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; MaximumRisk=0.12; DecreaseFactor=3; StopLoss=400; JuiceLevel=0.0005; AllBars=240; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2809.64 | Gross profit | 12075.69 | Gross loss | -9266.05 |
Profit factor | 1.30 | Expected payoff | 50.17 | ||
Absolute drawdown | 1368.86 | Maximal drawdown | 3917.21 (23.42%) | Relative drawdown | 23.42% (3917.21) |
Total trades | 56 | Short positions (won %) | 44 (68.18%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 39 (69.64%) | Loss trades (% of total) | 17 (30.36%) | ||
Largest | profit trade | 1509.49 | loss trade | -1481.48 | |
Average | profit trade | 309.63 | loss trade | -545.06 | |
Maximum | consecutive wins (profit in money) | 12 (1734.60) | consecutive losses (loss in money) | 6 (-454.40) | |
Maximal | consecutive profit (count of wins) | 3136.40 (7) | consecutive loss (count of losses) | -3247.09 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.11 18:15 | buy | 1 | 2.40 | 1.41589 | 1.41189 | 0.00000 | ||
2 | 2009.08.12 01:00 | close | 1 | 2.40 | 1.41538 | 1.41189 | 0.00000 | -123.36 | 9876.64 |
3 | 2009.08.12 12:03 | buy | 2 | 2.40 | 1.41479 | 1.41079 | 0.00000 | ||
4 | 2009.08.12 12:10 | close | 2 | 2.40 | 1.41550 | 1.41079 | 0.00000 | 170.40 | 10047.04 |
5 | 2009.08.12 12:13 | buy | 3 | 2.40 | 1.41532 | 1.41132 | 0.00000 | ||
6 | 2009.08.12 12:16 | close | 3 | 2.40 | 1.41629 | 1.41132 | 0.00000 | 232.80 | 10279.84 |
7 | 2009.08.12 12:20 | buy | 4 | 2.50 | 1.41584 | 1.41184 | 0.00000 | ||
8 | 2009.08.12 12:23 | close | 4 | 2.50 | 1.41603 | 1.41184 | 0.00000 | 47.50 | 10327.34 |
9 | 2009.08.12 12:26 | buy | 5 | 2.50 | 1.41532 | 1.41132 | 0.00000 | ||
10 | 2009.08.12 12:26 | close | 5 | 2.50 | 1.41543 | 1.41132 | 0.00000 | 27.50 | 10354.84 |
11 | 2009.08.12 12:30 | buy | 6 | 2.50 | 1.41555 | 1.41155 | 0.00000 | ||
12 | 2009.08.12 12:40 | close | 6 | 2.50 | 1.41566 | 1.41155 | 0.00000 | 27.50 | 10382.34 |
13 | 2009.08.12 12:42 | buy | 7 | 2.50 | 1.41550 | 1.41150 | 0.00000 | ||
14 | 2009.08.12 12:45 | close | 7 | 2.50 | 1.41637 | 1.41150 | 0.00000 | 217.50 | 10599.84 |
15 | 2009.08.12 12:47 | buy | 8 | 2.50 | 1.41621 | 1.41221 | 0.00000 | ||
16 | 2009.08.12 12:50 | close | 8 | 2.50 | 1.41708 | 1.41221 | 0.00000 | 217.50 | 10817.34 |
17 | 2009.08.12 12:52 | buy | 9 | 2.60 | 1.41669 | 1.41269 | 0.00000 | ||
18 | 2009.08.12 12:55 | close | 9 | 2.60 | 1.41684 | 1.41269 | 0.00000 | 39.00 | 10856.34 |
19 | 2009.08.12 12:57 | buy | 10 | 2.60 | 1.41621 | 1.41221 | 0.00000 | ||
20 | 2009.08.12 12:59 | close | 10 | 2.60 | 1.41618 | 1.41221 | 0.00000 | -7.80 | 10848.54 |
