Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -53.00 | Gross profit | 55.00 | Gross loss | -108.00 |
Profit factor | 0.51 | Expected payoff | -1.51 | ||
Absolute drawdown | 53.00 | Maximal drawdown | 63.00 (0.63%) | Relative drawdown | 0.63% (63.00) |
Total trades | 35 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 17 (29.41%) |
Profit trades (% of total) | 11 (31.43%) | Loss trades (% of total) | 24 (68.57%) | ||
Largest | profit trade | 5.00 | loss trade | -4.50 | |
Average | profit trade | 5.00 | loss trade | -4.50 | |
Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 8 (-36.00) | |
Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -36.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 20:00 | sell | 1 | 0.10 | 1.50468 | 1.50513 | 1.50418 | ||
2 | 2009.12.02 20:20 | t/p | 1 | 0.10 | 1.50418 | 1.50513 | 1.50418 | 5.00 | 10005.00 |
3 | 2009.12.03 02:00 | buy | 2 | 0.10 | 1.50793 | 1.50748 | 1.50843 | ||
4 | 2009.12.03 02:32 | t/p | 2 | 0.10 | 1.50843 | 1.50748 | 1.50843 | 5.00 | 10010.00 |
5 | 2009.12.03 19:03 | sell | 3 | 0.10 | 1.50761 | 1.50806 | 1.50711 | ||
6 | 2009.12.03 19:13 | s/l | 3 | 0.10 | 1.50806 | 1.50806 | 1.50711 | -4.50 | 10005.50 |
7 | 2009.12.03 21:05 | buy | 4 | 0.10 | 1.50952 | 1.50907 | 1.51002 | ||
8 | 2009.12.03 21:15 | s/l | 4 | 0.10 | 1.50907 | 1.50907 | 1.51002 | -4.50 | 10001.00 |
9 | 2009.12.03 23:07 | sell | 5 | 0.10 | 1.50371 | 1.50416 | 1.50321 | ||
10 | 2009.12.03 23:10 | s/l | 5 | 0.10 | 1.50416 | 1.50416 | 1.50321 | -4.50 | 9996.50 |
11 | 2009.12.04 11:00 | sell | 6 | 0.10 | 1.50663 | 1.50708 | 1.50613 | ||
12 | 2009.12.04 11:32 | t/p | 6 | 0.10 | 1.50613 | 1.50708 | 1.50613 | 5.00 | 10001.50 |
13 | 2009.12.10 13:00 | buy | 7 | 0.10 | 1.47384 | 1.47339 | 1.47434 | ||
14 | 2009.12.10 13:10 | s/l | 7 | 0.10 | 1.47339 | 1.47339 | 1.47434 | -4.50 | 9997.00 |
15 | 2009.12.10 18:00 | sell | 8 | 0.10 | 1.47142 | 1.47187 | 1.47092 | ||
16 | 2009.12.10 18:02 | s/l | 8 | 0.10 | 1.47187 | 1.47187 | 1.47092 | -4.50 | 9992.50 |
17 | 2009.12.10 23:00 | buy | 9 | 0.10 | 1.47325 | 1.47280 | 1.47375 | ||
18 | 2009.12.10 23:20 | s/l | 9 | 0.10 | 1.47280 | 1.47280 | 1.47375 | -4.50 | 9988.00 |
19 | 2009.12.11 04:00 | sell | 10 | 0.10 | 1.47207 | 1.47252 | 1.47157 | ||
20 | 2009.12.11 04:03 | t/p | 10 | 0.10 | 1.47157 | 1.47252 | 1.47157 | 5.00 | 9993.00 |
21 | 2009.12.11 09:00 | sell | 11 | 0.10 | 1.47219 | 1.47264 | 1.47169 | ||
22 | 2009.12.11 09:10 | s/l | 11 | 0.10 | 1.47264 | 1.47264 | 1.47169 | -4.50 | 9988.50 |
23 | 2009.12.11 11:02 | buy | 12 | 0.10 | 1.47523 | 1.47478 | 1.47573 | ||
24 | 2009.12.11 11:15 | t/p | 12 | 0.10 | 1.47573 | 1.47478 | 1.47573 | 5.00 | 9993.50 |
25 | 2009.12.11 16:00 | sell | 13 | 0.10 | 1.46533 | 1.46578 | 1.46483 | ||
26 | 2009.12.11 16:07 | s/l | 13 | 0.10 | 1.46578 | 1.46578 | 1.46483 | -4.50 | 9989.00 |
27 | 2009.12.21 15:00 | buy | 14 | 0.10 | 1.43558 | 1.43513 | 1.43608 | ||
28 | 2009.12.21 15:02 | t/p | 14 | 0.10 | 1.43608 | 1.43513 | 1.43608 | 5.00 | 9994.00 |
29 | 2009.12.21 17:02 | sell | 15 | 0.10 | 1.43146 | 1.43191 | 1.43096 | ||
30 | 2009.12.21 17:15 | t/p | 15 | 0.10 | 1.43096 | 1.43191 | 1.43096 | 5.00 | 9999.00 |
31 | 2009.12.23 18:00 | buy | 16 | 0.10 | 1.43402 | 1.43357 | 1.43452 | ||
