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 | fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 30.24 | Gross profit | 93.86 | Gross loss | -63.62 |
Profit factor | 1.48 | Expected payoff | 0.54 | ||
Absolute drawdown | 23.18 | Maximal drawdown | 29.48 (0.29%) | Relative drawdown | 0.29% (29.48) |
Total trades | 56 | Short positions (won %) | 34 (23.53%) | Long positions (won %) | 22 (45.45%) |
Profit trades (% of total) | 18 (32.14%) | Loss trades (% of total) | 38 (67.86%) | ||
Largest | profit trade | 13.30 | loss trade | -3.27 | |
Average | profit trade | 5.21 | loss trade | -1.67 | |
Maximum | consecutive wins (profit in money) | 3 (28.75) | consecutive losses (loss in money) | 10 (-18.49) | |
Maximal | consecutive profit (count of wins) | 28.75 (3) | consecutive loss (count of losses) | -18.49 (10) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 03:00 | buy | 1 | 0.01 | 1.47323 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 15:00 | sell | 2 | 0.01 | 1.47534 | 0.00000 | 0.00000 | ||
3 | 2009.11.02 15:00 | close | 1 | 0.01 | 1.47534 | 0.00000 | 0.00000 | 2.11 | 10002.11 |
4 | 2009.11.02 16:00 | buy | 3 | 0.01 | 1.47791 | 0.00000 | 0.00000 | ||
5 | 2009.11.02 16:00 | close | 2 | 0.01 | 1.47791 | 0.00000 | 0.00000 | -2.57 | 9999.54 |
6 | 2009.11.02 19:00 | sell | 4 | 0.01 | 1.47615 | 0.00000 | 0.00000 | ||
7 | 2009.11.02 19:00 | close | 3 | 0.01 | 1.47615 | 0.00000 | 0.00000 | -1.76 | 9997.78 |
8 | 2009.11.02 23:00 | close | 4 | 0.01 | 1.47769 | 0.00000 | 0.00000 | -1.54 | 9996.24 |
9 | 2009.11.03 00:18 | buy | 5 | 0.01 | 1.47735 | 0.00000 | 0.00000 | ||
10 | 2009.11.03 05:00 | sell | 6 | 0.01 | 1.47789 | 0.00000 | 0.00000 | ||
11 | 2009.11.03 05:00 | close | 5 | 0.01 | 1.47789 | 0.00000 | 0.00000 | 0.54 | 9996.78 |
12 | 2009.11.03 07:00 | close | 6 | 0.01 | 1.47949 | 0.00000 | 0.00000 | -1.60 | 9995.18 |
13 | 2009.11.03 17:00 | buy | 7 | 0.01 | 1.46779 | 0.00000 | 0.00000 | ||
14 | 2009.11.03 18:00 | sell | 8 | 0.01 | 1.46558 | 0.00000 | 0.00000 | ||
15 | 2009.11.03 18:00 | close | 7 | 0.01 | 1.46558 | 0.00000 | 0.00000 | -2.21 | 9992.97 |
16 | 2009.11.03 19:00 | close | 8 | 0.01 | 1.46873 | 0.00000 | 0.00000 | -3.15 | 9989.82 |
17 | 2009.11.04 14:00 | sell | 9 | 0.01 | 1.47472 | 0.00000 | 0.00000 | ||
18 | 2009.11.04 15:00 | close | 9 | 0.01 | 1.47795 | 0.00000 | 0.00000 | -3.23 | 9986.59 |
19 | 2009.11.05 01:00 | sell | 10 | 0.01 | 1.48655 | 0.00000 | 0.00000 | ||
20 | 2009.11.05 14:00 | close | 10 | 0.01 | 1.48691 | 0.00000 | 0.00000 | -0.36 | 9986.23 |
