Strategy Tester Report
DayImpulse
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=0.4; takeprofit=200; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 135.34 | Gross profit | 2661.98 | Gross loss | -2526.64 |
Profit factor | 1.05 | Expected payoff | 2.76 | ||
Absolute drawdown | 267.62 | Maximal drawdown | 1177.34 (10.76%) | Relative drawdown | 10.76% (1177.34) |
Total trades | 49 | Short positions (won %) | 36 (94.44%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 46 (93.88%) | Loss trades (% of total) | 3 (6.12%) | ||
Largest | profit trade | 2551.00 | loss trade | -2523.60 | |
Average | profit trade | 57.87 | loss trade | -842.21 | |
Maximum | consecutive wins (profit in money) | 26 (46.42) | consecutive losses (loss in money) | 1 (-2523.60) | |
Maximal | consecutive profit (count of wins) | 2608.28 (14) | consecutive loss (count of losses) | -2523.60 (1) | |
Average | consecutive wins | 15 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.05 14:00 | sell | 1 | 0.40 | 1.34641 | 0.00000 | 1.34441 | ||
2 | 2010.04.05 15:15 | buy | 2 | 0.50 | 1.35080 | 0.00000 | 0.00000 | ||
3 | 2010.04.05 15:15 | modify | 1 | 0.40 | 1.34641 | 0.00000 | 0.00000 | ||
4 | 2010.04.05 15:20 | modify | 2 | 0.50 | 1.35080 | 1.35080 | 0.00000 | ||
5 | 2010.04.05 15:27 | s/l | 2 | 0.50 | 1.35080 | 1.35080 | 0.00000 | 0.00 | 10000.00 |
6 | 2010.04.05 15:27 | buy | 3 | 0.50 | 1.35052 | 0.00000 | 0.00000 | ||
7 | 2010.04.05 15:30 | modify | 3 | 0.50 | 1.35052 | 1.35052 | 0.00000 | ||
8 | 2010.04.05 16:50 | s/l | 3 | 0.50 | 1.35052 | 1.35052 | 0.00000 | 0.00 | 10000.00 |
9 | 2010.04.05 16:50 | buy | 4 | 0.50 | 1.35054 | 0.00000 | 0.00000 | ||
10 | 2010.04.05 16:57 | modify | 4 | 0.50 | 1.35054 | 1.35054 | 0.00000 | ||
11 | 2010.04.05 16:59 | s/l | 4 | 0.50 | 1.35054 | 1.35054 | 0.00000 | 0.00 | 10000.00 |
12 | 2010.04.05 16:59 | buy | 5 | 0.50 | 1.35059 | 0.00000 | 0.00000 | ||
13 | 2010.04.05 18:46 | modify | 5 | 0.50 | 1.35059 | 1.35059 | 0.00000 | ||
14 | 2010.04.05 18:56 | s/l | 5 | 0.50 | 1.35059 | 1.35059 | 0.00000 | 0.00 | 10000.00 |
15 | 2010.04.05 18:56 | buy | 6 | 0.50 | 1.35026 | 0.00000 | 0.00000 | ||
16 | 2010.04.05 18:59 | modify | 6 | 0.50 | 1.35026 | 1.35026 | 0.00000 | ||
17 | 2010.04.05 19:15 | s/l | 6 | 0.50 | 1.35026 | 1.35026 | 0.00000 | 0.00 | 10000.00 |
18 | 2010.04.05 19:17 | buy | 7 | 0.50 | 1.35030 | 0.00000 | 0.00000 | ||
19 | 2010.04.06 02:03 | close | 1 | 0.40 | 1.34622 | 0.00000 | 0.00000 | 7.28 | 10007.28 |
