Strategy Tester Report
starter
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; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; MAPeriod=120; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -233.64 | Gross profit | 1929.90 | Gross loss | -2163.54 |
Profit factor | 0.89 | Expected payoff | -3.07 | ||
Absolute drawdown | 591.54 | Maximal drawdown | 1312.26 (12.24%) | Relative drawdown | 12.24% (1312.26) |
Total trades | 76 | Short positions (won %) | 45 (95.56%) | Long positions (won %) | 31 (90.32%) |
Profit trades (% of total) | 71 (93.42%) | Loss trades (% of total) | 5 (6.58%) | ||
Largest | profit trade | 179.40 | loss trade | -727.02 | |
Average | profit trade | 27.18 | loss trade | -432.71 | |
Maximum | consecutive wins (profit in money) | 20 (582.12) | consecutive losses (loss in money) | 1 (-727.02) | |
Maximal | consecutive profit (count of wins) | 720.12 (15) | consecutive loss (count of losses) | -727.02 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 06:02 | buy | 1 | 0.60 | 1.36046 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 06:15 | close | 1 | 0.60 | 1.36072 | 0.00000 | 0.00000 | 15.60 | 10015.60 |
3 | 2010.03.01 06:37 | buy | 2 | 0.60 | 1.36057 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 06:40 | close | 2 | 0.60 | 1.36099 | 0.00000 | 0.00000 | 25.20 | 10040.80 |
5 | 2010.03.01 07:20 | buy | 3 | 0.60 | 1.36130 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 08:45 | close | 3 | 0.60 | 1.36183 | 0.00000 | 0.00000 | 31.80 | 10072.60 |
7 | 2010.03.01 23:00 | sell | 4 | 0.60 | 1.35593 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 01:15 | close | 4 | 0.60 | 1.35565 | 0.00000 | 0.00000 | 16.32 | 10088.92 |
9 | 2010.03.02 01:37 | sell | 5 | 0.60 | 1.35611 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 01:40 | close | 5 | 0.60 | 1.35526 | 0.00000 | 0.00000 | 51.00 | 10139.92 |
11 | 2010.03.02 16:02 | sell | 6 | 0.60 | 1.35495 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 16:05 | close | 6 | 0.60 | 1.35480 | 0.00000 | 0.00000 | 9.00 | 10148.92 |
13 | 2010.03.02 16:07 | sell | 7 | 0.60 | 1.35530 | 0.00000 | 0.00000 | ||
14 | 2010.03.02 16:10 | close | 7 | 0.60 | 1.35410 | 0.00000 | 0.00000 | 72.00 | 10220.92 |
15 | 2010.03.02 16:45 | sell | 8 | 0.60 | 1.35597 | 0.00000 | 0.00000 | ||
16 | 2010.03.02 16:47 | close | 8 | 0.60 | 1.35563 | 0.00000 | 0.00000 | 20.40 | 10241.32 |
17 | 2010.03.02 16:50 | sell | 9 | 0.60 | 1.35760 | 0.00000 | 0.00000 | ||
18 | 2010.03.02 16:52 | close | 9 | 0.60 | 1.35672 | 0.00000 | 0.00000 | 52.80 | 10294.12 |
19 | 2010.03.02 16:55 | sell | 10 | 0.60 | 1.35706 | 0.00000 | 0.00000 | ||
20 | 2010.03.02 16:57 | close | 10 | 0.60 | 1.35563 | 0.00000 | 0.00000 | 85.80 | 10379.92 |
21 | 2010.03.02 16:59 | sell | 11 | 0.60 | 1.35589 | 0.00000 | 0.00000 | ||
