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 | HeikenTF=1440; MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=500; Stoploss=3000; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.005; Use_V63D_Divergence=false; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=50; PipsLoss=300; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1580.40 | Gross profit | 2647.44 | Gross loss | -1067.04 |
Profit factor | 2.48 | Expected payoff | 23.59 | ||
Absolute drawdown | 377.54 | Maximal drawdown | 2441.84 (20.24%) | Relative drawdown | 20.24% (2441.84) |
Total trades | 67 | Short positions (won %) | 54 (85.19%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 57 (85.07%) | Loss trades (% of total) | 10 (14.93%) | ||
Largest | profit trade | 50.06 | loss trade | -300.88 | |
Average | profit trade | 46.45 | loss trade | -106.70 | |
Maximum | consecutive wins (profit in money) | 47 (2348.48) | consecutive losses (loss in money) | 7 (-164.40) | |
Maximal | consecutive profit (count of wins) | 2348.48 (47) | consecutive loss (count of losses) | -902.64 (3) | |
Average | consecutive wins | 29 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 08:20 | buy | 1 | 0.10 | 1.50672 | 1.47672 | 1.51172 | ||
2 | 2009.12.03 08:20 | t/p | 1 | 0.10 | 1.51172 | 1.47672 | 1.51172 | 50.06 | 10050.06 |
3 | 2009.12.07 11:32 | sell | 2 | 0.10 | 1.48285 | 1.51285 | 1.47785 | ||
4 | 2009.12.08 10:20 | sell | 3 | 0.10 | 1.48367 | 1.51367 | 1.47867 | ||
5 | 2009.12.08 10:45 | sell | 4 | 0.10 | 1.48438 | 1.51438 | 1.47938 | ||
6 | 2009.12.08 10:50 | sell | 5 | 0.10 | 1.48509 | 1.51509 | 1.48009 | ||
7 | 2009.12.08 12:50 | t/p | 5 | 0.10 | 1.48009 | 1.51509 | 1.48009 | 50.00 | 10100.06 |
8 | 2009.12.08 13:02 | t/p | 3 | 0.10 | 1.47867 | 1.51367 | 1.47867 | 50.00 | 10150.06 |
9 | 2009.12.08 13:02 | t/p | 4 | 0.10 | 1.47938 | 1.51438 | 1.47938 | 50.00 | 10200.06 |
10 | 2009.12.08 13:07 | t/p | 2 | 0.10 | 1.47785 | 1.51285 | 1.47785 | 49.96 | 10250.02 |
11 | 2009.12.09 09:15 | sell | 6 | 0.10 | 1.47328 | 1.50328 | 1.46828 | ||
12 | 2009.12.09 09:20 | sell | 7 | 0.10 | 1.47411 | 1.50411 | 1.46911 | ||
13 | 2009.12.09 09:50 | sell | 8 | 0.10 | 1.47498 | 1.50498 | 1.46998 | ||
14 | 2009.12.09 14:20 | sell | 9 | 0.10 | 1.47718 | 1.50718 | 1.47218 | ||
15 | 2009.12.09 15:15 | t/p | 9 | 0.10 | 1.47218 | 1.50718 | 1.47218 | 50.00 | 10300.02 |
