Strategy Tester Report
Avpb
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 | Lots=1; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -922.20 | Gross profit | 1384.00 | Gross loss | -2306.20 |
Profit factor | 0.60 | Expected payoff | -28.82 | ||
Absolute drawdown | 1456.20 | Maximal drawdown | 1456.20 (14.56%) | Relative drawdown | 14.56% (1456.20) |
Total trades | 32 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
Largest | profit trade | 158.00 | loss trade | -593.00 | |
Average | profit trade | 57.67 | loss trade | -288.27 | |
Maximum | consecutive wins (profit in money) | 18 (875.00) | consecutive losses (loss in money) | 2 (-1022.20) | |
Maximal | consecutive profit (count of wins) | 875.00 (18) | consecutive loss (count of losses) | -1022.20 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 02:20 | buy | 1 | 1.00 | 1.35640 | 1.35137 | 1.35690 | ||
2 | 2010.04.01 03:00 | close | 1 | 1.00 | 1.35297 | 1.35137 | 1.35690 | -343.00 | 9657.00 |
3 | 2010.04.02 02:46 | sell | 2 | 1.00 | 1.35686 | 1.35981 | 1.34140 | ||
4 | 2010.04.02 03:00 | close | 2 | 1.00 | 1.35747 | 1.35981 | 1.34140 | -61.00 | 9596.00 |
5 | 2010.04.05 07:50 | sell | 3 | 1.00 | 1.34986 | 1.35243 | 1.34062 | ||
6 | 2010.04.05 08:10 | modify | 3 | 1.00 | 1.34986 | 1.34938 | 1.34062 | ||
7 | 2010.04.05 08:16 | modify | 3 | 1.00 | 1.34986 | 1.34873 | 1.34062 | ||
8 | 2010.04.05 08:20 | s/l | 3 | 1.00 | 1.34873 | 1.34873 | 1.34062 | 113.00 | 9709.00 |
9 | 2010.04.05 15:52 | buy | 4 | 1.00 | 1.35270 | 1.34735 | 1.35320 | ||
10 | 2010.04.05 17:37 | s/l | 4 | 1.00 | 1.34735 | 1.34735 | 1.35320 | -535.00 | 9174.00 |
11 | 2010.04.06 20:46 | buy | 5 | 1.00 | 1.34037 | 1.33551 | 1.34488 | ||
12 | 2010.04.07 12:50 | s/l | 5 | 1.00 | 1.33551 | 1.33551 | 1.34488 | -487.20 | 8686.80 |
13 | 2010.04.07 12:50 | sell | 6 | 1.00 | 1.33457 | 1.34004 | 1.32733 | ||
14 | 2010.04.07 13:32 | modify | 6 | 1.00 | 1.33457 | 1.33402 | 1.32733 | ||
15 | 2010.04.07 13:37 | modify | 6 | 1.00 | 1.33457 | 1.33390 | 1.32733 | ||
16 | 2010.04.07 13:40 | s/l | 6 | 1.00 | 1.33390 | 1.33390 | 1.32733 | 67.00 | 8753.80 |
17 | 2010.04.08 07:50 | buy | 7 | 1.00 | 1.33438 | 1.33175 | 1.33575 | ||
18 | 2010.04.08 08:00 | close | 7 | 1.00 | 1.33371 | 1.33175 | 1.33575 | -67.00 | 8686.80 |
19 | 2010.04.09 08:43 | buy | 8 | 1.00 | 1.33789 | 1.33418 | 1.33839 | ||
20 | 2010.04.09 08:50 | modify | 8 | 1.00 | 1.33789 | 1.33801 | 1.33839 | ||
21 | 2010.04.09 08:59 | t/p | 8 | 1.00 | 1.33839 | 1.33801 | 1.33839 | 50.00 | 8736.80 |
22 | 2010.04.09 08:59 | buy | 9 | 1.00 | 1.33918 | 1.33414 | 1.33968 | ||
23 | 2010.04.09 09:15 | modify | 9 | 1.00 | 1.33918 | 1.33927 | 1.33968 | ||
24 | 2010.04.09 09:20 | t/p | 9 | 1.00 | 1.33968 | 1.33927 | 1.33968 | 50.00 | 8786.80 |
25 | 2010.04.12 08:50 | sell | 10 | 1.00 | 1.36292 | 1.36774 | 1.32888 | ||
26 | 2010.04.12 09:20 | modify | 10 | 1.00 | 1.36292 | 1.36221 | 1.32888 | ||