22 | 2010.03.02 17:02 | close | 11 | 0.60 | 1.35290 | 0.00000 | 0.00000 | 179.40 | 10559.32 |
23 | 2010.03.02 17:15 | sell | 12 | 0.60 | 1.35546 | 0.00000 | 0.00000 | ||
24 | 2010.03.02 17:17 | close | 12 | 0.60 | 1.35527 | 0.00000 | 0.00000 | 11.40 | 10570.72 |
25 | 2010.03.02 17:20 | sell | 13 | 0.60 | 1.35665 | 0.00000 | 0.00000 | ||
26 | 2010.03.02 17:22 | close | 13 | 0.60 | 1.35607 | 0.00000 | 0.00000 | 34.80 | 10605.52 |
27 | 2010.03.02 17:25 | sell | 14 | 0.60 | 1.35625 | 0.00000 | 0.00000 | ||
28 | 2010.03.02 17:27 | close | 14 | 0.60 | 1.35527 | 0.00000 | 0.00000 | 58.80 | 10664.32 |
29 | 2010.03.02 17:27 | sell | 15 | 0.60 | 1.35629 | 0.00000 | 0.00000 | ||
30 | 2010.03.02 17:50 | close | 15 | 0.60 | 1.35536 | 0.00000 | 0.00000 | 55.80 | 10720.12 |
31 | 2010.03.02 17:52 | sell | 16 | 0.60 | 1.35558 | 0.00000 | 0.00000 | ||
32 | 2010.03.03 11:17 | close | 16 | 0.60 | 1.36269 | 0.00000 | 0.00000 | -427.08 | 10293.04 |
33 | 2010.03.03 11:47 | buy | 17 | 0.60 | 1.36277 | 0.00000 | 0.00000 | ||
34 | 2010.03.03 11:50 | close | 17 | 0.60 | 1.36311 | 0.00000 | 0.00000 | 20.40 | 10313.44 |
35 | 2010.03.03 11:57 | buy | 18 | 0.60 | 1.36277 | 0.00000 | 0.00000 | ||
36 | 2010.03.03 12:10 | close | 18 | 0.60 | 1.36347 | 0.00000 | 0.00000 | 42.00 | 10355.44 |
37 | 2010.03.04 07:20 | buy | 19 | 0.60 | 1.36743 | 0.00000 | 0.00000 | ||
38 | 2010.03.04 11:20 | close | 19 | 0.60 | 1.36809 | 0.00000 | 0.00000 | 39.60 | 10395.04 |
39 | 2010.03.05 06:50 | sell | 20 | 0.60 | 1.35958 | 0.00000 | 0.00000 | ||
40 | 2010.03.05 06:59 | close | 20 | 0.60 | 1.35936 | 0.00000 | 0.00000 | 13.20 | 10408.24 |
41 | 2010.03.05 07:00 | sell | 21 | 0.60 | 1.35918 | 0.00000 | 0.00000 | ||
42 | 2010.03.05 07:10 | close | 21 | 0.60 | 1.35863 | 0.00000 | 0.00000 | 33.00 | 10441.24 |
43 | 2010.03.05 08:59 | sell | 22 | 0.60 | 1.35901 | 0.00000 | 0.00000 | ||
44 | 2010.03.05 09:15 | close | 22 | 0.60 | 1.35858 | 0.00000 | 0.00000 | 25.80 | 10467.04 |
45 | 2010.03.05 10:00 | sell | 23 | 0.60 | 1.35944 | 0.00000 | 0.00000 | ||
46 | 2010.03.05 10:20 | close | 23 | 0.60 | 1.35918 | 0.00000 | 0.00000 | 15.60 | 10482.64 |
47 | 2010.03.05 10:22 | sell | 24 | 0.60 | 1.35928 | 0.00000 | 0.00000 | ||
48 | 2010.03.05 10:37 | close | 24 | 0.60 | 1.35910 | 0.00000 | 0.00000 | 10.80 | 10493.44 |
49 | 2010.03.05 10:40 | sell | 25 | 0.60 | 1.35936 | 0.00000 | 0.00000 | ||
50 | 2010.03.05 11:00 | close | 25 | 0.60 | 1.35921 | 0.00000 | 0.00000 | 9.00 | 10502.44 |
51 | 2010.03.05 11:02 | sell | 26 | 0.60 | 1.35910 | 0.00000 | 0.00000 | ||
52 | 2010.03.05 11:15 | close | 26 | 0.60 | 1.35898 | 0.00000 | 0.00000 | 7.20 | 10509.64 |
53 | 2010.03.05 11:32 | sell | 27 | 0.60 | 1.35961 | 0.00000 | 0.00000 | ||
54 | 2010.03.05 11:45 | close | 27 | 0.60 | 1.35921 | 0.00000 | 0.00000 | 24.00 | 10533.64 |
