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 | TakeProfit=150; StopLoss=100; TrailingStop=100; SmartClose=false; current=0; Kperiod1=5; Kperiod2=125; Kperiod3=14; Dperiod=3; slowing=3; Sto5Buy=20; Sto5Sell=80; Sto125Buy=50; Sto125Sell=50; CloseBuy=80; CloseSell=20; MoneyManagment=false; Risk=5; Lots=1; MaxTrades=1; UseHourTrade=false; FromHourTrade=0; ToHourTrade=0; Magic=0; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1600.10 | Gross profit | 1499.90 | Gross loss | -3100.00 |
Profit factor | 0.48 | Expected payoff | -34.04 | ||
Absolute drawdown | 1701.10 | Maximal drawdown | 1908.10 (18.69%) | Relative drawdown | 18.69% (1908.10) |
Total trades | 47 | Short positions (won %) | 27 (29.63%) | Long positions (won %) | 20 (40.00%) |
Profit trades (% of total) | 16 (34.04%) | Loss trades (% of total) | 31 (65.96%) | ||
Largest | profit trade | 150.00 | loss trade | -100.00 | |
Average | profit trade | 93.74 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 2 (299.90) | consecutive losses (loss in money) | 5 (-500.00) | |
Maximal | consecutive profit (count of wins) | 299.90 (2) | consecutive loss (count of losses) | -500.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 07:37 | sell | 1 | 1.00 | 1.47588 | 1.47688 | 1.47438 | ||
2 | 2009.11.02 08:27 | modify | 1 | 1.00 | 1.47588 | 1.47588 | 1.47438 | ||
3 | 2009.11.02 08:36 | t/p | 1 | 1.00 | 1.47438 | 1.47588 | 1.47438 | 150.00 | 10150.00 |
4 | 2009.11.02 08:36 | sell | 2 | 1.00 | 1.47422 | 1.47522 | 1.47272 | ||
5 | 2009.11.02 09:17 | s/l | 2 | 1.00 | 1.47522 | 1.47522 | 1.47272 | -100.00 | 10050.00 |
6 | 2009.11.03 02:00 | sell | 3 | 1.00 | 1.47969 | 1.48069 | 1.47819 | ||
7 | 2009.11.03 04:31 | modify | 3 | 1.00 | 1.47969 | 1.47969 | 1.47819 | ||
8 | 2009.11.03 04:31 | t/p | 3 | 1.00 | 1.47819 | 1.47969 | 1.47819 | 150.00 | 10200.00 |
9 | 2009.11.03 21:00 | sell | 4 | 1.00 | 1.47025 | 1.47125 | 1.46875 | ||
10 | 2009.11.03 21:29 | s/l | 4 | 1.00 | 1.47125 | 1.47125 | 1.46875 | -100.00 | 10100.00 |
11 | 2009.11.03 21:56 | sell | 5 | 1.00 | 1.47065 | 1.47165 | 1.46915 | ||
12 | 2009.11.03 22:05 | s/l | 5 | 1.00 | 1.47165 | 1.47165 | 1.46915 | -100.00 | 10000.00 |
13 | 2009.11.03 22:05 | sell | 6 | 1.00 | 1.47151 | 1.47251 | 1.47001 | ||
14 | 2009.11.03 22:34 | s/l | 6 | 1.00 | 1.47251 | 1.47251 | 1.47001 | -100.00 | 9900.00 |
15 | 2009.11.03 22:34 | sell | 7 | 1.00 | 1.47237 | 1.47337 | 1.47087 | ||
16 | 2009.11.03 22:42 | s/l | 7 | 1.00 | 1.47337 | 1.47337 | 1.47087 | -100.00 | 9800.00 |
17 | 2009.11.03 22:51 | sell | 8 | 1.00 | 1.47254 | 1.47354 | 1.47104 | ||
