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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1285.04 | Gross profit | 5328.76 | Gross loss | -6613.80 |
Profit factor | 0.81 | Expected payoff | -44.31 | ||
Absolute drawdown | 2849.17 | Maximal drawdown | 4215.76 (37.09%) | Relative drawdown | 37.09% (4215.76) |
Total trades | 29 | Short positions (won %) | 19 (31.58%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 9 (31.03%) | Loss trades (% of total) | 20 (68.97%) | ||
Largest | profit trade | 989.57 | loss trade | -1289.17 | |
Average | profit trade | 592.08 | loss trade | -330.69 | |
Maximum | consecutive wins (profit in money) | 2 (1467.65) | consecutive losses (loss in money) | 5 (-1495.25) | |
Maximal | consecutive profit (count of wins) | 1467.65 (2) | consecutive loss (count of losses) | -2363.23 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:00 | sell | 1 | 1.00 | 1.47325 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 05:01 | close | 1 | 1.00 | 1.47688 | 0.00000 | 0.00000 | -363.00 | 9637.00 |
3 | 2009.11.02 19:00 | sell | 2 | 0.96 | 1.47615 | 0.00000 | 0.00000 | ||
4 | 2009.11.03 01:08 | close | 2 | 0.96 | 1.47915 | 0.00000 | 0.00000 | -288.19 | 9348.81 |
5 | 2009.11.03 08:01 | sell | 3 | 0.93 | 1.47794 | 0.00000 | 0.00000 | ||
6 | 2009.11.03 22:42 | close | 3 | 0.93 | 1.47338 | 0.00000 | 0.00000 | 424.08 | 9772.89 |
7 | 2009.11.04 07:46 | buy | 4 | 0.97 | 1.47425 | 0.00000 | 0.00000 | ||
8 | 2009.11.05 02:00 | close | 4 | 0.97 | 1.48381 | 0.00000 | 0.00000 | 926.74 | 10699.63 |
9 | 2009.11.05 13:39 | buy | 5 | 1.06 | 1.48807 | 0.00000 | 0.00000 | ||
10 | 2009.11.05 18:04 | close | 5 | 1.06 | 1.48472 | 0.00000 | 0.00000 | -355.10 | 10344.53 |
11 | 2009.11.05 21:18 | buy | 6 | 1.03 | 1.48757 | 0.00000 | 0.00000 | ||
12 | 2009.11.06 13:00 | close | 6 | 1.03 | 1.48742 | 0.00000 | 0.00000 | -15.66 | 10328.87 |
13 | 2009.11.06 14:16 | sell | 7 | 1.03 | 1.48569 | 0.00000 | 0.00000 | ||
14 | 2009.11.09 00:00 | close | 7 | 1.03 | 1.48716 | 0.00000 | 0.00000 | -151.62 | 10177.25 |
15 | 2009.11.09 02:05 | buy | 8 | 1.01 | 1.49060 | 0.00000 | 0.00000 | ||
16 | 2009.11.10 02:01 | close | 8 | 1.01 | 1.49820 | 0.00000 | 0.00000 | 767.40 | 10944.65 |
17 | 2009.11.10 06:10 | sell | 9 | 1.09 | 1.49671 | 0.00000 | 0.00000 | ||
18 | 2009.11.10 11:33 | close | 9 | 1.09 | 1.50107 | 0.00000 | 0.00000 | -475.24 | 10469.41 |
19 | 2009.11.10 14:05 | sell | 10 | 1.04 | 1.49680 | 0.00000 | 0.00000 | ||
20 | 2009.11.10 22:53 | close | 10 | 1.04 | 1.49901 | 0.00000 | 0.00000 | -229.84 | 10239.57 |
21 | 2009.11.11 03:03 | buy | 11 | 1.02 | 1.50103 | 0.00000 | 0.00000 | ||
22 | 2009.11.11 03:25 | close | 11 | 1.02 | 1.49787 | 0.00000 | 0.00000 | -322.32 | 9917.25 |
23 | 2009.11.11 07:09 | sell | 12 | 0.99 | 1.49767 | 0.00000 | 0.00000 | ||
24 | 2009.11.11 09:03 | close | 12 | 0.99 | 1.50194 | 0.00000 | 0.00000 | -422.73 | 9494.52 |