27 | 2010.04.12 09:22 | s/l | 10 | 1.00 | 1.36221 | 1.36221 | 1.32888 | 71.00 | 8857.80 |
28 | 2010.04.13 07:45 | buy | 11 | 1.00 | 1.35947 | 1.35612 | 1.36145 | ||
29 | 2010.04.13 08:00 | close | 11 | 1.00 | 1.35872 | 1.35612 | 1.36145 | -75.00 | 8782.80 |
30 | 2010.04.13 14:46 | buy | 12 | 1.00 | 1.36200 | 1.35659 | 1.36250 | ||
31 | 2010.04.13 15:02 | t/p | 12 | 1.00 | 1.36250 | 1.35659 | 1.36250 | 50.00 | 8832.80 |
32 | 2010.04.14 12:52 | sell | 13 | 1.00 | 1.36061 | 1.36548 | 1.35133 | ||
33 | 2010.04.14 13:02 | modify | 13 | 1.00 | 1.36061 | 1.36059 | 1.35133 | ||
34 | 2010.04.14 13:07 | modify | 13 | 1.00 | 1.36061 | 1.36050 | 1.35133 | ||
35 | 2010.04.14 13:10 | s/l | 13 | 1.00 | 1.36050 | 1.36050 | 1.35133 | 11.00 | 8843.80 |
36 | 2010.04.15 02:50 | sell | 14 | 1.00 | 1.36499 | 1.36740 | 1.35576 | ||
37 | 2010.04.15 04:50 | modify | 14 | 1.00 | 1.36499 | 1.36497 | 1.35576 | ||
38 | 2010.04.15 04:57 | s/l | 14 | 1.00 | 1.36497 | 1.36497 | 1.35576 | 2.00 | 8845.80 |
39 | 2010.04.16 02:22 | sell | 15 | 1.00 | 1.35435 | 1.35759 | 1.34437 | ||
40 | 2010.04.16 02:45 | modify | 15 | 1.00 | 1.35435 | 1.35427 | 1.34437 | ||
41 | 2010.04.16 02:50 | modify | 15 | 1.00 | 1.35435 | 1.35378 | 1.34437 | ||
42 | 2010.04.16 02:57 | s/l | 15 | 1.00 | 1.35378 | 1.35378 | 1.34437 | 57.00 | 8902.80 |
43 | 2010.04.16 02:57 | sell | 16 | 1.00 | 1.35374 | 1.35763 | 1.34437 | ||
44 | 2010.04.16 04:46 | modify | 16 | 1.00 | 1.35374 | 1.35373 | 1.34437 | ||
45 | 2010.04.16 04:50 | s/l | 16 | 1.00 | 1.35373 | 1.35373 | 1.34437 | 1.00 | 8903.80 |
46 | 2010.04.16 12:50 | sell | 17 | 1.00 | 1.35271 | 1.35586 | 1.34437 | ||
47 | 2010.04.16 14:45 | modify | 17 | 1.00 | 1.35271 | 1.35219 | 1.34437 | ||
48 | 2010.04.16 14:47 | s/l | 17 | 1.00 | 1.35219 | 1.35219 | 1.34437 | 52.00 | 8955.80 |
49 | 2010.04.20 03:50 | sell | 18 | 1.00 | 1.34691 | 1.35088 | 1.33867 | ||
50 | 2010.04.20 07:45 | modify | 18 | 1.00 | 1.34691 | 1.34679 | 1.33867 | ||
51 | 2010.04.20 07:50 | modify | 18 | 1.00 | 1.34691 | 1.34624 | 1.33867 | ||
52 | 2010.04.20 07:52 | s/l | 18 | 1.00 | 1.34624 | 1.34624 | 1.33867 | 67.00 | 9022.80 |
53 | 2010.04.20 15:45 | sell | 19 | 1.00 | 1.34632 | 1.35004 | 1.33867 | ||
54 | 2010.04.20 15:50 | modify | 19 | 1.00 | 1.34632 | 1.34597 | 1.33867 | ||
55 | 2010.04.20 15:52 | s/l | 19 | 1.00 | 1.34597 | 1.34597 | 1.33867 | 35.00 | 9057.80 |
56 | 2010.04.20 15:52 | sell | 20 | 1.00 | 1.34588 | 1.35008 | 1.33867 | ||
57 | 2010.04.20 16:20 | modify | 20 | 1.00 | 1.34588 | 1.34568 | 1.33867 | ||
58 | 2010.04.20 16:22 | s/l | 20 | 1.00 | 1.34568 | 1.34568 | 1.33867 | 20.00 | 9077.80 |
59 | 2010.04.21 07:59 | buy | 21 | 1.00 | 1.34369 | 1.33894 | 1.34640 | ||
60 | 2010.04.21 08:20 | modify | 21 | 1.00 | 1.34369 | 1.34405 | 1.34640 | ||
61 | 2010.04.21 08:22 | s/l | 21 | 1.00 | 1.34405 | 1.34405 | 1.34640 | 36.00 | 9113.80 |
62 | 2010.04.21 12:55 | sell | 22 | 1.00 | 1.33887 | 1.34475 | 1.33696 | ||
63 | 2010.04.21 13:20 | modify | 22 | 1.00 | 1.33887 | 1.33844 | 1.33696 | ||
