Strategy Tester Report
st+L+2stor-V1_M
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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2150.00 | Gross profit | 2150.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 48.86 | |||
Absolute drawdown | 111.00 | Maximal drawdown | 575.00 (4.89%) | Relative drawdown | 4.89% (575.00) |
Total trades | 44 | Short positions (won %) | 23 (100.00%) | Long positions (won %) | 21 (100.00%) |
Profit trades (% of total) | 44 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 123.00 | loss trade | 0.00 | |
Average | profit trade | 48.86 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 44 (2150.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 2150.00 (44) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 44 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 20:40 | buy | 1 | 1.00 | 1.43469 | 0.00000 | 0.00000 | ||
2 | 2009.08.06 21:20 | close | 1 | 1.00 | 1.43492 | 0.00000 | 0.00000 | 23.00 | 10023.00 |
3 | 2009.08.06 21:22 | buy | 2 | 1.00 | 1.43480 | 0.00000 | 0.00000 | ||
4 | 2009.08.06 21:45 | close | 2 | 1.00 | 1.43525 | 0.00000 | 0.00000 | 45.00 | 10068.00 |
5 | 2009.08.06 21:47 | buy | 3 | 1.00 | 1.43520 | 0.00000 | 0.00000 | ||
6 | 2009.08.06 21:50 | close | 3 | 1.00 | 1.43562 | 0.00000 | 0.00000 | 42.00 | 10110.00 |
7 | 2009.08.06 21:52 | buy | 4 | 1.00 | 1.43544 | 0.00000 | 0.00000 | ||
8 | 2009.08.06 22:10 | close | 4 | 1.00 | 1.43564 | 0.00000 | 0.00000 | 20.00 | 10130.00 |
9 | 2009.08.18 10:00 | sell | 5 | 1.00 | 1.41257 | 0.00000 | 0.00000 | ||
10 | 2009.08.18 10:03 | close | 5 | 1.00 | 1.41174 | 0.00000 | 0.00000 | 83.00 | 10213.00 |
11 | 2009.08.18 10:13 | sell | 6 | 1.00 | 1.41203 | 0.00000 | 0.00000 | ||
12 | 2009.08.18 10:45 | close | 6 | 1.00 | 1.41168 | 0.00000 | 0.00000 | 35.00 | 10248.00 |
13 | 2009.08.18 11:00 | sell | 7 | 1.00 | 1.41275 | 0.00000 | 0.00000 | ||
14 | 2009.08.18 11:20 | close | 7 | 1.00 | 1.41235 | 0.00000 | 0.00000 | 40.00 | 10288.00 |
15 | 2009.08.18 11:22 | sell | 8 | 1.00 | 1.41281 | 0.00000 | 0.00000 | ||
16 | 2009.08.18 11:25 | close | 8 | 1.00 | 1.41262 | 0.00000 | 0.00000 | 19.00 | 10307.00 |
17 | 2009.08.18 11:27 | sell | 9 | 1.00 | 1.41238 | 0.00000 | 0.00000 | ||
18 | 2009.08.18 11:45 | close | 9 | 1.00 | 1.41189 | 0.00000 | 0.00000 | 49.00 | 10356.00 |
19 | 2009.08.18 11:47 | sell | 10 | 1.00 | 1.41203 | 0.00000 | 0.00000 | ||
20 | 2009.08.18 11:50 | close | 10 | 1.00 | 1.41106 | 0.00000 | 0.00000 | 97.00 | 10453.00 |
21 | 2009.08.18 11:52 | sell | 11 | 1.00 | 1.41141 | 0.00000 | 0.00000 | ||
22 | 2009.08.18 11:55 | close | 11 | 1.00 | 1.41127 | 0.00000 | 0.00000 | 14.00 | 10467.00 |
23 | 2009.08.18 11:57 | sell | 12 | 1.00 | 1.41182 | 0.00000 | 0.00000 | ||
