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 | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -28.20 | Gross profit | 50.00 | Gross loss | -78.20 |
Profit factor | 0.64 | Expected payoff | -1.04 | ||
Absolute drawdown | 28.20 | Maximal drawdown | 29.70 (0.30%) | Relative drawdown | 0.30% (29.70) |
Total trades | 27 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 16 (31.25%) |
Profit trades (% of total) | 10 (37.04%) | Loss trades (% of total) | 17 (62.96%) | ||
Largest | profit trade | 5.00 | loss trade | -4.60 | |
Average | profit trade | 5.00 | loss trade | -4.60 | |
Maximum | consecutive wins (profit in money) | 3 (15.00) | consecutive losses (loss in money) | 4 (-18.40) | |
Maximal | consecutive profit (count of wins) | 15.00 (3) | consecutive loss (count of losses) | -18.40 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 18:00 | buy | 1 | 0.10 | 1.48284 | 1.48238 | 1.48334 | ||
2 | 2009.11.02 18:05 | s/l | 1 | 0.10 | 1.48238 | 1.48238 | 1.48334 | -4.60 | 9995.40 |
3 | 2009.11.02 20:00 | sell | 2 | 0.10 | 1.47336 | 1.47382 | 1.47286 | ||
4 | 2009.11.02 20:14 | t/p | 2 | 0.10 | 1.47286 | 1.47382 | 1.47286 | 5.00 | 10000.40 |
5 | 2009.11.03 03:00 | buy | 3 | 0.10 | 1.48002 | 1.47956 | 1.48052 | ||
6 | 2009.11.03 03:05 | s/l | 3 | 0.10 | 1.47956 | 1.47956 | 1.48052 | -4.60 | 9995.80 |
7 | 2009.11.03 07:00 | buy | 4 | 0.10 | 1.47949 | 1.47903 | 1.47999 | ||
8 | 2009.11.03 07:03 | t/p | 4 | 0.10 | 1.47999 | 1.47903 | 1.47999 | 5.00 | 10000.80 |
9 | 2009.11.03 10:00 | sell | 5 | 0.10 | 1.47382 | 1.47428 | 1.47332 | ||
10 | 2009.11.03 10:02 | s/l | 5 | 0.10 | 1.47428 | 1.47428 | 1.47332 | -4.60 | 9996.20 |
11 | 2009.11.04 09:00 | buy | 6 | 0.10 | 1.47492 | 1.47446 | 1.47542 | ||
12 | 2009.11.04 09:00 | s/l | 6 | 0.10 | 1.47446 | 1.47446 | 1.47542 | -4.60 | 9991.60 |
13 | 2009.11.06 17:00 | buy | 7 | 0.10 | 1.48722 | 1.48676 | 1.48772 | ||
14 | 2009.11.06 17:01 | s/l | 7 | 0.10 | 1.48676 | 1.48676 | 1.48772 | -4.60 | 9987.00 |
15 | 2009.11.06 19:00 | sell | 8 | 0.10 | 1.48402 | 1.48448 | 1.48352 | ||
16 | 2009.11.06 19:00 | s/l | 8 | 0.10 | 1.48448 | 1.48448 | 1.48352 | -4.60 | 9982.40 |
17 | 2009.11.09 02:00 | buy | 9 | 0.10 | 1.48955 | 1.48909 | 1.49005 | ||
18 | 2009.11.09 02:04 | t/p | 9 | 0.10 | 1.49005 | 1.48909 | 1.49005 | 5.00 | 9987.40 |
19 | 2009.11.11 10:00 | buy | 10 | 0.10 | 1.50332 | 1.50286 | 1.50382 | ||
20 | 2009.11.11 10:01 | t/p | 10 | 0.10 | 1.50382 | 1.50286 | 1.50382 | 5.00 | 9992.40 |
21 | 2009.11.11 18:00 | sell | 11 | 0.10 | 1.49665 | 1.49711 | 1.49615 | ||
22 | 2009.11.11 18:05 | t/p | 11 | 0.10 | 1.49615 | 1.49711 | 1.49615 | 5.00 | 9997.40 |
