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 | StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -113.00 | Gross profit | 207.00 | Gross loss | -320.00 |
Profit factor | 0.65 | Expected payoff | -2.90 | ||
Absolute drawdown | 132.70 | Maximal drawdown | 178.50 (1.78%) | Relative drawdown | 1.78% (178.50) |
Total trades | 39 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
Largest | profit trade | 9.00 | loss trade | -20.00 | |
Average | profit trade | 9.00 | loss trade | -20.00 | |
Maximum | consecutive wins (profit in money) | 5 (45.00) | consecutive losses (loss in money) | 3 (-60.00) | |
Maximal | consecutive profit (count of wins) | 45.00 (5) | consecutive loss (count of losses) | -60.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 14:00 | buy stop | 1 | 0.10 | 1.47798 | 1.47598 | 1.47888 | ||
2 | 2009.11.02 14:00 | sell stop | 2 | 0.10 | 1.47700 | 1.47900 | 1.47610 | ||
3 | 2009.11.02 14:17 | sell | 2 | 0.10 | 1.47700 | 1.47900 | 1.47610 | ||
4 | 2009.11.02 14:28 | t/p | 2 | 0.10 | 1.47610 | 1.47900 | 1.47610 | 9.00 | 10009.00 |
5 | 2009.11.02 15:35 | buy | 1 | 0.10 | 1.47798 | 1.47598 | 1.47888 | ||
6 | 2009.11.02 16:05 | t/p | 1 | 0.10 | 1.47888 | 1.47598 | 1.47888 | 9.00 | 10018.00 |
7 | 2009.11.03 14:00 | buy stop | 3 | 0.10 | 1.46595 | 1.46395 | 1.46685 | ||
8 | 2009.11.03 14:00 | sell stop | 4 | 0.10 | 1.46494 | 1.46694 | 1.46404 | ||
9 | 2009.11.03 14:01 | buy | 3 | 0.10 | 1.46595 | 1.46395 | 1.46685 | ||
10 | 2009.11.03 14:29 | t/p | 3 | 0.10 | 1.46685 | 1.46395 | 1.46685 | 9.00 | 10027.00 |
11 | 2009.11.03 14:55 | sell | 4 | 0.10 | 1.46494 | 1.46694 | 1.46404 | ||
12 | 2009.11.03 15:07 | t/p | 4 | 0.10 | 1.46404 | 1.46694 | 1.46404 | 9.00 | 10036.00 |
13 | 2009.11.04 14:00 | buy stop | 5 | 0.10 | 1.47529 | 1.47329 | 1.47619 | ||
14 | 2009.11.04 14:00 | sell stop | 6 | 0.10 | 1.47429 | 1.47629 | 1.47339 | ||
15 | 2009.11.04 14:02 | buy | 5 | 0.10 | 1.47529 | 1.47329 | 1.47619 | ||
16 | 2009.11.04 14:14 | t/p | 5 | 0.10 | 1.47619 | 1.47329 | 1.47619 | 9.00 | 10045.00 |
17 | 2009.11.05 14:00 | buy stop | 7 | 0.10 | 1.48732 | 1.48532 | 1.48822 | ||
18 | 2009.11.05 14:00 | sell stop | 8 | 0.10 | 1.48634 | 1.48834 | 1.48544 | ||
19 | 2009.11.05 14:03 | buy | 7 | 0.10 | 1.48732 | 1.48532 | 1.48822 | ||
20 | 2009.11.05 14:12 | sell | 8 | 0.10 | 1.48634 | 1.48834 | 1.48544 | ||
21 | 2009.11.05 14:35 | s/l | 8 | 0.10 | 1.48834 | 1.48834 | 1.48544 | -20.00 | 10025.00 |
22 | 2009.11.05 14:35 | t/p | 7 | 0.10 | 1.48822 | 1.48532 | 1.48822 | 9.00 | 10034.00 |
23 | 2009.11.06 14:00 | buy stop | 9 | 0.10 | 1.48754 | 1.48554 | 1.48844 | ||