20 | 2010.04.06 02:03 | sell | 8 | 0.60 | 1.34616 | 0.00000 | 0.00000 | ||
21 | 2010.04.06 02:10 | modify | 8 | 0.60 | 1.34616 | 1.34616 | 0.00000 | ||
22 | 2010.04.09 16:02 | s/l | 8 | 0.60 | 1.34616 | 1.34616 | 0.00000 | -2.40 | 10004.88 |
23 | 2010.04.09 16:02 | sell | 9 | 0.60 | 1.34674 | 0.00000 | 0.00000 | ||
24 | 2010.04.09 16:05 | modify | 9 | 0.60 | 1.34674 | 1.34674 | 0.00000 | ||
25 | 2010.04.09 16:07 | s/l | 9 | 0.60 | 1.34674 | 1.34674 | 0.00000 | 0.00 | 10004.88 |
26 | 2010.04.09 16:10 | sell | 10 | 0.60 | 1.34508 | 0.00000 | 0.00000 | ||
27 | 2010.04.09 16:15 | modify | 10 | 0.60 | 1.34508 | 1.34508 | 0.00000 | ||
28 | 2010.04.09 16:50 | s/l | 10 | 0.60 | 1.34508 | 1.34508 | 0.00000 | 0.00 | 10004.88 |
29 | 2010.04.09 16:50 | sell | 11 | 0.60 | 1.34546 | 0.00000 | 0.00000 | ||
30 | 2010.04.09 16:52 | modify | 11 | 0.60 | 1.34546 | 1.34546 | 0.00000 | ||
31 | 2010.04.09 17:10 | s/l | 11 | 0.60 | 1.34546 | 1.34546 | 0.00000 | 0.00 | 10004.88 |
32 | 2010.04.09 17:10 | sell | 12 | 0.60 | 1.34629 | 0.00000 | 0.00000 | ||
33 | 2010.04.09 17:12 | modify | 12 | 0.60 | 1.34629 | 1.34629 | 0.00000 | ||
34 | 2010.04.09 17:15 | s/l | 12 | 0.60 | 1.34629 | 1.34629 | 0.00000 | 0.00 | 10004.88 |
35 | 2010.04.09 17:17 | sell | 13 | 0.60 | 1.34720 | 0.00000 | 0.00000 | ||
36 | 2010.04.09 17:50 | modify | 13 | 0.60 | 1.34720 | 1.34720 | 0.00000 | ||
37 | 2010.04.09 17:57 | s/l | 13 | 0.60 | 1.34720 | 1.34720 | 0.00000 | 0.00 | 10004.88 |
38 | 2010.04.09 17:59 | sell | 14 | 0.60 | 1.34669 | 0.00000 | 0.00000 | ||
39 | 2010.04.09 20:15 | modify | 14 | 0.60 | 1.34669 | 1.34669 | 0.00000 | ||
40 | 2010.04.09 20:27 | s/l | 14 | 0.60 | 1.34669 | 1.34669 | 0.00000 | 0.00 | 10004.88 |
41 | 2010.04.09 20:27 | sell | 15 | 0.60 | 1.34666 | 0.00000 | 0.00000 | ||
42 | 2010.04.09 20:35 | modify | 15 | 0.60 | 1.34666 | 1.34666 | 0.00000 | ||
43 | 2010.04.09 20:37 | s/l | 15 | 0.60 | 1.34666 | 1.34666 | 0.00000 | 0.00 | 10004.88 |
44 | 2010.04.09 20:37 | sell | 16 | 0.60 | 1.34680 | 0.00000 | 0.00000 | ||
45 | 2010.04.09 20:40 | modify | 16 | 0.60 | 1.34680 | 1.34680 | 0.00000 | ||
46 | 2010.04.09 21:10 | s/l | 16 | 0.60 | 1.34680 | 1.34680 | 0.00000 | 0.00 | 10004.88 |
47 | 2010.04.09 21:10 | sell | 17 | 0.60 | 1.34729 | 0.00000 | 0.00000 | ||
48 | 2010.04.09 21:12 | modify | 17 | 0.60 | 1.34729 | 1.34729 | 0.00000 | ||
49 | 2010.04.09 21:15 | s/l | 17 | 0.60 | 1.34729 | 1.34729 | 0.00000 | 0.00 | 10004.88 |
50 | 2010.04.16 17:50 | sell | 18 | 0.60 | 1.34721 | 0.00000 | 0.00000 | ||