55 | 2010.03.05 11:47 | sell | 28 | 0.60 | 1.35910 | 0.00000 | 0.00000 | ||
56 | 2010.03.05 11:50 | close | 28 | 0.60 | 1.35880 | 0.00000 | 0.00000 | 18.00 | 10551.64 |
57 | 2010.03.05 12:10 | sell | 29 | 0.60 | 1.35915 | 0.00000 | 0.00000 | ||
58 | 2010.03.05 12:20 | close | 29 | 0.60 | 1.35872 | 0.00000 | 0.00000 | 25.80 | 10577.44 |
59 | 2010.03.08 14:20 | buy | 30 | 0.60 | 1.36550 | 0.00000 | 0.00000 | ||
60 | 2010.03.08 14:27 | close | 30 | 0.60 | 1.36585 | 0.00000 | 0.00000 | 21.00 | 10598.44 |
61 | 2010.03.08 14:27 | buy | 31 | 0.60 | 1.36582 | 0.00000 | 0.00000 | ||
62 | 2010.03.08 14:45 | close | 31 | 0.60 | 1.36620 | 0.00000 | 0.00000 | 22.80 | 10621.24 |
63 | 2010.03.08 20:00 | buy | 32 | 0.60 | 1.36306 | 0.00000 | 0.00000 | ||
64 | 2010.03.08 20:20 | close | 32 | 0.60 | 1.36332 | 0.00000 | 0.00000 | 15.60 | 10636.84 |
65 | 2010.03.08 20:22 | buy | 33 | 0.60 | 1.36336 | 0.00000 | 0.00000 | ||
66 | 2010.03.08 21:10 | close | 33 | 0.60 | 1.36358 | 0.00000 | 0.00000 | 13.20 | 10650.04 |
67 | 2010.03.08 21:12 | buy | 34 | 0.60 | 1.36369 | 0.00000 | 0.00000 | ||
68 | 2010.03.08 21:15 | close | 34 | 0.60 | 1.36388 | 0.00000 | 0.00000 | 11.40 | 10661.44 |
69 | 2010.03.08 21:17 | buy | 35 | 0.60 | 1.36399 | 0.00000 | 0.00000 | ||
70 | 2010.03.08 21:20 | close | 35 | 0.60 | 1.36417 | 0.00000 | 0.00000 | 10.80 | 10672.24 |
71 | 2010.03.08 21:27 | buy | 36 | 0.60 | 1.36399 | 0.00000 | 0.00000 | ||
72 | 2010.03.09 21:00 | close | 36 | 0.60 | 1.35895 | 0.00000 | 0.00000 | -302.82 | 10369.42 |
73 | 2010.03.09 21:10 | sell | 37 | 0.60 | 1.35912 | 0.00000 | 0.00000 | ||
74 | 2010.03.10 03:32 | close | 37 | 0.60 | 1.35899 | 0.00000 | 0.00000 | 7.32 | 10376.74 |
75 | 2010.03.11 04:00 | buy | 38 | 0.60 | 1.36436 | 0.00000 | 0.00000 | ||
76 | 2010.03.11 06:15 | close | 38 | 0.60 | 1.36459 | 0.00000 | 0.00000 | 13.80 | 10390.54 |
77 | 2010.03.11 08:00 | buy | 39 | 0.60 | 1.36381 | 0.00000 | 0.00000 | ||
78 | 2010.03.11 08:02 | close | 39 | 0.60 | 1.36420 | 0.00000 | 0.00000 | 23.40 | 10413.94 |
79 | 2010.03.11 08:10 | buy | 40 | 0.60 | 1.36388 | 0.00000 | 0.00000 | ||
80 | 2010.03.11 09:26 | close | 40 | 0.60 | 1.36420 | 0.00000 | 0.00000 | 19.20 | 10433.14 |
81 | 2010.03.11 09:37 | buy | 41 | 0.60 | 1.36402 | 0.00000 | 0.00000 | ||
82 | 2010.03.11 09:40 | close | 41 | 0.60 | 1.36459 | 0.00000 | 0.00000 | 34.20 | 10467.34 |
83 | 2010.03.15 05:07 | buy | 42 | 0.60 | 1.37331 | 0.00000 | 0.00000 | ||
84 | 2010.03.15 05:10 | close | 42 | 0.60 | 1.37346 | 0.00000 | 0.00000 | 9.00 | 10476.34 |
85 | 2010.03.15 06:00 | buy | 43 | 0.60 | 1.37381 | 0.00000 | 0.00000 | ||
86 | 2010.03.15 06:10 | close | 43 | 0.60 | 1.37393 | 0.00000 | 0.00000 | 7.20 | 10483.54 |
87 | 2010.03.15 06:12 | buy | 44 | 0.60 | 1.37407 | 0.00000 | 0.00000 | ||
