Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Base=false; buy_threshold=0.6; sell_threshold=0.6; inverse_position_open_?=true; invers_buy_threshold=0.3; invers_sell_threshold=0.3; fast=12; slow=34; tp=40; sl=30; close_orders=false; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -119.36 | Gross profit | 63.94 | Gross loss | -183.30 |
Profit factor | 0.35 | Expected payoff | -2.17 | ||
Absolute drawdown | 127.36 | Maximal drawdown | 127.36 (1.27%) | Relative drawdown | 1.27% (127.36) |
Total trades | 55 | Short positions (won %) | 28 (39.29%) | Long positions (won %) | 27 (18.52%) |
Profit trades (% of total) | 16 (29.09%) | Loss trades (% of total) | 39 (70.91%) | ||
Largest | profit trade | 4.00 | loss trade | -4.70 | |
Average | profit trade | 4.00 | loss trade | -4.70 | |
Maximum | consecutive wins (profit in money) | 2 (8.00) | consecutive losses (loss in money) | 6 (-28.20) | |
Maximal | consecutive profit (count of wins) | 8.00 (2) | consecutive loss (count of losses) | -28.20 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 04:00 | sell | 1 | 0.10 | 1.47412 | 1.47459 | 1.47372 | ||
2 | 2009.11.02 04:01 | s/l | 1 | 0.10 | 1.47459 | 1.47459 | 1.47372 | -4.70 | 9995.30 |
3 | 2009.11.02 15:00 | buy | 2 | 0.10 | 1.47551 | 1.47504 | 1.47591 | ||
4 | 2009.11.02 15:00 | s/l | 2 | 0.10 | 1.47504 | 1.47504 | 1.47591 | -4.70 | 9990.60 |
5 | 2009.11.02 16:00 | sell | 3 | 0.10 | 1.47775 | 1.47822 | 1.47735 | ||
6 | 2009.11.02 16:00 | s/l | 3 | 0.10 | 1.47822 | 1.47822 | 1.47735 | -4.70 | 9985.90 |
7 | 2009.11.02 20:00 | buy | 4 | 0.10 | 1.47354 | 1.47307 | 1.47394 | ||
8 | 2009.11.02 20:12 | s/l | 4 | 0.10 | 1.47307 | 1.47307 | 1.47394 | -4.70 | 9981.20 |
9 | 2009.11.02 23:00 | sell | 5 | 0.10 | 1.47753 | 1.47800 | 1.47713 | ||
10 | 2009.11.02 23:26 | t/p | 5 | 0.10 | 1.47713 | 1.47800 | 1.47713 | 4.00 | 9985.20 |
11 | 2009.11.03 06:00 | buy | 6 | 0.10 | 1.47852 | 1.47805 | 1.47892 | ||
12 | 2009.11.03 06:37 | t/p | 6 | 0.10 | 1.47892 | 1.47805 | 1.47892 | 4.00 | 9989.20 |
13 | 2009.11.03 07:00 | sell | 7 | 0.10 | 1.47933 | 1.47980 | 1.47893 | ||
14 | 2009.11.03 07:02 | s/l | 7 | 0.10 | 1.47980 | 1.47980 | 1.47893 | -4.70 | 9984.50 |
15 | 2009.11.03 09:00 | buy | 8 | 0.10 | 1.47655 | 1.47608 | 1.47695 | ||
16 | 2009.11.03 09:00 | s/l | 8 | 0.10 | 1.47608 | 1.47608 | 1.47695 | -4.70 | 9979.80 |
17 | 2009.11.03 19:00 | sell | 9 | 0.10 | 1.46857 | 1.46904 | 1.46817 | ||
18 | 2009.11.03 19:06 | s/l | 9 | 0.10 | 1.46904 | 1.46904 | 1.46817 | -4.70 | 9975.10 |