21 | 2009.11.05 18:00 | sell | 11 | 0.01 | 1.48560 | 0.00000 | 0.00000 | ||
22 | 2009.11.06 05:00 | buy | 12 | 0.01 | 1.48778 | 0.00000 | 0.00000 | ||
23 | 2009.11.06 05:00 | close | 11 | 0.01 | 1.48778 | 0.00000 | 0.00000 | -2.18 | 9984.05 |
24 | 2009.11.06 06:00 | sell | 13 | 0.01 | 1.48735 | 0.00000 | 0.00000 | ||
25 | 2009.11.06 06:00 | close | 12 | 0.01 | 1.48735 | 0.00000 | 0.00000 | -0.43 | 9983.62 |
26 | 2009.11.06 07:00 | close | 13 | 0.01 | 1.48823 | 0.00000 | 0.00000 | -0.88 | 9982.74 |
27 | 2009.11.06 08:00 | sell | 14 | 0.01 | 1.48706 | 0.00000 | 0.00000 | ||
28 | 2009.11.06 10:00 | close | 14 | 0.01 | 1.48970 | 0.00000 | 0.00000 | -2.64 | 9980.10 |
29 | 2009.11.06 13:00 | sell | 15 | 0.01 | 1.48746 | 0.00000 | 0.00000 | ||
30 | 2009.11.06 16:00 | close | 15 | 0.01 | 1.48927 | 0.00000 | 0.00000 | -1.81 | 9978.29 |
31 | 2009.11.09 01:00 | buy | 16 | 0.01 | 1.48673 | 0.00000 | 0.00000 | ||
32 | 2009.11.09 16:00 | sell | 17 | 0.01 | 1.49912 | 0.00000 | 0.00000 | ||
33 | 2009.11.09 16:00 | close | 16 | 0.01 | 1.49912 | 0.00000 | 0.00000 | 12.39 | 9990.68 |
34 | 2009.11.09 17:00 | close | 17 | 0.01 | 1.50081 | 0.00000 | 0.00000 | -1.69 | 9988.99 |
35 | 2009.11.09 18:00 | sell | 18 | 0.01 | 1.49977 | 0.00000 | 0.00000 | ||
36 | 2009.11.10 08:00 | buy | 19 | 0.01 | 1.50007 | 0.00000 | 0.00000 | ||
37 | 2009.11.10 08:00 | close | 18 | 0.01 | 1.50007 | 0.00000 | 0.00000 | -0.30 | 9988.69 |
38 | 2009.11.10 09:00 | sell | 20 | 0.01 | 1.49709 | 0.00000 | 0.00000 | ||
39 | 2009.11.10 09:00 | close | 19 | 0.01 | 1.49709 | 0.00000 | 0.00000 | -2.98 | 9985.71 |
40 | 2009.11.10 11:00 | close | 20 | 0.01 | 1.50002 | 0.00000 | 0.00000 | -2.93 | 9982.78 |
41 | 2009.11.10 13:00 | sell | 21 | 0.01 | 1.49935 | 0.00000 | 0.00000 | ||
42 | 2009.11.10 21:00 | buy | 22 | 0.01 | 1.49812 | 0.00000 | 0.00000 | ||
43 | 2009.11.10 21:00 | close | 21 | 0.01 | 1.49812 | 0.00000 | 0.00000 | 1.23 | 9984.01 |
44 | 2009.11.11 05:00 | sell | 23 | 0.01 | 1.49821 | 0.00000 | 0.00000 | ||
45 | 2009.11.11 05:00 | close | 22 | 0.01 | 1.49821 | 0.00000 | 0.00000 | 0.09 | 9984.10 |
46 | 2009.11.11 09:00 | buy | 24 | 0.01 | 1.50093 | 0.00000 | 0.00000 | ||
47 | 2009.11.11 09:00 | close | 23 | 0.01 | 1.50093 | 0.00000 | 0.00000 | -2.72 | 9981.38 |
48 | 2009.11.11 15:00 | sell | 25 | 0.01 | 1.50171 | 0.00000 | 0.00000 | ||
49 | 2009.11.11 15:00 | close | 24 | 0.01 | 1.50171 | 0.00000 | 0.00000 | 0.78 | 9982.16 |
50 | 2009.11.11 23:00 | buy | 26 | 0.01 | 1.49881 | 0.00000 | 0.00000 | ||
51 | 2009.11.11 23:00 | close | 25 | 0.01 | 1.49881 | 0.00000 | 0.00000 | 2.90 | 9985.06 |
