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 | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3749.04 | Gross profit | 17912.66 | Gross loss | -14163.62 |
Profit factor | 1.26 | Expected payoff | 89.26 | ||
Absolute drawdown | 7739.36 | Maximal drawdown | 13861.04 (76.40%) | Relative drawdown | 85.23% (13047.96) |
Total trades | 42 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 21 (71.43%) |
Profit trades (% of total) | 30 (71.43%) | Loss trades (% of total) | 12 (28.57%) | ||
Largest | profit trade | 1482.84 | loss trade | -3401.70 | |
Average | profit trade | 597.09 | loss trade | -1180.30 | |
Maximum | consecutive wins (profit in money) | 18 (13411.92) | consecutive losses (loss in money) | 6 (-3907.94) | |
Maximal | consecutive profit (count of wins) | 13411.92 (18) | consecutive loss (count of losses) | -10005.00 (3) | |
Average | consecutive wins | 10 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:40 | buy | 1 | 1.30 | 1.47049 | 1.45049 | 0.00000 | ||
2 | 2009.11.02 00:40 | buy | 2 | 1.30 | 1.47049 | 1.45049 | 0.00000 | ||
3 | 2009.11.02 01:10 | buy | 3 | 1.20 | 1.47049 | 1.45049 | 0.00000 | ||
4 | 2009.11.04 14:25 | close | 1 | 1.30 | 1.47763 | 1.45049 | 0.00000 | 927.68 | 10927.68 |
5 | 2009.11.04 14:25 | close | 2 | 1.30 | 1.47765 | 1.45049 | 0.00000 | 930.28 | 11857.96 |
6 | 2009.11.04 14:25 | close | 3 | 1.20 | 1.47767 | 1.45049 | 0.00000 | 861.12 | 12719.08 |
7 | 2009.11.04 14:25 | sell | 4 | 1.70 | 1.47770 | 1.49770 | 0.00000 | ||
8 | 2009.11.04 14:25 | sell | 5 | 1.70 | 1.47772 | 1.49772 | 0.00000 | ||
9 | 2009.11.04 14:25 | sell | 6 | 1.60 | 1.47774 | 1.49774 | 0.00000 | ||
10 | 2009.11.09 08:56 | s/l | 4 | 1.70 | 1.49770 | 1.49770 | 0.00000 | -3401.70 | 9317.38 |
11 | 2009.11.09 08:56 | sell | 7 | 0.20 | 1.49750 | 1.51750 | 0.00000 | ||
12 | 2009.11.09 08:57 | s/l | 5 | 1.70 | 1.49772 | 1.49772 | 0.00000 | -3401.70 | 5915.68 |
13 | 2009.11.09 08:57 | sell | 8 | 0.30 | 1.49752 | 1.51752 | 0.00000 | ||
14 | 2009.11.09 08:57 | s/l | 6 | 1.60 | 1.49774 | 1.49774 | 0.00000 | -3201.60 | 2714.08 |
15 | 2009.11.09 08:57 | sell | 9 | 0.30 | 1.49754 | 1.51754 | 0.00000 | ||
16 | 2009.11.10 17:06 | close | 7 | 0.20 | 1.49513 | 1.51750 | 0.00000 | 47.36 | 2761.44 |
17 | 2009.11.10 17:06 | close | 8 | 0.30 | 1.49510 | 1.51752 | 0.00000 | 72.54 | 2833.98 |
18 | 2009.11.10 17:06 | close | 9 | 0.30 | 1.49507 | 1.51754 | 0.00000 | 74.04 | 2908.02 |
19 | 2009.11.10 17:06 | buy | 10 | 0.40 | 1.49504 | 1.47504 | 0.00000 | ||
20 | 2009.11.10 17:06 | buy | 11 | 0.30 | 1.49500 | 1.47500 | 0.00000 | ||
21 | 2009.11.10 17:06 | buy | 12 | 0.30 | 1.49497 | 1.47497 | 0.00000 | ||
