Strategy Tester Report
OpenTiks
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TrailingStop=60; StopLoss=100; Lots=0.1; magicnumber=777; PolLots=false; MaxOrders=1; slippage=15; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -20.16 | Gross profit | 196.16 | Gross loss | -216.32 |
Profit factor | 0.91 | Expected payoff | -0.45 | ||
Absolute drawdown | 43.44 | Maximal drawdown | 79.70 (0.79%) | Relative drawdown | 0.79% (79.70) |
Total trades | 45 | Short positions (won %) | 45 (55.56%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 25 (55.56%) | Loss trades (% of total) | 20 (44.44%) | ||
Largest | profit trade | 29.10 | loss trade | -11.04 | |
Average | profit trade | 7.85 | loss trade | -10.82 | |
Maximum | consecutive wins (profit in money) | 5 (17.00) | consecutive losses (loss in money) | 4 (-43.44) | |
Maximal | consecutive profit (count of wins) | 37.40 (3) | consecutive loss (count of losses) | -43.44 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 04:00 | sell | 1 | 0.10 | 1.36040 | 1.36148 | 0.00000 | ||
2 | 2010.03.01 04:46 | s/l | 1 | 0.10 | 1.36148 | 1.36148 | 0.00000 | -10.80 | 9989.20 |
3 | 2010.03.01 14:00 | sell | 2 | 0.10 | 1.35069 | 1.35177 | 0.00000 | ||
4 | 2010.03.01 14:03 | s/l | 2 | 0.10 | 1.35177 | 1.35177 | 0.00000 | -10.80 | 9978.40 |
5 | 2010.03.02 03:00 | sell | 3 | 0.10 | 1.35290 | 1.35398 | 0.00000 | ||
6 | 2010.03.02 03:16 | s/l | 3 | 0.10 | 1.35398 | 1.35398 | 0.00000 | -10.80 | 9967.60 |
7 | 2010.03.03 23:00 | sell | 4 | 0.10 | 1.36953 | 1.37061 | 0.00000 | ||
8 | 2010.03.04 00:20 | s/l | 4 | 0.10 | 1.37061 | 1.37061 | 0.00000 | -11.04 | 9956.56 |
9 | 2010.03.04 06:00 | sell | 5 | 0.10 | 1.36818 | 1.36926 | 0.00000 | ||
10 | 2010.03.04 06:16 | modify | 5 | 0.10 | 1.36818 | 1.36788 | 0.00000 | ||
11 | 2010.03.04 06:32 | modify | 5 | 0.10 | 1.36818 | 1.36755 | 0.00000 | ||
12 | 2010.03.04 06:37 | modify | 5 | 0.10 | 1.36818 | 1.36743 | 0.00000 | ||
13 | 2010.03.04 06:40 | s/l | 5 | 0.10 | 1.36743 | 1.36743 | 0.00000 | 7.50 | 9964.06 |
14 | 2010.03.04 07:00 | sell | 6 | 0.10 | 1.36769 | 1.36877 | 0.00000 | ||
15 | 2010.03.04 07:26 | modify | 6 | 0.10 | 1.36769 | 1.36728 | 0.00000 | ||
16 | 2010.03.04 07:37 | s/l | 6 | 0.10 | 1.36728 | 1.36728 | 0.00000 | 4.10 | 9968.16 |
17 | 2010.03.04 17:00 | sell | 7 | 0.10 | 1.36061 | 1.36169 | 0.00000 | ||
18 | 2010.03.04 17:02 | s/l | 7 | 0.10 | 1.36169 | 1.36169 | 0.00000 | -10.80 | 9957.36 |
