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 | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 450.00 | Gross profit | 483.00 | Gross loss | -33.00 |
Profit factor | 14.64 | Expected payoff | 20.45 | ||
Absolute drawdown | 13.00 | Maximal drawdown | 94.50 (0.91%) | Relative drawdown | 0.91% (94.50) |
Total trades | 22 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
Largest | profit trade | 75.00 | loss trade | -22.50 | |
Average | profit trade | 24.15 | loss trade | -16.50 | |
Maximum | consecutive wins (profit in money) | 11 (283.00) | consecutive losses (loss in money) | 2 (-33.00) | |
Maximal | consecutive profit (count of wins) | 283.00 (11) | consecutive loss (count of losses) | -33.00 (2) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:02 | sell stop | 1 | 0.50 | 1.50323 | 0.00000 | 1.50273 | ||
2 | 2009.12.01 01:02 | sell stop | 2 | 0.50 | 1.50323 | 0.00000 | 1.50173 | ||
3 | 2009.12.01 01:10 | sell | 1 | 0.50 | 1.50323 | 0.00000 | 1.50273 | ||
4 | 2009.12.01 01:10 | sell | 2 | 0.50 | 1.50323 | 0.00000 | 1.50173 | ||
5 | 2009.12.01 01:10 | modify | 1 | 0.50 | 1.50323 | 1.50495 | 1.50273 | ||
6 | 2009.12.01 01:10 | modify | 2 | 0.50 | 1.50323 | 1.50495 | 1.50173 | ||
7 | 2009.12.01 01:15 | modify | 1 | 0.50 | 1.50323 | 1.50323 | 1.50273 | ||
8 | 2009.12.01 01:15 | modify | 2 | 0.50 | 1.50323 | 1.50323 | 1.50173 | ||
9 | 2009.12.01 01:20 | t/p | 1 | 0.50 | 1.50273 | 1.50323 | 1.50273 | 25.00 | 10025.00 |
10 | 2009.12.01 01:50 | t/p | 2 | 0.50 | 1.50173 | 1.50323 | 1.50173 | 75.00 | 10100.00 |
11 | 2009.12.02 00:12 | buy stop | 3 | 0.50 | 1.50823 | 0.00000 | 1.50873 | ||
12 | 2009.12.02 00:12 | buy stop | 4 | 0.50 | 1.50823 | 0.00000 | 1.50973 | ||
13 | 2009.12.02 00:15 | buy | 3 | 0.50 | 1.50823 | 0.00000 | 1.50873 | ||
14 | 2009.12.02 00:15 | buy | 4 | 0.50 | 1.50823 | 0.00000 | 1.50973 | ||
15 | 2009.12.02 00:15 | modify | 3 | 0.50 | 1.50823 | 1.50823 | 1.50873 | ||
16 | 2009.12.02 00:15 | modify | 4 | 0.50 | 1.50823 | 1.50823 | 1.50973 | ||
17 | 2009.12.02 00:20 | t/p | 3 | 0.50 | 1.50873 | 1.50823 | 1.50873 | 25.00 | 10125.00 |
18 | 2009.12.02 01:05 | close | 4 | 0.50 | 1.50889 | 1.50823 | 1.50973 | 33.00 | 10158.00 |
19 | 2009.12.02 01:05 | sell stop | 5 | 0.50 | 1.50868 | 0.00000 | 1.50818 | ||
20 | 2009.12.02 01:05 | sell stop | 6 | 0.50 | 1.50868 | 0.00000 | 1.50718 | ||
21 | 2009.12.02 01:15 | sell | 5 | 0.50 | 1.50868 | 0.00000 | 1.50818 | ||