21 | 2009.08.12 20:20 | sell | 11 | 2.60 | 1.41346 | 1.41746 | 0.00000 | ||
22 | 2009.08.12 20:45 | s/l | 11 | 2.60 | 1.41746 | 1.41746 | 0.00000 | -1040.00 | 9808.54 |
23 | 2009.08.19 07:40 | sell | 12 | 1.00 | 1.41212 | 1.41612 | 0.00000 | ||
24 | 2009.08.19 08:32 | close | 12 | 1.00 | 1.40875 | 1.41612 | 0.00000 | 337.00 | 10145.54 |
25 | 2009.08.21 17:20 | sell | 13 | 2.40 | 1.42763 | 1.43163 | 0.00000 | ||
26 | 2009.08.21 17:50 | s/l | 13 | 2.40 | 1.43163 | 1.43163 | 0.00000 | -960.00 | 9185.54 |
27 | 2009.08.24 18:02 | sell | 14 | 2.20 | 1.43128 | 1.43528 | 0.00000 | ||
28 | 2009.08.24 19:20 | close | 14 | 2.20 | 1.42985 | 1.43528 | 0.00000 | 314.60 | 9500.14 |
29 | 2009.08.26 12:20 | sell | 15 | 2.30 | 1.42983 | 1.43383 | 0.00000 | ||
30 | 2009.08.26 12:50 | close | 15 | 2.30 | 1.42956 | 1.43383 | 0.00000 | 62.10 | 9562.24 |
31 | 2009.08.26 12:52 | sell | 16 | 2.30 | 1.42972 | 1.43372 | 0.00000 | ||
32 | 2009.08.26 13:05 | close | 16 | 2.30 | 1.42969 | 1.43372 | 0.00000 | 6.90 | 9569.14 |
33 | 2009.08.28 18:10 | sell | 17 | 2.30 | 1.43480 | 1.43880 | 0.00000 | ||
34 | 2009.08.31 00:50 | close | 17 | 2.30 | 1.42822 | 1.43880 | 0.00000 | 1509.49 | 11078.63 |
35 | 2009.09.01 11:15 | sell | 18 | 2.70 | 1.43377 | 1.43777 | 0.00000 | ||
36 | 2009.09.01 12:15 | close | 18 | 2.70 | 1.43186 | 1.43777 | 0.00000 | 515.70 | 11594.33 |
37 | 2009.09.03 15:20 | sell | 19 | 2.80 | 1.42747 | 1.43147 | 0.00000 | ||
38 | 2009.09.03 15:22 | close | 19 | 2.80 | 1.42797 | 1.43147 | 0.00000 | -140.00 | 11454.33 |
39 | 2009.09.03 15:25 | sell | 20 | 2.70 | 1.42768 | 1.43168 | 0.00000 | ||
40 | 2009.09.03 15:27 | close | 20 | 2.70 | 1.42840 | 1.43168 | 0.00000 | -194.40 | 11259.93 |
41 | 2009.09.03 15:27 | sell | 21 | 1.00 | 1.42838 | 1.43238 | 0.00000 | ||
42 | 2009.09.03 15:30 | close | 21 | 1.00 | 1.42844 | 1.43238 | 0.00000 | -6.00 | 11253.93 |
43 | 2009.09.03 15:32 | sell | 22 | 1.00 | 1.42771 | 1.43171 | 0.00000 | ||
44 | 2009.09.03 15:35 | close | 22 | 1.00 | 1.42794 | 1.43171 | 0.00000 | -23.00 | 11230.93 |
45 | 2009.09.03 15:37 | sell | 23 | 1.00 | 1.42756 | 1.43156 | 0.00000 | ||
46 | 2009.09.03 15:40 | close | 23 | 1.00 | 1.42838 | 1.43156 | 0.00000 | -82.00 | 11148.93 |
47 | 2009.09.03 15:42 | sell | 24 | 1.00 | 1.42815 | 1.43215 | 0.00000 | ||
48 | 2009.09.03 16:00 | close | 24 | 1.00 | 1.42824 | 1.43215 | 0.00000 | -9.00 | 11139.93 |
49 | 2009.09.03 16:02 | sell | 25 | 1.00 | 1.42807 | 1.43207 | 0.00000 | ||
50 | 2009.09.03 16:05 | close | 25 | 1.00 | 1.42778 | 1.43207 | 0.00000 | 29.00 | 11168.93 |
51 | 2009.09.03 16:07 | sell | 26 | 2.70 | 1.42844 | 1.43244 | 0.00000 | ||
