Strategy Tester Report
Bull Bear
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
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 | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2238.40 | Gross profit | 2456.40 | Gross loss | -218.00 |
Profit factor | 11.27 | Expected payoff | 34.98 | ||
Absolute drawdown | 1707.00 | Maximal drawdown | 3054.40 (25.21%) | Relative drawdown | 25.21% (3054.40) |
Total trades | 64 | Short positions (won %) | 36 (100.00%) | Long positions (won %) | 28 (96.43%) |
Profit trades (% of total) | 63 (98.44%) | Loss trades (% of total) | 1 (1.56%) | ||
Largest | profit trade | 43.00 | loss trade | -218.00 | |
Average | profit trade | 38.99 | loss trade | -218.00 | |
Maximum | consecutive wins (profit in money) | 63 (2456.40) | consecutive losses (loss in money) | 1 (-218.00) | |
Maximal | consecutive profit (count of wins) | 2456.40 (63) | consecutive loss (count of losses) | -218.00 (1) | |
Average | consecutive wins | 63 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:00 | sell | 1 | 1.00 | 1.23081 | 0.00000 | 1.23040 | ||
2 | 2010.06.01 00:10 | t/p | 1 | 1.00 | 1.23040 | 0.00000 | 1.23040 | 41.00 | 10041.00 |
3 | 2010.06.01 00:10 | sell | 2 | 1.00 | 1.23007 | 0.00000 | 1.22970 | ||
4 | 2010.06.01 00:40 | t/p | 2 | 1.00 | 1.22970 | 0.00000 | 1.22970 | 37.00 | 10078.00 |
5 | 2010.06.01 01:00 | buy | 3 | 1.00 | 1.22872 | 0.00000 | 1.22910 | ||
6 | 2010.06.01 01:37 | t/p | 3 | 1.00 | 1.22910 | 0.00000 | 1.22910 | 38.00 | 10116.00 |
7 | 2010.06.01 01:37 | buy | 4 | 1.00 | 1.22932 | 0.00000 | 1.22970 | ||
8 | 2010.06.01 16:15 | t/p | 4 | 1.00 | 1.22970 | 0.00000 | 1.22970 | 38.00 | 10154.00 |
9 | 2010.06.01 17:00 | sell | 5 | 1.00 | 1.22869 | 0.00000 | 1.22830 | ||
10 | 2010.06.01 17:02 | t/p | 5 | 1.00 | 1.22830 | 0.00000 | 1.22830 | 39.00 | 10193.00 |
11 | 2010.06.01 17:02 | sell | 6 | 1.00 | 1.22762 | 0.00000 | 1.22720 | ||
12 | 2010.06.01 17:50 | t/p | 6 | 1.00 | 1.22720 | 0.00000 | 1.22720 | 42.00 | 10235.00 |
13 | 2010.06.01 17:52 | sell | 7 | 1.00 | 1.22668 | 0.00000 | 1.22630 | ||
14 | 2010.06.01 20:45 | t/p | 7 | 1.00 | 1.22630 | 0.00000 | 1.22630 | 38.00 | 10273.00 |
15 | 2010.06.01 20:45 | sell | 8 | 1.00 | 1.22589 | 0.00000 | 1.22550 | ||
16 | 2010.06.01 20:50 | t/p | 8 | 1.00 | 1.22550 | 0.00000 | 1.22550 | 39.00 | 10312.00 |