24 | 2009.11.06 14:00 | sell stop | 10 | 0.10 | 1.48656 | 1.48856 | 1.48566 | ||
25 | 2009.11.06 14:11 | sell | 10 | 0.10 | 1.48656 | 1.48856 | 1.48566 | ||
26 | 2009.11.06 14:17 | t/p | 10 | 0.10 | 1.48566 | 1.48856 | 1.48566 | 9.00 | 10043.00 |
27 | 2009.11.06 14:29 | buy | 9 | 0.10 | 1.48754 | 1.48554 | 1.48844 | ||
28 | 2009.11.06 14:30 | s/l | 9 | 0.10 | 1.48554 | 1.48554 | 1.48844 | -20.00 | 10023.00 |
29 | 2009.11.09 14:00 | buy stop | 11 | 0.10 | 1.49985 | 1.49785 | 1.50075 | ||
30 | 2009.11.09 14:00 | sell stop | 12 | 0.10 | 1.49887 | 1.50087 | 1.49797 | ||
31 | 2009.11.09 14:04 | sell | 12 | 0.10 | 1.49887 | 1.50087 | 1.49797 | ||
32 | 2009.11.09 14:41 | buy | 11 | 0.10 | 1.49985 | 1.49785 | 1.50075 | ||
33 | 2009.11.09 15:00 | s/l | 12 | 0.10 | 1.50087 | 1.50087 | 1.49797 | -20.00 | 10003.00 |
34 | 2009.11.09 15:01 | t/p | 11 | 0.10 | 1.50075 | 1.49785 | 1.50075 | 9.00 | 10012.00 |
35 | 2009.11.10 14:00 | buy stop | 13 | 0.10 | 1.49781 | 1.49581 | 1.49871 | ||
36 | 2009.11.10 14:00 | sell stop | 14 | 0.10 | 1.49686 | 1.49886 | 1.49596 | ||
37 | 2009.11.10 14:05 | sell | 14 | 0.10 | 1.49686 | 1.49886 | 1.49596 | ||
38 | 2009.11.10 14:20 | buy | 13 | 0.10 | 1.49781 | 1.49581 | 1.49871 | ||
39 | 2009.11.10 14:41 | t/p | 13 | 0.10 | 1.49871 | 1.49581 | 1.49871 | 9.00 | 10021.00 |
40 | 2009.11.10 14:41 | s/l | 14 | 0.10 | 1.49886 | 1.49886 | 1.49596 | -20.00 | 10001.00 |
41 | 2009.11.11 14:00 | buy stop | 15 | 0.10 | 1.50416 | 1.50216 | 1.50506 | ||
42 | 2009.11.11 14:00 | delete | 6 | 0.10 | 1.47429 | 1.47629 | 1.47339 | ||
43 | 2009.11.11 14:00 | sell stop | 16 | 0.10 | 1.50319 | 1.50519 | 1.50229 | ||
44 | 2009.11.11 14:07 | buy | 15 | 0.10 | 1.50416 | 1.50216 | 1.50506 | ||
45 | 2009.11.11 14:23 | sell | 16 | 0.10 | 1.50319 | 1.50519 | 1.50229 | ||
46 | 2009.11.11 14:25 | s/l | 15 | 0.10 | 1.50216 | 1.50216 | 1.50506 | -20.00 | 9981.00 |
47 | 2009.11.11 14:25 | t/p | 16 | 0.10 | 1.50229 | 1.50519 | 1.50229 | 9.00 | 9990.00 |
48 | 2009.11.12 14:00 | buy stop | 17 | 0.10 | 1.49235 | 1.49035 | 1.49325 | ||
49 | 2009.11.12 14:00 | sell stop | 18 | 0.10 | 1.49139 | 1.49339 | 1.49049 | ||
50 | 2009.11.12 14:08 | buy | 17 | 0.10 | 1.49235 | 1.49035 | 1.49325 | ||
51 | 2009.11.12 14:30 | t/p | 17 | 0.10 | 1.49325 | 1.49035 | 1.49325 | 9.00 | 9999.00 |
52 | 2009.11.12 15:37 | sell | 18 | 0.10 | 1.49139 | 1.49339 | 1.49049 | ||
53 | 2009.11.12 15:56 | s/l | 18 | 0.10 | 1.49339 | 1.49339 | 1.49049 | -20.00 | 9979.00 |
54 | 2009.11.13 14:00 | buy stop | 19 | 0.10 | 1.48703 | 1.48503 | 1.48793 | ||
55 | 2009.11.13 14:00 | sell stop | 20 | 0.10 | 1.48605 | 1.48805 | 1.48515 | ||
