Strategy Tester Report
3barHiLoEA3
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; StartTimeGMT=400; StopTimeGMT=900; Hi_Timeframe=0; Lo_Timeframe=0; NoBars=3; Pips_offset=1; DaysExit=1; StopLoss=30; TrailingStop=0; TakeProfit=0; GainForBE=0; PipsBE=0; Slippage=3; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -25.42 | Gross profit | 218.78 | Gross loss | -244.20 |
Profit factor | 0.90 | Expected payoff | -0.38 | ||
Absolute drawdown | 25.42 | Maximal drawdown | 278.30 (2.71%) | Relative drawdown | 2.71% (278.30) |
Total trades | 67 | Short positions (won %) | 24 (4.17%) | Long positions (won %) | 43 (0.00%) |
Profit trades (% of total) | 1 (1.49%) | Loss trades (% of total) | 66 (98.51%) | ||
Largest | profit trade | 218.78 | loss trade | -3.70 | |
Average | profit trade | 218.78 | loss trade | -3.70 | |
Maximum | consecutive wins (profit in money) | 1 (218.78) | consecutive losses (loss in money) | 62 (-229.40) | |
Maximal | consecutive profit (count of wins) | 218.78 (1) | consecutive loss (count of losses) | -229.40 (62) | |
Average | consecutive wins | 1 | consecutive losses | 33 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 04:20 | sell | 1 | 0.10 | 1.32089 | 1.32126 | 0.00000 | ||
2 | 2010.05.03 04:22 | s/l | 1 | 0.10 | 1.32126 | 1.32126 | 0.00000 | -3.70 | 9996.30 |
3 | 2010.05.03 04:22 | sell | 2 | 0.10 | 1.32121 | 1.32158 | 0.00000 | ||
4 | 2010.05.03 04:27 | s/l | 2 | 0.10 | 1.32158 | 1.32158 | 0.00000 | -3.70 | 9992.60 |
5 | 2010.05.03 06:02 | sell | 3 | 0.10 | 1.32069 | 1.32106 | 0.00000 | ||
6 | 2010.05.03 06:10 | s/l | 3 | 0.10 | 1.32106 | 1.32106 | 0.00000 | -3.70 | 9988.90 |
7 | 2010.05.03 08:10 | buy | 4 | 0.10 | 1.32444 | 1.32407 | 0.00000 | ||
8 | 2010.05.03 08:40 | s/l | 4 | 0.10 | 1.32407 | 1.32407 | 0.00000 | -3.70 | 9985.20 |
9 | 2010.05.04 07:15 | sell | 5 | 0.10 | 1.31926 | 1.31963 | 0.00000 | ||
10 | 2010.05.05 00:00 | close | 5 | 0.10 | 1.29737 | 1.31963 | 0.00000 | 218.78 | 10203.98 |
11 | 2010.05.05 06:20 | sell | 6 | 0.10 | 1.29359 | 1.29396 | 0.00000 | ||
12 | 2010.05.05 06:22 | s/l | 6 | 0.10 | 1.29396 | 1.29396 | 0.00000 | -3.70 | 10200.28 |
13 | 2010.05.05 08:10 | buy | 7 | 0.10 | 1.29752 | 1.29715 | 0.00000 | ||
14 | 2010.05.05 09:15 | s/l | 7 | 0.10 | 1.29715 | 1.29715 | 0.00000 | -3.70 | 10196.58 |
15 | 2010.05.06 06:46 | sell | 8 | 0.10 | 1.28182 | 1.28219 | 0.00000 | ||
16 | 2010.05.06 06:50 | s/l | 8 | 0.10 | 1.28219 | 1.28219 | 0.00000 | -3.70 | 10192.88 |
