Strategy Tester Report
DayImpulse
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=0.4; takeprofit=200; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 296.69 | Gross profit | 2563.63 | Gross loss | -2266.94 |
Profit factor | 1.13 | Expected payoff | 12.36 | ||
Absolute drawdown | 250.00 | Maximal drawdown | 250.00 (2.50%) | Relative drawdown | 2.50% (250.00) |
Total trades | 24 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 21 (87.50%) | Loss trades (% of total) | 3 (12.50%) | ||
Largest | profit trade | 2278.21 | loss trade | -2262.60 | |
Average | profit trade | 122.08 | loss trade | -755.65 | |
Maximum | consecutive wins (profit in money) | 14 (282.12) | consecutive losses (loss in money) | 1 (-2262.60) | |
Maximal | consecutive profit (count of wins) | 2278.21 (1) | consecutive loss (count of losses) | -2262.60 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 14:00 | sell | 1 | 0.40 | 1.35069 | 0.00000 | 1.34869 | ||
2 | 2010.03.01 15:20 | buy | 2 | 0.50 | 1.35490 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 15:20 | modify | 1 | 0.40 | 1.35069 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 16:00 | close | 1 | 0.40 | 1.35067 | 0.00000 | 0.00000 | 0.80 | 10000.80 |
5 | 2010.03.01 16:00 | sell | 3 | 0.60 | 1.35058 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 16:15 | modify | 3 | 0.60 | 1.35058 | 1.35058 | 0.00000 | ||
7 | 2010.03.01 17:20 | s/l | 3 | 0.60 | 1.35058 | 1.35058 | 0.00000 | 0.00 | 10000.80 |
8 | 2010.03.01 17:20 | sell | 4 | 0.60 | 1.35162 | 0.00000 | 0.00000 | ||
9 | 2010.03.01 17:22 | modify | 4 | 0.60 | 1.35162 | 1.35162 | 0.00000 | ||
10 | 2010.03.01 17:50 | s/l | 4 | 0.60 | 1.35162 | 1.35162 | 0.00000 | 0.00 | 10000.80 |
11 | 2010.03.01 17:52 | sell | 5 | 0.60 | 1.35165 | 0.00000 | 0.00000 | ||
12 | 2010.03.01 17:57 | modify | 5 | 0.60 | 1.35165 | 1.35165 | 0.00000 | ||
13 | 2010.03.01 18:10 | s/l | 5 | 0.60 | 1.35165 | 1.35165 | 0.00000 | 0.00 | 10000.80 |
14 | 2010.03.01 18:12 | sell | 6 | 0.60 | 1.35185 | 0.00000 | 0.00000 | ||
15 | 2010.03.01 19:40 | close | 2 | 0.50 | 1.35495 | 0.00000 | 0.00000 | 2.50 | 10003.30 |
16 | 2010.03.01 19:40 | buy | 7 | 0.70 | 1.35504 | 0.00000 | 0.00000 | ||
17 | 2010.03.01 19:45 | modify | 7 | 0.70 | 1.35504 | 1.35504 | 0.00000 | ||
18 | 2010.03.01 20:02 | s/l | 7 | 0.70 | 1.35504 | 1.35504 | 0.00000 | 0.00 | 10003.30 |
19 | 2010.03.01 20:02 | buy | 8 | 0.70 | 1.35481 | 0.00000 | 0.00000 | ||
20 | 2010.03.01 20:10 | modify | 8 | 0.70 | 1.35481 | 1.35481 | 0.00000 | ||
21 | 2010.03.02 01:45 | s/l | 8 | 0.70 | 1.35481 | 1.35481 | 0.00000 | -0.49 | 10002.81 |
22 | 2010.03.02 01:47 | buy | 9 | 0.70 | 1.35461 | 0.00000 | 0.00000 | ||
23 | 2010.03.02 05:20 | close | 6 | 0.60 | 1.35139 | 0.00000 | 0.00000 | 27.12 | 10029.93 |
24 | 2010.03.02 05:20 | sell | 10 | 0.80 | 1.35130 | 0.00000 | 0.00000 | ||
25 | 2010.03.02 08:02 | modify | 10 | 0.80 | 1.35130 | 1.35130 | 0.00000 | ||
26 | 2010.03.02 08:10 | s/l | 10 | 0.80 | 1.35130 | 1.35130 | 0.00000 | 0.00 | 10029.93 |
27 | 2010.03.02 08:10 | sell | 11 | 0.80 | 1.35129 | 0.00000 | 0.00000 | ||
28 | 2010.03.02 09:20 | modify | 11 | 0.80 | 1.35129 | 1.35129 | 0.00000 | ||
