Strategy Tester Report
scalping
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 | SL=57; TP=100; TS=35; UDayChanel=0.004; StartTime=6; EndTime=11; lots=1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3513.00 | Gross profit | 5892.00 | Gross loss | -9405.00 |
Profit factor | 0.63 | Expected payoff | -73.19 | ||
Absolute drawdown | 3905.00 | Maximal drawdown | 3905.00 (39.05%) | Relative drawdown | 39.05% (3905.00) |
Total trades | 48 | Short positions (won %) | 48 (35.42%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 17 (35.42%) | Loss trades (% of total) | 31 (64.58%) | ||
Largest | profit trade | 600.00 | loss trade | -456.00 | |
Average | profit trade | 346.59 | loss trade | -303.39 | |
Maximum | consecutive wins (profit in money) | 2 (800.00) | consecutive losses (loss in money) | 4 (-1425.00) | |
Maximal | consecutive profit (count of wins) | 800.00 (2) | consecutive loss (count of losses) | -1425.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 07:50 | sell | 1 | 8.00 | 1.35855 | 1.35912 | 1.35755 | ||
2 | 2010.03.01 07:52 | s/l | 1 | 8.00 | 1.35912 | 1.35912 | 1.35755 | -456.00 | 9544.00 |
3 | 2010.03.02 07:50 | sell | 2 | 7.00 | 1.35120 | 1.35177 | 1.35020 | ||
4 | 2010.03.02 07:57 | s/l | 2 | 7.00 | 1.35177 | 1.35177 | 1.35020 | -399.00 | 9145.00 |
5 | 2010.03.02 08:02 | sell | 3 | 7.00 | 1.35062 | 1.35119 | 1.34962 | ||
6 | 2010.03.02 08:10 | s/l | 3 | 7.00 | 1.35119 | 1.35119 | 1.34962 | -399.00 | 8746.00 |
7 | 2010.03.02 09:45 | sell | 4 | 6.00 | 1.34979 | 1.35036 | 1.34879 | ||
8 | 2010.03.02 09:50 | t/p | 4 | 6.00 | 1.34879 | 1.35036 | 1.34879 | 600.00 | 9346.00 |
9 | 2010.03.02 09:50 | sell | 5 | 7.00 | 1.34827 | 1.34884 | 1.34727 | ||
10 | 2010.03.02 09:52 | s/l | 5 | 7.00 | 1.34884 | 1.34884 | 1.34727 | -399.00 | 8947.00 |
11 | 2010.03.02 10:10 | sell | 6 | 6.00 | 1.34723 | 1.34780 | 1.34623 | ||
12 | 2010.03.02 10:12 | s/l | 6 | 6.00 | 1.34780 | 1.34780 | 1.34623 | -342.00 | 8605.00 |
13 | 2010.03.02 10:15 | sell | 7 | 6.00 | 1.34559 | 1.34616 | 1.34459 | ||
14 | 2010.03.02 10:17 | s/l | 7 | 6.00 | 1.34616 | 1.34616 | 1.34459 | -342.00 | 8263.00 |
15 | 2010.03.02 10:20 | sell | 8 | 6.00 | 1.34339 | 1.34396 | 1.34239 | ||
16 | 2010.03.02 10:22 | s/l | 8 | 6.00 | 1.34396 | 1.34396 | 1.34239 | -342.00 | 7921.00 |
17 | 2010.03.03 09:15 | sell | 9 | 5.00 | 1.36040 | 1.36097 | 1.35940 | ||
18 | 2010.03.03 09:20 | t/p | 9 | 5.00 | 1.35940 | 1.36097 | 1.35940 | 500.00 | 8421.00 |