16 | 2009.12.09 18:20 | t/p | 7 | 0.10 | 1.46911 | 1.50411 | 1.46911 | 50.00 | 10350.02 |
17 | 2009.12.09 18:20 | t/p | 8 | 0.10 | 1.46998 | 1.50498 | 1.46998 | 50.00 | 10400.02 |
18 | 2009.12.09 19:20 | t/p | 6 | 0.10 | 1.46828 | 1.50328 | 1.46828 | 50.00 | 10450.02 |
19 | 2009.12.09 20:40 | sell | 10 | 0.10 | 1.47085 | 1.50085 | 1.46585 | ||
20 | 2009.12.09 20:45 | sell | 11 | 0.10 | 1.47151 | 1.50151 | 1.46651 | ||
21 | 2009.12.09 20:50 | sell | 12 | 0.10 | 1.47217 | 1.50217 | 1.46717 | ||
22 | 2009.12.09 21:15 | sell | 13 | 0.10 | 1.47317 | 1.50317 | 1.46817 | ||
23 | 2009.12.09 21:20 | sell | 14 | 0.10 | 1.47380 | 1.50380 | 1.46880 | ||
24 | 2009.12.10 09:37 | t/p | 14 | 0.10 | 1.46880 | 1.50380 | 1.46880 | 49.88 | 10499.90 |
25 | 2009.12.11 09:20 | sell | 15 | 0.10 | 1.47424 | 1.50424 | 1.46924 | ||
26 | 2009.12.11 09:45 | sell | 16 | 0.10 | 1.47465 | 1.50465 | 1.46965 | ||
27 | 2009.12.11 09:50 | sell | 17 | 0.10 | 1.47506 | 1.50506 | 1.47006 | ||
28 | 2009.12.11 15:13 | t/p | 17 | 0.10 | 1.47006 | 1.50506 | 1.47006 | 50.00 | 10549.90 |
29 | 2009.12.11 15:20 | t/p | 15 | 0.10 | 1.46924 | 1.50424 | 1.46924 | 50.00 | 10599.90 |
30 | 2009.12.11 15:20 | t/p | 16 | 0.10 | 1.46965 | 1.50465 | 1.46965 | 50.00 | 10649.90 |
31 | 2009.12.11 15:26 | t/p | 11 | 0.10 | 1.46651 | 1.50151 | 1.46651 | 49.84 | 10699.74 |
32 | 2009.12.11 15:26 | t/p | 12 | 0.10 | 1.46717 | 1.50217 | 1.46717 | 49.84 | 10749.58 |
33 | 2009.12.11 15:26 | t/p | 13 | 0.10 | 1.46817 | 1.50317 | 1.46817 | 49.84 | 10799.42 |
34 | 2009.12.11 15:40 | t/p | 10 | 0.10 | 1.46585 | 1.50085 | 1.46585 | 49.84 | 10849.26 |
35 | 2009.12.11 18:59 | sell | 18 | 0.10 | 1.46245 | 1.49245 | 1.45745 | ||
36 | 2009.12.14 16:50 | sell | 19 | 0.10 | 1.46577 | 1.49577 | 1.46077 | ||
37 | 2009.12.14 18:46 | sell | 20 | 0.10 | 1.46650 | 1.49650 | 1.46150 | ||
38 | 2009.12.15 08:50 | t/p | 19 | 0.10 | 1.46077 | 1.49577 | 1.46077 | 49.96 | 10899.22 |
39 | 2009.12.15 08:50 | t/p | 20 | 0.10 | 1.46150 | 1.49650 | 1.46150 | 49.96 | 10949.18 |
40 | 2009.12.15 09:20 | t/p | 18 | 0.10 | 1.45745 | 1.49245 | 1.45745 | 49.92 | 10999.10 |
41 | 2009.12.16 07:15 | sell | 21 | 0.10 | 1.45514 | 1.48514 | 1.45014 | ||
42 | 2009.12.16 07:20 | sell | 22 | 0.10 | 1.45588 | 1.48588 | 1.45088 | ||
