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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4194.20 | Gross profit | 857.60 | Gross loss | -5051.80 |
Profit factor | 0.17 | Expected payoff | -95.32 | ||
Absolute drawdown | 5875.40 | Maximal drawdown | 6713.00 (61.94%) | Relative drawdown | 61.94% (6713.00) |
Total trades | 44 | Short positions (won %) | 22 (100.00%) | Long positions (won %) | 22 (95.45%) |
Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
Largest | profit trade | 20.00 | loss trade | -5051.80 | |
Average | profit trade | 19.94 | loss trade | -5051.80 | |
Maximum | consecutive wins (profit in money) | 43 (857.60) | consecutive losses (loss in money) | 1 (-5051.80) | |
Maximal | consecutive profit (count of wins) | 857.60 (43) | consecutive loss (count of losses) | -5051.80 (1) | |
Average | consecutive wins | 43 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50082 | 0.00000 | 1.50102 | ||
2 | 2009.12.01 00:00 | sell | 2 | 1.00 | 1.50074 | 0.00000 | 1.50054 | ||
3 | 2009.12.01 00:02 | t/p | 1 | 1.00 | 1.50102 | 0.00000 | 1.50102 | 20.00 | 10020.00 |
4 | 2009.12.01 00:20 | t/p | 2 | 1.00 | 1.50054 | 0.00000 | 1.50054 | 20.00 | 10040.00 |
5 | 2009.12.01 00:20 | buy | 3 | 1.00 | 1.50035 | 0.00000 | 1.50055 | ||
6 | 2009.12.01 00:20 | sell | 4 | 1.00 | 1.50027 | 0.00000 | 1.50007 | ||
7 | 2009.12.01 00:27 | t/p | 3 | 1.00 | 1.50055 | 0.00000 | 1.50055 | 20.00 | 10060.00 |
8 | 2009.12.01 06:10 | t/p | 4 | 1.00 | 1.50007 | 0.00000 | 1.50007 | 20.00 | 10080.00 |
9 | 2009.12.01 06:10 | buy | 5 | 1.00 | 1.49972 | 0.00000 | 1.49992 | ||
10 | 2009.12.01 06:10 | sell | 6 | 1.00 | 1.49964 | 0.00000 | 1.49944 | ||
11 | 2009.12.01 06:12 | t/p | 5 | 1.00 | 1.49992 | 0.00000 | 1.49992 | 20.00 | 10100.00 |
12 | 2009.12.01 06:15 | t/p | 6 | 1.00 | 1.49944 | 0.00000 | 1.49944 | 20.00 | 10120.00 |
13 | 2009.12.01 06:15 | buy | 7 | 1.00 | 1.49860 | 0.00000 | 1.49880 | ||
14 | 2009.12.01 06:15 | sell | 8 | 1.00 | 1.49852 | 0.00000 | 1.49832 | ||
15 | 2009.12.01 06:17 | t/p | 7 | 1.00 | 1.49880 | 0.00000 | 1.49880 | 20.00 | 10140.00 |
16 | 2009.12.01 06:20 | t/p | 8 | 1.00 | 1.49832 | 0.00000 | 1.49832 | 20.00 | 10160.00 |
17 | 2009.12.01 06:20 | buy | 9 | 1.00 | 1.49711 | 0.00000 | 1.49731 | ||
18 | 2009.12.01 06:20 | sell | 10 | 1.00 | 1.49703 | 0.00000 | 1.49683 | ||
19 | 2009.12.01 06:22 | t/p | 9 | 1.00 | 1.49731 | 0.00000 | 1.49731 | 20.00 | 10180.00 |
20 | 2009.12.04 14:50 | t/p | 10 | 1.00 | 1.49683 | 0.00000 | 1.49683 | 18.00 | 10198.00 |
21 | 2009.12.04 14:50 | buy | 11 | 1.00 | 1.49275 | 0.00000 | 1.49295 | ||
22 | 2009.12.04 14:50 | sell | 12 | 1.00 | 1.49267 | 0.00000 | 1.49247 | ||
23 | 2009.12.04 14:52 | t/p | 11 | 1.00 | 1.49295 | 0.00000 | 1.49295 | 20.00 | 10218.00 |