22 | 2009.12.02 01:15 | sell | 6 | 0.50 | 1.50868 | 0.00000 | 1.50718 | ||
23 | 2009.12.02 01:15 | modify | 5 | 0.50 | 1.50868 | 1.51207 | 1.50818 | ||
24 | 2009.12.02 01:15 | modify | 6 | 0.50 | 1.50868 | 1.51207 | 1.50718 | ||
25 | 2009.12.02 01:20 | t/p | 5 | 0.50 | 1.50818 | 1.51207 | 1.50818 | 25.00 | 10183.00 |
26 | 2009.12.02 01:20 | modify | 6 | 0.50 | 1.50868 | 1.50868 | 1.50718 | ||
27 | 2009.12.02 01:27 | s/l | 6 | 0.50 | 1.50868 | 1.50868 | 1.50718 | 0.00 | 10183.00 |
28 | 2009.12.07 07:05 | buy stop | 7 | 0.50 | 1.48893 | 0.00000 | 1.48943 | ||
29 | 2009.12.07 07:05 | buy stop | 8 | 0.50 | 1.48893 | 0.00000 | 1.49043 | ||
30 | 2009.12.07 07:07 | delete | 7 | 0.50 | 1.48893 | 0.00000 | 1.48943 | ||
31 | 2009.12.07 07:10 | buy | 8 | 0.50 | 1.48893 | 0.00000 | 1.49043 | ||
32 | 2009.12.07 07:10 | modify | 8 | 0.50 | 1.48893 | 1.48893 | 1.49043 | ||
33 | 2009.12.07 07:45 | s/l | 8 | 0.50 | 1.48893 | 1.48893 | 1.49043 | 0.00 | 10183.00 |
34 | 2009.12.07 07:52 | buy stop | 9 | 0.50 | 1.49023 | 0.00000 | 1.49073 | ||
35 | 2009.12.07 07:52 | buy stop | 10 | 0.50 | 1.49023 | 0.00000 | 1.49173 | ||
36 | 2009.12.07 09:02 | delete | 9 | 0.50 | 1.49023 | 0.00000 | 1.49073 | ||
37 | 2009.12.07 09:05 | delete | 10 | 0.50 | 1.49023 | 0.00000 | 1.49173 | ||
38 | 2009.12.22 14:17 | buy stop | 11 | 0.50 | 1.42843 | 0.00000 | 1.42893 | ||
39 | 2009.12.22 14:17 | buy stop | 12 | 0.50 | 1.42843 | 0.00000 | 1.42993 | ||
40 | 2009.12.22 14:20 | buy | 11 | 0.50 | 1.42843 | 0.00000 | 1.42893 | ||
41 | 2009.12.22 14:20 | buy | 12 | 0.50 | 1.42843 | 0.00000 | 1.42993 | ||
42 | 2009.12.22 14:20 | modify | 11 | 0.50 | 1.42843 | 1.42843 | 1.42893 | ||
43 | 2009.12.22 14:20 | modify | 12 | 0.50 | 1.42843 | 1.42843 | 1.42993 | ||
44 | 2009.12.22 14:27 | s/l | 11 | 0.50 | 1.42843 | 1.42843 | 1.42893 | 0.00 | 10183.00 |
45 | 2009.12.22 14:27 | s/l | 12 | 0.50 | 1.42843 | 1.42843 | 1.42993 | 0.00 | 10183.00 |
46 | 2009.12.22 16:05 | sell stop | 13 | 0.50 | 1.42790 | 0.00000 | 1.42740 | ||
47 | 2009.12.22 16:05 | sell stop | 14 | 0.50 | 1.42790 | 0.00000 | 1.42640 | ||
48 | 2009.12.22 16:10 | sell | 13 | 0.50 | 1.42790 | 0.00000 | 1.42740 | ||
49 | 2009.12.22 16:10 | sell | 14 | 0.50 | 1.42790 | 0.00000 | 1.42640 | ||
50 | 2009.12.22 16:10 | modify | 13 | 0.50 | 1.42790 | 1.43259 | 1.42740 | ||
51 | 2009.12.22 16:10 | modify | 14 | 0.50 | 1.42790 | 1.43259 | 1.42640 | ||