19 | 2010.03.04 18:00 | sell | 8 | 0.10 | 1.35703 | 1.35811 | 0.00000 | ||
20 | 2010.03.04 18:02 | modify | 8 | 0.10 | 1.35703 | 1.35657 | 0.00000 | ||
21 | 2010.03.04 18:07 | modify | 8 | 0.10 | 1.35703 | 1.35637 | 0.00000 | ||
22 | 2010.03.04 18:10 | s/l | 8 | 0.10 | 1.35637 | 1.35637 | 0.00000 | 6.60 | 9963.96 |
23 | 2010.03.05 13:00 | sell | 9 | 0.10 | 1.35849 | 1.35957 | 0.00000 | ||
24 | 2010.03.05 13:20 | modify | 9 | 0.10 | 1.35849 | 1.35843 | 0.00000 | ||
25 | 2010.03.05 13:32 | s/l | 9 | 0.10 | 1.35843 | 1.35843 | 0.00000 | 0.60 | 9964.56 |
26 | 2010.03.05 14:00 | sell | 10 | 0.10 | 1.35809 | 1.35917 | 0.00000 | ||
27 | 2010.03.05 14:20 | modify | 10 | 0.10 | 1.35809 | 1.35806 | 0.00000 | ||
28 | 2010.03.05 14:30 | modify | 10 | 0.10 | 1.35809 | 1.35805 | 0.00000 | ||
29 | 2010.03.05 14:35 | modify | 10 | 0.10 | 1.35809 | 1.35781 | 0.00000 | ||
30 | 2010.03.05 14:37 | s/l | 10 | 0.10 | 1.35781 | 1.35781 | 0.00000 | 2.80 | 9967.36 |
31 | 2010.03.05 15:00 | sell | 11 | 0.10 | 1.35582 | 1.35690 | 0.00000 | ||
32 | 2010.03.05 15:02 | modify | 11 | 0.10 | 1.35582 | 1.35549 | 0.00000 | ||
33 | 2010.03.05 15:07 | modify | 11 | 0.10 | 1.35582 | 1.35513 | 0.00000 | ||
34 | 2010.03.05 15:10 | s/l | 11 | 0.10 | 1.35513 | 1.35513 | 0.00000 | 6.90 | 9974.26 |
35 | 2010.03.08 12:00 | sell | 12 | 0.10 | 1.36463 | 1.36571 | 0.00000 | ||
36 | 2010.03.08 12:20 | modify | 12 | 0.10 | 1.36463 | 1.36462 | 0.00000 | ||
37 | 2010.03.08 12:27 | s/l | 12 | 0.10 | 1.36462 | 1.36462 | 0.00000 | 0.10 | 9974.36 |
38 | 2010.03.08 13:00 | sell | 13 | 0.10 | 1.36461 | 1.36569 | 0.00000 | ||
39 | 2010.03.08 13:15 | s/l | 13 | 0.10 | 1.36569 | 1.36569 | 0.00000 | -10.80 | 9963.56 |
40 | 2010.03.09 12:00 | sell | 14 | 0.10 | 1.35697 | 1.35805 | 0.00000 | ||
41 | 2010.03.09 12:45 | modify | 14 | 0.10 | 1.35697 | 1.35645 | 0.00000 | ||
42 | 2010.03.09 12:50 | modify | 14 | 0.10 | 1.35697 | 1.35569 | 0.00000 | ||
43 | 2010.03.09 12:57 | s/l | 14 | 0.10 | 1.35569 | 1.35569 | 0.00000 | 12.80 | 9976.36 |
44 | 2010.03.09 13:00 | sell | 15 | 0.10 | 1.35601 | 1.35709 | 0.00000 | ||
45 | 2010.03.09 13:20 | modify | 15 | 0.10 | 1.35601 | 1.35557 | 0.00000 | ||
46 | 2010.03.09 13:27 | s/l | 15 | 0.10 | 1.35557 | 1.35557 | 0.00000 | 4.40 | 9980.76 |
47 | 2010.03.10 09:00 | sell | 16 | 0.10 | 1.35572 | 1.35680 | 0.00000 | ||
48 | 2010.03.10 09:02 | modify | 16 | 0.10 | 1.35572 | 1.35527 | 0.00000 | ||
49 | 2010.03.10 09:07 | modify | 16 | 0.10 | 1.35572 | 1.35508 | 0.00000 | ||