17 | 2010.05.06 06:50 | sell | 9 | 0.10 | 1.28216 | 1.28253 | 0.00000 | ||
18 | 2010.05.06 06:56 | s/l | 9 | 0.10 | 1.28253 | 1.28253 | 0.00000 | -3.70 | 10189.18 |
19 | 2010.05.06 07:10 | sell | 10 | 0.10 | 1.28178 | 1.28215 | 0.00000 | ||
20 | 2010.05.06 07:26 | s/l | 10 | 0.10 | 1.28215 | 1.28215 | 0.00000 | -3.70 | 10185.48 |
21 | 2010.05.06 07:32 | sell | 11 | 0.10 | 1.28180 | 1.28217 | 0.00000 | ||
22 | 2010.05.06 07:40 | s/l | 11 | 0.10 | 1.28217 | 1.28217 | 0.00000 | -3.70 | 10181.78 |
23 | 2010.05.06 08:10 | sell | 12 | 0.10 | 1.28059 | 1.28096 | 0.00000 | ||
24 | 2010.05.06 08:12 | s/l | 12 | 0.10 | 1.28096 | 1.28096 | 0.00000 | -3.70 | 10178.08 |
25 | 2010.05.06 08:12 | sell | 13 | 0.10 | 1.28126 | 1.28163 | 0.00000 | ||
26 | 2010.05.06 10:45 | s/l | 13 | 0.10 | 1.28163 | 1.28163 | 0.00000 | -3.70 | 10174.38 |
27 | 2010.05.10 04:20 | buy | 14 | 0.10 | 1.29405 | 1.29368 | 0.00000 | ||
28 | 2010.05.10 04:22 | s/l | 14 | 0.10 | 1.29368 | 1.29368 | 0.00000 | -3.70 | 10170.68 |
29 | 2010.05.10 04:22 | buy | 15 | 0.10 | 1.29296 | 1.29259 | 0.00000 | ||
30 | 2010.05.10 04:27 | s/l | 15 | 0.10 | 1.29259 | 1.29259 | 0.00000 | -3.70 | 10166.98 |
31 | 2010.05.10 04:32 | buy | 16 | 0.10 | 1.29284 | 1.29247 | 0.00000 | ||
32 | 2010.05.10 04:40 | s/l | 16 | 0.10 | 1.29247 | 1.29247 | 0.00000 | -3.70 | 10163.28 |
33 | 2010.05.10 05:10 | buy | 17 | 0.10 | 1.29418 | 1.29381 | 0.00000 | ||
34 | 2010.05.10 05:12 | s/l | 17 | 0.10 | 1.29381 | 1.29381 | 0.00000 | -3.70 | 10159.58 |
35 | 2010.05.10 05:15 | buy | 18 | 0.10 | 1.29552 | 1.29515 | 0.00000 | ||
36 | 2010.05.10 05:17 | s/l | 18 | 0.10 | 1.29515 | 1.29515 | 0.00000 | -3.70 | 10155.88 |
37 | 2010.05.10 05:17 | buy | 19 | 0.10 | 1.29507 | 1.29470 | 0.00000 | ||
38 | 2010.05.10 05:40 | s/l | 19 | 0.10 | 1.29470 | 1.29470 | 0.00000 | -3.70 | 10152.18 |
39 | 2010.05.10 05:40 | buy | 20 | 0.10 | 1.29464 | 1.29427 | 0.00000 | ||
40 | 2010.05.10 05:46 | s/l | 20 | 0.10 | 1.29427 | 1.29427 | 0.00000 | -3.70 | 10148.48 |
41 | 2010.05.10 05:50 | buy | 21 | 0.10 | 1.29416 | 1.29379 | 0.00000 | ||
42 | 2010.05.10 06:30 | s/l | 21 | 0.10 | 1.29379 | 1.29379 | 0.00000 | -3.70 | 10144.78 |
43 | 2010.05.10 08:15 | buy | 22 | 0.10 | 1.29690 | 1.29653 | 0.00000 | ||
44 | 2010.05.10 08:17 | s/l | 22 | 0.10 | 1.29653 | 1.29653 | 0.00000 | -3.70 | 10141.08 |
45 | 2010.05.10 08:20 | buy | 23 | 0.10 | 1.29817 | 1.29780 | 0.00000 | ||
46 | 2010.05.10 08:22 | s/l | 23 | 0.10 | 1.29780 | 1.29780 | 0.00000 | -3.70 | 10137.38 |