25 | 2009.11.11 11:00 | sell | 13 | 0.94 | 1.50269 | 0.00000 | 0.00000 | ||
26 | 2009.11.11 11:01 | close | 13 | 0.94 | 1.50317 | 0.00000 | 0.00000 | -45.12 | 9449.40 |
27 | 2009.11.11 14:38 | sell | 14 | 0.94 | 1.50179 | 0.00000 | 0.00000 | ||
28 | 2009.11.12 01:30 | close | 14 | 0.94 | 1.50006 | 0.00000 | 0.00000 | 162.06 | 9611.46 |
29 | 2009.11.12 05:32 | sell | 15 | 0.96 | 1.49922 | 0.00000 | 0.00000 | ||
30 | 2009.11.13 09:21 | close | 15 | 0.96 | 1.48891 | 0.00000 | 0.00000 | 989.57 | 10601.03 |
31 | 2009.11.13 15:36 | sell | 16 | 1.06 | 1.48290 | 0.00000 | 0.00000 | ||
32 | 2009.11.16 00:55 | close | 16 | 1.06 | 1.49506 | 0.00000 | 0.00000 | -1289.17 | 9311.85 |
33 | 2009.11.16 07:44 | buy | 17 | 0.93 | 1.49760 | 0.00000 | 0.00000 | ||
34 | 2009.11.16 12:13 | close | 17 | 0.93 | 1.49527 | 0.00000 | 0.00000 | -216.69 | 9095.16 |
35 | 2009.11.16 14:03 | buy | 18 | 0.90 | 1.49814 | 0.00000 | 0.00000 | ||
36 | 2009.11.16 14:31 | close | 18 | 0.90 | 1.49400 | 0.00000 | 0.00000 | -372.60 | 8722.56 |
37 | 2009.11.16 18:15 | sell | 19 | 0.87 | 1.49434 | 0.00000 | 0.00000 | ||
38 | 2009.11.17 01:14 | close | 19 | 0.87 | 1.49991 | 0.00000 | 0.00000 | -484.76 | 8237.80 |
39 | 2009.11.17 03:18 | sell | 20 | 0.82 | 1.49614 | 0.00000 | 0.00000 | ||
40 | 2009.11.18 08:01 | close | 20 | 0.82 | 1.49014 | 0.00000 | 0.00000 | 491.84 | 8729.64 |
41 | 2009.11.18 12:27 | buy | 21 | 0.87 | 1.49622 | 0.00000 | 0.00000 | ||
42 | 2009.11.18 15:12 | close | 21 | 0.87 | 1.49186 | 0.00000 | 0.00000 | -379.32 | 8350.32 |
43 | 2009.11.19 01:27 | sell | 22 | 0.83 | 1.49471 | 0.00000 | 0.00000 | ||
44 | 2009.11.20 07:30 | close | 22 | 0.83 | 1.49351 | 0.00000 | 0.00000 | 99.43 | 8449.75 |
45 | 2009.11.20 10:36 | sell | 23 | 0.84 | 1.48860 | 0.00000 | 0.00000 | ||
46 | 2009.11.23 03:26 | close | 23 | 0.84 | 1.49281 | 0.00000 | 0.00000 | -353.81 | 8095.94 |
47 | 2009.11.23 09:46 | buy | 24 | 0.80 | 1.49880 | 0.00000 | 0.00000 | ||
48 | 2009.11.23 19:33 | close | 24 | 0.80 | 1.49646 | 0.00000 | 0.00000 | -187.20 | 7908.74 |
49 | 2009.11.23 20:11 | sell | 25 | 0.79 | 1.49597 | 0.00000 | 0.00000 | ||
50 | 2009.11.24 13:18 | close | 25 | 0.79 | 1.49715 | 0.00000 | 0.00000 | -93.38 | 7815.36 |
51 | 2009.11.24 17:19 | sell | 26 | 0.78 | 1.49220 | 0.00000 | 0.00000 | ||
52 | 2009.11.24 20:00 | close | 26 | 0.78 | 1.49777 | 0.00000 | 0.00000 | -434.46 | 7380.90 |
53 | 2009.11.25 02:00 | sell | 27 | 0.73 | 1.49607 | 0.00000 | 0.00000 | ||
54 | 2009.11.25 03:15 | close | 27 | 0.73 | 1.49790 | 0.00000 | 0.00000 | -133.59 | 7247.31 |
55 | 2009.11.25 04:57 | buy | 28 | 0.72 | 1.49930 | 0.00000 | 0.00000 | ||
56 | 2009.11.26 02:29 | close | 28 | 0.72 | 1.51107 | 0.00000 | 0.00000 | 847.01 | 8094.32 |
57 | 2009.11.26 08:16 | sell | 29 | 0.80 | 1.50645 | 0.00000 | 0.00000 | ||
58 | 2009.11.27 22:59 | close at stop | 29 | 0.80 | 1.49869 | 0.00000 | 0.00000 | 620.64 | 8714.96 |