50 | 2010.03.10 09:10 | s/l | 16 | 0.10 | 1.35508 | 1.35508 | 0.00000 | 6.40 | 9987.16 |
51 | 2010.03.10 20:00 | sell | 17 | 0.10 | 1.36426 | 1.36534 | 0.00000 | ||
52 | 2010.03.10 20:15 | s/l | 17 | 0.10 | 1.36534 | 1.36534 | 0.00000 | -10.80 | 9976.36 |
53 | 2010.03.11 20:00 | sell | 18 | 0.10 | 1.36661 | 1.36769 | 0.00000 | ||
54 | 2010.03.11 20:32 | s/l | 18 | 0.10 | 1.36769 | 1.36769 | 0.00000 | -10.80 | 9965.56 |
55 | 2010.03.12 15:00 | sell | 19 | 0.10 | 1.37570 | 1.37678 | 0.00000 | ||
56 | 2010.03.12 15:15 | modify | 19 | 0.10 | 1.37570 | 1.37547 | 0.00000 | ||
57 | 2010.03.12 15:20 | modify | 19 | 0.10 | 1.37570 | 1.37479 | 0.00000 | ||
58 | 2010.03.12 15:27 | s/l | 19 | 0.10 | 1.37479 | 1.37479 | 0.00000 | 9.10 | 9974.66 |
59 | 2010.03.12 16:00 | sell | 20 | 0.10 | 1.37493 | 1.37601 | 0.00000 | ||
60 | 2010.03.12 16:10 | modify | 20 | 0.10 | 1.37493 | 1.37485 | 0.00000 | ||
61 | 2010.03.12 16:15 | modify | 20 | 0.10 | 1.37493 | 1.37422 | 0.00000 | ||
62 | 2010.03.12 16:20 | modify | 20 | 0.10 | 1.37493 | 1.37337 | 0.00000 | ||
63 | 2010.03.12 16:27 | s/l | 20 | 0.10 | 1.37337 | 1.37337 | 0.00000 | 15.60 | 9990.26 |
64 | 2010.03.15 11:00 | sell | 21 | 0.10 | 1.37072 | 1.37180 | 0.00000 | ||
65 | 2010.03.15 11:16 | s/l | 21 | 0.10 | 1.37180 | 1.37180 | 0.00000 | -10.80 | 9979.46 |
66 | 2010.03.15 12:00 | sell | 22 | 0.10 | 1.37042 | 1.37150 | 0.00000 | ||
67 | 2010.03.15 12:10 | s/l | 22 | 0.10 | 1.37150 | 1.37150 | 0.00000 | -10.80 | 9968.66 |
68 | 2010.03.15 16:00 | sell | 23 | 0.10 | 1.36847 | 1.36955 | 0.00000 | ||
69 | 2010.03.15 16:10 | modify | 23 | 0.10 | 1.36847 | 1.36794 | 0.00000 | ||
70 | 2010.03.15 16:15 | modify | 23 | 0.10 | 1.36847 | 1.36692 | 0.00000 | ||
71 | 2010.03.15 16:20 | modify | 23 | 0.10 | 1.36847 | 1.36556 | 0.00000 | ||
72 | 2010.03.15 16:22 | s/l | 23 | 0.10 | 1.36556 | 1.36556 | 0.00000 | 29.10 | 9997.76 |
73 | 2010.03.15 17:00 | sell | 24 | 0.10 | 1.36511 | 1.36619 | 0.00000 | ||
74 | 2010.03.15 17:02 | modify | 24 | 0.10 | 1.36511 | 1.36484 | 0.00000 | ||
75 | 2010.03.15 17:07 | modify | 24 | 0.10 | 1.36511 | 1.36463 | 0.00000 | ||
76 | 2010.03.15 17:10 | s/l | 24 | 0.10 | 1.36463 | 1.36463 | 0.00000 | 4.80 | 10002.56 |
77 | 2010.03.16 19:00 | sell | 25 | 0.10 | 1.37270 | 1.37378 | 0.00000 | ||
78 | 2010.03.16 19:07 | modify | 25 | 0.10 | 1.37270 | 1.37235 | 0.00000 | ||
79 | 2010.03.16 19:10 | s/l | 25 | 0.10 | 1.37235 | 1.37235 | 0.00000 | 3.50 | 10006.06 |
