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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 144.55 | Gross profit | 572.27 | Gross loss | -427.72 |
Profit factor | 1.34 | Expected payoff | 4.02 | ||
Absolute drawdown | 130.75 | Maximal drawdown | 264.25 (2.61%) | Relative drawdown | 2.61% (264.25) |
Total trades | 36 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 21 (33.33%) |
Profit trades (% of total) | 13 (36.11%) | Loss trades (% of total) | 23 (63.89%) | ||
Largest | profit trade | 118.00 | loss trade | -53.00 | |
Average | profit trade | 44.02 | loss trade | -18.60 | |
Maximum | consecutive wins (profit in money) | 4 (258.40) | consecutive losses (loss in money) | 7 (-126.21) | |
Maximal | consecutive profit (count of wins) | 258.40 (4) | consecutive loss (count of losses) | -126.21 (7) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:00 | sell | 1 | 0.10 | 1.47325 | 1.49325 | 1.45325 | ||
2 | 2009.11.02 01:00 | close | 1 | 0.10 | 1.47054 | 1.49325 | 1.45325 | 27.10 | 10027.10 |
3 | 2009.11.02 05:00 | buy | 2 | 0.10 | 1.47657 | 1.45657 | 1.49657 | ||
4 | 2009.11.02 09:00 | close | 2 | 0.10 | 1.47465 | 1.45657 | 1.49657 | -19.20 | 10007.90 |
5 | 2009.11.02 11:00 | buy | 3 | 0.10 | 1.47729 | 1.45729 | 1.49729 | ||
6 | 2009.11.02 15:00 | close | 3 | 0.10 | 1.47534 | 1.45729 | 1.49729 | -19.50 | 9988.40 |
7 | 2009.11.03 14:00 | sell | 4 | 0.10 | 1.46538 | 1.48538 | 1.44538 | ||
8 | 2009.11.03 15:00 | close | 4 | 0.10 | 1.46530 | 1.48538 | 1.44538 | 0.80 | 9989.20 |
9 | 2009.11.04 08:00 | buy | 5 | 0.10 | 1.47465 | 1.45465 | 1.49465 | ||
10 | 2009.11.04 13:00 | close | 5 | 0.10 | 1.47635 | 1.45465 | 1.49465 | 17.00 | 10006.20 |
11 | 2009.11.04 15:00 | buy | 6 | 0.10 | 1.47795 | 1.45795 | 1.49795 | ||
12 | 2009.11.05 01:00 | close | 6 | 0.10 | 1.48655 | 1.45795 | 1.49795 | 85.97 | 10092.17 |
13 | 2009.11.05 17:00 | buy | 7 | 0.10 | 1.48877 | 1.46877 | 1.50877 | ||
14 | 2009.11.05 18:00 | close | 7 | 0.10 | 1.48560 | 1.46877 | 1.50877 | -31.70 | 10060.47 |
15 | 2009.11.05 23:00 | buy | 8 | 0.10 | 1.48710 | 1.46710 | 1.50710 | ||
16 | 2009.11.06 02:00 | close | 8 | 0.10 | 1.48647 | 1.46710 | 1.50710 | -6.31 | 10054.16 |
17 | 2009.11.06 05:00 | buy | 9 | 0.10 | 1.48778 | 1.46778 | 1.50778 | ||
18 | 2009.11.06 08:00 | close | 9 | 0.10 | 1.48706 | 1.46778 | 1.50778 | -7.20 | 10046.96 |
19 | 2009.11.06 10:00 | buy | 10 | 0.10 | 1.48970 | 1.46970 | 1.50970 | ||
20 | 2009.11.06 13:00 | close | 10 | 0.10 | 1.48746 | 1.46970 | 1.50970 | -22.40 | 10024.56 |
21 | 2009.11.06 15:00 | sell | 11 | 0.10 | 1.48397 | 1.50397 | 1.46397 | ||
22 | 2009.11.06 16:00 | close | 11 | 0.10 | 1.48927 | 1.50397 | 1.46397 | -53.00 | 9971.56 |
23 | 2009.11.09 03:00 | buy | 12 | 0.10 | 1.48870 | 1.46870 | 1.50870 | ||
24 | 2009.11.09 19:00 | close | 12 | 0.10 | 1.50050 | 1.46870 | 1.50870 | 118.00 | 10089.56 |
25 | 2009.11.10 01:00 | buy | 13 | 0.10 | 1.50059 | 1.48059 | 1.52059 | ||
26 | 2009.11.10 02:00 | close | 13 | 0.10 | 1.49877 | 1.48059 | 1.52059 | -18.20 | 10071.36 |
27 | 2009.11.10 07:00 | sell | 14 | 0.10 | 1.49726 | 1.51726 | 1.47726 | ||
28 | 2009.11.10 08:00 | close | 14 | 0.10 | 1.50007 | 1.51726 | 1.47726 | -28.10 | 10043.26 |
29 | 2009.11.11 21:00 | sell | 15 | 0.10 | 1.49747 | 1.51747 | 1.47747 | ||
30 | 2009.11.11 22:00 | close | 15 | 0.10 | 1.49821 | 1.51747 | 1.47747 | -7.40 | 10035.86 |
31 | 2009.11.12 14:00 | sell | 16 | 0.10 | 1.49178 | 1.51178 | 1.47178 | ||