18 | 2009.11.03 23:31 | modify | 8 | 1.00 | 1.47254 | 1.47254 | 1.47104 | ||
19 | 2009.11.03 23:53 | t/p | 8 | 1.00 | 1.47104 | 1.47254 | 1.47104 | 150.00 | 9950.00 |
20 | 2009.11.04 00:00 | sell | 9 | 1.00 | 1.47163 | 1.47263 | 1.47013 | ||
21 | 2009.11.04 00:19 | s/l | 9 | 1.00 | 1.47263 | 1.47263 | 1.47013 | -100.00 | 9850.00 |
22 | 2009.11.04 00:19 | sell | 10 | 1.00 | 1.47246 | 1.47346 | 1.47096 | ||
23 | 2009.11.04 01:11 | modify | 10 | 1.00 | 1.47246 | 1.47246 | 1.47096 | ||
24 | 2009.11.04 01:17 | t/p | 10 | 1.00 | 1.47096 | 1.47246 | 1.47096 | 150.00 | 10000.00 |
25 | 2009.11.04 01:17 | sell | 11 | 1.00 | 1.47076 | 1.47176 | 1.46926 | ||
26 | 2009.11.04 01:27 | s/l | 11 | 1.00 | 1.47176 | 1.47176 | 1.46926 | -100.00 | 9900.00 |
27 | 2009.11.04 01:27 | sell | 12 | 1.00 | 1.47160 | 1.47260 | 1.47010 | ||
28 | 2009.11.04 01:31 | modify | 12 | 1.00 | 1.47160 | 1.47160 | 1.47010 | ||
29 | 2009.11.04 01:34 | s/l | 12 | 1.00 | 1.47160 | 1.47160 | 1.47010 | 0.00 | 9900.00 |
30 | 2009.11.04 01:34 | sell | 13 | 1.00 | 1.47144 | 1.47244 | 1.46994 | ||
31 | 2009.11.04 02:06 | s/l | 13 | 1.00 | 1.47244 | 1.47244 | 1.46994 | -100.00 | 9800.00 |
32 | 2009.11.04 08:00 | sell | 14 | 1.00 | 1.47449 | 1.47549 | 1.47299 | ||
33 | 2009.11.04 08:24 | s/l | 14 | 1.00 | 1.47549 | 1.47549 | 1.47299 | -100.00 | 9700.00 |
34 | 2009.11.04 08:28 | sell | 15 | 1.00 | 1.47510 | 1.47610 | 1.47360 | ||
35 | 2009.11.04 08:42 | modify | 15 | 1.00 | 1.47510 | 1.47510 | 1.47360 | ||
36 | 2009.11.04 08:46 | t/p | 15 | 1.00 | 1.47360 | 1.47510 | 1.47360 | 150.00 | 9850.00 |
37 | 2009.11.04 08:46 | sell | 16 | 1.00 | 1.47343 | 1.47443 | 1.47193 | ||
38 | 2009.11.04 08:51 | s/l | 16 | 1.00 | 1.47443 | 1.47443 | 1.47193 | -100.00 | 9750.00 |
39 | 2009.11.04 08:51 | sell | 17 | 1.00 | 1.47427 | 1.47527 | 1.47277 | ||
40 | 2009.11.04 09:06 | s/l | 17 | 1.00 | 1.47527 | 1.47527 | 1.47277 | -100.00 | 9650.00 |
41 | 2009.11.05 04:00 | buy | 18 | 1.00 | 1.48444 | 1.48344 | 1.48594 | ||
42 | 2009.11.05 04:12 | s/l | 18 | 1.00 | 1.48344 | 1.48344 | 1.48594 | -100.00 | 9550.00 |
43 | 2009.11.05 04:12 | buy | 19 | 1.00 | 1.48358 | 1.48258 | 1.48508 | ||
44 | 2009.11.05 04:41 | s/l | 19 | 1.00 | 1.48258 | 1.48258 | 1.48508 | -100.00 | 9450.00 |
45 | 2009.11.05 04:47 | buy | 20 | 1.00 | 1.48325 | 1.48225 | 1.48475 | ||
46 | 2009.11.05 06:10 | modify | 20 | 1.00 | 1.48325 | 1.48325 | 1.48475 | ||
47 | 2009.11.05 06:45 | t/p | 20 | 1.00 | 1.48475 | 1.48325 | 1.48475 | 150.00 | 9600.00 |
