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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9.11 | Gross profit | 54.99 | Gross loss | -64.10 |
Profit factor | 0.86 | Expected payoff | -0.14 | ||
Absolute drawdown | 24.89 | Maximal drawdown | 41.89 (0.42%) | Relative drawdown | 0.42% (41.89) |
Total trades | 66 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 53 (86.79%) |
Profit trades (% of total) | 55 (83.33%) | Loss trades (% of total) | 11 (16.67%) | ||
Largest | profit trade | 1.00 | loss trade | -15.94 | |
Average | profit trade | 1.00 | loss trade | -5.83 | |
Maximum | consecutive wins (profit in money) | 17 (16.99) | consecutive losses (loss in money) | 2 (-15.06) | |
Maximal | consecutive profit (count of wins) | 16.99 (17) | consecutive loss (count of losses) | -15.94 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 19:35 | buy | 1 | 0.01 | 1.48475 | 0.00000 | 1.48575 | ||
2 | 2009.11.04 20:09 | t/p | 1 | 0.01 | 1.48575 | 0.00000 | 1.48575 | 1.00 | 10001.00 |
3 | 2009.11.04 20:09 | buy | 2 | 0.01 | 1.48593 | 0.00000 | 1.48693 | ||
4 | 2009.11.04 20:15 | t/p | 2 | 0.01 | 1.48693 | 0.00000 | 1.48693 | 1.00 | 10002.00 |
5 | 2009.11.04 20:15 | buy | 3 | 0.01 | 1.48713 | 0.00000 | 1.48813 | ||
6 | 2009.11.04 20:15 | t/p | 3 | 0.01 | 1.48813 | 0.00000 | 1.48813 | 1.00 | 10003.00 |
7 | 2009.11.04 20:15 | buy | 4 | 0.01 | 1.48832 | 0.00000 | 1.48932 | ||
8 | 2009.11.04 20:19 | t/p | 4 | 0.01 | 1.48932 | 0.00000 | 1.48932 | 1.00 | 10004.00 |
9 | 2009.11.04 20:19 | buy | 5 | 0.01 | 1.48964 | 0.00000 | 1.49064 | ||
10 | 2009.11.04 20:43 | t/p | 5 | 0.01 | 1.49064 | 0.00000 | 1.49064 | 1.00 | 10005.00 |
11 | 2009.11.04 20:43 | buy | 6 | 0.01 | 1.49084 | 0.00000 | 1.49184 | ||
12 | 2009.11.09 04:49 | t/p | 6 | 0.01 | 1.49184 | 0.00000 | 1.49184 | 1.00 | 10006.00 |
13 | 2009.11.09 04:49 | buy | 7 | 0.01 | 1.49200 | 0.00000 | 1.49300 | ||
14 | 2009.11.09 05:15 | t/p | 7 | 0.01 | 1.49300 | 0.00000 | 1.49300 | 1.00 | 10007.00 |
15 | 2009.11.09 05:15 | buy | 8 | 0.01 | 1.49321 | 0.00000 | 1.49421 | ||
16 | 2009.11.09 05:57 | t/p | 8 | 0.01 | 1.49421 | 0.00000 | 1.49421 | 1.00 | 10008.00 |
17 | 2009.11.09 05:57 | buy | 9 | 0.01 | 1.49437 | 0.00000 | 1.49537 | ||
18 | 2009.11.09 08:16 | t/p | 9 | 0.01 | 1.49537 | 0.00000 | 1.49537 | 1.00 | 10009.00 |
19 | 2009.11.09 08:16 | buy | 10 | 0.01 | 1.49553 | 0.00000 | 1.49653 | ||
