Strategy Tester Report
OpenTiks
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TrailingStop=60; StopLoss=100; Lots=0.1; magicnumber=777; PolLots=false; MaxOrders=1; slippage=15; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 35.20 | Gross profit | 208.00 | Gross loss | -172.80 |
Profit factor | 1.20 | Expected payoff | 0.84 | ||
Absolute drawdown | 22.70 | Maximal drawdown | 57.90 (0.57%) | Relative drawdown | 0.57% (57.90) |
Total trades | 42 | Short positions (won %) | 42 (61.90%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 26 (61.90%) | Loss trades (% of total) | 16 (38.10%) | ||
Largest | profit trade | 29.60 | loss trade | -10.80 | |
Average | profit trade | 8.00 | loss trade | -10.80 | |
Maximum | consecutive wins (profit in money) | 6 (46.90) | consecutive losses (loss in money) | 4 (-43.20) | |
Maximal | consecutive profit (count of wins) | 46.90 (6) | consecutive loss (count of losses) | -43.20 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 11:00 | sell | 1 | 0.10 | 1.35509 | 1.35617 | 0.00000 | ||
2 | 2010.04.02 12:07 | modify | 1 | 0.10 | 1.35509 | 1.35498 | 0.00000 | ||
3 | 2010.04.02 12:10 | s/l | 1 | 0.10 | 1.35498 | 1.35498 | 0.00000 | 1.10 | 10001.10 |
4 | 2010.04.02 17:00 | sell | 2 | 0.10 | 1.34844 | 1.34952 | 0.00000 | ||
5 | 2010.04.02 17:20 | modify | 2 | 0.10 | 1.34844 | 1.34827 | 0.00000 | ||
6 | 2010.04.02 17:37 | modify | 2 | 0.10 | 1.34844 | 1.34817 | 0.00000 | ||
7 | 2010.04.02 17:45 | s/l | 2 | 0.10 | 1.34817 | 1.34817 | 0.00000 | 2.70 | 10003.80 |
8 | 2010.04.05 09:00 | sell | 3 | 0.10 | 1.34641 | 1.34749 | 0.00000 | ||
9 | 2010.04.05 09:20 | s/l | 3 | 0.10 | 1.34749 | 1.34749 | 0.00000 | -10.80 | 9993.00 |
10 | 2010.04.05 22:00 | sell | 4 | 0.10 | 1.34781 | 1.34889 | 0.00000 | ||
11 | 2010.04.05 23:20 | s/l | 4 | 0.10 | 1.34889 | 1.34889 | 0.00000 | -10.80 | 9982.20 |
12 | 2010.04.06 04:00 | sell | 5 | 0.10 | 1.34341 | 1.34449 | 0.00000 | ||
13 | 2010.04.06 04:20 | modify | 5 | 0.10 | 1.34341 | 1.34317 | 0.00000 | ||
14 | 2010.04.06 04:32 | modify | 5 | 0.10 | 1.34341 | 1.34302 | 0.00000 | ||
15 | 2010.04.06 04:37 | modify | 5 | 0.10 | 1.34341 | 1.34298 | 0.00000 | ||
16 | 2010.04.06 05:02 | s/l | 5 | 0.10 | 1.34298 | 1.34298 | 0.00000 | 4.30 | 9986.50 |
17 | 2010.04.06 15:00 | sell | 6 | 0.10 | 1.33678 | 1.33786 | 0.00000 | ||
18 | 2010.04.06 15:02 | modify | 6 | 0.10 | 1.33678 | 1.33647 | 0.00000 | ||
19 | 2010.04.06 15:07 | modify | 6 | 0.10 | 1.33678 | 1.33629 | 0.00000 | ||
