Strategy Tester Report
Hans123Trader_v3
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 | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=40; | ||||
Bars in test | 1474 | Ticks modelled | 12838 | Modelling quality | n/a |
Mismatched charts errors | 21 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2543.50 | Gross profit | 1812.80 | Gross loss | -4356.30 |
Profit factor | 0.42 | Expected payoff | -149.62 | ||
Absolute drawdown | 2595.80 | Maximal drawdown | 3314.10 (30.92%) | Relative drawdown | 30.92% (3314.10) |
Total trades | 17 | Short positions (won %) | 9 (11.11%) | Long positions (won %) | 8 (25.00%) |
Profit trades (% of total) | 3 (17.65%) | Loss trades (% of total) | 14 (82.35%) | ||
Largest | profit trade | 948.30 | loss trade | -1262.80 | |
Average | profit trade | 604.27 | loss trade | -311.16 | |
Maximum | consecutive wins (profit in money) | 1 (948.30) | consecutive losses (loss in money) | 7 (-1512.00) | |
Maximal | consecutive profit (count of wins) | 948.30 (1) | consecutive loss (count of losses) | -1512.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 10:00 | sell stop | 1 | 1.00 | 1.35727 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 12:40 | sell | 1 | 1.00 | 1.35727 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 13:00 | modify | 1 | 1.00 | 1.35727 | 1.35767 | 0.00000 | ||
4 | 2010.03.01 14:00 | buy stop | 2 | 1.00 | 1.35395 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 14:50 | buy | 2 | 1.00 | 1.35395 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 20:00 | modify | 2 | 1.00 | 1.35395 | 1.35355 | 0.00000 | ||
7 | 2010.03.01 20:50 | s/l | 1 | 1.00 | 1.35767 | 1.35767 | 0.00000 | -40.00 | 9960.00 |
8 | 2010.03.02 00:00 | close | 2 | 1.00 | 1.35681 | 1.35355 | 0.00000 | 285.30 | 10245.30 |
9 | 2010.03.02 10:00 | buy stop | 3 | 1.00 | 1.35125 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 10:00 | sell stop | 4 | 1.00 | 1.34822 | 0.00000 | 0.00000 | ||
11 | 2010.03.02 10:10 | sell | 4 | 1.00 | 1.34822 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 11:40 | buy | 3 | 1.00 | 1.35125 | 0.00000 | 0.00000 | ||
13 | 2010.03.02 12:00 | modify | 3 | 1.00 | 1.35125 | 1.35085 | 0.00000 | ||
14 | 2010.03.02 14:00 | sell stop | 5 | 1.00 | 1.35575 | 0.00000 | 0.00000 | ||
15 | 2010.03.02 14:15 | sell | 5 | 1.00 | 1.35575 | 0.00000 | 0.00000 | ||
16 | 2010.03.02 16:00 | modify | 5 | 1.00 | 1.35575 | 1.35615 | 0.00000 | ||