20 | 2009.11.09 08:54 | t/p | 10 | 0.01 | 1.49653 | 0.00000 | 1.49653 | 1.00 | 10010.00 |
21 | 2009.11.09 08:54 | buy | 11 | 0.01 | 1.49672 | 0.00000 | 1.49772 | ||
22 | 2009.11.09 09:00 | t/p | 11 | 0.01 | 1.49772 | 0.00000 | 1.49772 | 1.00 | 10011.00 |
23 | 2009.11.09 09:00 | buy | 12 | 0.01 | 1.49788 | 0.00000 | 1.49888 | ||
24 | 2009.11.09 11:04 | t/p | 12 | 0.01 | 1.49888 | 0.00000 | 1.49888 | 1.00 | 10012.00 |
25 | 2009.11.09 11:04 | buy | 13 | 0.01 | 1.49905 | 0.00000 | 1.50005 | ||
26 | 2009.11.09 11:27 | t/p | 13 | 0.01 | 1.50005 | 0.00000 | 1.50005 | 1.00 | 10013.00 |
27 | 2009.11.09 11:27 | buy | 14 | 0.01 | 1.50022 | 0.00000 | 1.50122 | ||
28 | 2009.11.09 15:07 | t/p | 14 | 0.01 | 1.50122 | 0.00000 | 1.50122 | 1.00 | 10014.00 |
29 | 2009.11.09 15:07 | buy | 15 | 0.01 | 1.50138 | 0.00000 | 1.50238 | ||
30 | 2009.11.11 09:03 | t/p | 15 | 0.01 | 1.50238 | 0.00000 | 1.50238 | 1.00 | 10014.99 |
31 | 2009.11.11 09:03 | buy | 16 | 0.01 | 1.50260 | 0.00000 | 1.50360 | ||
32 | 2009.11.11 09:21 | t/p | 16 | 0.01 | 1.50360 | 0.00000 | 1.50360 | 1.00 | 10015.99 |
33 | 2009.11.11 09:21 | buy | 17 | 0.01 | 1.50379 | 0.00000 | 1.50479 | ||
34 | 2009.11.11 12:13 | t/p | 17 | 0.01 | 1.50479 | 0.00000 | 1.50479 | 1.00 | 10016.99 |
35 | 2009.11.11 12:13 | buy | 18 | 0.01 | 1.50495 | 0.00000 | 1.50595 | ||
36 | 2009.11.18 15:02 | close | 18 | 0.01 | 1.49246 | 0.00000 | 1.50595 | -12.50 | 10004.50 |
37 | 2009.11.18 15:02 | sell | 19 | 0.01 | 1.49246 | 0.00000 | 1.49146 | ||
38 | 2009.11.18 15:26 | close | 19 | 0.01 | 1.49502 | 0.00000 | 1.49146 | -2.56 | 10001.94 |
39 | 2009.11.18 15:26 | buy | 20 | 0.01 | 1.49502 | 0.00000 | 1.49602 | ||
40 | 2009.11.18 15:28 | t/p | 20 | 0.01 | 1.49602 | 0.00000 | 1.49602 | 1.00 | 10002.94 |
41 | 2009.11.18 15:28 | buy | 21 | 0.01 | 1.49618 | 0.00000 | 1.49718 | ||
42 | 2009.11.18 15:37 | t/p | 21 | 0.01 | 1.49718 | 0.00000 | 1.49718 | 1.00 | 10003.94 |
43 | 2009.11.18 15:37 | buy | 22 | 0.01 | 1.49734 | 0.00000 | 1.49834 | ||
44 | 2009.11.18 17:36 | t/p | 22 | 0.01 | 1.49834 | 0.00000 | 1.49834 | 1.00 | 10004.94 |
45 | 2009.11.18 17:36 | buy | 23 | 0.01 | 1.49850 | 0.00000 | 1.49950 | ||
46 | 2009.11.19 02:38 | close | 23 | 0.01 | 1.49274 | 0.00000 | 1.49950 | -5.76 | 9999.17 |
47 | 2009.11.19 02:38 | sell | 24 | 0.01 | 1.49274 | 0.00000 | 1.49174 | ||