19 | 2009.11.05 02:00 | buy | 10 | 0.10 | 1.48399 | 1.48352 | 1.48439 | ||
20 | 2009.11.05 02:12 | s/l | 10 | 0.10 | 1.48352 | 1.48352 | 1.48439 | -4.70 | 9970.40 |
21 | 2009.11.05 14:00 | sell | 11 | 0.10 | 1.48675 | 1.48722 | 1.48635 | ||
22 | 2009.11.05 14:03 | s/l | 11 | 0.10 | 1.48722 | 1.48722 | 1.48635 | -4.70 | 9965.70 |
23 | 2009.11.05 18:00 | buy | 12 | 0.10 | 1.48577 | 1.48530 | 1.48617 | ||
24 | 2009.11.05 18:01 | s/l | 12 | 0.10 | 1.48530 | 1.48530 | 1.48617 | -4.70 | 9961.00 |
25 | 2009.11.06 10:00 | sell | 13 | 0.10 | 1.48954 | 1.49001 | 1.48914 | ||
26 | 2009.11.06 10:09 | t/p | 13 | 0.10 | 1.48914 | 1.49001 | 1.48914 | 4.00 | 9965.00 |
27 | 2009.11.06 13:00 | buy | 14 | 0.10 | 1.48763 | 1.48716 | 1.48803 | ||
28 | 2009.11.06 13:00 | s/l | 14 | 0.10 | 1.48716 | 1.48716 | 1.48803 | -4.70 | 9960.30 |
29 | 2009.11.09 01:00 | sell | 15 | 0.10 | 1.48657 | 1.48704 | 1.48617 | ||
30 | 2009.11.09 01:01 | t/p | 15 | 0.10 | 1.48617 | 1.48704 | 1.48617 | 4.00 | 9964.30 |
31 | 2009.11.09 19:00 | buy | 16 | 0.10 | 1.50067 | 1.50020 | 1.50107 | ||
32 | 2009.11.09 19:02 | s/l | 16 | 0.10 | 1.50020 | 1.50020 | 1.50107 | -4.70 | 9959.60 |
33 | 2009.11.10 12:00 | sell | 17 | 0.10 | 1.50169 | 1.50216 | 1.50129 | ||
34 | 2009.11.10 12:07 | t/p | 17 | 0.10 | 1.50129 | 1.50216 | 1.50129 | 4.00 | 9963.60 |
35 | 2009.11.10 14:00 | buy | 18 | 0.10 | 1.49741 | 1.49694 | 1.49781 | ||
36 | 2009.11.10 14:05 | s/l | 18 | 0.10 | 1.49694 | 1.49694 | 1.49781 | -4.70 | 9958.90 |
37 | 2009.11.10 23:00 | sell | 19 | 0.10 | 1.49918 | 1.49965 | 1.49878 | ||
38 | 2009.11.10 23:02 | t/p | 19 | 0.10 | 1.49878 | 1.49965 | 1.49878 | 4.00 | 9962.90 |
39 | 2009.11.11 05:00 | buy | 20 | 0.10 | 1.49838 | 1.49791 | 1.49878 | ||
40 | 2009.11.11 05:03 | s/l | 20 | 0.10 | 1.49791 | 1.49791 | 1.49878 | -4.70 | 9958.20 |
41 | 2009.11.11 09:00 | sell | 21 | 0.10 | 1.50077 | 1.50124 | 1.50037 | ||
42 | 2009.11.11 09:00 | s/l | 21 | 0.10 | 1.50124 | 1.50124 | 1.50037 | -4.70 | 9953.50 |
43 | 2009.11.11 15:00 | buy | 22 | 0.10 | 1.50188 | 1.50141 | 1.50228 | ||
44 | 2009.11.11 15:03 | t/p | 22 | 0.10 | 1.50228 | 1.50141 | 1.50228 | 4.00 | 9957.50 |
45 | 2009.11.12 02:00 | sell | 23 | 0.10 | 1.50100 | 1.50147 | 1.50060 | ||
46 | 2009.11.12 02:06 | s/l | 23 | 0.10 | 1.50147 | 1.50147 | 1.50060 | -4.70 | 9952.80 |
47 | 2009.11.12 06:00 | buy | 24 | 0.10 | 1.49914 | 1.49867 | 1.49954 | ||
48 | 2009.11.12 06:01 | s/l | 24 | 0.10 | 1.49867 | 1.49867 | 1.49954 | -4.70 | 9948.10 |
49 | 2009.11.12 08:00 | sell | 25 | 0.10 | 1.50059 | 1.50106 | 1.50019 | ||
