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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1113.20 | Gross profit | 9127.00 | Gross loss | -8013.80 |
| Profit factor | 1.14 | Expected payoff | 28.54 | ||
| Absolute drawdown | 3606.00 | Maximal drawdown | 5377.00 (45.68%) | Relative drawdown | 45.68% (5377.00) |
| Total trades | 39 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 35 (54.29%) |
| Profit trades (% of total) | 19 (48.72%) | Loss trades (% of total) | 20 (51.28%) | ||
| Largest | profit trade | 1408.00 | loss trade | -2086.80 | |
| Average | profit trade | 480.37 | loss trade | -400.69 | |
| Maximum | consecutive wins (profit in money) | 5 (1430.40) | consecutive losses (loss in money) | 7 (-3581.20) | |
| Maximal | consecutive profit (count of wins) | 1430.40 (5) | consecutive loss (count of losses) | -3581.20 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 11:00 | buy | 1 | 1.00 | 1.42752 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 23:00 | close | 1 | 1.00 | 1.44118 | 0.00000 | 0.00000 | 1366.00 | 11366.00 |
| 3 | 2009.08.04 02:00 | sell | 2 | 1.00 | 1.44083 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.04 19:00 | close | 2 | 1.00 | 1.44304 | 0.00000 | 0.00000 | -221.00 | 11145.00 |
| 5 | 2009.08.04 20:00 | sell | 3 | 1.00 | 1.43921 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.04 23:00 | close | 3 | 1.00 | 1.44084 | 0.00000 | 0.00000 | -163.00 | 10982.00 |
| 7 | 2009.08.05 00:00 | sell | 4 | 1.00 | 1.43976 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.05 02:00 | close | 4 | 1.00 | 1.44159 | 0.00000 | 0.00000 | -183.00 | 10799.00 |
| 9 | 2009.08.05 03:00 | buy | 5 | 1.00 | 1.44163 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 07:00 | close | 5 | 1.00 | 1.44059 | 0.00000 | 0.00000 | -104.00 | 10695.00 |
| 11 | 2009.08.05 14:00 | buy | 6 | 1.00 | 1.44175 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 23:00 | close | 6 | 1.00 | 1.44029 | 0.00000 | 0.00000 | -146.00 | 10549.00 |
| 13 | 2009.08.06 04:00 | buy | 7 | 1.00 | 1.44187 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.07 04:00 | close | 7 | 1.00 | 1.43510 | 0.00000 | 0.00000 | -677.40 | 9871.60 |
| 15 | 2009.08.07 05:00 | buy | 8 | 1.00 | 1.43589 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.11 23:00 | close | 8 | 1.00 | 1.41503 | 0.00000 | 0.00000 | -2086.80 | 7784.80 |
| 17 | 2009.08.12 03:00 | buy | 9 | 1.00 | 1.41590 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.13 08:00 | close | 9 | 1.00 | 1.42178 | 0.00000 | 0.00000 | 586.80 | 8371.60 |
| 19 | 2009.08.13 09:00 | buy | 10 | 1.00 | 1.42383 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.18 07:00 | close | 10 | 1.00 | 1.40997 | 0.00000 | 0.00000 | -1387.20 | 6984.40 |
| 21 | 2009.08.18 08:00 | buy | 11 | 1.00 | 1.41145 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.18 13:00 | close | 11 | 1.00 | 1.41146 | 0.00000 | 0.00000 | 1.00 | 6985.40 |
| 23 | 2009.08.18 18:00 | buy | 12 | 1.00 | 1.41278 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.19 06:00 | close | 12 | 1.00 | 1.41397 | 0.00000 | 0.00000 | 118.60 | 7104.00 |
| 25 | 2009.08.19 07:00 | buy | 13 | 1.00 | 1.41548 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.19 23:00 | close | 13 | 1.00 | 1.42227 | 0.00000 | 0.00000 | 679.00 | 7783.00 |
| 27 | 2009.08.20 02:00 | buy | 14 | 1.00 | 1.42499 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.25 08:00 | close | 14 | 1.00 | 1.42881 | 0.00000 | 0.00000 | 380.80 | 8163.80 |
| 29 | 2009.08.25 12:00 | buy | 15 | 1.00 | 1.42950 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.25 19:00 | close | 15 | 1.00 | 1.43201 | 0.00000 | 0.00000 | 251.00 | 8414.80 |
| 31 | 2009.08.26 05:00 | buy | 16 | 1.00 | 1.43048 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.27 10:00 | close | 16 | 1.00 | 1.42416 | 0.00000 | 0.00000 | -633.20 | 7781.60 |
| 33 | 2009.08.27 12:00 | buy | 17 | 1.00 | 1.42665 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.28 15:00 | close | 17 | 1.00 | 1.43537 | 0.00000 | 0.00000 | 871.60 | 8653.20 |
