Strategy Tester Report
promax
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 | Lots=0; Risk.Percent=10; Pip.Order=30; Stop.Loss=30; Trailing=10; Spread.Limit=5; Magic.No=111; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -533.58 | Gross profit | 2455.11 | Gross loss | -2988.69 |
Profit factor | 0.82 | Expected payoff | -16.67 | ||
Absolute drawdown | 712.80 | Maximal drawdown | 768.93 (7.51%) | Relative drawdown | 7.54% (757.80) |
Total trades | 32 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
Largest | profit trade | 512.30 | loss trade | -303.00 | |
Average | profit trade | 111.60 | loss trade | -298.87 | |
Maximum | consecutive wins (profit in money) | 5 (601.21) | consecutive losses (loss in money) | 2 (-600.00) | |
Maximal | consecutive profit (count of wins) | 601.21 (5) | consecutive loss (count of losses) | -600.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy stop | 1 | 1.00 | 1.36542 | 1.36242 | 0.00000 | ||
2 | 2010.03.01 00:00 | sell stop | 2 | 1.00 | 1.35921 | 1.36221 | 0.00000 | ||
3 | 2010.03.01 03:37 | sell | 2 | 1.00 | 1.35921 | 1.36221 | 0.00000 | ||
4 | 2010.03.01 08:50 | s/l | 2 | 1.00 | 1.36221 | 1.36221 | 0.00000 | -300.00 | 9700.00 |
5 | 2010.03.01 10:20 | buy | 1 | 1.00 | 1.36542 | 1.36242 | 0.00000 | ||
6 | 2010.03.01 11:15 | s/l | 1 | 1.00 | 1.36242 | 1.36242 | 0.00000 | -300.00 | 9400.00 |
7 | 2010.03.01 11:15 | buy stop | 3 | 0.94 | 1.36546 | 1.36246 | 0.00000 | ||
8 | 2010.03.01 11:15 | sell stop | 4 | 0.94 | 1.35925 | 1.36225 | 0.00000 | ||
9 | 2010.03.01 11:50 | sell | 4 | 0.94 | 1.35925 | 1.36225 | 0.00000 | ||
10 | 2010.03.01 12:40 | modify | 4 | 0.94 | 1.35925 | 1.35841 | 0.00000 | ||
11 | 2010.03.01 12:42 | delete | 3 | 0.94 | 1.36546 | 1.36246 | 0.00000 | ||
12 | 2010.03.01 12:45 | modify | 4 | 0.94 | 1.35925 | 1.35644 | 0.00000 | ||
13 | 2010.03.01 12:50 | modify | 4 | 0.94 | 1.35925 | 1.35380 | 0.00000 | ||
14 | 2010.03.01 12:52 | s/l | 4 | 0.94 | 1.35380 | 1.35380 | 0.00000 | 512.30 | 9912.30 |
15 | 2010.03.01 12:52 | buy stop | 5 | 0.99 | 1.35712 | 1.35412 | 0.00000 | ||
16 | 2010.03.01 12:52 | sell stop | 6 | 0.99 | 1.35091 | 1.35391 | 0.00000 | ||
17 | 2010.03.01 13:50 | sell | 6 | 0.99 | 1.35091 | 1.35391 | 0.00000 | ||
18 | 2010.03.01 14:50 | s/l | 6 | 0.99 | 1.35391 | 1.35391 | 0.00000 | -297.00 | 9615.30 |
19 | 2010.03.01 20:45 | buy | 5 | 0.99 | 1.35712 | 1.35412 | 0.00000 | ||
