Strategy Tester Report
Bull Bear
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; StopLoss=30; TakeProfit=40; TrailingStop=5; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -268.40 | Gross profit | 1785.40 | Gross loss | -2053.80 |
Profit factor | 0.87 | Expected payoff | -5.83 | ||
Absolute drawdown | 1550.00 | Maximal drawdown | 3356.40 (28.43%) | Relative drawdown | 28.43% (3356.40) |
Total trades | 46 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 45 (97.83%) | Loss trades (% of total) | 1 (2.17%) | ||
Largest | profit trade | 43.00 | loss trade | -2053.80 | |
Average | profit trade | 39.68 | loss trade | -2053.80 | |
Maximum | consecutive wins (profit in money) | 45 (1785.40) | consecutive losses (loss in money) | 1 (-2053.80) | |
Maximal | consecutive profit (count of wins) | 1785.40 (45) | consecutive loss (count of losses) | -2053.80 (1) | |
Average | consecutive wins | 45 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:02 | sell | 1 | 1.00 | 1.35097 | 0.00000 | 1.35060 | ||
2 | 2010.04.01 00:32 | t/p | 1 | 1.00 | 1.35060 | 0.00000 | 1.35060 | 37.00 | 10037.00 |
3 | 2010.04.01 00:32 | sell | 2 | 1.00 | 1.35040 | 0.00000 | 1.35000 | ||
4 | 2010.04.01 04:20 | t/p | 2 | 1.00 | 1.35000 | 0.00000 | 1.35000 | 40.00 | 10077.00 |
5 | 2010.04.01 04:20 | sell | 3 | 1.00 | 1.34960 | 0.00000 | 1.34920 | ||
6 | 2010.04.01 08:45 | t/p | 3 | 1.00 | 1.34920 | 0.00000 | 1.34920 | 40.00 | 10117.00 |
7 | 2010.04.01 08:45 | sell | 4 | 1.00 | 1.34859 | 0.00000 | 1.34820 | ||
8 | 2010.04.01 08:50 | t/p | 4 | 1.00 | 1.34820 | 0.00000 | 1.34820 | 39.00 | 10156.00 |
9 | 2010.04.01 08:50 | sell | 5 | 1.00 | 1.34759 | 0.00000 | 1.34720 | ||
10 | 2010.04.01 14:15 | t/p | 5 | 1.00 | 1.34720 | 0.00000 | 1.34720 | 39.00 | 10195.00 |
11 | 2010.04.01 14:15 | buy | 6 | 1.00 | 1.34692 | 0.00000 | 1.34730 | ||
12 | 2010.04.01 14:40 | t/p | 6 | 1.00 | 1.34730 | 0.00000 | 1.34730 | 38.00 | 10233.00 |
13 | 2010.04.01 14:40 | buy | 7 | 1.00 | 1.34820 | 0.00000 | 1.34860 | ||
14 | 2010.04.01 14:45 | t/p | 7 | 1.00 | 1.34860 | 0.00000 | 1.34860 | 40.00 | 10273.00 |
15 | 2010.04.01 14:45 | buy | 8 | 1.00 | 1.34907 | 0.00000 | 1.34950 | ||
16 | 2010.04.01 14:50 | t/p | 8 | 1.00 | 1.34950 | 0.00000 | 1.34950 | 43.00 | 10316.00 |
17 | 2010.04.01 14:50 | sell | 9 | 1.00 | 1.34982 | 0.00000 | 1.34940 | ||
18 | 2010.04.01 14:52 | t/p | 9 | 1.00 | 1.34940 | 0.00000 | 1.34940 | 42.00 | 10358.00 |
19 | 2010.04.01 14:55 | sell | 10 | 1.00 | 1.34953 | 0.00000 | 1.34910 | ||
20 | 2010.04.01 14:57 | t/p | 10 | 1.00 | 1.34910 | 0.00000 | 1.34910 | 43.00 | 10401.00 |
21 | 2010.04.01 14:57 | sell | 11 | 1.00 | 1.34867 | 0.00000 | 1.34830 | ||
22 | 2010.04.02 17:15 | t/p | 11 | 1.00 | 1.34830 | 0.00000 | 1.34830 | 36.20 | 10437.20 |
23 | 2010.04.02 17:15 | buy | 12 | 1.00 | 1.34807 | 0.00000 | 1.34850 | ||
