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=0.3; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 333.72 | Gross profit | 803.34 | Gross loss | -469.62 |
Profit factor | 1.71 | Expected payoff | 4.91 | ||
Absolute drawdown | 487.53 | Maximal drawdown | 948.42 (8.77%) | Relative drawdown | 8.77% (948.42) |
Total trades | 68 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 68 (98.53%) |
Profit trades (% of total) | 67 (98.53%) | Loss trades (% of total) | 1 (1.47%) | ||
Largest | profit trade | 12.00 | loss trade | -469.62 | |
Average | profit trade | 11.99 | loss trade | -469.62 | |
Maximum | consecutive wins (profit in money) | 67 (803.34) | consecutive losses (loss in money) | 1 (-469.62) | |
Maximal | consecutive profit (count of wins) | 803.34 (67) | consecutive loss (count of losses) | -469.62 (1) | |
Average | consecutive wins | 67 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 12:00 | buy | 1 | 0.30 | 1.47659 | 0.00000 | 1.47699 | ||
2 | 2009.11.02 12:16 | t/p | 1 | 0.30 | 1.47699 | 0.00000 | 1.47699 | 12.00 | 10012.00 |
3 | 2009.11.02 12:16 | buy | 2 | 0.30 | 1.47715 | 0.00000 | 1.47755 | ||
4 | 2009.11.02 12:18 | t/p | 2 | 0.30 | 1.47755 | 0.00000 | 1.47755 | 12.00 | 10024.00 |
5 | 2009.11.02 12:18 | buy | 3 | 0.30 | 1.47771 | 0.00000 | 1.47811 | ||
6 | 2009.11.02 12:27 | t/p | 3 | 0.30 | 1.47811 | 0.00000 | 1.47811 | 12.00 | 10036.00 |
7 | 2009.11.02 12:27 | buy | 4 | 0.30 | 1.47827 | 0.00000 | 1.47867 | ||
8 | 2009.11.02 12:36 | t/p | 4 | 0.30 | 1.47867 | 0.00000 | 1.47867 | 12.00 | 10048.00 |
9 | 2009.11.02 12:36 | buy | 5 | 0.30 | 1.47883 | 0.00000 | 1.47923 | ||
10 | 2009.11.02 12:37 | t/p | 5 | 0.30 | 1.47923 | 0.00000 | 1.47923 | 12.00 | 10060.00 |
11 | 2009.11.02 12:37 | buy | 6 | 0.30 | 1.47939 | 0.00000 | 1.47979 | ||
12 | 2009.11.02 16:15 | t/p | 6 | 0.30 | 1.47979 | 0.00000 | 1.47979 | 12.00 | 10072.00 |
13 | 2009.11.02 16:15 | buy | 7 | 0.30 | 1.47995 | 0.00000 | 1.48035 | ||
14 | 2009.11.02 16:15 | t/p | 7 | 0.30 | 1.48035 | 0.00000 | 1.48035 | 12.00 | 10084.00 |
15 | 2009.11.02 16:15 | buy | 8 | 0.30 | 1.48051 | 0.00000 | 1.48091 | ||
16 | 2009.11.02 16:25 | t/p | 8 | 0.30 | 1.48091 | 0.00000 | 1.48091 | 12.00 | 10096.00 |
17 | 2009.11.02 16:25 | buy | 9 | 0.30 | 1.48107 | 0.00000 | 1.48147 | ||
18 | 2009.11.02 16:25 | t/p | 9 | 0.30 | 1.48147 | 0.00000 | 1.48147 | 12.00 | 10108.00 |
19 | 2009.11.02 16:25 | buy | 10 | 0.30 | 1.48163 | 0.00000 | 1.48203 | ||