48 | 2009.11.06 22:00 | buy | 21 | 1.00 | 1.48467 | 1.48367 | 1.48617 | ||
49 | 2009.11.09 00:00 | t/p | 21 | 1.00 | 1.48617 | 1.48367 | 1.48617 | 149.90 | 9749.90 |
50 | 2009.11.11 17:22 | buy | 22 | 1.00 | 1.49804 | 1.49704 | 1.49954 | ||
51 | 2009.11.11 17:34 | s/l | 22 | 1.00 | 1.49704 | 1.49704 | 1.49954 | -100.00 | 9649.90 |
52 | 2009.11.11 17:36 | buy | 23 | 1.00 | 1.49804 | 1.49704 | 1.49954 | ||
53 | 2009.11.11 17:50 | s/l | 23 | 1.00 | 1.49704 | 1.49704 | 1.49954 | -100.00 | 9549.90 |
54 | 2009.11.11 21:00 | buy | 24 | 1.00 | 1.49763 | 1.49663 | 1.49913 | ||
55 | 2009.11.11 21:13 | s/l | 24 | 1.00 | 1.49663 | 1.49663 | 1.49913 | -100.00 | 9449.90 |
56 | 2009.11.11 21:13 | buy | 25 | 1.00 | 1.49678 | 1.49578 | 1.49828 | ||
57 | 2009.11.11 21:32 | modify | 25 | 1.00 | 1.49678 | 1.49678 | 1.49828 | ||
58 | 2009.11.11 22:42 | t/p | 25 | 1.00 | 1.49828 | 1.49678 | 1.49828 | 150.00 | 9599.90 |
59 | 2009.11.12 11:12 | buy | 26 | 1.00 | 1.49503 | 1.49403 | 1.49653 | ||
60 | 2009.11.12 11:24 | modify | 26 | 1.00 | 1.49503 | 1.49503 | 1.49653 | ||
61 | 2009.11.12 11:35 | s/l | 26 | 1.00 | 1.49503 | 1.49503 | 1.49653 | 0.00 | 9599.90 |
62 | 2009.11.12 11:35 | buy | 27 | 1.00 | 1.49517 | 1.49417 | 1.49667 | ||
63 | 2009.11.12 12:34 | s/l | 27 | 1.00 | 1.49417 | 1.49417 | 1.49667 | -100.00 | 9499.90 |
64 | 2009.11.13 10:36 | sell | 28 | 1.00 | 1.48880 | 1.48980 | 1.48730 | ||
65 | 2009.11.13 11:12 | modify | 28 | 1.00 | 1.48880 | 1.48880 | 1.48730 | ||
66 | 2009.11.13 11:15 | t/p | 28 | 1.00 | 1.48730 | 1.48880 | 1.48730 | 150.00 | 9649.90 |
67 | 2009.11.13 20:59 | sell | 29 | 1.00 | 1.48948 | 1.49048 | 1.48798 | ||
68 | 2009.11.13 21:22 | s/l | 29 | 1.00 | 1.49048 | 1.49048 | 1.48798 | -100.00 | 9549.90 |
69 | 2009.11.17 05:28 | buy | 30 | 1.00 | 1.49637 | 1.49537 | 1.49787 | ||
70 | 2009.11.17 06:38 | s/l | 30 | 1.00 | 1.49537 | 1.49537 | 1.49787 | -100.00 | 9449.90 |
71 | 2009.11.18 00:00 | sell | 31 | 1.00 | 1.48610 | 1.48710 | 1.48460 | ||
72 | 2009.11.18 00:15 | s/l | 31 | 1.00 | 1.48710 | 1.48710 | 1.48460 | -100.00 | 9349.90 |
73 | 2009.11.18 00:15 | sell | 32 | 1.00 | 1.48694 | 1.48794 | 1.48544 | ||
74 | 2009.11.18 00:32 | s/l | 32 | 1.00 | 1.48794 | 1.48794 | 1.48544 | -100.00 | 9249.90 |
75 | 2009.11.18 01:00 | sell | 33 | 1.00 | 1.48745 | 1.48845 | 1.48595 | ||
76 | 2009.11.18 01:28 | s/l | 33 | 1.00 | 1.48845 | 1.48845 | 1.48595 | -100.00 | 9149.90 |
77 | 2009.11.18 01:28 | sell | 34 | 1.00 | 1.48829 | 1.48929 | 1.48679 | ||
78 | 2009.11.18 02:38 | modify | 34 | 1.00 | 1.48829 | 1.48829 | 1.48679 | ||
