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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; StopLoss=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1255.98 | Gross profit | 2549.96 | Gross loss | -1293.98 |
Profit factor | 1.97 | Expected payoff | 26.72 | ||
Absolute drawdown | 516.80 | Maximal drawdown | 697.74 (6.27%) | Relative drawdown | 6.27% (697.74) |
Total trades | 47 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 25 (48.00%) |
Profit trades (% of total) | 26 (55.32%) | Loss trades (% of total) | 21 (44.68%) | ||
Largest | profit trade | 627.32 | loss trade | -266.88 | |
Average | profit trade | 98.08 | loss trade | -61.62 | |
Maximum | consecutive wins (profit in money) | 6 (266.28) | consecutive losses (loss in money) | 5 (-231.22) | |
Maximal | consecutive profit (count of wins) | 730.02 (3) | consecutive loss (count of losses) | -266.88 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 0.20 | 1.50157 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 21:00 | close | 1 | 0.20 | 1.50366 | 0.00000 | 0.00000 | -41.88 | 9958.12 |
3 | 2009.12.02 21:00 | buy | 2 | 0.30 | 1.50366 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 23:00 | close | 2 | 0.30 | 1.50436 | 0.00000 | 0.00000 | 21.00 | 9979.12 |
5 | 2009.12.03 16:00 | buy | 3 | 0.30 | 1.50780 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 19:00 | close | 3 | 0.30 | 1.50838 | 0.00000 | 0.00000 | 17.40 | 9996.52 |
7 | 2009.12.03 20:00 | buy | 4 | 0.40 | 1.50921 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 23:00 | close | 4 | 0.40 | 1.50510 | 0.00000 | 0.00000 | -164.40 | 9832.12 |
9 | 2009.12.03 23:00 | sell | 5 | 0.20 | 1.50510 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 0.20 | 1.49436 | 0.00000 | 0.00000 | 214.72 | 10046.84 |
11 | 2009.12.04 15:00 | buy | 6 | 0.30 | 1.49436 | 0.00000 | 0.00000 | ||
12 | 2009.12.08 02:00 | close | 6 | 0.30 | 1.48546 | 0.00000 | 0.00000 | -266.88 | 9779.96 |
13 | 2009.12.08 02:00 | sell | 7 | 0.20 | 1.48546 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 22:00 | close | 7 | 0.20 | 1.47310 | 0.00000 | 0.00000 | 246.88 | 10026.84 |
15 | 2009.12.10 22:00 | buy | 8 | 0.20 | 1.47310 | 0.00000 | 0.00000 | ||
16 | 2009.12.10 23:00 | close | 8 | 0.20 | 1.47310 | 0.00000 | 0.00000 | 0.00 | 10026.84 |
17 | 2009.12.10 23:00 | sell | 9 | 0.30 | 1.47310 | 0.00000 | 0.00000 | ||
18 | 2009.12.11 03:00 | close | 9 | 0.30 | 1.47234 | 0.00000 | 0.00000 | 22.68 | 10049.52 |
19 | 2009.12.11 03:00 | buy | 10 | 0.20 | 1.47234 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 04:00 | close | 10 | 0.20 | 1.47207 | 0.00000 | 0.00000 | -5.40 | 10044.12 |
21 | 2009.12.11 04:00 | sell | 11 | 0.30 | 1.47207 | 0.00000 | 0.00000 | ||
22 | 2009.12.11 05:00 | close | 11 | 0.30 | 1.47277 | 0.00000 | 0.00000 | -21.00 | 10023.12 |
23 | 2009.12.11 05:00 | buy | 12 | 0.20 | 1.47277 | 0.00000 | 0.00000 | ||
24 | 2009.12.11 06:00 | close | 12 | 0.20 | 1.47255 | 0.00000 | 0.00000 | -4.40 | 10018.72 |