43 | 2009.12.16 20:02 | sell | 23 | 0.10 | 1.45679 | 1.48679 | 1.45179 | ||
44 | 2009.12.16 20:07 | sell | 24 | 0.10 | 1.45737 | 1.48737 | 1.45237 | ||
45 | 2009.12.16 20:20 | t/p | 23 | 0.10 | 1.45179 | 1.48679 | 1.45179 | 50.00 | 11049.10 |
46 | 2009.12.16 20:20 | t/p | 24 | 0.10 | 1.45237 | 1.48737 | 1.45237 | 50.00 | 11099.10 |
47 | 2009.12.16 20:50 | t/p | 22 | 0.10 | 1.45088 | 1.48588 | 1.45088 | 50.00 | 11149.10 |
48 | 2009.12.17 02:33 | t/p | 21 | 0.10 | 1.45014 | 1.48514 | 1.45014 | 49.88 | 11198.98 |
49 | 2009.12.17 19:45 | sell | 25 | 0.10 | 1.43413 | 1.46413 | 1.42913 | ||
50 | 2009.12.17 19:50 | sell | 26 | 0.10 | 1.43469 | 1.46469 | 1.42969 | ||
51 | 2009.12.18 08:50 | sell | 27 | 0.10 | 1.43938 | 1.46938 | 1.43438 | ||
52 | 2009.12.18 13:50 | t/p | 27 | 0.10 | 1.43438 | 1.46938 | 1.43438 | 50.00 | 11248.98 |
53 | 2009.12.18 15:50 | sell | 28 | 0.10 | 1.43559 | 1.46559 | 1.43059 | ||
54 | 2009.12.18 16:40 | t/p | 28 | 0.10 | 1.43059 | 1.46559 | 1.43059 | 50.00 | 11298.98 |
55 | 2009.12.18 16:45 | t/p | 25 | 0.10 | 1.42913 | 1.46413 | 1.42913 | 49.96 | 11348.94 |
56 | 2009.12.18 16:45 | t/p | 26 | 0.10 | 1.42969 | 1.46469 | 1.42969 | 49.96 | 11398.90 |
57 | 2009.12.18 18:45 | sell | 29 | 0.10 | 1.43088 | 1.46088 | 1.42588 | ||
58 | 2009.12.18 18:50 | sell | 30 | 0.10 | 1.43174 | 1.46174 | 1.42674 | ||
59 | 2009.12.21 11:15 | sell | 31 | 0.10 | 1.43267 | 1.46267 | 1.42767 | ||
60 | 2009.12.21 11:40 | sell | 32 | 0.10 | 1.43328 | 1.46328 | 1.42828 | ||
61 | 2009.12.21 11:45 | sell | 33 | 0.10 | 1.43379 | 1.46379 | 1.42879 | ||
62 | 2009.12.21 11:50 | sell | 34 | 0.10 | 1.43429 | 1.46429 | 1.42929 | ||
63 | 2009.12.21 19:20 | t/p | 34 | 0.10 | 1.42929 | 1.46429 | 1.42929 | 50.00 | 11448.90 |
64 | 2009.12.21 19:50 | t/p | 33 | 0.10 | 1.42879 | 1.46379 | 1.42879 | 50.00 | 11498.90 |
65 | 2009.12.21 21:15 | t/p | 32 | 0.10 | 1.42828 | 1.46328 | 1.42828 | 50.00 | 11548.90 |
66 | 2009.12.21 21:20 | t/p | 31 | 0.10 | 1.42767 | 1.46267 | 1.42767 | 50.00 | 11598.90 |
67 | 2009.12.21 23:20 | t/p | 30 | 0.10 | 1.42674 | 1.46174 | 1.42674 | 49.96 | 11648.86 |
68 | 2009.12.22 14:50 | sell | 35 | 0.10 | 1.43154 | 1.46154 | 1.42654 | ||
69 | 2009.12.22 16:20 | t/p | 35 | 0.10 | 1.42654 | 1.46154 | 1.42654 | 50.00 | 11698.86 |
70 | 2009.12.22 16:45 | t/p | 29 | 0.10 | 1.42588 | 1.46088 | 1.42588 | 49.92 | 11748.78 |