79 | 2009.11.18 03:29 | s/l | 34 | 1.00 | 1.48829 | 1.48829 | 1.48679 | 0.00 | 9149.90 |
80 | 2009.11.18 08:35 | sell | 35 | 1.00 | 1.48919 | 1.49019 | 1.48769 | ||
81 | 2009.11.18 09:17 | s/l | 35 | 1.00 | 1.49019 | 1.49019 | 1.48769 | -100.00 | 9049.90 |
82 | 2009.11.18 10:04 | sell | 36 | 1.00 | 1.49178 | 1.49278 | 1.49028 | ||
83 | 2009.11.18 10:23 | s/l | 36 | 1.00 | 1.49278 | 1.49278 | 1.49028 | -100.00 | 8949.90 |
84 | 2009.11.19 07:17 | buy | 37 | 1.00 | 1.49159 | 1.49059 | 1.49309 | ||
85 | 2009.11.19 07:39 | modify | 37 | 1.00 | 1.49159 | 1.49159 | 1.49309 | ||
86 | 2009.11.19 07:54 | s/l | 37 | 1.00 | 1.49159 | 1.49159 | 1.49309 | 0.00 | 8949.90 |
87 | 2009.11.19 08:00 | buy | 38 | 1.00 | 1.49134 | 1.49034 | 1.49284 | ||
88 | 2009.11.19 08:11 | modify | 38 | 1.00 | 1.49134 | 1.49134 | 1.49284 | ||
89 | 2009.11.19 08:17 | s/l | 38 | 1.00 | 1.49134 | 1.49134 | 1.49284 | 0.00 | 8949.90 |
90 | 2009.11.19 08:17 | buy | 39 | 1.00 | 1.49149 | 1.49049 | 1.49299 | ||
91 | 2009.11.19 08:26 | s/l | 39 | 1.00 | 1.49049 | 1.49049 | 1.49299 | -100.00 | 8849.90 |
92 | 2009.11.23 02:13 | sell | 40 | 1.00 | 1.48881 | 1.48981 | 1.48731 | ||
93 | 2009.11.23 02:19 | s/l | 40 | 1.00 | 1.48981 | 1.48981 | 1.48731 | -100.00 | 8749.90 |
94 | 2009.11.24 02:00 | buy | 41 | 1.00 | 1.49493 | 1.49393 | 1.49643 | ||
95 | 2009.11.24 02:55 | s/l | 41 | 1.00 | 1.49393 | 1.49393 | 1.49643 | -100.00 | 8649.90 |
96 | 2009.11.24 03:11 | buy | 42 | 1.00 | 1.49487 | 1.49387 | 1.49637 | ||
97 | 2009.11.24 04:35 | s/l | 42 | 1.00 | 1.49387 | 1.49387 | 1.49637 | -100.00 | 8549.90 |
98 | 2009.11.24 04:58 | buy | 43 | 1.00 | 1.49465 | 1.49365 | 1.49615 | ||
99 | 2009.11.24 06:14 | modify | 43 | 1.00 | 1.49465 | 1.49465 | 1.49615 | ||
100 | 2009.11.24 06:37 | s/l | 43 | 1.00 | 1.49465 | 1.49465 | 1.49615 | 0.00 | 8549.90 |
101 | 2009.11.26 08:47 | buy | 44 | 1.00 | 1.50904 | 1.50804 | 1.51054 | ||
102 | 2009.11.26 09:05 | s/l | 44 | 1.00 | 1.50804 | 1.50804 | 1.51054 | -100.00 | 8449.90 |
103 | 2009.11.26 18:26 | buy | 45 | 1.00 | 1.50019 | 1.49919 | 1.50169 | ||
104 | 2009.11.26 18:39 | s/l | 45 | 1.00 | 1.49919 | 1.49919 | 1.50169 | -100.00 | 8349.90 |
105 | 2009.11.26 18:46 | buy | 46 | 1.00 | 1.50021 | 1.49921 | 1.50171 | ||
106 | 2009.11.26 19:05 | modify | 46 | 1.00 | 1.50021 | 1.50021 | 1.50171 | ||
107 | 2009.11.26 19:10 | t/p | 46 | 1.00 | 1.50171 | 1.50021 | 1.50171 | 150.00 | 8499.90 |
108 | 2009.11.27 19:00 | sell | 47 | 1.00 | 1.49595 | 1.49695 | 1.49445 | ||
109 | 2009.11.27 22:00 | s/l | 47 | 1.00 | 1.49695 | 1.49695 | 1.49445 | -100.00 | 8399.90 |