47 | 2010.05.10 08:22 | buy | 24 | 0.10 | 1.29732 | 1.29695 | 0.00000 | ||
48 | 2010.05.10 08:27 | s/l | 24 | 0.10 | 1.29695 | 1.29695 | 0.00000 | -3.70 | 10133.68 |
49 | 2010.05.10 08:27 | buy | 25 | 0.10 | 1.29738 | 1.29701 | 0.00000 | ||
50 | 2010.05.10 08:37 | s/l | 25 | 0.10 | 1.29701 | 1.29701 | 0.00000 | -3.70 | 10129.98 |
51 | 2010.05.10 08:37 | buy | 26 | 0.10 | 1.29699 | 1.29662 | 0.00000 | ||
52 | 2010.05.10 09:15 | s/l | 26 | 0.10 | 1.29662 | 1.29662 | 0.00000 | -3.70 | 10126.28 |
53 | 2010.05.12 06:15 | sell | 27 | 0.10 | 1.26245 | 1.26282 | 0.00000 | ||
54 | 2010.05.12 07:43 | s/l | 27 | 0.10 | 1.26282 | 1.26282 | 0.00000 | -3.70 | 10122.58 |
55 | 2010.05.12 08:00 | buy | 28 | 0.10 | 1.26448 | 1.26411 | 0.00000 | ||
56 | 2010.05.12 08:10 | s/l | 28 | 0.10 | 1.26411 | 1.26411 | 0.00000 | -3.70 | 10118.88 |
57 | 2010.05.12 08:45 | buy | 29 | 0.10 | 1.26510 | 1.26473 | 0.00000 | ||
58 | 2010.05.12 08:59 | s/l | 29 | 0.10 | 1.26473 | 1.26473 | 0.00000 | -3.70 | 10115.18 |
59 | 2010.05.13 04:05 | buy | 30 | 0.10 | 1.26531 | 1.26494 | 0.00000 | ||
60 | 2010.05.13 04:40 | s/l | 30 | 0.10 | 1.26494 | 1.26494 | 0.00000 | -3.70 | 10111.48 |
61 | 2010.05.13 06:32 | buy | 31 | 0.10 | 1.26673 | 1.26636 | 0.00000 | ||
62 | 2010.05.13 06:45 | s/l | 31 | 0.10 | 1.26636 | 1.26636 | 0.00000 | -3.70 | 10107.78 |
63 | 2010.05.13 06:45 | buy | 32 | 0.10 | 1.26620 | 1.26583 | 0.00000 | ||
64 | 2010.05.13 06:50 | s/l | 32 | 0.10 | 1.26583 | 1.26583 | 0.00000 | -3.70 | 10104.08 |
65 | 2010.05.13 06:57 | buy | 33 | 0.10 | 1.26620 | 1.26583 | 0.00000 | ||
66 | 2010.05.13 07:15 | s/l | 33 | 0.10 | 1.26583 | 1.26583 | 0.00000 | -3.70 | 10100.38 |
67 | 2010.05.13 07:50 | buy | 34 | 0.10 | 1.26718 | 1.26681 | 0.00000 | ||
68 | 2010.05.13 07:57 | s/l | 34 | 0.10 | 1.26681 | 1.26681 | 0.00000 | -3.70 | 10096.68 |
69 | 2010.05.13 07:59 | buy | 35 | 0.10 | 1.26714 | 1.26677 | 0.00000 | ||
70 | 2010.05.13 08:15 | s/l | 35 | 0.10 | 1.26677 | 1.26677 | 0.00000 | -3.70 | 10092.98 |
71 | 2010.05.13 08:59 | buy | 36 | 0.10 | 1.26746 | 1.26709 | 0.00000 | ||
72 | 2010.05.13 09:02 | s/l | 36 | 0.10 | 1.26709 | 1.26709 | 0.00000 | -3.70 | 10089.28 |
73 | 2010.05.14 07:50 | sell | 37 | 0.10 | 1.25189 | 1.25226 | 0.00000 | ||
74 | 2010.05.14 07:52 | s/l | 37 | 0.10 | 1.25226 | 1.25226 | 0.00000 | -3.70 | 10085.58 |
75 | 2010.05.14 07:55 | sell | 38 | 0.10 | 1.25226 | 1.25263 | 0.00000 | ||