80 | 2010.03.17 15:00 | sell | 26 | 0.10 | 1.37533 | 1.37641 | 0.00000 | ||
81 | 2010.03.17 15:20 | s/l | 26 | 0.10 | 1.37641 | 1.37641 | 0.00000 | -10.80 | 9995.26 |
82 | 2010.03.17 22:00 | sell | 27 | 0.10 | 1.37365 | 1.37473 | 0.00000 | ||
83 | 2010.03.18 01:33 | modify | 27 | 0.10 | 1.37365 | 1.37320 | 0.00000 | ||
84 | 2010.03.18 01:40 | modify | 27 | 0.10 | 1.37365 | 1.37261 | 0.00000 | ||
85 | 2010.03.18 01:46 | modify | 27 | 0.10 | 1.37365 | 1.37183 | 0.00000 | ||
86 | 2010.03.18 01:56 | s/l | 27 | 0.10 | 1.37183 | 1.37183 | 0.00000 | 17.96 | 10013.22 |
87 | 2010.03.18 14:00 | sell | 28 | 0.10 | 1.36652 | 1.36760 | 0.00000 | ||
88 | 2010.03.18 14:02 | modify | 28 | 0.10 | 1.36652 | 1.36650 | 0.00000 | ||
89 | 2010.03.18 14:07 | modify | 28 | 0.10 | 1.36652 | 1.36632 | 0.00000 | ||
90 | 2010.03.18 14:10 | s/l | 28 | 0.10 | 1.36632 | 1.36632 | 0.00000 | 2.00 | 10015.22 |
91 | 2010.03.18 22:00 | sell | 29 | 0.10 | 1.36073 | 1.36181 | 0.00000 | ||
92 | 2010.03.18 22:32 | modify | 29 | 0.10 | 1.36073 | 1.36051 | 0.00000 | ||
93 | 2010.03.18 22:37 | modify | 29 | 0.10 | 1.36073 | 1.36039 | 0.00000 | ||
94 | 2010.03.18 22:40 | s/l | 29 | 0.10 | 1.36039 | 1.36039 | 0.00000 | 3.40 | 10018.62 |
95 | 2010.03.18 23:00 | sell | 30 | 0.10 | 1.36063 | 1.36171 | 0.00000 | ||
96 | 2010.03.19 01:20 | s/l | 30 | 0.10 | 1.36171 | 1.36171 | 0.00000 | -10.88 | 10007.74 |
97 | 2010.03.19 15:00 | sell | 31 | 0.10 | 1.35380 | 1.35488 | 0.00000 | ||
98 | 2010.03.19 15:15 | modify | 31 | 0.10 | 1.35380 | 1.35313 | 0.00000 | ||
99 | 2010.03.19 15:20 | modify | 31 | 0.10 | 1.35380 | 1.35189 | 0.00000 | ||
100 | 2010.03.19 15:22 | s/l | 31 | 0.10 | 1.35189 | 1.35189 | 0.00000 | 19.10 | 10026.84 |
101 | 2010.03.19 16:00 | sell | 32 | 0.10 | 1.35157 | 1.35265 | 0.00000 | ||
102 | 2010.03.19 16:15 | modify | 32 | 0.10 | 1.35157 | 1.35154 | 0.00000 | ||
103 | 2010.03.19 16:20 | modify | 32 | 0.10 | 1.35157 | 1.35098 | 0.00000 | ||
104 | 2010.03.19 16:30 | s/l | 32 | 0.10 | 1.35098 | 1.35098 | 0.00000 | 5.90 | 10032.74 |
105 | 2010.03.23 08:00 | sell | 33 | 0.10 | 1.35192 | 1.35300 | 0.00000 | ||
106 | 2010.03.23 08:15 | modify | 33 | 0.10 | 1.35192 | 1.35180 | 0.00000 | ||
107 | 2010.03.23 08:20 | modify | 33 | 0.10 | 1.35192 | 1.35117 | 0.00000 | ||
108 | 2010.03.23 08:27 | s/l | 33 | 0.10 | 1.35117 | 1.35117 | 0.00000 | 7.50 | 10040.24 |
109 | 2010.03.23 09:00 | sell | 34 | 0.10 | 1.35103 | 1.35211 | 0.00000 | ||
