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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10; | ||||
| Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
| Mismatched charts errors | 378 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 242.10 | Gross profit | 3625.60 | Gross loss | -3383.50 |
| Profit factor | 1.07 | Expected payoff | 6.54 | ||
| Absolute drawdown | 892.40 | Maximal drawdown | 1765.40 (16.24%) | Relative drawdown | 16.24% (1765.40) |
| Total trades | 37 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 21 (47.62%) |
| Profit trades (% of total) | 17 (45.95%) | Loss trades (% of total) | 20 (54.05%) | ||
| Largest | profit trade | 764.00 | loss trade | -461.00 | |
| Average | profit trade | 213.27 | loss trade | -169.18 | |
| Maximum | consecutive wins (profit in money) | 4 (1266.00) | consecutive losses (loss in money) | 4 (-472.00) | |
| Maximal | consecutive profit (count of wins) | 1266.00 (4) | consecutive loss (count of losses) | -825.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 01:00 | buy | 1 | 1.00 | 1.47738 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.03 05:00 | close | 1 | 1.00 | 1.47789 | 0.00000 | 0.00000 | 51.00 | 10051.00 |
| 3 | 2009.11.04 12:00 | buy | 2 | 1.00 | 1.47622 | 0.00000 | 0.00000 | ||
| 4 | 2009.11.04 13:00 | close | 2 | 1.00 | 1.47635 | 0.00000 | 0.00000 | 13.00 | 10064.00 |
| 5 | 2009.11.04 16:00 | buy | 3 | 1.00 | 1.48105 | 0.00000 | 0.00000 | ||
| 6 | 2009.11.04 20:00 | close | 3 | 1.00 | 1.48431 | 0.00000 | 0.00000 | 326.00 | 10390.00 |
| 7 | 2009.11.05 14:00 | buy | 4 | 1.00 | 1.48691 | 0.00000 | 0.00000 | ||
| 8 | 2009.11.05 17:00 | close | 4 | 1.00 | 1.48861 | 0.00000 | 0.00000 | 170.00 | 10560.00 |
| 9 | 2009.11.06 03:00 | sell | 5 | 1.00 | 1.48593 | 0.00000 | 0.00000 | ||
| 10 | 2009.11.06 05:00 | close | 5 | 1.00 | 1.48778 | 0.00000 | 0.00000 | -185.00 | 10375.00 |
| 11 | 2009.11.06 07:00 | buy | 6 | 1.00 | 1.48823 | 0.00000 | 0.00000 | ||
| 12 | 2009.11.06 13:00 | close | 6 | 1.00 | 1.48746 | 0.00000 | 0.00000 | -77.00 | 10298.00 |
| 13 | 2009.11.06 21:00 | sell | 7 | 1.00 | 1.48359 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.09 00:00 | close | 7 | 1.00 | 1.48716 | 0.00000 | 0.00000 | -357.10 | 9940.90 |
| 15 | 2009.11.09 10:00 | buy | 8 | 1.00 | 1.49635 | 0.00000 | 0.00000 | ||
| 16 | 2009.11.09 11:00 | close | 8 | 1.00 | 1.49839 | 0.00000 | 0.00000 | 204.00 | 10144.90 |