48 | 2009.11.19 03:38 | t/p | 24 | 0.01 | 1.49174 | 0.00000 | 1.49174 | 1.00 | 10000.17 |
49 | 2009.11.19 03:53 | sell | 25 | 0.01 | 1.49187 | 0.00000 | 1.49087 | ||
50 | 2009.11.19 05:37 | t/p | 25 | 0.01 | 1.49087 | 0.00000 | 1.49087 | 1.00 | 10001.17 |
51 | 2009.11.19 06:28 | sell | 26 | 0.01 | 1.49111 | 0.00000 | 1.49011 | ||
52 | 2009.11.19 08:27 | t/p | 26 | 0.01 | 1.49011 | 0.00000 | 1.49011 | 1.00 | 10002.17 |
53 | 2009.11.20 01:39 | buy | 27 | 0.01 | 1.49346 | 0.00000 | 1.49446 | ||
54 | 2009.11.20 02:09 | close | 27 | 0.01 | 1.49041 | 0.00000 | 1.49446 | -3.05 | 9999.12 |
55 | 2009.11.20 02:09 | sell | 28 | 0.01 | 1.49041 | 0.00000 | 1.48941 | ||
56 | 2009.11.20 02:20 | t/p | 28 | 0.01 | 1.48941 | 0.00000 | 1.48941 | 1.00 | 10000.12 |
57 | 2009.11.20 04:34 | sell | 29 | 0.01 | 1.49000 | 0.00000 | 1.48900 | ||
58 | 2009.11.20 07:30 | close | 29 | 0.01 | 1.49344 | 0.00000 | 1.48900 | -3.44 | 9996.68 |
59 | 2009.11.20 07:30 | buy | 30 | 0.01 | 1.49344 | 0.00000 | 1.49444 | ||
60 | 2009.11.20 08:28 | close | 30 | 0.01 | 1.49097 | 0.00000 | 1.49444 | -2.47 | 9994.21 |
61 | 2009.11.20 08:28 | sell | 31 | 0.01 | 1.49097 | 0.00000 | 1.48997 | ||
62 | 2009.11.20 08:39 | t/p | 31 | 0.01 | 1.48997 | 0.00000 | 1.48997 | 1.00 | 9995.21 |
63 | 2009.11.20 08:41 | sell | 32 | 0.01 | 1.49044 | 0.00000 | 1.48944 | ||
64 | 2009.11.20 09:44 | t/p | 32 | 0.01 | 1.48944 | 0.00000 | 1.48944 | 1.00 | 9996.21 |
65 | 2009.11.20 09:54 | sell | 33 | 0.01 | 1.49054 | 0.00000 | 1.48954 | ||
66 | 2009.11.20 10:02 | t/p | 33 | 0.01 | 1.48954 | 0.00000 | 1.48954 | 1.00 | 9997.21 |
67 | 2009.11.23 04:56 | buy | 34 | 0.01 | 1.49348 | 0.00000 | 1.49448 | ||
68 | 2009.11.23 05:39 | t/p | 34 | 0.01 | 1.49448 | 0.00000 | 1.49448 | 1.00 | 9998.21 |
69 | 2009.11.23 05:39 | buy | 35 | 0.01 | 1.49468 | 0.00000 | 1.49568 | ||
70 | 2009.11.23 08:15 | t/p | 35 | 0.01 | 1.49568 | 0.00000 | 1.49568 | 1.00 | 9999.21 |
71 | 2009.11.23 08:15 | buy | 36 | 0.01 | 1.49584 | 0.00000 | 1.49684 | ||
72 | 2009.11.23 08:22 | t/p | 36 | 0.01 | 1.49684 | 0.00000 | 1.49684 | 1.00 | 10000.21 |
73 | 2009.11.23 08:22 | buy | 37 | 0.01 | 1.49700 | 0.00000 | 1.49800 | ||
74 | 2009.11.23 09:26 | t/p | 37 | 0.01 | 1.49800 | 0.00000 | 1.49800 | 1.00 | 10001.21 |
75 | 2009.11.23 09:26 | buy | 38 | 0.01 | 1.49817 | 0.00000 | 1.49917 | ||
