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 | separator1="---------------- EMA Settings"; ShortEma=2; LongEma=12; separator2="---------------- Lot Management"; Lots=0.1; RiskManagement=false; RiskPercent=10; Martingale=false; Multiplier=1.5; MinProfit=0; separator3="---------------- TP SL TS BE"; StopLoss=0; TakeProfit=0; TrailingStop=0; BreakEven=0; separator4="---------------- Extras"; Reverse=false; AddPositions=true; MaxOrders=100; MAFilter=false; MAPeriod=20; MAMethod=1; MAPrice=0; TimeFilter=false; StartHour=8; EndHour=21; Magic=0; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 89.68 | Gross profit | 2829.55 | Gross loss | -2739.87 |
Profit factor | 1.03 | Expected payoff | 1.42 | ||
Absolute drawdown | 137.82 | Maximal drawdown | 271.28 (2.68%) | Relative drawdown | 2.68% (271.28) |
Total trades | 63 | Short positions (won %) | 31 (9.68%) | Long positions (won %) | 32 (81.25%) |
Profit trades (% of total) | 29 (46.03%) | Loss trades (% of total) | 34 (53.97%) | ||
Largest | profit trade | 274.34 | loss trade | -253.47 | |
Average | profit trade | 97.57 | loss trade | -80.58 | |
Maximum | consecutive wins (profit in money) | 3 (134.54) | consecutive losses (loss in money) | 5 (-60.75) | |
Maximal | consecutive profit (count of wins) | 274.34 (1) | consecutive loss (count of losses) | -253.47 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 05:00 | buy | 1 | 0.10 | 1.47657 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 09:00 | sell | 2 | 0.10 | 1.47465 | 0.00000 | 0.00000 | ||
3 | 2009.11.02 10:00 | buy | 3 | 0.10 | 1.47730 | 0.00000 | 0.00000 | ||
4 | 2009.11.02 15:00 | sell | 4 | 0.10 | 1.47534 | 0.00000 | 0.00000 | ||
5 | 2009.11.02 16:00 | buy | 5 | 0.10 | 1.47791 | 0.00000 | 0.00000 | ||
6 | 2009.11.02 20:00 | sell | 6 | 0.10 | 1.47337 | 0.00000 | 0.00000 | ||
7 | 2009.11.02 23:00 | buy | 7 | 0.10 | 1.47769 | 0.00000 | 0.00000 | ||
8 | 2009.11.03 09:00 | sell | 8 | 0.10 | 1.47638 | 0.00000 | 0.00000 | ||
9 | 2009.11.03 20:00 | buy | 9 | 0.10 | 1.47107 | 0.00000 | 0.00000 | ||
10 | 2009.11.05 05:00 | sell | 10 | 0.10 | 1.48323 | 0.00000 | 0.00000 | ||
11 | 2009.11.05 06:00 | buy | 11 | 0.10 | 1.48423 | 0.00000 | 0.00000 | ||
12 | 2009.11.05 08:00 | sell | 12 | 0.10 | 1.48217 | 0.00000 | 0.00000 | ||
13 | 2009.11.05 11:00 | buy | 13 | 0.10 | 1.48430 | 0.00000 | 0.00000 | ||
14 | 2009.11.06 03:00 | sell | 14 | 0.10 | 1.48593 | 0.00000 | 0.00000 | ||
15 | 2009.11.06 04:00 | buy | 15 | 0.10 | 1.48714 | 0.00000 | 0.00000 | ||
16 | 2009.11.06 14:00 | sell | 16 | 0.10 | 1.48697 | 0.00000 | 0.00000 | ||
17 | 2009.11.06 16:00 | buy | 17 | 0.10 | 1.48927 | 0.00000 | 0.00000 | ||
18 | 2009.11.06 17:00 | sell | 18 | 0.10 | 1.48706 | 0.00000 | 0.00000 | ||
19 | 2009.11.09 01:00 | buy | 19 | 0.10 | 1.48673 | 0.00000 | 0.00000 | ||
20 | 2009.11.10 03:00 | sell | 20 | 0.10 | 1.49780 | 0.00000 | 0.00000 | ||
21 | 2009.11.10 08:00 | buy | 21 | 0.10 | 1.50007 | 0.00000 | 0.00000 | ||
22 | 2009.11.10 09:00 | sell | 22 | 0.10 | 1.49709 | 0.00000 | 0.00000 | ||
23 | 2009.11.10 10:00 | buy | 23 | 0.10 | 1.49903 | 0.00000 | 0.00000 | ||
24 | 2009.11.10 14:00 | sell | 24 | 0.10 | 1.49724 | 0.00000 | 0.00000 | ||
25 | 2009.11.10 22:00 | buy | 25 | 0.10 | 1.49803 | 0.00000 | 0.00000 | ||
26 | 2009.11.11 05:00 | sell | 26 | 0.10 | 1.49821 | 0.00000 | 0.00000 | ||