17 | 2010.03.02 16:50 | s/l | 5 | 1.00 | 1.35615 | 1.35615 | 0.00000 | -40.00 | 10205.30 |
18 | 2010.03.03 00:00 | close | 4 | 1.00 | 1.36084 | 0.00000 | 0.00000 | -1262.80 | 8942.50 |
19 | 2010.03.03 00:00 | close | 3 | 1.00 | 1.36074 | 1.35085 | 0.00000 | 948.30 | 9890.80 |
20 | 2010.03.03 10:00 | sell stop | 6 | 1.00 | 1.36144 | 0.00000 | 0.00000 | ||
21 | 2010.03.03 11:20 | sell | 6 | 1.00 | 1.36144 | 0.00000 | 0.00000 | ||
22 | 2010.03.03 14:00 | sell stop | 7 | 1.00 | 1.36013 | 0.00000 | 0.00000 | ||
23 | 2010.03.03 23:59 | expiration | 7 | 1.00 | 1.36013 | 0.00000 | 0.00000 | ||
24 | 2010.03.04 00:00 | close | 6 | 1.00 | 1.36953 | 0.00000 | 0.00000 | -811.40 | 9079.40 |
25 | 2010.03.04 14:00 | buy stop | 8 | 1.00 | 1.37034 | 0.00000 | 0.00000 | ||
26 | 2010.03.04 14:00 | sell stop | 9 | 1.00 | 1.35581 | 0.00000 | 0.00000 | ||
27 | 2010.03.04 17:50 | sell | 9 | 1.00 | 1.35581 | 0.00000 | 0.00000 | ||
28 | 2010.03.04 23:59 | expiration | 8 | 1.00 | 1.37034 | 0.00000 | 0.00000 | ||
29 | 2010.03.05 00:00 | close | 9 | 1.00 | 1.35798 | 0.00000 | 0.00000 | -217.80 | 8861.60 |
30 | 2010.03.05 14:00 | buy stop | 10 | 1.00 | 1.37362 | 0.00000 | 0.00000 | ||
31 | 2010.03.05 14:00 | sell stop | 11 | 1.00 | 1.34334 | 0.00000 | 0.00000 | ||
32 | 2010.03.08 00:00 | expiration | 10 | 1.00 | 1.37362 | 0.00000 | 0.00000 | ||
33 | 2010.03.08 00:00 | expiration | 11 | 1.00 | 1.34334 | 0.00000 | 0.00000 | ||
34 | 2010.03.08 14:00 | buy stop | 12 | 1.00 | 1.37034 | 0.00000 | 0.00000 | ||
35 | 2010.03.08 14:00 | sell stop | 13 | 1.00 | 1.35711 | 0.00000 | 0.00000 | ||
36 | 2010.03.08 23:59 | expiration | 12 | 1.00 | 1.37034 | 0.00000 | 0.00000 | ||
37 | 2010.03.08 23:59 | expiration | 13 | 1.00 | 1.35711 | 0.00000 | 0.00000 | ||
38 | 2010.03.09 14:00 | buy stop | 14 | 1.00 | 1.35977 | 0.00000 | 0.00000 | ||
39 | 2010.03.09 18:59 | buy | 14 | 1.00 | 1.35977 | 0.00000 | 0.00000 | ||
40 | 2010.03.09 19:00 | modify | 14 | 1.00 | 1.35977 | 1.35937 | 0.00000 | ||
41 | 2010.03.09 20:50 | s/l | 14 | 1.00 | 1.35937 | 1.35937 | 0.00000 | -40.00 | 8821.60 |
42 | 2010.03.10 10:00 | buy stop | 15 | 1.00 | 1.36462 | 0.00000 | 0.00000 | ||
43 | 2010.03.10 16:40 | buy | 15 | 1.00 | 1.36462 | 0.00000 | 0.00000 | ||
44 | 2010.03.10 17:00 | modify | 15 | 1.00 | 1.36462 | 1.36422 | 0.00000 | ||
45 | 2010.03.10 17:46 | s/l | 15 | 1.00 | 1.36422 | 1.36422 | 0.00000 | -40.00 | 8781.60 |
46 | 2010.03.11 10:00 | sell stop | 16 | 1.00 | 1.36137 | 0.00000 | 0.00000 | ||