76 | 2009.11.23 15:08 | t/p | 38 | 0.01 | 1.49917 | 0.00000 | 1.49917 | 1.00 | 10002.21 |
77 | 2009.11.23 15:08 | buy | 39 | 0.01 | 1.49935 | 0.00000 | 1.50035 | ||
78 | 2009.11.24 08:04 | close | 39 | 0.01 | 1.49205 | 0.00000 | 1.50035 | -7.30 | 9994.91 |
79 | 2009.11.24 08:04 | sell | 40 | 0.01 | 1.49205 | 0.00000 | 1.49105 | ||
80 | 2009.11.24 08:11 | t/p | 40 | 0.01 | 1.49105 | 0.00000 | 1.49105 | 1.00 | 9995.91 |
81 | 2009.11.24 08:59 | sell | 41 | 0.01 | 1.49123 | 0.00000 | 1.49023 | ||
82 | 2009.11.24 09:05 | t/p | 41 | 0.01 | 1.49023 | 0.00000 | 1.49023 | 1.00 | 9996.91 |
83 | 2009.11.24 09:24 | sell | 42 | 0.01 | 1.49110 | 0.00000 | 1.49010 | ||
84 | 2009.11.24 10:00 | close | 42 | 0.01 | 1.49290 | 0.00000 | 1.49010 | -1.80 | 9995.11 |
85 | 2009.11.24 10:00 | buy | 43 | 0.01 | 1.49290 | 0.00000 | 1.49390 | ||
86 | 2009.11.24 11:00 | t/p | 43 | 0.01 | 1.49390 | 0.00000 | 1.49390 | 1.00 | 9996.11 |
87 | 2009.11.24 11:00 | buy | 44 | 0.01 | 1.49406 | 0.00000 | 1.49506 | ||
88 | 2009.11.24 11:46 | t/p | 44 | 0.01 | 1.49506 | 0.00000 | 1.49506 | 1.00 | 9997.11 |
89 | 2009.11.24 11:46 | buy | 45 | 0.01 | 1.49524 | 0.00000 | 1.49624 | ||
90 | 2009.11.24 13:10 | t/p | 45 | 0.01 | 1.49624 | 0.00000 | 1.49624 | 1.00 | 9998.11 |
91 | 2009.11.24 13:10 | buy | 46 | 0.01 | 1.49640 | 0.00000 | 1.49740 | ||
92 | 2009.11.24 13:21 | t/p | 46 | 0.01 | 1.49740 | 0.00000 | 1.49740 | 1.00 | 9999.11 |
93 | 2009.11.24 13:21 | buy | 47 | 0.01 | 1.49756 | 0.00000 | 1.49856 | ||
94 | 2009.11.24 14:49 | t/p | 47 | 0.01 | 1.49856 | 0.00000 | 1.49856 | 1.00 | 10000.11 |
95 | 2009.11.24 14:49 | buy | 48 | 0.01 | 1.49872 | 0.00000 | 1.49972 | ||
96 | 2009.11.24 17:17 | close | 48 | 0.01 | 1.49256 | 0.00000 | 1.49972 | -6.16 | 9993.95 |
97 | 2009.11.24 17:17 | sell | 49 | 0.01 | 1.49256 | 0.00000 | 1.49156 | ||
98 | 2009.11.24 18:33 | close | 49 | 0.01 | 1.49568 | 0.00000 | 1.49156 | -3.12 | 9990.83 |
99 | 2009.11.24 18:33 | buy | 50 | 0.01 | 1.49568 | 0.00000 | 1.49668 | ||
100 | 2009.11.24 19:11 | t/p | 50 | 0.01 | 1.49668 | 0.00000 | 1.49668 | 1.00 | 9991.83 |
101 | 2009.11.24 19:11 | buy | 51 | 0.01 | 1.49687 | 0.00000 | 1.49787 | ||
102 | 2009.11.24 20:06 | t/p | 51 | 0.01 | 1.49787 | 0.00000 | 1.49787 | 1.00 | 9992.83 |
103 | 2009.11.24 20:06 | buy | 52 | 0.01 | 1.49804 | 0.00000 | 1.49904 | ||
104 | 2009.11.25 04:40 | t/p | 52 | 0.01 | 1.49904 | 0.00000 | 1.49904 | 1.00 | 9993.83 |