51 | 2010.04.16 19:02 | close | 7 | 0.50 | 1.35067 | 0.00000 | 0.00000 | 13.30 | 10018.18 |
52 | 2010.04.16 19:02 | buy | 19 | 0.70 | 1.35073 | 0.00000 | 0.00000 | ||
53 | 2010.04.16 22:40 | modify | 19 | 0.70 | 1.35073 | 1.35073 | 0.00000 | ||
54 | 2010.04.16 22:43 | s/l | 19 | 0.70 | 1.35073 | 1.35073 | 0.00000 | 0.00 | 10018.18 |
55 | 2010.04.16 22:43 | buy | 20 | 0.70 | 1.35039 | 0.00000 | 0.00000 | ||
56 | 2010.04.19 02:50 | close | 18 | 0.60 | 1.34665 | 0.00000 | 0.00000 | 33.12 | 10051.30 |
57 | 2010.04.19 02:50 | sell | 21 | 0.80 | 1.34659 | 0.00000 | 0.00000 | ||
58 | 2010.04.19 03:20 | modify | 21 | 0.80 | 1.34659 | 1.34659 | 0.00000 | ||
59 | 2010.04.19 03:27 | s/l | 21 | 0.80 | 1.34659 | 1.34659 | 0.00000 | 0.00 | 10051.30 |
60 | 2010.04.19 03:27 | sell | 22 | 0.80 | 1.34675 | 0.00000 | 0.00000 | ||
61 | 2010.04.19 03:30 | modify | 22 | 0.80 | 1.34675 | 1.34675 | 0.00000 | ||
62 | 2010.04.19 05:07 | s/l | 22 | 0.80 | 1.34675 | 1.34675 | 0.00000 | 0.00 | 10051.30 |
63 | 2010.04.19 05:07 | sell | 23 | 0.80 | 1.34675 | 0.00000 | 0.00000 | ||
64 | 2010.04.19 05:10 | modify | 23 | 0.80 | 1.34675 | 1.34675 | 0.00000 | ||
65 | 2010.04.19 05:50 | s/l | 23 | 0.80 | 1.34675 | 1.34675 | 0.00000 | 0.00 | 10051.30 |
66 | 2010.04.19 05:50 | sell | 24 | 0.80 | 1.34673 | 0.00000 | 0.00000 | ||
67 | 2010.04.19 05:52 | modify | 24 | 0.80 | 1.34673 | 1.34673 | 0.00000 | ||
68 | 2010.04.19 06:50 | s/l | 24 | 0.80 | 1.34673 | 1.34673 | 0.00000 | 0.00 | 10051.30 |
69 | 2010.04.19 06:50 | sell | 25 | 0.80 | 1.34682 | 0.00000 | 0.00000 | ||
70 | 2010.04.19 06:57 | modify | 25 | 0.80 | 1.34682 | 1.34682 | 0.00000 | ||
71 | 2010.04.19 06:59 | s/l | 25 | 0.80 | 1.34682 | 1.34682 | 0.00000 | 0.00 | 10051.30 |
72 | 2010.04.19 06:59 | sell | 26 | 0.80 | 1.34681 | 0.00000 | 0.00000 | ||
73 | 2010.04.19 07:15 | modify | 26 | 0.80 | 1.34681 | 1.34681 | 0.00000 | ||
74 | 2010.04.19 07:50 | s/l | 26 | 0.80 | 1.34681 | 1.34681 | 0.00000 | 0.00 | 10051.30 |
75 | 2010.04.19 07:50 | sell | 27 | 0.80 | 1.34717 | 0.00000 | 0.00000 | ||
76 | 2010.04.19 07:52 | modify | 27 | 0.80 | 1.34717 | 1.34717 | 0.00000 | ||
77 | 2010.04.19 07:59 | s/l | 27 | 0.80 | 1.34717 | 1.34717 | 0.00000 | 0.00 | 10051.30 |
78 | 2010.04.19 07:59 | sell | 28 | 0.80 | 1.34712 | 0.00000 | 0.00000 | ||
79 | 2010.04.19 08:10 | modify | 28 | 0.80 | 1.34712 | 1.34712 | 0.00000 | ||
80 | 2010.04.19 16:20 | s/l | 28 | 0.80 | 1.34712 | 1.34712 | 0.00000 | 0.00 | 10051.30 |
81 | 2010.04.19 16:20 | sell | 29 | 0.80 | 1.34735 | 0.00000 | 0.00000 | ||