76 | 2010.05.14 07:57 | s/l | 38 | 0.10 | 1.25263 | 1.25263 | 0.00000 | -3.70 | 10081.88 |
77 | 2010.05.17 04:03 | sell | 39 | 0.10 | 1.23072 | 1.23109 | 0.00000 | ||
78 | 2010.05.17 04:06 | s/l | 39 | 0.10 | 1.23109 | 1.23109 | 0.00000 | -3.70 | 10078.18 |
79 | 2010.05.17 04:06 | sell | 40 | 0.10 | 1.23164 | 1.23201 | 0.00000 | ||
80 | 2010.05.17 09:20 | s/l | 40 | 0.10 | 1.23201 | 1.23201 | 0.00000 | -3.70 | 10074.48 |
81 | 2010.05.18 07:50 | buy | 41 | 0.10 | 1.23654 | 1.23617 | 0.00000 | ||
82 | 2010.05.18 07:52 | s/l | 41 | 0.10 | 1.23617 | 1.23617 | 0.00000 | -3.70 | 10070.78 |
83 | 2010.05.18 07:52 | buy | 42 | 0.10 | 1.23601 | 1.23564 | 0.00000 | ||
84 | 2010.05.18 07:57 | s/l | 42 | 0.10 | 1.23564 | 1.23564 | 0.00000 | -3.70 | 10067.08 |
85 | 2010.05.18 07:59 | buy | 43 | 0.10 | 1.23644 | 1.23607 | 0.00000 | ||
86 | 2010.05.18 08:02 | s/l | 43 | 0.10 | 1.23607 | 1.23607 | 0.00000 | -3.70 | 10063.38 |
87 | 2010.05.18 08:10 | buy | 44 | 0.10 | 1.23677 | 1.23640 | 0.00000 | ||
88 | 2010.05.18 08:12 | s/l | 44 | 0.10 | 1.23640 | 1.23640 | 0.00000 | -3.70 | 10059.68 |
89 | 2010.05.18 08:15 | buy | 45 | 0.10 | 1.23774 | 1.23737 | 0.00000 | ||
90 | 2010.05.18 08:17 | s/l | 45 | 0.10 | 1.23737 | 1.23737 | 0.00000 | -3.70 | 10055.98 |
91 | 2010.05.18 08:17 | buy | 46 | 0.10 | 1.23742 | 1.23705 | 0.00000 | ||
92 | 2010.05.18 08:32 | s/l | 46 | 0.10 | 1.23705 | 1.23705 | 0.00000 | -3.70 | 10052.28 |
93 | 2010.05.18 08:32 | buy | 47 | 0.10 | 1.23677 | 1.23640 | 0.00000 | ||
94 | 2010.05.18 16:50 | s/l | 47 | 0.10 | 1.23640 | 1.23640 | 0.00000 | -3.70 | 10048.58 |
95 | 2010.05.19 08:02 | sell | 48 | 0.10 | 1.21644 | 1.21681 | 0.00000 | ||
96 | 2010.05.19 08:05 | s/l | 48 | 0.10 | 1.21681 | 1.21681 | 0.00000 | -3.70 | 10044.88 |
97 | 2010.05.19 08:05 | sell | 49 | 0.10 | 1.21681 | 1.21718 | 0.00000 | ||
98 | 2010.05.19 08:10 | s/l | 49 | 0.10 | 1.21718 | 1.21718 | 0.00000 | -3.70 | 10041.18 |
99 | 2010.05.19 08:10 | sell | 50 | 0.10 | 1.21789 | 1.21826 | 0.00000 | ||
100 | 2010.05.19 08:15 | s/l | 50 | 0.10 | 1.21826 | 1.21826 | 0.00000 | -3.70 | 10037.48 |
101 | 2010.05.19 08:37 | sell | 51 | 0.10 | 1.21799 | 1.21836 | 0.00000 | ||
102 | 2010.05.19 08:40 | s/l | 51 | 0.10 | 1.21836 | 1.21836 | 0.00000 | -3.70 | 10033.78 |
103 | 2010.05.20 07:50 | sell | 52 | 0.10 | 1.23238 | 1.23275 | 0.00000 | ||
104 | 2010.05.20 07:52 | s/l | 52 | 0.10 | 1.23275 | 1.23275 | 0.00000 | -3.70 | 10030.08 |
105 | 2010.05.21 04:15 | buy | 53 | 0.10 | 1.25786 | 1.25749 | 0.00000 | ||