22 | 2009.11.11 09:03 | close | 10 | 0.40 | 1.50201 | 1.47504 | 0.00000 | 278.72 | 3186.74 |
23 | 2009.11.11 09:03 | close | 11 | 0.30 | 1.50202 | 1.47500 | 0.00000 | 210.54 | 3397.28 |
24 | 2009.11.11 09:03 | close | 12 | 0.30 | 1.50208 | 1.47497 | 0.00000 | 213.24 | 3610.52 |
25 | 2009.11.11 09:03 | sell | 13 | 0.50 | 1.50215 | 1.52215 | 0.00000 | ||
26 | 2009.11.11 09:03 | sell | 14 | 0.40 | 1.50221 | 1.52221 | 0.00000 | ||
27 | 2009.11.11 09:03 | sell | 15 | 0.40 | 1.50227 | 1.52227 | 0.00000 | ||
28 | 2009.11.12 10:04 | close | 13 | 0.50 | 1.49543 | 1.52215 | 0.00000 | 335.70 | 3946.22 |
29 | 2009.11.12 10:04 | close | 14 | 0.40 | 1.49539 | 1.52221 | 0.00000 | 272.56 | 4218.78 |
30 | 2009.11.12 10:04 | close | 15 | 0.40 | 1.49534 | 1.52227 | 0.00000 | 276.96 | 4495.74 |
31 | 2009.11.12 10:04 | buy | 16 | 0.60 | 1.49528 | 1.47528 | 0.00000 | ||
32 | 2009.11.12 10:04 | buy | 17 | 0.60 | 1.49523 | 1.47523 | 0.00000 | ||
33 | 2009.11.12 10:04 | buy | 18 | 0.50 | 1.49523 | 1.47523 | 0.00000 | ||
34 | 2009.11.16 00:32 | close | 16 | 0.60 | 1.49372 | 1.47528 | 0.00000 | -93.84 | 4401.90 |
35 | 2009.11.16 00:32 | close | 17 | 0.60 | 1.49379 | 1.47523 | 0.00000 | -86.64 | 4315.26 |
36 | 2009.11.16 00:32 | close | 18 | 0.50 | 1.49383 | 1.47523 | 0.00000 | -70.20 | 4245.06 |
37 | 2009.11.16 00:32 | sell | 19 | 0.50 | 1.49390 | 1.51390 | 0.00000 | ||
38 | 2009.11.16 00:35 | sell | 20 | 0.50 | 1.49394 | 1.51394 | 0.00000 | ||
39 | 2009.11.16 00:35 | sell | 21 | 0.50 | 1.49401 | 1.51401 | 0.00000 | ||
40 | 2009.11.17 13:15 | close | 19 | 0.50 | 1.48819 | 1.51390 | 0.00000 | 285.40 | 4530.46 |
41 | 2009.11.17 13:15 | close | 20 | 0.50 | 1.48818 | 1.51394 | 0.00000 | 287.90 | 4818.36 |
42 | 2009.11.17 13:15 | close | 21 | 0.50 | 1.48817 | 1.51401 | 0.00000 | 291.90 | 5110.26 |
43 | 2009.11.17 13:15 | buy | 22 | 0.70 | 1.48816 | 1.46816 | 0.00000 | ||
44 | 2009.11.17 13:16 | buy | 23 | 0.60 | 1.48815 | 1.46815 | 0.00000 | ||
45 | 2009.11.17 13:16 | buy | 24 | 0.60 | 1.48814 | 1.46814 | 0.00000 | ||
46 | 2009.11.18 15:37 | close | 22 | 0.70 | 1.49717 | 1.46816 | 0.00000 | 630.56 | 5740.82 |
47 | 2009.11.18 15:37 | close | 23 | 0.60 | 1.49718 | 1.46815 | 0.00000 | 541.68 | 6282.50 |
48 | 2009.11.18 15:37 | close | 24 | 0.60 | 1.49719 | 1.46814 | 0.00000 | 542.88 | 6825.38 |
49 | 2009.11.18 15:37 | sell | 25 | 0.90 | 1.49720 | 1.51720 | 0.00000 | ||
50 | 2009.11.18 15:37 | sell | 26 | 0.90 | 1.49721 | 1.51721 | 0.00000 | ||
51 | 2009.11.18 15:37 | sell | 27 | 0.80 | 1.49723 | 1.51723 | 0.00000 | ||
52 | 2009.11.19 09:04 | close | 25 | 0.90 | 1.48710 | 1.51720 | 0.00000 | 908.46 | 7733.84 |
53 | 2009.11.19 09:04 | close | 26 | 0.90 | 1.48709 | 1.51721 | 0.00000 | 910.26 | 8644.10 |