20 | 2009.11.02 16:25 | t/p | 10 | 0.30 | 1.48203 | 0.00000 | 1.48203 | 12.00 | 10120.00 |
21 | 2009.11.02 16:25 | buy | 11 | 0.30 | 1.48219 | 0.00000 | 1.48259 | ||
22 | 2009.11.02 16:25 | t/p | 11 | 0.30 | 1.48259 | 0.00000 | 1.48259 | 12.00 | 10132.00 |
23 | 2009.11.02 16:25 | buy | 12 | 0.30 | 1.48275 | 0.00000 | 1.48315 | ||
24 | 2009.11.02 16:35 | t/p | 12 | 0.30 | 1.48315 | 0.00000 | 1.48315 | 12.00 | 10144.00 |
25 | 2009.11.02 16:35 | buy | 13 | 0.30 | 1.48331 | 0.00000 | 1.48371 | ||
26 | 2009.11.02 16:35 | t/p | 13 | 0.30 | 1.48371 | 0.00000 | 1.48371 | 12.00 | 10156.00 |
27 | 2009.11.02 16:35 | buy | 14 | 0.30 | 1.48387 | 0.00000 | 1.48427 | ||
28 | 2009.11.02 16:35 | t/p | 14 | 0.30 | 1.48427 | 0.00000 | 1.48427 | 12.00 | 10168.00 |
29 | 2009.11.02 16:35 | buy | 15 | 0.30 | 1.48443 | 0.00000 | 1.48483 | ||
30 | 2009.11.04 20:08 | t/p | 15 | 0.30 | 1.48483 | 0.00000 | 1.48483 | 11.94 | 10179.94 |
31 | 2009.11.04 20:08 | buy | 16 | 0.30 | 1.48502 | 0.00000 | 1.48542 | ||
32 | 2009.11.04 20:09 | t/p | 16 | 0.30 | 1.48542 | 0.00000 | 1.48542 | 12.00 | 10191.94 |
33 | 2009.11.04 20:09 | buy | 17 | 0.30 | 1.48560 | 0.00000 | 1.48600 | ||
34 | 2009.11.04 20:09 | t/p | 17 | 0.30 | 1.48600 | 0.00000 | 1.48600 | 12.00 | 10203.94 |
35 | 2009.11.04 20:09 | buy | 18 | 0.30 | 1.48617 | 0.00000 | 1.48657 | ||
36 | 2009.11.04 20:15 | t/p | 18 | 0.30 | 1.48657 | 0.00000 | 1.48657 | 12.00 | 10215.94 |
37 | 2009.11.04 20:15 | buy | 19 | 0.30 | 1.48673 | 0.00000 | 1.48713 | ||
38 | 2009.11.04 20:15 | t/p | 19 | 0.30 | 1.48713 | 0.00000 | 1.48713 | 12.00 | 10227.94 |
39 | 2009.11.04 20:15 | buy | 20 | 0.30 | 1.48734 | 0.00000 | 1.48774 | ||
40 | 2009.11.04 20:15 | t/p | 20 | 0.30 | 1.48774 | 0.00000 | 1.48774 | 12.00 | 10239.94 |
41 | 2009.11.04 20:15 | buy | 21 | 0.30 | 1.48791 | 0.00000 | 1.48831 | ||
42 | 2009.11.04 20:19 | t/p | 21 | 0.30 | 1.48831 | 0.00000 | 1.48831 | 12.00 | 10251.94 |
43 | 2009.11.04 20:19 | buy | 22 | 0.30 | 1.48853 | 0.00000 | 1.48893 | ||
44 | 2009.11.04 20:19 | t/p | 22 | 0.30 | 1.48893 | 0.00000 | 1.48893 | 12.00 | 10263.94 |
45 | 2009.11.04 20:19 | buy | 23 | 0.30 | 1.48920 | 0.00000 | 1.48960 | ||
46 | 2009.11.04 20:19 | t/p | 23 | 0.30 | 1.48960 | 0.00000 | 1.48960 | 12.00 | 10275.94 |
47 | 2009.11.04 20:19 | buy | 24 | 0.30 | 1.48986 | 0.00000 | 1.49026 | ||
48 | 2009.11.04 20:43 | t/p | 24 | 0.30 | 1.49026 | 0.00000 | 1.49026 | 12.00 | 10287.94 |
