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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -402.42 | Gross profit | 672.51 | Gross loss | -1074.93 |
Profit factor | 0.63 | Expected payoff | -15.48 | ||
Absolute drawdown | 740.40 | Maximal drawdown | 740.40 (7.40%) | Relative drawdown | 7.40% (740.40) |
Total trades | 26 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 10 (38.46%) | Loss trades (% of total) | 16 (61.54%) | ||
Largest | profit trade | 284.97 | loss trade | -216.90 | |
Average | profit trade | 67.25 | loss trade | -67.18 | |
Maximum | consecutive wins (profit in money) | 4 (461.94) | consecutive losses (loss in money) | 10 (-709.80) | |
Maximal | consecutive profit (count of wins) | 461.94 (4) | consecutive loss (count of losses) | -709.80 (10) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 01:00 | sell | 1 | 0.30 | 1.47038 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 07:00 | close | 1 | 0.30 | 1.47761 | 0.00000 | 0.00000 | -216.90 | 9783.10 |
3 | 2009.11.02 07:00 | buy | 2 | 0.30 | 1.47761 | 0.00000 | 0.00000 | ||
4 | 2009.11.02 08:00 | close | 2 | 0.30 | 1.47615 | 0.00000 | 0.00000 | -43.80 | 9739.30 |
5 | 2009.11.02 08:00 | sell | 3 | 0.30 | 1.47615 | 0.00000 | 0.00000 | ||
6 | 2009.11.02 10:00 | close | 3 | 0.30 | 1.47733 | 0.00000 | 0.00000 | -35.40 | 9703.90 |
7 | 2009.11.02 13:00 | buy | 4 | 0.30 | 1.47856 | 0.00000 | 0.00000 | ||
8 | 2009.11.02 14:00 | close | 4 | 0.30 | 1.47741 | 0.00000 | 0.00000 | -34.50 | 9669.40 |
9 | 2009.11.02 14:00 | sell | 5 | 0.30 | 1.47741 | 0.00000 | 0.00000 | ||
10 | 2009.11.02 16:00 | close | 5 | 0.30 | 1.47794 | 0.00000 | 0.00000 | -15.90 | 9653.50 |
11 | 2009.11.02 17:00 | buy | 6 | 0.30 | 1.48189 | 0.00000 | 0.00000 | ||
12 | 2009.11.02 19:00 | close | 6 | 0.30 | 1.47615 | 0.00000 | 0.00000 | -172.20 | 9481.30 |
13 | 2009.11.02 19:00 | sell | 7 | 0.30 | 1.47615 | 0.00000 | 0.00000 | ||
14 | 2009.11.02 23:00 | close | 7 | 0.30 | 1.47772 | 0.00000 | 0.00000 | -47.10 | 9434.20 |
15 | 2009.11.03 02:00 | buy | 8 | 0.30 | 1.47988 | 0.00000 | 0.00000 | ||
16 | 2009.11.03 05:00 | close | 8 | 0.30 | 1.47789 | 0.00000 | 0.00000 | -59.70 | 9374.50 |
17 | 2009.11.03 05:00 | sell | 9 | 0.30 | 1.47789 | 0.00000 | 0.00000 | ||
18 | 2009.11.03 06:00 | close | 9 | 0.30 | 1.47854 | 0.00000 | 0.00000 | -19.50 | 9355.00 |
19 | 2009.11.03 06:00 | buy | 10 | 0.30 | 1.47854 | 0.00000 | 0.00000 | ||
20 | 2009.11.03 09:00 | close | 10 | 0.30 | 1.47638 | 0.00000 | 0.00000 | -64.80 | 9290.20 |
21 | 2009.11.03 09:00 | sell | 11 | 0.30 | 1.47638 | 0.00000 | 0.00000 | ||