52 | 2009.12.22 16:15 | t/p | 13 | 0.50 | 1.42740 | 1.43259 | 1.42740 | 25.00 | 10208.00 |
53 | 2009.12.22 16:15 | modify | 14 | 0.50 | 1.42790 | 1.42790 | 1.42640 | ||
54 | 2009.12.22 16:20 | t/p | 14 | 0.50 | 1.42640 | 1.42790 | 1.42640 | 75.00 | 10283.00 |
55 | 2009.12.23 22:47 | buy stop | 15 | 0.50 | 1.43370 | 0.00000 | 1.43420 | ||
56 | 2009.12.23 22:47 | buy stop | 16 | 0.50 | 1.43370 | 0.00000 | 1.43520 | ||
57 | 2009.12.23 22:50 | buy | 15 | 0.50 | 1.43370 | 0.00000 | 1.43420 | ||
58 | 2009.12.23 22:50 | buy | 16 | 0.50 | 1.43370 | 0.00000 | 1.43520 | ||
59 | 2009.12.23 22:50 | modify | 15 | 0.50 | 1.43370 | 1.42666 | 1.43420 | ||
60 | 2009.12.23 22:50 | modify | 16 | 0.50 | 1.43370 | 1.42666 | 1.43520 | ||
61 | 2009.12.23 23:05 | close | 15 | 0.50 | 1.43349 | 1.42666 | 1.43420 | -10.50 | 10272.50 |
62 | 2009.12.23 23:10 | close | 16 | 0.50 | 1.43325 | 1.42666 | 1.43520 | -22.50 | 10250.00 |
63 | 2010.01.04 03:20 | buy stop | 17 | 0.50 | 1.42916 | 0.00000 | 1.42966 | ||
64 | 2010.01.04 03:20 | buy stop | 18 | 0.50 | 1.42916 | 0.00000 | 1.43066 | ||
65 | 2010.01.04 03:45 | buy | 17 | 0.50 | 1.42916 | 0.00000 | 1.42966 | ||
66 | 2010.01.04 03:45 | buy | 18 | 0.50 | 1.42916 | 0.00000 | 1.43066 | ||
67 | 2010.01.04 03:45 | modify | 17 | 0.50 | 1.42916 | 1.42916 | 1.42966 | ||
68 | 2010.01.04 03:45 | modify | 18 | 0.50 | 1.42916 | 1.42916 | 1.43066 | ||
69 | 2010.01.04 03:47 | s/l | 17 | 0.50 | 1.42916 | 1.42916 | 1.42966 | 0.00 | 10250.00 |
70 | 2010.01.04 03:47 | s/l | 18 | 0.50 | 1.42916 | 1.42916 | 1.43066 | 0.00 | 10250.00 |
71 | 2010.01.04 04:05 | sell stop | 19 | 0.50 | 1.42914 | 0.00000 | 1.42864 | ||
72 | 2010.01.04 04:05 | sell stop | 20 | 0.50 | 1.42914 | 0.00000 | 1.42764 | ||
73 | 2010.01.04 04:10 | sell | 19 | 0.50 | 1.42914 | 0.00000 | 1.42864 | ||
74 | 2010.01.04 04:10 | sell | 20 | 0.50 | 1.42914 | 0.00000 | 1.42764 | ||
75 | 2010.01.04 04:10 | modify | 19 | 0.50 | 1.42914 | 1.43435 | 1.42864 | ||
76 | 2010.01.04 04:10 | modify | 20 | 0.50 | 1.42914 | 1.43435 | 1.42764 | ||
77 | 2010.01.04 04:15 | t/p | 19 | 0.50 | 1.42864 | 1.43435 | 1.42864 | 25.00 | 10275.00 |
78 | 2010.01.04 04:15 | modify | 20 | 0.50 | 1.42914 | 1.42914 | 1.42764 | ||
79 | 2010.01.04 04:32 | t/p | 20 | 0.50 | 1.42764 | 1.42914 | 1.42764 | 75.00 | 10350.00 |
80 | 2010.01.04 19:10 | buy stop | 21 | 0.50 | 1.44203 | 0.00000 | 1.44253 | ||