23 | 2009.11.12 03:00 | buy | 12 | 0.10 | 1.50125 | 1.50079 | 1.50175 | ||
24 | 2009.11.12 03:03 | s/l | 12 | 0.10 | 1.50079 | 1.50079 | 1.50175 | -4.60 | 9992.80 |
25 | 2009.11.12 08:00 | buy | 13 | 0.10 | 1.50075 | 1.50029 | 1.50125 | ||
26 | 2009.11.12 08:02 | s/l | 13 | 0.10 | 1.50029 | 1.50029 | 1.50125 | -4.60 | 9988.20 |
27 | 2009.11.12 10:00 | sell | 14 | 0.10 | 1.49657 | 1.49703 | 1.49607 | ||
28 | 2009.11.12 10:03 | t/p | 14 | 0.10 | 1.49607 | 1.49703 | 1.49607 | 5.00 | 9993.20 |
29 | 2009.11.13 20:00 | buy | 15 | 0.10 | 1.49227 | 1.49181 | 1.49277 | ||
30 | 2009.11.13 20:20 | s/l | 15 | 0.10 | 1.49181 | 1.49181 | 1.49277 | -4.60 | 9988.60 |
31 | 2009.11.16 02:00 | buy | 16 | 0.10 | 1.49546 | 1.49500 | 1.49596 | ||
32 | 2009.11.16 02:00 | s/l | 16 | 0.10 | 1.49500 | 1.49500 | 1.49596 | -4.60 | 9984.00 |
33 | 2009.11.17 13:00 | sell | 17 | 0.10 | 1.49007 | 1.49053 | 1.48957 | ||
34 | 2009.11.17 13:02 | t/p | 17 | 0.10 | 1.48957 | 1.49053 | 1.48957 | 5.00 | 9989.00 |
35 | 2009.11.18 12:00 | buy | 18 | 0.10 | 1.49476 | 1.49430 | 1.49526 | ||
36 | 2009.11.18 12:17 | t/p | 18 | 0.10 | 1.49526 | 1.49430 | 1.49526 | 5.00 | 9994.00 |
37 | 2009.11.19 06:00 | sell | 19 | 0.10 | 1.49100 | 1.49146 | 1.49050 | ||
38 | 2009.11.19 06:37 | s/l | 19 | 0.10 | 1.49146 | 1.49146 | 1.49050 | -4.60 | 9989.40 |
39 | 2009.11.19 19:00 | buy | 20 | 0.10 | 1.49086 | 1.49040 | 1.49136 | ||
40 | 2009.11.19 19:01 | s/l | 20 | 0.10 | 1.49040 | 1.49040 | 1.49136 | -4.60 | 9984.80 |
41 | 2009.11.20 04:00 | sell | 21 | 0.10 | 1.48864 | 1.48910 | 1.48814 | ||
42 | 2009.11.20 04:01 | s/l | 21 | 0.10 | 1.48910 | 1.48910 | 1.48814 | -4.60 | 9980.20 |
43 | 2009.11.20 06:00 | buy | 22 | 0.10 | 1.49274 | 1.49228 | 1.49324 | ||
44 | 2009.11.20 06:04 | s/l | 22 | 0.10 | 1.49228 | 1.49228 | 1.49324 | -4.60 | 9975.60 |
45 | 2009.11.20 09:00 | sell | 23 | 0.10 | 1.49100 | 1.49146 | 1.49050 | ||
46 | 2009.11.20 09:08 | t/p | 23 | 0.10 | 1.49050 | 1.49146 | 1.49050 | 5.00 | 9980.60 |
47 | 2009.11.23 03:00 | buy | 24 | 0.10 | 1.49076 | 1.49030 | 1.49126 | ||
48 | 2009.11.23 03:06 | t/p | 24 | 0.10 | 1.49126 | 1.49030 | 1.49126 | 5.00 | 9985.60 |
49 | 2009.11.24 10:00 | sell | 25 | 0.10 | 1.49167 | 1.49213 | 1.49117 | ||
50 | 2009.11.24 10:00 | s/l | 25 | 0.10 | 1.49213 | 1.49213 | 1.49117 | -4.60 | 9981.00 |
51 | 2009.11.24 12:00 | buy | 26 | 0.10 | 1.49477 | 1.49431 | 1.49527 | ||
52 | 2009.11.24 12:02 | s/l | 26 | 0.10 | 1.49431 | 1.49431 | 1.49527 | -4.60 | 9976.40 |
53 | 2009.11.26 17:00 | sell | 27 | 0.10 | 1.49861 | 1.49907 | 1.49811 | ||
54 | 2009.11.26 17:01 | s/l | 27 | 0.10 | 1.49907 | 1.49907 | 1.49811 | -4.60 | 9971.80 |