Strategy Tester Report
starter_eurusd_!_2stor
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=0.058; DecreaseFactor=5000; Stop=3; MAPeriod=12; Lm=0.23; Lb=0.77; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 614.50 | Gross profit | 2937.36 | Gross loss | -2322.86 |
Profit factor | 1.26 | Expected payoff | 8.91 | ||
Absolute drawdown | 762.59 | Maximal drawdown | 2631.45 (22.17%) | Relative drawdown | 22.17% (2631.45) |
Total trades | 69 | Short positions (won %) | 40 (95.00%) | Long positions (won %) | 29 (96.55%) |
Profit trades (% of total) | 66 (95.65%) | Loss trades (% of total) | 3 (4.35%) | ||
Largest | profit trade | 189.60 | loss trade | -1928.94 | |
Average | profit trade | 44.51 | loss trade | -774.29 | |
Maximum | consecutive wins (profit in money) | 38 (1868.86) | consecutive losses (loss in money) | 1 (-1928.94) | |
Maximal | consecutive profit (count of wins) | 1868.86 (38) | consecutive loss (count of losses) | -1928.94 (1) | |
Average | consecutive wins | 17 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 07:00 | buy | 1 | 1.20 | 1.36181 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 08:50 | close | 1 | 1.20 | 1.36260 | 0.00000 | 0.00000 | 94.80 | 10094.80 |
3 | 2010.03.01 09:37 | buy | 2 | 1.20 | 1.36172 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 09:40 | close | 2 | 1.20 | 1.36241 | 0.00000 | 0.00000 | 82.80 | 10177.60 |
5 | 2010.03.02 01:20 | sell | 3 | 1.20 | 1.35500 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 01:45 | close | 3 | 1.20 | 1.35447 | 0.00000 | 0.00000 | 63.60 | 10241.20 |
7 | 2010.03.02 01:47 | sell | 4 | 1.20 | 1.35452 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 01:50 | close | 4 | 1.20 | 1.35341 | 0.00000 | 0.00000 | 133.20 | 10374.40 |
9 | 2010.03.02 12:02 | buy | 5 | 1.20 | 1.35244 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 12:10 | close | 5 | 1.20 | 1.35317 | 0.00000 | 0.00000 | 87.60 | 10462.00 |
11 | 2010.03.02 12:37 | buy | 6 | 1.20 | 1.35260 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 12:40 | close | 6 | 1.20 | 1.35372 | 0.00000 | 0.00000 | 134.40 | 10596.40 |
13 | 2010.03.02 16:40 | sell | 7 | 1.20 | 1.35433 | 0.00000 | 0.00000 | ||
14 | 2010.03.02 16:42 | close | 7 | 1.20 | 1.35400 | 0.00000 | 0.00000 | 39.60 | 10636.00 |
15 | 2010.03.02 16:45 | sell | 8 | 1.20 | 1.35597 | 0.00000 | 0.00000 | ||
16 | 2010.03.02 16:47 | close | 8 | 1.20 | 1.35563 | 0.00000 | 0.00000 | 40.80 | 10676.80 |
17 | 2010.03.03 11:15 | buy | 9 | 1.20 | 1.36247 | 0.00000 | 0.00000 | ||