106 | 2010.05.21 04:27 | s/l | 53 | 0.10 | 1.25749 | 1.25749 | 0.00000 | -3.70 | 10026.38 |
107 | 2010.05.21 04:45 | buy | 54 | 0.10 | 1.25769 | 1.25732 | 0.00000 | ||
108 | 2010.05.21 04:59 | s/l | 54 | 0.10 | 1.25732 | 1.25732 | 0.00000 | -3.70 | 10022.68 |
109 | 2010.05.21 05:20 | buy | 55 | 0.10 | 1.25867 | 1.25830 | 0.00000 | ||
110 | 2010.05.21 05:22 | s/l | 55 | 0.10 | 1.25830 | 1.25830 | 0.00000 | -3.70 | 10018.98 |
111 | 2010.05.21 05:40 | buy | 56 | 0.10 | 1.25869 | 1.25832 | 0.00000 | ||
112 | 2010.05.21 08:10 | s/l | 56 | 0.10 | 1.25832 | 1.25832 | 0.00000 | -3.70 | 10015.28 |
113 | 2010.05.24 06:15 | buy | 57 | 0.10 | 1.25192 | 1.25155 | 0.00000 | ||
114 | 2010.05.24 06:45 | s/l | 57 | 0.10 | 1.25155 | 1.25155 | 0.00000 | -3.70 | 10011.58 |
115 | 2010.05.26 07:20 | sell | 58 | 0.10 | 1.22765 | 1.22802 | 0.00000 | ||
116 | 2010.05.26 07:22 | s/l | 58 | 0.10 | 1.22802 | 1.22802 | 0.00000 | -3.70 | 10007.88 |
117 | 2010.05.26 07:25 | sell | 59 | 0.10 | 1.22789 | 1.22826 | 0.00000 | ||
118 | 2010.05.26 07:27 | s/l | 59 | 0.10 | 1.22826 | 1.22826 | 0.00000 | -3.70 | 10004.18 |
119 | 2010.05.26 07:40 | sell | 60 | 0.10 | 1.22787 | 1.22824 | 0.00000 | ||
120 | 2010.05.26 08:15 | s/l | 60 | 0.10 | 1.22824 | 1.22824 | 0.00000 | -3.70 | 10000.48 |
121 | 2010.05.27 05:10 | buy | 61 | 0.10 | 1.22237 | 1.22200 | 0.00000 | ||
122 | 2010.05.27 15:45 | s/l | 61 | 0.10 | 1.22200 | 1.22200 | 0.00000 | -3.70 | 9996.78 |
123 | 2010.05.28 07:20 | buy | 62 | 0.10 | 1.23232 | 1.23195 | 0.00000 | ||
124 | 2010.05.28 07:22 | s/l | 62 | 0.10 | 1.23195 | 1.23195 | 0.00000 | -3.70 | 9993.08 |
125 | 2010.05.28 07:25 | buy | 63 | 0.10 | 1.23209 | 1.23172 | 0.00000 | ||
126 | 2010.05.28 07:27 | s/l | 63 | 0.10 | 1.23172 | 1.23172 | 0.00000 | -3.70 | 9989.38 |
127 | 2010.05.28 07:33 | buy | 64 | 0.10 | 1.23235 | 1.23198 | 0.00000 | ||
128 | 2010.05.28 08:15 | s/l | 64 | 0.10 | 1.23198 | 1.23198 | 0.00000 | -3.70 | 9985.68 |
129 | 2010.05.28 08:40 | buy | 65 | 0.10 | 1.23408 | 1.23371 | 0.00000 | ||
130 | 2010.05.28 08:42 | s/l | 65 | 0.10 | 1.23371 | 1.23371 | 0.00000 | -3.70 | 9981.98 |
131 | 2010.05.28 08:45 | buy | 66 | 0.10 | 1.23543 | 1.23506 | 0.00000 | ||
132 | 2010.05.28 08:47 | s/l | 66 | 0.10 | 1.23506 | 1.23506 | 0.00000 | -3.70 | 9978.28 |
133 | 2010.05.28 08:47 | buy | 67 | 0.10 | 1.23498 | 1.23461 | 0.00000 | ||
134 | 2010.05.28 09:10 | s/l | 67 | 0.10 | 1.23461 | 1.23461 | 0.00000 | -3.70 | 9974.58 |