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; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=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 | -1799.00 | Gross profit | 7491.50 | Gross loss | -9290.50 |
Profit factor | 0.81 | Expected payoff | -23.36 | ||
Absolute drawdown | 1872.00 | Maximal drawdown | 3559.00 (30.45%) | Relative drawdown | 30.45% (3559.00) |
Total trades | 77 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 77 (29.87%) |
Profit trades (% of total) | 23 (29.87%) | Loss trades (% of total) | 54 (70.13%) | ||
Largest | profit trade | 1361.00 | loss trade | -572.00 | |
Average | profit trade | 325.72 | loss trade | -172.05 | |
Maximum | consecutive wins (profit in money) | 2 (919.50) | consecutive losses (loss in money) | 7 (-1418.00) | |
Maximal | consecutive profit (count of wins) | 1361.00 (1) | consecutive loss (count of losses) | -1684.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 11:00 | buy | 1 | 1.00 | 1.42749 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 22:00 | close | 1 | 1.00 | 1.44110 | 0.00000 | 0.00000 | 1361.00 | 11361.00 |
3 | 2009.08.04 09:00 | buy | 2 | 1.00 | 1.44173 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 10:00 | close | 2 | 1.00 | 1.44025 | 0.00000 | 0.00000 | -148.00 | 11213.00 |
5 | 2009.08.04 11:00 | buy | 3 | 1.00 | 1.44106 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 12:00 | close | 3 | 1.00 | 1.44040 | 0.00000 | 0.00000 | -66.00 | 11147.00 |
7 | 2009.08.04 15:00 | buy | 4 | 1.00 | 1.43916 | 0.00000 | 0.00000 | ||
8 | 2009.08.04 19:00 | close | 4 | 1.00 | 1.44292 | 0.00000 | 0.00000 | 376.00 | 11523.00 |
9 | 2009.08.04 23:00 | buy | 5 | 1.00 | 1.44081 | 0.00000 | 0.00000 | ||
10 | 2009.08.05 00:00 | close | 5 | 1.00 | 1.43976 | 0.00000 | 0.00000 | -105.50 | 11417.50 |
11 | 2009.08.05 05:00 | buy | 6 | 1.00 | 1.44188 | 0.00000 | 0.00000 | ||
12 | 2009.08.05 06:00 | close | 6 | 1.00 | 1.44111 | 0.00000 | 0.00000 | -77.00 | 11340.50 |
13 | 2009.08.05 21:00 | buy | 7 | 1.00 | 1.44299 | 0.00000 | 0.00000 | ||
14 | 2009.08.05 22:00 | close | 7 | 1.00 | 1.44133 | 0.00000 | 0.00000 | -166.00 | 11174.50 |
15 | 2009.08.06 04:00 | buy | 8 | 1.00 | 1.44184 | 0.00000 | 0.00000 | ||
16 | 2009.08.06 05:00 | close | 8 | 1.00 | 1.43945 | 0.00000 | 0.00000 | -239.00 | 10935.50 |
17 | 2009.08.13 15:00 | buy | 9 | 1.00 | 1.43024 | 0.00000 | 0.00000 | ||
18 | 2009.08.13 21:00 | close | 9 | 1.00 | 1.42639 | 0.00000 | 0.00000 | -385.00 | 10550.50 |
19 | 2009.08.13 23:00 | buy | 10 | 1.00 | 1.42901 | 0.00000 | 0.00000 | ||
20 | 2009.08.14 00:00 | close | 10 | 1.00 | 1.42776 | 0.00000 | 0.00000 | -125.50 | 10425.00 |
21 | 2009.08.14 14:00 | buy | 11 | 1.00 | 1.42996 | 0.00000 | 0.00000 | ||
22 | 2009.08.14 15:00 | close | 11 | 1.00 | 1.42676 | 0.00000 | 0.00000 | -320.00 | 10105.00 |