18 | 2010.03.03 11:45 | close | 9 | 1.20 | 1.36270 | 0.00000 | 0.00000 | 27.60 | 10704.40 |
19 | 2010.03.03 11:47 | buy | 10 | 1.20 | 1.36277 | 0.00000 | 0.00000 | ||
20 | 2010.03.03 11:50 | close | 10 | 1.20 | 1.36311 | 0.00000 | 0.00000 | 40.80 | 10745.20 |
21 | 2010.03.03 11:57 | buy | 11 | 1.20 | 1.36277 | 0.00000 | 0.00000 | ||
22 | 2010.03.03 12:10 | close | 11 | 1.20 | 1.36347 | 0.00000 | 0.00000 | 84.00 | 10829.20 |
23 | 2010.03.04 12:00 | buy | 12 | 1.30 | 1.36751 | 0.00000 | 0.00000 | ||
24 | 2010.03.04 12:15 | close | 12 | 1.30 | 1.36793 | 0.00000 | 0.00000 | 54.60 | 10883.80 |
25 | 2010.03.04 12:37 | buy | 13 | 1.30 | 1.36760 | 0.00000 | 0.00000 | ||
26 | 2010.03.04 12:40 | close | 13 | 1.30 | 1.36831 | 0.00000 | 0.00000 | 92.30 | 10976.10 |
27 | 2010.03.05 06:00 | sell | 14 | 1.30 | 1.35900 | 0.00000 | 0.00000 | ||
28 | 2010.03.05 07:10 | close | 14 | 1.30 | 1.35863 | 0.00000 | 0.00000 | 48.10 | 11024.20 |
29 | 2010.03.05 07:12 | sell | 15 | 1.30 | 1.35865 | 0.00000 | 0.00000 | ||
30 | 2010.03.05 07:15 | close | 15 | 1.30 | 1.35794 | 0.00000 | 0.00000 | 92.30 | 11116.50 |
31 | 2010.03.05 07:50 | sell | 16 | 1.30 | 1.35855 | 0.00000 | 0.00000 | ||
32 | 2010.03.05 07:52 | close | 16 | 1.30 | 1.35848 | 0.00000 | 0.00000 | 9.10 | 11125.60 |
33 | 2010.03.05 08:07 | sell | 17 | 1.30 | 1.35860 | 0.00000 | 0.00000 | ||
34 | 2010.03.05 08:10 | close | 17 | 1.30 | 1.35835 | 0.00000 | 0.00000 | 32.50 | 11158.10 |
35 | 2010.03.05 08:45 | sell | 18 | 1.30 | 1.35858 | 0.00000 | 0.00000 | ||
36 | 2010.03.05 09:20 | close | 18 | 1.30 | 1.35770 | 0.00000 | 0.00000 | 114.40 | 11272.50 |
37 | 2010.03.05 09:40 | sell | 19 | 1.30 | 1.35924 | 0.00000 | 0.00000 | ||
38 | 2010.03.05 10:20 | close | 19 | 1.30 | 1.35918 | 0.00000 | 0.00000 | 7.80 | 11280.30 |
39 | 2010.03.05 11:00 | sell | 20 | 1.30 | 1.35900 | 0.00000 | 0.00000 | ||
40 | 2010.03.05 11:20 | close | 20 | 1.30 | 1.35875 | 0.00000 | 0.00000 | 32.50 | 11312.80 |
41 | 2010.03.05 11:30 | sell | 21 | 1.30 | 1.35891 | 0.00000 | 0.00000 | ||
42 | 2010.03.05 11:50 | close | 21 | 1.30 | 1.35880 | 0.00000 | 0.00000 | 14.30 | 11327.10 |
43 | 2010.03.05 12:27 | sell | 22 | 1.30 | 1.35888 | 0.00000 | 0.00000 | ||
44 | 2010.03.05 12:45 | close | 22 | 1.30 | 1.35876 | 0.00000 | 0.00000 | 15.60 | 11342.70 |
45 | 2010.03.08 14:00 | buy | 23 | 1.30 | 1.36690 | 0.00000 | 0.00000 | ||
46 | 2010.03.08 15:10 | close | 23 | 1.30 | 1.36738 | 0.00000 | 0.00000 | 62.40 | 11405.10 |
47 | 2010.03.09 05:15 | buy | 24 | 1.30 | 1.36258 | 0.00000 | 0.00000 | ||
48 | 2010.03.09 09:02 | close | 24 | 1.30 | 1.36265 | 0.00000 | 0.00000 | 9.10 | 11414.20 |