47 | 2010.03.11 14:00 | sell stop | 17 | 1.00 | 1.36234 | 0.00000 | 0.00000 | ||
48 | 2010.03.11 23:59 | expiration | 16 | 1.00 | 1.36137 | 0.00000 | 0.00000 | ||
49 | 2010.03.11 23:59 | expiration | 17 | 1.00 | 1.36234 | 0.00000 | 0.00000 | ||
50 | 2010.03.12 10:00 | sell stop | 18 | 1.00 | 1.36085 | 0.00000 | 0.00000 | ||
51 | 2010.03.12 14:00 | sell stop | 19 | 1.00 | 1.35704 | 0.00000 | 0.00000 | ||
52 | 2010.03.15 00:00 | expiration | 18 | 1.00 | 1.36085 | 0.00000 | 0.00000 | ||
53 | 2010.03.15 00:00 | expiration | 19 | 1.00 | 1.35704 | 0.00000 | 0.00000 | ||
54 | 2010.03.15 10:00 | buy stop | 20 | 1.00 | 1.37849 | 0.00000 | 0.00000 | ||
55 | 2010.03.15 10:00 | sell stop | 21 | 1.00 | 1.36414 | 0.00000 | 0.00000 | ||
56 | 2010.03.15 17:07 | sell | 21 | 1.00 | 1.36414 | 0.00000 | 0.00000 | ||
57 | 2010.03.15 23:59 | expiration | 20 | 1.00 | 1.37849 | 0.00000 | 0.00000 | ||
58 | 2010.03.16 00:00 | close | 21 | 1.00 | 1.36736 | 0.00000 | 0.00000 | -322.80 | 8458.80 |
59 | 2010.03.16 10:00 | buy stop | 22 | 1.00 | 1.37761 | 0.00000 | 0.00000 | ||
60 | 2010.03.16 10:00 | sell stop | 23 | 1.00 | 1.36390 | 0.00000 | 0.00000 | ||
61 | 2010.03.16 14:00 | sell stop | 24 | 1.00 | 1.36624 | 0.00000 | 0.00000 | ||
62 | 2010.03.16 19:20 | buy | 22 | 1.00 | 1.37761 | 0.00000 | 0.00000 | ||
63 | 2010.03.16 21:00 | modify | 22 | 1.00 | 1.37761 | 1.37721 | 0.00000 | ||
64 | 2010.03.16 21:10 | s/l | 22 | 1.00 | 1.37721 | 1.37721 | 0.00000 | -40.00 | 8418.80 |
65 | 2010.03.16 23:59 | expiration | 23 | 1.00 | 1.36390 | 0.00000 | 0.00000 | ||
66 | 2010.03.16 23:59 | expiration | 24 | 1.00 | 1.36624 | 0.00000 | 0.00000 | ||
67 | 2010.03.17 10:00 | sell stop | 25 | 1.00 | 1.36725 | 0.00000 | 0.00000 | ||
68 | 2010.03.17 14:00 | buy stop | 26 | 1.00 | 1.37624 | 0.00000 | 0.00000 | ||
69 | 2010.03.17 14:02 | buy | 26 | 1.00 | 1.37624 | 0.00000 | 0.00000 | ||
70 | 2010.03.17 18:00 | modify | 26 | 1.00 | 1.37624 | 1.37584 | 0.00000 | ||
71 | 2010.03.17 19:40 | s/l | 26 | 1.00 | 1.37584 | 1.37584 | 0.00000 | -40.00 | 8378.80 |
72 | 2010.03.17 23:59 | expiration | 25 | 1.00 | 1.36725 | 0.00000 | 0.00000 | ||
73 | 2010.03.18 10:00 | buy stop | 27 | 1.00 | 1.37013 | 0.00000 | 0.00000 | ||
74 | 2010.03.18 14:00 | buy stop | 28 | 1.00 | 1.37735 | 0.00000 | 0.00000 | ||
75 | 2010.03.18 23:59 | expiration | 27 | 1.00 | 1.37013 | 0.00000 | 0.00000 | ||
76 | 2010.03.18 23:59 | expiration | 28 | 1.00 | 1.37735 | 0.00000 | 0.00000 | ||