20 | 2010.03.02 01:50 | s/l | 5 | 0.99 | 1.35412 | 1.35412 | 0.00000 | -297.69 | 9317.61 |
21 | 2010.03.02 01:50 | buy stop | 7 | 0.93 | 1.35641 | 1.35341 | 0.00000 | ||
22 | 2010.03.02 01:50 | sell stop | 8 | 0.93 | 1.35020 | 1.35320 | 0.00000 | ||
23 | 2010.03.02 09:45 | sell | 8 | 0.93 | 1.35020 | 1.35320 | 0.00000 | ||
24 | 2010.03.02 09:50 | modify | 8 | 0.93 | 1.35020 | 1.34948 | 0.00000 | ||
25 | 2010.03.02 09:52 | delete | 7 | 0.93 | 1.35641 | 1.35341 | 0.00000 | ||
26 | 2010.03.02 09:57 | s/l | 8 | 0.93 | 1.34948 | 1.34948 | 0.00000 | 66.96 | 9384.57 |
27 | 2010.03.02 09:57 | buy stop | 9 | 0.94 | 1.35300 | 1.35000 | 0.00000 | ||
28 | 2010.03.02 09:57 | sell stop | 10 | 0.94 | 1.34679 | 1.34979 | 0.00000 | ||
29 | 2010.03.02 10:15 | sell | 10 | 0.94 | 1.34679 | 1.34979 | 0.00000 | ||
30 | 2010.03.02 10:20 | modify | 10 | 0.94 | 1.34679 | 1.34460 | 0.00000 | ||
31 | 2010.03.02 10:22 | s/l | 10 | 0.94 | 1.34460 | 1.34460 | 0.00000 | 205.86 | 9590.43 |
32 | 2010.03.02 11:46 | buy | 9 | 0.94 | 1.35300 | 1.35000 | 0.00000 | ||
33 | 2010.03.02 12:20 | modify | 9 | 0.94 | 1.35300 | 1.35358 | 0.00000 | ||
34 | 2010.03.02 12:27 | s/l | 9 | 0.94 | 1.35358 | 1.35358 | 0.00000 | 54.52 | 9644.95 |
35 | 2010.03.02 12:27 | buy stop | 11 | 0.96 | 1.35640 | 1.35340 | 0.00000 | ||
36 | 2010.03.02 12:27 | sell stop | 12 | 0.96 | 1.35019 | 1.35319 | 0.00000 | ||
37 | 2010.03.02 13:20 | buy | 11 | 0.96 | 1.35640 | 1.35340 | 0.00000 | ||
38 | 2010.03.02 14:40 | modify | 11 | 0.96 | 1.35640 | 1.35646 | 0.00000 | ||
39 | 2010.03.02 14:42 | delete | 12 | 0.96 | 1.35019 | 1.35319 | 0.00000 | ||
40 | 2010.03.02 14:45 | modify | 11 | 0.96 | 1.35640 | 1.35765 | 0.00000 | ||
41 | 2010.03.02 14:50 | modify | 11 | 0.96 | 1.35640 | 1.35883 | 0.00000 | ||
42 | 2010.03.02 14:57 | s/l | 11 | 0.96 | 1.35883 | 1.35883 | 0.00000 | 233.28 | 9878.23 |
43 | 2010.03.02 14:57 | buy stop | 13 | 0.99 | 1.36146 | 1.35846 | 0.00000 | ||
44 | 2010.03.02 14:57 | sell stop | 14 | 0.99 | 1.35525 | 1.35825 | 0.00000 | ||
45 | 2010.03.02 15:45 | sell | 14 | 0.99 | 1.35525 | 1.35825 | 0.00000 | ||
46 | 2010.03.02 15:50 | modify | 14 | 0.99 | 1.35525 | 1.35484 | 0.00000 | ||
47 | 2010.03.02 15:52 | delete | 13 | 0.99 | 1.36146 | 1.35846 | 0.00000 | ||
48 | 2010.03.02 15:57 | s/l | 14 | 0.99 | 1.35484 | 1.35484 | 0.00000 | 40.59 | 9918.82 |