29 | 2010.03.02 09:22 | s/l | 11 | 0.80 | 1.35129 | 1.35129 | 0.00000 | 0.00 | 10029.93 |
30 | 2010.03.02 09:22 | sell | 12 | 0.80 | 1.35150 | 0.00000 | 0.00000 | ||
31 | 2010.03.02 09:40 | modify | 12 | 0.80 | 1.35150 | 1.35150 | 0.00000 | ||
32 | 2010.03.02 11:40 | s/l | 12 | 0.80 | 1.35150 | 1.35150 | 0.00000 | 0.00 | 10029.93 |
33 | 2010.03.02 11:40 | sell | 13 | 0.80 | 1.35189 | 0.00000 | 0.00000 | ||
34 | 2010.03.02 11:43 | modify | 13 | 0.80 | 1.35189 | 1.35189 | 0.00000 | ||
35 | 2010.03.02 11:46 | s/l | 13 | 0.80 | 1.35189 | 1.35189 | 0.00000 | 0.00 | 10029.93 |
36 | 2010.03.02 11:50 | sell | 14 | 0.80 | 1.35226 | 0.00000 | 0.00000 | ||
37 | 2010.03.02 11:56 | modify | 14 | 0.80 | 1.35226 | 1.35226 | 0.00000 | ||
38 | 2010.03.02 11:59 | s/l | 14 | 0.80 | 1.35226 | 1.35226 | 0.00000 | 0.00 | 10029.93 |
39 | 2010.03.02 12:02 | sell | 15 | 0.80 | 1.35223 | 0.00000 | 0.00000 | ||
40 | 2010.03.02 12:50 | close | 9 | 0.70 | 1.35531 | 0.00000 | 0.00000 | 49.00 | 10078.93 |
41 | 2010.03.02 12:50 | buy | 16 | 0.90 | 1.35540 | 0.00000 | 0.00000 | ||
42 | 2010.03.02 13:15 | modify | 16 | 0.90 | 1.35540 | 1.35540 | 0.00000 | ||
43 | 2010.03.02 14:20 | s/l | 16 | 0.90 | 1.35540 | 1.35540 | 0.00000 | 0.00 | 10078.93 |
44 | 2010.03.02 14:20 | buy | 17 | 0.90 | 1.35460 | 0.00000 | 0.00000 | ||
45 | 2010.03.02 14:22 | modify | 17 | 0.90 | 1.35460 | 1.35460 | 0.00000 | ||
46 | 2010.03.02 15:50 | s/l | 17 | 0.90 | 1.35460 | 1.35460 | 0.00000 | 0.00 | 10078.93 |
47 | 2010.03.02 15:52 | buy | 18 | 0.90 | 1.35444 | 0.00000 | 0.00000 | ||
48 | 2010.03.02 15:57 | modify | 18 | 0.90 | 1.35444 | 1.35444 | 0.00000 | ||
49 | 2010.03.02 16:10 | s/l | 18 | 0.90 | 1.35444 | 1.35444 | 0.00000 | 0.00 | 10078.93 |
50 | 2010.03.02 16:12 | buy | 19 | 0.90 | 1.35433 | 0.00000 | 0.00000 | ||
51 | 2010.03.02 16:20 | close | 15 | 0.80 | 1.35150 | 0.00000 | 0.00000 | 58.40 | 10137.33 |
52 | 2010.03.02 16:20 | sell | 20 | 1.00 | 1.35141 | 0.00000 | 0.00000 | ||
53 | 2010.03.02 16:45 | close | 19 | 0.90 | 1.35597 | 0.00000 | 0.00000 | 147.60 | 10284.93 |
54 | 2010.03.02 16:45 | buy | 21 | 1.10 | 1.35606 | 0.00000 | 0.00000 | ||
55 | 2010.03.02 16:50 | modify | 21 | 1.10 | 1.35606 | 1.35606 | 0.00000 | ||
56 | 2010.03.02 16:57 | s/l | 21 | 1.10 | 1.35606 | 1.35606 | 0.00000 | 0.00 | 10284.93 |
57 | 2010.03.02 16:57 | buy | 22 | 1.10 | 1.35551 | 0.00000 | 0.00000 | ||
58 | 2010.03.02 16:59 | modify | 22 | 1.10 | 1.35551 | 1.35551 | 0.00000 | ||
59 | 2010.03.02 17:02 | s/l | 22 | 1.10 | 1.35551 | 1.35551 | 0.00000 | 0.00 | 10284.93 |
60 | 2010.03.02 17:05 | buy | 23 | 1.10 | 1.35317 | 0.00000 | 0.00000 | ||
61 | 2010.03.02 17:10 | modify | 23 | 1.10 | 1.35317 | 1.35317 | 0.00000 | ||
62 | 2010.03.05 14:50 | s/l | 23 | 1.10 | 1.35317 | 1.35317 | 0.00000 | -3.85 | 10281.08 |
63 | 2010.03.05 14:50 | buy | 24 | 1.10 | 1.35309 | 0.00000 | 0.00000 | ||
64 | 2010.03.05 14:52 | modify | 24 | 1.10 | 1.35309 | 1.35309 | 0.00000 | ||
65 | 2010.03.12 10:20 | close | 24 | 1.10 | 1.37385 | 1.35309 | 0.00000 | 2278.21 | 12559.29 |
66 | 2010.03.12 10:20 | close | 20 | 1.00 | 1.37394 | 0.00000 | 0.00000 | -2262.60 | 10296.69 |