Strategy Tester Report
Bull Bear
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; StopLoss=30; TakeProfit=40; TrailingStop=5; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 632.10 | Gross profit | 1720.60 | Gross loss | -1088.50 |
Profit factor | 1.58 | Expected payoff | 14.37 | ||
Absolute drawdown | 2287.70 | Maximal drawdown | 3068.00 (28.46%) | Relative drawdown | 28.46% (3068.00) |
Total trades | 44 | Short positions (won %) | 27 (100.00%) | Long positions (won %) | 17 (94.12%) |
Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
Largest | profit trade | 44.00 | loss trade | -1088.50 | |
Average | profit trade | 40.01 | loss trade | -1088.50 | |
Maximum | consecutive wins (profit in money) | 43 (1720.60) | consecutive losses (loss in money) | 1 (-1088.50) | |
Maximal | consecutive profit (count of wins) | 1720.60 (43) | consecutive loss (count of losses) | -1088.50 (1) | |
Average | consecutive wins | 43 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | sell | 1 | 1.00 | 1.36221 | 0.00000 | 1.36180 | ||
2 | 2010.03.01 02:20 | t/p | 1 | 1.00 | 1.36180 | 0.00000 | 1.36180 | 41.00 | 10041.00 |
3 | 2010.03.01 02:22 | sell | 2 | 1.00 | 1.36182 | 0.00000 | 1.36140 | ||
4 | 2010.03.01 03:10 | t/p | 2 | 1.00 | 1.36140 | 0.00000 | 1.36140 | 42.00 | 10083.00 |
5 | 2010.03.01 03:10 | sell | 3 | 1.00 | 1.36102 | 0.00000 | 1.36060 | ||
6 | 2010.03.01 03:20 | t/p | 3 | 1.00 | 1.36060 | 0.00000 | 1.36060 | 42.00 | 10125.00 |
7 | 2010.03.01 03:22 | sell | 4 | 1.00 | 1.36004 | 0.00000 | 1.35960 | ||
8 | 2010.03.01 03:32 | t/p | 4 | 1.00 | 1.35960 | 0.00000 | 1.35960 | 44.00 | 10169.00 |
9 | 2010.03.01 03:32 | sell | 5 | 1.00 | 1.35923 | 0.00000 | 1.35880 | ||
10 | 2010.03.01 07:50 | t/p | 5 | 1.00 | 1.35880 | 0.00000 | 1.35880 | 43.00 | 10212.00 |
11 | 2010.03.01 08:00 | buy | 6 | 1.00 | 1.35991 | 0.00000 | 1.36030 | ||
12 | 2010.03.01 08:35 | t/p | 6 | 1.00 | 1.36030 | 0.00000 | 1.36030 | 39.00 | 10251.00 |
13 | 2010.03.01 08:35 | buy | 7 | 1.00 | 1.36051 | 0.00000 | 1.36090 | ||
14 | 2010.03.01 08:40 | t/p | 7 | 1.00 | 1.36090 | 0.00000 | 1.36090 | 39.00 | 10290.00 |
15 | 2010.03.01 08:40 | sell | 8 | 1.00 | 1.36107 | 0.00000 | 1.36070 | ||
16 | 2010.03.01 11:45 | t/p | 8 | 1.00 | 1.36070 | 0.00000 | 1.36070 | 37.00 | 10327.00 |
17 | 2010.03.01 11:45 | sell | 9 | 1.00 | 1.36024 | 0.00000 | 1.35980 | ||
18 | 2010.03.01 11:50 | t/p | 9 | 1.00 | 1.35980 | 0.00000 | 1.35980 | 44.00 | 10371.00 |
19 | 2010.03.01 11:50 | sell | 10 | 1.00 | 1.35889 | 0.00000 | 1.35850 | ||
20 | 2010.03.01 12:40 | t/p | 10 | 1.00 | 1.35850 | 0.00000 | 1.35850 | 39.00 | 10410.00 |
21 | 2010.03.01 12:40 | buy | 11 | 1.00 | 1.35741 | 0.00000 | 1.35780 | ||
22 | 2010.03.01 12:42 | t/p | 11 | 1.00 | 1.35780 | 0.00000 | 1.35780 | 39.00 | 10449.00 |