49 | 2010.03.02 15:57 | buy stop | 15 | 0.99 | 1.35827 | 1.35527 | 0.00000 | ||
50 | 2010.03.02 15:57 | sell stop | 16 | 0.99 | 1.35206 | 1.35506 | 0.00000 | ||
51 | 2010.03.02 16:20 | sell | 16 | 0.99 | 1.35206 | 1.35506 | 0.00000 | ||
52 | 2010.03.02 16:45 | s/l | 16 | 0.99 | 1.35506 | 1.35506 | 0.00000 | -297.00 | 9621.82 |
53 | 2010.03.02 18:20 | buy | 15 | 0.99 | 1.35827 | 1.35527 | 0.00000 | ||
54 | 2010.03.02 18:59 | modify | 15 | 0.99 | 1.35827 | 1.35830 | 0.00000 | ||
55 | 2010.03.02 19:05 | modify | 15 | 0.99 | 1.35827 | 1.35843 | 0.00000 | ||
56 | 2010.03.02 19:10 | modify | 15 | 0.99 | 1.35827 | 1.35919 | 0.00000 | ||
57 | 2010.03.02 19:15 | modify | 15 | 0.99 | 1.35827 | 1.35996 | 0.00000 | ||
58 | 2010.03.02 19:20 | modify | 15 | 0.99 | 1.35827 | 1.36072 | 0.00000 | ||
59 | 2010.03.02 19:27 | s/l | 15 | 0.99 | 1.36072 | 1.36072 | 0.00000 | 242.55 | 9864.37 |
60 | 2010.03.02 19:27 | buy stop | 17 | 0.99 | 1.36391 | 1.36091 | 0.00000 | ||
61 | 2010.03.02 19:27 | sell stop | 18 | 0.99 | 1.35770 | 1.36070 | 0.00000 | ||
62 | 2010.03.03 01:26 | buy | 17 | 0.99 | 1.36391 | 1.36091 | 0.00000 | ||
63 | 2010.03.03 01:32 | modify | 17 | 0.99 | 1.36391 | 1.36397 | 0.00000 | ||
64 | 2010.03.03 01:35 | delete | 18 | 0.99 | 1.35770 | 1.36070 | 0.00000 | ||
65 | 2010.03.03 01:37 | modify | 17 | 0.99 | 1.36391 | 1.36427 | 0.00000 | ||
66 | 2010.03.03 01:40 | s/l | 17 | 0.99 | 1.36427 | 1.36427 | 0.00000 | 35.64 | 9900.01 |
67 | 2010.03.03 01:40 | buy stop | 19 | 0.99 | 1.36729 | 1.36429 | 0.00000 | ||
68 | 2010.03.03 01:40 | sell stop | 20 | 0.99 | 1.36108 | 1.36408 | 0.00000 | ||
69 | 2010.03.03 09:15 | sell | 20 | 0.99 | 1.36108 | 1.36408 | 0.00000 | ||
70 | 2010.03.03 09:20 | modify | 20 | 0.99 | 1.36108 | 1.36042 | 0.00000 | ||
71 | 2010.03.03 09:22 | delete | 19 | 0.99 | 1.36729 | 1.36429 | 0.00000 | ||
72 | 2010.03.03 09:27 | s/l | 20 | 0.99 | 1.36042 | 1.36042 | 0.00000 | 65.34 | 9965.35 |
73 | 2010.03.03 09:27 | buy stop | 21 | 1.00 | 1.36361 | 1.36061 | 0.00000 | ||
74 | 2010.03.03 09:27 | sell stop | 22 | 1.00 | 1.35740 | 1.36040 | 0.00000 | ||
75 | 2010.03.03 10:03 | buy | 21 | 1.00 | 1.36361 | 1.36061 | 0.00000 | ||
76 | 2010.03.03 10:10 | modify | 21 | 1.00 | 1.36361 | 1.36432 | 0.00000 | ||
77 | 2010.03.03 10:13 | delete | 22 | 1.00 | 1.35740 | 1.36040 | 0.00000 | ||
78 | 2010.03.03 10:16 | modify | 21 | 1.00 | 1.36361 | 1.36531 | 0.00000 | ||