23 | 2009.08.19 17:00 | buy | 12 | 1.00 | 1.42167 | 0.00000 | 0.00000 | ||
24 | 2009.08.19 20:00 | close | 12 | 1.00 | 1.42553 | 0.00000 | 0.00000 | 386.00 | 10491.00 |
25 | 2009.08.20 11:00 | buy | 13 | 1.00 | 1.42348 | 0.00000 | 0.00000 | ||
26 | 2009.08.20 12:00 | close | 13 | 1.00 | 1.42312 | 0.00000 | 0.00000 | -36.00 | 10455.00 |
27 | 2009.08.20 14:00 | buy | 14 | 1.00 | 1.42372 | 0.00000 | 0.00000 | ||
28 | 2009.08.20 16:00 | close | 14 | 1.00 | 1.42303 | 0.00000 | 0.00000 | -69.00 | 10386.00 |
29 | 2009.08.20 17:00 | buy | 15 | 1.00 | 1.42360 | 0.00000 | 0.00000 | ||
30 | 2009.08.20 19:00 | close | 15 | 1.00 | 1.42352 | 0.00000 | 0.00000 | -8.00 | 10378.00 |
31 | 2009.08.20 20:00 | buy | 16 | 1.00 | 1.42500 | 0.00000 | 0.00000 | ||
32 | 2009.08.21 00:00 | close | 16 | 1.00 | 1.42446 | 0.00000 | 0.00000 | -54.50 | 10323.50 |
33 | 2009.08.21 01:00 | buy | 17 | 1.00 | 1.42538 | 0.00000 | 0.00000 | ||
34 | 2009.08.21 03:00 | close | 17 | 1.00 | 1.42418 | 0.00000 | 0.00000 | -120.00 | 10203.50 |
35 | 2009.08.21 05:00 | buy | 18 | 1.00 | 1.42582 | 0.00000 | 0.00000 | ||
36 | 2009.08.21 06:00 | close | 18 | 1.00 | 1.42239 | 0.00000 | 0.00000 | -343.00 | 9860.50 |
37 | 2009.08.21 09:00 | buy | 19 | 1.00 | 1.42436 | 0.00000 | 0.00000 | ||
38 | 2009.08.21 15:00 | close | 19 | 1.00 | 1.43280 | 0.00000 | 0.00000 | 844.00 | 10704.50 |
39 | 2009.08.21 21:00 | buy | 20 | 1.00 | 1.43367 | 0.00000 | 0.00000 | ||
40 | 2009.08.24 00:00 | close | 20 | 1.00 | 1.43443 | 0.00000 | 0.00000 | 75.50 | 10780.00 |
41 | 2009.08.24 02:00 | buy | 21 | 1.00 | 1.43395 | 0.00000 | 0.00000 | ||
42 | 2009.08.24 05:00 | close | 21 | 1.00 | 1.43362 | 0.00000 | 0.00000 | -33.00 | 10747.00 |
43 | 2009.08.24 16:00 | buy | 22 | 1.00 | 1.43346 | 0.00000 | 0.00000 | ||
44 | 2009.08.24 17:00 | close | 22 | 1.00 | 1.43188 | 0.00000 | 0.00000 | -158.00 | 10589.00 |
45 | 2009.08.24 18:00 | buy | 23 | 1.00 | 1.43195 | 0.00000 | 0.00000 | ||
46 | 2009.08.24 20:00 | close | 23 | 1.00 | 1.42996 | 0.00000 | 0.00000 | -199.00 | 10390.00 |
47 | 2009.08.26 05:00 | buy | 24 | 1.00 | 1.43045 | 0.00000 | 0.00000 | ||
48 | 2009.08.26 07:00 | close | 24 | 1.00 | 1.42950 | 0.00000 | 0.00000 | -95.00 | 10295.00 |
49 | 2009.08.26 08:00 | buy | 25 | 1.00 | 1.43165 | 0.00000 | 0.00000 | ||
50 | 2009.08.26 13:00 | close | 25 | 1.00 | 1.42968 | 0.00000 | 0.00000 | -197.00 | 10098.00 |
51 | 2009.08.28 00:00 | buy | 26 | 1.00 | 1.43484 | 0.00000 | 0.00000 | ||
52 | 2009.08.28 05:00 | close | 26 | 1.00 | 1.43602 | 0.00000 | 0.00000 | 118.00 | 10216.00 |
53 | 2009.08.28 07:00 | buy | 27 | 1.00 | 1.43629 | 0.00000 | 0.00000 | ||
54 | 2009.08.28 08:00 | close | 27 | 1.00 | 1.43601 | 0.00000 | 0.00000 | -28.00 | 10188.00 |
55 | 2009.08.28 14:00 | buy | 28 | 1.00 | 1.43707 | 0.00000 | 0.00000 | ||