50 | 2009.11.12 08:07 | t/p | 25 | 0.10 | 1.50019 | 1.50106 | 1.50019 | 4.00 | 9952.10 |
51 | 2009.11.12 09:00 | buy | 26 | 0.10 | 1.49644 | 1.49597 | 1.49684 | ||
52 | 2009.11.12 09:00 | s/l | 26 | 0.10 | 1.49597 | 1.49597 | 1.49684 | -4.70 | 9947.40 |
53 | 2009.11.13 01:00 | sell | 27 | 0.10 | 1.48560 | 1.48607 | 1.48520 | ||
54 | 2009.11.13 01:04 | s/l | 27 | 0.10 | 1.48607 | 1.48607 | 1.48520 | -4.70 | 9942.70 |
55 | 2009.11.13 16:00 | buy | 28 | 0.10 | 1.48288 | 1.48241 | 1.48328 | ||
56 | 2009.11.13 16:00 | s/l | 28 | 0.10 | 1.48241 | 1.48241 | 1.48328 | -4.70 | 9938.00 |
57 | 2009.11.13 17:00 | sell | 29 | 0.10 | 1.48861 | 1.48908 | 1.48821 | ||
58 | 2009.11.13 17:01 | s/l | 29 | 0.10 | 1.48908 | 1.48908 | 1.48821 | -4.70 | 9933.30 |
59 | 2009.11.16 12:00 | buy | 30 | 0.10 | 1.49607 | 1.49560 | 1.49647 | ||
60 | 2009.11.16 12:00 | s/l | 30 | 0.10 | 1.49560 | 1.49560 | 1.49647 | -4.70 | 9928.60 |
61 | 2009.11.16 17:00 | sell | 31 | 0.10 | 1.49780 | 1.49827 | 1.49740 | ||
62 | 2009.11.16 17:03 | t/p | 31 | 0.10 | 1.49740 | 1.49827 | 1.49740 | 4.00 | 9932.60 |
63 | 2009.11.16 18:00 | buy | 32 | 0.10 | 1.49774 | 1.49727 | 1.49814 | ||
64 | 2009.11.16 18:02 | s/l | 32 | 0.10 | 1.49727 | 1.49727 | 1.49814 | -4.70 | 9927.90 |
65 | 2009.11.16 21:00 | sell | 33 | 0.10 | 1.49854 | 1.49901 | 1.49814 | ||
66 | 2009.11.16 21:10 | t/p | 33 | 0.10 | 1.49814 | 1.49901 | 1.49814 | 4.00 | 9931.90 |
67 | 2009.11.16 22:00 | buy | 34 | 0.10 | 1.49734 | 1.49687 | 1.49774 | ||
68 | 2009.11.16 22:28 | s/l | 34 | 0.10 | 1.49687 | 1.49687 | 1.49774 | -4.70 | 9927.20 |
69 | 2009.11.17 01:00 | sell | 35 | 0.10 | 1.49825 | 1.49872 | 1.49785 | ||
70 | 2009.11.17 01:01 | s/l | 35 | 0.10 | 1.49872 | 1.49872 | 1.49785 | -4.70 | 9922.50 |
71 | 2009.11.17 03:00 | buy | 36 | 0.10 | 1.49637 | 1.49590 | 1.49677 | ||
72 | 2009.11.17 03:19 | s/l | 36 | 0.10 | 1.49590 | 1.49590 | 1.49677 | -4.70 | 9917.80 |
73 | 2009.11.17 22:00 | sell | 37 | 0.10 | 1.48704 | 1.48751 | 1.48664 | ||
74 | 2009.11.17 22:28 | s/l | 37 | 0.10 | 1.48751 | 1.48751 | 1.48664 | -4.70 | 9913.10 |
75 | 2009.11.18 20:00 | buy | 38 | 0.10 | 1.49477 | 1.49430 | 1.49517 | ||
76 | 2009.11.18 20:02 | t/p | 38 | 0.10 | 1.49517 | 1.49430 | 1.49517 | 4.00 | 9917.10 |
77 | 2009.11.18 23:00 | sell | 39 | 0.10 | 1.49623 | 1.49670 | 1.49583 | ||
78 | 2009.11.19 00:27 | t/p | 39 | 0.10 | 1.49583 | 1.49670 | 1.49583 | 3.94 | 9921.04 |
79 | 2009.11.19 01:00 | buy | 40 | 0.10 | 1.49554 | 1.49507 | 1.49594 | ||
80 | 2009.11.19 01:18 | s/l | 40 | 0.10 | 1.49507 | 1.49507 | 1.49594 | -4.70 | 9916.34 |
