Strategy Tester Report
zzz001works
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=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 331.56 | Gross profit | 773.86 | Gross loss | -442.30 |
Profit factor | 1.75 | Expected payoff | 10.36 | ||
Absolute drawdown | 75.20 | Maximal drawdown | 234.40 (2.24%) | Relative drawdown | 2.24% (234.40) |
Total trades | 32 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 16 (43.75%) |
Profit trades (% of total) | 13 (40.63%) | Loss trades (% of total) | 19 (59.38%) | ||
Largest | profit trade | 220.50 | loss trade | -52.30 | |
Average | profit trade | 59.53 | loss trade | -23.28 | |
Maximum | consecutive wins (profit in money) | 3 (35.83) | consecutive losses (loss in money) | 4 (-147.40) | |
Maximal | consecutive profit (count of wins) | 220.53 (2) | consecutive loss (count of losses) | -147.40 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 08:00 | sell | 1 | 0.10 | 1.35970 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 09:00 | close | 1 | 0.10 | 1.36245 | 0.00000 | 0.00000 | -27.50 | 9972.50 |
3 | 2010.03.01 09:00 | buy | 2 | 0.10 | 1.36245 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 12:00 | close | 2 | 0.10 | 1.35939 | 0.00000 | 0.00000 | -30.60 | 9941.90 |
5 | 2010.03.01 12:00 | sell | 3 | 0.10 | 1.35939 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 14:00 | close | 3 | 0.10 | 1.35625 | 0.00000 | 0.00000 | 31.30 | 9973.20 |
7 | 2010.03.02 14:00 | buy | 4 | 0.10 | 1.35625 | 0.00000 | 0.00000 | ||
8 | 2010.03.04 08:00 | close | 4 | 0.10 | 1.36539 | 0.00000 | 0.00000 | 91.12 | 10064.32 |
9 | 2010.03.04 08:00 | sell | 5 | 0.10 | 1.36539 | 0.00000 | 0.00000 | ||
10 | 2010.03.04 12:00 | close | 5 | 0.10 | 1.36740 | 0.00000 | 0.00000 | -20.10 | 10044.22 |
11 | 2010.03.04 12:00 | buy | 6 | 0.10 | 1.36740 | 0.00000 | 0.00000 | ||
12 | 2010.03.04 16:00 | close | 6 | 0.10 | 1.36368 | 0.00000 | 0.00000 | -37.20 | 10007.02 |
13 | 2010.03.04 16:00 | sell | 7 | 0.10 | 1.36368 | 0.00000 | 0.00000 | ||
14 | 2010.03.05 17:00 | close | 7 | 0.10 | 1.36091 | 0.00000 | 0.00000 | 27.60 | 10034.62 |
15 | 2010.03.05 17:00 | buy | 8 | 0.10 | 1.36091 | 0.00000 | 0.00000 | ||
16 | 2010.03.08 18:00 | close | 8 | 0.10 | 1.36121 | 0.00000 | 0.00000 | 2.93 | 10037.55 |
17 | 2010.03.08 18:00 | sell | 9 | 0.10 | 1.36121 | 0.00000 | 0.00000 | ||
18 | 2010.03.10 01:00 | close | 9 | 0.10 | 1.36066 | 0.00000 | 0.00000 | 5.30 | 10042.85 |
19 | 2010.03.10 01:00 | buy | 10 | 0.10 | 1.36066 | 0.00000 | 0.00000 | ||
20 | 2010.03.10 02:00 | close | 10 | 0.10 | 1.35957 | 0.00000 | 0.00000 | -10.90 | 10031.95 |
21 | 2010.03.10 02:00 | sell | 11 | 0.10 | 1.35957 | 0.00000 | 0.00000 | ||
22 | 2010.03.10 05:00 | close | 11 | 0.10 | 1.35995 | 0.00000 | 0.00000 | -3.80 | 10028.15 |
23 | 2010.03.10 05:00 | buy | 12 | 0.10 | 1.35995 | 0.00000 | 0.00000 | ||
24 | 2010.03.10 08:00 | close | 12 | 0.10 | 1.35823 | 0.00000 | 0.00000 | -17.20 | 10010.95 |
25 | 2010.03.10 08:00 | sell | 13 | 0.10 | 1.35823 | 0.00000 | 0.00000 | ||
26 | 2010.03.10 13:00 | close | 13 | 0.10 | 1.36158 | 0.00000 | 0.00000 | -33.50 | 9977.45 |
27 | 2010.03.10 13:00 | buy | 14 | 0.10 | 1.36158 | 0.00000 | 0.00000 | ||