27 | 2009.11.11 07:00 | buy | 27 | 0.10 | 1.49893 | 0.00000 | 0.00000 | ||
28 | 2009.11.11 08:00 | sell | 28 | 0.10 | 1.49755 | 0.00000 | 0.00000 | ||
29 | 2009.11.11 09:00 | buy | 29 | 0.10 | 1.50093 | 0.00000 | 0.00000 | ||
30 | 2009.11.11 17:00 | sell | 30 | 0.10 | 1.49879 | 0.00000 | 0.00000 | ||
31 | 2009.11.12 02:00 | buy | 31 | 0.10 | 1.50116 | 0.00000 | 0.00000 | ||
32 | 2009.11.12 06:00 | sell | 32 | 0.10 | 1.49897 | 0.00000 | 0.00000 | ||
33 | 2009.11.12 07:00 | buy | 33 | 0.10 | 1.49991 | 0.00000 | 0.00000 | ||
34 | 2009.11.12 09:00 | sell | 34 | 0.10 | 1.49627 | 0.00000 | 0.00000 | ||
35 | 2009.11.13 08:00 | buy | 35 | 0.10 | 1.48737 | 0.00000 | 0.00000 | ||
36 | 2009.11.13 14:00 | sell | 36 | 0.10 | 1.48646 | 0.00000 | 0.00000 | ||
37 | 2009.11.13 15:00 | buy | 37 | 0.10 | 1.48804 | 0.00000 | 0.00000 | ||
38 | 2009.11.13 16:00 | sell | 38 | 0.10 | 1.48271 | 0.00000 | 0.00000 | ||
39 | 2009.11.13 17:00 | buy | 39 | 0.10 | 1.48877 | 0.00000 | 0.00000 | ||
40 | 2009.11.16 19:00 | sell | 40 | 0.10 | 1.49560 | 0.00000 | 0.00000 | ||
41 | 2009.11.16 20:00 | buy | 41 | 0.10 | 1.49740 | 0.00000 | 0.00000 | ||
42 | 2009.11.17 00:00 | sell | 42 | 0.10 | 1.49660 | 0.00000 | 0.00000 | ||
43 | 2009.11.17 01:00 | buy | 43 | 0.10 | 1.49841 | 0.00000 | 0.00000 | ||
44 | 2009.11.17 03:00 | sell | 44 | 0.10 | 1.49620 | 0.00000 | 0.00000 | ||
45 | 2009.11.18 02:00 | buy | 45 | 0.10 | 1.48880 | 0.00000 | 0.00000 | ||
46 | 2009.11.18 03:00 | sell | 46 | 0.10 | 1.48715 | 0.00000 | 0.00000 | ||
47 | 2009.11.18 04:00 | buy | 47 | 0.10 | 1.48806 | 0.00000 | 0.00000 | ||
48 | 2009.11.18 05:00 | sell | 48 | 0.10 | 1.48740 | 0.00000 | 0.00000 | ||
49 | 2009.11.18 06:00 | buy | 49 | 0.10 | 1.48820 | 0.00000 | 0.00000 | ||
50 | 2009.11.18 21:00 | sell | 50 | 0.10 | 1.49400 | 0.00000 | 0.00000 | ||
51 | 2009.11.18 22:00 | buy | 51 | 0.10 | 1.49601 | 0.00000 | 0.00000 | ||
52 | 2009.11.19 02:00 | sell | 52 | 0.10 | 1.49466 | 0.00000 | 0.00000 | ||
53 | 2009.11.19 18:00 | buy | 53 | 0.10 | 1.49056 | 0.00000 | 0.00000 | ||
54 | 2009.11.20 03:00 | sell | 54 | 0.10 | 1.48899 | 0.00000 | 0.00000 | ||
55 | 2009.11.20 05:00 | buy | 55 | 0.10 | 1.49161 | 0.00000 | 0.00000 | ||
56 | 2009.11.20 10:00 | sell | 56 | 0.10 | 1.49010 | 0.00000 | 0.00000 | ||
57 | 2009.11.23 01:00 | buy | 57 | 0.10 | 1.48694 | 0.00000 | 0.00000 | ||
58 | 2009.11.23 23:01 | sell | 58 | 0.10 | 1.49607 | 0.00000 | 0.00000 | ||
59 | 2009.11.24 12:00 | buy | 59 | 0.10 | 1.49476 | 0.00000 | 0.00000 | ||
60 | 2009.11.24 18:00 | sell | 60 | 0.10 | 1.49354 | 0.00000 | 0.00000 | ||
61 | 2009.11.24 20:00 | buy | 61 | 0.10 | 1.49713 | 0.00000 | 0.00000 | ||
62 | 2009.11.26 07:00 | sell | 62 | 0.10 | 1.51005 | 0.00000 | 0.00000 | ||
63 | 2009.11.27 17:00 | buy | 63 | 0.10 | 1.49783 | 0.00000 | 0.00000 | ||
64 | 2009.11.27 22:59 | close at stop | 63 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 7.00 | 10007.00 |
65 | 2009.11.27 22:59 | close at stop | 62 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 113.59 | 10120.59 |
66 | 2009.11.27 22:59 | close at stop | 61 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 13.95 | 10134.54 |
67 | 2009.11.27 22:59 | close at stop | 60 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -51.55 | 10082.99 |
68 | 2009.11.27 22:59 | close at stop | 59 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 37.65 | 10120.64 |
