Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -63.80 | Gross profit | 53.90 | Gross loss | -117.70 |
Profit factor | 0.46 | Expected payoff | -1.82 | ||
Absolute drawdown | 83.20 | Maximal drawdown | 85.20 (0.85%) | Relative drawdown | 0.85% (85.20) |
Total trades | 35 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 35 (71.43%) |
Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
Largest | profit trade | 2.40 | loss trade | -12.20 | |
Average | profit trade | 2.16 | loss trade | -11.77 | |
Maximum | consecutive wins (profit in money) | 6 (13.80) | consecutive losses (loss in money) | 3 (-35.50) | |
Maximal | consecutive profit (count of wins) | 13.80 (6) | consecutive loss (count of losses) | -35.50 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 01:15 | buy | 1 | 0.10 | 1.47107 | 1.46985 | 1.47134 | ||
2 | 2009.11.02 01:15 | close | 1 | 0.10 | 1.47127 | 1.46985 | 1.47134 | 2.00 | 10002.00 |
3 | 2009.11.02 13:17 | buy | 2 | 0.10 | 1.47824 | 1.47702 | 1.47851 | ||
4 | 2009.11.02 13:36 | close | 2 | 0.10 | 1.47708 | 1.47702 | 1.47851 | -11.60 | 9990.40 |
5 | 2009.11.03 22:40 | buy | 3 | 0.10 | 1.47326 | 1.47204 | 1.47353 | ||
6 | 2009.11.03 23:00 | s/l | 3 | 0.10 | 1.47204 | 1.47204 | 1.47353 | -12.20 | 9978.20 |
7 | 2009.11.04 01:10 | buy | 4 | 0.10 | 1.47159 | 1.47037 | 1.47186 | ||
8 | 2009.11.04 01:28 | close | 4 | 0.10 | 1.47183 | 1.47037 | 1.47186 | 2.40 | 9980.60 |
9 | 2009.11.04 07:21 | buy | 5 | 0.10 | 1.47320 | 1.47198 | 1.47347 | ||
10 | 2009.11.04 07:40 | close | 5 | 0.10 | 1.47342 | 1.47198 | 1.47347 | 2.20 | 9982.80 |
11 | 2009.11.04 13:19 | buy | 6 | 0.10 | 1.47614 | 1.47492 | 1.47641 | ||
12 | 2009.11.04 13:28 | close | 6 | 0.10 | 1.47637 | 1.47492 | 1.47641 | 2.30 | 9985.10 |
13 | 2009.11.04 19:23 | buy | 7 | 0.10 | 1.48360 | 1.48238 | 1.48387 | ||
14 | 2009.11.04 19:29 | close | 7 | 0.10 | 1.48382 | 1.48238 | 1.48387 | 2.20 | 9987.30 |
15 | 2009.11.04 20:22 | buy | 8 | 0.10 | 1.48864 | 1.48742 | 1.48891 | ||
16 | 2009.11.04 20:22 | close | 8 | 0.10 | 1.48888 | 1.48742 | 1.48891 | 2.40 | 9989.70 |
17 | 2009.11.05 10:03 | buy | 9 | 0.10 | 1.48223 | 1.48101 | 1.48250 | ||
18 | 2009.11.05 10:08 | close | 9 | 0.10 | 1.48246 | 1.48101 | 1.48250 | 2.30 | 9992.00 |
19 | 2009.11.05 15:06 | buy | 10 | 0.10 | 1.48897 | 1.48775 | 1.48924 | ||
20 | 2009.11.05 15:09 | close | 10 | 0.10 | 1.48779 | 1.48775 | 1.48924 | -11.80 | 9980.20 |
21 | 2009.11.06 07:20 | buy | 11 | 0.10 | 1.48751 | 1.48629 | 1.48778 | ||
22 | 2009.11.06 07:32 | close | 11 | 0.10 | 1.48772 | 1.48629 | 1.48778 | 2.10 | 9982.30 |
23 | 2009.11.09 08:11 | buy | 12 | 0.10 | 1.49523 | 1.49401 | 1.49550 | ||
24 | 2009.11.09 08:17 | close | 12 | 0.10 | 1.49543 | 1.49401 | 1.49550 | 2.00 | 9984.30 |
25 | 2009.11.09 09:02 | buy | 13 | 0.10 | 1.49788 | 1.49666 | 1.49815 | ||
26 | 2009.11.09 09:08 | close | 13 | 0.10 | 1.49808 | 1.49666 | 1.49815 | 2.00 | 9986.30 |
27 | 2009.11.09 10:56 | buy | 14 | 0.10 | 1.49841 | 1.49719 | 1.49868 | ||
28 | 2009.11.09 11:01 | close | 14 | 0.10 | 1.49862 | 1.49719 | 1.49868 | 2.10 | 9988.40 |
29 | 2009.11.09 11:29 | buy | 15 | 0.10 | 1.49965 | 1.49843 | 1.49992 | ||
30 | 2009.11.09 11:31 | close | 15 | 0.10 | 1.49987 | 1.49843 | 1.49992 | 2.20 | 9990.60 |
31 | 2009.11.12 14:41 | buy | 16 | 0.10 | 1.49349 | 1.49227 | 1.49376 | ||
