Strategy Tester Report
try_enter
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; Porog=20; FastEMA=12; SlowEMA=26; SignalSMA=9; SL=0; TP=20; MagicNumber=8833747; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5.80 | Gross profit | 89.00 | Gross loss | -83.20 |
Profit factor | 1.07 | Expected payoff | 0.12 | ||
Absolute drawdown | 672.60 | Maximal drawdown | 732.14 (7.28%) | Relative drawdown | 7.28% (732.14) |
Total trades | 47 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 21 (95.24%) |
Profit trades (% of total) | 46 (97.87%) | Loss trades (% of total) | 1 (2.13%) | ||
Largest | profit trade | 2.00 | loss trade | -83.20 | |
Average | profit trade | 1.93 | loss trade | -83.20 | |
Maximum | consecutive wins (profit in money) | 46 (89.00) | consecutive losses (loss in money) | 1 (-83.20) | |
Maximal | consecutive profit (count of wins) | 89.00 (46) | consecutive loss (count of losses) | -83.20 (1) | |
Average | consecutive wins | 46 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 16:16 | sell | 1 | 0.10 | 1.43548 | 0.00000 | 1.43528 | ||
2 | 2009.08.06 12:15 | sell | 2 | 0.10 | 1.43811 | 0.00000 | 1.43791 | ||
3 | 2009.08.06 12:20 | t/p | 2 | 0.10 | 1.43791 | 0.00000 | 1.43791 | 2.00 | 10002.00 |
4 | 2009.08.06 16:15 | t/p | 1 | 0.10 | 1.43528 | 0.00000 | 1.43528 | 1.73 | 10003.73 |
5 | 2009.08.12 15:20 | buy | 3 | 0.10 | 1.41752 | 0.00000 | 1.41772 | ||
6 | 2009.08.12 15:33 | t/p | 3 | 0.10 | 1.41772 | 0.00000 | 1.41772 | 2.00 | 10005.73 |
7 | 2009.08.14 17:00 | sell | 4 | 0.10 | 1.42350 | 0.00000 | 1.42330 | ||
8 | 2009.08.14 17:20 | t/p | 4 | 0.10 | 1.42330 | 0.00000 | 1.42330 | 2.00 | 10007.73 |
9 | 2009.08.18 11:02 | buy | 5 | 0.10 | 1.41518 | 0.00000 | 1.41538 | ||
10 | 2009.08.18 19:20 | buy | 6 | 0.10 | 1.41301 | 0.00000 | 1.41321 | ||
11 | 2009.08.18 19:50 | t/p | 6 | 0.10 | 1.41321 | 0.00000 | 1.41321 | 2.00 | 10009.73 |
12 | 2009.08.19 01:40 | t/p | 5 | 0.10 | 1.41538 | 0.00000 | 1.41538 | 1.95 | 10011.68 |
13 | 2009.08.19 10:00 | sell | 7 | 0.10 | 1.40967 | 0.00000 | 1.40947 | ||
14 | 2009.08.19 10:02 | t/p | 7 | 0.10 | 1.40947 | 0.00000 | 1.40947 | 2.00 | 10013.68 |
15 | 2009.08.19 15:50 | buy | 8 | 0.10 | 1.41533 | 0.00000 | 1.41553 | ||
16 | 2009.08.19 16:05 | t/p | 8 | 0.10 | 1.41553 | 0.00000 | 1.41553 | 2.00 | 10015.68 |
17 | 2009.08.24 22:00 | sell | 9 | 0.10 | 1.42933 | 0.00000 | 1.42913 | ||
18 | 2009.08.24 23:00 | sell | 10 | 0.10 | 1.43026 | 0.00000 | 1.43006 | ||
19 | 2009.08.24 23:02 | t/p | 10 | 0.10 | 1.43006 | 0.00000 | 1.43006 | 2.00 | 10017.68 |
20 | 2009.08.25 00:50 | t/p | 9 | 0.10 | 1.42913 | 0.00000 | 1.42913 | 1.91 | 10019.59 |
21 | 2009.08.25 14:00 | buy | 11 | 0.10 | 1.43355 | 0.00000 | 1.43375 | ||
22 | 2009.08.25 14:45 | t/p | 11 | 0.10 | 1.43375 | 0.00000 | 1.43375 | 2.00 | 10021.59 |
23 | 2009.08.26 01:50 | sell | 12 | 0.10 | 1.42807 | 0.00000 | 1.42787 | ||
24 | 2009.08.26 02:00 | sell | 13 | 0.10 | 1.42824 | 0.00000 | 1.42804 | ||