56 | 2009.11.13 14:01 | sell | 20 | 0.10 | 1.48605 | 1.48805 | 1.48515 | ||
57 | 2009.11.13 14:15 | buy | 19 | 0.10 | 1.48703 | 1.48503 | 1.48793 | ||
58 | 2009.11.13 14:30 | t/p | 19 | 0.10 | 1.48793 | 1.48503 | 1.48793 | 9.00 | 9988.00 |
59 | 2009.11.13 14:30 | s/l | 20 | 0.10 | 1.48805 | 1.48805 | 1.48515 | -20.00 | 9968.00 |
60 | 2009.11.16 14:00 | buy stop | 21 | 0.10 | 1.49792 | 1.49592 | 1.49882 | ||
61 | 2009.11.16 14:00 | sell stop | 22 | 0.10 | 1.49692 | 1.49892 | 1.49602 | ||
62 | 2009.11.16 14:02 | buy | 21 | 0.10 | 1.49792 | 1.49592 | 1.49882 | ||
63 | 2009.11.16 14:14 | sell | 22 | 0.10 | 1.49692 | 1.49892 | 1.49602 | ||
64 | 2009.11.16 14:20 | s/l | 21 | 0.10 | 1.49592 | 1.49592 | 1.49882 | -20.00 | 9948.00 |
65 | 2009.11.16 14:20 | t/p | 22 | 0.10 | 1.49602 | 1.49892 | 1.49602 | 9.00 | 9957.00 |
66 | 2009.11.17 14:00 | buy stop | 23 | 0.10 | 1.48897 | 1.48697 | 1.48987 | ||
67 | 2009.11.17 14:00 | sell stop | 24 | 0.10 | 1.48801 | 1.49001 | 1.48711 | ||
68 | 2009.11.17 14:01 | buy | 23 | 0.10 | 1.48897 | 1.48697 | 1.48987 | ||
69 | 2009.11.17 14:13 | t/p | 23 | 0.10 | 1.48987 | 1.48697 | 1.48987 | 9.00 | 9966.00 |
70 | 2009.11.17 14:36 | sell | 24 | 0.10 | 1.48801 | 1.49001 | 1.48711 | ||
71 | 2009.11.17 15:37 | t/p | 24 | 0.10 | 1.48711 | 1.49001 | 1.48711 | 9.00 | 9975.00 |
72 | 2009.11.18 14:00 | buy stop | 25 | 0.10 | 1.49661 | 1.49461 | 1.49751 | ||
73 | 2009.11.18 14:00 | sell stop | 26 | 0.10 | 1.49565 | 1.49765 | 1.49475 | ||
74 | 2009.11.18 14:12 | buy | 25 | 0.10 | 1.49661 | 1.49461 | 1.49751 | ||
75 | 2009.11.18 14:18 | sell | 26 | 0.10 | 1.49565 | 1.49765 | 1.49475 | ||
76 | 2009.11.18 14:27 | s/l | 25 | 0.10 | 1.49461 | 1.49461 | 1.49751 | -20.00 | 9955.00 |
77 | 2009.11.18 14:27 | t/p | 26 | 0.10 | 1.49475 | 1.49765 | 1.49475 | 9.00 | 9964.00 |
78 | 2009.11.19 14:00 | buy stop | 27 | 0.10 | 1.48661 | 1.48461 | 1.48751 | ||
79 | 2009.11.19 14:00 | sell stop | 28 | 0.10 | 1.48563 | 1.48763 | 1.48473 | ||
80 | 2009.11.19 14:12 | sell | 28 | 0.10 | 1.48563 | 1.48763 | 1.48473 | ||
81 | 2009.11.19 14:17 | buy | 27 | 0.10 | 1.48661 | 1.48461 | 1.48751 | ||
82 | 2009.11.19 14:27 | s/l | 28 | 0.10 | 1.48763 | 1.48763 | 1.48473 | -20.00 | 9944.00 |
83 | 2009.11.19 14:28 | t/p | 27 | 0.10 | 1.48751 | 1.48461 | 1.48751 | 9.00 | 9953.00 |
84 | 2009.11.20 14:00 | buy stop | 29 | 0.10 | 1.48317 | 1.48117 | 1.48407 | ||
85 | 2009.11.20 14:00 | sell stop | 30 | 0.10 | 1.48221 | 1.48421 | 1.48131 | ||
86 | 2009.11.20 14:00 | buy | 29 | 0.10 | 1.48317 | 1.48117 | 1.48407 | ||
87 | 2009.11.20 14:06 | sell | 30 | 0.10 | 1.48221 | 1.48421 | 1.48131 | ||