32 | 2009.12.23 18:02 | s/l | 16 | 0.10 | 1.43357 | 1.43357 | 1.43452 | -4.50 | 9994.50 |
33 | 2009.12.29 03:00 | sell | 17 | 0.10 | 1.43644 | 1.43689 | 1.43594 | ||
34 | 2009.12.29 03:50 | t/p | 17 | 0.10 | 1.43594 | 1.43689 | 1.43594 | 5.00 | 9999.50 |
35 | 2009.12.29 09:00 | buy | 18 | 0.10 | 1.44182 | 1.44137 | 1.44232 | ||
36 | 2009.12.29 09:07 | s/l | 18 | 0.10 | 1.44137 | 1.44137 | 1.44232 | -4.50 | 9995.00 |
37 | 2009.12.29 19:00 | sell | 19 | 0.10 | 1.43453 | 1.43498 | 1.43403 | ||
38 | 2009.12.29 19:10 | s/l | 19 | 0.10 | 1.43498 | 1.43498 | 1.43403 | -4.50 | 9990.50 |
39 | 2009.12.31 04:00 | buy | 20 | 0.10 | 1.43694 | 1.43649 | 1.43744 | ||
40 | 2009.12.31 04:20 | s/l | 20 | 0.10 | 1.43649 | 1.43649 | 1.43744 | -4.50 | 9986.00 |
41 | 2009.12.31 18:00 | sell | 21 | 0.10 | 1.43313 | 1.43358 | 1.43263 | ||
42 | 2009.12.31 18:02 | s/l | 21 | 0.10 | 1.43358 | 1.43358 | 1.43263 | -4.50 | 9981.50 |
43 | 2010.01.04 12:00 | buy | 22 | 0.10 | 1.43761 | 1.43716 | 1.43811 | ||
44 | 2010.01.04 12:05 | t/p | 22 | 0.10 | 1.43811 | 1.43716 | 1.43811 | 5.00 | 9986.50 |
45 | 2010.01.05 21:00 | sell | 23 | 0.10 | 1.43680 | 1.43725 | 1.43630 | ||
46 | 2010.01.05 21:15 | s/l | 23 | 0.10 | 1.43725 | 1.43725 | 1.43630 | -4.50 | 9982.00 |
47 | 2010.01.06 19:00 | buy | 24 | 0.10 | 1.44051 | 1.44006 | 1.44101 | ||
48 | 2010.01.06 19:10 | s/l | 24 | 0.10 | 1.44006 | 1.44006 | 1.44101 | -4.50 | 9977.50 |
49 | 2010.01.07 08:00 | sell | 25 | 0.10 | 1.43678 | 1.43723 | 1.43628 | ||
50 | 2010.01.07 08:02 | t/p | 25 | 0.10 | 1.43628 | 1.43723 | 1.43628 | 5.00 | 9982.50 |
51 | 2010.01.08 16:00 | buy | 26 | 0.10 | 1.43572 | 1.43527 | 1.43622 | ||
52 | 2010.01.08 16:03 | s/l | 26 | 0.10 | 1.43527 | 1.43527 | 1.43622 | -4.50 | 9978.00 |
53 | 2010.01.08 19:00 | buy | 27 | 0.10 | 1.43940 | 1.43895 | 1.43990 | ||
54 | 2010.01.08 19:05 | t/p | 27 | 0.10 | 1.43990 | 1.43895 | 1.43990 | 5.00 | 9983.00 |
55 | 2010.01.12 17:00 | buy | 28 | 0.10 | 1.45395 | 1.45350 | 1.45445 | ||
56 | 2010.01.12 17:15 | s/l | 28 | 0.10 | 1.45350 | 1.45350 | 1.45445 | -4.50 | 9978.50 |
57 | 2010.01.12 23:00 | sell | 29 | 0.10 | 1.44848 | 1.44893 | 1.44798 | ||
58 | 2010.01.12 23:02 | s/l | 29 | 0.10 | 1.44893 | 1.44893 | 1.44798 | -4.50 | 9974.00 |
59 | 2010.01.13 10:00 | sell | 30 | 0.10 | 1.44821 | 1.44866 | 1.44771 | ||
60 | 2010.01.13 10:05 | s/l | 30 | 0.10 | 1.44866 | 1.44866 | 1.44771 | -4.50 | 9969.50 |
61 | 2010.01.13 13:00 | buy | 31 | 0.10 | 1.45473 | 1.45428 | 1.45523 | ||
62 | 2010.01.13 13:07 | s/l | 31 | 0.10 | 1.45428 | 1.45428 | 1.45523 | -4.50 | 9965.00 |
63 | 2010.01.13 20:00 | buy | 32 | 0.10 | 1.45052 | 1.45007 | 1.45102 | ||
64 | 2010.01.13 20:20 | s/l | 32 | 0.10 | 1.45007 | 1.45007 | 1.45102 | -4.50 | 9960.50 |
65 | 2010.01.14 02:00 | buy | 33 | 0.10 | 1.45330 | 1.45285 | 1.45380 | ||
66 | 2010.01.14 02:10 | s/l | 33 | 0.10 | 1.45285 | 1.45285 | 1.45380 | -4.50 | 9956.00 |
67 | 2010.01.14 12:00 | sell | 34 | 0.10 | 1.45051 | 1.45096 | 1.45001 | ||
68 | 2010.01.14 12:02 | s/l | 34 | 0.10 | 1.45096 | 1.45096 | 1.45001 | -4.50 | 9951.50 |
69 | 2010.01.14 22:00 | sell | 35 | 0.10 | 1.44983 | 1.45028 | 1.44933 | ||
70 | 2010.01.14 22:10 | s/l | 35 | 0.10 | 1.45028 | 1.45028 | 1.44933 | -4.50 | 9947.00 |