20 | 2010.04.06 15:10 | s/l | 6 | 0.10 | 1.33629 | 1.33629 | 0.00000 | 4.90 | 9991.40 |
21 | 2010.04.06 20:00 | sell | 7 | 0.10 | 1.33679 | 1.33787 | 0.00000 | ||
22 | 2010.04.06 20:10 | s/l | 7 | 0.10 | 1.33787 | 1.33787 | 0.00000 | -10.80 | 9980.60 |
23 | 2010.04.07 14:00 | sell | 8 | 0.10 | 1.33493 | 1.33601 | 0.00000 | ||
24 | 2010.04.07 14:10 | modify | 8 | 0.10 | 1.33493 | 1.33482 | 0.00000 | ||
25 | 2010.04.07 14:15 | modify | 8 | 0.10 | 1.33493 | 1.33416 | 0.00000 | ||
26 | 2010.04.07 14:20 | modify | 8 | 0.10 | 1.33493 | 1.33328 | 0.00000 | ||
27 | 2010.04.07 14:27 | s/l | 8 | 0.10 | 1.33328 | 1.33328 | 0.00000 | 16.50 | 9997.10 |
28 | 2010.04.07 15:00 | sell | 9 | 0.10 | 1.33394 | 1.33502 | 0.00000 | ||
29 | 2010.04.07 15:20 | s/l | 9 | 0.10 | 1.33502 | 1.33502 | 0.00000 | -10.80 | 9986.30 |
30 | 2010.04.08 00:00 | sell | 10 | 0.10 | 1.33395 | 1.33503 | 0.00000 | ||
31 | 2010.04.08 01:20 | modify | 10 | 0.10 | 1.33395 | 1.33327 | 0.00000 | ||
32 | 2010.04.08 01:27 | s/l | 10 | 0.10 | 1.33327 | 1.33327 | 0.00000 | 6.80 | 9993.10 |
33 | 2010.04.09 05:00 | sell | 11 | 0.10 | 1.33550 | 1.33658 | 0.00000 | ||
34 | 2010.04.09 07:10 | modify | 11 | 0.10 | 1.33550 | 1.33530 | 0.00000 | ||
35 | 2010.04.09 07:16 | modify | 11 | 0.10 | 1.33550 | 1.33483 | 0.00000 | ||
36 | 2010.04.09 07:45 | s/l | 11 | 0.10 | 1.33483 | 1.33483 | 0.00000 | 6.70 | 9999.80 |
37 | 2010.04.12 10:00 | sell | 12 | 0.10 | 1.36043 | 1.36151 | 0.00000 | ||
38 | 2010.04.12 10:20 | s/l | 12 | 0.10 | 1.36151 | 1.36151 | 0.00000 | -10.80 | 9989.00 |
39 | 2010.04.14 21:00 | sell | 13 | 0.10 | 1.36543 | 1.36651 | 0.00000 | ||
40 | 2010.04.14 21:20 | modify | 13 | 0.10 | 1.36543 | 1.36539 | 0.00000 | ||
41 | 2010.04.14 21:27 | s/l | 13 | 0.10 | 1.36539 | 1.36539 | 0.00000 | 0.40 | 9989.40 |
42 | 2010.04.15 05:00 | sell | 14 | 0.10 | 1.36480 | 1.36588 | 0.00000 | ||
43 | 2010.04.15 06:16 | modify | 14 | 0.10 | 1.36480 | 1.36434 | 0.00000 | ||
44 | 2010.04.15 06:26 | s/l | 14 | 0.10 | 1.36434 | 1.36434 | 0.00000 | 4.60 | 9994.00 |
45 | 2010.04.15 11:00 | sell | 15 | 0.10 | 1.35684 | 1.35792 | 0.00000 | ||
46 | 2010.04.15 11:10 | modify | 15 | 0.10 | 1.35684 | 1.35669 | 0.00000 | ||
47 | 2010.04.15 11:15 | modify | 15 | 0.10 | 1.35684 | 1.35548 | 0.00000 | ||
48 | 2010.04.15 11:20 | modify | 15 | 0.10 | 1.35684 | 1.35388 | 0.00000 | ||
49 | 2010.04.15 11:22 | s/l | 15 | 0.10 | 1.35388 | 1.35388 | 0.00000 | 29.60 | 10023.60 |
50 | 2010.04.15 12:00 | sell | 16 | 0.10 | 1.35362 | 1.35470 | 0.00000 | ||
