1.47121 | 1.47121 | 1.45421 | -200.00 | 9241.50 |
| 119 | 2009.09.24 00:20 | sell | 60 | 1.00 | 1.47162 | 1.47362 | 1.45662 | ||
| 120 | 2009.09.24 02:15 | s/l | 60 | 1.00 | 1.47362 | 1.47362 | 1.45662 | -200.00 | 9041.50 |
| 121 | 2009.09.24 08:00 | sell | 61 | 1.00 | 1.47255 | 1.47455 | 1.45755 | ||
| 122 | 2009.09.24 08:40 | s/l | 61 | 1.00 | 1.47455 | 1.47455 | 1.45755 | -200.00 | 8841.50 |
| 123 | 2009.09.24 08:40 | sell | 62 | 1.00 | 1.47459 | 1.47659 | 1.45959 | ||
| 124 | 2009.09.24 08:50 | s/l | 62 | 1.00 | 1.47659 | 1.47659 | 1.45959 | -200.00 | 8641.50 |
| 125 | 2009.09.24 08:50 | sell | 63 | 1.00 | 1.47638 | 1.47838 | 1.46138 | ||
| 126 | 2009.09.24 09:00 | close | 63 | 1.00 | 1.47653 | 1.47838 | 1.46138 | -15.00 | 8626.50 |
| 127 | 2009.09.24 19:00 | sell | 64 | 1.00 | 1.46829 | 1.47029 | 1.45329 | ||
| 128 | 2009.09.25 07:00 | close | 64 | 1.00 | 1.46808 | 1.47029 | 1.45329 | 20.00 | 8646.50 |
| 129 | 2009.09.28 02:00 | buy | 65 | 1.00 | 1.47105 | 1.46905 | 1.48605 | ||
| 130 | 2009.09.28 02:15 | s/l | 65 | 1.00 | 1.46905 | 1.46905 | 1.48605 | -200.00 | 8446.50 |
| 131 | 2009.09.28 02:15 | buy | 66 | 1.00 | 1.46900 | 1.46700 | 1.48400 | ||
| 132 | 2009.09.28 02:45 | s/l | 66 | 1.00 | 1.46700 | 1.46700 | 1.48400 | -200.00 | 8246.50 |
| 133 | 2009.09.28 02:45 | buy | 67 | 1.00 | 1.46603 | 1.46403 | 1.48103 | ||
| 134 | 2009.09.28 02:50 | s/l | 67 | 1.00 | 1.46403 | 1.46403 | 1.48103 | -200.00 | 8046.50 |
| 135 | 2009.09.28 02:50 | buy | 68 | 1.00 | 1.46392 | 1.46192 | 1.47892 | ||
| 136 | 2009.09.28 03:40 | s/l | 68 | 1.00 | 1.46192 | 1.46192 | 1.47892 | -200.00 | 7846.50 |
| 137 | 2009.09.28 04:00 | sell | 69 | 1.00 | 1.45852 | 1.46052 | 1.44352 | ||
| 138 | 2009.09.28 07:20 | s/l | 69 | 1.00 | 1.46052 | 1.46052 | 1.44352 | -200.00 | 7646.50 |
| 139 | 2009.09.29 03:00 | sell | 70 | 1.00 | 1.45938 | 1.46138 | 1.44438 | ||
| 140 | 2009.09.29 03:59 | s/l | 70 | 1.00 | 1.46138 | 1.46138 | 1.44438 | -200.00 | 7446.50 |
| 141 | 2009.09.29 03:59 | sell | 71 | 1.00 | 1.46125 | 1.46325 | 1.44625 | ||
| 142 | 2009.09.29 04:20 | s/l | 71 | 1.00 | 1.46325 | 1.46325 | 1.44625 | -200.00 | 7246.50 |
| 143 | 2009.09.29 12:00 | sell | 72 | 1.00 | 1.45686 | 1.45886 | 1.44186 | ||
| 144 | 2009.09.29 12:07 | s/l | 72 | 1.00 | 1.45886 | 1.45886 | 1.44186 | -200.00 | 7046.50 |
| 145 | 2009.09.29 12:07 | sell | 73 | 1.00 | 1.45884 | 1.46084 | 1.44384 | ||
| 146 | 2009.09.29 20:00 | close | 73 | 1.00 | 1.45830 | 1.46084 | 1.44384 | 54.00 | 7100.50 |
| 147 | 2009.09.30 09:00 | buy | 74 | 1.00 | 1.46212 | 1.46012 | 1.47712 | ||
| 148 | 2009.09.30 09:50 | s/l | 74 | 1.00 | 1.46012 | 1.46012 | 1.47712 | -200.00 | 6900.50 |
| 149 | 2009.09.30 09:50 | buy | 75 | 1.00 | 1.46013 | 1.45813 | 1.47513 | ||
| 150 | 2009.09.30 10:00 | close | 75 | 1.00 | 1.46037 | 1.45813 | 1.47513 | 24.00 | 6924.50 |
| 151 | 2009.09.30 21:00 | buy | 76 | 1.00 | 1.46472 | 1.46272 | 1.47972 | ||
| 152 | 2009.09.30 21:20 | s/l | 76 | 1.00 | 1.46272 | 1.46272 | 1.47972 | -200.00 | 6724.50 |
| 153 | 2009.09.30 21:20 | buy | 77 | 1.00 | 1.46211 | 1.46011 | 1.47711 | ||
| 154 | 2009.09.30 22:00 | close | 77 | 1.00 | 1.46319 | 1.46011 | 1.47711 | 108.00 | 6832.50 |