17 | 2010.06.01 20:50 | sell | 9 | 1.00 | 1.22497 | 0.00000 | 1.22460 | ||
18 | 2010.06.01 21:20 | t/p | 9 | 1.00 | 1.22460 | 0.00000 | 1.22460 | 37.00 | 10349.00 |
19 | 2010.06.01 21:20 | sell | 10 | 1.00 | 1.22417 | 0.00000 | 1.22380 | ||
20 | 2010.06.01 21:50 | t/p | 10 | 1.00 | 1.22380 | 0.00000 | 1.22380 | 37.00 | 10386.00 |
21 | 2010.06.01 21:50 | sell | 11 | 1.00 | 1.22333 | 0.00000 | 1.22290 | ||
22 | 2010.06.01 22:50 | t/p | 11 | 1.00 | 1.22290 | 0.00000 | 1.22290 | 43.00 | 10429.00 |
23 | 2010.06.01 22:50 | sell | 12 | 1.00 | 1.22259 | 0.00000 | 1.22220 | ||
24 | 2010.06.01 23:15 | t/p | 12 | 1.00 | 1.22220 | 0.00000 | 1.22220 | 39.00 | 10468.00 |
25 | 2010.06.01 23:15 | buy | 13 | 1.00 | 1.22213 | 0.00000 | 1.22250 | ||
26 | 2010.06.02 00:15 | t/p | 13 | 1.00 | 1.22250 | 0.00000 | 1.22250 | 36.20 | 10504.20 |
27 | 2010.06.02 00:15 | buy | 14 | 1.00 | 1.22314 | 0.00000 | 1.22350 | ||
28 | 2010.06.02 00:20 | t/p | 14 | 1.00 | 1.22350 | 0.00000 | 1.22350 | 36.00 | 10540.20 |
29 | 2010.06.02 01:00 | buy | 15 | 1.00 | 1.22351 | 0.00000 | 1.22390 | ||
30 | 2010.06.02 01:10 | t/p | 15 | 1.00 | 1.22390 | 0.00000 | 1.22390 | 39.00 | 10579.20 |
31 | 2010.06.02 02:00 | sell | 16 | 1.00 | 1.22459 | 0.00000 | 1.22420 | ||
32 | 2010.06.02 02:05 | t/p | 16 | 1.00 | 1.22420 | 0.00000 | 1.22420 | 39.00 | 10618.20 |
33 | 2010.06.02 02:05 | sell | 17 | 1.00 | 1.22390 | 0.00000 | 1.22350 | ||
34 | 2010.06.02 02:10 | t/p | 17 | 1.00 | 1.22350 | 0.00000 | 1.22350 | 40.00 | 10658.20 |
35 | 2010.06.02 02:12 | sell | 18 | 1.00 | 1.22348 | 0.00000 | 1.22310 | ||
36 | 2010.06.02 02:15 | t/p | 18 | 1.00 | 1.22310 | 0.00000 | 1.22310 | 38.00 | 10696.20 |
37 | 2010.06.02 02:15 | sell | 19 | 1.00 | 1.22182 | 0.00000 | 1.22140 | ||
38 | 2010.06.02 02:20 | t/p | 19 | 1.00 | 1.22140 | 0.00000 | 1.22140 | 42.00 | 10738.20 |
39 | 2010.06.02 02:22 | sell | 20 | 1.00 | 1.22098 | 0.00000 | 1.22060 | ||
40 | 2010.06.02 02:40 | t/p | 20 | 1.00 | 1.22060 | 0.00000 | 1.22060 | 38.00 | 10776.20 |
41 | 2010.06.02 02:40 | sell | 21 | 1.00 | 1.22007 | 0.00000 | 1.21970 | ||
42 | 2010.06.02 06:20 | t/p | 21 | 1.00 | 1.21970 | 0.00000 | 1.21970 | 37.00 | 10813.20 |
43 | 2010.06.02 06:20 | buy | 22 | 1.00 | 1.21917 | 0.00000 | 1.21960 | ||
44 | 2010.06.02 06:27 | t/p | 22 | 1.00 | 1.21960 | 0.00000 | 1.21960 | 43.00 | 10856.20 |