52 | 2009.11.12 00:00 | sell | 27 | 0.01 | 1.49850 | 0.00000 | 0.00000 | ||
53 | 2009.11.12 00:00 | close | 26 | 0.01 | 1.49850 | 0.00000 | 0.00000 | -0.31 | 9984.74 |
54 | 2009.11.12 02:00 | close | 27 | 0.01 | 1.50116 | 0.00000 | 0.00000 | -2.66 | 9982.08 |
55 | 2009.11.12 06:00 | sell | 28 | 0.01 | 1.49897 | 0.00000 | 0.00000 | ||
56 | 2009.11.12 07:00 | close | 28 | 0.01 | 1.49991 | 0.00000 | 0.00000 | -0.94 | 9981.14 |
57 | 2009.11.13 02:00 | buy | 29 | 0.01 | 1.48656 | 0.00000 | 0.00000 | ||
58 | 2009.11.13 14:00 | sell | 30 | 0.01 | 1.48646 | 0.00000 | 0.00000 | ||
59 | 2009.11.13 14:00 | close | 29 | 0.01 | 1.48646 | 0.00000 | 0.00000 | -0.10 | 9981.04 |
60 | 2009.11.13 15:00 | close | 30 | 0.01 | 1.48804 | 0.00000 | 0.00000 | -1.58 | 9979.46 |
61 | 2009.11.13 18:00 | buy | 31 | 0.01 | 1.48858 | 0.00000 | 0.00000 | ||
62 | 2009.11.16 10:00 | sell | 32 | 0.01 | 1.49676 | 0.00000 | 0.00000 | ||
63 | 2009.11.16 10:00 | close | 31 | 0.01 | 1.49676 | 0.00000 | 0.00000 | 8.18 | 9987.64 |
64 | 2009.11.16 17:00 | close | 32 | 0.01 | 1.49796 | 0.00000 | 0.00000 | -1.20 | 9986.44 |
65 | 2009.11.16 18:00 | sell | 33 | 0.01 | 1.49757 | 0.00000 | 0.00000 | ||
66 | 2009.11.16 21:00 | buy | 34 | 0.01 | 1.49870 | 0.00000 | 0.00000 | ||
67 | 2009.11.16 21:00 | close | 33 | 0.01 | 1.49870 | 0.00000 | 0.00000 | -1.13 | 9985.31 |
68 | 2009.11.16 22:00 | sell | 35 | 0.01 | 1.49717 | 0.00000 | 0.00000 | ||
69 | 2009.11.16 22:00 | close | 34 | 0.01 | 1.49717 | 0.00000 | 0.00000 | -1.53 | 9983.78 |
70 | 2009.11.17 01:00 | buy | 36 | 0.01 | 1.49841 | 0.00000 | 0.00000 | ||
71 | 2009.11.17 01:00 | close | 35 | 0.01 | 1.49841 | 0.00000 | 0.00000 | -1.24 | 9982.54 |
72 | 2009.11.17 02:00 | sell | 37 | 0.01 | 1.49800 | 0.00000 | 0.00000 | ||
73 | 2009.11.17 02:00 | close | 36 | 0.01 | 1.49800 | 0.00000 | 0.00000 | -0.41 | 9982.13 |
74 | 2009.11.17 21:00 | close | 37 | 0.01 | 1.48562 | 0.00000 | 0.00000 | 12.38 | 9994.51 |
75 | 2009.11.17 22:00 | buy | 38 | 0.01 | 1.48720 | 0.00000 | 0.00000 | ||
76 | 2009.11.18 19:00 | sell | 39 | 0.01 | 1.49530 | 0.00000 | 0.00000 | ||
77 | 2009.11.18 19:00 | close | 38 | 0.01 | 1.49530 | 0.00000 | 0.00000 | 8.10 | 10002.61 |
78 | 2009.11.18 22:00 | close | 39 | 0.01 | 1.49601 | 0.00000 | 0.00000 | -0.71 | 10001.90 |
79 | 2009.11.19 01:00 | sell | 40 | 0.01 | 1.49537 | 0.00000 | 0.00000 | ||
80 | 2009.11.19 15:00 | close | 40 | 0.01 | 1.48776 | 0.00000 | 0.00000 | 7.61 | 10009.51 |
81 | 2009.11.19 18:00 | buy | 41 | 0.01 | 1.49056 | 0.00000 | 0.00000 | ||
82 | 2009.11.20 03:00 | close | 41 | 0.01 | 1.48899 | 0.00000 | 0.00000 | -1.57 | 10007.94 |