88 | 2010.03.15 06:20 | close | 44 | 0.60 | 1.37438 | 0.00000 | 0.00000 | 18.60 | 10502.14 |
89 | 2010.03.15 06:22 | buy | 45 | 0.60 | 1.37444 | 0.00000 | 0.00000 | ||
90 | 2010.03.15 07:50 | close | 45 | 0.60 | 1.37466 | 0.00000 | 0.00000 | 13.20 | 10515.34 |
91 | 2010.03.15 09:10 | buy | 46 | 0.60 | 1.37420 | 0.00000 | 0.00000 | ||
92 | 2010.03.15 09:15 | close | 46 | 0.60 | 1.37440 | 0.00000 | 0.00000 | 12.00 | 10527.34 |
93 | 2010.03.15 09:40 | buy | 47 | 0.60 | 1.37437 | 0.00000 | 0.00000 | ||
94 | 2010.03.16 04:50 | close | 47 | 0.60 | 1.36969 | 0.00000 | 0.00000 | -281.22 | 10246.12 |
95 | 2010.03.17 16:00 | buy | 48 | 0.60 | 1.37513 | 0.00000 | 0.00000 | ||
96 | 2010.03.17 17:15 | close | 48 | 0.60 | 1.37535 | 0.00000 | 0.00000 | 13.20 | 10259.32 |
97 | 2010.03.17 17:17 | buy | 49 | 0.60 | 1.37537 | 0.00000 | 0.00000 | ||
98 | 2010.03.17 17:20 | close | 49 | 0.60 | 1.37592 | 0.00000 | 0.00000 | 33.00 | 10292.32 |
99 | 2010.03.17 17:22 | buy | 50 | 0.60 | 1.37575 | 0.00000 | 0.00000 | ||
100 | 2010.03.17 17:27 | close | 50 | 0.60 | 1.37588 | 0.00000 | 0.00000 | 7.80 | 10300.12 |
101 | 2010.03.17 17:30 | buy | 51 | 0.60 | 1.37608 | 0.00000 | 0.00000 | ||
102 | 2010.03.17 17:50 | close | 51 | 0.60 | 1.37629 | 0.00000 | 0.00000 | 12.60 | 10312.72 |
103 | 2010.03.17 17:52 | buy | 52 | 0.60 | 1.37623 | 0.00000 | 0.00000 | ||
104 | 2010.03.17 18:10 | close | 52 | 0.60 | 1.37636 | 0.00000 | 0.00000 | 7.80 | 10320.52 |
105 | 2010.03.17 23:00 | buy | 53 | 0.60 | 1.37367 | 0.00000 | 0.00000 | ||
106 | 2010.03.17 23:20 | close | 53 | 0.60 | 1.37384 | 0.00000 | 0.00000 | 10.20 | 10330.72 |
107 | 2010.03.17 23:22 | buy | 54 | 0.60 | 1.37394 | 0.00000 | 0.00000 | ||
108 | 2010.03.18 00:37 | close | 54 | 0.60 | 1.37406 | 0.00000 | 0.00000 | 5.94 | 10336.66 |
109 | 2010.03.18 00:40 | buy | 55 | 0.60 | 1.37408 | 0.00000 | 0.00000 | ||
110 | 2010.03.19 06:00 | close | 55 | 0.60 | 1.36197 | 0.00000 | 0.00000 | -727.02 | 9609.64 |
111 | 2010.03.19 06:10 | sell | 56 | 0.60 | 1.36194 | 0.00000 | 0.00000 | ||
112 | 2010.03.19 06:50 | close | 56 | 0.60 | 1.36161 | 0.00000 | 0.00000 | 19.80 | 9629.44 |
113 | 2010.03.19 06:59 | sell | 57 | 0.60 | 1.36210 | 0.00000 | 0.00000 | ||
114 | 2010.03.19 07:10 | close | 57 | 0.60 | 1.36177 | 0.00000 | 0.00000 | 19.80 | 9649.24 |
115 | 2010.03.22 12:00 | sell | 58 | 0.60 | 1.35277 | 0.00000 | 0.00000 | ||
116 | 2010.03.22 12:15 | close | 58 | 0.60 | 1.35246 | 0.00000 | 0.00000 | 18.60 | 9667.84 |
117 | 2010.03.22 12:17 | sell | 59 | 0.60 | 1.35241 | 0.00000 | 0.00000 | ||
118 | 2010.03.22 12:20 | close | 59 | 0.60 | 1.35182 | 0.00000 | 0.00000 | 35.40 | 9703.24 |
119 | 2010.03.22 12:27 | sell | 60 | 0.60 | 1.35225 | 0.00000 | 0.00000 | ||
120 | 2010.03.22 12:27 | close | 60 | 0.60 | 1.35191 | 0.00000 | 0.00000 | 20.40 | 9723.64 |