23 | 2010.03.01 12:42 | buy | 12 | 1.00 | 1.35807 | 0.00000 | 1.35850 | ||
24 | 2010.03.02 14:45 | t/p | 12 | 1.00 | 1.35850 | 0.00000 | 1.35850 | 42.30 | 10491.30 |
25 | 2010.03.02 15:00 | sell | 13 | 1.00 | 1.35869 | 0.00000 | 1.35830 | ||
26 | 2010.03.02 15:10 | t/p | 13 | 1.00 | 1.35830 | 0.00000 | 1.35830 | 39.00 | 10530.30 |
27 | 2010.03.02 15:10 | sell | 14 | 1.00 | 1.35794 | 0.00000 | 1.35750 | ||
28 | 2010.03.02 15:15 | t/p | 14 | 1.00 | 1.35750 | 0.00000 | 1.35750 | 44.00 | 10574.30 |
29 | 2010.03.02 15:17 | sell | 15 | 1.00 | 1.35747 | 0.00000 | 1.35710 | ||
30 | 2010.03.02 15:20 | t/p | 15 | 1.00 | 1.35710 | 0.00000 | 1.35710 | 37.00 | 10611.30 |
31 | 2010.03.02 15:20 | sell | 16 | 1.00 | 1.35632 | 0.00000 | 1.35590 | ||
32 | 2010.03.02 15:45 | t/p | 16 | 1.00 | 1.35590 | 0.00000 | 1.35590 | 42.00 | 10653.30 |
33 | 2010.03.02 15:47 | sell | 17 | 1.00 | 1.35542 | 0.00000 | 1.35500 | ||
34 | 2010.03.02 15:50 | t/p | 17 | 1.00 | 1.35500 | 0.00000 | 1.35500 | 42.00 | 10695.30 |
35 | 2010.03.02 15:50 | sell | 18 | 1.00 | 1.35363 | 0.00000 | 1.35320 | ||
36 | 2010.03.02 16:15 | t/p | 18 | 1.00 | 1.35320 | 0.00000 | 1.35320 | 43.00 | 10738.30 |
37 | 2010.03.02 16:15 | sell | 19 | 1.00 | 1.35282 | 0.00000 | 1.35240 | ||
38 | 2010.03.02 16:20 | t/p | 19 | 1.00 | 1.35240 | 0.00000 | 1.35240 | 42.00 | 10780.30 |
39 | 2010.03.02 16:20 | sell | 20 | 1.00 | 1.35141 | 0.00000 | 1.35100 | ||
40 | 2010.03.19 15:50 | t/p | 20 | 1.00 | 1.35100 | 0.00000 | 1.35100 | 25.80 | 10806.10 |
41 | 2010.03.19 15:50 | buy | 21 | 1.00 | 1.35092 | 0.00000 | 1.35130 | ||
42 | 2010.03.19 15:57 | t/p | 21 | 1.00 | 1.35130 | 0.00000 | 1.35130 | 38.00 | 10844.10 |
43 | 2010.03.19 15:59 | buy | 22 | 1.00 | 1.35178 | 0.00000 | 1.35220 | ||
44 | 2010.03.19 16:45 | t/p | 22 | 1.00 | 1.35220 | 0.00000 | 1.35220 | 42.00 | 10886.10 |
45 | 2010.03.19 16:45 | buy | 23 | 1.00 | 1.35262 | 0.00000 | 1.35300 | ||
46 | 2010.03.19 17:45 | t/p | 23 | 1.00 | 1.35300 | 0.00000 | 1.35300 | 38.00 | 10924.10 |
47 | 2010.03.19 17:45 | buy | 24 | 1.00 | 1.35381 | 0.00000 | 1.35420 | ||
48 | 2010.03.19 17:50 | t/p | 24 | 1.00 | 1.35420 | 0.00000 | 1.35420 | 39.00 | 10963.10 |
49 | 2010.03.19 17:50 | buy | 25 | 1.00 | 1.35449 | 0.00000 | 1.35490 | ||
50 | 2010.03.22 17:40 | t/p | 25 | 1.00 | 1.35490 | 0.00000 | 1.35490 | 40.30 | 11003.40 |
51 | 2010.03.22 18:00 | sell | 26 | 1.00 | 1.35619 | 0.00000 | 1.35580 | ||
52 | 2010.03.22 18:15 | t/p | 26 | 1.00 | 1.35580 | 0.00000 | 1.35580 | 39.00 | 11042.40 |
53 | 2010.03.22 18:15 | sell | 27 | 1.00 | 1.35541 | 0.00000 | 1.35500 | ||
54 | 2010.03.22 18:20 | t/p | 27 | 1.00 | 1.35500 | 0.00000 | 1.35500 | 41.00 | 11083.40 |
55 | 2010.03.22 18:20 | sell | 28 | 1.00 | 1.35461 | 0.00000 | 1.35420 | ||