45 | 2010.06.02 06:27 | buy | 23 | 1.00 | 1.22011 | 0.00000 | 1.22050 | ||
46 | 2010.06.02 06:50 | t/p | 23 | 1.00 | 1.22050 | 0.00000 | 1.22050 | 39.00 | 10895.20 |
47 | 2010.06.02 06:50 | buy | 24 | 1.00 | 1.22121 | 0.00000 | 1.22160 | ||
48 | 2010.06.02 07:45 | t/p | 24 | 1.00 | 1.22160 | 0.00000 | 1.22160 | 39.00 | 10934.20 |
49 | 2010.06.02 07:45 | buy | 25 | 1.00 | 1.22239 | 0.00000 | 1.22280 | ||
50 | 2010.06.02 07:50 | t/p | 25 | 1.00 | 1.22280 | 0.00000 | 1.22280 | 41.00 | 10975.20 |
51 | 2010.06.02 08:00 | buy | 26 | 1.00 | 1.22171 | 0.00000 | 1.22210 | ||
52 | 2010.06.02 08:02 | t/p | 26 | 1.00 | 1.22210 | 0.00000 | 1.22210 | 39.00 | 11014.20 |
53 | 2010.06.02 08:02 | sell | 27 | 1.00 | 1.22302 | 0.00000 | 1.22260 | ||
54 | 2010.06.02 08:10 | t/p | 27 | 1.00 | 1.22260 | 0.00000 | 1.22260 | 42.00 | 11056.20 |
55 | 2010.06.02 09:00 | buy | 28 | 1.00 | 1.22221 | 0.00000 | 1.22260 | ||
56 | 2010.06.02 09:15 | t/p | 28 | 1.00 | 1.22260 | 0.00000 | 1.22260 | 39.00 | 11095.20 |
57 | 2010.06.02 10:00 | sell | 29 | 1.00 | 1.22290 | 0.00000 | 1.22250 | ||
58 | 2010.06.02 10:15 | t/p | 29 | 1.00 | 1.22250 | 0.00000 | 1.22250 | 40.00 | 11135.20 |
59 | 2010.06.02 10:20 | sell | 30 | 1.00 | 1.22108 | 0.00000 | 1.22070 | ||
60 | 2010.06.02 10:50 | t/p | 30 | 1.00 | 1.22070 | 0.00000 | 1.22070 | 38.00 | 11173.20 |
61 | 2010.06.02 10:50 | sell | 31 | 1.00 | 1.22050 | 0.00000 | 1.22010 | ||
62 | 2010.06.02 14:20 | t/p | 31 | 1.00 | 1.22010 | 0.00000 | 1.22010 | 40.00 | 11213.20 |
63 | 2010.06.02 14:20 | sell | 32 | 1.00 | 1.21949 | 0.00000 | 1.21910 | ||
64 | 2010.06.02 14:45 | t/p | 32 | 1.00 | 1.21910 | 0.00000 | 1.21910 | 39.00 | 11252.20 |
65 | 2010.06.02 14:45 | sell | 33 | 1.00 | 1.21852 | 0.00000 | 1.21810 | ||
66 | 2010.06.02 14:50 | t/p | 33 | 1.00 | 1.21810 | 0.00000 | 1.21810 | 42.00 | 11294.20 |
67 | 2010.06.02 14:50 | sell | 34 | 1.00 | 1.21750 | 0.00000 | 1.21710 | ||
68 | 2010.06.03 18:20 | t/p | 34 | 1.00 | 1.21710 | 0.00000 | 1.21710 | 36.40 | 11330.60 |
69 | 2010.06.03 18:20 | buy | 35 | 1.00 | 1.21609 | 0.00000 | 1.21650 | ||
70 | 2010.06.03 18:22 | t/p | 35 | 1.00 | 1.21650 | 0.00000 | 1.21650 | 41.00 | 11371.60 |
71 | 2010.06.03 18:22 | buy | 36 | 1.00 | 1.21671 | 0.00000 | 1.21710 | ||
72 | 2010.06.03 18:27 | t/p | 36 | 1.00 | 1.21710 | 0.00000 | 1.21710 | 39.00 | 11410.60 |