56 | 2009.08.28 15:00 | close | 28 | 1.00 | 1.43537 | 0.00000 | 0.00000 | -170.00 | 10018.00 |
57 | 2009.08.28 17:00 | buy | 29 | 1.00 | 1.43745 | 0.00000 | 0.00000 | ||
58 | 2009.08.28 18:00 | close | 29 | 1.00 | 1.43564 | 0.00000 | 0.00000 | -181.00 | 9837.00 |
59 | 2009.08.31 17:00 | buy | 30 | 1.00 | 1.43495 | 0.00000 | 0.00000 | ||
60 | 2009.08.31 20:00 | close | 30 | 1.00 | 1.43444 | 0.00000 | 0.00000 | -51.00 | 9786.00 |
61 | 2009.09.01 06:00 | buy | 31 | 1.00 | 1.43550 | 0.00000 | 0.00000 | ||
62 | 2009.09.01 10:00 | close | 31 | 1.00 | 1.43672 | 0.00000 | 0.00000 | 122.00 | 9908.00 |
63 | 2009.09.07 01:00 | buy | 32 | 1.00 | 1.43146 | 0.00000 | 0.00000 | ||
64 | 2009.09.07 05:00 | close | 32 | 1.00 | 1.43293 | 0.00000 | 0.00000 | 147.00 | 10055.00 |
65 | 2009.09.07 06:00 | buy | 33 | 1.00 | 1.43328 | 0.00000 | 0.00000 | ||
66 | 2009.09.07 08:00 | close | 33 | 1.00 | 1.43201 | 0.00000 | 0.00000 | -127.00 | 9928.00 |
67 | 2009.09.07 10:00 | buy | 34 | 1.00 | 1.43465 | 0.00000 | 0.00000 | ||
68 | 2009.09.07 12:00 | close | 34 | 1.00 | 1.43507 | 0.00000 | 0.00000 | 42.00 | 9970.00 |
69 | 2009.09.07 21:00 | buy | 35 | 1.00 | 1.43377 | 0.00000 | 0.00000 | ||
70 | 2009.09.07 23:00 | close | 35 | 1.00 | 1.43312 | 0.00000 | 0.00000 | -65.00 | 9905.00 |
71 | 2009.09.08 00:00 | buy | 36 | 1.00 | 1.43374 | 0.00000 | 0.00000 | ||
72 | 2009.09.08 02:00 | close | 36 | 1.00 | 1.43331 | 0.00000 | 0.00000 | -43.00 | 9862.00 |
73 | 2009.09.08 03:00 | buy | 37 | 1.00 | 1.43401 | 0.00000 | 0.00000 | ||
74 | 2009.09.08 04:00 | close | 37 | 1.00 | 1.43323 | 0.00000 | 0.00000 | -78.00 | 9784.00 |
75 | 2009.09.08 05:00 | buy | 38 | 1.00 | 1.43380 | 0.00000 | 0.00000 | ||
76 | 2009.09.08 07:00 | close | 38 | 1.00 | 1.43341 | 0.00000 | 0.00000 | -39.00 | 9745.00 |
77 | 2009.09.08 08:00 | buy | 39 | 1.00 | 1.43476 | 0.00000 | 0.00000 | ||
78 | 2009.09.08 12:00 | close | 39 | 1.00 | 1.44656 | 0.00000 | 0.00000 | 1180.00 | 10925.00 |
79 | 2009.09.08 13:00 | buy | 40 | 1.00 | 1.44770 | 0.00000 | 0.00000 | ||
80 | 2009.09.08 16:00 | close | 40 | 1.00 | 1.44766 | 0.00000 | 0.00000 | -4.00 | 10921.00 |
81 | 2009.09.08 17:00 | buy | 41 | 1.00 | 1.45137 | 0.00000 | 0.00000 | ||
82 | 2009.09.08 21:00 | close | 41 | 1.00 | 1.44887 | 0.00000 | 0.00000 | -250.00 | 10671.00 |
83 | 2009.09.09 08:00 | buy | 42 | 1.00 | 1.45147 | 0.00000 | 0.00000 | ||
84 | 2009.09.09 09:00 | close | 42 | 1.00 | 1.44831 | 0.00000 | 0.00000 | -316.00 | 10355.00 |
85 | 2009.09.09 14:00 | buy | 43 | 1.00 | 1.45225 | 0.00000 | 0.00000 | ||
86 | 2009.09.09 18:00 | close | 43 | 1.00 | 1.45713 | 0.00000 | 0.00000 | 488.00 | 10843.00 |
87 | 2009.09.09 19:00 | buy | 44 | 1.00 | 1.45733 | 0.00000 | 0.00000 | ||
88 | 2009.09.09 20:00 | close | 44 | 1.00 | 1.45480 | 0.00000 | 0.00000 | -253.00 | 10590.00 |