| 35 | 2009.08.31 03:00 | buy | 18 | 1.00 | 1.43123 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.31 05:00 | close | 18 | 1.00 | 1.42913 | 0.00000 | 0.00000 | -210.00 | 8443.20 |
| 37 | 2009.08.31 11:00 | buy | 19 | 1.00 | 1.42910 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.31 13:00 | close | 19 | 1.00 | 1.42774 | 0.00000 | 0.00000 | -136.00 | 8307.20 |
| 39 | 2009.08.31 15:00 | buy | 20 | 1.00 | 1.42892 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.31 23:00 | close | 20 | 1.00 | 1.43324 | 0.00000 | 0.00000 | 432.00 | 8739.20 |
| 41 | 2009.09.01 04:00 | buy | 21 | 1.00 | 1.43353 | 0.00000 | 0.00000 | ||
| 42 | 2009.09.01 11:00 | close | 21 | 1.00 | 1.43502 | 0.00000 | 0.00000 | 149.00 | 8888.20 |
| 43 | 2009.09.02 06:00 | buy | 22 | 1.00 | 1.42132 | 0.00000 | 0.00000 | ||
| 44 | 2009.09.02 10:00 | close | 22 | 1.00 | 1.42128 | 0.00000 | 0.00000 | -4.00 | 8884.20 |
| 45 | 2009.09.02 11:00 | buy | 23 | 1.00 | 1.42281 | 0.00000 | 0.00000 | ||
| 46 | 2009.09.04 12:00 | close | 23 | 1.00 | 1.42632 | 0.00000 | 0.00000 | 349.40 | 9233.60 |
| 47 | 2009.09.04 18:00 | buy | 24 | 1.00 | 1.42779 | 0.00000 | 0.00000 | ||
| 48 | 2009.09.07 08:00 | close | 24 | 1.00 | 1.43201 | 0.00000 | 0.00000 | 421.60 | 9655.20 |
| 49 | 2009.09.07 09:00 | buy | 25 | 1.00 | 1.43364 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.07 14:00 | close | 25 | 1.00 | 1.43328 | 0.00000 | 0.00000 | -36.00 | 9619.20 |
| 51 | 2009.09.08 08:00 | buy | 26 | 1.00 | 1.43479 | 0.00000 | 0.00000 | ||
| 52 | 2009.09.08 21:00 | close | 26 | 1.00 | 1.44887 | 0.00000 | 0.00000 | 1408.00 | 11027.20 |
| 53 | 2009.09.09 04:00 | sell | 27 | 1.00 | 1.45058 | 0.00000 | 0.00000 | ||
| 54 | 2009.09.09 15:00 | close | 27 | 1.00 | 1.45517 | 0.00000 | 0.00000 | -459.00 | 10568.20 |
| 55 | 2009.09.09 16:00 | buy | 28 | 1.00 | 1.45735 | 0.00000 | 0.00000 | ||
| 56 | 2009.09.09 20:00 | close | 28 | 1.00 | 1.45480 | 0.00000 | 0.00000 | -255.00 | 10313.20 |
| 57 | 2009.09.10 00:00 | buy | 29 | 1.00 | 1.45651 | 0.00000 | 0.00000 | ||
| 58 | 2009.09.10 04:00 | close | 29 | 1.00 | 1.45536 | 0.00000 | 0.00000 | -115.00 | 10198.20 |
| 59 | 2009.09.10 05:00 | buy | 30 | 1.00 | 1.45594 | 0.00000 | 0.00000 | ||
| 60 | 2009.09.10 09:00 | close | 30 | 1.00 | 1.45707 | 0.00000 | 0.00000 | 113.00 | 10311.20 |
| 61 | 2009.09.10 17:00 | buy | 31 | 1.00 | 1.45619 | 0.00000 | 0.00000 | ||
| 62 | 2009.09.11 00:00 | close | 31 | 1.00 | 1.45790 | 0.00000 | 0.00000 | 170.60 | 10481.80 |
| 63 | 2009.09.11 05:00 | buy | 32 | 1.00 | 1.46039 | 0.00000 | 0.00000 | ||
| 64 | 2009.09.14 23:00 | close | 32 | 1.00 | 1.46170 | 0.00000 | 0.00000 | 130.60 | 10612.40 |
| 65 | 2009.09.15 00:00 | buy | 33 | 1.00 | 1.46287 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.16 07:00 | close | 33 | 1.00 | 1.46692 | 0.00000 | 0.00000 | 404.60 | 11017.00 |
| 67 | 2009.09.16 08:00 | buy | 34 | 1.00 | 1.46807 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.18 18:00 | close | 34 | 1.00 | 1.47021 | 0.00000 | 0.00000 | 212.40 | 11229.40 |
| 69 | 2009.09.18 19:00 | buy | 35 | 1.00 | 1.47247 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.22 00:00 | close | 35 | 1.00 | 1.46760 | 0.00000 | 0.00000 | -487.80 | 10741.60 |
| 71 | 2009.09.22 01:00 | buy | 36 | 1.00 | 1.46852 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.22 15:00 | close | 36 | 1.00 | 1.47933 | 0.00000 | 0.00000 | 1081.00 | 11822.60 |
| 73 | 2009.09.23 20:00 | buy | 37 | 1.00 | 1.47868 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.24 16:00 | close | 37 | 1.00 | 1.47575 | 0.00000 | 0.00000 | -294.20 | 11528.40 |
| 75 | 2009.09.25 05:00 | buy | 38 | 1.00 | 1.46573 | 0.00000 | 0.00000 | ||
| 76 | 2009.09.28 17:00 | close | 38 | 1.00 | 1.46288 | 0.00000 | 0.00000 | -285.40 | 11243.00 |
| 77 | 2009.09.28 18:00 | buy | 39 | 1.00 | 1.46494 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.30 23:59 | close at stop | 39 | 1.00 | 1.46365 | 0.00000 | 0.00000 | -129.80 | 11113.20 |