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 | 1191.20 | Gross profit | 9165.00 | Gross loss | -7973.80 |
| Profit factor | 1.15 | Expected payoff | 30.54 | ||
| Absolute drawdown | 3580.00 | Maximal drawdown | 5355.00 (45.48%) | Relative drawdown | 45.48% (5355.00) |
| 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 | 1410.00 | loss trade | -2084.80 | |
| Average | profit trade | 482.37 | loss trade | -398.69 | |
| Maximum | consecutive wins (profit in money) | 5 (1440.40) | consecutive losses (loss in money) | 7 (-3567.20) | |
| Maximal | consecutive profit (count of wins) | 1440.40 (5) | consecutive loss (count of losses) | -3567.20 (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 | 1.42750 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 23:00 | close | 1 | 1.00 | 1.44118 | 0.00000 | 0.00000 | 1368.00 | 11368.00 |
| 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 | 1.44302 | 0.00000 | 0.00000 | -219.00 | 11149.00 |
| 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 | 1.44082 | 0.00000 | 0.00000 | -161.00 | 10988.00 |
| 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 | 1.44157 | 0.00000 | 0.00000 | -181.00 | 10807.00 |
| 9 | 2009.08.05 03:00 | buy | 5 | 1.00 | 1.44161 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.05 07:00 | close | 5 | 1.00 | 1.44059 | 0.00000 | 0.00000 | -102.00 | 10705.00 |
| 11 | 2009.08.05 14:00 | buy | 6 | 1.00 | 1.44173 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.05 23:00 | close | 6 | 1.00 | 1.44029 | 0.00000 | 0.00000 | -144.00 | 10561.00 |
| 13 | 2009.08.06 04:00 | buy | 7 | 1.00 | 1.44185 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.07 04:00 | close | 7 | 1.00 | 1.43510 | 0.00000 | 0.00000 | -675.40 | 9885.60 |
| 15 | 2009.08.07 05:00 | buy | 8 | 1.00 | 1.43587 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.11 23:00 | close | 8 | 1.00 | 1.41503 | 0.00000 | 0.00000 | -2084.80 | 7800.80 |
| 17 | 2009.08.12 03:00 | buy | 9 | 1.00 | 1.41588 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.13 08:00 | close | 9 | 1.00 | 1.42178 | 0.00000 | 0.00000 | 588.80 | 8389.60 |
| 19 | 2009.08.13 09:00 | buy | 10 | 1.00 | 1.42381 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.18 07:00 | close | 10 | 1.00 | 1.40997 | 0.00000 | 0.00000 | -1385.20 | 7004.40 |
| 21 | 2009.08.18 08:00 | buy | 11 | 1.00 | 1.41143 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.18 13:00 | close | 11 | 1.00 | 1.41146 | 0.00000 | 0.00000 | 3.00 | 7007.40 |
| 23 | 2009.08.18 18:00 | buy | 12 | 1.00 | 1.41276 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.19 06:00 | close | 12 | 1.00 | 1.41397 | 0.00000 | 0.00000 | 120.60 | 7128.00 |
| 25 | 2009.08.19 07:00 | buy | 13 | 1.00 | 1.41546 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.19 23:00 | close | 13 | 1.00 | 1.42227 | 0.00000 | 0.00000 | 681.00 | 7809.00 |
| 27 | 2009.08.20 02:00 | buy | 14 | 1.00 | 1.42497 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.25 08:00 | close | 14 | 1.00 | 1.42881 | 0.00000 | 0.00000 | 382.80 | 8191.80 |
| 29 | 2009.08.25 12:00 | buy | 15 | 1.00 | 1.42948 | 0.00000 | 0.00000 | ||
| 30 | 2009.08.25 19:00 | close | 15 | 1.00 | 1.43201 | 0.00000 | 0.00000 | 253.00 | 8444.80 |
| 31 | 2009.08.26 05:00 | buy | 16 | 1.00 | 1.43046 | 0.00000 | 0.00000 | ||
| 32 | 2009.08.27 10:00 | close | 16 | 1.00 | 1.42416 | 0.00000 | 0.00000 | -631.20 | 7813.60 |
| 33 | 2009.08.27 12:00 | buy | 17 | 1.00 | 1.42663 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.28 15:00 | close | 17 | 1.00 | 1.43537 | 0.00000 | 0.00000 | 873.60 | 8687.20 |
| 35 | 2009.08.31 03:00 | buy | 18 | 1.00 | 1.43121 | 0.00000 | 0.00000 | ||
| 36 | 2009.08.31 05:00 | close | 18 | 1.00 | 1.42913 | 0.00000 | 0.00000 | -208.00 | 8479.20 |
