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 | LotSize=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9856.00 | Gross profit | 7402.00 | Gross loss | -17258.00 |
Profit factor | 0.43 | Expected payoff | -189.54 | ||
Absolute drawdown | 9856.00 | Maximal drawdown | 14460.00 (99.01%) | Relative drawdown | 99.01% (14460.00) |
Total trades | 52 | Short positions (won %) | 26 (88.46%) | Long positions (won %) | 26 (100.00%) |
Profit trades (% of total) | 49 (94.23%) | Loss trades (% of total) | 3 (5.77%) | ||
Largest | profit trade | 152.00 | loss trade | -9122.00 | |
Average | profit trade | 151.06 | loss trade | -5752.67 | |
Maximum | consecutive wins (profit in money) | 49 (7402.00) | consecutive losses (loss in money) | 3 (-17258.00) | |
Maximal | consecutive profit (count of wins) | 7402.00 (49) | consecutive loss (count of losses) | -17258.00 (3) | |
Average | consecutive wins | 49 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:00 | buy | 1 | 2.00 | 1.44210 | 0.00000 | 1.44286 | ||
2 | 2009.08.04 00:00 | sell | 2 | 2.00 | 1.44186 | 0.00000 | 1.44110 | ||
3 | 2009.08.04 00:20 | t/p | 2 | 2.00 | 1.44110 | 0.00000 | 1.44110 | 152.00 | 10152.00 |
4 | 2009.08.04 03:50 | t/p | 1 | 2.00 | 1.44286 | 0.00000 | 1.44286 | 152.00 | 10304.00 |
5 | 2009.08.05 00:00 | buy | 3 | 2.00 | 1.44000 | 0.00000 | 1.44076 | ||
6 | 2009.08.05 00:00 | sell | 4 | 2.00 | 1.43976 | 0.00000 | 1.43900 | ||
7 | 2009.08.05 01:10 | t/p | 3 | 2.00 | 1.44076 | 0.00000 | 1.44076 | 152.00 | 10456.00 |
8 | 2009.08.05 07:50 | t/p | 4 | 2.00 | 1.43900 | 0.00000 | 1.43900 | 152.00 | 10608.00 |
9 | 2009.08.06 00:00 | buy | 5 | 2.00 | 1.44154 | 0.00000 | 1.44230 | ||
10 | 2009.08.06 00:00 | sell | 6 | 2.00 | 1.44130 | 0.00000 | 1.44054 | ||
11 | 2009.08.06 03:45 | t/p | 5 | 2.00 | 1.44230 | 0.00000 | 1.44230 | 152.00 | 10760.00 |
12 | 2009.08.06 04:40 | t/p | 6 | 2.00 | 1.44054 | 0.00000 | 1.44054 | 152.00 | 10912.00 |
13 | 2009.08.07 00:00 | buy | 7 | 2.00 | 1.43558 | 0.00000 | 1.43634 | ||
14 | 2009.08.07 00:00 | sell | 8 | 2.00 | 1.43534 | 0.00000 | 1.43458 | ||
15 | 2009.08.07 01:02 | t/p | 7 | 2.00 | 1.43634 | 0.00000 | 1.43634 | 152.00 | 11064.00 |
16 | 2009.08.07 04:07 | t/p | 8 | 2.00 | 1.43458 | 0.00000 | 1.43458 | 152.00 | 11216.00 |
17 | 2009.08.10 00:00 | buy | 9 | 2.00 | 1.41736 | 0.00000 | 1.41812 | ||
18 | 2009.08.10 00:00 | sell | 10 | 2.00 | 1.41712 | 0.00000 | 1.41636 | ||