81 | 2010.01.04 19:10 | buy stop | 22 | 0.50 | 1.44203 | 0.00000 | 1.44353 | ||
82 | 2010.01.04 19:15 | buy | 21 | 0.50 | 1.44203 | 0.00000 | 1.44253 | ||
83 | 2010.01.04 19:15 | buy | 22 | 0.50 | 1.44203 | 0.00000 | 1.44353 | ||
84 | 2010.01.04 19:15 | modify | 21 | 0.50 | 1.44203 | 1.43768 | 1.44253 | ||
85 | 2010.01.04 19:15 | modify | 22 | 0.50 | 1.44203 | 1.43768 | 1.44353 | ||
86 | 2010.01.04 19:20 | modify | 21 | 0.50 | 1.44203 | 1.44203 | 1.44253 | ||
87 | 2010.01.04 19:20 | modify | 22 | 0.50 | 1.44203 | 1.44203 | 1.44353 | ||
88 | 2010.01.04 19:27 | s/l | 21 | 0.50 | 1.44203 | 1.44203 | 1.44253 | 0.00 | 10350.00 |
89 | 2010.01.04 19:27 | s/l | 22 | 0.50 | 1.44203 | 1.44203 | 1.44353 | 0.00 | 10350.00 |
90 | 2010.01.04 19:50 | sell stop | 23 | 0.50 | 1.44075 | 0.00000 | 1.44025 | ||
91 | 2010.01.04 19:50 | sell stop | 24 | 0.50 | 1.44075 | 0.00000 | 1.43925 | ||
92 | 2010.01.04 19:57 | delete | 23 | 0.50 | 1.44075 | 0.00000 | 1.44025 | ||
93 | 2010.01.04 21:07 | sell | 24 | 0.50 | 1.44075 | 0.00000 | 1.43925 | ||
94 | 2010.01.04 21:07 | modify | 24 | 0.50 | 1.44075 | 1.44656 | 1.43925 | ||
95 | 2010.01.04 22:33 | modify | 24 | 0.50 | 1.44075 | 1.44075 | 1.43925 | ||
96 | 2010.01.04 22:43 | s/l | 24 | 0.50 | 1.44075 | 1.44075 | 1.43925 | 0.00 | 10350.00 |
97 | 2010.01.08 00:16 | buy stop | 25 | 0.50 | 1.43099 | 0.00000 | 1.43149 | ||
98 | 2010.01.08 00:16 | buy stop | 26 | 0.50 | 1.43099 | 0.00000 | 1.43249 | ||
99 | 2010.01.08 00:20 | buy | 25 | 0.50 | 1.43099 | 0.00000 | 1.43149 | ||
100 | 2010.01.08 00:20 | buy | 26 | 0.50 | 1.43099 | 0.00000 | 1.43249 | ||
101 | 2010.01.08 00:20 | modify | 25 | 0.50 | 1.43099 | 1.42934 | 1.43149 | ||
102 | 2010.01.08 00:20 | modify | 26 | 0.50 | 1.43099 | 1.42934 | 1.43249 | ||
103 | 2010.01.08 00:26 | modify | 25 | 0.50 | 1.43099 | 1.43099 | 1.43149 | ||
104 | 2010.01.08 00:26 | modify | 26 | 0.50 | 1.43099 | 1.43099 | 1.43249 | ||
105 | 2010.01.08 00:45 | t/p | 25 | 0.50 | 1.43149 | 1.43099 | 1.43149 | 25.00 | 10375.00 |
106 | 2010.01.08 01:02 | t/p | 26 | 0.50 | 1.43249 | 1.43099 | 1.43249 | 75.00 | 10450.00 |
107 | 2010.01.08 01:32 | sell stop | 27 | 0.50 | 1.43007 | 0.00000 | 1.42957 | ||
108 | 2010.01.08 01:32 | sell stop | 28 | 0.50 | 1.43007 | 0.00000 | 1.42857 | ||
109 | 2010.01.08 05:00 | delete | 27 | 0.50 | 1.43007 | 0.00000 | 1.42957 | ||
110 | 2010.01.08 05:02 | delete | 28 | 0.50 | 1.43007 | 0.00000 | 1.42857 |