77 | 2010.03.19 10:00 | buy stop | 29 | 1.00 | 1.37810 | 0.00000 | 0.00000 | ||
78 | 2010.03.19 10:00 | sell stop | 30 | 1.00 | 1.35775 | 0.00000 | 0.00000 | ||
79 | 2010.03.19 10:45 | sell | 30 | 1.00 | 1.35775 | 0.00000 | 0.00000 | ||
80 | 2010.03.19 11:00 | modify | 30 | 1.00 | 1.35775 | 1.35815 | 0.00000 | ||
81 | 2010.03.19 14:00 | buy stop | 31 | 1.00 | 1.37917 | 0.00000 | 0.00000 | ||
82 | 2010.03.22 00:00 | expiration | 29 | 1.00 | 1.37810 | 0.00000 | 0.00000 | ||
83 | 2010.03.22 00:00 | expiration | 31 | 1.00 | 1.37917 | 0.00000 | 0.00000 | ||
84 | 2010.03.22 00:00 | close | 30 | 1.00 | 1.35195 | 1.35815 | 0.00000 | 579.20 | 8958.00 |
85 | 2010.03.22 14:00 | buy stop | 32 | 1.00 | 1.36887 | 0.00000 | 0.00000 | ||
86 | 2010.03.22 14:00 | sell stop | 33 | 1.00 | 1.34696 | 0.00000 | 0.00000 | ||
87 | 2010.03.22 14:02 | sell | 33 | 1.00 | 1.34696 | 0.00000 | 0.00000 | ||
88 | 2010.03.22 23:59 | expiration | 32 | 1.00 | 1.36887 | 0.00000 | 0.00000 | ||
89 | 2010.03.23 00:00 | close | 33 | 1.00 | 1.35591 | 0.00000 | 0.00000 | -895.80 | 8062.20 |
90 | 2010.03.23 10:00 | buy stop | 34 | 1.00 | 1.36961 | 0.00000 | 0.00000 | ||
91 | 2010.03.23 10:00 | sell stop | 35 | 1.00 | 1.35194 | 0.00000 | 0.00000 | ||
92 | 2010.03.23 10:02 | sell | 35 | 1.00 | 1.35194 | 0.00000 | 0.00000 | ||
93 | 2010.03.23 12:00 | modify | 35 | 1.00 | 1.35194 | 1.35234 | 0.00000 | ||
94 | 2010.03.23 14:00 | buy stop | 36 | 1.00 | 1.35433 | 0.00000 | 0.00000 | ||
95 | 2010.03.23 14:15 | s/l | 35 | 1.00 | 1.35234 | 1.35234 | 0.00000 | -40.00 | 8022.20 |
96 | 2010.03.23 15:15 | buy | 36 | 1.00 | 1.35433 | 0.00000 | 0.00000 | ||
97 | 2010.03.23 23:59 | expiration | 34 | 1.00 | 1.36961 | 0.00000 | 0.00000 | ||
98 | 2010.03.24 00:00 | close | 36 | 1.00 | 1.34908 | 0.00000 | 0.00000 | -525.70 | 7496.50 |
99 | 2010.03.24 10:00 | buy stop | 37 | 1.00 | 1.36247 | 0.00000 | 0.00000 | ||
100 | 2010.03.24 14:00 | buy stop | 38 | 1.00 | 1.35145 | 0.00000 | 0.00000 | ||
101 | 2010.03.24 23:59 | expiration | 37 | 1.00 | 1.36247 | 0.00000 | 0.00000 | ||
102 | 2010.03.24 23:59 | expiration | 38 | 1.00 | 1.35145 | 0.00000 | 0.00000 | ||
103 | 2010.03.25 10:00 | buy stop | 39 | 1.00 | 1.33585 | 0.00000 | 0.00000 | ||
104 | 2010.03.25 11:45 | buy | 39 | 1.00 | 1.33585 | 0.00000 | 0.00000 | ||
105 | 2010.03.25 12:00 | modify | 39 | 1.00 | 1.33585 | 1.33545 | 0.00000 | ||
106 | 2010.03.25 12:50 | s/l | 39 | 1.00 | 1.33545 | 1.33545 | 0.00000 | -40.00 | 7456.50 |