49 | 2010.03.09 09:15 | buy | 25 | 1.30 | 1.36209 | 0.00000 | 0.00000 | ||
50 | 2010.03.09 09:32 | close | 25 | 1.30 | 1.36216 | 0.00000 | 0.00000 | 9.10 | 11423.30 |
51 | 2010.03.09 09:35 | buy | 26 | 1.30 | 1.36200 | 0.00000 | 0.00000 | ||
52 | 2010.03.09 09:37 | close | 26 | 1.30 | 1.36254 | 0.00000 | 0.00000 | 70.20 | 11493.50 |
53 | 2010.03.09 21:07 | sell | 27 | 1.30 | 1.35861 | 0.00000 | 0.00000 | ||
54 | 2010.03.10 07:50 | close | 27 | 1.30 | 1.35841 | 0.00000 | 0.00000 | 24.96 | 11518.46 |
55 | 2010.03.11 04:00 | buy | 28 | 1.30 | 1.36436 | 0.00000 | 0.00000 | ||
56 | 2010.03.11 05:37 | close | 28 | 1.30 | 1.36440 | 0.00000 | 0.00000 | 5.20 | 11523.66 |
57 | 2010.03.11 06:00 | buy | 29 | 1.30 | 1.36426 | 0.00000 | 0.00000 | ||
58 | 2010.03.11 06:10 | close | 29 | 1.30 | 1.36435 | 0.00000 | 0.00000 | 11.70 | 11535.36 |
59 | 2010.03.11 06:12 | buy | 30 | 1.30 | 1.36448 | 0.00000 | 0.00000 | ||
60 | 2010.03.11 06:15 | close | 30 | 1.30 | 1.36459 | 0.00000 | 0.00000 | 14.30 | 11549.66 |
61 | 2010.03.11 06:59 | buy | 31 | 1.30 | 1.36446 | 0.00000 | 0.00000 | ||
62 | 2010.03.11 07:15 | close | 31 | 1.30 | 1.36467 | 0.00000 | 0.00000 | 27.30 | 11576.96 |
63 | 2010.03.11 07:30 | buy | 32 | 1.30 | 1.36446 | 0.00000 | 0.00000 | ||
64 | 2010.03.11 09:40 | close | 32 | 1.30 | 1.36459 | 0.00000 | 0.00000 | 16.90 | 11593.86 |
65 | 2010.03.11 15:02 | sell | 33 | 1.30 | 1.36489 | 0.00000 | 0.00000 | ||
66 | 2010.03.11 15:10 | close | 33 | 1.30 | 1.36439 | 0.00000 | 0.00000 | 65.00 | 11658.86 |
67 | 2010.03.11 15:32 | sell | 34 | 1.40 | 1.36464 | 0.00000 | 0.00000 | ||
68 | 2010.03.11 15:40 | close | 34 | 1.40 | 1.36435 | 0.00000 | 0.00000 | 40.60 | 11699.46 |
69 | 2010.03.15 08:07 | buy | 35 | 1.40 | 1.37502 | 0.00000 | 0.00000 | ||
70 | 2010.03.15 08:10 | close | 35 | 1.40 | 1.37538 | 0.00000 | 0.00000 | 50.40 | 11749.86 |
71 | 2010.03.15 08:45 | buy | 36 | 1.40 | 1.37459 | 0.00000 | 0.00000 | ||
72 | 2010.03.15 09:20 | close | 36 | 1.40 | 1.37481 | 0.00000 | 0.00000 | 30.80 | 11780.66 |
73 | 2010.03.16 08:00 | sell | 37 | 1.40 | 1.36835 | 0.00000 | 0.00000 | ||
74 | 2010.03.16 08:10 | close | 37 | 1.40 | 1.36817 | 0.00000 | 0.00000 | 25.20 | 11805.86 |
75 | 2010.03.16 08:12 | sell | 38 | 1.40 | 1.36813 | 0.00000 | 0.00000 | ||
76 | 2010.03.16 08:15 | close | 38 | 1.40 | 1.36768 | 0.00000 | 0.00000 | 63.00 | 11868.86 |
77 | 2010.03.16 19:07 | sell | 39 | 1.40 | 1.37167 | 0.00000 | 0.00000 | ||
78 | 2010.03.17 14:20 | close | 39 | 1.40 | 1.37391 | 0.00000 | 0.00000 | -314.72 | 11554.14 |