110 | 2010.03.23 09:20 | s/l | 34 | 0.10 | 1.35211 | 1.35211 | 0.00000 | -10.80 | 10029.44 |
111 | 2010.03.23 13:00 | sell | 35 | 0.10 | 1.34822 | 1.34930 | 0.00000 | ||
112 | 2010.03.23 13:15 | s/l | 35 | 0.10 | 1.34930 | 1.34930 | 0.00000 | -10.80 | 10018.64 |
113 | 2010.03.23 20:00 | sell | 36 | 0.10 | 1.34871 | 1.34979 | 0.00000 | ||
114 | 2010.03.23 20:03 | s/l | 36 | 0.10 | 1.34979 | 1.34979 | 0.00000 | -10.80 | 10007.84 |
115 | 2010.03.24 00:00 | sell | 37 | 0.10 | 1.34908 | 1.35016 | 0.00000 | ||
116 | 2010.03.24 00:15 | modify | 37 | 0.10 | 1.34908 | 1.34865 | 0.00000 | ||
117 | 2010.03.24 00:20 | modify | 37 | 0.10 | 1.34908 | 1.34787 | 0.00000 | ||
118 | 2010.03.24 00:27 | s/l | 37 | 0.10 | 1.34787 | 1.34787 | 0.00000 | 12.10 | 10019.94 |
119 | 2010.03.24 01:00 | sell | 38 | 0.10 | 1.34685 | 1.34793 | 0.00000 | ||
120 | 2010.03.24 01:32 | s/l | 38 | 0.10 | 1.34793 | 1.34793 | 0.00000 | -10.80 | 10009.14 |
121 | 2010.03.24 07:00 | sell | 39 | 0.10 | 1.34149 | 1.34257 | 0.00000 | ||
122 | 2010.03.24 07:45 | s/l | 39 | 0.10 | 1.34257 | 1.34257 | 0.00000 | -10.80 | 9998.34 |
123 | 2010.03.24 12:00 | sell | 40 | 0.10 | 1.33580 | 1.33688 | 0.00000 | ||
124 | 2010.03.24 12:15 | s/l | 40 | 0.10 | 1.33688 | 1.33688 | 0.00000 | -10.80 | 9987.54 |
125 | 2010.03.24 13:00 | sell | 41 | 0.10 | 1.33512 | 1.33620 | 0.00000 | ||
126 | 2010.03.24 13:02 | s/l | 41 | 0.10 | 1.33620 | 1.33620 | 0.00000 | -10.80 | 9976.74 |
127 | 2010.03.24 21:00 | sell | 42 | 0.10 | 1.33252 | 1.33360 | 0.00000 | ||
128 | 2010.03.24 21:10 | modify | 42 | 0.10 | 1.33252 | 1.33235 | 0.00000 | ||
129 | 2010.03.24 21:16 | modify | 42 | 0.10 | 1.33252 | 1.33187 | 0.00000 | ||
130 | 2010.03.24 21:32 | s/l | 42 | 0.10 | 1.33187 | 1.33187 | 0.00000 | 6.50 | 9983.24 |
131 | 2010.03.24 22:00 | sell | 43 | 0.10 | 1.33128 | 1.33236 | 0.00000 | ||
132 | 2010.03.24 22:20 | modify | 43 | 0.10 | 1.33128 | 1.33115 | 0.00000 | ||
133 | 2010.03.24 22:35 | s/l | 43 | 0.10 | 1.33115 | 1.33115 | 0.00000 | 1.30 | 9984.54 |
134 | 2010.03.25 20:00 | sell | 44 | 0.10 | 1.32896 | 1.33004 | 0.00000 | ||
135 | 2010.03.25 20:15 | s/l | 44 | 0.10 | 1.33004 | 1.33004 | 0.00000 | -10.80 | 9973.74 |
136 | 2010.03.25 21:00 | sell | 45 | 0.10 | 1.32817 | 1.32925 | 0.00000 | ||
137 | 2010.03.25 21:45 | modify | 45 | 0.10 | 1.32817 | 1.32814 | 0.00000 | ||
138 | 2010.03.25 21:50 | modify | 45 | 0.10 | 1.32817 | 1.32756 | 0.00000 | ||
139 | 2010.03.25 22:10 | s/l | 45 | 0.10 | 1.32756 | 1.32756 | 0.00000 | 6.10 | 9979.84 |