Strategy Tester Report
Avpb
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=1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -902.00 | Gross profit | 906.00 | Gross loss | -1808.00 |
| Profit factor | 0.50 | Expected payoff | -30.07 | ||
| Absolute drawdown | 1565.00 | Maximal drawdown | 1770.00 (17.34%) | Relative drawdown | 17.34% (1770.00) |
| Total trades | 30 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 173.00 | loss trade | -337.00 | |
| Average | profit trade | 47.68 | loss trade | -164.36 | |
| Maximum | consecutive wins (profit in money) | 9 (626.00) | consecutive losses (loss in money) | 5 (-645.00) | |
| Maximal | consecutive profit (count of wins) | 626.00 (9) | consecutive loss (count of losses) | -645.00 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 02:57 | sell | 1 | 1.00 | 1.36195 | 1.36573 | 1.34603 | ||
| 2 | 2010.03.01 03:05 | modify | 1 | 1.00 | 1.36195 | 1.36187 | 1.34603 | ||
| 3 | 2010.03.01 03:07 | s/l | 1 | 1.00 | 1.36187 | 1.36187 | 1.34603 | 8.00 | 10008.00 |
| 4 | 2010.03.01 09:55 | buy | 2 | 1.00 | 1.36352 | 1.36033 | 1.36402 | ||
| 5 | 2010.03.01 10:10 | t/p | 2 | 1.00 | 1.36402 | 1.36033 | 1.36402 | 50.00 | 10058.00 |
| 6 | 2010.03.01 11:55 | sell | 3 | 1.00 | 1.35923 | 1.36618 | 1.34603 | ||
| 7 | 2010.03.01 12:35 | modify | 3 | 1.00 | 1.35923 | 1.35898 | 1.34603 | ||
| 8 | 2010.03.01 12:37 | s/l | 3 | 1.00 | 1.35898 | 1.35898 | 1.34603 | 25.00 | 10083.00 |
| 9 | 2010.03.03 08:37 | sell | 4 | 1.00 | 1.36119 | 1.36425 | 1.33668 | ||
| 10 | 2010.03.03 09:15 | modify | 4 | 1.00 | 1.36119 | 1.36086 | 1.33668 | ||
| 11 | 2010.03.03 09:17 | s/l | 4 | 1.00 | 1.36086 | 1.36086 | 1.33668 | 33.00 | 10116.00 |
| 12 | 2010.03.04 15:52 | sell | 5 | 1.00 | 1.36317 | 1.36965 | 1.35304 | ||
| 13 | 2010.03.04 16:10 | modify | 5 | 1.00 | 1.36317 | 1.36300 | 1.35304 | ||
| 14 | 2010.03.04 16:12 | s/l | 5 | 1.00 | 1.36300 | 1.36300 | 1.35304 | 17.00 | 10133.00 |
| 15 | 2010.03.05 07:15 | sell | 6 | 1.00 | 1.35773 | 1.35993 | 1.34526 | ||
| 16 | 2010.03.05 07:20 | modify | 6 | 1.00 | 1.35773 | 1.35726 | 1.34526 | ||
| 17 | 2010.03.05 07:22 | s/l | 6 | 1.00 | 1.35726 | 1.35726 | 1.34526 | 47.00 | 10180.00 |
| 18 | 2010.03.05 07:22 | sell | 7 | 1.00 | 1.35726 | 1.35998 | 1.34526 | ||
| 19 | 2010.03.05 08:00 | close | 7 | 1.00 | 1.35856 | 1.35998 | 1.34526 | -130.00 | 10050.00 |
| 20 | 2010.03.05 13:50 | sell | 8 | 1.00 | 1.35791 | 1.35964 | 1.34526 | ||
| 21 | 2010.03.05 14:00 | close | 8 | 1.00 | 1.35830 | 1.35964 | 1.34526 | -39.00 | 10011.00 |