81 | 2009.11.19 18:00 | sell | 41 | 0.10 | 1.49040 | 1.49087 | 1.49000 | ||
82 | 2009.11.19 18:02 | t/p | 41 | 0.10 | 1.49000 | 1.49087 | 1.49000 | 4.00 | 9920.34 |
83 | 2009.11.20 03:00 | buy | 42 | 0.10 | 1.48916 | 1.48869 | 1.48956 | ||
84 | 2009.11.20 03:01 | s/l | 42 | 0.10 | 1.48869 | 1.48869 | 1.48956 | -4.70 | 9915.64 |
85 | 2009.11.20 05:00 | sell | 43 | 0.10 | 1.49145 | 1.49192 | 1.49105 | ||
86 | 2009.11.20 05:07 | s/l | 43 | 0.10 | 1.49192 | 1.49192 | 1.49105 | -4.70 | 9910.94 |
87 | 2009.11.20 10:00 | buy | 44 | 0.10 | 1.49027 | 1.48980 | 1.49067 | ||
88 | 2009.11.20 10:01 | s/l | 44 | 0.10 | 1.48980 | 1.48980 | 1.49067 | -4.70 | 9906.24 |
89 | 2009.11.20 18:00 | sell | 45 | 0.10 | 1.48685 | 1.48732 | 1.48645 | ||
90 | 2009.11.20 18:00 | s/l | 45 | 0.10 | 1.48732 | 1.48732 | 1.48645 | -4.70 | 9901.54 |
91 | 2009.11.23 18:00 | buy | 46 | 0.10 | 1.49680 | 1.49633 | 1.49720 | ||
92 | 2009.11.23 18:01 | t/p | 46 | 0.10 | 1.49720 | 1.49633 | 1.49720 | 4.00 | 9905.54 |
93 | 2009.11.24 12:00 | sell | 47 | 0.10 | 1.49460 | 1.49507 | 1.49420 | ||
94 | 2009.11.24 12:04 | s/l | 47 | 0.10 | 1.49507 | 1.49507 | 1.49420 | -4.70 | 9900.84 |
95 | 2009.11.24 17:00 | buy | 48 | 0.10 | 1.49483 | 1.49436 | 1.49523 | ||
96 | 2009.11.24 17:01 | s/l | 48 | 0.10 | 1.49436 | 1.49436 | 1.49523 | -4.70 | 9896.14 |
97 | 2009.11.24 20:00 | sell | 49 | 0.10 | 1.49697 | 1.49744 | 1.49657 | ||
98 | 2009.11.24 20:00 | s/l | 49 | 0.10 | 1.49744 | 1.49744 | 1.49657 | -4.70 | 9891.44 |
99 | 2009.11.25 01:00 | buy | 50 | 0.10 | 1.49672 | 1.49625 | 1.49712 | ||
100 | 2009.11.25 01:13 | t/p | 50 | 0.10 | 1.49712 | 1.49625 | 1.49712 | 4.00 | 9895.44 |
101 | 2009.11.25 02:00 | sell | 51 | 0.10 | 1.49622 | 1.49669 | 1.49582 | ||
102 | 2009.11.25 02:00 | s/l | 51 | 0.10 | 1.49669 | 1.49669 | 1.49582 | -4.70 | 9890.74 |
103 | 2009.11.25 17:00 | buy | 52 | 0.10 | 1.50550 | 1.50503 | 1.50590 | ||
104 | 2009.11.25 17:02 | s/l | 52 | 0.10 | 1.50503 | 1.50503 | 1.50590 | -4.70 | 9886.04 |
105 | 2009.11.25 18:00 | sell | 53 | 0.10 | 1.50844 | 1.50891 | 1.50804 | ||
106 | 2009.11.25 18:00 | s/l | 53 | 0.10 | 1.50891 | 1.50891 | 1.50804 | -4.70 | 9881.34 |
107 | 2009.11.26 02:00 | buy | 54 | 0.10 | 1.51271 | 1.51224 | 1.51311 | ||
108 | 2009.11.26 02:09 | s/l | 54 | 0.10 | 1.51224 | 1.51224 | 1.51311 | -4.70 | 9876.64 |
109 | 2009.11.27 12:00 | sell | 55 | 0.10 | 1.49165 | 1.49212 | 1.49125 | ||
110 | 2009.11.27 12:01 | t/p | 55 | 0.10 | 1.49125 | 1.49212 | 1.49125 | 4.00 | 9880.64 |