| 17 | 2009.11.09 12:00 | buy | 9 | 1.00 | 1.50065 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.09 14:00 | close | 9 | 1.00 | 1.49928 | 0.00000 | 0.00000 | -137.00 | 10007.90 |
| 19 | 2009.11.10 03:00 | sell | 10 | 1.00 | 1.49780 | 0.00000 | 0.00000 | ||
| 20 | 2009.11.10 08:00 | close | 10 | 1.00 | 1.50007 | 0.00000 | 0.00000 | -227.00 | 9780.90 |
| 21 | 2009.11.10 12:00 | buy | 11 | 1.00 | 1.50185 | 0.00000 | 0.00000 | ||
| 22 | 2009.11.10 14:00 | close | 11 | 1.00 | 1.49724 | 0.00000 | 0.00000 | -461.00 | 9319.90 |
| 23 | 2009.11.11 10:00 | buy | 12 | 1.00 | 1.50332 | 0.00000 | 0.00000 | ||
| 24 | 2009.11.11 14:00 | close | 12 | 1.00 | 1.50359 | 0.00000 | 0.00000 | 27.00 | 9346.90 |
| 25 | 2009.11.11 23:00 | buy | 13 | 1.00 | 1.49881 | 0.00000 | 0.00000 | ||
| 26 | 2009.11.12 04:00 | close | 13 | 1.00 | 1.50010 | 0.00000 | 0.00000 | 128.70 | 9475.60 |
| 27 | 2009.11.12 17:00 | sell | 14 | 1.00 | 1.48832 | 0.00000 | 0.00000 | ||
| 28 | 2009.11.12 21:00 | close | 14 | 1.00 | 1.48653 | 0.00000 | 0.00000 | 179.00 | 9654.60 |
| 29 | 2009.11.16 03:00 | buy | 15 | 1.00 | 1.49501 | 0.00000 | 0.00000 | ||
| 30 | 2009.11.16 05:00 | close | 15 | 1.00 | 1.49590 | 0.00000 | 0.00000 | 89.00 | 9743.60 |
| 31 | 2009.11.16 09:00 | buy | 16 | 1.00 | 1.49846 | 0.00000 | 0.00000 | ||
| 32 | 2009.11.16 11:00 | close | 16 | 1.00 | 1.49710 | 0.00000 | 0.00000 | -136.00 | 9607.60 |
| 33 | 2009.11.16 19:00 | sell | 17 | 1.00 | 1.49560 | 0.00000 | 0.00000 | ||
| 34 | 2009.11.16 20:00 | close | 17 | 1.00 | 1.49740 | 0.00000 | 0.00000 | -180.00 | 9427.60 |
| 35 | 2009.11.16 21:00 | buy | 18 | 1.00 | 1.49870 | 0.00000 | 0.00000 | ||
| 36 | 2009.11.16 22:00 | close | 18 | 1.00 | 1.49717 | 0.00000 | 0.00000 | -153.00 | 9274.60 |
| 37 | 2009.11.17 00:00 | buy | 19 | 1.00 | 1.49676 | 0.00000 | 0.00000 | ||
| 38 | 2009.11.17 01:00 | close | 19 | 1.00 | 1.49825 | 0.00000 | 0.00000 | 149.00 | 9423.60 |
| 39 | 2009.11.17 11:00 | sell | 20 | 1.00 | 1.49440 | 0.00000 | 0.00000 | ||
| 40 | 2009.11.17 16:00 | close | 20 | 1.00 | 1.48676 | 0.00000 | 0.00000 | 764.00 | 10187.60 |
| 41 | 2009.11.17 17:00 | sell | 21 | 1.00 | 1.48400 | 0.00000 | 0.00000 | ||
| 42 | 2009.11.17 18:00 | close | 21 | 1.00 | 1.48301 | 0.00000 | 0.00000 | 99.00 | 10286.60 |
| 43 | 2009.11.19 03:00 | sell | 22 | 1.00 | 1.49377 | 0.00000 | 0.00000 | ||
| 44 | 2009.11.19 07:00 | close | 22 | 1.00 | 1.49123 | 0.00000 | 0.00000 | 254.00 | 10540.60 |
| 45 | 2009.11.19 10:00 | sell | 23 | 1.00 | 1.48737 | 0.00000 | 0.00000 | ||