24 | 2009.12.04 15:02 | t/p | 12 | 1.00 | 1.49247 | 0.00000 | 1.49247 | 20.00 | 10238.00 |
25 | 2009.12.04 15:02 | buy | 13 | 1.00 | 1.49169 | 0.00000 | 1.49189 | ||
26 | 2009.12.04 15:02 | sell | 14 | 1.00 | 1.49161 | 0.00000 | 1.49141 | ||
27 | 2009.12.04 15:05 | t/p | 13 | 1.00 | 1.49189 | 0.00000 | 1.49189 | 20.00 | 10258.00 |
28 | 2009.12.04 15:07 | t/p | 14 | 1.00 | 1.49141 | 0.00000 | 1.49141 | 20.00 | 10278.00 |
29 | 2009.12.04 15:07 | buy | 15 | 1.00 | 1.49121 | 0.00000 | 1.49141 | ||
30 | 2009.12.04 15:07 | sell | 16 | 1.00 | 1.49113 | 0.00000 | 1.49093 | ||
31 | 2009.12.04 15:10 | t/p | 15 | 1.00 | 1.49141 | 0.00000 | 1.49141 | 20.00 | 10298.00 |
32 | 2009.12.04 16:45 | t/p | 16 | 1.00 | 1.49093 | 0.00000 | 1.49093 | 20.00 | 10318.00 |
33 | 2009.12.04 16:45 | buy | 17 | 1.00 | 1.49011 | 0.00000 | 1.49031 | ||
34 | 2009.12.04 16:45 | sell | 18 | 1.00 | 1.49003 | 0.00000 | 1.48983 | ||
35 | 2009.12.04 16:47 | t/p | 17 | 1.00 | 1.49031 | 0.00000 | 1.49031 | 20.00 | 10338.00 |
36 | 2009.12.04 16:50 | t/p | 18 | 1.00 | 1.48983 | 0.00000 | 1.48983 | 20.00 | 10358.00 |
37 | 2009.12.04 16:50 | buy | 19 | 1.00 | 1.48875 | 0.00000 | 1.48895 | ||
38 | 2009.12.04 16:50 | sell | 20 | 1.00 | 1.48867 | 0.00000 | 1.48847 | ||
39 | 2009.12.04 16:52 | t/p | 19 | 1.00 | 1.48895 | 0.00000 | 1.48895 | 20.00 | 10378.00 |
40 | 2009.12.04 17:20 | t/p | 20 | 1.00 | 1.48847 | 0.00000 | 1.48847 | 20.00 | 10398.00 |
41 | 2009.12.04 17:20 | buy | 21 | 1.00 | 1.48756 | 0.00000 | 1.48776 | ||
42 | 2009.12.04 17:20 | sell | 22 | 1.00 | 1.48748 | 0.00000 | 1.48728 | ||
43 | 2009.12.04 17:22 | t/p | 21 | 1.00 | 1.48776 | 0.00000 | 1.48776 | 20.00 | 10418.00 |
44 | 2009.12.04 17:32 | t/p | 22 | 1.00 | 1.48728 | 0.00000 | 1.48728 | 20.00 | 10438.00 |
45 | 2009.12.04 17:32 | buy | 23 | 1.00 | 1.48720 | 0.00000 | 1.48740 | ||
46 | 2009.12.04 17:32 | sell | 24 | 1.00 | 1.48712 | 0.00000 | 1.48692 | ||
47 | 2009.12.04 17:40 | t/p | 23 | 1.00 | 1.48740 | 0.00000 | 1.48740 | 20.00 | 10458.00 |
48 | 2009.12.04 19:20 | t/p | 24 | 1.00 | 1.48692 | 0.00000 | 1.48692 | 20.00 | 10478.00 |
49 | 2009.12.04 19:20 | buy | 25 | 1.00 | 1.48605 | 0.00000 | 1.48625 | ||
50 | 2009.12.04 19:20 | sell | 26 | 1.00 | 1.48597 | 0.00000 | 1.48577 | ||
51 | 2009.12.04 19:22 | t/p | 25 | 1.00 | 1.48625 | 0.00000 | 1.48625 | 20.00 | 10498.00 |
52 | 2009.12.04 19:33 | t/p | 26 | 1.00 | 1.48577 | 0.00000 | 1.48577 | 20.00 | 10518.00 |
53 | 2009.12.04 19:33 | buy | 27 | 1.00 | 1.48513 | 0.00000 | 1.48533 | ||
54 | 2009.12.04 19:33 | sell | 28 | 1.00 | 1.48505 | 0.00000 | 1.48485 | ||
55 | 2009.12.04 19:40 | t/p | 28 | 1.00 | 1.48485 | 0.00000 | 1.48485 | 20.00 | 10538.00 |