82 | 2010.04.19 16:22 | modify | 29 | 0.80 | 1.34735 | 1.34735 | 0.00000 | ||
83 | 2010.04.19 16:50 | s/l | 29 | 0.80 | 1.34735 | 1.34735 | 0.00000 | 0.00 | 10051.30 |
84 | 2010.04.19 16:50 | sell | 30 | 0.80 | 1.34731 | 0.00000 | 0.00000 | ||
85 | 2010.04.19 16:52 | modify | 30 | 0.80 | 1.34731 | 1.34731 | 0.00000 | ||
86 | 2010.04.19 17:37 | s/l | 30 | 0.80 | 1.34731 | 1.34731 | 0.00000 | 0.00 | 10051.30 |
87 | 2010.04.19 17:37 | sell | 31 | 0.80 | 1.34729 | 0.00000 | 0.00000 | ||
88 | 2010.04.19 17:40 | modify | 31 | 0.80 | 1.34729 | 1.34729 | 0.00000 | ||
89 | 2010.04.19 19:15 | s/l | 31 | 0.80 | 1.34729 | 1.34729 | 0.00000 | 0.00 | 10051.30 |
90 | 2010.04.19 19:15 | sell | 32 | 0.80 | 1.34730 | 0.00000 | 0.00000 | ||
91 | 2010.04.19 19:50 | modify | 32 | 0.80 | 1.34730 | 1.34730 | 0.00000 | ||
92 | 2010.04.19 20:15 | s/l | 32 | 0.80 | 1.34730 | 1.34730 | 0.00000 | 0.00 | 10051.30 |
93 | 2010.04.19 20:15 | sell | 33 | 0.80 | 1.34738 | 0.00000 | 0.00000 | ||
94 | 2010.04.19 20:27 | modify | 33 | 0.80 | 1.34738 | 1.34738 | 0.00000 | ||
95 | 2010.04.19 20:40 | s/l | 33 | 0.80 | 1.34738 | 1.34738 | 0.00000 | 0.00 | 10051.30 |
96 | 2010.04.19 20:40 | sell | 34 | 0.80 | 1.34740 | 0.00000 | 0.00000 | ||
97 | 2010.04.19 21:02 | modify | 34 | 0.80 | 1.34740 | 1.34740 | 0.00000 | ||
98 | 2010.04.19 21:15 | s/l | 34 | 0.80 | 1.34740 | 1.34740 | 0.00000 | 0.00 | 10051.30 |
99 | 2010.04.19 21:15 | sell | 35 | 0.80 | 1.34754 | 0.00000 | 0.00000 | ||
100 | 2010.04.20 03:50 | modify | 35 | 0.80 | 1.34754 | 1.34754 | 0.00000 | ||
101 | 2010.04.20 03:57 | s/l | 35 | 0.80 | 1.34754 | 1.34754 | 0.00000 | -0.64 | 10050.66 |
102 | 2010.04.20 03:57 | sell | 36 | 0.80 | 1.34776 | 0.00000 | 0.00000 | ||
103 | 2010.04.20 03:59 | modify | 36 | 0.80 | 1.34776 | 1.34776 | 0.00000 | ||
104 | 2010.04.20 04:20 | s/l | 36 | 0.80 | 1.34776 | 1.34776 | 0.00000 | 0.00 | 10050.66 |
105 | 2010.04.20 04:20 | sell | 37 | 0.80 | 1.34791 | 0.00000 | 0.00000 | ||
106 | 2010.04.20 04:27 | modify | 37 | 0.80 | 1.34791 | 1.34791 | 0.00000 | ||
107 | 2010.04.20 04:50 | s/l | 37 | 0.80 | 1.34791 | 1.34791 | 0.00000 | 0.00 | 10050.66 |
108 | 2010.04.20 04:50 | sell | 38 | 0.80 | 1.34791 | 0.00000 | 0.00000 | ||
109 | 2010.04.20 04:59 | modify | 38 | 0.80 | 1.34791 | 1.34791 | 0.00000 | ||
110 | 2010.04.20 06:10 | s/l | 38 | 0.80 | 1.34791 | 1.34791 | 0.00000 | 0.00 | 10050.66 |
111 | 2010.04.20 06:10 | sell | 39 | 0.80 | 1.34815 | 0.00000 | 0.00000 | ||
112 | 2010.04.20 07:10 | modify | 39 | 0.80 | 1.34815 | 1.34815 | 0.00000 | ||