83 | 2009.11.20 06:00 | buy | 42 | 0.01 | 1.49263 | 0.00000 | 0.00000 | ||
84 | 2009.11.20 09:00 | sell | 43 | 0.01 | 1.49100 | 0.00000 | 0.00000 | ||
85 | 2009.11.20 09:00 | close | 42 | 0.01 | 1.49100 | 0.00000 | 0.00000 | -1.63 | 10006.31 |
86 | 2009.11.20 18:00 | buy | 44 | 0.01 | 1.48701 | 0.00000 | 0.00000 | ||
87 | 2009.11.20 18:00 | close | 43 | 0.01 | 1.48701 | 0.00000 | 0.00000 | 3.99 | 10010.30 |
88 | 2009.11.20 19:00 | sell | 45 | 0.01 | 1.48494 | 0.00000 | 0.00000 | ||
89 | 2009.11.20 19:00 | close | 44 | 0.01 | 1.48494 | 0.00000 | 0.00000 | -2.07 | 10008.23 |
90 | 2009.11.20 20:00 | close | 45 | 0.01 | 1.48630 | 0.00000 | 0.00000 | -1.36 | 10006.87 |
91 | 2009.11.23 17:00 | sell | 46 | 0.01 | 1.49786 | 0.00000 | 0.00000 | ||
92 | 2009.11.24 11:00 | close | 46 | 0.01 | 1.49384 | 0.00000 | 0.00000 | 4.02 | 10010.89 |
93 | 2009.11.24 12:00 | buy | 47 | 0.01 | 1.49476 | 0.00000 | 0.00000 | ||
94 | 2009.11.24 16:00 | sell | 48 | 0.01 | 1.49496 | 0.00000 | 0.00000 | ||
95 | 2009.11.24 16:00 | close | 47 | 0.01 | 1.49496 | 0.00000 | 0.00000 | 0.20 | 10011.09 |
96 | 2009.11.24 20:00 | close | 48 | 0.01 | 1.49713 | 0.00000 | 0.00000 | -2.17 | 10008.92 |
97 | 2009.11.24 21:00 | buy | 49 | 0.01 | 1.49767 | 0.00000 | 0.00000 | ||
98 | 2009.11.25 02:00 | sell | 50 | 0.01 | 1.49622 | 0.00000 | 0.00000 | ||
99 | 2009.11.25 02:00 | close | 49 | 0.01 | 1.49622 | 0.00000 | 0.00000 | -1.45 | 10007.47 |
100 | 2009.11.25 03:00 | buy | 51 | 0.01 | 1.49753 | 0.00000 | 0.00000 | ||
101 | 2009.11.25 03:00 | close | 50 | 0.01 | 1.49753 | 0.00000 | 0.00000 | -1.31 | 10006.16 |
102 | 2009.11.25 07:00 | sell | 52 | 0.01 | 1.49812 | 0.00000 | 0.00000 | ||
103 | 2009.11.25 07:00 | close | 51 | 0.01 | 1.49812 | 0.00000 | 0.00000 | 0.59 | 10006.75 |
104 | 2009.11.25 08:00 | close | 52 | 0.01 | 1.50011 | 0.00000 | 0.00000 | -1.99 | 10004.76 |
105 | 2009.11.25 17:00 | sell | 53 | 0.01 | 1.50533 | 0.00000 | 0.00000 | ||
106 | 2009.11.25 18:00 | close | 53 | 0.01 | 1.50860 | 0.00000 | 0.00000 | -3.27 | 10001.49 |
107 | 2009.11.26 01:00 | sell | 54 | 0.01 | 1.51252 | 0.00000 | 0.00000 | ||
108 | 2009.11.26 23:01 | close | 54 | 0.01 | 1.49922 | 0.00000 | 0.00000 | 13.30 | 10014.79 |
109 | 2009.11.27 00:00 | sell | 55 | 0.01 | 1.50069 | 0.00000 | 0.00000 | ||
110 | 2009.11.27 08:00 | close | 55 | 0.01 | 1.49343 | 0.00000 | 0.00000 | 7.26 | 10022.05 |
111 | 2009.11.27 13:00 | buy | 56 | 0.01 | 1.49034 | 0.00000 | 0.00000 | ||
112 | 2009.11.27 22:59 | close at stop | 56 | 0.01 | 1.49853 | 0.00000 | 0.00000 | 8.19 | 10030.24 |