28 | 2010.03.11 16:00 | close | 14 | 0.10 | 1.36360 | 0.00000 | 0.00000 | 19.99 | 9997.44 |
29 | 2010.03.11 16:00 | sell | 15 | 0.10 | 1.36360 | 0.00000 | 0.00000 | ||
30 | 2010.03.11 17:00 | close | 15 | 0.10 | 1.36740 | 0.00000 | 0.00000 | -38.00 | 9959.44 |
31 | 2010.03.11 17:00 | buy | 16 | 0.10 | 1.36740 | 0.00000 | 0.00000 | ||
32 | 2010.03.15 09:00 | close | 16 | 0.10 | 1.37368 | 0.00000 | 0.00000 | 62.66 | 10022.10 |
33 | 2010.03.15 09:00 | sell | 17 | 0.10 | 1.37368 | 0.00000 | 0.00000 | ||
34 | 2010.03.16 11:00 | close | 17 | 0.10 | 1.36942 | 0.00000 | 0.00000 | 42.50 | 10064.60 |
35 | 2010.03.16 11:00 | buy | 18 | 0.10 | 1.36942 | 0.00000 | 0.00000 | ||
36 | 2010.03.16 12:00 | close | 18 | 0.10 | 1.36872 | 0.00000 | 0.00000 | -7.00 | 10057.60 |
37 | 2010.03.16 12:00 | sell | 19 | 0.10 | 1.36872 | 0.00000 | 0.00000 | ||
38 | 2010.03.16 13:00 | close | 19 | 0.10 | 1.37149 | 0.00000 | 0.00000 | -27.70 | 10029.90 |
39 | 2010.03.16 13:00 | buy | 20 | 0.10 | 1.37149 | 0.00000 | 0.00000 | ||
40 | 2010.03.17 15:00 | close | 20 | 0.10 | 1.37533 | 0.00000 | 0.00000 | 38.33 | 10068.23 |
41 | 2010.03.17 15:00 | sell | 21 | 0.10 | 1.37533 | 0.00000 | 0.00000 | ||
42 | 2010.03.17 18:00 | close | 21 | 0.10 | 1.37632 | 0.00000 | 0.00000 | -9.90 | 10058.33 |
43 | 2010.03.17 18:00 | buy | 22 | 0.10 | 1.37632 | 0.00000 | 0.00000 | ||
44 | 2010.03.17 20:00 | close | 22 | 0.10 | 1.37520 | 0.00000 | 0.00000 | -11.20 | 10047.13 |
45 | 2010.03.17 20:00 | sell | 23 | 0.10 | 1.37520 | 0.00000 | 0.00000 | ||
46 | 2010.03.22 17:00 | close | 23 | 0.10 | 1.35310 | 0.00000 | 0.00000 | 220.50 | 10267.63 |
47 | 2010.03.22 17:00 | buy | 24 | 0.10 | 1.35310 | 0.00000 | 0.00000 | ||
48 | 2010.03.23 07:00 | close | 24 | 0.10 | 1.35311 | 0.00000 | 0.00000 | 0.03 | 10267.66 |
49 | 2010.03.23 07:00 | sell | 25 | 0.10 | 1.35311 | 0.00000 | 0.00000 | ||
50 | 2010.03.23 16:00 | close | 25 | 0.10 | 1.35342 | 0.00000 | 0.00000 | -3.10 | 10264.56 |
51 | 2010.03.23 16:00 | buy | 26 | 0.10 | 1.35342 | 0.00000 | 0.00000 | ||
52 | 2010.03.23 18:00 | close | 26 | 0.10 | 1.35170 | 0.00000 | 0.00000 | -17.20 | 10247.36 |
53 | 2010.03.23 18:00 | sell | 27 | 0.10 | 1.35170 | 0.00000 | 0.00000 | ||
54 | 2010.03.25 12:00 | close | 27 | 0.10 | 1.33622 | 0.00000 | 0.00000 | 154.40 | 10401.76 |
55 | 2010.03.25 12:00 | buy | 28 | 0.10 | 1.33622 | 0.00000 | 0.00000 | ||
56 | 2010.03.25 15:00 | close | 28 | 0.10 | 1.33250 | 0.00000 | 0.00000 | -37.20 | 10364.56 |
57 | 2010.03.25 15:00 | sell | 29 | 0.10 | 1.33250 | 0.00000 | 0.00000 | ||
58 | 2010.03.25 16:00 | close | 29 | 0.10 | 1.33569 | 0.00000 | 0.00000 | -31.90 | 10332.66 |
59 | 2010.03.25 16:00 | buy | 30 | 0.10 | 1.33569 | 0.00000 | 0.00000 | ||
60 | 2010.03.25 19:00 | close | 30 | 0.10 | 1.33046 | 0.00000 | 0.00000 | -52.30 | 10280.36 |
61 | 2010.03.25 19:00 | sell | 31 | 0.10 | 1.33046 | 0.00000 | 0.00000 | ||
62 | 2010.03.26 04:00 | close | 31 | 0.10 | 1.33305 | 0.00000 | 0.00000 | -26.00 | 10254.36 |
63 | 2010.03.26 04:00 | buy | 32 | 0.10 | 1.33305 | 0.00000 | 0.00000 | ||
64 | 2010.03.26 21:57 | close at stop | 32 | 0.10 | 1.34077 | 0.00000 | 0.00000 | 77.20 | 10331.56 |