32 | 2009.11.12 14:42 | close | 16 | 0.10 | 1.49370 | 1.49227 | 1.49376 | 2.10 | 9992.70 |
33 | 2009.11.12 16:06 | buy | 17 | 0.10 | 1.49101 | 1.48979 | 1.49128 | ||
34 | 2009.11.12 16:08 | close | 17 | 0.10 | 1.48984 | 1.48979 | 1.49128 | -11.70 | 9981.00 |
35 | 2009.11.16 08:40 | buy | 18 | 0.10 | 1.49898 | 1.49776 | 1.49925 | ||
36 | 2009.11.16 08:46 | close | 18 | 0.10 | 1.49920 | 1.49776 | 1.49925 | 2.20 | 9983.20 |
37 | 2009.11.16 14:14 | buy | 19 | 0.10 | 1.49705 | 1.49583 | 1.49732 | ||
38 | 2009.11.16 14:20 | s/l | 19 | 0.10 | 1.49583 | 1.49583 | 1.49732 | -12.20 | 9971.00 |
39 | 2009.11.17 02:03 | buy | 20 | 0.10 | 1.49837 | 1.49715 | 1.49864 | ||
40 | 2009.11.17 02:28 | close | 20 | 0.10 | 1.49721 | 1.49715 | 1.49864 | -11.60 | 9959.40 |
41 | 2009.11.17 11:13 | buy | 21 | 0.10 | 1.49461 | 1.49339 | 1.49488 | ||
42 | 2009.11.17 11:17 | close | 21 | 0.10 | 1.49344 | 1.49339 | 1.49488 | -11.70 | 9947.70 |
43 | 2009.11.17 18:01 | buy | 22 | 0.10 | 1.48297 | 1.48175 | 1.48324 | ||
44 | 2009.11.17 18:17 | close | 22 | 0.10 | 1.48317 | 1.48175 | 1.48324 | 2.00 | 9949.70 |
45 | 2009.11.18 09:31 | buy | 23 | 0.10 | 1.49165 | 1.49043 | 1.49192 | ||
46 | 2009.11.18 09:36 | close | 23 | 0.10 | 1.49186 | 1.49043 | 1.49192 | 2.10 | 9951.80 |
47 | 2009.11.19 17:05 | buy | 24 | 0.10 | 1.48625 | 1.48503 | 1.48652 | ||
48 | 2009.11.19 17:08 | close | 24 | 0.10 | 1.48645 | 1.48503 | 1.48652 | 2.00 | 9953.80 |
49 | 2009.11.23 00:27 | buy | 25 | 0.10 | 1.48640 | 1.48518 | 1.48667 | ||
50 | 2009.11.23 00:31 | close | 25 | 0.10 | 1.48661 | 1.48518 | 1.48667 | 2.10 | 9955.90 |
51 | 2009.11.23 08:41 | buy | 26 | 0.10 | 1.49719 | 1.49597 | 1.49746 | ||
52 | 2009.11.23 08:52 | close | 26 | 0.10 | 1.49603 | 1.49597 | 1.49746 | -11.60 | 9944.30 |
53 | 2009.11.24 06:43 | buy | 27 | 0.10 | 1.49382 | 1.49260 | 1.49409 | ||
54 | 2009.11.24 07:34 | close | 27 | 0.10 | 1.49265 | 1.49260 | 1.49409 | -11.70 | 9932.60 |
55 | 2009.11.25 03:10 | buy | 28 | 0.10 | 1.49776 | 1.49654 | 1.49803 | ||
56 | 2009.11.25 03:16 | close | 28 | 0.10 | 1.49798 | 1.49654 | 1.49803 | 2.20 | 9934.80 |
57 | 2009.11.25 13:30 | buy | 29 | 0.10 | 1.50879 | 1.50757 | 1.50906 | ||
58 | 2009.11.25 13:35 | close | 29 | 0.10 | 1.50763 | 1.50757 | 1.50906 | -11.60 | 9923.20 |
59 | 2009.11.25 22:33 | buy | 30 | 0.10 | 1.51340 | 1.51218 | 1.51367 | ||
60 | 2009.11.25 22:55 | close | 30 | 0.10 | 1.51362 | 1.51218 | 1.51367 | 2.20 | 9925.40 |
61 | 2009.11.27 00:19 | buy | 31 | 0.10 | 1.49797 | 1.49675 | 1.49824 | ||
62 | 2009.11.27 00:19 | close | 31 | 0.10 | 1.49819 | 1.49675 | 1.49824 | 2.20 | 9927.60 |
63 | 2009.11.27 06:45 | buy | 32 | 0.10 | 1.49245 | 1.49123 | 1.49272 | ||
64 | 2009.11.27 06:47 | close | 32 | 0.10 | 1.49267 | 1.49123 | 1.49272 | 2.20 | 9929.80 |
65 | 2009.11.27 08:30 | buy | 33 | 0.10 | 1.48698 | 1.48576 | 1.48725 | ||
66 | 2009.11.27 08:31 | close | 33 | 0.10 | 1.48720 | 1.48576 | 1.48725 | 2.20 | 9932.00 |
67 | 2009.11.27 14:28 | buy | 34 | 0.10 | 1.48982 | 1.48860 | 1.49009 | ||
68 | 2009.11.27 14:29 | close | 34 | 0.10 | 1.49003 | 1.48860 | 1.49009 | 2.10 | 9934.10 |
69 | 2009.11.27 15:34 | buy | 35 | 0.10 | 1.48933 | 1.48811 | 1.48960 | ||
70 | 2009.11.27 15:37 | close | 35 | 0.10 | 1.48954 | 1.48811 | 1.48960 | 2.10 | 9936.20 |