56 | 2009.12.04 22:40 | t/p | 27 | 1.00 | 1.48533 | 0.00000 | 1.48533 | 20.00 | 10558.00 |
57 | 2009.12.04 22:40 | buy | 29 | 1.00 | 1.48551 | 0.00000 | 1.48571 | ||
58 | 2009.12.04 22:40 | sell | 30 | 1.00 | 1.48543 | 0.00000 | 1.48523 | ||
59 | 2009.12.04 22:45 | t/p | 29 | 1.00 | 1.48571 | 0.00000 | 1.48571 | 20.00 | 10578.00 |
60 | 2009.12.07 01:20 | t/p | 30 | 1.00 | 1.48523 | 0.00000 | 1.48523 | 19.60 | 10597.60 |
61 | 2009.12.07 01:20 | buy | 31 | 1.00 | 1.48515 | 0.00000 | 1.48535 | ||
62 | 2009.12.07 01:20 | sell | 32 | 1.00 | 1.48507 | 0.00000 | 1.48487 | ||
63 | 2009.12.07 01:22 | t/p | 31 | 1.00 | 1.48535 | 0.00000 | 1.48535 | 20.00 | 10617.60 |
64 | 2009.12.07 09:20 | t/p | 32 | 1.00 | 1.48487 | 0.00000 | 1.48487 | 20.00 | 10637.60 |
65 | 2009.12.07 09:20 | buy | 33 | 1.00 | 1.48435 | 0.00000 | 1.48455 | ||
66 | 2009.12.07 09:20 | sell | 34 | 1.00 | 1.48427 | 0.00000 | 1.48407 | ||
67 | 2009.12.07 09:22 | t/p | 33 | 1.00 | 1.48455 | 0.00000 | 1.48455 | 20.00 | 10657.60 |
68 | 2009.12.07 09:32 | t/p | 34 | 1.00 | 1.48407 | 0.00000 | 1.48407 | 20.00 | 10677.60 |
69 | 2009.12.07 09:32 | buy | 35 | 1.00 | 1.48374 | 0.00000 | 1.48394 | ||
70 | 2009.12.07 09:32 | sell | 36 | 1.00 | 1.48366 | 0.00000 | 1.48346 | ||
71 | 2009.12.07 09:35 | t/p | 36 | 1.00 | 1.48346 | 0.00000 | 1.48346 | 20.00 | 10697.60 |
72 | 2009.12.07 09:37 | t/p | 35 | 1.00 | 1.48394 | 0.00000 | 1.48394 | 20.00 | 10717.60 |
73 | 2009.12.07 09:37 | buy | 37 | 1.00 | 1.48444 | 0.00000 | 1.48464 | ||
74 | 2009.12.07 09:37 | sell | 38 | 1.00 | 1.48436 | 0.00000 | 1.48416 | ||
75 | 2009.12.07 09:40 | t/p | 38 | 1.00 | 1.48416 | 0.00000 | 1.48416 | 20.00 | 10737.60 |
76 | 2009.12.07 18:45 | t/p | 37 | 1.00 | 1.48464 | 0.00000 | 1.48464 | 20.00 | 10757.60 |
77 | 2009.12.07 18:45 | buy | 39 | 1.00 | 1.48621 | 0.00000 | 1.48641 | ||
78 | 2009.12.07 18:45 | sell | 40 | 1.00 | 1.48613 | 0.00000 | 1.48593 | ||
79 | 2009.12.07 18:47 | t/p | 40 | 1.00 | 1.48593 | 0.00000 | 1.48593 | 20.00 | 10777.60 |
80 | 2009.12.07 18:50 | t/p | 39 | 1.00 | 1.48641 | 0.00000 | 1.48641 | 20.00 | 10797.60 |
81 | 2009.12.07 18:50 | buy | 41 | 1.00 | 1.48833 | 0.00000 | 1.48853 | ||
82 | 2009.12.07 18:50 | sell | 42 | 1.00 | 1.48825 | 0.00000 | 1.48805 | ||
83 | 2009.12.07 18:52 | t/p | 42 | 1.00 | 1.48805 | 0.00000 | 1.48805 | 20.00 | 10817.60 |
84 | 2009.12.07 19:20 | t/p | 41 | 1.00 | 1.48853 | 0.00000 | 1.48853 | 20.00 | 10837.60 |
85 | 2009.12.07 19:20 | buy | 43 | 1.00 | 1.48903 | 0.00000 | 1.48923 | ||
86 | 2009.12.07 19:20 | sell | 44 | 1.00 | 1.48895 | 0.00000 | 1.48875 | ||
87 | 2009.12.07 19:22 | t/p | 44 | 1.00 | 1.48875 | 0.00000 | 1.48875 | 20.00 | 10857.60 |
88 | 2010.01.15 22:57 | close at stop | 43 | 1.00 | 1.43843 | 0.00000 | 1.48923 | -5051.80 | 5805.80 |