69 | 2009.11.27 22:59 | close at stop | 58 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -26.26 | 10094.38 |
70 | 2009.11.27 22:59 | close at stop | 57 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 115.84 | 10210.22 |
71 | 2009.11.27 22:59 | close at stop | 56 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -85.97 | 10124.25 |
72 | 2009.11.27 22:59 | close at stop | 55 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 69.13 | 10193.38 |
73 | 2009.11.27 22:59 | close at stop | 54 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -97.07 | 10096.31 |
74 | 2009.11.27 22:59 | close at stop | 53 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 79.62 | 10175.93 |
75 | 2009.11.27 22:59 | close at stop | 52 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -40.38 | 10135.55 |
76 | 2009.11.27 22:59 | close at stop | 51 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 25.09 | 10160.64 |
77 | 2009.11.27 22:59 | close at stop | 50 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -47.01 | 10113.63 |
78 | 2009.11.27 22:59 | close at stop | 49 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 103.19 | 10216.82 |
79 | 2009.11.27 22:59 | close at stop | 48 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -113.01 | 10103.81 |
80 | 2009.11.27 22:59 | close at stop | 47 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 104.59 | 10208.40 |
81 | 2009.11.27 22:59 | close at stop | 46 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -115.51 | 10092.89 |
82 | 2009.11.27 22:59 | close at stop | 45 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 97.19 | 10190.08 |
83 | 2009.11.27 22:59 | close at stop | 44 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -25.02 | 10165.06 |
84 | 2009.11.27 22:59 | close at stop | 43 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 1.08 | 10166.14 |
85 | 2009.11.27 22:59 | close at stop | 42 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -21.02 | 10145.12 |
86 | 2009.11.27 22:59 | close at stop | 41 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 11.17 | 10156.29 |
87 | 2009.11.27 22:59 | close at stop | 40 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -31.03 | 10125.26 |
88 | 2009.11.27 22:59 | close at stop | 39 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 97.46 | 10222.72 |
89 | 2009.11.27 22:59 | close at stop | 38 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -159.94 | 10062.78 |
90 | 2009.11.27 22:59 | close at stop | 37 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 104.76 | 10167.54 |
91 | 2009.11.27 22:59 | close at stop | 36 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -122.44 | 10045.10 |
92 | 2009.11.27 22:59 | close at stop | 35 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 111.46 | 10156.56 |
93 | 2009.11.27 22:59 | close at stop | 34 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -24.35 | 10132.21 |
94 | 2009.11.27 22:59 | close at stop | 33 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -13.95 | 10118.26 |
95 | 2009.11.27 22:59 | close at stop | 32 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 2.65 | 10120.91 |
96 | 2009.11.27 22:59 | close at stop | 31 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -26.45 | 10094.46 |
97 | 2009.11.27 22:59 | close at stop | 30 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 0.82 | 10095.28 |