52 | 2009.09.03 16:10 | close | 26 | 2.70 | 1.42704 | 1.43244 | 0.00000 | 378.00 | 11546.93 |
53 | 2009.09.03 16:12 | sell | 27 | 2.80 | 1.42733 | 1.43133 | 0.00000 | ||
54 | 2009.09.03 16:15 | close | 27 | 2.80 | 1.42593 | 1.43133 | 0.00000 | 392.00 | 11938.93 |
55 | 2009.09.03 16:17 | sell | 28 | 2.90 | 1.42622 | 1.43022 | 0.00000 | ||
56 | 2009.09.03 16:20 | close | 28 | 2.90 | 1.42445 | 1.43022 | 0.00000 | 513.30 | 12452.23 |
57 | 2009.09.03 16:22 | sell | 29 | 3.00 | 1.42511 | 1.42911 | 0.00000 | ||
58 | 2009.09.03 16:25 | close | 29 | 3.00 | 1.42482 | 1.42911 | 0.00000 | 87.00 | 12539.23 |
59 | 2009.09.03 16:27 | sell | 30 | 3.00 | 1.42585 | 1.42985 | 0.00000 | ||
60 | 2009.09.03 16:27 | close | 30 | 3.00 | 1.42556 | 1.42985 | 0.00000 | 87.00 | 12626.23 |
61 | 2009.09.03 16:30 | sell | 31 | 3.00 | 1.42550 | 1.42950 | 0.00000 | ||
62 | 2009.09.03 16:32 | close | 31 | 3.00 | 1.42538 | 1.42950 | 0.00000 | 36.00 | 12662.23 |
63 | 2009.09.03 16:35 | sell | 32 | 3.00 | 1.42542 | 1.42942 | 0.00000 | ||
64 | 2009.09.03 16:37 | close | 32 | 3.00 | 1.42526 | 1.42942 | 0.00000 | 48.00 | 12710.23 |
65 | 2009.09.03 16:40 | sell | 33 | 3.10 | 1.42579 | 1.42979 | 0.00000 | ||
66 | 2009.09.03 16:42 | close | 33 | 3.10 | 1.42575 | 1.42979 | 0.00000 | 12.40 | 12722.63 |
67 | 2009.09.03 16:45 | sell | 34 | 3.10 | 1.42615 | 1.43015 | 0.00000 | ||
68 | 2009.09.03 16:47 | close | 34 | 3.10 | 1.42611 | 1.43015 | 0.00000 | 12.40 | 12735.03 |
69 | 2009.09.03 16:50 | sell | 35 | 3.10 | 1.42652 | 1.43052 | 0.00000 | ||
70 | 2009.09.03 16:52 | close | 35 | 3.10 | 1.42636 | 1.43052 | 0.00000 | 49.60 | 12784.63 |
71 | 2009.09.03 16:55 | sell | 36 | 3.10 | 1.42640 | 1.43040 | 0.00000 | ||
72 | 2009.09.03 16:57 | close | 36 | 3.10 | 1.42611 | 1.43040 | 0.00000 | 89.90 | 12874.53 |
73 | 2009.09.03 16:59 | sell | 37 | 3.10 | 1.42575 | 1.42975 | 0.00000 | ||
74 | 2009.09.03 17:00 | close | 37 | 3.10 | 1.42585 | 1.42975 | 0.00000 | -31.00 | 12843.53 |
75 | 2009.09.04 12:02 | sell | 38 | 3.10 | 1.42565 | 1.42965 | 0.00000 | ||
76 | 2009.09.04 14:45 | close | 38 | 3.10 | 1.42384 | 1.42965 | 0.00000 | 561.10 | 13404.63 |
77 | 2009.09.04 14:47 | sell | 39 | 3.20 | 1.42438 | 1.42838 | 0.00000 | ||
78 | 2009.09.04 14:50 | close | 39 | 3.20 | 1.42137 | 1.42838 | 0.00000 | 963.20 | 14367.83 |
79 | 2009.09.04 14:52 | sell | 40 | 3.40 | 1.42252 | 1.42652 | 0.00000 | ||
80 | 2009.09.04 14:55 | close | 40 | 3.40 | 1.42199 | 1.42652 | 0.00000 | 180.20 | 14548.03 |
81 | 2009.09.04 14:57 | sell | 41 | 3.50 | 1.42376 | 1.42776 | 0.00000 | ||