49 | 2009.11.04 20:43 | buy | 25 | 0.30 | 1.49043 | 0.00000 | 1.49083 | ||
50 | 2009.11.05 14:44 | t/p | 25 | 0.30 | 1.49083 | 0.00000 | 1.49083 | 11.91 | 10299.85 |
51 | 2009.11.05 14:44 | buy | 26 | 0.30 | 1.49100 | 0.00000 | 1.49140 | ||
52 | 2009.11.05 14:45 | t/p | 26 | 0.30 | 1.49140 | 0.00000 | 1.49140 | 12.00 | 10311.85 |
53 | 2009.11.05 14:45 | buy | 27 | 0.30 | 1.49156 | 0.00000 | 1.49196 | ||
54 | 2009.11.09 04:49 | t/p | 27 | 0.30 | 1.49196 | 0.00000 | 1.49196 | 11.94 | 10323.79 |
55 | 2009.11.09 04:49 | buy | 28 | 0.30 | 1.49214 | 0.00000 | 1.49254 | ||
56 | 2009.11.09 05:15 | t/p | 28 | 0.30 | 1.49254 | 0.00000 | 1.49254 | 12.00 | 10335.79 |
57 | 2009.11.09 05:15 | buy | 29 | 0.30 | 1.49273 | 0.00000 | 1.49313 | ||
58 | 2009.11.09 05:15 | t/p | 29 | 0.30 | 1.49313 | 0.00000 | 1.49313 | 12.00 | 10347.79 |
59 | 2009.11.09 05:15 | buy | 30 | 0.30 | 1.49332 | 0.00000 | 1.49372 | ||
60 | 2009.11.09 05:16 | t/p | 30 | 0.30 | 1.49372 | 0.00000 | 1.49372 | 12.00 | 10359.79 |
61 | 2009.11.09 05:16 | buy | 31 | 0.30 | 1.49389 | 0.00000 | 1.49429 | ||
62 | 2009.11.09 07:20 | t/p | 31 | 0.30 | 1.49429 | 0.00000 | 1.49429 | 12.00 | 10371.79 |
63 | 2009.11.09 07:20 | buy | 32 | 0.30 | 1.49445 | 0.00000 | 1.49485 | ||
64 | 2009.11.09 08:11 | t/p | 32 | 0.30 | 1.49485 | 0.00000 | 1.49485 | 12.00 | 10383.79 |
65 | 2009.11.09 08:11 | buy | 33 | 0.30 | 1.49504 | 0.00000 | 1.49544 | ||
66 | 2009.11.09 08:17 | t/p | 33 | 0.30 | 1.49544 | 0.00000 | 1.49544 | 12.00 | 10395.79 |
67 | 2009.11.09 08:17 | buy | 34 | 0.30 | 1.49565 | 0.00000 | 1.49605 | ||
68 | 2009.11.09 08:53 | t/p | 34 | 0.30 | 1.49605 | 0.00000 | 1.49605 | 12.00 | 10407.79 |
69 | 2009.11.09 08:53 | buy | 35 | 0.30 | 1.49624 | 0.00000 | 1.49664 | ||
70 | 2009.11.09 08:56 | t/p | 35 | 0.30 | 1.49664 | 0.00000 | 1.49664 | 12.00 | 10419.79 |
71 | 2009.11.09 08:56 | buy | 36 | 0.30 | 1.49684 | 0.00000 | 1.49724 | ||
72 | 2009.11.09 08:56 | t/p | 36 | 0.30 | 1.49724 | 0.00000 | 1.49724 | 12.00 | 10431.79 |
73 | 2009.11.09 08:56 | buy | 37 | 0.30 | 1.49742 | 0.00000 | 1.49782 | ||
74 | 2009.11.09 09:01 | t/p | 37 | 0.30 | 1.49782 | 0.00000 | 1.49782 | 12.00 | 10443.79 |
75 | 2009.11.09 09:01 | buy | 38 | 0.30 | 1.49799 | 0.00000 | 1.49839 | ||
76 | 2009.11.09 10:57 | t/p | 38 | 0.30 | 1.49839 | 0.00000 | 1.49839 | 12.00 | 10455.79 |
77 | 2009.11.09 10:57 | buy | 39 | 0.30 | 1.49856 | 0.00000 | 1.49896 | ||
78 | 2009.11.09 11:04 | t/p | 39 | 0.30 | 1.49896 | 0.00000 | 1.49896 | 12.00 | 10467.79 |