| 22 | 2010.03.05 14:50 | sell | 9 | 1.00 | 1.35300 | 1.35929 | 1.34526 | ||
| 23 | 2010.03.05 15:00 | close | 9 | 1.00 | 1.35603 | 1.35929 | 1.34526 | -303.00 | 9708.00 |
| 24 | 2010.03.08 15:40 | buy | 10 | 1.00 | 1.36867 | 1.36509 | 1.36917 | ||
| 25 | 2010.03.08 16:00 | close | 10 | 1.00 | 1.36742 | 1.36509 | 1.36917 | -125.00 | 9583.00 |
| 26 | 2010.03.09 04:55 | buy | 11 | 1.00 | 1.36363 | 1.36035 | 1.36458 | ||
| 27 | 2010.03.09 05:00 | close | 11 | 1.00 | 1.36315 | 1.36035 | 1.36458 | -48.00 | 9535.00 |
| 28 | 2010.03.10 07:47 | sell | 12 | 1.00 | 1.35898 | 1.36088 | 1.34932 | ||
| 29 | 2010.03.10 07:50 | modify | 12 | 1.00 | 1.35898 | 1.35866 | 1.34932 | ||
| 30 | 2010.03.10 07:52 | s/l | 12 | 1.00 | 1.35866 | 1.35866 | 1.34932 | 32.00 | 9567.00 |
| 31 | 2010.03.10 07:52 | sell | 13 | 1.00 | 1.35851 | 1.36091 | 1.34932 | ||
| 32 | 2010.03.10 08:05 | modify | 13 | 1.00 | 1.35851 | 1.35848 | 1.34932 | ||
| 33 | 2010.03.10 08:07 | s/l | 13 | 1.00 | 1.35848 | 1.35848 | 1.34932 | 3.00 | 9570.00 |
| 34 | 2010.03.10 10:55 | buy | 14 | 1.00 | 1.35948 | 1.35555 | 1.35998 | ||
| 35 | 2010.03.10 11:00 | close | 14 | 1.00 | 1.35823 | 1.35555 | 1.35998 | -125.00 | 9445.00 |
| 36 | 2010.03.11 09:52 | buy | 15 | 1.00 | 1.36542 | 1.36169 | 1.36592 | ||
| 37 | 2010.03.11 10:46 | t/p | 15 | 1.00 | 1.36592 | 1.36169 | 1.36592 | 50.00 | 9495.00 |
| 38 | 2010.03.11 14:50 | sell | 16 | 1.00 | 1.36317 | 1.36980 | 1.34910 | ||
| 39 | 2010.03.11 15:00 | close | 16 | 1.00 | 1.36481 | 1.36980 | 1.34910 | -164.00 | 9331.00 |
| 40 | 2010.03.11 15:59 | sell | 17 | 1.00 | 1.36359 | 1.36628 | 1.34910 | ||
| 41 | 2010.03.11 16:20 | s/l | 17 | 1.00 | 1.36628 | 1.36628 | 1.34910 | -269.00 | 9062.00 |
| 42 | 2010.03.12 02:50 | sell | 18 | 1.00 | 1.36690 | 1.36913 | 1.35951 | ||
| 43 | 2010.03.12 03:00 | close | 18 | 1.00 | 1.36782 | 1.36913 | 1.35951 | -92.00 | 8970.00 |
| 44 | 2010.03.16 08:45 | sell | 19 | 1.00 | 1.36624 | 1.36928 | 1.35598 | ||
| 45 | 2010.03.16 08:50 | modify | 19 | 1.00 | 1.36624 | 1.36609 | 1.35598 | ||
| 46 | 2010.03.16 08:52 | s/l | 19 | 1.00 | 1.36609 | 1.36609 | 1.35598 | 15.00 | 8985.00 |
| 47 | 2010.03.16 08:52 | sell | 20 | 1.00 | 1.36594 | 1.36931 | 1.35598 | ||
| 48 | 2010.03.16 10:45 | s/l | 20 | 1.00 | 1.36931 | 1.36931 | 1.35598 | -337.00 | 8648.00 |
| 49 | 2010.03.19 07:37 | sell | 21 | 1.00 | 1.35985 | 1.36266 | 1.34902 | ||
| 50 | 2010.03.19 08:00 | close | 21 | 1.00 | 1.36161 | 1.36266 | 1.34902 | -176.00 | 8472.00 |