51 | 2010.04.15 12:02 | modify | 16 | 0.10 | 1.35362 | 1.35352 | 0.00000 | ||
52 | 2010.04.15 12:07 | modify | 16 | 0.10 | 1.35362 | 1.35334 | 0.00000 | ||
53 | 2010.04.15 12:10 | s/l | 16 | 0.10 | 1.35334 | 1.35334 | 0.00000 | 2.80 | 10026.40 |
54 | 2010.04.15 13:00 | sell | 17 | 0.10 | 1.35361 | 1.35469 | 0.00000 | ||
55 | 2010.04.15 13:02 | s/l | 17 | 0.10 | 1.35469 | 1.35469 | 0.00000 | -10.80 | 10015.60 |
56 | 2010.04.16 03:00 | sell | 18 | 0.10 | 1.35386 | 1.35494 | 0.00000 | ||
57 | 2010.04.16 03:15 | s/l | 18 | 0.10 | 1.35494 | 1.35494 | 0.00000 | -10.80 | 10004.80 |
58 | 2010.04.19 04:00 | sell | 19 | 0.10 | 1.34648 | 1.34756 | 0.00000 | ||
59 | 2010.04.19 04:10 | modify | 19 | 0.10 | 1.34648 | 1.34647 | 0.00000 | ||
60 | 2010.04.19 04:15 | modify | 19 | 0.10 | 1.34648 | 1.34594 | 0.00000 | ||
61 | 2010.04.19 04:20 | modify | 19 | 0.10 | 1.34648 | 1.34523 | 0.00000 | ||
62 | 2010.04.19 04:27 | s/l | 19 | 0.10 | 1.34523 | 1.34523 | 0.00000 | 12.50 | 10017.30 |
63 | 2010.04.19 05:00 | sell | 20 | 0.10 | 1.34614 | 1.34722 | 0.00000 | ||
64 | 2010.04.19 05:32 | modify | 20 | 0.10 | 1.34614 | 1.34598 | 0.00000 | ||
65 | 2010.04.19 05:37 | modify | 20 | 0.10 | 1.34614 | 1.34584 | 0.00000 | ||
66 | 2010.04.19 05:40 | s/l | 20 | 0.10 | 1.34584 | 1.34584 | 0.00000 | 3.00 | 10020.30 |
67 | 2010.04.19 13:00 | sell | 21 | 0.10 | 1.34331 | 1.34439 | 0.00000 | ||
68 | 2010.04.19 13:20 | modify | 21 | 0.10 | 1.34331 | 1.34286 | 0.00000 | ||
69 | 2010.04.19 13:30 | s/l | 21 | 0.10 | 1.34286 | 1.34286 | 0.00000 | 4.50 | 10024.80 |
70 | 2010.04.20 16:00 | sell | 22 | 0.10 | 1.34702 | 1.34810 | 0.00000 | ||
71 | 2010.04.20 16:15 | modify | 22 | 0.10 | 1.34702 | 1.34672 | 0.00000 | ||
72 | 2010.04.20 16:20 | modify | 22 | 0.10 | 1.34702 | 1.34583 | 0.00000 | ||
73 | 2010.04.20 16:27 | s/l | 22 | 0.10 | 1.34583 | 1.34583 | 0.00000 | 11.90 | 10036.70 |
74 | 2010.04.20 17:00 | sell | 23 | 0.10 | 1.34610 | 1.34718 | 0.00000 | ||
75 | 2010.04.20 17:15 | modify | 23 | 0.10 | 1.34610 | 1.34585 | 0.00000 | ||
76 | 2010.04.20 17:20 | modify | 23 | 0.10 | 1.34610 | 1.34493 | 0.00000 | ||
77 | 2010.04.20 17:27 | s/l | 23 | 0.10 | 1.34493 | 1.34493 | 0.00000 | 11.70 | 10048.40 |
78 | 2010.04.20 18:00 | sell | 24 | 0.10 | 1.34452 | 1.34560 | 0.00000 | ||
79 | 2010.04.20 18:03 | modify | 24 | 0.10 | 1.34452 | 1.34429 | 0.00000 | ||
80 | 2010.04.20 18:10 | modify | 24 | 0.10 | 1.34452 | 1.34419 | 0.00000 | ||