113 | 2010.04.20 09:50 | s/l | 39 | 0.80 | 1.34815 | 1.34815 | 0.00000 | 0.00 | 10050.66 |
114 | 2010.04.20 09:52 | sell | 40 | 0.80 | 1.34796 | 0.00000 | 0.00000 | ||
115 | 2010.04.20 09:57 | modify | 40 | 0.80 | 1.34796 | 1.34796 | 0.00000 | ||
116 | 2010.04.20 09:59 | s/l | 40 | 0.80 | 1.34796 | 1.34796 | 0.00000 | 0.00 | 10050.66 |
117 | 2010.04.20 09:59 | sell | 41 | 0.80 | 1.34791 | 0.00000 | 0.00000 | ||
118 | 2010.04.20 10:32 | modify | 41 | 0.80 | 1.34791 | 1.34791 | 0.00000 | ||
119 | 2010.04.20 10:40 | s/l | 41 | 0.80 | 1.34791 | 1.34791 | 0.00000 | 0.00 | 10050.66 |
120 | 2010.04.20 10:42 | sell | 42 | 0.80 | 1.34814 | 0.00000 | 0.00000 | ||
121 | 2010.04.20 11:20 | close | 20 | 0.70 | 1.35095 | 0.00000 | 0.00000 | 38.08 | 10088.74 |
122 | 2010.04.20 11:20 | buy | 43 | 0.90 | 1.35101 | 0.00000 | 0.00000 | ||
123 | 2010.04.20 11:26 | modify | 43 | 0.90 | 1.35101 | 1.35101 | 0.00000 | ||
124 | 2010.04.20 11:45 | s/l | 43 | 0.90 | 1.35101 | 1.35101 | 0.00000 | 0.00 | 10088.74 |
125 | 2010.04.20 11:45 | buy | 44 | 0.90 | 1.35096 | 0.00000 | 0.00000 | ||
126 | 2010.04.20 12:20 | modify | 44 | 0.90 | 1.35096 | 1.35096 | 0.00000 | ||
127 | 2010.04.20 12:27 | s/l | 44 | 0.90 | 1.35096 | 1.35096 | 0.00000 | 0.00 | 10088.74 |
128 | 2010.04.20 12:27 | buy | 45 | 0.90 | 1.35097 | 0.00000 | 0.00000 | ||
129 | 2010.04.20 12:50 | modify | 45 | 0.90 | 1.35097 | 1.35097 | 0.00000 | ||
130 | 2010.04.20 12:57 | s/l | 45 | 0.90 | 1.35097 | 1.35097 | 0.00000 | 0.00 | 10088.74 |
131 | 2010.04.20 12:57 | buy | 46 | 0.90 | 1.35100 | 0.00000 | 0.00000 | ||
132 | 2010.04.20 13:07 | modify | 46 | 0.90 | 1.35100 | 1.35100 | 0.00000 | ||
133 | 2010.04.20 13:10 | s/l | 46 | 0.90 | 1.35100 | 1.35100 | 0.00000 | 0.00 | 10088.74 |
134 | 2010.04.20 13:10 | buy | 47 | 0.90 | 1.35063 | 0.00000 | 0.00000 | ||
135 | 2010.04.20 14:16 | close | 42 | 0.80 | 1.34790 | 0.00000 | 0.00000 | 19.20 | 10107.94 |
136 | 2010.04.20 14:16 | sell | 48 | 1.00 | 1.34784 | 0.00000 | 0.00000 | ||
137 | 2010.04.20 14:45 | modify | 48 | 1.00 | 1.34784 | 1.34784 | 0.00000 | ||
138 | 2010.04.20 15:15 | s/l | 48 | 1.00 | 1.34784 | 1.34784 | 0.00000 | 0.00 | 10107.94 |
139 | 2010.04.20 15:15 | sell | 49 | 1.00 | 1.34824 | 0.00000 | 0.00000 | ||
140 | 2010.04.20 15:27 | modify | 49 | 1.00 | 1.34824 | 1.34824 | 0.00000 | ||
141 | 2010.04.23 01:15 | close | 49 | 1.00 | 1.32269 | 1.34824 | 0.00000 | 2551.00 | 12658.94 |
142 | 2010.04.23 01:15 | close | 47 | 0.90 | 1.32263 | 0.00000 | 0.00000 | -2523.60 | 10135.34 |