| 51 | 2010.03.19 09:47 | sell | 22 | 1.00 | 1.35999 | 1.36337 | 1.34902 | ||
| 52 | 2010.03.19 09:50 | modify | 22 | 1.00 | 1.35999 | 1.35826 | 1.34902 | ||
| 53 | 2010.03.19 09:52 | s/l | 22 | 1.00 | 1.35826 | 1.35826 | 1.34902 | 173.00 | 8645.00 |
| 54 | 2010.03.19 09:52 | sell | 23 | 1.00 | 1.35868 | 1.36346 | 1.34902 | ||
| 55 | 2010.03.19 10:45 | modify | 23 | 1.00 | 1.35868 | 1.35788 | 1.34902 | ||
| 56 | 2010.03.19 10:47 | s/l | 23 | 1.00 | 1.35788 | 1.35788 | 1.34902 | 80.00 | 8725.00 |
| 57 | 2010.03.22 09:47 | buy | 24 | 1.00 | 1.35370 | 1.35012 | 1.35527 | ||
| 58 | 2010.03.22 09:50 | modify | 24 | 1.00 | 1.35370 | 1.35398 | 1.35527 | ||
| 59 | 2010.03.22 09:52 | s/l | 24 | 1.00 | 1.35398 | 1.35398 | 1.35527 | 28.00 | 8753.00 |
| 60 | 2010.03.22 09:52 | buy | 25 | 1.00 | 1.35407 | 1.35010 | 1.35527 | ||
| 61 | 2010.03.22 10:03 | modify | 25 | 1.00 | 1.35407 | 1.35422 | 1.35527 | ||
| 62 | 2010.03.22 10:10 | modify | 25 | 1.00 | 1.35407 | 1.35432 | 1.35527 | ||
| 63 | 2010.03.22 10:13 | s/l | 25 | 1.00 | 1.35432 | 1.35432 | 1.35527 | 25.00 | 8778.00 |
| 64 | 2010.03.23 06:45 | sell | 26 | 1.00 | 1.35382 | 1.35647 | 1.34246 | ||
| 65 | 2010.03.23 06:50 | modify | 26 | 1.00 | 1.35382 | 1.35338 | 1.34246 | ||
| 66 | 2010.03.23 06:52 | s/l | 26 | 1.00 | 1.35338 | 1.35338 | 1.34246 | 44.00 | 8822.00 |
| 67 | 2010.03.23 06:52 | sell | 27 | 1.00 | 1.35337 | 1.35651 | 1.34246 | ||
| 68 | 2010.03.23 07:10 | modify | 27 | 1.00 | 1.35337 | 1.35322 | 1.34246 | ||
| 69 | 2010.03.23 07:15 | modify | 27 | 1.00 | 1.35337 | 1.35286 | 1.34246 | ||
| 70 | 2010.03.23 07:20 | modify | 27 | 1.00 | 1.35337 | 1.35231 | 1.34246 | ||
| 71 | 2010.03.23 07:27 | s/l | 27 | 1.00 | 1.35231 | 1.35231 | 1.34246 | 106.00 | 8928.00 |
| 72 | 2010.03.23 15:52 | buy | 28 | 1.00 | 1.35384 | 1.34973 | 1.35434 | ||
| 73 | 2010.03.23 15:57 | modify | 28 | 1.00 | 1.35384 | 1.35391 | 1.35434 | ||
| 74 | 2010.03.23 15:59 | s/l | 28 | 1.00 | 1.35391 | 1.35391 | 1.35434 | 7.00 | 8935.00 |
| 75 | 2010.03.25 18:59 | sell | 29 | 1.00 | 1.33043 | 1.33639 | 1.31866 | ||
| 76 | 2010.03.25 19:15 | modify | 29 | 1.00 | 1.33043 | 1.33004 | 1.31866 | ||
| 77 | 2010.03.25 19:20 | modify | 29 | 1.00 | 1.33043 | 1.32930 | 1.31866 | ||
| 78 | 2010.03.25 19:22 | s/l | 29 | 1.00 | 1.32930 | 1.32930 | 1.31866 | 113.00 | 9048.00 |
| 79 | 2010.03.26 03:47 | buy | 30 | 1.00 | 1.33297 | 1.32977 | 1.33347 | ||
| 80 | 2010.03.26 04:50 | t/p | 30 | 1.00 | 1.33347 | 1.32977 | 1.33347 | 50.00 | 9098.00 |