| 46 | 2009.11.19 12:00 | close | 23 | 1.00 | 1.48761 | 0.00000 | 0.00000 | -24.00 | 10516.60 |
| 47 | 2009.11.19 13:00 | sell | 24 | 1.00 | 1.48570 | 0.00000 | 0.00000 | ||
| 48 | 2009.11.19 14:00 | close | 24 | 1.00 | 1.48620 | 0.00000 | 0.00000 | -50.00 | 10466.60 |
| 49 | 2009.11.20 06:00 | buy | 25 | 1.00 | 1.49263 | 0.00000 | 0.00000 | ||
| 50 | 2009.11.20 10:00 | close | 25 | 1.00 | 1.49010 | 0.00000 | 0.00000 | -253.00 | 10213.60 |
| 51 | 2009.11.23 12:00 | buy | 26 | 1.00 | 1.49802 | 0.00000 | 0.00000 | ||
| 52 | 2009.11.23 13:00 | close | 26 | 1.00 | 1.49657 | 0.00000 | 0.00000 | -145.00 | 10068.60 |
| 53 | 2009.11.23 20:00 | sell | 27 | 1.00 | 1.49697 | 0.00000 | 0.00000 | ||
| 54 | 2009.11.24 04:00 | close | 27 | 1.00 | 1.49480 | 0.00000 | 0.00000 | 216.90 | 10285.50 |
| 55 | 2009.11.24 09:00 | sell | 28 | 1.00 | 1.49091 | 0.00000 | 0.00000 | ||
| 56 | 2009.11.24 11:00 | close | 28 | 1.00 | 1.49384 | 0.00000 | 0.00000 | -293.00 | 9992.50 |
| 57 | 2009.11.24 21:00 | buy | 29 | 1.00 | 1.49767 | 0.00000 | 0.00000 | ||
| 58 | 2009.11.25 01:00 | close | 29 | 1.00 | 1.49655 | 0.00000 | 0.00000 | -112.10 | 9880.40 |
| 59 | 2009.11.25 04:00 | buy | 30 | 1.00 | 1.49826 | 0.00000 | 0.00000 | ||
| 60 | 2009.11.25 07:00 | close | 30 | 1.00 | 1.49812 | 0.00000 | 0.00000 | -14.00 | 9866.40 |
| 61 | 2009.11.25 08:00 | buy | 31 | 1.00 | 1.50011 | 0.00000 | 0.00000 | ||
| 62 | 2009.11.25 09:00 | close | 31 | 1.00 | 1.50006 | 0.00000 | 0.00000 | -5.00 | 9861.40 |
| 63 | 2009.11.25 10:00 | buy | 32 | 1.00 | 1.50123 | 0.00000 | 0.00000 | ||
| 64 | 2009.11.25 16:00 | close | 32 | 1.00 | 1.50651 | 0.00000 | 0.00000 | 528.00 | 10389.40 |
| 65 | 2009.11.25 21:00 | buy | 33 | 1.00 | 1.51375 | 0.00000 | 0.00000 | ||
| 66 | 2009.11.26 00:00 | close | 33 | 1.00 | 1.51357 | 0.00000 | 0.00000 | -18.30 | 10371.10 |
| 67 | 2009.11.26 08:00 | sell | 34 | 1.00 | 1.50700 | 0.00000 | 0.00000 | ||
| 68 | 2009.11.26 12:00 | close | 34 | 1.00 | 1.50967 | 0.00000 | 0.00000 | -267.00 | 10104.10 |
| 69 | 2009.11.26 16:00 | sell | 35 | 1.00 | 1.50212 | 0.00000 | 0.00000 | ||
| 70 | 2009.11.26 20:00 | close | 35 | 1.00 | 1.50104 | 0.00000 | 0.00000 | 108.00 | 10212.10 |
| 71 | 2009.11.27 01:00 | sell | 36 | 1.00 | 1.49671 | 0.00000 | 0.00000 | ||
| 72 | 2009.11.27 06:00 | close | 36 | 1.00 | 1.49352 | 0.00000 | 0.00000 | 319.00 | 10531.10 |
| 73 | 2009.11.27 10:00 | sell | 37 | 1.00 | 1.48683 | 0.00000 | 0.00000 | ||
| 74 | 2009.11.27 11:00 | close | 37 | 1.00 | 1.48972 | 0.00000 | 0.00000 | -289.00 | 10242.10 |