64 | 2010.04.21 13:22 | s/l | 22 | 1.00 | 1.33844 | 1.33844 | 1.33696 | 43.00 | 9156.80 |
65 | 2010.04.22 06:56 | buy | 23 | 1.00 | 1.33958 | 1.33803 | 1.34008 | ||
66 | 2010.04.22 07:45 | modify | 23 | 1.00 | 1.33958 | 1.33976 | 1.34008 | ||
67 | 2010.04.22 07:50 | t/p | 23 | 1.00 | 1.34008 | 1.33976 | 1.34008 | 50.00 | 9206.80 |
68 | 2010.04.22 11:40 | sell | 24 | 1.00 | 1.33578 | 1.34250 | 1.33082 | ||
69 | 2010.04.22 11:45 | modify | 24 | 1.00 | 1.33578 | 1.33567 | 1.33082 | ||
70 | 2010.04.22 11:50 | modify | 24 | 1.00 | 1.33578 | 1.33488 | 1.33082 | ||
71 | 2010.04.22 11:52 | s/l | 24 | 1.00 | 1.33488 | 1.33488 | 1.33082 | 90.00 | 9296.80 |
72 | 2010.04.22 11:52 | sell | 25 | 1.00 | 1.33472 | 1.34256 | 1.33082 | ||
73 | 2010.04.22 12:15 | modify | 25 | 1.00 | 1.33472 | 1.33457 | 1.33082 | ||
74 | 2010.04.22 12:20 | modify | 25 | 1.00 | 1.33472 | 1.33379 | 1.33082 | ||
75 | 2010.04.22 12:22 | s/l | 25 | 1.00 | 1.33379 | 1.33379 | 1.33082 | 93.00 | 9389.80 |
76 | 2010.04.23 09:52 | buy | 26 | 1.00 | 1.32706 | 1.32236 | 1.33218 | ||
77 | 2010.04.23 10:10 | modify | 26 | 1.00 | 1.32706 | 1.32716 | 1.33218 | ||
78 | 2010.04.23 10:15 | modify | 26 | 1.00 | 1.32706 | 1.32771 | 1.33218 | ||
79 | 2010.04.23 10:20 | modify | 26 | 1.00 | 1.32706 | 1.32830 | 1.33218 | ||
80 | 2010.04.23 10:22 | s/l | 26 | 1.00 | 1.32830 | 1.32830 | 1.33218 | 124.00 | 9513.80 |
81 | 2010.04.26 10:52 | sell | 27 | 1.00 | 1.33265 | 1.33752 | 1.31299 | ||
82 | 2010.04.26 11:10 | modify | 27 | 1.00 | 1.33265 | 1.33221 | 1.31299 | ||
83 | 2010.04.26 11:12 | s/l | 27 | 1.00 | 1.33221 | 1.33221 | 1.31299 | 44.00 | 9557.80 |
84 | 2010.04.27 07:47 | sell | 28 | 1.00 | 1.33755 | 1.33946 | 1.32415 | ||
85 | 2010.04.27 07:50 | modify | 28 | 1.00 | 1.33755 | 1.33745 | 1.32415 | ||
86 | 2010.04.27 07:52 | s/l | 28 | 1.00 | 1.33745 | 1.33745 | 1.32415 | 10.00 | 9567.80 |
87 | 2010.04.27 07:52 | sell | 29 | 1.00 | 1.33717 | 1.33948 | 1.32415 | ||
88 | 2010.04.27 08:15 | modify | 29 | 1.00 | 1.33717 | 1.33711 | 1.32415 | ||
89 | 2010.04.27 08:20 | modify | 29 | 1.00 | 1.33717 | 1.33627 | 1.32415 | ||
90 | 2010.04.27 08:22 | s/l | 29 | 1.00 | 1.33627 | 1.33627 | 1.32415 | 90.00 | 9657.80 |
91 | 2010.04.28 10:50 | sell | 30 | 1.00 | 1.31422 | 1.32015 | 1.29699 | ||
92 | 2010.04.28 12:15 | s/l | 30 | 1.00 | 1.32015 | 1.32015 | 1.29699 | -593.00 | 9064.80 |
93 | 2010.04.28 17:57 | sell | 31 | 1.00 | 1.31394 | 1.32330 | 1.29699 | ||
94 | 2010.04.28 17:59 | modify | 31 | 1.00 | 1.31394 | 1.31343 | 1.29699 | ||
95 | 2010.04.28 18:00 | modify | 31 | 1.00 | 1.31394 | 1.31340 | 1.29699 | ||
96 | 2010.04.28 18:02 | modify | 31 | 1.00 | 1.31394 | 1.31236 | 1.29699 | ||
97 | 2010.04.28 18:05 | s/l | 31 | 1.00 | 1.31236 | 1.31236 | 1.29699 | 158.00 | 9222.80 |
98 | 2010.04.29 15:50 | sell | 32 | 1.00 | 1.32086 | 1.32864 | 1.30432 | ||
99 | 2010.04.29 16:00 | close | 32 | 1.00 | 1.32231 | 1.32864 | 1.30432 | -145.00 | 9077.80 |