24 | 2009.08.18 12:20 | close | 12 | 1.00 | 1.41135 | 0.00000 | 0.00000 | 47.00 | 10514.00 |
25 | 2009.08.19 02:20 | sell | 13 | 1.00 | 1.41474 | 0.00000 | 0.00000 | ||
26 | 2009.08.19 03:15 | close | 13 | 1.00 | 1.41417 | 0.00000 | 0.00000 | 57.00 | 10571.00 |
27 | 2009.08.19 03:32 | sell | 14 | 1.00 | 1.41466 | 0.00000 | 0.00000 | ||
28 | 2009.08.19 03:35 | close | 14 | 1.00 | 1.41452 | 0.00000 | 0.00000 | 14.00 | 10585.00 |
29 | 2009.08.19 03:37 | sell | 15 | 1.00 | 1.41487 | 0.00000 | 0.00000 | ||
30 | 2009.08.19 03:40 | close | 15 | 1.00 | 1.41411 | 0.00000 | 0.00000 | 76.00 | 10661.00 |
31 | 2009.08.19 07:00 | sell | 16 | 1.00 | 1.41536 | 0.00000 | 0.00000 | ||
32 | 2009.08.19 07:02 | close | 16 | 1.00 | 1.41518 | 0.00000 | 0.00000 | 18.00 | 10679.00 |
33 | 2009.08.19 07:05 | sell | 17 | 1.00 | 1.41486 | 0.00000 | 0.00000 | ||
34 | 2009.08.19 07:10 | close | 17 | 1.00 | 1.41442 | 0.00000 | 0.00000 | 44.00 | 10723.00 |
35 | 2009.08.19 07:12 | sell | 18 | 1.00 | 1.41460 | 0.00000 | 0.00000 | ||
36 | 2009.08.19 07:15 | close | 18 | 1.00 | 1.41365 | 0.00000 | 0.00000 | 95.00 | 10818.00 |
37 | 2009.08.19 07:17 | sell | 19 | 1.00 | 1.41384 | 0.00000 | 0.00000 | ||
38 | 2009.08.19 07:20 | close | 19 | 1.00 | 1.41263 | 0.00000 | 0.00000 | 121.00 | 10939.00 |
39 | 2009.08.19 07:22 | sell | 20 | 1.00 | 1.41307 | 0.00000 | 0.00000 | ||
40 | 2009.08.19 07:25 | close | 20 | 1.00 | 1.41289 | 0.00000 | 0.00000 | 18.00 | 10957.00 |
41 | 2009.08.19 07:27 | sell | 21 | 1.00 | 1.41358 | 0.00000 | 0.00000 | ||
42 | 2009.08.19 07:27 | close | 21 | 1.00 | 1.41269 | 0.00000 | 0.00000 | 89.00 | 11046.00 |
43 | 2009.08.25 01:00 | buy | 22 | 1.00 | 1.42885 | 0.00000 | 0.00000 | ||
44 | 2009.08.25 01:10 | close | 22 | 1.00 | 1.42912 | 0.00000 | 0.00000 | 27.00 | 11073.00 |
45 | 2009.08.25 01:45 | buy | 23 | 1.00 | 1.42868 | 0.00000 | 0.00000 | ||
46 | 2009.08.25 01:59 | close | 23 | 1.00 | 1.42915 | 0.00000 | 0.00000 | 47.00 | 11120.00 |
47 | 2009.08.25 03:00 | buy | 24 | 1.00 | 1.42826 | 0.00000 | 0.00000 | ||
48 | 2009.08.25 03:15 | close | 24 | 1.00 | 1.42853 | 0.00000 | 0.00000 | 27.00 | 11147.00 |
49 | 2009.08.25 03:17 | buy | 25 | 1.00 | 1.42844 | 0.00000 | 0.00000 | ||
50 | 2009.08.25 03:20 | close | 25 | 1.00 | 1.42900 | 0.00000 | 0.00000 | 56.00 | 11203.00 |
51 | 2009.08.25 03:22 | buy | 26 | 1.00 | 1.42876 | 0.00000 | 0.00000 | ||
52 | 2009.08.25 03:50 | close | 26 | 1.00 | 1.42915 | 0.00000 | 0.00000 | 39.00 | 11242.00 |
53 | 2009.08.25 03:52 | buy | 27 | 1.00 | 1.42898 | 0.00000 | 0.00000 | ||
54 | 2009.08.25 04:02 | close | 27 | 1.00 | 1.42929 | 0.00000 | 0.00000 | 31.00 | 11273.00 |
55 | 2009.08.25 09:50 | buy | 28 | 1.00 | 1.42795 | 0.00000 | 0.00000 | ||
56 | 2009.08.25 10:16 | close | 28 | 1.00 | 1.42818 | 0.00000 | 0.00000 | 23.00 | 11296.00 |
