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 | 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 | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1948.70 | Gross profit | 579.80 | Gross loss | -2528.50 |
Profit factor | 0.23 | Expected payoff | -64.96 | ||
Absolute drawdown | 3531.30 | Maximal drawdown | 4091.10 (38.74%) | Relative drawdown | 38.74% (4091.10) |
Total trades | 30 | Short positions (won %) | 15 (93.33%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 29 (96.67%) | Loss trades (% of total) | 1 (3.33%) | ||
Largest | profit trade | 20.00 | loss trade | -2528.50 | |
Average | profit trade | 19.99 | loss trade | -2528.50 | |
Maximum | consecutive wins (profit in money) | 29 (579.80) | consecutive losses (loss in money) | 1 (-2528.50) | |
Maximal | consecutive profit (count of wins) | 579.80 (29) | consecutive loss (count of losses) | -2528.50 (1) | |
Average | consecutive wins | 29 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:00 | buy | 1 | 1.00 | 1.47341 | 0.00000 | 1.47361 | ||
2 | 2009.11.02 00:00 | sell | 2 | 1.00 | 1.47325 | 0.00000 | 1.47305 | ||
3 | 2009.11.02 00:01 | t/p | 1 | 1.00 | 1.47361 | 0.00000 | 1.47361 | 20.00 | 10020.00 |
4 | 2009.11.02 00:26 | t/p | 2 | 1.00 | 1.47305 | 0.00000 | 1.47305 | 20.00 | 10040.00 |
5 | 2009.11.02 00:26 | buy | 3 | 1.00 | 1.47305 | 0.00000 | 1.47325 | ||
6 | 2009.11.02 00:26 | sell | 4 | 1.00 | 1.47289 | 0.00000 | 1.47269 | ||
7 | 2009.11.02 00:27 | t/p | 4 | 1.00 | 1.47269 | 0.00000 | 1.47269 | 20.00 | 10060.00 |
8 | 2009.11.02 01:35 | t/p | 3 | 1.00 | 1.47325 | 0.00000 | 1.47325 | 20.00 | 10080.00 |
9 | 2009.11.02 01:35 | buy | 5 | 1.00 | 1.47341 | 0.00000 | 1.47361 | ||
10 | 2009.11.02 01:35 | sell | 6 | 1.00 | 1.47325 | 0.00000 | 1.47305 | ||
11 | 2009.11.02 01:35 | t/p | 5 | 1.00 | 1.47361 | 0.00000 | 1.47361 | 20.00 | 10100.00 |
12 | 2009.11.02 01:50 | t/p | 6 | 1.00 | 1.47305 | 0.00000 | 1.47305 | 20.00 | 10120.00 |
13 | 2009.11.02 01:50 | buy | 7 | 1.00 | 1.47305 | 0.00000 | 1.47325 | ||
14 | 2009.11.02 01:50 | sell | 8 | 1.00 | 1.47289 | 0.00000 | 1.47269 | ||
15 | 2009.11.02 02:12 | t/p | 7 | 1.00 | 1.47325 | 0.00000 | 1.47325 | 20.00 | 10140.00 |
16 | 2009.11.02 02:28 | t/p | 8 | 1.00 | 1.47269 | 0.00000 | 1.47269 | 20.00 | 10160.00 |
17 | 2009.11.02 02:28 | buy | 9 | 1.00 | 1.47269 | 0.00000 | 1.47289 | ||
18 | 2009.11.02 02:28 | sell | 10 | 1.00 | 1.47253 | 0.00000 | 1.47233 | ||
19 | 2009.11.02 02:37 | t/p | 10 | 1.00 | 1.47233 | 0.00000 | 1.47233 | 20.00 | 10180.00 |
20 | 2009.11.02 02:54 | t/p | 9 | 1.00 | 1.47289 | 0.00000 | 1.47289 | 20.00 | 10200.00 |
21 | 2009.11.02 02:54 | buy | 11 | 1.00 | 1.47322 | 0.00000 | 1.47342 | ||
22 | 2009.11.02 02:54 | sell | 12 | 1.00 | 1.47306 | 0.00000 | 1.47286 | ||
23 | 2009.11.02 03:12 | t/p | 12 | 1.00 | 1.47286 | 0.00000 | 1.47286 | 20.00 | 10220.00 |
24 | 2009.11.02 03:17 | t/p | 11 | 1.00 | 1.47342 | 0.00000 | 1.47342 | 20.00 | 10240.00 |