24 | 2010.04.02 17:50 | t/p | 12 | 1.00 | 1.34850 | 0.00000 | 1.34850 | 43.00 | 10480.20 |
25 | 2010.04.02 17:57 | buy | 13 | 1.00 | 1.34833 | 0.00000 | 1.34870 | ||
26 | 2010.04.02 18:02 | t/p | 13 | 1.00 | 1.34870 | 0.00000 | 1.34870 | 37.00 | 10517.20 |
27 | 2010.04.02 18:07 | buy | 14 | 1.00 | 1.34891 | 0.00000 | 1.34930 | ||
28 | 2010.04.02 22:10 | t/p | 14 | 1.00 | 1.34930 | 0.00000 | 1.34930 | 39.00 | 10556.20 |
29 | 2010.04.02 22:12 | buy | 15 | 1.00 | 1.34937 | 0.00000 | 1.34980 | ||
30 | 2010.04.02 22:20 | t/p | 15 | 1.00 | 1.34980 | 0.00000 | 1.34980 | 43.00 | 10599.20 |
31 | 2010.04.02 22:22 | buy | 16 | 1.00 | 1.34979 | 0.00000 | 1.35020 | ||
32 | 2010.04.02 22:46 | t/p | 16 | 1.00 | 1.35020 | 0.00000 | 1.35020 | 41.00 | 10640.20 |
33 | 2010.04.02 22:46 | buy | 17 | 1.00 | 1.35048 | 0.00000 | 1.35090 | ||
34 | 2010.04.05 02:10 | t/p | 17 | 1.00 | 1.35090 | 0.00000 | 1.35090 | 41.20 | 10681.40 |
35 | 2010.04.05 03:02 | sell | 18 | 1.00 | 1.35248 | 0.00000 | 1.35210 | ||
36 | 2010.04.05 04:50 | t/p | 18 | 1.00 | 1.35210 | 0.00000 | 1.35210 | 38.00 | 10719.40 |
37 | 2010.04.05 04:50 | sell | 19 | 1.00 | 1.35191 | 0.00000 | 1.35150 | ||
38 | 2010.04.05 06:20 | t/p | 19 | 1.00 | 1.35150 | 0.00000 | 1.35150 | 41.00 | 10760.40 |
39 | 2010.04.05 06:27 | sell | 20 | 1.00 | 1.35170 | 0.00000 | 1.35130 | ||
40 | 2010.04.05 06:45 | t/p | 20 | 1.00 | 1.35130 | 0.00000 | 1.35130 | 40.00 | 10800.40 |
41 | 2010.04.05 06:45 | sell | 21 | 1.00 | 1.35093 | 0.00000 | 1.35050 | ||
42 | 2010.04.05 07:50 | t/p | 21 | 1.00 | 1.35050 | 0.00000 | 1.35050 | 43.00 | 10843.40 |
43 | 2010.04.05 07:52 | sell | 22 | 1.00 | 1.35019 | 0.00000 | 1.34980 | ||
44 | 2010.04.05 08:03 | t/p | 22 | 1.00 | 1.34980 | 0.00000 | 1.34980 | 39.00 | 10882.40 |
45 | 2010.04.05 08:03 | buy | 23 | 1.00 | 1.34948 | 0.00000 | 1.34990 | ||
46 | 2010.04.05 15:10 | t/p | 23 | 1.00 | 1.34990 | 0.00000 | 1.34990 | 42.00 | 10924.40 |
47 | 2010.04.05 16:00 | sell | 24 | 1.00 | 1.35241 | 0.00000 | 1.35200 | ||
48 | 2010.04.05 16:15 | t/p | 24 | 1.00 | 1.35200 | 0.00000 | 1.35200 | 41.00 | 10965.40 |
49 | 2010.04.05 16:15 | sell | 25 | 1.00 | 1.35147 | 0.00000 | 1.35110 | ||
50 | 2010.04.05 16:20 | t/p | 25 | 1.00 | 1.35110 | 0.00000 | 1.35110 | 37.00 | 11002.40 |
51 | 2010.04.05 16:20 | sell | 26 | 1.00 | 1.35079 | 0.00000 | 1.35040 | ||
52 | 2010.04.05 17:05 | t/p | 26 | 1.00 | 1.35040 | 0.00000 | 1.35040 | 39.00 | 11041.40 |
53 | 2010.04.05 17:05 | sell | 27 | 1.00 | 1.35027 | 0.00000 | 1.34990 | ||
54 | 2010.04.05 17:10 | t/p | 27 | 1.00 | 1.34990 | 0.00000 | 1.34990 | 37.00 | 11078.40 |
55 | 2010.04.05 17:10 | sell | 28 | 1.00 | 1.34979 | 0.00000 | 1.34940 | ||
56 | 2010.04.05 17:15 | t/p | 28 | 1.00 | 1.34940 | 0.00000 | 1.34940 | 39.00 | 11117.40 |
57 | 2010.04.05 17:17 | sell | 29 | 1.00 | 1.34930 | 0.00000 | 1.34890 | ||
58 | 2010.04.05 17:20 | t/p | 29 | 1.00 | 1.34890 | 0.00000 | 1.34890 | 40.00 | 11157.40 |