32 | 2009.11.12 21:00 | close | 16 | 0.10 | 1.48653 | 1.51178 | 1.47178 | 52.50 | 10088.36 |
33 | 2009.11.12 22:00 | sell | 17 | 0.10 | 1.48384 | 1.50384 | 1.46384 | ||
34 | 2009.11.13 01:00 | close | 17 | 0.10 | 1.48576 | 1.50384 | 1.46384 | -19.21 | 10069.15 |
35 | 2009.11.13 10:00 | buy | 18 | 0.10 | 1.48979 | 1.46979 | 1.50979 | ||
36 | 2009.11.13 12:00 | close | 18 | 0.10 | 1.48791 | 1.46979 | 1.50979 | -18.80 | 10050.35 |
37 | 2009.11.16 10:00 | buy | 19 | 0.10 | 1.49692 | 1.47692 | 1.51692 | ||
38 | 2009.11.16 12:00 | close | 19 | 0.10 | 1.49590 | 1.47692 | 1.51692 | -10.20 | 10040.15 |
39 | 2009.11.16 14:00 | buy | 20 | 0.10 | 1.49751 | 1.47751 | 1.51751 | ||
40 | 2009.11.16 15:00 | close | 20 | 0.10 | 1.49627 | 1.47751 | 1.51751 | -12.40 | 10027.75 |
41 | 2009.11.17 16:00 | sell | 21 | 0.10 | 1.48660 | 1.50660 | 1.46660 | ||
42 | 2009.11.17 22:00 | close | 21 | 0.10 | 1.48720 | 1.50660 | 1.46660 | -6.00 | 10021.75 |
43 | 2009.11.18 11:00 | buy | 22 | 0.10 | 1.49596 | 1.47596 | 1.51596 | ||
44 | 2009.11.18 15:00 | close | 22 | 0.10 | 1.49370 | 1.47596 | 1.51596 | -22.60 | 9999.15 |
45 | 2009.11.18 18:00 | buy | 23 | 0.10 | 1.49900 | 1.47900 | 1.51900 | ||
46 | 2009.11.18 19:00 | close | 23 | 0.10 | 1.49530 | 1.47900 | 1.51900 | -37.00 | 9962.15 |
47 | 2009.11.19 05:00 | sell | 24 | 0.10 | 1.49157 | 1.51157 | 1.47157 | ||
48 | 2009.11.19 08:00 | close | 24 | 0.10 | 1.49126 | 1.51157 | 1.47157 | 3.10 | 9965.25 |
49 | 2009.11.19 10:00 | sell | 25 | 0.10 | 1.48737 | 1.50737 | 1.46737 | ||
50 | 2009.11.19 15:00 | close | 25 | 0.10 | 1.48776 | 1.50737 | 1.46737 | -3.90 | 9961.35 |
51 | 2009.11.20 15:00 | sell | 26 | 0.10 | 1.48379 | 1.50379 | 1.46379 | ||
52 | 2009.11.20 18:00 | close | 26 | 0.10 | 1.48701 | 1.50379 | 1.46379 | -32.20 | 9929.15 |
53 | 2009.11.23 06:00 | buy | 27 | 0.10 | 1.49431 | 1.47431 | 1.51431 | ||
54 | 2009.11.23 07:00 | close | 27 | 0.10 | 1.49431 | 1.47431 | 1.51431 | 0.00 | 9929.15 |
55 | 2009.11.23 09:00 | buy | 28 | 0.10 | 1.49563 | 1.47563 | 1.51563 | ||
56 | 2009.11.23 13:00 | close | 28 | 0.10 | 1.49657 | 1.47563 | 1.51563 | 9.40 | 9938.55 |
57 | 2009.11.23 16:00 | buy | 29 | 0.10 | 1.49918 | 1.47918 | 1.51918 | ||
58 | 2009.11.23 17:00 | close | 29 | 0.10 | 1.49786 | 1.47918 | 1.51918 | -13.20 | 9925.35 |
59 | 2009.11.24 04:00 | sell | 30 | 0.10 | 1.49464 | 1.51464 | 1.47464 | ||
60 | 2009.11.24 06:00 | close | 30 | 0.10 | 1.49522 | 1.51464 | 1.47464 | -5.80 | 9919.55 |
61 | 2009.11.24 07:00 | sell | 31 | 0.10 | 1.49346 | 1.51346 | 1.47346 | ||
62 | 2009.11.24 11:00 | close | 31 | 0.10 | 1.49384 | 1.51346 | 1.47346 | -3.80 | 9915.75 |
63 | 2009.11.24 14:00 | buy | 32 | 0.10 | 1.49792 | 1.47792 | 1.51792 | ||
64 | 2009.11.24 16:00 | close | 32 | 0.10 | 1.49496 | 1.47792 | 1.51792 | -29.60 | 9886.15 |
65 | 2009.11.25 06:00 | buy | 33 | 0.10 | 1.49965 | 1.47965 | 1.51965 | ||
66 | 2009.11.25 16:00 | close | 33 | 0.10 | 1.50651 | 1.47965 | 1.51965 | 68.60 | 9954.75 |
67 | 2009.11.25 19:00 | buy | 34 | 0.10 | 1.50804 | 1.48804 | 1.52804 | ||
68 | 2009.11.25 23:01 | close | 34 | 0.10 | 1.51366 | 1.48804 | 1.52804 | 56.20 | 10010.95 |
69 | 2009.11.26 11:00 | sell | 35 | 0.10 | 1.50807 | 1.52807 | 1.48807 | ||
70 | 2009.11.26 20:00 | close | 35 | 0.10 | 1.50104 | 1.52807 | 1.48807 | 70.30 | 10081.25 |
71 | 2009.11.27 03:00 | sell | 36 | 0.10 | 1.49605 | 1.51605 | 1.47605 | ||
72 | 2009.11.27 11:00 | close | 36 | 0.10 | 1.48972 | 1.51605 | 1.47605 | 63.30 | 10144.55 |