25 | 2009.08.26 07:50 | buy | 14 | 0.10 | 1.43216 | 0.00000 | 1.43236 | ||
26 | 2009.08.26 09:20 | t/p | 14 | 0.10 | 1.43236 | 0.00000 | 1.43236 | 2.00 | 10023.59 |
27 | 2009.08.26 13:15 | t/p | 13 | 0.10 | 1.42804 | 0.00000 | 1.42804 | 2.00 | 10025.59 |
28 | 2009.08.26 13:20 | t/p | 12 | 0.10 | 1.42787 | 0.00000 | 1.42787 | 2.00 | 10027.59 |
29 | 2009.08.26 13:20 | sell | 15 | 0.10 | 1.42617 | 0.00000 | 1.42597 | ||
30 | 2009.08.26 14:00 | sell | 16 | 0.10 | 1.42778 | 0.00000 | 1.42758 | ||
31 | 2009.08.26 14:15 | t/p | 16 | 0.10 | 1.42758 | 0.00000 | 1.42758 | 2.00 | 10029.59 |
32 | 2009.08.26 14:32 | t/p | 15 | 0.10 | 1.42597 | 0.00000 | 1.42597 | 2.00 | 10031.59 |
33 | 2009.08.27 19:50 | buy | 17 | 0.10 | 1.42798 | 0.00000 | 1.42818 | ||
34 | 2009.08.27 20:02 | t/p | 17 | 0.10 | 1.42818 | 0.00000 | 1.42818 | 2.00 | 10033.59 |
35 | 2009.08.31 00:00 | sell | 18 | 0.10 | 1.43053 | 0.00000 | 1.43033 | ||
36 | 2009.08.31 00:15 | t/p | 18 | 0.10 | 1.43033 | 0.00000 | 1.43033 | 2.00 | 10035.59 |
37 | 2009.08.31 17:00 | buy | 19 | 0.10 | 1.43510 | 0.00000 | 1.43530 | ||
38 | 2009.08.31 17:50 | t/p | 19 | 0.10 | 1.43530 | 0.00000 | 1.43530 | 2.00 | 10037.59 |
39 | 2009.09.01 15:00 | sell | 20 | 0.10 | 1.43023 | 0.00000 | 1.43003 | ||
40 | 2009.09.01 15:15 | t/p | 20 | 0.10 | 1.43003 | 0.00000 | 1.43003 | 2.00 | 10039.59 |
41 | 2009.09.01 16:02 | sell | 21 | 0.10 | 1.43119 | 0.00000 | 1.43099 | ||
42 | 2009.09.01 16:50 | t/p | 21 | 0.10 | 1.43099 | 0.00000 | 1.43099 | 2.00 | 10041.59 |
43 | 2009.09.02 19:00 | buy | 22 | 0.10 | 1.42922 | 0.00000 | 1.42942 | ||
44 | 2009.09.02 20:00 | buy | 23 | 0.10 | 1.42809 | 0.00000 | 1.42829 | ||
45 | 2009.09.02 20:32 | t/p | 23 | 0.10 | 1.42829 | 0.00000 | 1.42829 | 2.00 | 10043.59 |
46 | 2009.09.03 08:45 | t/p | 22 | 0.10 | 1.42942 | 0.00000 | 1.42942 | 1.85 | 10045.44 |
47 | 2009.09.03 21:00 | sell | 24 | 0.10 | 1.42486 | 0.00000 | 1.42466 | ||
48 | 2009.09.03 21:20 | t/p | 24 | 0.10 | 1.42466 | 0.00000 | 1.42466 | 2.00 | 10047.44 |
49 | 2009.09.04 09:00 | buy | 25 | 0.10 | 1.42896 | 0.00000 | 1.42916 | ||
50 | 2009.09.04 10:00 | buy | 26 | 0.10 | 1.42738 | 0.00000 | 1.42758 | ||
51 | 2009.09.04 10:40 | t/p | 26 | 0.10 | 1.42758 | 0.00000 | 1.42758 | 2.00 | 10049.44 |
52 | 2009.09.04 14:20 | sell | 27 | 0.10 | 1.42522 | 0.00000 | 1.42502 | ||
53 | 2009.09.04 14:45 | t/p | 27 | 0.10 | 1.42502 | 0.00000 | 1.42502 | 2.00 | 10051.44 |
54 | 2009.09.04 18:10 | t/p | 25 | 0.10 | 1.42916 | 0.00000 | 1.42916 | 2.00 | 10053.44 |
55 | 2009.09.04 18:15 | buy | 28 | 0.10 | 1.43148 | 0.00000 | 1.43168 | ||
56 | 2009.09.04 18:20 | t/p | 28 | 0.10 | 1.43168 | 0.00000 | 1.43168 | 2.00 | 10055.44 |
57 | 2009.09.14 02:03 | sell | 29 | 0.10 | 1.45632 | 0.00000 | 1.45612 | ||
58 | 2009.09.14 02:10 | t/p | 29 | 0.10 | 1.45612 | 0.00000 | 1.45612 | 2.00 | 10057.44 |
59 | 2009.09.14 16:00 | buy | 30 | 0.10 | 1.46236 | 0.00000 | 1.46256 | ||