121 | 2010.03.22 20:00 | sell | 61 | 0.60 | 1.35426 | 0.00000 | 0.00000 | ||
122 | 2010.03.23 06:45 | close | 61 | 0.60 | 1.35403 | 0.00000 | 0.00000 | 13.32 | 9736.96 |
123 | 2010.03.23 18:02 | sell | 62 | 0.60 | 1.35235 | 0.00000 | 0.00000 | ||
124 | 2010.03.23 18:10 | close | 62 | 0.60 | 1.35218 | 0.00000 | 0.00000 | 10.20 | 9747.16 |
125 | 2010.03.23 18:12 | sell | 63 | 0.60 | 1.35210 | 0.00000 | 0.00000 | ||
126 | 2010.03.23 18:15 | close | 63 | 0.60 | 1.35181 | 0.00000 | 0.00000 | 17.40 | 9764.56 |
127 | 2010.03.23 18:37 | sell | 64 | 0.60 | 1.35212 | 0.00000 | 0.00000 | ||
128 | 2010.03.23 18:40 | close | 64 | 0.60 | 1.35130 | 0.00000 | 0.00000 | 49.20 | 9813.76 |
129 | 2010.03.25 06:07 | sell | 65 | 0.60 | 1.33329 | 0.00000 | 0.00000 | ||
130 | 2010.03.25 06:10 | close | 65 | 0.60 | 1.33171 | 0.00000 | 0.00000 | 94.80 | 9908.56 |
131 | 2010.03.25 14:00 | sell | 66 | 0.60 | 1.33530 | 0.00000 | 0.00000 | ||
132 | 2010.03.25 14:15 | close | 66 | 0.60 | 1.33496 | 0.00000 | 0.00000 | 20.40 | 9928.96 |
133 | 2010.03.25 14:17 | sell | 67 | 0.60 | 1.33498 | 0.00000 | 0.00000 | ||
134 | 2010.03.25 14:20 | close | 67 | 0.60 | 1.33406 | 0.00000 | 0.00000 | 55.20 | 9984.16 |
135 | 2010.03.25 14:27 | sell | 68 | 0.60 | 1.33475 | 0.00000 | 0.00000 | ||
136 | 2010.03.25 14:30 | close | 68 | 0.60 | 1.33436 | 0.00000 | 0.00000 | 23.40 | 10007.56 |
137 | 2010.03.25 14:32 | sell | 69 | 0.60 | 1.33450 | 0.00000 | 0.00000 | ||
138 | 2010.03.25 14:40 | close | 69 | 0.60 | 1.33408 | 0.00000 | 0.00000 | 25.20 | 10032.76 |
139 | 2010.03.25 15:45 | sell | 70 | 0.60 | 1.33517 | 0.00000 | 0.00000 | ||
140 | 2010.03.25 15:47 | close | 70 | 0.60 | 1.33497 | 0.00000 | 0.00000 | 12.00 | 10044.76 |
141 | 2010.03.25 16:00 | sell | 71 | 0.60 | 1.33559 | 0.00000 | 0.00000 | ||
142 | 2010.03.25 16:15 | close | 71 | 0.60 | 1.33546 | 0.00000 | 0.00000 | 7.80 | 10052.56 |
143 | 2010.03.25 16:17 | sell | 72 | 0.60 | 1.33543 | 0.00000 | 0.00000 | ||
144 | 2010.03.25 16:20 | close | 72 | 0.60 | 1.33474 | 0.00000 | 0.00000 | 41.40 | 10093.96 |
145 | 2010.03.25 16:22 | sell | 73 | 0.60 | 1.33489 | 0.00000 | 0.00000 | ||
146 | 2010.03.25 16:45 | close | 73 | 0.60 | 1.33430 | 0.00000 | 0.00000 | 35.40 | 10129.36 |
147 | 2010.03.25 17:45 | sell | 74 | 0.60 | 1.33497 | 0.00000 | 0.00000 | ||
148 | 2010.03.25 17:59 | close | 74 | 0.60 | 1.33442 | 0.00000 | 0.00000 | 33.00 | 10162.36 |
149 | 2010.03.26 06:00 | sell | 75 | 0.60 | 1.33345 | 0.00000 | 0.00000 | ||
150 | 2010.03.26 08:32 | close | 75 | 0.60 | 1.33296 | 0.00000 | 0.00000 | 29.40 | 10191.76 |
151 | 2010.03.26 08:40 | sell | 76 | 0.60 | 1.33398 | 0.00000 | 0.00000 | ||
152 | 2010.03.26 21:59 | close at stop | 76 | 0.60 | 1.34107 | 0.00000 | 0.00000 | -425.40 | 9766.36 |