88 | 2009.11.20 14:15 | s/l | 29 | 0.10 | 1.48117 | 1.48117 | 1.48407 | -20.00 | 9933.00 |
89 | 2009.11.20 14:55 | s/l | 30 | 0.10 | 1.48421 | 1.48421 | 1.48131 | -20.00 | 9913.00 |
90 | 2009.11.23 14:00 | buy stop | 31 | 0.10 | 1.49804 | 1.49604 | 1.49894 | ||
91 | 2009.11.23 14:00 | sell stop | 32 | 0.10 | 1.49708 | 1.49908 | 1.49618 | ||
92 | 2009.11.23 14:04 | sell | 32 | 0.10 | 1.49708 | 1.49908 | 1.49618 | ||
93 | 2009.11.23 14:57 | buy | 31 | 0.10 | 1.49804 | 1.49604 | 1.49894 | ||
94 | 2009.11.23 15:08 | s/l | 32 | 0.10 | 1.49908 | 1.49908 | 1.49618 | -20.00 | 9893.00 |
95 | 2009.11.23 15:08 | t/p | 31 | 0.10 | 1.49894 | 1.49604 | 1.49894 | 9.00 | 9902.00 |
96 | 2009.11.24 14:00 | buy stop | 33 | 0.10 | 1.49833 | 1.49633 | 1.49923 | ||
97 | 2009.11.24 14:00 | sell stop | 34 | 0.10 | 1.49738 | 1.49938 | 1.49648 | ||
98 | 2009.11.24 14:11 | sell | 34 | 0.10 | 1.49738 | 1.49938 | 1.49648 | ||
99 | 2009.11.24 14:34 | t/p | 34 | 0.10 | 1.49648 | 1.49938 | 1.49648 | 9.00 | 9911.00 |
100 | 2009.11.24 14:44 | buy | 33 | 0.10 | 1.49833 | 1.49633 | 1.49923 | ||
101 | 2009.11.24 15:31 | s/l | 33 | 0.10 | 1.49633 | 1.49633 | 1.49923 | -20.00 | 9891.00 |
102 | 2009.11.25 14:00 | buy stop | 35 | 0.10 | 1.50839 | 1.50639 | 1.50929 | ||
103 | 2009.11.25 14:00 | sell stop | 36 | 0.10 | 1.50743 | 1.50943 | 1.50653 | ||
104 | 2009.11.25 14:08 | buy | 35 | 0.10 | 1.50839 | 1.50639 | 1.50929 | ||
105 | 2009.11.25 14:30 | sell | 36 | 0.10 | 1.50743 | 1.50943 | 1.50653 | ||
106 | 2009.11.25 15:00 | s/l | 35 | 0.10 | 1.50639 | 1.50639 | 1.50929 | -20.00 | 9871.00 |
107 | 2009.11.25 15:00 | t/p | 36 | 0.10 | 1.50653 | 1.50943 | 1.50653 | 9.00 | 9880.00 |
108 | 2009.11.26 14:00 | buy stop | 37 | 0.10 | 1.50698 | 1.50498 | 1.50788 | ||
109 | 2009.11.26 14:00 | sell stop | 38 | 0.10 | 1.50598 | 1.50798 | 1.50508 | ||
110 | 2009.11.26 14:09 | buy | 37 | 0.10 | 1.50698 | 1.50498 | 1.50788 | ||
111 | 2009.11.26 14:29 | sell | 38 | 0.10 | 1.50598 | 1.50798 | 1.50508 | ||
112 | 2009.11.26 15:37 | s/l | 37 | 0.10 | 1.50498 | 1.50498 | 1.50788 | -20.00 | 9860.00 |
113 | 2009.11.26 15:37 | t/p | 38 | 0.10 | 1.50508 | 1.50798 | 1.50508 | 9.00 | 9869.00 |
114 | 2009.11.27 14:00 | buy stop | 39 | 0.10 | 1.49145 | 1.48945 | 1.49235 | ||
115 | 2009.11.27 14:00 | sell stop | 40 | 0.10 | 1.49052 | 1.49252 | 1.48962 | ||
116 | 2009.11.27 14:00 | buy | 39 | 0.10 | 1.49145 | 1.48945 | 1.49235 | ||
117 | 2009.11.27 14:02 | t/p | 39 | 0.10 | 1.49235 | 1.48945 | 1.49235 | 9.00 | 9878.00 |
118 | 2009.11.27 14:26 | sell | 40 | 0.10 | 1.49052 | 1.49252 | 1.48962 | ||
119 | 2009.11.27 15:01 | t/p | 40 | 0.10 | 1.48962 | 1.49252 | 1.48962 | 9.00 | 9887.00 |