25 | 2009.11.02 03:17 | buy | 13 | 1.00 | 1.47358 | 0.00000 | 1.47378 | ||
26 | 2009.11.02 03:17 | sell | 14 | 1.00 | 1.47342 | 0.00000 | 1.47322 | ||
27 | 2009.11.02 03:26 | t/p | 13 | 1.00 | 1.47378 | 0.00000 | 1.47378 | 20.00 | 10260.00 |
28 | 2009.11.02 20:12 | t/p | 14 | 1.00 | 1.47322 | 0.00000 | 1.47322 | 20.00 | 10280.00 |
29 | 2009.11.02 20:12 | buy | 15 | 1.00 | 1.47322 | 0.00000 | 1.47342 | ||
30 | 2009.11.02 20:12 | sell | 16 | 1.00 | 1.47306 | 0.00000 | 1.47286 | ||
31 | 2009.11.02 20:14 | t/p | 16 | 1.00 | 1.47286 | 0.00000 | 1.47286 | 20.00 | 10300.00 |
32 | 2009.11.02 20:16 | t/p | 15 | 1.00 | 1.47342 | 0.00000 | 1.47342 | 20.00 | 10320.00 |
33 | 2009.11.02 20:16 | buy | 17 | 1.00 | 1.47358 | 0.00000 | 1.47378 | ||
34 | 2009.11.02 20:16 | sell | 18 | 1.00 | 1.47342 | 0.00000 | 1.47322 | ||
35 | 2009.11.02 20:17 | t/p | 17 | 1.00 | 1.47378 | 0.00000 | 1.47378 | 20.00 | 10340.00 |
36 | 2009.11.03 10:24 | t/p | 18 | 1.00 | 1.47322 | 0.00000 | 1.47322 | 19.90 | 10359.90 |
37 | 2009.11.03 10:24 | buy | 19 | 1.00 | 1.47320 | 0.00000 | 1.47340 | ||
38 | 2009.11.03 10:24 | sell | 20 | 1.00 | 1.47304 | 0.00000 | 1.47284 | ||
39 | 2009.11.03 10:27 | t/p | 20 | 1.00 | 1.47284 | 0.00000 | 1.47284 | 20.00 | 10379.90 |
40 | 2009.11.04 05:17 | t/p | 19 | 1.00 | 1.47340 | 0.00000 | 1.47340 | 19.90 | 10399.80 |
41 | 2009.11.04 05:17 | buy | 21 | 1.00 | 1.47356 | 0.00000 | 1.47376 | ||
42 | 2009.11.04 05:17 | sell | 22 | 1.00 | 1.47340 | 0.00000 | 1.47320 | ||
43 | 2009.11.04 05:31 | t/p | 22 | 1.00 | 1.47320 | 0.00000 | 1.47320 | 20.00 | 10419.80 |
44 | 2009.11.04 07:06 | t/p | 21 | 1.00 | 1.47376 | 0.00000 | 1.47376 | 20.00 | 10439.80 |
45 | 2009.11.04 07:06 | buy | 23 | 1.00 | 1.47393 | 0.00000 | 1.47413 | ||
46 | 2009.11.04 07:06 | sell | 24 | 1.00 | 1.47377 | 0.00000 | 1.47357 | ||
47 | 2009.11.04 07:10 | t/p | 24 | 1.00 | 1.47357 | 0.00000 | 1.47357 | 20.00 | 10459.80 |
48 | 2009.11.04 07:46 | t/p | 23 | 1.00 | 1.47413 | 0.00000 | 1.47413 | 20.00 | 10479.80 |
49 | 2009.11.04 07:46 | buy | 25 | 1.00 | 1.47431 | 0.00000 | 1.47451 | ||
50 | 2009.11.04 07:46 | sell | 26 | 1.00 | 1.47415 | 0.00000 | 1.47395 | ||
51 | 2009.11.04 07:53 | t/p | 25 | 1.00 | 1.47451 | 0.00000 | 1.47451 | 20.00 | 10499.80 |
52 | 2009.11.04 08:05 | t/p | 26 | 1.00 | 1.47395 | 0.00000 | 1.47395 | 20.00 | 10519.80 |
53 | 2009.11.04 08:05 | buy | 27 | 1.00 | 1.47395 | 0.00000 | 1.47415 | ||
54 | 2009.11.04 08:05 | sell | 28 | 1.00 | 1.47379 | 0.00000 | 1.47359 | ||
55 | 2009.11.04 08:05 | t/p | 27 | 1.00 | 1.47415 | 0.00000 | 1.47415 | 20.00 | 10539.80 |
56 | 2009.11.04 08:46 | t/p | 28 | 1.00 | 1.47359 | 0.00000 | 1.47359 | 20.00 | 10559.80 |
57 | 2009.11.04 08:46 | buy | 29 | 1.00 | 1.47359 | 0.00000 | 1.47379 | ||
58 | 2009.11.04 08:46 | sell | 30 | 1.00 | 1.47343 | 0.00000 | 1.47323 | ||
59 | 2009.11.04 08:47 | t/p | 29 | 1.00 | 1.47379 | 0.00000 | 1.47379 | 20.00 | 10579.80 |
60 | 2009.11.27 22:59 | close at stop | 30 | 1.00 | 1.49869 | 0.00000 | 1.47323 | -2528.50 | 8051.30 |