73 | 2010.06.03 18:27 | buy | 37 | 1.00 | 1.21733 | 0.00000 | 1.21770 | ||
74 | 2010.06.03 19:07 | t/p | 37 | 1.00 | 1.21770 | 0.00000 | 1.21770 | 37.00 | 11447.60 |
75 | 2010.06.03 19:07 | buy | 38 | 1.00 | 1.21790 | 0.00000 | 1.21830 | ||
76 | 2010.06.03 20:20 | t/p | 38 | 1.00 | 1.21830 | 0.00000 | 1.21830 | 40.00 | 11487.60 |
77 | 2010.06.03 20:22 | buy | 39 | 1.00 | 1.21820 | 0.00000 | 1.21860 | ||
78 | 2010.06.03 20:32 | t/p | 39 | 1.00 | 1.21860 | 0.00000 | 1.21860 | 40.00 | 11527.60 |
79 | 2010.06.03 20:35 | buy | 40 | 1.00 | 1.21900 | 0.00000 | 1.21940 | ||
80 | 2010.06.04 10:10 | t/p | 40 | 1.00 | 1.21940 | 0.00000 | 1.21940 | 39.20 | 11566.80 |
81 | 2010.06.04 11:00 | sell | 41 | 1.00 | 1.22042 | 0.00000 | 1.22000 | ||
82 | 2010.06.04 11:20 | t/p | 41 | 1.00 | 1.22000 | 0.00000 | 1.22000 | 42.00 | 11608.80 |
83 | 2010.06.04 11:22 | sell | 42 | 1.00 | 1.21983 | 0.00000 | 1.21940 | ||
84 | 2010.06.04 11:45 | t/p | 42 | 1.00 | 1.21940 | 0.00000 | 1.21940 | 43.00 | 11651.80 |
85 | 2010.06.04 11:45 | sell | 43 | 1.00 | 1.21888 | 0.00000 | 1.21850 | ||
86 | 2010.06.04 11:50 | t/p | 43 | 1.00 | 1.21850 | 0.00000 | 1.21850 | 38.00 | 11689.80 |
87 | 2010.06.04 11:52 | sell | 44 | 1.00 | 1.21856 | 0.00000 | 1.21820 | ||
88 | 2010.06.04 12:15 | t/p | 44 | 1.00 | 1.21820 | 0.00000 | 1.21820 | 36.00 | 11725.80 |
89 | 2010.06.04 12:17 | sell | 45 | 1.00 | 1.21809 | 0.00000 | 1.21770 | ||
90 | 2010.06.04 12:20 | t/p | 45 | 1.00 | 1.21770 | 0.00000 | 1.21770 | 39.00 | 11764.80 |
91 | 2010.06.04 12:20 | sell | 46 | 1.00 | 1.21739 | 0.00000 | 1.21700 | ||
92 | 2010.06.04 12:50 | t/p | 46 | 1.00 | 1.21700 | 0.00000 | 1.21700 | 39.00 | 11803.80 |
93 | 2010.06.04 12:52 | sell | 47 | 1.00 | 1.21662 | 0.00000 | 1.21620 | ||
94 | 2010.06.04 13:05 | t/p | 47 | 1.00 | 1.21620 | 0.00000 | 1.21620 | 42.00 | 11845.80 |
95 | 2010.06.04 13:05 | buy | 48 | 1.00 | 1.21572 | 0.00000 | 1.21610 | ||
96 | 2010.06.04 13:07 | t/p | 48 | 1.00 | 1.21610 | 0.00000 | 1.21610 | 38.00 | 11883.80 |
97 | 2010.06.04 13:07 | buy | 49 | 1.00 | 1.21719 | 0.00000 | 1.21760 | ||
98 | 2010.06.14 01:15 | t/p | 49 | 1.00 | 1.21760 | 0.00000 | 1.21760 | 34.60 | 11918.40 |
99 | 2010.06.14 02:02 | sell | 50 | 1.00 | 1.22046 | 0.00000 | 1.22010 | ||
100 | 2010.06.14 02:10 | t/p | 50 | 1.00 | 1.22010 | 0.00000 | 1.22010 | 36.00 | 11954.40 |