19 | 2009.08.10 00:10 | t/p | 9 | 2.00 | 1.41812 | 0.00000 | 1.41812 | 152.00 | 11368.00 |
20 | 2009.08.10 15:50 | t/p | 10 | 2.00 | 1.41636 | 0.00000 | 1.41636 | 152.00 | 11520.00 |
21 | 2009.08.11 00:00 | buy | 11 | 2.00 | 1.41474 | 0.00000 | 1.41550 | ||
22 | 2009.08.11 00:00 | sell | 12 | 2.00 | 1.41450 | 0.00000 | 1.41374 | ||
23 | 2009.08.11 01:05 | t/p | 12 | 2.00 | 1.41374 | 0.00000 | 1.41374 | 152.00 | 11672.00 |
24 | 2009.08.11 02:50 | t/p | 11 | 2.00 | 1.41550 | 0.00000 | 1.41550 | 152.00 | 11824.00 |
25 | 2009.08.12 00:00 | buy | 13 | 2.00 | 1.41493 | 0.00000 | 1.41569 | ||
26 | 2009.08.12 00:00 | sell | 14 | 2.00 | 1.41469 | 0.00000 | 1.41393 | ||
27 | 2009.08.12 02:20 | t/p | 13 | 2.00 | 1.41569 | 0.00000 | 1.41569 | 152.00 | 11976.00 |
28 | 2009.08.12 07:50 | t/p | 14 | 2.00 | 1.41393 | 0.00000 | 1.41393 | 152.00 | 12128.00 |
29 | 2009.08.13 00:00 | buy | 15 | 2.00 | 1.42044 | 0.00000 | 1.42120 | ||
30 | 2009.08.13 00:00 | sell | 16 | 2.00 | 1.42020 | 0.00000 | 1.41944 | ||
31 | 2009.08.13 00:37 | t/p | 15 | 2.00 | 1.42120 | 0.00000 | 1.42120 | 152.00 | 12280.00 |
32 | 2009.08.14 00:00 | buy | 17 | 2.00 | 1.42800 | 0.00000 | 1.42876 | ||
33 | 2009.08.14 00:00 | sell | 18 | 2.00 | 1.42776 | 0.00000 | 1.42700 | ||
34 | 2009.08.14 02:15 | t/p | 17 | 2.00 | 1.42876 | 0.00000 | 1.42876 | 152.00 | 12432.00 |
35 | 2009.08.14 05:15 | t/p | 18 | 2.00 | 1.42700 | 0.00000 | 1.42700 | 152.00 | 12584.00 |
36 | 2009.08.14 19:16 | close | 16 | 2.00 | 1.41953 | 0.00000 | 1.41944 | 132.00 | 12716.00 |
37 | 2009.08.17 00:00 | buy | 19 | 2.00 | 1.41914 | 0.00000 | 1.41990 | ||
38 | 2009.08.17 00:00 | sell | 20 | 2.00 | 1.41890 | 0.00000 | 1.41814 | ||
39 | 2009.08.17 01:15 | t/p | 20 | 2.00 | 1.41814 | 0.00000 | 1.41814 | 152.00 | 12868.00 |
40 | 2009.08.18 00:00 | buy | 21 | 2.00 | 1.40726 | 0.00000 | 1.40802 | ||
41 | 2009.08.18 00:00 | sell | 22 | 2.00 | 1.40702 | 0.00000 | 1.40626 | ||
42 | 2009.08.18 00:50 | t/p | 21 | 2.00 | 1.40802 | 0.00000 | 1.40802 | 152.00 | 13020.00 |
43 | 2009.08.19 00:00 | buy | 23 | 2.00 | 1.41338 | 0.00000 | 1.41414 | ||
44 | 2009.08.19 00:00 | sell | 24 | 2.00 | 1.41314 | 0.00000 | 1.41238 | ||
45 | 2009.08.19 01:20 | t/p | 23 | 2.00 | 1.41414 | 0.00000 | 1.41414 | 152.00 | 13172.00 |
46 | 2009.08.19 07:40 | t/p | 24 | 2.00 | 1.41238 | 0.00000 | 1.41238 | 152.00 | 13324.00 |
47 | 2009.08.19 16:32 | close | 19 | 2.00 | 1.41978 | 0.00000 | 1.41990 | 126.00 | 13450.00 |