25 | 2009.12.11 06:00 | sell | 13 | 0.30 | 1.47255 | 0.00000 | 0.00000 | ||
26 | 2009.12.11 07:00 | close | 13 | 0.30 | 1.47382 | 0.00000 | 0.00000 | -38.10 | 9980.62 |
27 | 2009.12.11 07:00 | buy | 14 | 0.20 | 1.47382 | 0.00000 | 0.00000 | ||
28 | 2009.12.15 01:00 | close | 14 | 0.20 | 1.46570 | 0.00000 | 0.00000 | -162.32 | 9818.30 |
29 | 2009.12.15 01:00 | sell | 15 | 0.20 | 1.46570 | 0.00000 | 0.00000 | ||
30 | 2009.12.21 13:00 | close | 15 | 0.20 | 1.43431 | 0.00000 | 0.00000 | 627.32 | 10445.62 |
31 | 2009.12.21 13:00 | buy | 16 | 0.20 | 1.43431 | 0.00000 | 0.00000 | ||
32 | 2009.12.21 14:00 | close | 16 | 0.20 | 1.43583 | 0.00000 | 0.00000 | 30.40 | 10476.02 |
33 | 2009.12.21 14:00 | sell | 17 | 0.30 | 1.43583 | 0.00000 | 0.00000 | ||
34 | 2009.12.21 16:00 | close | 17 | 0.30 | 1.43342 | 0.00000 | 0.00000 | 72.30 | 10548.32 |
35 | 2009.12.21 16:00 | buy | 18 | 0.20 | 1.43342 | 0.00000 | 0.00000 | ||
36 | 2009.12.22 10:00 | close | 18 | 0.20 | 1.43207 | 0.00000 | 0.00000 | -26.96 | 10521.36 |
37 | 2009.12.22 10:00 | sell | 19 | 0.30 | 1.43207 | 0.00000 | 0.00000 | ||
38 | 2009.12.23 17:00 | close | 19 | 0.30 | 1.43338 | 0.00000 | 0.00000 | -39.42 | 10481.94 |
39 | 2009.12.23 17:00 | buy | 20 | 0.20 | 1.43338 | 0.00000 | 0.00000 | ||
40 | 2009.12.28 22:00 | close | 20 | 0.20 | 1.43772 | 0.00000 | 0.00000 | 87.00 | 10568.94 |
41 | 2009.12.28 22:00 | sell | 21 | 0.30 | 1.43772 | 0.00000 | 0.00000 | ||
42 | 2009.12.29 06:00 | close | 21 | 0.30 | 1.43740 | 0.00000 | 0.00000 | 9.48 | 10578.42 |
43 | 2009.12.29 06:00 | buy | 22 | 0.30 | 1.43740 | 0.00000 | 0.00000 | ||
44 | 2009.12.29 07:00 | close | 22 | 0.30 | 1.43715 | 0.00000 | 0.00000 | -7.50 | 10570.92 |
45 | 2009.12.29 17:00 | sell | 23 | 0.20 | 1.44049 | 0.00000 | 0.00000 | ||
46 | 2009.12.29 18:00 | close | 23 | 0.20 | 1.43549 | 0.00000 | 0.00000 | 100.00 | 10670.92 |
47 | 2009.12.29 18:00 | buy | 24 | 0.30 | 1.43549 | 0.00000 | 0.00000 | ||
48 | 2009.12.31 02:00 | close | 24 | 0.30 | 1.43532 | 0.00000 | 0.00000 | -4.86 | 10666.06 |
49 | 2009.12.31 03:00 | buy | 25 | 0.30 | 1.43698 | 0.00000 | 0.00000 | ||
50 | 2009.12.31 04:00 | close | 25 | 0.30 | 1.43679 | 0.00000 | 0.00000 | -5.70 | 10660.36 |
51 | 2009.12.31 04:00 | sell | 26 | 0.30 | 1.43679 | 0.00000 | 0.00000 | ||
52 | 2009.12.31 05:00 | close | 26 | 0.30 | 1.43650 | 0.00000 | 0.00000 | 8.70 | 10669.06 |
53 | 2009.12.31 05:00 | buy | 27 | 0.20 | 1.43650 | 0.00000 | 0.00000 | ||
54 | 2009.12.31 07:00 | close | 27 | 0.20 | 1.43701 | 0.00000 | 0.00000 | 10.20 | 10679.26 |
55 | 2009.12.31 07:00 | sell | 28 | 0.20 | 1.43701 | 0.00000 | 0.00000 | ||
56 | 2009.12.31 17:00 | close | 28 | 0.20 | 1.43475 | 0.00000 | 0.00000 | 45.20 | 10724.46 |
57 | 2009.12.31 17:00 | buy | 29 | 0.30 | 1.43475 | 0.00000 | 0.00000 | ||
58 | 2010.01.05 19:00 | close | 29 | 0.30 | 1.43911 | 0.00000 | 0.00000 | 130.98 | 10855.44 |
59 | 2010.01.05 19:00 | sell | 30 | 0.20 | 1.43911 | 0.00000 | 0.00000 | ||