101 | 2010.06.14 02:10 | sell | 51 | 1.00 | 1.21958 | 0.00000 | 1.21920 | ||
102 | 2010.06.14 02:15 | t/p | 51 | 1.00 | 1.21920 | 0.00000 | 1.21920 | 38.00 | 11992.40 |
103 | 2010.06.14 02:15 | sell | 52 | 1.00 | 1.21871 | 0.00000 | 1.21830 | ||
104 | 2010.06.14 02:20 | t/p | 52 | 1.00 | 1.21830 | 0.00000 | 1.21830 | 41.00 | 12033.40 |
105 | 2010.06.14 02:22 | sell | 53 | 1.00 | 1.21812 | 0.00000 | 1.21770 | ||
106 | 2010.06.14 02:50 | t/p | 53 | 1.00 | 1.21770 | 0.00000 | 1.21770 | 42.00 | 12075.40 |
107 | 2010.06.14 02:50 | sell | 54 | 1.00 | 1.21720 | 0.00000 | 1.21680 | ||
108 | 2010.06.14 09:50 | t/p | 54 | 1.00 | 1.21680 | 0.00000 | 1.21680 | 40.00 | 12115.40 |
109 | 2010.06.14 09:50 | sell | 55 | 1.00 | 1.21630 | 0.00000 | 1.21590 | ||
110 | 2010.06.29 16:20 | t/p | 55 | 1.00 | 1.21590 | 0.00000 | 1.21590 | 22.00 | 12137.40 |
111 | 2010.06.29 16:20 | buy | 56 | 1.00 | 1.21522 | 0.00000 | 1.21560 | ||
112 | 2010.06.29 16:27 | t/p | 56 | 1.00 | 1.21560 | 0.00000 | 1.21560 | 38.00 | 12175.40 |
113 | 2010.06.29 16:27 | buy | 57 | 1.00 | 1.21620 | 0.00000 | 1.21660 | ||
114 | 2010.06.29 16:40 | t/p | 57 | 1.00 | 1.21660 | 0.00000 | 1.21660 | 40.00 | 12215.40 |
115 | 2010.06.29 16:42 | buy | 58 | 1.00 | 1.21649 | 0.00000 | 1.21690 | ||
116 | 2010.06.29 16:45 | t/p | 58 | 1.00 | 1.21690 | 0.00000 | 1.21690 | 41.00 | 12256.40 |
117 | 2010.06.29 16:45 | buy | 59 | 1.00 | 1.21747 | 0.00000 | 1.21790 | ||
118 | 2010.06.29 16:50 | t/p | 59 | 1.00 | 1.21790 | 0.00000 | 1.21790 | 43.00 | 12299.40 |
119 | 2010.06.29 16:50 | buy | 60 | 1.00 | 1.21821 | 0.00000 | 1.21860 | ||
120 | 2010.06.29 17:15 | t/p | 60 | 1.00 | 1.21860 | 0.00000 | 1.21860 | 39.00 | 12338.40 |
121 | 2010.06.29 17:17 | buy | 61 | 1.00 | 1.21907 | 0.00000 | 1.21950 | ||
122 | 2010.06.29 17:20 | t/p | 61 | 1.00 | 1.21950 | 0.00000 | 1.21950 | 43.00 | 12381.40 |
123 | 2010.06.29 17:20 | buy | 62 | 1.00 | 1.21982 | 0.00000 | 1.22020 | ||
124 | 2010.06.29 18:20 | t/p | 62 | 1.00 | 1.22020 | 0.00000 | 1.22020 | 38.00 | 12419.40 |
125 | 2010.06.29 18:22 | buy | 63 | 1.00 | 1.22013 | 0.00000 | 1.22050 | ||
126 | 2010.06.29 18:50 | t/p | 63 | 1.00 | 1.22050 | 0.00000 | 1.22050 | 37.00 | 12456.40 |
127 | 2010.06.29 18:50 | buy | 64 | 1.00 | 1.22103 | 0.00000 | 1.22140 | ||
128 | 2010.06.29 23:59 | close at stop | 64 | 1.00 | 1.21885 | 0.00000 | 1.22140 | -218.00 | 12238.40 |