19 | 2010.03.03 09:20 | sell | 10 | 6.00 | 1.35921 | 1.35978 | 1.35821 | ||
20 | 2010.03.03 09:22 | s/l | 10 | 6.00 | 1.35978 | 1.35978 | 1.35821 | -342.00 | 8079.00 |
21 | 2010.03.04 06:16 | sell | 11 | 6.00 | 1.36720 | 1.36777 | 1.36620 | ||
22 | 2010.03.04 06:37 | modify | 11 | 6.00 | 1.36720 | 1.36720 | 1.36620 | ||
23 | 2010.03.04 06:40 | s/l | 11 | 6.00 | 1.36720 | 1.36720 | 1.36620 | 0.00 | 8079.00 |
24 | 2010.03.04 07:26 | sell | 12 | 6.00 | 1.36660 | 1.36717 | 1.36560 | ||
25 | 2010.03.04 07:32 | s/l | 12 | 6.00 | 1.36717 | 1.36717 | 1.36560 | -342.00 | 7737.00 |
26 | 2010.03.04 07:40 | sell | 13 | 5.00 | 1.36634 | 1.36691 | 1.36534 | ||
27 | 2010.03.04 07:45 | modify | 13 | 5.00 | 1.36634 | 1.36606 | 1.36534 | ||
28 | 2010.03.04 07:50 | t/p | 13 | 5.00 | 1.36534 | 1.36606 | 1.36534 | 500.00 | 8237.00 |
29 | 2010.03.04 07:50 | sell | 14 | 6.00 | 1.36462 | 1.36519 | 1.36362 | ||
30 | 2010.03.04 07:52 | s/l | 14 | 6.00 | 1.36519 | 1.36519 | 1.36362 | -342.00 | 7895.00 |
31 | 2010.03.04 08:45 | sell | 15 | 5.00 | 1.36454 | 1.36511 | 1.36354 | ||
32 | 2010.03.04 08:50 | t/p | 15 | 5.00 | 1.36354 | 1.36511 | 1.36354 | 500.00 | 8395.00 |
33 | 2010.03.04 08:50 | sell | 16 | 6.00 | 1.36330 | 1.36387 | 1.36230 | ||
34 | 2010.03.04 08:52 | s/l | 16 | 6.00 | 1.36387 | 1.36387 | 1.36230 | -342.00 | 8053.00 |
35 | 2010.03.09 09:50 | sell | 17 | 6.00 | 1.35839 | 1.35896 | 1.35739 | ||
36 | 2010.03.09 09:52 | s/l | 17 | 6.00 | 1.35896 | 1.35896 | 1.35739 | -342.00 | 7711.00 |
37 | 2010.03.09 10:20 | sell | 18 | 5.00 | 1.35797 | 1.35854 | 1.35697 | ||
38 | 2010.03.09 10:27 | s/l | 18 | 5.00 | 1.35854 | 1.35854 | 1.35697 | -285.00 | 7426.00 |
39 | 2010.03.09 10:32 | sell | 19 | 5.00 | 1.35786 | 1.35843 | 1.35686 | ||
40 | 2010.03.09 10:40 | s/l | 19 | 5.00 | 1.35843 | 1.35843 | 1.35686 | -285.00 | 7141.00 |
41 | 2010.03.10 08:15 | sell | 20 | 5.00 | 1.35707 | 1.35764 | 1.35607 | ||
42 | 2010.03.10 08:20 | modify | 20 | 5.00 | 1.35707 | 1.35676 | 1.35607 | ||
43 | 2010.03.10 08:22 | s/l | 20 | 5.00 | 1.35676 | 1.35676 | 1.35607 | 155.00 | 7296.00 |
44 | 2010.03.10 08:45 | sell | 21 | 5.00 | 1.35618 | 1.35675 | 1.35518 | ||
45 | 2010.03.10 08:50 | modify | 21 | 5.00 | 1.35618 | 1.35581 | 1.35518 | ||
46 | 2010.03.10 08:52 | s/l | 21 | 5.00 | 1.35581 | 1.35581 | 1.35518 | 185.00 | 7481.00 |
47 | 2010.03.10 09:02 | sell | 22 | 5.00 | 1.35459 | 1.35516 | 1.35359 | ||