48 | 2009.08.20 00:00 | buy | 25 | 2.00 | 1.42363 | 0.00000 | 1.42439 | ||
49 | 2009.08.20 00:00 | sell | 26 | 2.00 | 1.42339 | 0.00000 | 1.42263 | ||
50 | 2009.08.20 00:50 | t/p | 26 | 2.00 | 1.42263 | 0.00000 | 1.42263 | 152.00 | 13602.00 |
51 | 2009.08.20 01:45 | t/p | 25 | 2.00 | 1.42439 | 0.00000 | 1.42439 | 152.00 | 13754.00 |
52 | 2009.08.21 00:00 | buy | 27 | 2.00 | 1.42470 | 0.00000 | 1.42546 | ||
53 | 2009.08.21 00:00 | sell | 28 | 2.00 | 1.42446 | 0.00000 | 1.42370 | ||
54 | 2009.08.21 00:40 | t/p | 27 | 2.00 | 1.42546 | 0.00000 | 1.42546 | 152.00 | 13906.00 |
55 | 2009.08.21 05:45 | t/p | 28 | 2.00 | 1.42370 | 0.00000 | 1.42370 | 152.00 | 14058.00 |
56 | 2009.08.24 00:00 | buy | 29 | 2.00 | 1.43467 | 0.00000 | 1.43543 | ||
57 | 2009.08.24 00:00 | sell | 30 | 2.00 | 1.43443 | 0.00000 | 1.43367 | ||
58 | 2009.08.24 01:20 | t/p | 30 | 2.00 | 1.43367 | 0.00000 | 1.43367 | 152.00 | 14210.00 |
59 | 2009.08.24 02:50 | t/p | 29 | 2.00 | 1.43543 | 0.00000 | 1.43543 | 152.00 | 14362.00 |
60 | 2009.08.25 00:00 | buy | 31 | 2.00 | 1.42995 | 0.00000 | 1.43071 | ||
61 | 2009.08.25 00:00 | sell | 32 | 2.00 | 1.42971 | 0.00000 | 1.42895 | ||
62 | 2009.08.25 00:50 | t/p | 32 | 2.00 | 1.42895 | 0.00000 | 1.42895 | 152.00 | 14514.00 |
63 | 2009.08.25 13:10 | t/p | 31 | 2.00 | 1.43071 | 0.00000 | 1.43071 | 152.00 | 14666.00 |
64 | 2009.08.26 00:00 | buy | 33 | 2.00 | 1.43002 | 0.00000 | 1.43078 | ||
65 | 2009.08.26 00:00 | sell | 34 | 2.00 | 1.42978 | 0.00000 | 1.42902 | ||
66 | 2009.08.26 01:20 | t/p | 34 | 2.00 | 1.42902 | 0.00000 | 1.42902 | 152.00 | 14818.00 |
67 | 2009.08.26 07:40 | t/p | 33 | 2.00 | 1.43078 | 0.00000 | 1.43078 | 152.00 | 14970.00 |
68 | 2009.08.27 00:00 | buy | 35 | 2.00 | 1.42436 | 0.00000 | 1.42512 | ||
69 | 2009.08.27 00:00 | sell | 36 | 2.00 | 1.42412 | 0.00000 | 1.42336 | ||
70 | 2009.08.27 01:20 | t/p | 35 | 2.00 | 1.42512 | 0.00000 | 1.42512 | 152.00 | 15122.00 |
71 | 2009.08.27 02:45 | t/p | 36 | 2.00 | 1.42336 | 0.00000 | 1.42336 | 152.00 | 15274.00 |
72 | 2009.08.28 00:00 | buy | 37 | 2.00 | 1.43499 | 0.00000 | 1.43575 | ||
73 | 2009.08.28 00:00 | sell | 38 | 2.00 | 1.43475 | 0.00000 | 1.43399 | ||
74 | 2009.08.28 01:20 | t/p | 37 | 2.00 | 1.43575 | 0.00000 | 1.43575 | 152.00 | 15426.00 |
75 | 2009.08.28 08:59 | t/p | 38 | 2.00 | 1.43399 | 0.00000 | 1.43399 | 152.00 | 15578.00 |
76 | 2009.08.31 00:00 | buy | 39 | 2.00 | 1.43077 | 0.00000 | 1.43153 | ||