60 | 2010.01.05 20:00 | close | 30 | 0.20 | 1.43630 | 0.00000 | 0.00000 | 56.20 | 10911.64 |
61 | 2010.01.05 20:00 | buy | 31 | 0.30 | 1.43630 | 0.00000 | 0.00000 | ||
62 | 2010.01.05 21:00 | close | 31 | 0.30 | 1.43680 | 0.00000 | 0.00000 | 15.00 | 10926.64 |
63 | 2010.01.06 07:00 | sell | 32 | 0.20 | 1.43562 | 0.00000 | 0.00000 | ||
64 | 2010.01.06 11:00 | close | 32 | 0.20 | 1.43781 | 0.00000 | 0.00000 | -43.80 | 10882.84 |
65 | 2010.01.06 11:00 | buy | 33 | 0.30 | 1.43781 | 0.00000 | 0.00000 | ||
66 | 2010.01.06 15:00 | close | 33 | 0.30 | 1.43587 | 0.00000 | 0.00000 | -58.20 | 10824.64 |
67 | 2010.01.06 15:00 | sell | 34 | 0.30 | 1.43587 | 0.00000 | 0.00000 | ||
68 | 2010.01.06 17:00 | close | 34 | 0.30 | 1.43882 | 0.00000 | 0.00000 | -88.50 | 10736.14 |
69 | 2010.01.06 17:00 | buy | 35 | 0.30 | 1.43882 | 0.00000 | 0.00000 | ||
70 | 2010.01.07 05:00 | close | 35 | 0.30 | 1.44046 | 0.00000 | 0.00000 | 49.38 | 10785.52 |
71 | 2010.01.07 05:00 | sell | 36 | 0.20 | 1.44046 | 0.00000 | 0.00000 | ||
72 | 2010.01.07 08:00 | close | 36 | 0.20 | 1.43688 | 0.00000 | 0.00000 | 71.60 | 10857.12 |
73 | 2010.01.07 08:00 | buy | 37 | 0.40 | 1.43688 | 0.00000 | 0.00000 | ||
74 | 2010.01.08 16:00 | close | 37 | 0.40 | 1.43557 | 0.00000 | 0.00000 | -52.32 | 10804.80 |
75 | 2010.01.08 16:00 | sell | 38 | 0.30 | 1.43557 | 0.00000 | 0.00000 | ||
76 | 2010.01.08 17:00 | close | 38 | 0.30 | 1.43258 | 0.00000 | 0.00000 | 89.70 | 10894.50 |
77 | 2010.01.08 17:00 | buy | 39 | 0.20 | 1.43258 | 0.00000 | 0.00000 | ||
78 | 2010.01.12 10:00 | close | 39 | 0.20 | 1.44827 | 0.00000 | 0.00000 | 313.88 | 11208.38 |
79 | 2010.01.12 10:00 | sell | 40 | 0.20 | 1.44827 | 0.00000 | 0.00000 | ||
80 | 2010.01.13 02:00 | close | 40 | 0.20 | 1.44690 | 0.00000 | 0.00000 | 27.32 | 11235.70 |
81 | 2010.01.13 02:00 | buy | 41 | 0.30 | 1.44690 | 0.00000 | 0.00000 | ||
82 | 2010.01.13 03:00 | close | 41 | 0.30 | 1.44763 | 0.00000 | 0.00000 | 21.90 | 11257.60 |
83 | 2010.01.13 05:00 | buy | 42 | 0.40 | 1.44803 | 0.00000 | 0.00000 | ||
84 | 2010.01.13 07:00 | close | 42 | 0.40 | 1.44856 | 0.00000 | 0.00000 | 21.20 | 11278.80 |
85 | 2010.01.13 09:00 | sell | 43 | 0.20 | 1.44838 | 0.00000 | 0.00000 | ||
86 | 2010.01.13 12:00 | close | 43 | 0.20 | 1.45165 | 0.00000 | 0.00000 | -65.40 | 11213.40 |
87 | 2010.01.13 12:00 | buy | 44 | 0.30 | 1.45165 | 0.00000 | 0.00000 | ||
88 | 2010.01.13 18:00 | close | 44 | 0.30 | 1.44908 | 0.00000 | 0.00000 | -77.10 | 11136.30 |
89 | 2010.01.13 18:00 | sell | 45 | 0.20 | 1.44908 | 0.00000 | 0.00000 | ||
90 | 2010.01.14 01:00 | close | 45 | 0.20 | 1.45233 | 0.00000 | 0.00000 | -65.24 | 11071.06 |
91 | 2010.01.14 01:00 | buy | 46 | 0.30 | 1.45233 | 0.00000 | 0.00000 | ||
92 | 2010.01.14 12:00 | close | 46 | 0.30 | 1.45051 | 0.00000 | 0.00000 | -54.60 | 11016.46 |
93 | 2010.01.14 12:00 | sell | 47 | 0.20 | 1.45051 | 0.00000 | 0.00000 | ||
94 | 2010.01.15 22:57 | close at stop | 47 | 0.20 | 1.43853 | 0.00000 | 0.00000 | 239.52 | 11255.98 |