48 | 2010.03.10 09:10 | s/l | 22 | 5.00 | 1.35516 | 1.35516 | 1.35359 | -285.00 | 7196.00 |
49 | 2010.03.15 10:03 | sell | 23 | 5.00 | 1.37255 | 1.37312 | 1.37155 | ||
50 | 2010.03.15 10:10 | modify | 23 | 5.00 | 1.37255 | 1.37242 | 1.37155 | ||
51 | 2010.03.15 10:16 | t/p | 23 | 5.00 | 1.37155 | 1.37242 | 1.37155 | 500.00 | 7696.00 |
52 | 2010.03.15 10:16 | sell | 24 | 5.00 | 1.37120 | 1.37177 | 1.37020 | ||
53 | 2010.03.15 10:26 | s/l | 24 | 5.00 | 1.37177 | 1.37177 | 1.37020 | -285.00 | 7411.00 |
54 | 2010.03.15 10:59 | sell | 25 | 5.00 | 1.37072 | 1.37129 | 1.36972 | ||
55 | 2010.03.15 11:03 | s/l | 25 | 5.00 | 1.37129 | 1.37129 | 1.36972 | -285.00 | 7126.00 |
56 | 2010.03.16 08:50 | sell | 26 | 5.00 | 1.36563 | 1.36620 | 1.36463 | ||
57 | 2010.03.16 08:57 | s/l | 26 | 5.00 | 1.36620 | 1.36620 | 1.36463 | -285.00 | 6841.00 |
58 | 2010.03.17 10:32 | sell | 27 | 4.00 | 1.37607 | 1.37664 | 1.37507 | ||
59 | 2010.03.17 10:40 | s/l | 27 | 4.00 | 1.37664 | 1.37664 | 1.37507 | -228.00 | 6613.00 |
60 | 2010.03.18 06:10 | sell | 28 | 4.00 | 1.36963 | 1.37020 | 1.36863 | ||
61 | 2010.03.18 06:15 | modify | 28 | 4.00 | 1.36963 | 1.36926 | 1.36863 | ||
62 | 2010.03.18 06:20 | t/p | 28 | 4.00 | 1.36863 | 1.36926 | 1.36863 | 400.00 | 7013.00 |
63 | 2010.03.18 06:20 | sell | 29 | 5.00 | 1.36771 | 1.36828 | 1.36671 | ||
64 | 2010.03.18 06:22 | s/l | 29 | 5.00 | 1.36828 | 1.36828 | 1.36671 | -285.00 | 6728.00 |
65 | 2010.03.18 06:45 | sell | 30 | 4.00 | 1.36757 | 1.36814 | 1.36657 | ||
66 | 2010.03.18 06:50 | modify | 30 | 4.00 | 1.36757 | 1.36714 | 1.36657 | ||
67 | 2010.03.18 06:52 | s/l | 30 | 4.00 | 1.36714 | 1.36714 | 1.36657 | 172.00 | 6900.00 |
68 | 2010.03.18 08:20 | sell | 31 | 4.00 | 1.36604 | 1.36661 | 1.36504 | ||
69 | 2010.03.18 08:22 | s/l | 31 | 4.00 | 1.36661 | 1.36661 | 1.36504 | -228.00 | 6672.00 |
70 | 2010.03.18 08:45 | sell | 32 | 4.00 | 1.36568 | 1.36625 | 1.36468 | ||
71 | 2010.03.18 08:50 | modify | 32 | 4.00 | 1.36568 | 1.36524 | 1.36468 | ||
72 | 2010.03.18 08:52 | s/l | 32 | 4.00 | 1.36524 | 1.36524 | 1.36468 | 176.00 | 6848.00 |
73 | 2010.03.19 09:50 | sell | 33 | 4.00 | 1.35780 | 1.35837 | 1.35680 | ||
74 | 2010.03.19 09:52 | s/l | 33 | 4.00 | 1.35837 | 1.35837 | 1.35680 | -228.00 | 6620.00 |
75 | 2010.03.19 10:45 | sell | 34 | 4.00 | 1.35742 | 1.35799 | 1.35642 | ||
76 | 2010.03.19 10:50 | t/p | 34 | 4.00 | 1.35642 | 1.35799 | 1.35642 | 400.00 | 7020.00 |
77 | 2010.03.19 10:50 | sell | 35 | 5.00 | 1.35619 | 1.35676 | 1.35519 | ||