89 | 2009.09.10 00:00 | buy | 45 | 1.00 | 1.45648 | 0.00000 | 0.00000 | ||
90 | 2009.09.10 01:00 | close | 45 | 1.00 | 1.45535 | 0.00000 | 0.00000 | -113.00 | 10477.00 |
91 | 2009.09.10 03:00 | buy | 46 | 1.00 | 1.45560 | 0.00000 | 0.00000 | ||
92 | 2009.09.10 04:00 | close | 46 | 1.00 | 1.45536 | 0.00000 | 0.00000 | -24.00 | 10453.00 |
93 | 2009.09.10 06:00 | buy | 47 | 1.00 | 1.45753 | 0.00000 | 0.00000 | ||
94 | 2009.09.10 08:00 | close | 47 | 1.00 | 1.45807 | 0.00000 | 0.00000 | 54.00 | 10507.00 |
95 | 2009.09.10 17:00 | buy | 48 | 1.00 | 1.45616 | 0.00000 | 0.00000 | ||
96 | 2009.09.10 22:00 | close | 48 | 1.00 | 1.45855 | 0.00000 | 0.00000 | 239.00 | 10746.00 |
97 | 2009.09.11 05:00 | buy | 49 | 1.00 | 1.46036 | 0.00000 | 0.00000 | ||
98 | 2009.09.11 09:00 | close | 49 | 1.00 | 1.46007 | 0.00000 | 0.00000 | -29.00 | 10717.00 |
99 | 2009.09.11 10:00 | buy | 50 | 1.00 | 1.46082 | 0.00000 | 0.00000 | ||
100 | 2009.09.11 11:00 | close | 50 | 1.00 | 1.45838 | 0.00000 | 0.00000 | -244.00 | 10473.00 |
101 | 2009.09.11 17:00 | buy | 51 | 1.00 | 1.46135 | 0.00000 | 0.00000 | ||
102 | 2009.09.11 19:00 | close | 51 | 1.00 | 1.45742 | 0.00000 | 0.00000 | -393.00 | 10080.00 |
103 | 2009.09.14 00:00 | buy | 52 | 1.00 | 1.45955 | 0.00000 | 0.00000 | ||
104 | 2009.09.14 03:00 | close | 52 | 1.00 | 1.45383 | 0.00000 | 0.00000 | -572.00 | 9508.00 |
105 | 2009.09.14 16:00 | buy | 53 | 1.00 | 1.46221 | 0.00000 | 0.00000 | ||
106 | 2009.09.14 19:00 | close | 53 | 1.00 | 1.46228 | 0.00000 | 0.00000 | 7.00 | 9515.00 |
107 | 2009.09.15 00:00 | buy | 54 | 1.00 | 1.46284 | 0.00000 | 0.00000 | ||
108 | 2009.09.15 02:00 | close | 54 | 1.00 | 1.46391 | 0.00000 | 0.00000 | 107.00 | 9622.00 |
109 | 2009.09.15 08:00 | buy | 55 | 1.00 | 1.46295 | 0.00000 | 0.00000 | ||
110 | 2009.09.15 10:00 | close | 55 | 1.00 | 1.45997 | 0.00000 | 0.00000 | -298.00 | 9324.00 |
111 | 2009.09.15 16:00 | buy | 56 | 1.00 | 1.45949 | 0.00000 | 0.00000 | ||
112 | 2009.09.15 23:00 | close | 56 | 1.00 | 1.46591 | 0.00000 | 0.00000 | 642.00 | 9966.00 |
113 | 2009.09.16 06:00 | buy | 57 | 1.00 | 1.46814 | 0.00000 | 0.00000 | ||
114 | 2009.09.16 12:00 | close | 57 | 1.00 | 1.46857 | 0.00000 | 0.00000 | 43.00 | 10009.00 |
115 | 2009.09.16 15:00 | buy | 58 | 1.00 | 1.46863 | 0.00000 | 0.00000 | ||
116 | 2009.09.16 16:00 | close | 58 | 1.00 | 1.46613 | 0.00000 | 0.00000 | -250.00 | 9759.00 |
117 | 2009.09.16 17:00 | buy | 59 | 1.00 | 1.46870 | 0.00000 | 0.00000 | ||
118 | 2009.09.16 20:00 | close | 59 | 1.00 | 1.47179 | 0.00000 | 0.00000 | 309.00 | 10068.00 |
119 | 2009.09.16 22:00 | buy | 60 | 1.00 | 1.47305 | 0.00000 | 0.00000 | ||
120 | 2009.09.16 23:00 | close | 60 | 1.00 | 1.47093 | 0.00000 | 0.00000 | -212.00 | 9856.00 |
121 | 2009.09.17 04:00 | buy | 61 | 1.00 | 1.47152 | 0.00000 | 0.00000 | ||