77 | 2009.08.31 00:00 | sell | 40 | 2.00 | 1.43053 | 0.00000 | 1.42977 | ||
78 | 2009.08.31 00:20 | t/p | 40 | 2.00 | 1.42977 | 0.00000 | 1.42977 | 152.00 | 15730.00 |
79 | 2009.08.31 16:20 | t/p | 39 | 2.00 | 1.43153 | 0.00000 | 1.43153 | 152.00 | 15882.00 |
80 | 2009.09.01 00:00 | buy | 41 | 2.00 | 1.43327 | 0.00000 | 1.43403 | ||
81 | 2009.09.01 00:00 | sell | 42 | 2.00 | 1.43303 | 0.00000 | 1.43227 | ||
82 | 2009.09.01 01:15 | t/p | 41 | 2.00 | 1.43403 | 0.00000 | 1.43403 | 152.00 | 16034.00 |
83 | 2009.09.01 12:15 | t/p | 42 | 2.00 | 1.43227 | 0.00000 | 1.43227 | 152.00 | 16186.00 |
84 | 2009.09.02 00:00 | buy | 43 | 2.00 | 1.42212 | 0.00000 | 1.42288 | ||
85 | 2009.09.02 00:00 | sell | 44 | 2.00 | 1.42188 | 0.00000 | 1.42112 | ||
86 | 2009.09.02 01:20 | t/p | 44 | 2.00 | 1.42112 | 0.00000 | 1.42112 | 152.00 | 16338.00 |
87 | 2009.09.02 08:40 | t/p | 43 | 2.00 | 1.42288 | 0.00000 | 1.42288 | 152.00 | 16490.00 |
88 | 2009.09.03 00:00 | buy | 45 | 2.00 | 1.42636 | 0.00000 | 1.42712 | ||
89 | 2009.09.03 00:00 | sell | 46 | 2.00 | 1.42612 | 0.00000 | 1.42536 | ||
90 | 2009.09.03 00:45 | t/p | 45 | 2.00 | 1.42712 | 0.00000 | 1.42712 | 152.00 | 16642.00 |
91 | 2009.09.03 03:37 | t/p | 46 | 2.00 | 1.42536 | 0.00000 | 1.42536 | 152.00 | 16794.00 |
92 | 2009.09.04 00:00 | buy | 47 | 2.00 | 1.42585 | 0.00000 | 1.42661 | ||
93 | 2009.09.04 00:00 | sell | 48 | 2.00 | 1.42561 | 0.00000 | 1.42485 | ||
94 | 2009.09.04 03:15 | t/p | 48 | 2.00 | 1.42485 | 0.00000 | 1.42485 | 152.00 | 16946.00 |
95 | 2009.09.04 07:50 | t/p | 47 | 2.00 | 1.42661 | 0.00000 | 1.42661 | 152.00 | 17098.00 |
96 | 2009.09.07 00:00 | buy | 49 | 2.00 | 1.43076 | 0.00000 | 1.43152 | ||
97 | 2009.09.07 00:00 | sell | 50 | 2.00 | 1.43052 | 0.00000 | 1.42976 | ||
98 | 2009.09.07 00:20 | t/p | 49 | 2.00 | 1.43152 | 0.00000 | 1.43152 | 152.00 | 17250.00 |
99 | 2009.09.08 00:00 | buy | 51 | 2.00 | 1.43389 | 0.00000 | 1.43465 | ||
100 | 2009.09.08 00:00 | sell | 52 | 2.00 | 1.43365 | 0.00000 | 1.43289 | ||
101 | 2009.09.08 07:50 | t/p | 51 | 2.00 | 1.43465 | 0.00000 | 1.43465 | 152.00 | 17402.00 |
102 | 2009.09.08 16:50 | close at stop | 52 | 2.00 | 1.45242 | 0.00000 | 1.43289 | -3754.00 | 13648.00 |
103 | 2009.09.08 16:50 | close at stop | 50 | 2.00 | 1.45242 | 0.00000 | 1.42976 | -4382.00 | 9266.00 |
104 | 2009.09.08 16:50 | close at stop | 22 | 2.00 | 1.45242 | 0.00000 | 1.40626 | -9122.00 | 144.00 |