81 | 2010.04.20 18:20 | s/l | 24 | 0.10 | 1.34419 | 1.34419 | 0.00000 | 3.30 | 10051.70 |
82 | 2010.04.20 19:00 | sell | 25 | 0.10 | 1.34341 | 1.34449 | 0.00000 | ||
83 | 2010.04.20 20:15 | s/l | 25 | 0.10 | 1.34449 | 1.34449 | 0.00000 | -10.80 | 10040.90 |
84 | 2010.04.21 03:00 | sell | 26 | 0.10 | 1.34140 | 1.34248 | 0.00000 | ||
85 | 2010.04.21 03:50 | s/l | 26 | 0.10 | 1.34248 | 1.34248 | 0.00000 | -10.80 | 10030.10 |
86 | 2010.04.22 00:00 | sell | 27 | 0.10 | 1.33869 | 1.33977 | 0.00000 | ||
87 | 2010.04.22 03:20 | modify | 27 | 0.10 | 1.33869 | 1.33818 | 0.00000 | ||
88 | 2010.04.22 03:27 | s/l | 27 | 0.10 | 1.33818 | 1.33818 | 0.00000 | 5.10 | 10035.20 |
89 | 2010.04.22 23:00 | sell | 28 | 0.10 | 1.32918 | 1.33026 | 0.00000 | ||
90 | 2010.04.22 23:40 | modify | 28 | 0.10 | 1.32918 | 1.32898 | 0.00000 | ||
91 | 2010.04.22 23:45 | modify | 28 | 0.10 | 1.32918 | 1.32853 | 0.00000 | ||
92 | 2010.04.22 23:50 | modify | 28 | 0.10 | 1.32918 | 1.32793 | 0.00000 | ||
93 | 2010.04.22 23:57 | s/l | 28 | 0.10 | 1.32793 | 1.32793 | 0.00000 | 12.50 | 10047.70 |
94 | 2010.04.23 00:00 | sell | 29 | 0.10 | 1.32849 | 1.32957 | 0.00000 | ||
95 | 2010.04.23 00:26 | modify | 29 | 0.10 | 1.32849 | 1.32847 | 0.00000 | ||
96 | 2010.04.23 00:35 | modify | 29 | 0.10 | 1.32849 | 1.32834 | 0.00000 | ||
97 | 2010.04.23 00:40 | modify | 29 | 0.10 | 1.32849 | 1.32808 | 0.00000 | ||
98 | 2010.04.23 00:45 | modify | 29 | 0.10 | 1.32849 | 1.32769 | 0.00000 | ||
99 | 2010.04.23 00:50 | modify | 29 | 0.10 | 1.32849 | 1.32717 | 0.00000 | ||
100 | 2010.04.23 01:02 | modify | 29 | 0.10 | 1.32849 | 1.32705 | 0.00000 | ||
101 | 2010.04.23 01:05 | modify | 29 | 0.10 | 1.32849 | 1.32642 | 0.00000 | ||
102 | 2010.04.23 01:07 | s/l | 29 | 0.10 | 1.32642 | 1.32642 | 0.00000 | 20.70 | 10068.40 |
103 | 2010.04.23 02:00 | sell | 30 | 0.10 | 1.32230 | 1.32338 | 0.00000 | ||
104 | 2010.04.23 02:20 | s/l | 30 | 0.10 | 1.32338 | 1.32338 | 0.00000 | -10.80 | 10057.60 |
105 | 2010.04.26 06:00 | sell | 31 | 0.10 | 1.33700 | 1.33808 | 0.00000 | ||
106 | 2010.04.26 06:40 | modify | 31 | 0.10 | 1.33700 | 1.33689 | 0.00000 | ||
107 | 2010.04.26 06:46 | modify | 31 | 0.10 | 1.33700 | 1.33644 | 0.00000 | ||
108 | 2010.04.26 06:59 | s/l | 31 | 0.10 | 1.33644 | 1.33644 | 0.00000 | 5.60 | 10063.20 |
109 | 2010.04.26 07:00 | sell | 32 | 0.10 | 1.33672 | 1.33780 | 0.00000 | ||
110 | 2010.04.26 07:20 | s/l | 32 | 0.10 | 1.33780 | 1.33780 | 0.00000 | -10.80 | 10052.40 |
111 | 2010.04.26 12:00 | sell | 33 | 0.10 | 1.33050 | 1.33158 | 0.00000 | ||