79 | 2010.03.17 18:15 | buy | 40 | 1.30 | 1.37684 | 0.00000 | 0.00000 | ||
80 | 2010.03.17 18:20 | close | 40 | 1.30 | 1.37691 | 0.00000 | 0.00000 | 9.10 | 11563.24 |
81 | 2010.03.17 18:22 | buy | 41 | 1.30 | 1.37694 | 0.00000 | 0.00000 | ||
82 | 2010.03.17 18:40 | close | 41 | 1.30 | 1.37724 | 0.00000 | 0.00000 | 39.00 | 11602.24 |
83 | 2010.03.17 19:10 | buy | 42 | 1.30 | 1.37678 | 0.00000 | 0.00000 | ||
84 | 2010.03.19 06:00 | sell | 43 | 1.10 | 1.36197 | 0.00000 | 0.00000 | ||
85 | 2010.03.19 06:00 | close | 42 | 1.30 | 1.36197 | 0.00000 | 0.00000 | -1928.94 | 9673.30 |
86 | 2010.03.19 06:02 | close | 43 | 1.10 | 1.36189 | 0.00000 | 0.00000 | 8.80 | 9682.10 |
87 | 2010.03.19 06:05 | sell | 44 | 1.10 | 1.36174 | 0.00000 | 0.00000 | ||
88 | 2010.03.19 06:50 | close | 44 | 1.10 | 1.36161 | 0.00000 | 0.00000 | 14.30 | 9696.40 |
89 | 2010.03.19 06:52 | sell | 45 | 1.10 | 1.36159 | 0.00000 | 0.00000 | ||
90 | 2010.03.19 07:15 | close | 45 | 1.10 | 1.36140 | 0.00000 | 0.00000 | 20.90 | 9717.30 |
91 | 2010.03.19 07:50 | sell | 46 | 1.10 | 1.36177 | 0.00000 | 0.00000 | ||
92 | 2010.03.19 07:52 | close | 46 | 1.10 | 1.36163 | 0.00000 | 0.00000 | 15.40 | 9732.70 |
93 | 2010.03.19 08:26 | sell | 47 | 1.10 | 1.36192 | 0.00000 | 0.00000 | ||
94 | 2010.03.19 08:50 | close | 47 | 1.10 | 1.36151 | 0.00000 | 0.00000 | 45.10 | 9777.80 |
95 | 2010.03.19 08:57 | sell | 48 | 1.10 | 1.36171 | 0.00000 | 0.00000 | ||
96 | 2010.03.19 09:02 | close | 48 | 1.10 | 1.36154 | 0.00000 | 0.00000 | 18.70 | 9796.50 |
97 | 2010.03.22 11:20 | sell | 49 | 1.10 | 1.35269 | 0.00000 | 0.00000 | ||
98 | 2010.03.22 11:22 | close | 49 | 1.10 | 1.35265 | 0.00000 | 0.00000 | 4.40 | 9800.90 |
99 | 2010.03.22 11:25 | sell | 50 | 1.10 | 1.35256 | 0.00000 | 0.00000 | ||
100 | 2010.03.22 11:27 | close | 50 | 1.10 | 1.35239 | 0.00000 | 0.00000 | 18.70 | 9819.60 |
101 | 2010.03.22 11:40 | sell | 51 | 1.10 | 1.35276 | 0.00000 | 0.00000 | ||
102 | 2010.03.22 12:15 | close | 51 | 1.10 | 1.35246 | 0.00000 | 0.00000 | 33.00 | 9852.60 |
103 | 2010.03.22 16:37 | buy | 52 | 1.10 | 1.35122 | 0.00000 | 0.00000 | ||
104 | 2010.03.22 16:40 | close | 52 | 1.10 | 1.35197 | 0.00000 | 0.00000 | 82.50 | 9935.10 |
105 | 2010.03.23 02:20 | sell | 53 | 1.20 | 1.35500 | 0.00000 | 0.00000 | ||
106 | 2010.03.23 02:27 | close | 53 | 1.20 | 1.35484 | 0.00000 | 0.00000 | 19.20 | 9954.30 |
107 | 2010.03.23 02:40 | sell | 54 | 1.20 | 1.35499 | 0.00000 | 0.00000 | ||
108 | 2010.03.23 05:50 | close | 54 | 1.20 | 1.35565 | 0.00000 | 0.00000 | -79.20 | 9875.10 |