98 | 2009.11.27 22:59 | close at stop | 29 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -24.18 | 10071.10 |
99 | 2009.11.27 22:59 | close at stop | 28 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -11.58 | 10059.52 |
100 | 2009.11.27 22:59 | close at stop | 27 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -4.18 | 10055.34 |
101 | 2009.11.27 22:59 | close at stop | 26 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -4.98 | 10050.36 |
102 | 2009.11.27 22:59 | close at stop | 25 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 4.81 | 10055.17 |
103 | 2009.11.27 22:59 | close at stop | 24 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -14.69 | 10040.48 |
104 | 2009.11.27 22:59 | close at stop | 23 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -5.19 | 10035.29 |
105 | 2009.11.27 22:59 | close at stop | 22 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -16.19 | 10019.10 |
106 | 2009.11.27 22:59 | close at stop | 21 | 0.10 | 1.49853 | 0.00000 | 0.00000 | -15.59 | 10003.51 |
107 | 2009.11.27 22:59 | close at stop | 20 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -9.09 | 9994.42 |
108 | 2009.11.27 22:59 | close at stop | 19 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 117.80 | 10112.22 |
109 | 2009.11.27 22:59 | close at stop | 18 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -116.51 | 9995.71 |
110 | 2009.11.27 22:59 | close at stop | 17 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 92.39 | 10088.10 |
111 | 2009.11.27 22:59 | close at stop | 16 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -117.41 | 9970.69 |
112 | 2009.11.27 22:59 | close at stop | 15 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 113.69 | 10084.38 |
113 | 2009.11.27 22:59 | close at stop | 14 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -127.81 | 9956.57 |
114 | 2009.11.27 22:59 | close at stop | 13 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 142.08 | 10098.65 |
115 | 2009.11.27 22:59 | close at stop | 12 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -165.42 | 9933.23 |
116 | 2009.11.27 22:59 | close at stop | 11 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 142.78 | 10076.01 |
117 | 2009.11.27 22:59 | close at stop | 10 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -154.82 | 9921.19 |
118 | 2009.11.27 22:59 | close at stop | 9 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 274.34 | 10195.53 |
119 | 2009.11.27 22:59 | close at stop | 8 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -223.36 | 9972.17 |
120 | 2009.11.27 22:59 | close at stop | 7 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 208.13 | 10180.30 |
121 | 2009.11.27 22:59 | close at stop | 6 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -253.47 | 9926.83 |
122 | 2009.11.27 22:59 | close at stop | 5 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 205.93 | 10132.76 |
123 | 2009.11.27 22:59 | close at stop | 4 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -233.77 | 9898.99 |
124 | 2009.11.27 22:59 | close at stop | 3 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 212.03 | 10111.02 |
125 | 2009.11.27 22:59 | close at stop | 2 | 0.10 | 1.49869 | 0.00000 | 0.00000 | -240.67 | 9870.35 |
126 | 2009.11.27 22:59 | close at stop | 1 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 219.33 | 10089.68 |