71 | 2009.12.22 18:35 | sell | 36 | 0.10 | 1.42653 | 1.45653 | 1.42153 | ||
72 | 2009.12.22 18:45 | sell | 37 | 0.10 | 1.42701 | 1.45701 | 1.42201 | ||
73 | 2009.12.22 18:59 | sell | 38 | 0.10 | 1.42748 | 1.45748 | 1.42248 | ||
74 | 2009.12.24 03:20 | sell | 39 | 0.10 | 1.43539 | 1.46539 | 1.43039 | ||
75 | 2009.12.30 03:10 | buy | 40 | 0.10 | 1.43145 | 1.40145 | 1.43645 | ||
76 | 2009.12.30 03:20 | buy | 41 | 0.10 | 1.43068 | 1.40068 | 1.43568 | ||
77 | 2009.12.30 08:50 | t/p | 41 | 0.10 | 1.43568 | 1.40068 | 1.43568 | 50.00 | 11798.78 |
78 | 2009.12.30 15:40 | t/p | 39 | 0.10 | 1.43039 | 1.46539 | 1.43039 | 49.84 | 11848.62 |
79 | 2009.12.31 02:45 | t/p | 40 | 0.10 | 1.43645 | 1.40145 | 1.43645 | 50.06 | 11898.68 |
80 | 2009.12.31 09:02 | sell | 42 | 0.10 | 1.44154 | 1.47154 | 1.43654 | ||
81 | 2009.12.31 15:50 | t/p | 42 | 0.10 | 1.43654 | 1.47154 | 1.43654 | 50.00 | 11948.68 |
82 | 2010.01.04 08:37 | buy | 43 | 0.10 | 1.42697 | 1.39697 | 1.43197 | ||
83 | 2010.01.04 09:02 | t/p | 43 | 0.10 | 1.43197 | 1.39697 | 1.43197 | 50.00 | 11998.68 |
84 | 2010.01.07 09:02 | sell | 44 | 0.10 | 1.43961 | 1.46961 | 1.43461 | ||
85 | 2010.01.07 11:20 | t/p | 44 | 0.10 | 1.43461 | 1.46961 | 1.43461 | 50.00 | 12048.68 |
86 | 2010.01.08 14:35 | sell | 45 | 0.10 | 1.43096 | 1.46096 | 1.42596 | ||
87 | 2010.01.08 18:00 | sell | 46 | 0.10 | 1.43551 | 1.46551 | 1.43051 | ||
88 | 2010.01.08 18:10 | sell | 47 | 0.10 | 1.43660 | 1.46660 | 1.43160 | ||
89 | 2010.01.08 18:15 | sell | 48 | 0.10 | 1.43733 | 1.46733 | 1.43233 | ||
90 | 2010.01.08 18:20 | sell | 49 | 0.10 | 1.43807 | 1.46807 | 1.43307 | ||
91 | 2010.01.08 18:40 | sell | 50 | 0.10 | 1.43900 | 1.46900 | 1.43400 | ||
92 | 2010.01.08 18:45 | sell | 51 | 0.10 | 1.43989 | 1.46989 | 1.43489 | ||
93 | 2010.01.08 18:50 | sell | 52 | 0.10 | 1.44078 | 1.47078 | 1.43578 | ||
94 | 2010.01.11 09:40 | sell | 53 | 0.10 | 1.45189 | 1.48189 | 1.44689 | ||
95 | 2010.01.11 09:45 | sell | 54 | 0.10 | 1.45250 | 1.48250 | 1.44750 | ||
96 | 2010.01.11 09:50 | sell | 55 | 0.10 | 1.45310 | 1.48310 | 1.44810 | ||
97 | 2010.01.11 12:15 | sell | 56 | 0.10 | 1.45376 | 1.48376 | 1.44876 | ||
98 | 2010.01.11 12:20 | sell | 57 | 0.10 | 1.45428 | 1.48428 | 1.44928 | ||
99 | 2010.01.11 16:50 | sell | 58 | 0.10 | 1.45533 | 1.48533 | 1.45033 | ||