79 | 2009.11.09 11:04 | buy | 40 | 0.30 | 1.49912 | 0.00000 | 1.49952 | ||
80 | 2009.11.09 11:05 | t/p | 40 | 0.30 | 1.49952 | 0.00000 | 1.49952 | 12.00 | 10479.79 |
81 | 2009.11.09 11:05 | buy | 41 | 0.30 | 1.49969 | 0.00000 | 1.50009 | ||
82 | 2009.11.09 11:33 | t/p | 41 | 0.30 | 1.50009 | 0.00000 | 1.50009 | 12.00 | 10491.79 |
83 | 2009.11.09 11:33 | buy | 42 | 0.30 | 1.50025 | 0.00000 | 1.50065 | ||
84 | 2009.11.09 12:00 | t/p | 42 | 0.30 | 1.50065 | 0.00000 | 1.50065 | 12.00 | 10503.79 |
85 | 2009.11.09 12:00 | buy | 43 | 0.30 | 1.50081 | 0.00000 | 1.50121 | ||
86 | 2009.11.09 15:07 | t/p | 43 | 0.30 | 1.50121 | 0.00000 | 1.50121 | 12.00 | 10515.79 |
87 | 2009.11.10 08:00 | buy | 44 | 0.30 | 1.50007 | 0.00000 | 1.50047 | ||
88 | 2009.11.10 11:16 | t/p | 44 | 0.30 | 1.50047 | 0.00000 | 1.50047 | 12.00 | 10527.79 |
89 | 2009.11.10 11:16 | buy | 45 | 0.30 | 1.50063 | 0.00000 | 1.50103 | ||
90 | 2009.11.10 11:34 | t/p | 45 | 0.30 | 1.50103 | 0.00000 | 1.50103 | 12.00 | 10539.79 |
91 | 2009.11.10 11:34 | buy | 46 | 0.30 | 1.50120 | 0.00000 | 1.50160 | ||
92 | 2009.11.10 11:58 | t/p | 46 | 0.30 | 1.50160 | 0.00000 | 1.50160 | 12.00 | 10551.79 |
93 | 2009.11.10 11:58 | buy | 47 | 0.30 | 1.50177 | 0.00000 | 1.50217 | ||
94 | 2009.11.11 09:03 | t/p | 47 | 0.30 | 1.50217 | 0.00000 | 1.50217 | 11.97 | 10563.76 |
95 | 2009.11.11 09:03 | buy | 48 | 0.30 | 1.50237 | 0.00000 | 1.50277 | ||
96 | 2009.11.11 09:04 | t/p | 48 | 0.30 | 1.50277 | 0.00000 | 1.50277 | 12.00 | 10575.76 |
97 | 2009.11.11 09:04 | buy | 49 | 0.30 | 1.50293 | 0.00000 | 1.50333 | ||
98 | 2009.11.11 09:07 | t/p | 49 | 0.30 | 1.50333 | 0.00000 | 1.50333 | 12.00 | 10587.76 |
99 | 2009.11.11 09:07 | buy | 50 | 0.30 | 1.50350 | 0.00000 | 1.50390 | ||
100 | 2009.11.11 09:24 | t/p | 50 | 0.30 | 1.50390 | 0.00000 | 1.50390 | 12.00 | 10599.76 |
101 | 2009.11.11 09:24 | buy | 51 | 0.30 | 1.50408 | 0.00000 | 1.50448 | ||
102 | 2009.11.11 10:49 | t/p | 51 | 0.30 | 1.50448 | 0.00000 | 1.50448 | 12.00 | 10611.76 |
103 | 2009.11.11 10:49 | buy | 52 | 0.30 | 1.50464 | 0.00000 | 1.50504 | ||
104 | 2009.11.25 12:30 | t/p | 52 | 0.30 | 1.50504 | 0.00000 | 1.50504 | 11.58 | 10623.34 |
105 | 2009.11.25 12:30 | buy | 53 | 0.30 | 1.50520 | 0.00000 | 1.50560 | ||
106 | 2009.11.25 12:35 | t/p | 53 | 0.30 | 1.50560 | 0.00000 | 1.50560 | 12.00 | 10635.34 |
107 | 2009.11.25 12:35 | buy | 54 | 0.30 | 1.50577 | 0.00000 | 1.50617 | ||