22 | 2009.11.04 04:00 | close | 11 | 0.30 | 1.47251 | 0.00000 | 0.00000 | 116.07 | 9406.27 |
23 | 2009.11.04 08:00 | buy | 12 | 0.30 | 1.47468 | 0.00000 | 0.00000 | ||
24 | 2009.11.04 09:00 | close | 12 | 0.30 | 1.47476 | 0.00000 | 0.00000 | 2.40 | 9408.67 |
25 | 2009.11.09 00:00 | buy | 13 | 0.30 | 1.48719 | 0.00000 | 0.00000 | ||
26 | 2009.11.10 15:00 | close | 13 | 0.30 | 1.49669 | 0.00000 | 0.00000 | 284.97 | 9693.64 |
27 | 2009.11.11 17:00 | sell | 14 | 0.30 | 1.49879 | 0.00000 | 0.00000 | ||
28 | 2009.11.11 18:00 | close | 14 | 0.30 | 1.49684 | 0.00000 | 0.00000 | 58.50 | 9752.14 |
29 | 2009.11.12 02:00 | buy | 15 | 0.30 | 1.50119 | 0.00000 | 0.00000 | ||
30 | 2009.11.12 05:00 | close | 15 | 0.30 | 1.49980 | 0.00000 | 0.00000 | -41.70 | 9710.44 |
31 | 2009.11.12 06:00 | sell | 16 | 0.30 | 1.49897 | 0.00000 | 0.00000 | ||
32 | 2009.11.12 07:00 | close | 16 | 0.30 | 1.49994 | 0.00000 | 0.00000 | -29.10 | 9681.34 |
33 | 2009.11.12 07:00 | buy | 17 | 0.30 | 1.49994 | 0.00000 | 0.00000 | ||
34 | 2009.11.12 09:00 | close | 17 | 0.30 | 1.49627 | 0.00000 | 0.00000 | -110.10 | 9571.24 |
35 | 2009.11.12 09:00 | sell | 18 | 0.30 | 1.49627 | 0.00000 | 0.00000 | ||
36 | 2009.11.13 19:00 | close | 18 | 0.30 | 1.49289 | 0.00000 | 0.00000 | 101.37 | 9672.61 |
37 | 2009.11.17 12:00 | sell | 19 | 0.30 | 1.49047 | 0.00000 | 0.00000 | ||
38 | 2009.11.18 10:00 | close | 19 | 0.30 | 1.49256 | 0.00000 | 0.00000 | -62.73 | 9609.88 |
39 | 2009.11.18 10:00 | buy | 20 | 0.30 | 1.49256 | 0.00000 | 0.00000 | ||
40 | 2009.11.18 12:00 | close | 20 | 0.30 | 1.49460 | 0.00000 | 0.00000 | 61.20 | 9671.08 |
41 | 2009.11.19 09:00 | sell | 21 | 0.30 | 1.48791 | 0.00000 | 0.00000 | ||
42 | 2009.11.19 18:00 | close | 21 | 0.30 | 1.49059 | 0.00000 | 0.00000 | -80.40 | 9590.68 |
43 | 2009.11.19 18:00 | buy | 22 | 0.30 | 1.49059 | 0.00000 | 0.00000 | ||
44 | 2009.11.19 19:00 | close | 22 | 0.30 | 1.49070 | 0.00000 | 0.00000 | 3.30 | 9593.98 |
45 | 2009.11.20 06:00 | buy | 23 | 0.30 | 1.49266 | 0.00000 | 0.00000 | ||
46 | 2009.11.20 08:00 | close | 23 | 0.30 | 1.49129 | 0.00000 | 0.00000 | -41.10 | 9552.88 |
47 | 2009.11.20 08:00 | sell | 24 | 0.30 | 1.49129 | 0.00000 | 0.00000 | ||
48 | 2009.11.20 09:00 | close | 24 | 0.30 | 1.49119 | 0.00000 | 0.00000 | 3.00 | 9555.88 |
49 | 2009.11.23 02:00 | buy | 25 | 0.30 | 1.49009 | 0.00000 | 0.00000 | ||
50 | 2009.11.23 03:00 | close | 25 | 0.30 | 1.49060 | 0.00000 | 0.00000 | 15.30 | 9571.18 |
51 | 2009.11.26 16:00 | sell | 26 | 0.30 | 1.50212 | 0.00000 | 0.00000 | ||
52 | 2009.11.26 19:00 | close | 26 | 0.30 | 1.50124 | 0.00000 | 0.00000 | 26.40 | 9597.58 |