79 | 2010.03.03 10:26 | s/l | 21 | 1.00 | 1.36531 | 1.36531 | 0.00000 | 170.00 | 10135.35 |
80 | 2010.03.03 10:26 | buy stop | 23 | 1.01 | 1.36820 | 1.36520 | 0.00000 | ||
81 | 2010.03.03 10:26 | sell stop | 24 | 1.01 | 1.36199 | 1.36499 | 0.00000 | ||
82 | 2010.03.03 11:20 | sell | 24 | 1.01 | 1.36199 | 1.36499 | 0.00000 | ||
83 | 2010.03.03 12:20 | s/l | 24 | 1.01 | 1.36499 | 1.36499 | 0.00000 | -303.00 | 9832.35 |
84 | 2010.03.03 16:45 | buy | 23 | 1.01 | 1.36820 | 1.36520 | 0.00000 | ||
85 | 2010.03.03 16:50 | modify | 23 | 1.01 | 1.36820 | 1.36887 | 0.00000 | ||
86 | 2010.03.03 16:52 | s/l | 23 | 1.01 | 1.36887 | 1.36887 | 0.00000 | 67.67 | 9900.02 |
87 | 2010.03.03 16:52 | buy stop | 25 | 0.99 | 1.37205 | 1.36905 | 0.00000 | ||
88 | 2010.03.03 16:52 | sell stop | 26 | 0.99 | 1.36584 | 1.36884 | 0.00000 | ||
89 | 2010.03.03 17:20 | buy | 25 | 0.99 | 1.37205 | 1.36905 | 0.00000 | ||
90 | 2010.03.03 17:20 | modify | 25 | 0.99 | 1.37205 | 1.37209 | 0.00000 | ||
91 | 2010.03.03 17:22 | delete | 26 | 0.99 | 1.36584 | 1.36884 | 0.00000 | ||
92 | 2010.03.03 17:27 | s/l | 25 | 0.99 | 1.37209 | 1.37209 | 0.00000 | 3.96 | 9903.98 |
93 | 2010.03.03 17:27 | buy stop | 27 | 0.99 | 1.37448 | 1.37148 | 0.00000 | ||
94 | 2010.03.03 17:27 | sell stop | 28 | 0.99 | 1.36827 | 1.37127 | 0.00000 | ||
95 | 2010.03.04 04:20 | sell | 28 | 0.99 | 1.36827 | 1.37127 | 0.00000 | ||
96 | 2010.03.04 06:32 | modify | 28 | 0.99 | 1.36827 | 1.36808 | 0.00000 | ||
97 | 2010.03.04 06:35 | delete | 27 | 0.99 | 1.37448 | 1.37148 | 0.00000 | ||
98 | 2010.03.04 06:37 | modify | 28 | 0.99 | 1.36827 | 1.36796 | 0.00000 | ||
99 | 2010.03.04 06:50 | s/l | 28 | 0.99 | 1.36796 | 1.36796 | 0.00000 | 30.69 | 9934.67 |
100 | 2010.03.04 06:50 | buy stop | 29 | 0.99 | 1.37128 | 1.36828 | 0.00000 | ||
101 | 2010.03.04 06:50 | sell stop | 30 | 0.99 | 1.36507 | 1.36807 | 0.00000 | ||
102 | 2010.03.04 07:50 | sell | 30 | 0.99 | 1.36507 | 1.36807 | 0.00000 | ||
103 | 2010.03.04 08:50 | modify | 30 | 0.99 | 1.36507 | 1.36451 | 0.00000 | ||
104 | 2010.03.04 08:52 | delete | 29 | 0.99 | 1.37128 | 1.36828 | 0.00000 | ||
105 | 2010.03.04 08:57 | s/l | 30 | 0.99 | 1.36451 | 1.36451 | 0.00000 | 55.44 | 9990.11 |
106 | 2010.03.04 08:57 | buy stop | 31 | 1.00 | 1.36775 | 1.36475 | 0.00000 | ||
107 | 2010.03.04 08:57 | sell stop | 32 | 1.00 | 1.36154 | 1.36454 | 0.00000 | ||
