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 | TP=80; SL=20; Lots=0.1; shif=1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -61.70 | Gross profit | 16.00 | Gross loss | -77.70 |
Profit factor | 0.21 | Expected payoff | -2.68 | ||
Absolute drawdown | 61.70 | Maximal drawdown | 61.80 (0.62%) | Relative drawdown | 0.62% (61.80) |
Total trades | 23 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 15 (13.33%) |
Profit trades (% of total) | 2 (8.70%) | Loss trades (% of total) | 21 (91.30%) | ||
Largest | profit trade | 8.00 | loss trade | -3.70 | |
Average | profit trade | 8.00 | loss trade | -3.70 | |
Maximum | consecutive wins (profit in money) | 1 (8.00) | consecutive losses (loss in money) | 12 (-44.40) | |
Maximal | consecutive profit (count of wins) | 8.00 (1) | consecutive loss (count of losses) | -44.40 (12) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 22:00 | sell | 1 | 0.10 | 1.47647 | 1.47684 | 1.47567 | ||
2 | 2009.11.02 22:17 | s/l | 1 | 0.10 | 1.47684 | 1.47684 | 1.47567 | -3.70 | 9996.30 |
3 | 2009.11.03 02:00 | buy | 2 | 0.10 | 1.47986 | 1.47949 | 1.48066 | ||
4 | 2009.11.03 02:01 | s/l | 2 | 0.10 | 1.47949 | 1.47949 | 1.48066 | -3.70 | 9992.60 |
5 | 2009.11.03 09:00 | sell | 3 | 0.10 | 1.47638 | 1.47675 | 1.47558 | ||
6 | 2009.11.03 09:05 | s/l | 3 | 0.10 | 1.47675 | 1.47675 | 1.47558 | -3.70 | 9988.90 |
7 | 2009.11.05 14:00 | buy | 4 | 0.10 | 1.48692 | 1.48655 | 1.48772 | ||
8 | 2009.11.05 14:11 | s/l | 4 | 0.10 | 1.48655 | 1.48655 | 1.48772 | -3.70 | 9985.20 |
9 | 2009.11.06 04:00 | buy | 5 | 0.10 | 1.48715 | 1.48678 | 1.48795 | ||
10 | 2009.11.06 05:16 | t/p | 5 | 0.10 | 1.48795 | 1.48678 | 1.48795 | 8.00 | 9993.20 |
11 | 2009.11.06 07:00 | buy | 6 | 0.10 | 1.48824 | 1.48787 | 1.48904 | ||
12 | 2009.11.06 07:00 | s/l | 6 | 0.10 | 1.48787 | 1.48787 | 1.48904 | -3.70 | 9989.50 |
13 | 2009.11.06 15:00 | sell | 7 | 0.10 | 1.48397 | 1.48434 | 1.48317 | ||
14 | 2009.11.06 15:02 | s/l | 7 | 0.10 | 1.48434 | 1.48434 | 1.48317 | -3.70 | 9985.80 |
15 | 2009.11.09 02:00 | buy | 8 | 0.10 | 1.48956 | 1.48919 | 1.49036 | ||
16 | 2009.11.09 02:00 | s/l | 8 | 0.10 | 1.48919 | 1.48919 | 1.49036 | -3.70 | 9982.10 |
17 | 2009.11.10 12:00 | buy | 9 | 0.10 | 1.50186 | 1.50149 | 1.50266 | ||
18 | 2009.11.10 12:00 | s/l | 9 | 0.10 | 1.50149 | 1.50149 | 1.50266 | -3.70 | 9978.40 |
19 | 2009.11.11 00:00 | buy | 10 | 0.10 | 1.49851 | 1.49814 | 1.49931 | ||
20 | 2009.11.11 00:35 | s/l | 10 | 0.10 | 1.49814 | 1.49814 | 1.49931 | -3.70 | 9974.70 |
21 | 2009.11.11 10:00 | buy | 11 | 0.10 | 1.50333 | 1.50296 | 1.50413 | ||
22 | 2009.11.11 10:11 | t/p | 11 | 0.10 | 1.50413 | 1.50296 | 1.50413 | 8.00 | 9982.70 |
23 | 2009.11.11 18:00 | sell | 12 | 0.10 | 1.49665 | 1.49702 | 1.49585 | ||
24 | 2009.11.11 18:11 | s/l | 12 | 0.10 | 1.49702 | 1.49702 | 1.49585 | -3.70 | 9979.00 |
25 | 2009.11.12 02:00 | buy | 13 | 0.10 | 1.50117 | 1.50080 | 1.50197 | ||
26 | 2009.11.12 02:00 | s/l | 13 | 0.10 | 1.50080 | 1.50080 | 1.50197 | -3.70 | 9975.30 |
27 | 2009.11.12 09:00 | sell | 14 | 0.10 | 1.49627 | 1.49664 | 1.49547 | ||
28 | 2009.11.12 09:04 | s/l | 14 | 0.10 | 1.49664 | 1.49664 | 1.49547 | -3.70 | 9971.60 |
29 | 2009.11.13 16:00 | sell | 15 | 0.10 | 1.48271 | 1.48308 | 1.48191 | ||
30 | 2009.11.13 16:00 | s/l | 15 | 0.10 | 1.48308 | 1.48308 | 1.48191 | -3.70 | 9967.90 |
31 | 2009.11.13 19:00 | buy | 16 | 0.10 | 1.49287 | 1.49250 | 1.49367 | ||
32 | 2009.11.13 19:02 | s/l | 16 | 0.10 | 1.49250 | 1.49250 | 1.49367 | -3.70 | 9964.20 |
33 | 2009.11.16 17:00 | buy | 17 | 0.10 | 1.49797 | 1.49760 | 1.49877 | ||
34 | 2009.11.16 17:01 | s/l | 17 | 0.10 | 1.49760 | 1.49760 | 1.49877 | -3.70 | 9960.50 |
35 | 2009.11.19 02:00 | buy | 18 | 0.10 | 1.49483 | 1.49446 | 1.49563 | ||
36 | 2009.11.19 02:17 | s/l | 18 | 0.10 | 1.49446 | 1.49446 | 1.49563 | -3.70 | 9956.80 |
37 | 2009.11.19 19:00 | buy | 19 | 0.10 | 1.49087 | 1.49050 | 1.49167 | ||
38 | 2009.11.19 19:00 | s/l | 19 | 0.10 | 1.49050 | 1.49050 | 1.49167 | -3.70 | 9953.10 |
39 | 2009.11.20 04:00 | sell | 20 | 0.10 | 1.48864 | 1.48901 | 1.48784 | ||
40 | 2009.11.20 04:01 | s/l | 20 | 0.10 | 1.48901 | 1.48901 | 1.48784 | -3.70 | 9949.40 |
41 | 2009.11.20 09:00 | buy | 21 | 0.10 | 1.49117 | 1.49080 | 1.49197 | ||
42 | 2009.11.20 09:01 | s/l | 21 | 0.10 | 1.49080 | 1.49080 | 1.49197 | -3.70 | 9945.70 |
43 | 2009.11.20 11:00 | sell | 22 | 0.10 | 1.48720 | 1.48757 | 1.48640 | ||
44 | 2009.11.20 11:11 | s/l | 22 | 0.10 | 1.48757 | 1.48757 | 1.48640 | -3.70 | 9942.00 |
45 | 2009.11.24 14:00 | buy | 23 | 0.10 | 1.49793 | 1.49756 | 1.49873 | ||
46 | 2009.11.24 14:07 | s/l | 23 | 0.10 | 1.49756 | 1.49756 | 1.49873 | -3.70 | 9938.30 |