59 | 2010.04.05 17:20 | sell | 30 | 1.00 | 1.34810 | 0.00000 | 1.34770 | ||
60 | 2010.04.05 17:32 | t/p | 30 | 1.00 | 1.34770 | 0.00000 | 1.34770 | 40.00 | 11197.40 |
61 | 2010.04.05 17:32 | sell | 31 | 1.00 | 1.34738 | 0.00000 | 1.34700 | ||
62 | 2010.04.06 01:46 | t/p | 31 | 1.00 | 1.34700 | 0.00000 | 1.34700 | 37.20 | 11234.60 |
63 | 2010.04.06 02:00 | buy | 32 | 1.00 | 1.34681 | 0.00000 | 1.34720 | ||
64 | 2010.04.09 16:07 | t/p | 32 | 1.00 | 1.34720 | 0.00000 | 1.34720 | 35.00 | 11269.60 |
65 | 2010.04.09 17:02 | sell | 33 | 1.00 | 1.34447 | 0.00000 | 1.34410 | ||
66 | 2010.04.19 08:50 | t/p | 33 | 1.00 | 1.34410 | 0.00000 | 1.34410 | 30.60 | 11300.20 |
67 | 2010.04.19 08:50 | buy | 34 | 1.00 | 1.34383 | 0.00000 | 1.34420 | ||
68 | 2010.04.19 08:52 | t/p | 34 | 1.00 | 1.34420 | 0.00000 | 1.34420 | 37.00 | 11337.20 |
69 | 2010.04.19 08:52 | buy | 35 | 1.00 | 1.34441 | 0.00000 | 1.34480 | ||
70 | 2010.04.19 08:57 | t/p | 35 | 1.00 | 1.34480 | 0.00000 | 1.34480 | 39.00 | 11376.20 |
71 | 2010.04.19 08:57 | buy | 36 | 1.00 | 1.34499 | 0.00000 | 1.34540 | ||
72 | 2010.04.19 09:15 | t/p | 36 | 1.00 | 1.34540 | 0.00000 | 1.34540 | 41.00 | 11417.20 |
73 | 2010.04.19 09:15 | buy | 37 | 1.00 | 1.34579 | 0.00000 | 1.34620 | ||
74 | 2010.04.19 09:20 | t/p | 37 | 1.00 | 1.34620 | 0.00000 | 1.34620 | 41.00 | 11458.20 |
75 | 2010.04.19 09:22 | buy | 38 | 1.00 | 1.34597 | 0.00000 | 1.34640 | ||
76 | 2010.04.19 10:20 | t/p | 38 | 1.00 | 1.34640 | 0.00000 | 1.34640 | 43.00 | 11501.20 |
77 | 2010.04.19 10:20 | buy | 39 | 1.00 | 1.34651 | 0.00000 | 1.34690 | ||
78 | 2010.04.19 16:20 | t/p | 39 | 1.00 | 1.34690 | 0.00000 | 1.34690 | 39.00 | 11540.20 |
79 | 2010.04.19 17:00 | sell | 40 | 1.00 | 1.34653 | 0.00000 | 1.34610 | ||
80 | 2010.04.19 17:02 | t/p | 40 | 1.00 | 1.34610 | 0.00000 | 1.34610 | 43.00 | 11583.20 |
81 | 2010.04.19 17:02 | sell | 41 | 1.00 | 1.34583 | 0.00000 | 1.34540 | ||
82 | 2010.04.19 18:15 | t/p | 41 | 1.00 | 1.34540 | 0.00000 | 1.34540 | 43.00 | 11626.20 |
83 | 2010.04.19 18:17 | sell | 42 | 1.00 | 1.34521 | 0.00000 | 1.34480 | ||
84 | 2010.04.19 18:20 | t/p | 42 | 1.00 | 1.34480 | 0.00000 | 1.34480 | 41.00 | 11667.20 |
85 | 2010.04.19 18:20 | sell | 43 | 1.00 | 1.34449 | 0.00000 | 1.34410 | ||
86 | 2010.04.20 17:50 | t/p | 43 | 1.00 | 1.34410 | 0.00000 | 1.34410 | 38.20 | 11705.40 |
87 | 2010.04.20 17:50 | buy | 44 | 1.00 | 1.34361 | 0.00000 | 1.34400 | ||
88 | 2010.04.20 17:57 | t/p | 44 | 1.00 | 1.34400 | 0.00000 | 1.34400 | 39.00 | 11744.40 |
89 | 2010.04.20 17:57 | buy | 45 | 1.00 | 1.34419 | 0.00000 | 1.34460 | ||
90 | 2010.04.20 18:30 | t/p | 45 | 1.00 | 1.34460 | 0.00000 | 1.34460 | 41.00 | 11785.40 |
91 | 2010.04.20 18:30 | buy | 46 | 1.00 | 1.34473 | 0.00000 | 1.34510 | ||
92 | 2010.04.29 23:59 | close at stop | 46 | 1.00 | 1.32428 | 0.00000 | 1.34510 | -2053.80 | 9731.60 |