108 | 2010.03.04 11:20 | buy | 31 | 1.00 | 1.36775 | 1.36475 | 0.00000 | ||
109 | 2010.03.04 12:45 | modify | 31 | 1.00 | 1.36775 | 1.36787 | 0.00000 | ||
110 | 2010.03.04 12:47 | delete | 32 | 1.00 | 1.36154 | 1.36454 | 0.00000 | ||
111 | 2010.03.04 12:50 | modify | 31 | 1.00 | 1.36775 | 1.36842 | 0.00000 | ||
112 | 2010.03.04 12:59 | s/l | 31 | 1.00 | 1.36842 | 1.36842 | 0.00000 | 67.00 | 10057.11 |
113 | 2010.03.04 12:59 | buy stop | 33 | 1.01 | 1.37110 | 1.36810 | 0.00000 | ||
114 | 2010.03.04 12:59 | sell stop | 34 | 1.01 | 1.36489 | 1.36789 | 0.00000 | ||
115 | 2010.03.04 14:37 | sell | 34 | 1.01 | 1.36489 | 1.36789 | 0.00000 | ||
116 | 2010.03.04 14:50 | s/l | 34 | 1.01 | 1.36789 | 1.36789 | 0.00000 | -303.00 | 9754.11 |
117 | 2010.03.12 09:15 | buy | 33 | 1.01 | 1.37110 | 1.36810 | 0.00000 | ||
118 | 2010.03.12 09:20 | modify | 33 | 1.01 | 1.37110 | 1.37112 | 0.00000 | ||
119 | 2010.03.12 09:27 | s/l | 33 | 1.01 | 1.37112 | 1.37112 | 0.00000 | 2.02 | 9756.13 |
120 | 2010.03.12 09:27 | buy stop | 35 | 0.98 | 1.37433 | 1.37133 | 0.00000 | ||
121 | 2010.03.12 09:27 | sell stop | 36 | 0.98 | 1.36812 | 1.37112 | 0.00000 | ||
122 | 2010.03.12 10:40 | buy | 35 | 0.98 | 1.37433 | 1.37133 | 0.00000 | ||
123 | 2010.03.12 10:50 | modify | 35 | 0.98 | 1.37433 | 1.37533 | 0.00000 | ||
124 | 2010.03.12 10:52 | delete | 36 | 0.98 | 1.36812 | 1.37112 | 0.00000 | ||
125 | 2010.03.12 10:57 | s/l | 35 | 0.98 | 1.37533 | 1.37533 | 0.00000 | 98.00 | 9854.13 |
126 | 2010.03.12 10:57 | buy stop | 37 | 0.99 | 1.37808 | 1.37508 | 0.00000 | ||
127 | 2010.03.12 10:57 | sell stop | 38 | 0.99 | 1.37187 | 1.37487 | 0.00000 | ||
128 | 2010.03.12 11:20 | buy | 37 | 0.99 | 1.37808 | 1.37508 | 0.00000 | ||
129 | 2010.03.12 11:32 | modify | 37 | 0.99 | 1.37808 | 1.37842 | 0.00000 | ||
130 | 2010.03.12 11:35 | delete | 38 | 0.99 | 1.37187 | 1.37487 | 0.00000 | ||
131 | 2010.03.12 11:37 | modify | 37 | 0.99 | 1.37808 | 1.37862 | 0.00000 | ||
132 | 2010.03.12 11:45 | s/l | 37 | 0.99 | 1.37862 | 1.37862 | 0.00000 | 53.46 | 9907.59 |
133 | 2010.03.12 11:45 | buy stop | 39 | 0.99 | 1.38144 | 1.37844 | 0.00000 | ||
134 | 2010.03.12 11:45 | sell stop | 40 | 0.99 | 1.37523 | 1.37823 | 0.00000 | ||
135 | 2010.03.12 14:45 | sell | 40 | 0.99 | 1.37523 | 1.37823 | 0.00000 | ||
136 | 2010.03.12 15:32 | modify | 40 | 0.99 | 1.37523 | 1.37485 | 0.00000 | ||