78 | 2010.03.19 10:52 | s/l | 35 | 5.00 | 1.35676 | 1.35676 | 1.35519 | -285.00 | 6735.00 |
79 | 2010.03.23 07:10 | sell | 36 | 4.00 | 1.35276 | 1.35333 | 1.35176 | ||
80 | 2010.03.23 07:20 | modify | 36 | 4.00 | 1.35276 | 1.35225 | 1.35176 | ||
81 | 2010.03.23 07:27 | s/l | 36 | 4.00 | 1.35225 | 1.35225 | 1.35176 | 204.00 | 6939.00 |
82 | 2010.03.23 08:10 | sell | 37 | 4.00 | 1.35160 | 1.35217 | 1.35060 | ||
83 | 2010.03.23 08:15 | modify | 37 | 4.00 | 1.35160 | 1.35157 | 1.35060 | ||
84 | 2010.03.23 08:20 | t/p | 37 | 4.00 | 1.35060 | 1.35157 | 1.35060 | 400.00 | 7339.00 |
85 | 2010.03.23 08:20 | sell | 38 | 5.00 | 1.35049 | 1.35106 | 1.34949 | ||
86 | 2010.03.23 08:27 | s/l | 38 | 5.00 | 1.35106 | 1.35106 | 1.34949 | -285.00 | 7054.00 |
87 | 2010.03.23 08:32 | sell | 39 | 5.00 | 1.35041 | 1.35098 | 1.34941 | ||
88 | 2010.03.23 08:40 | s/l | 39 | 5.00 | 1.35098 | 1.35098 | 1.34941 | -285.00 | 6769.00 |
89 | 2010.03.24 06:05 | sell | 40 | 4.00 | 1.34427 | 1.34484 | 1.34327 | ||
90 | 2010.03.24 06:07 | s/l | 40 | 4.00 | 1.34484 | 1.34484 | 1.34327 | -228.00 | 6541.00 |
91 | 2010.03.24 06:10 | sell | 41 | 4.00 | 1.34345 | 1.34402 | 1.34245 | ||
92 | 2010.03.24 06:15 | t/p | 41 | 4.00 | 1.34245 | 1.34402 | 1.34245 | 400.00 | 6941.00 |
93 | 2010.03.24 06:15 | sell | 42 | 4.00 | 1.34223 | 1.34280 | 1.34123 | ||
94 | 2010.03.24 06:20 | t/p | 42 | 4.00 | 1.34123 | 1.34280 | 1.34123 | 400.00 | 7341.00 |
95 | 2010.03.24 06:20 | sell | 43 | 5.00 | 1.34060 | 1.34117 | 1.33960 | ||
96 | 2010.03.24 06:22 | s/l | 43 | 5.00 | 1.34117 | 1.34117 | 1.33960 | -285.00 | 7056.00 |
97 | 2010.03.24 09:45 | sell | 44 | 5.00 | 1.33938 | 1.33995 | 1.33838 | ||
98 | 2010.03.24 09:47 | s/l | 44 | 5.00 | 1.33995 | 1.33995 | 1.33838 | -285.00 | 6771.00 |
99 | 2010.03.24 09:50 | sell | 45 | 4.00 | 1.33651 | 1.33708 | 1.33551 | ||
100 | 2010.03.24 09:52 | s/l | 45 | 4.00 | 1.33708 | 1.33708 | 1.33551 | -228.00 | 6543.00 |
101 | 2010.03.24 10:20 | sell | 46 | 4.00 | 1.33536 | 1.33593 | 1.33436 | ||
102 | 2010.03.24 10:22 | s/l | 46 | 4.00 | 1.33593 | 1.33593 | 1.33436 | -228.00 | 6315.00 |
103 | 2010.03.25 06:15 | sell | 47 | 4.00 | 1.33016 | 1.33073 | 1.32916 | ||
104 | 2010.03.25 06:20 | t/p | 47 | 4.00 | 1.32916 | 1.33073 | 1.32916 | 400.00 | 6715.00 |
105 | 2010.03.25 06:20 | sell | 48 | 4.00 | 1.32837 | 1.32894 | 1.32737 | ||
106 | 2010.03.25 06:22 | s/l | 48 | 4.00 | 1.32894 | 1.32894 | 1.32737 | -228.00 | 6487.00 |