122 | 2009.09.17 10:00 | close | 61 | 1.00 | 1.47417 | 0.00000 | 0.00000 | 265.00 | 10121.00 |
123 | 2009.09.17 12:00 | buy | 62 | 1.00 | 1.47446 | 0.00000 | 0.00000 | ||
124 | 2009.09.17 13:00 | close | 62 | 1.00 | 1.47263 | 0.00000 | 0.00000 | -183.00 | 9938.00 |
125 | 2009.09.17 21:00 | buy | 63 | 1.00 | 1.47496 | 0.00000 | 0.00000 | ||
126 | 2009.09.18 02:00 | close | 63 | 1.00 | 1.47312 | 0.00000 | 0.00000 | -184.50 | 9753.50 |
127 | 2009.09.18 08:00 | buy | 64 | 1.00 | 1.47266 | 0.00000 | 0.00000 | ||
128 | 2009.09.18 09:00 | close | 64 | 1.00 | 1.46978 | 0.00000 | 0.00000 | -288.00 | 9465.50 |
129 | 2009.09.18 17:00 | buy | 65 | 1.00 | 1.47190 | 0.00000 | 0.00000 | ||
130 | 2009.09.18 19:00 | close | 65 | 1.00 | 1.47235 | 0.00000 | 0.00000 | 45.00 | 9510.50 |
131 | 2009.09.18 21:00 | buy | 66 | 1.00 | 1.47208 | 0.00000 | 0.00000 | ||
132 | 2009.09.18 22:00 | close | 66 | 1.00 | 1.47010 | 0.00000 | 0.00000 | -198.00 | 9312.50 |
133 | 2009.09.22 03:00 | buy | 67 | 1.00 | 1.47014 | 0.00000 | 0.00000 | ||
134 | 2009.09.22 08:00 | close | 67 | 1.00 | 1.47126 | 0.00000 | 0.00000 | 112.00 | 9424.50 |
135 | 2009.09.22 09:00 | buy | 68 | 1.00 | 1.47397 | 0.00000 | 0.00000 | ||
136 | 2009.09.22 14:00 | close | 68 | 1.00 | 1.47836 | 0.00000 | 0.00000 | 439.00 | 9863.50 |
137 | 2009.09.22 15:00 | buy | 69 | 1.00 | 1.47942 | 0.00000 | 0.00000 | ||
138 | 2009.09.22 17:00 | close | 69 | 1.00 | 1.47915 | 0.00000 | 0.00000 | -27.00 | 9836.50 |
139 | 2009.09.22 20:00 | buy | 70 | 1.00 | 1.47896 | 0.00000 | 0.00000 | ||
140 | 2009.09.23 00:00 | close | 70 | 1.00 | 1.47884 | 0.00000 | 0.00000 | -12.50 | 9824.00 |
141 | 2009.09.23 01:00 | buy | 71 | 1.00 | 1.47961 | 0.00000 | 0.00000 | ||
142 | 2009.09.23 03:00 | close | 71 | 1.00 | 1.47932 | 0.00000 | 0.00000 | -29.00 | 9795.00 |
143 | 2009.09.23 04:00 | buy | 72 | 1.00 | 1.48051 | 0.00000 | 0.00000 | ||
144 | 2009.09.23 07:00 | close | 72 | 1.00 | 1.48141 | 0.00000 | 0.00000 | 90.00 | 9885.00 |
145 | 2009.09.23 17:00 | buy | 73 | 1.00 | 1.47803 | 0.00000 | 0.00000 | ||
146 | 2009.09.23 18:00 | close | 73 | 1.00 | 1.47503 | 0.00000 | 0.00000 | -300.00 | 9585.00 |
147 | 2009.09.23 20:00 | buy | 74 | 1.00 | 1.47865 | 0.00000 | 0.00000 | ||
148 | 2009.09.23 22:00 | close | 74 | 1.00 | 1.47418 | 0.00000 | 0.00000 | -447.00 | 9138.00 |
149 | 2009.09.24 15:00 | buy | 75 | 1.00 | 1.47906 | 0.00000 | 0.00000 | ||
150 | 2009.09.24 16:00 | close | 75 | 1.00 | 1.47575 | 0.00000 | 0.00000 | -331.00 | 8807.00 |
151 | 2009.09.25 08:00 | buy | 76 | 1.00 | 1.46941 | 0.00000 | 0.00000 | ||
152 | 2009.09.25 10:00 | close | 76 | 1.00 | 1.46836 | 0.00000 | 0.00000 | -105.00 | 8702.00 |
153 | 2009.09.28 00:00 | buy | 77 | 1.00 | 1.46942 | 0.00000 | 0.00000 | ||
154 | 2009.09.28 03:00 | close | 77 | 1.00 | 1.46441 | 0.00000 | 0.00000 | -501.00 | 8201.00 |