137 | 2010.03.12 15:35 | delete | 39 | 0.99 | 1.38144 | 1.37844 | 0.00000 | ||
138 | 2010.03.12 15:37 | modify | 40 | 0.99 | 1.37523 | 1.37472 | 0.00000 | ||
139 | 2010.03.12 15:45 | s/l | 40 | 0.99 | 1.37472 | 1.37472 | 0.00000 | 50.49 | 9958.08 |
140 | 2010.03.12 15:45 | buy stop | 41 | 1.00 | 1.37775 | 1.37475 | 0.00000 | ||
141 | 2010.03.12 15:45 | sell stop | 42 | 1.00 | 1.37154 | 1.37454 | 0.00000 | ||
142 | 2010.03.12 17:20 | buy | 41 | 1.00 | 1.37775 | 1.37475 | 0.00000 | ||
143 | 2010.03.12 18:07 | s/l | 41 | 1.00 | 1.37475 | 1.37475 | 0.00000 | -300.00 | 9658.08 |
144 | 2010.03.15 10:16 | sell | 42 | 1.00 | 1.37154 | 1.37454 | 0.00000 | ||
145 | 2010.03.15 11:50 | modify | 42 | 1.00 | 1.37154 | 1.37130 | 0.00000 | ||
146 | 2010.03.15 12:10 | s/l | 42 | 1.00 | 1.37130 | 1.37130 | 0.00000 | 24.00 | 9682.08 |
147 | 2010.03.15 12:10 | buy stop | 43 | 0.97 | 1.37471 | 1.37171 | 0.00000 | ||
148 | 2010.03.15 12:10 | sell stop | 44 | 0.97 | 1.36850 | 1.37150 | 0.00000 | ||
149 | 2010.03.15 15:50 | sell | 44 | 0.97 | 1.36850 | 1.37150 | 0.00000 | ||
150 | 2010.03.15 16:10 | modify | 44 | 0.97 | 1.36850 | 1.36847 | 0.00000 | ||
151 | 2010.03.15 16:12 | delete | 43 | 0.97 | 1.37471 | 1.37171 | 0.00000 | ||
152 | 2010.03.15 16:15 | modify | 44 | 0.97 | 1.36850 | 1.36745 | 0.00000 | ||
153 | 2010.03.15 16:20 | modify | 44 | 0.97 | 1.36850 | 1.36609 | 0.00000 | ||
154 | 2010.03.15 16:27 | s/l | 44 | 0.97 | 1.36609 | 1.36609 | 0.00000 | 233.77 | 9915.85 |
155 | 2010.03.15 16:27 | buy stop | 45 | 0.99 | 1.36945 | 1.36645 | 0.00000 | ||
156 | 2010.03.15 16:27 | sell stop | 46 | 0.99 | 1.36324 | 1.36624 | 0.00000 | ||
157 | 2010.03.16 04:45 | buy | 45 | 0.99 | 1.36945 | 1.36645 | 0.00000 | ||
158 | 2010.03.16 08:45 | s/l | 45 | 0.99 | 1.36645 | 1.36645 | 0.00000 | -297.00 | 9618.85 |
159 | 2010.03.18 16:15 | sell | 46 | 0.99 | 1.36324 | 1.36624 | 0.00000 | ||
160 | 2010.03.18 16:20 | modify | 46 | 0.99 | 1.36324 | 1.36181 | 0.00000 | ||
161 | 2010.03.18 16:22 | s/l | 46 | 0.99 | 1.36181 | 1.36181 | 0.00000 | 141.57 | 9760.42 |
162 | 2010.03.18 16:22 | buy stop | 47 | 0.98 | 1.36493 | 1.36193 | 0.00000 | ||
163 | 2010.03.18 16:22 | sell stop | 48 | 0.98 | 1.35872 | 1.36172 | 0.00000 | ||
164 | 2010.03.18 16:50 | sell | 48 | 0.98 | 1.35872 | 1.36172 | 0.00000 | ||
165 | 2010.03.18 17:20 | s/l | 48 | 0.98 | 1.36172 | 1.36172 | 0.00000 | -294.00 | 9466.42 |