82 | 2009.09.04 14:59 | close | 41 | 3.50 | 1.42195 | 1.42776 | 0.00000 | 633.50 | 15181.53 |
83 | 2009.09.10 10:20 | sell | 42 | 3.60 | 1.45473 | 1.45873 | 0.00000 | ||
84 | 2009.09.10 11:20 | close | 42 | 3.60 | 1.45365 | 1.45873 | 0.00000 | 388.80 | 15570.33 |
85 | 2009.09.11 10:16 | sell | 43 | 3.70 | 1.45800 | 1.46200 | 0.00000 | ||
86 | 2009.09.11 15:20 | s/l | 43 | 3.70 | 1.46200 | 1.46200 | 0.00000 | -1480.00 | 14090.33 |
87 | 2009.09.16 13:02 | sell | 44 | 3.40 | 1.46749 | 1.47149 | 0.00000 | ||
88 | 2009.09.16 18:15 | s/l | 44 | 3.40 | 1.47149 | 1.47149 | 0.00000 | -1360.00 | 12730.33 |
89 | 2009.09.21 17:15 | buy | 45 | 1.00 | 1.46816 | 1.46416 | 0.00000 | ||
90 | 2009.09.22 01:00 | close | 45 | 1.00 | 1.46840 | 1.46416 | 0.00000 | 23.60 | 12753.93 |
91 | 2009.09.24 16:03 | sell | 46 | 3.10 | 1.47366 | 1.47766 | 0.00000 | ||
92 | 2009.09.24 16:16 | close | 46 | 3.10 | 1.47009 | 1.47766 | 0.00000 | 1106.70 | 13860.63 |
93 | 2009.09.24 16:20 | sell | 47 | 3.30 | 1.47105 | 1.47505 | 0.00000 | ||
94 | 2009.09.24 16:23 | close | 47 | 3.30 | 1.47061 | 1.47505 | 0.00000 | 145.20 | 14005.83 |
95 | 2009.09.24 16:26 | sell | 48 | 3.40 | 1.47210 | 1.47610 | 0.00000 | ||
96 | 2009.09.24 16:40 | close | 48 | 3.40 | 1.47055 | 1.47610 | 0.00000 | 527.00 | 14532.83 |
97 | 2009.09.24 16:42 | sell | 49 | 3.50 | 1.47087 | 1.47487 | 0.00000 | ||
98 | 2009.09.24 16:45 | close | 49 | 3.50 | 1.46936 | 1.47487 | 0.00000 | 528.50 | 15061.33 |
99 | 2009.09.24 16:47 | sell | 50 | 3.60 | 1.46968 | 1.47368 | 0.00000 | ||
100 | 2009.09.24 16:50 | close | 50 | 3.60 | 1.46777 | 1.47368 | 0.00000 | 687.60 | 15748.93 |
101 | 2009.09.24 16:52 | sell | 51 | 3.80 | 1.46848 | 1.47248 | 0.00000 | ||
102 | 2009.09.24 16:55 | close | 51 | 3.80 | 1.46817 | 1.47248 | 0.00000 | 117.80 | 15866.73 |
103 | 2009.09.24 16:57 | sell | 52 | 3.80 | 1.46928 | 1.47328 | 0.00000 | ||
104 | 2009.09.24 17:00 | close | 52 | 3.80 | 1.47076 | 1.47328 | 0.00000 | -562.40 | 15304.33 |
105 | 2009.09.28 23:00 | buy | 53 | 3.70 | 1.46226 | 1.45826 | 0.00000 | ||
106 | 2009.09.29 09:15 | sell | 54 | 3.30 | 1.46133 | 1.46533 | 0.00000 | ||
107 | 2009.09.29 09:40 | close | 54 | 3.30 | 1.45905 | 1.46533 | 0.00000 | 752.40 | 16056.73 |
108 | 2009.09.29 09:42 | sell | 55 | 3.30 | 1.45930 | 1.46330 | 0.00000 | ||
109 | 2009.09.29 09:45 | s/l | 53 | 3.70 | 1.45826 | 1.45826 | 0.00000 | -1481.48 | 14575.25 |
110 | 2009.09.30 04:50 | s/l | 55 | 3.30 | 1.46330 | 1.46330 | 0.00000 | -1325.61 | 13249.64 |
111 | 2009.09.30 14:50 | sell | 56 | 1.10 | 1.45839 | 1.46239 | 0.00000 | ||
112 | 2009.09.30 15:20 | s/l | 56 | 1.10 | 1.46239 | 1.46239 | 0.00000 | -440.00 | 12809.64 |