56 | 2010.03.22 19:16 | t/p | 28 | 1.00 | 1.35420 | 0.00000 | 1.35420 | 41.00 | 11124.40 |
57 | 2010.03.22 19:20 | sell | 29 | 1.00 | 1.35430 | 0.00000 | 1.35390 | ||
58 | 2010.03.23 06:50 | t/p | 29 | 1.00 | 1.35390 | 0.00000 | 1.35390 | 39.20 | 11163.60 |
59 | 2010.03.23 06:50 | sell | 30 | 1.00 | 1.35292 | 0.00000 | 1.35250 | ||
60 | 2010.03.23 07:20 | t/p | 30 | 1.00 | 1.35250 | 0.00000 | 1.35250 | 42.00 | 11205.60 |
61 | 2010.03.23 07:20 | buy | 31 | 1.00 | 1.35201 | 0.00000 | 1.35240 | ||
62 | 2010.03.23 07:32 | t/p | 31 | 1.00 | 1.35240 | 0.00000 | 1.35240 | 39.00 | 11244.60 |
63 | 2010.03.23 07:32 | buy | 32 | 1.00 | 1.35303 | 0.00000 | 1.35340 | ||
64 | 2010.03.23 10:20 | t/p | 32 | 1.00 | 1.35340 | 0.00000 | 1.35340 | 37.00 | 11281.60 |
65 | 2010.03.23 10:20 | buy | 33 | 1.00 | 1.35361 | 0.00000 | 1.35400 | ||
66 | 2010.03.23 15:15 | t/p | 33 | 1.00 | 1.35400 | 0.00000 | 1.35400 | 39.00 | 11320.60 |
67 | 2010.03.23 16:00 | sell | 34 | 1.00 | 1.35332 | 0.00000 | 1.35290 | ||
68 | 2010.03.23 16:20 | t/p | 34 | 1.00 | 1.35290 | 0.00000 | 1.35290 | 42.00 | 11362.60 |
69 | 2010.03.23 16:20 | sell | 35 | 1.00 | 1.35240 | 0.00000 | 1.35200 | ||
70 | 2010.03.23 17:50 | t/p | 35 | 1.00 | 1.35200 | 0.00000 | 1.35200 | 40.00 | 11402.60 |
71 | 2010.03.23 18:00 | buy | 36 | 1.00 | 1.35191 | 0.00000 | 1.35230 | ||
72 | 2010.03.23 18:02 | t/p | 36 | 1.00 | 1.35230 | 0.00000 | 1.35230 | 39.00 | 11441.60 |
73 | 2010.03.23 18:07 | sell | 37 | 1.00 | 1.35248 | 0.00000 | 1.35210 | ||
74 | 2010.03.23 18:15 | t/p | 37 | 1.00 | 1.35210 | 0.00000 | 1.35210 | 38.00 | 11479.60 |
75 | 2010.03.23 18:15 | sell | 38 | 1.00 | 1.35160 | 0.00000 | 1.35120 | ||
76 | 2010.03.23 18:45 | t/p | 38 | 1.00 | 1.35120 | 0.00000 | 1.35120 | 40.00 | 11519.60 |
77 | 2010.03.23 18:45 | sell | 39 | 1.00 | 1.35032 | 0.00000 | 1.34990 | ||
78 | 2010.03.23 18:50 | t/p | 39 | 1.00 | 1.34990 | 0.00000 | 1.34990 | 42.00 | 11561.60 |
79 | 2010.03.23 18:50 | sell | 40 | 1.00 | 1.34929 | 0.00000 | 1.34890 | ||
80 | 2010.03.23 19:46 | t/p | 40 | 1.00 | 1.34890 | 0.00000 | 1.34890 | 39.00 | 11600.60 |
81 | 2010.03.23 19:50 | buy | 41 | 1.00 | 1.34871 | 0.00000 | 1.34910 | ||
82 | 2010.03.23 20:03 | t/p | 41 | 1.00 | 1.34910 | 0.00000 | 1.34910 | 39.00 | 11639.60 |
83 | 2010.03.23 20:03 | buy | 42 | 1.00 | 1.35019 | 0.00000 | 1.35060 | ||
84 | 2010.03.23 20:10 | t/p | 42 | 1.00 | 1.35060 | 0.00000 | 1.35060 | 41.00 | 11680.60 |
85 | 2010.03.23 20:13 | buy | 43 | 1.00 | 1.35070 | 0.00000 | 1.35110 | ||
86 | 2010.03.23 20:16 | t/p | 43 | 1.00 | 1.35110 | 0.00000 | 1.35110 | 40.00 | 11720.60 |
87 | 2010.03.23 20:16 | buy | 44 | 1.00 | 1.35171 | 0.00000 | 1.35210 | ||
88 | 2010.03.26 21:59 | close at stop | 44 | 1.00 | 1.34086 | 0.00000 | 1.35210 | -1088.50 | 10632.10 |