| 37 | 2009.08.31 11:00 | buy | 19 | 1.00 | 1.42908 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.31 13:00 | close | 19 | 1.00 | 1.42774 | 0.00000 | 0.00000 | -134.00 | 8345.20 |
| 39 | 2009.08.31 15:00 | buy | 20 | 1.00 | 1.42890 | 0.00000 | 0.00000 | ||
| 40 | 2009.08.31 23:00 | close | 20 | 1.00 | 1.43324 | 0.00000 | 0.00000 | 434.00 | 8779.20 |
| 41 | 2009.09.01 04:00 | buy | 21 | 1.00 | 1.43351 | 0.00000 | 0.00000 | ||
| 42 | 2009.09.01 11:00 | close | 21 | 1.00 | 1.43502 | 0.00000 | 0.00000 | 151.00 | 8930.20 |
| 43 | 2009.09.02 06:00 | buy | 22 | 1.00 | 1.42130 | 0.00000 | 0.00000 | ||
| 44 | 2009.09.02 10:00 | close | 22 | 1.00 | 1.42128 | 0.00000 | 0.00000 | -2.00 | 8928.20 |
| 45 | 2009.09.02 11:00 | buy | 23 | 1.00 | 1.42279 | 0.00000 | 0.00000 | ||
| 46 | 2009.09.04 12:00 | close | 23 | 1.00 | 1.42632 | 0.00000 | 0.00000 | 351.40 | 9279.60 |
| 47 | 2009.09.04 18:00 | buy | 24 | 1.00 | 1.42777 | 0.00000 | 0.00000 | ||
| 48 | 2009.09.07 08:00 | close | 24 | 1.00 | 1.43201 | 0.00000 | 0.00000 | 423.60 | 9703.20 |
| 49 | 2009.09.07 09:00 | buy | 25 | 1.00 | 1.43362 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.07 14:00 | close | 25 | 1.00 | 1.43328 | 0.00000 | 0.00000 | -34.00 | 9669.20 |
| 51 | 2009.09.08 08:00 | buy | 26 | 1.00 | 1.43477 | 0.00000 | 0.00000 | ||
| 52 | 2009.09.08 21:00 | close | 26 | 1.00 | 1.44887 | 0.00000 | 0.00000 | 1410.00 | 11079.20 |
| 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 | 1.45515 | 0.00000 | 0.00000 | -457.00 | 10622.20 |
| 55 | 2009.09.09 16:00 | buy | 28 | 1.00 | 1.45733 | 0.00000 | 0.00000 | ||
| 56 | 2009.09.09 20:00 | close | 28 | 1.00 | 1.45480 | 0.00000 | 0.00000 | -253.00 | 10369.20 |
| 57 | 2009.09.10 00:00 | buy | 29 | 1.00 | 1.45649 | 0.00000 | 0.00000 | ||
| 58 | 2009.09.10 04:00 | close | 29 | 1.00 | 1.45536 | 0.00000 | 0.00000 | -113.00 | 10256.20 |
| 59 | 2009.09.10 05:00 | buy | 30 | 1.00 | 1.45592 | 0.00000 | 0.00000 | ||
| 60 | 2009.09.10 09:00 | close | 30 | 1.00 | 1.45707 | 0.00000 | 0.00000 | 115.00 | 10371.20 |
| 61 | 2009.09.10 17:00 | buy | 31 | 1.00 | 1.45617 | 0.00000 | 0.00000 | ||
| 62 | 2009.09.11 00:00 | close | 31 | 1.00 | 1.45790 | 0.00000 | 0.00000 | 172.60 | 10543.80 |
| 63 | 2009.09.11 05:00 | buy | 32 | 1.00 | 1.46037 | 0.00000 | 0.00000 | ||
| 64 | 2009.09.14 23:00 | close | 32 | 1.00 | 1.46170 | 0.00000 | 0.00000 | 132.60 | 10676.40 |
| 65 | 2009.09.15 00:00 | buy | 33 | 1.00 | 1.46285 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.16 07:00 | close | 33 | 1.00 | 1.46692 | 0.00000 | 0.00000 | 406.60 | 11083.00 |
| 67 | 2009.09.16 08:00 | buy | 34 | 1.00 | 1.46805 | 0.00000 | 0.00000 | ||
| 68 | 2009.09.18 18:00 | close | 34 | 1.00 | 1.47021 | 0.00000 | 0.00000 | 214.40 | 11297.40 |
| 69 | 2009.09.18 19:00 | buy | 35 | 1.00 | 1.47245 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.22 00:00 | close | 35 | 1.00 | 1.46760 | 0.00000 | 0.00000 | -485.80 | 10811.60 |
| 71 | 2009.09.22 01:00 | buy | 36 | 1.00 | 1.46850 | 0.00000 | 0.00000 | ||
| 72 | 2009.09.22 15:00 | close | 36 | 1.00 | 1.47933 | 0.00000 | 0.00000 | 1083.00 | 11894.60 |
| 73 | 2009.09.23 20:00 | buy | 37 | 1.00 | 1.47866 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.24 16:00 | close | 37 | 1.00 | 1.47575 | 0.00000 | 0.00000 | -292.20 | 11602.40 |
| 75 | 2009.09.25 05:00 | buy | 38 | 1.00 | 1.46571 | 0.00000 | 0.00000 | ||
| 76 | 2009.09.28 17:00 | close | 38 | 1.00 | 1.46288 | 0.00000 | 0.00000 | -283.40 | 11319.00 |
| 77 | 2009.09.28 18:00 | buy | 39 | 1.00 | 1.46492 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.30 23:59 | close at stop | 39 | 1.00 | 1.46365 | 0.00000 | 0.00000 | -127.80 | 11191.20 |