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 | block_01="""; lots=0.25; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -40.00 | Gross profit | 51.25 | Gross loss | -91.25 |
Profit factor | 0.56 | Expected payoff | -2.67 | ||
Absolute drawdown | 64.25 | Maximal drawdown | 72.75 (0.73%) | Relative drawdown | 0.73% (72.75) |
Total trades | 15 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 8 (25.00%) |
Profit trades (% of total) | 5 (33.33%) | Loss trades (% of total) | 10 (66.67%) | ||
Largest | profit trade | 10.25 | loss trade | -12.00 | |
Average | profit trade | 10.25 | loss trade | -9.13 | |
Maximum | consecutive wins (profit in money) | 2 (20.50) | consecutive losses (loss in money) | 5 (-48.25) | |
Maximal | consecutive profit (count of wins) | 20.50 (2) | consecutive loss (count of losses) | -48.25 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:59 | sell | 1 | 0.25 | 1.47954 | 1.48154 | 1.47913 | ||
2 | 2009.11.03 03:59 | modify | 1 | 0.25 | 1.47954 | 1.48002 | 1.47913 | ||
3 | 2009.11.03 04:05 | s/l | 1 | 0.25 | 1.48002 | 1.48002 | 1.47913 | -12.00 | 9988.00 |
4 | 2009.11.05 07:59 | sell | 2 | 0.25 | 1.48218 | 1.48418 | 1.48177 | ||
5 | 2009.11.05 07:59 | modify | 2 | 0.25 | 1.48218 | 1.48266 | 1.48177 | ||
6 | 2009.11.05 08:00 | t/p | 2 | 0.25 | 1.48177 | 1.48266 | 1.48177 | 10.25 | 9998.25 |
7 | 2009.11.06 15:59 | buy | 3 | 0.25 | 1.48911 | 1.48711 | 1.48952 | ||
8 | 2009.11.06 15:59 | modify | 3 | 0.25 | 1.48911 | 1.48863 | 1.48952 | ||
9 | 2009.11.06 15:59 | modify | 3 | 0.25 | 1.48911 | 1.48871 | 1.48952 | ||
10 | 2009.11.06 16:01 | t/p | 3 | 0.25 | 1.48952 | 1.48871 | 1.48952 | 10.25 | 10008.50 |
11 | 2009.11.10 07:59 | buy | 4 | 0.25 | 1.49999 | 1.49799 | 1.50040 | ||
12 | 2009.11.10 07:59 | modify | 4 | 0.25 | 1.49999 | 1.49951 | 1.50040 | ||
13 | 2009.11.10 07:59 | modify | 4 | 0.25 | 1.49999 | 1.49959 | 1.50040 | ||
14 | 2009.11.10 08:01 | s/l | 4 | 0.25 | 1.49959 | 1.49959 | 1.50040 | -10.00 | 9998.50 |
15 | 2009.11.10 12:59 | sell | 5 | 0.25 | 1.49920 | 1.50120 | 1.49879 | ||
16 | 2009.11.10 12:59 | modify | 5 | 0.25 | 1.49920 | 1.49968 | 1.49879 | ||
17 | 2009.11.10 13:03 | s/l | 5 | 0.25 | 1.49968 | 1.49968 | 1.49879 | -12.00 | 9986.50 |
18 | 2009.11.10 15:59 | buy | 6 | 0.25 | 1.49802 | 1.49602 | 1.49843 | ||
19 | 2009.11.10 15:59 | modify | 6 | 0.25 | 1.49802 | 1.49754 | 1.49843 | ||
20 | 2009.11.10 15:59 | modify | 6 | 0.25 | 1.49802 | 1.49763 | 1.49843 | ||
21 | 2009.11.10 16:01 | s/l | 6 | 0.25 | 1.49763 | 1.49763 | 1.49843 | -9.75 | 9976.75 |
22 | 2009.11.11 20:59 | buy | 7 | 0.25 | 1.49748 | 1.49548 | 1.49789 | ||
23 | 2009.11.11 20:59 | modify | 7 | 0.25 | 1.49748 | 1.49700 | 1.49789 | ||
24 | 2009.11.11 20:59 | modify | 7 | 0.25 | 1.49748 | 1.49719 | 1.49789 | ||
25 | 2009.11.11 21:10 | s/l | 7 | 0.25 | 1.49719 | 1.49719 | 1.49789 | -7.25 | 9969.50 |