108 | 2009.11.25 12:38 | t/p | 54 | 0.30 | 1.50617 | 0.00000 | 1.50617 | 12.00 | 10647.34 |
109 | 2009.11.25 12:38 | buy | 55 | 0.30 | 1.50637 | 0.00000 | 1.50677 | ||
110 | 2009.11.25 12:38 | t/p | 55 | 0.30 | 1.50677 | 0.00000 | 1.50677 | 12.00 | 10659.34 |
111 | 2009.11.25 12:38 | buy | 56 | 0.30 | 1.50696 | 0.00000 | 1.50736 | ||
112 | 2009.11.25 12:39 | t/p | 56 | 0.30 | 1.50736 | 0.00000 | 1.50736 | 12.00 | 10671.34 |
113 | 2009.11.25 12:39 | buy | 57 | 0.30 | 1.50753 | 0.00000 | 1.50793 | ||
114 | 2009.11.25 12:39 | t/p | 57 | 0.30 | 1.50793 | 0.00000 | 1.50793 | 12.00 | 10683.34 |
115 | 2009.11.25 12:39 | buy | 58 | 0.30 | 1.50811 | 0.00000 | 1.50851 | ||
116 | 2009.11.25 12:39 | t/p | 58 | 0.30 | 1.50851 | 0.00000 | 1.50851 | 12.00 | 10695.34 |
117 | 2009.11.25 12:39 | buy | 59 | 0.30 | 1.50870 | 0.00000 | 1.50910 | ||
118 | 2009.11.25 12:42 | t/p | 59 | 0.30 | 1.50910 | 0.00000 | 1.50910 | 12.00 | 10707.34 |
119 | 2009.11.25 12:42 | buy | 60 | 0.30 | 1.50927 | 0.00000 | 1.50967 | ||
120 | 2009.11.25 20:20 | t/p | 60 | 0.30 | 1.50967 | 0.00000 | 1.50967 | 12.00 | 10719.34 |
121 | 2009.11.25 20:20 | buy | 61 | 0.30 | 1.50983 | 0.00000 | 1.51023 | ||
122 | 2009.11.25 20:22 | t/p | 61 | 0.30 | 1.51023 | 0.00000 | 1.51023 | 12.00 | 10731.34 |
123 | 2009.11.25 20:22 | buy | 62 | 0.30 | 1.51048 | 0.00000 | 1.51088 | ||
124 | 2009.11.25 20:22 | t/p | 62 | 0.30 | 1.51088 | 0.00000 | 1.51088 | 12.00 | 10743.34 |
125 | 2009.11.25 20:22 | buy | 63 | 0.30 | 1.51109 | 0.00000 | 1.51149 | ||
126 | 2009.11.25 20:22 | t/p | 63 | 0.30 | 1.51149 | 0.00000 | 1.51149 | 12.00 | 10755.34 |
127 | 2009.11.25 20:22 | buy | 64 | 0.30 | 1.51175 | 0.00000 | 1.51215 | ||
128 | 2009.11.25 20:23 | t/p | 64 | 0.30 | 1.51215 | 0.00000 | 1.51215 | 12.00 | 10767.34 |
129 | 2009.11.25 20:23 | buy | 65 | 0.30 | 1.51234 | 0.00000 | 1.51274 | ||
130 | 2009.11.25 20:23 | t/p | 65 | 0.30 | 1.51274 | 0.00000 | 1.51274 | 12.00 | 10779.34 |
131 | 2009.11.25 20:23 | buy | 66 | 0.30 | 1.51297 | 0.00000 | 1.51337 | ||
132 | 2009.11.25 20:23 | t/p | 66 | 0.30 | 1.51337 | 0.00000 | 1.51337 | 12.00 | 10791.34 |
133 | 2009.11.25 20:23 | buy | 67 | 0.30 | 1.51356 | 0.00000 | 1.51396 | ||
134 | 2009.11.25 20:23 | t/p | 67 | 0.30 | 1.51396 | 0.00000 | 1.51396 | 12.00 | 10803.34 |
135 | 2009.11.25 20:23 | buy | 68 | 0.30 | 1.51418 | 0.00000 | 1.51458 | ||
136 | 2009.11.27 22:59 | close at stop | 68 | 0.30 | 1.49853 | 0.00000 | 1.51458 | -469.62 | 10333.72 |