109 | 2010.03.23 18:02 | sell | 55 | 1.10 | 1.35235 | 0.00000 | 0.00000 | ||
110 | 2010.03.23 18:10 | close | 55 | 1.10 | 1.35218 | 0.00000 | 0.00000 | 18.70 | 9893.80 |
111 | 2010.03.23 18:12 | sell | 56 | 1.10 | 1.35210 | 0.00000 | 0.00000 | ||
112 | 2010.03.23 18:15 | close | 56 | 1.10 | 1.35181 | 0.00000 | 0.00000 | 31.90 | 9925.70 |
113 | 2010.03.23 18:37 | sell | 57 | 1.20 | 1.35212 | 0.00000 | 0.00000 | ||
114 | 2010.03.23 18:40 | close | 57 | 1.20 | 1.35130 | 0.00000 | 0.00000 | 98.40 | 10024.10 |
115 | 2010.03.25 05:00 | sell | 58 | 1.20 | 1.33346 | 0.00000 | 0.00000 | ||
116 | 2010.03.25 05:20 | close | 58 | 1.20 | 1.33327 | 0.00000 | 0.00000 | 22.80 | 10046.90 |
117 | 2010.03.25 05:27 | sell | 59 | 1.20 | 1.33345 | 0.00000 | 0.00000 | ||
118 | 2010.03.25 05:40 | close | 59 | 1.20 | 1.33320 | 0.00000 | 0.00000 | 30.00 | 10076.90 |
119 | 2010.03.25 06:07 | sell | 60 | 1.20 | 1.33329 | 0.00000 | 0.00000 | ||
120 | 2010.03.25 06:10 | close | 60 | 1.20 | 1.33171 | 0.00000 | 0.00000 | 189.60 | 10266.50 |
121 | 2010.03.25 08:50 | buy | 61 | 1.20 | 1.33158 | 0.00000 | 0.00000 | ||
122 | 2010.03.25 08:52 | close | 61 | 1.20 | 1.33193 | 0.00000 | 0.00000 | 42.00 | 10308.50 |
123 | 2010.03.25 08:55 | buy | 62 | 1.20 | 1.33186 | 0.00000 | 0.00000 | ||
124 | 2010.03.25 08:57 | close | 62 | 1.20 | 1.33248 | 0.00000 | 0.00000 | 74.40 | 10382.90 |
125 | 2010.03.25 08:59 | buy | 63 | 1.20 | 1.33212 | 0.00000 | 0.00000 | ||
126 | 2010.03.25 09:10 | close | 63 | 1.20 | 1.33259 | 0.00000 | 0.00000 | 56.40 | 10439.30 |
127 | 2010.03.25 15:02 | sell | 64 | 1.20 | 1.33350 | 0.00000 | 0.00000 | ||
128 | 2010.03.25 15:10 | close | 64 | 1.20 | 1.33320 | 0.00000 | 0.00000 | 36.00 | 10475.30 |
129 | 2010.03.25 15:40 | sell | 65 | 1.20 | 1.33393 | 0.00000 | 0.00000 | ||
130 | 2010.03.25 15:42 | close | 65 | 1.20 | 1.33372 | 0.00000 | 0.00000 | 25.20 | 10500.50 |
131 | 2010.03.25 15:45 | sell | 66 | 1.20 | 1.33517 | 0.00000 | 0.00000 | ||
132 | 2010.03.25 15:47 | close | 66 | 1.20 | 1.33497 | 0.00000 | 0.00000 | 24.00 | 10524.50 |
133 | 2010.03.25 18:00 | sell | 67 | 1.20 | 1.33421 | 0.00000 | 0.00000 | ||
134 | 2010.03.25 18:10 | close | 67 | 1.20 | 1.33406 | 0.00000 | 0.00000 | 18.00 | 10542.50 |
135 | 2010.03.26 01:00 | buy | 68 | 1.20 | 1.33075 | 0.00000 | 0.00000 | ||
136 | 2010.03.26 01:10 | close | 68 | 1.20 | 1.33112 | 0.00000 | 0.00000 | 44.40 | 10586.90 |
137 | 2010.03.26 01:50 | buy | 69 | 1.20 | 1.33081 | 0.00000 | 0.00000 | ||
138 | 2010.03.26 01:57 | close | 69 | 1.20 | 1.33104 | 0.00000 | 0.00000 | 27.60 | 10614.50 |