60 | 2009.09.14 16:02 | t/p | 30 | 0.10 | 1.46256 | 0.00000 | 1.46256 | 2.00 | 10059.44 |
61 | 2009.09.15 15:02 | sell | 31 | 0.10 | 1.45703 | 0.00000 | 1.45683 | ||
62 | 2009.09.15 16:15 | sell | 32 | 0.10 | 1.45819 | 0.00000 | 1.45799 | ||
63 | 2009.09.15 16:20 | t/p | 32 | 0.10 | 1.45799 | 0.00000 | 1.45799 | 2.00 | 10061.44 |
64 | 2009.09.15 17:20 | sell | 33 | 0.10 | 1.45839 | 0.00000 | 1.45819 | ||
65 | 2009.09.18 08:45 | sell | 34 | 0.10 | 1.46973 | 0.00000 | 1.46953 | ||
66 | 2009.09.18 08:50 | t/p | 34 | 0.10 | 1.46953 | 0.00000 | 1.46953 | 2.00 | 10063.44 |
67 | 2009.09.18 09:00 | sell | 35 | 0.10 | 1.46978 | 0.00000 | 1.46958 | ||
68 | 2009.09.18 09:15 | t/p | 35 | 0.10 | 1.46958 | 0.00000 | 1.46958 | 2.00 | 10065.44 |
69 | 2009.09.18 20:50 | buy | 36 | 0.10 | 1.47259 | 0.00000 | 1.47279 | ||
70 | 2009.09.18 21:00 | buy | 37 | 0.10 | 1.47223 | 0.00000 | 1.47243 | ||
71 | 2009.09.18 21:02 | t/p | 37 | 0.10 | 1.47243 | 0.00000 | 1.47243 | 2.00 | 10067.44 |
72 | 2009.09.22 02:50 | buy | 38 | 0.10 | 1.47104 | 0.00000 | 1.47124 | ||
73 | 2009.09.22 03:20 | t/p | 38 | 0.10 | 1.47124 | 0.00000 | 1.47124 | 2.00 | 10069.44 |
74 | 2009.09.22 08:20 | t/p | 36 | 0.10 | 1.47279 | 0.00000 | 1.47279 | 1.90 | 10071.34 |
75 | 2009.09.23 17:50 | sell | 39 | 0.10 | 1.47338 | 0.00000 | 1.47318 | ||
76 | 2009.09.23 18:00 | sell | 40 | 0.10 | 1.47503 | 0.00000 | 1.47483 | ||
77 | 2009.09.23 21:45 | t/p | 40 | 0.10 | 1.47483 | 0.00000 | 1.47483 | 2.00 | 10073.34 |
78 | 2009.09.23 21:45 | sell | 41 | 0.10 | 1.47456 | 0.00000 | 1.47436 | ||
79 | 2009.09.23 21:50 | t/p | 39 | 0.10 | 1.47318 | 0.00000 | 1.47318 | 2.00 | 10075.34 |
80 | 2009.09.23 21:50 | t/p | 41 | 0.10 | 1.47436 | 0.00000 | 1.47436 | 2.00 | 10077.34 |
81 | 2009.09.24 12:00 | buy | 42 | 0.10 | 1.47840 | 0.00000 | 1.47860 | ||
82 | 2009.09.24 13:00 | buy | 43 | 0.10 | 1.47688 | 0.00000 | 1.47708 | ||
83 | 2009.09.24 13:15 | t/p | 43 | 0.10 | 1.47708 | 0.00000 | 1.47708 | 2.00 | 10079.34 |
84 | 2009.09.24 14:07 | t/p | 42 | 0.10 | 1.47860 | 0.00000 | 1.47860 | 2.00 | 10081.34 |
85 | 2009.09.24 16:16 | sell | 44 | 0.10 | 1.47001 | 0.00000 | 1.46981 | ||
86 | 2009.09.24 16:45 | t/p | 44 | 0.10 | 1.46981 | 0.00000 | 1.46981 | 2.00 | 10083.34 |
87 | 2009.09.28 01:02 | buy | 45 | 0.10 | 1.47196 | 0.00000 | 1.47216 | ||
88 | 2009.09.28 02:20 | sell | 46 | 0.10 | 1.46739 | 0.00000 | 1.46719 | ||
89 | 2009.09.28 02:45 | t/p | 46 | 0.10 | 1.46719 | 0.00000 | 1.46719 | 2.00 | 10085.34 |
90 | 2009.09.28 03:50 | t/p | 33 | 0.10 | 1.45819 | 0.00000 | 1.45819 | 0.83 | 10086.17 |
91 | 2009.09.28 06:07 | t/p | 31 | 0.10 | 1.45683 | 0.00000 | 1.45683 | 0.83 | 10087.00 |
92 | 2009.09.30 04:00 | buy | 47 | 0.10 | 1.46256 | 0.00000 | 1.46276 | ||
93 | 2009.09.30 04:45 | t/p | 47 | 0.10 | 1.46276 | 0.00000 | 1.46276 | 2.00 | 10089.00 |
94 | 2009.09.30 23:59 | close at stop | 45 | 0.10 | 1.46365 | 0.00000 | 1.47216 | -83.20 | 10005.80 |