105 | 2009.11.25 04:40 | buy | 53 | 0.01 | 1.49922 | 0.00000 | 1.50022 | ||
106 | 2009.11.25 07:21 | t/p | 53 | 0.01 | 1.50022 | 0.00000 | 1.50022 | 1.00 | 9994.83 |
107 | 2009.11.25 07:21 | buy | 54 | 0.01 | 1.50038 | 0.00000 | 1.50138 | ||
108 | 2009.11.25 09:06 | t/p | 54 | 0.01 | 1.50138 | 0.00000 | 1.50138 | 1.00 | 9995.83 |
109 | 2009.11.25 09:06 | buy | 55 | 0.01 | 1.50154 | 0.00000 | 1.50254 | ||
110 | 2009.11.25 09:11 | t/p | 55 | 0.01 | 1.50254 | 0.00000 | 1.50254 | 1.00 | 9996.83 |
111 | 2009.11.25 09:11 | buy | 56 | 0.01 | 1.50270 | 0.00000 | 1.50370 | ||
112 | 2009.11.25 10:34 | t/p | 56 | 0.01 | 1.50370 | 0.00000 | 1.50370 | 1.00 | 9997.83 |
113 | 2009.11.25 10:34 | buy | 57 | 0.01 | 1.50386 | 0.00000 | 1.50486 | ||
114 | 2009.11.25 12:30 | t/p | 57 | 0.01 | 1.50486 | 0.00000 | 1.50486 | 1.00 | 9998.83 |
115 | 2009.11.25 12:30 | buy | 58 | 0.01 | 1.50502 | 0.00000 | 1.50602 | ||
116 | 2009.11.25 12:38 | t/p | 58 | 0.01 | 1.50602 | 0.00000 | 1.50602 | 1.00 | 9999.83 |
117 | 2009.11.25 12:38 | buy | 59 | 0.01 | 1.50619 | 0.00000 | 1.50719 | ||
118 | 2009.11.25 12:39 | t/p | 59 | 0.01 | 1.50719 | 0.00000 | 1.50719 | 1.00 | 10000.83 |
119 | 2009.11.25 12:39 | buy | 60 | 0.01 | 1.50740 | 0.00000 | 1.50840 | ||
120 | 2009.11.25 12:39 | t/p | 60 | 0.01 | 1.50840 | 0.00000 | 1.50840 | 1.00 | 10001.83 |
121 | 2009.11.25 12:39 | buy | 61 | 0.01 | 1.50860 | 0.00000 | 1.50960 | ||
122 | 2009.11.25 20:20 | t/p | 61 | 0.01 | 1.50960 | 0.00000 | 1.50960 | 1.00 | 10002.83 |
123 | 2009.11.25 20:20 | buy | 62 | 0.01 | 1.50979 | 0.00000 | 1.51079 | ||
124 | 2009.11.25 20:22 | t/p | 62 | 0.01 | 1.51079 | 0.00000 | 1.51079 | 1.00 | 10003.83 |
125 | 2009.11.25 20:22 | buy | 63 | 0.01 | 1.51097 | 0.00000 | 1.51197 | ||
126 | 2009.11.25 20:23 | t/p | 63 | 0.01 | 1.51197 | 0.00000 | 1.51197 | 1.00 | 10004.83 |
127 | 2009.11.25 20:23 | buy | 64 | 0.01 | 1.51213 | 0.00000 | 1.51313 | ||
128 | 2009.11.25 20:23 | t/p | 64 | 0.01 | 1.51313 | 0.00000 | 1.51313 | 1.00 | 10005.83 |
129 | 2009.11.25 20:23 | buy | 65 | 0.01 | 1.51331 | 0.00000 | 1.51431 | ||
130 | 2009.11.25 21:40 | t/p | 65 | 0.01 | 1.51431 | 0.00000 | 1.51431 | 1.00 | 10006.83 |
131 | 2009.11.25 21:40 | buy | 66 | 0.01 | 1.51447 | 0.00000 | 1.51547 | ||
132 | 2009.11.27 22:59 | close at stop | 66 | 0.01 | 1.49853 | 0.00000 | 1.51547 | -15.94 | 9990.89 |