54 | 2009.11.19 09:04 | close | 27 | 0.80 | 1.48708 | 1.51723 | 0.00000 | 811.52 | 9455.62 |
55 | 2009.11.19 09:04 | buy | 28 | 1.30 | 1.48708 | 1.46708 | 0.00000 | ||
56 | 2009.11.19 09:04 | buy | 29 | 1.20 | 1.48707 | 1.46707 | 0.00000 | ||
57 | 2009.11.19 09:04 | buy | 30 | 1.20 | 1.48706 | 1.46706 | 0.00000 | ||
58 | 2009.11.23 04:56 | close | 28 | 1.30 | 1.49353 | 1.46708 | 0.00000 | 837.98 | 10293.60 |
59 | 2009.11.23 04:56 | close | 29 | 1.20 | 1.49364 | 1.46707 | 0.00000 | 787.92 | 11081.52 |
60 | 2009.11.23 04:56 | close | 30 | 1.20 | 1.49374 | 1.46706 | 0.00000 | 801.12 | 11882.64 |
61 | 2009.11.23 04:56 | sell | 31 | 1.60 | 1.49374 | 1.51374 | 0.00000 | ||
62 | 2009.11.23 04:56 | sell | 32 | 1.50 | 1.49382 | 1.51382 | 0.00000 | ||
63 | 2009.11.23 04:56 | sell | 33 | 1.50 | 1.49391 | 1.51391 | 0.00000 | ||
64 | 2009.11.24 08:15 | close | 31 | 1.60 | 1.49065 | 1.51374 | 0.00000 | 494.08 | 12376.72 |
65 | 2009.11.24 08:15 | close | 32 | 1.50 | 1.49063 | 1.51382 | 0.00000 | 478.20 | 12854.92 |
66 | 2009.11.24 08:15 | close | 33 | 1.50 | 1.49060 | 1.51391 | 0.00000 | 496.20 | 13351.12 |
67 | 2009.11.24 08:15 | buy | 34 | 1.80 | 1.49056 | 1.47056 | 0.00000 | ||
68 | 2009.11.24 08:15 | buy | 35 | 1.70 | 1.49053 | 1.47053 | 0.00000 | ||
69 | 2009.11.24 08:15 | buy | 36 | 1.70 | 1.49049 | 1.47049 | 0.00000 | ||
70 | 2009.11.25 03:39 | close | 34 | 1.80 | 1.49880 | 1.47056 | 0.00000 | 1482.84 | 14833.96 |
71 | 2009.11.25 03:39 | close | 35 | 1.70 | 1.49880 | 1.47053 | 0.00000 | 1405.56 | 16239.52 |
72 | 2009.11.25 03:39 | close | 36 | 1.70 | 1.49883 | 1.47049 | 0.00000 | 1417.46 | 17656.98 |
73 | 2009.11.25 03:39 | sell | 37 | 2.40 | 1.49885 | 1.51885 | 0.00000 | ||
74 | 2009.11.25 03:39 | sell | 38 | 2.30 | 1.49887 | 1.51887 | 0.00000 | ||
75 | 2009.11.25 04:27 | sell | 39 | 2.20 | 1.49887 | 1.51887 | 0.00000 | ||
76 | 2009.11.26 16:46 | close | 37 | 2.40 | 1.50186 | 1.51885 | 0.00000 | -723.84 | 16933.14 |
77 | 2009.11.26 16:46 | close | 38 | 2.30 | 1.50180 | 1.51887 | 0.00000 | -675.28 | 16257.86 |
78 | 2009.11.26 16:46 | close | 39 | 2.20 | 1.50175 | 1.51887 | 0.00000 | -634.92 | 15622.94 |
79 | 2009.11.26 16:46 | buy | 40 | 2.10 | 1.50169 | 1.48169 | 0.00000 | ||
80 | 2009.11.26 16:46 | buy | 41 | 2.00 | 1.50164 | 1.48164 | 0.00000 | ||
81 | 2009.11.26 16:46 | buy | 42 | 1.90 | 1.50162 | 1.48162 | 0.00000 | ||
82 | 2009.11.27 22:59 | close at stop | 42 | 1.90 | 1.49853 | 1.48162 | 0.00000 | -587.48 | 15035.46 |
83 | 2009.11.27 22:59 | close at stop | 41 | 2.00 | 1.49853 | 1.48164 | 0.00000 | -622.40 | 14413.06 |
84 | 2009.11.27 22:59 | close at stop | 40 | 2.10 | 1.49853 | 1.48169 | 0.00000 | -664.02 | 13749.04 |