112 | 2010.04.26 12:02 | modify | 33 | 0.10 | 1.33050 | 1.33042 | 0.00000 | ||
113 | 2010.04.26 12:07 | modify | 33 | 0.10 | 1.33050 | 1.33009 | 0.00000 | ||
114 | 2010.04.26 12:10 | s/l | 33 | 0.10 | 1.33009 | 1.33009 | 0.00000 | 4.10 | 10056.50 |
115 | 2010.04.27 04:00 | sell | 34 | 0.10 | 1.33740 | 1.33848 | 0.00000 | ||
116 | 2010.04.27 04:20 | modify | 34 | 0.10 | 1.33740 | 1.33708 | 0.00000 | ||
117 | 2010.04.27 04:40 | s/l | 34 | 0.10 | 1.33708 | 1.33708 | 0.00000 | 3.20 | 10059.70 |
118 | 2010.04.27 05:00 | sell | 35 | 0.10 | 1.33739 | 1.33847 | 0.00000 | ||
119 | 2010.04.27 06:20 | s/l | 35 | 0.10 | 1.33847 | 1.33847 | 0.00000 | -10.80 | 10048.90 |
120 | 2010.04.27 09:00 | sell | 36 | 0.10 | 1.33641 | 1.33749 | 0.00000 | ||
121 | 2010.04.27 09:02 | s/l | 36 | 0.10 | 1.33749 | 1.33749 | 0.00000 | -10.80 | 10038.10 |
122 | 2010.04.27 10:00 | sell | 37 | 0.10 | 1.33485 | 1.33593 | 0.00000 | ||
123 | 2010.04.27 10:20 | s/l | 37 | 0.10 | 1.33593 | 1.33593 | 0.00000 | -10.80 | 10027.30 |
124 | 2010.04.27 14:00 | sell | 38 | 0.10 | 1.32872 | 1.32980 | 0.00000 | ||
125 | 2010.04.27 14:20 | s/l | 38 | 0.10 | 1.32980 | 1.32980 | 0.00000 | -10.80 | 10016.50 |
126 | 2010.04.27 22:00 | sell | 39 | 0.10 | 1.31771 | 1.31879 | 0.00000 | ||
127 | 2010.04.27 22:02 | modify | 39 | 0.10 | 1.31771 | 1.31742 | 0.00000 | ||
128 | 2010.04.27 22:07 | modify | 39 | 0.10 | 1.31771 | 1.31725 | 0.00000 | ||
129 | 2010.04.27 22:10 | s/l | 39 | 0.10 | 1.31725 | 1.31725 | 0.00000 | 4.60 | 10021.10 |
130 | 2010.04.27 23:00 | sell | 40 | 0.10 | 1.31736 | 1.31844 | 0.00000 | ||
131 | 2010.04.27 23:20 | modify | 40 | 0.10 | 1.31736 | 1.31677 | 0.00000 | ||
132 | 2010.04.27 23:26 | modify | 40 | 0.10 | 1.31736 | 1.31597 | 0.00000 | ||
133 | 2010.04.27 23:32 | modify | 40 | 0.10 | 1.31736 | 1.31529 | 0.00000 | ||
134 | 2010.04.27 23:37 | modify | 40 | 0.10 | 1.31736 | 1.31508 | 0.00000 | ||
135 | 2010.04.27 23:40 | s/l | 40 | 0.10 | 1.31508 | 1.31508 | 0.00000 | 22.80 | 10043.90 |
136 | 2010.04.28 00:00 | sell | 41 | 0.10 | 1.31611 | 1.31719 | 0.00000 | ||
137 | 2010.04.28 00:10 | s/l | 41 | 0.10 | 1.31719 | 1.31719 | 0.00000 | -10.80 | 10033.10 |
138 | 2010.04.29 23:00 | sell | 42 | 0.10 | 1.32323 | 1.32431 | 0.00000 | ||
139 | 2010.04.29 23:02 | modify | 42 | 0.10 | 1.32323 | 1.32322 | 0.00000 | ||
140 | 2010.04.29 23:07 | modify | 42 | 0.10 | 1.32323 | 1.32302 | 0.00000 | ||
141 | 2010.04.29 23:10 | s/l | 42 | 0.10 | 1.32302 | 1.32302 | 0.00000 | 2.10 | 10035.20 |