26 | 2009.11.12 01:59 | buy | 8 | 0.25 | 1.50108 | 1.49908 | 1.50149 | ||
27 | 2009.11.12 01:59 | modify | 8 | 0.25 | 1.50108 | 1.50060 | 1.50149 | ||
28 | 2009.11.12 01:59 | modify | 8 | 0.25 | 1.50108 | 1.50071 | 1.50149 | ||
29 | 2009.11.12 02:00 | s/l | 8 | 0.25 | 1.50071 | 1.50071 | 1.50149 | -9.25 | 9960.25 |
30 | 2009.11.12 08:59 | sell | 9 | 0.25 | 1.49674 | 1.49874 | 1.49633 | ||
31 | 2009.11.12 08:59 | modify | 9 | 0.25 | 1.49674 | 1.49722 | 1.49633 | ||
32 | 2009.11.12 08:59 | modify | 9 | 0.25 | 1.49674 | 1.49711 | 1.49633 | ||
33 | 2009.11.12 08:59 | modify | 9 | 0.25 | 1.49674 | 1.49700 | 1.49633 | ||
34 | 2009.11.12 08:59 | modify | 9 | 0.25 | 1.49674 | 1.49689 | 1.49633 | ||
35 | 2009.11.12 08:59 | modify | 9 | 0.25 | 1.49674 | 1.49678 | 1.49633 | ||
36 | 2009.11.12 09:00 | t/p | 9 | 0.25 | 1.49633 | 1.49678 | 1.49633 | 10.25 | 9970.50 |
37 | 2009.11.16 21:59 | sell | 10 | 0.25 | 1.49720 | 1.49920 | 1.49679 | ||
38 | 2009.11.16 21:59 | modify | 10 | 0.25 | 1.49720 | 1.49768 | 1.49679 | ||
39 | 2009.11.16 22:03 | s/l | 10 | 0.25 | 1.49768 | 1.49768 | 1.49679 | -12.00 | 9958.50 |
40 | 2009.11.20 04:59 | buy | 11 | 0.25 | 1.49179 | 1.48979 | 1.49220 | ||
41 | 2009.11.20 04:59 | modify | 11 | 0.25 | 1.49179 | 1.49131 | 1.49220 | ||
42 | 2009.11.20 05:00 | s/l | 11 | 0.25 | 1.49131 | 1.49131 | 1.49220 | -12.00 | 9946.50 |
43 | 2009.11.24 18:59 | buy | 12 | 0.25 | 1.49520 | 1.49320 | 1.49561 | ||
44 | 2009.11.24 18:59 | modify | 12 | 0.25 | 1.49520 | 1.49472 | 1.49561 | ||
45 | 2009.11.24 19:01 | t/p | 12 | 0.25 | 1.49561 | 1.49472 | 1.49561 | 10.25 | 9956.75 |
46 | 2009.11.24 21:59 | sell | 13 | 0.25 | 1.49635 | 1.49835 | 1.49594 | ||
47 | 2009.11.24 21:59 | modify | 13 | 0.25 | 1.49635 | 1.49683 | 1.49594 | ||
48 | 2009.11.24 22:52 | t/p | 13 | 0.25 | 1.49594 | 1.49683 | 1.49594 | 10.25 | 9967.00 |
49 | 2009.11.25 22:59 | sell | 14 | 0.25 | 1.51332 | 1.51532 | 1.51291 | ||
50 | 2009.11.25 22:59 | modify | 14 | 0.25 | 1.51332 | 1.51380 | 1.51291 | ||
51 | 2009.11.25 22:59 | modify | 14 | 0.25 | 1.51332 | 1.51366 | 1.51291 | ||
52 | 2009.11.25 22:59 | modify | 14 | 0.25 | 1.51332 | 1.51352 | 1.51291 | ||
53 | 2009.11.25 22:59 | modify | 14 | 0.25 | 1.51332 | 1.51338 | 1.51291 | ||
54 | 2009.11.25 23:01 | s/l | 14 | 0.25 | 1.51338 | 1.51338 | 1.51291 | -1.50 | 9965.50 |
55 | 2009.11.26 18:59 | buy | 15 | 0.25 | 1.50094 | 1.49894 | 1.50135 | ||
56 | 2009.11.26 18:59 | modify | 15 | 0.25 | 1.50094 | 1.50046 | 1.50135 | ||
57 | 2009.11.26 18:59 | modify | 15 | 0.25 | 1.50094 | 1.50055 | 1.50135 | ||
58 | 2009.11.26 18:59 | modify | 15 | 0.25 | 1.50094 | 1.50063 | 1.50135 | ||
59 | 2009.11.26 18:59 | modify | 15 | 0.25 | 1.50094 | 1.50072 | 1.50135 | ||
60 | 2009.11.26 19:02 | s/l | 15 | 0.25 | 1.50072 | 1.50072 | 1.50135 | -5.50 | 9960.00 |