57 | 2009.08.25 10:20 | buy | 29 | 1.00 | 1.42807 | 0.00000 | 0.00000 | ||
58 | 2009.08.25 10:50 | close | 29 | 1.00 | 1.42825 | 0.00000 | 0.00000 | 18.00 | 11314.00 |
59 | 2009.08.25 10:52 | buy | 30 | 1.00 | 1.42809 | 0.00000 | 0.00000 | ||
60 | 2009.08.25 11:10 | close | 30 | 1.00 | 1.42856 | 0.00000 | 0.00000 | 47.00 | 11361.00 |
61 | 2009.09.14 08:02 | buy | 31 | 1.00 | 1.45272 | 0.00000 | 0.00000 | ||
62 | 2009.09.14 08:10 | close | 31 | 1.00 | 1.45322 | 0.00000 | 0.00000 | 50.00 | 11411.00 |
63 | 2009.09.14 08:12 | buy | 32 | 1.00 | 1.45315 | 0.00000 | 0.00000 | ||
64 | 2009.09.14 08:15 | close | 32 | 1.00 | 1.45365 | 0.00000 | 0.00000 | 50.00 | 11461.00 |
65 | 2009.09.14 08:17 | buy | 33 | 1.00 | 1.45358 | 0.00000 | 0.00000 | ||
66 | 2009.09.14 08:20 | close | 33 | 1.00 | 1.45408 | 0.00000 | 0.00000 | 50.00 | 11511.00 |
67 | 2009.09.14 08:22 | buy | 34 | 1.00 | 1.45386 | 0.00000 | 0.00000 | ||
68 | 2009.09.14 08:45 | close | 34 | 1.00 | 1.45405 | 0.00000 | 0.00000 | 19.00 | 11530.00 |
69 | 2009.09.14 08:47 | buy | 35 | 1.00 | 1.45382 | 0.00000 | 0.00000 | ||
70 | 2009.09.14 08:50 | close | 35 | 1.00 | 1.45494 | 0.00000 | 0.00000 | 112.00 | 11642.00 |
71 | 2009.09.14 08:52 | buy | 36 | 1.00 | 1.45442 | 0.00000 | 0.00000 | ||
72 | 2009.09.14 08:55 | close | 36 | 1.00 | 1.45464 | 0.00000 | 0.00000 | 22.00 | 11664.00 |
73 | 2009.09.14 08:57 | buy | 37 | 1.00 | 1.45382 | 0.00000 | 0.00000 | ||
74 | 2009.09.14 08:59 | close | 37 | 1.00 | 1.45468 | 0.00000 | 0.00000 | 86.00 | 11750.00 |
75 | 2009.09.18 09:02 | buy | 38 | 1.00 | 1.47029 | 0.00000 | 0.00000 | ||
76 | 2009.09.18 11:50 | close | 38 | 1.00 | 1.47088 | 0.00000 | 0.00000 | 59.00 | 11809.00 |
77 | 2009.09.30 08:00 | sell | 39 | 1.00 | 1.46319 | 0.00000 | 0.00000 | ||
78 | 2009.09.30 08:15 | close | 39 | 1.00 | 1.46262 | 0.00000 | 0.00000 | 57.00 | 11866.00 |
79 | 2009.09.30 08:17 | sell | 40 | 1.00 | 1.46281 | 0.00000 | 0.00000 | ||
80 | 2009.09.30 08:20 | close | 40 | 1.00 | 1.46158 | 0.00000 | 0.00000 | 123.00 | 11989.00 |
81 | 2009.09.30 08:22 | sell | 41 | 1.00 | 1.46203 | 0.00000 | 0.00000 | ||
82 | 2009.09.30 08:25 | close | 41 | 1.00 | 1.46184 | 0.00000 | 0.00000 | 19.00 | 12008.00 |
83 | 2009.09.30 08:27 | sell | 42 | 1.00 | 1.46255 | 0.00000 | 0.00000 | ||
84 | 2009.09.30 08:27 | close | 42 | 1.00 | 1.46174 | 0.00000 | 0.00000 | 81.00 | 12089.00 |
85 | 2009.09.30 08:30 | sell | 43 | 1.00 | 1.46155 | 0.00000 | 0.00000 | ||
86 | 2009.09.30 09:10 | close | 43 | 1.00 | 1.46140 | 0.00000 | 0.00000 | 15.00 | 12104.00 |
87 | 2009.09.30 13:50 | sell | 44 | 1.00 | 1.46348 | 0.00000 | 0.00000 | ||
88 | 2009.09.30 14:15 | close | 44 | 1.00 | 1.46302 | 0.00000 | 0.00000 | 46.00 | 12150.00 |