100 | 2010.01.11 23:20 | t/p | 58 | 0.10 | 1.45033 | 1.48533 | 1.45033 | 50.00 | 12098.68 |
101 | 2010.01.12 01:20 | t/p | 57 | 0.10 | 1.44928 | 1.48428 | 1.44928 | 49.96 | 12148.64 |
102 | 2010.01.12 02:02 | t/p | 56 | 0.10 | 1.44876 | 1.48376 | 1.44876 | 49.96 | 12198.60 |
103 | 2010.01.12 02:07 | t/p | 55 | 0.10 | 1.44810 | 1.48310 | 1.44810 | 49.96 | 12248.56 |
104 | 2010.01.12 03:15 | t/p | 53 | 0.10 | 1.44689 | 1.48189 | 1.44689 | 49.96 | 12298.52 |
105 | 2010.01.12 03:15 | t/p | 54 | 0.10 | 1.44750 | 1.48250 | 1.44750 | 49.96 | 12348.48 |
106 | 2010.01.13 13:15 | s/l | 36 | 0.10 | 1.45653 | 1.45653 | 1.42153 | -300.88 | 12047.60 |
107 | 2010.01.13 13:20 | s/l | 37 | 0.10 | 1.45701 | 1.45701 | 1.42201 | -300.88 | 11746.72 |
108 | 2010.01.13 13:20 | s/l | 38 | 0.10 | 1.45748 | 1.45748 | 1.42248 | -300.88 | 11445.84 |
109 | 2010.01.15 09:10 | buy | 59 | 0.10 | 1.44013 | 1.41013 | 1.44513 | ||
110 | 2010.01.15 11:20 | buy | 60 | 0.10 | 1.43880 | 1.40880 | 1.44380 | ||
111 | 2010.01.15 12:10 | buy | 61 | 0.10 | 1.43822 | 1.40822 | 1.44322 | ||
112 | 2010.01.15 12:15 | buy | 62 | 0.10 | 1.43769 | 1.40769 | 1.44269 | ||
113 | 2010.01.15 12:20 | buy | 63 | 0.10 | 1.43700 | 1.40700 | 1.44200 | ||
114 | 2010.01.15 14:32 | buy | 64 | 0.10 | 1.43624 | 1.40624 | 1.44124 | ||
115 | 2010.01.15 16:50 | t/p | 52 | 0.10 | 1.43578 | 1.47078 | 1.43578 | 49.72 | 11495.56 |
116 | 2010.01.15 20:20 | buy | 65 | 0.10 | 1.43568 | 1.40568 | 1.44068 | ||
117 | 2010.01.15 20:45 | t/p | 51 | 0.10 | 1.43489 | 1.46989 | 1.43489 | 49.72 | 11545.28 |
118 | 2010.01.15 20:45 | buy | 66 | 0.10 | 1.43489 | 1.40489 | 1.43989 | ||
119 | 2010.01.15 20:50 | t/p | 50 | 0.10 | 1.43400 | 1.46900 | 1.43400 | 49.72 | 11595.00 |
120 | 2010.01.15 20:52 | buy | 67 | 0.10 | 1.43431 | 1.40431 | 1.43931 | ||
121 | 2010.01.15 22:57 | close at stop | 67 | 0.10 | 1.43843 | 1.40431 | 1.43931 | 41.20 | 11636.20 |
122 | 2010.01.15 22:57 | close at stop | 66 | 0.10 | 1.43843 | 1.40489 | 1.43989 | 35.40 | 11671.60 |
123 | 2010.01.15 22:57 | close at stop | 65 | 0.10 | 1.43843 | 1.40568 | 1.44068 | 27.50 | 11699.10 |
124 | 2010.01.15 22:57 | close at stop | 64 | 0.10 | 1.43843 | 1.40624 | 1.44124 | 21.90 | 11721.00 |
125 | 2010.01.15 22:57 | close at stop | 63 | 0.10 | 1.43843 | 1.40700 | 1.44200 | 14.30 | 11735.30 |
126 | 2010.01.15 22:57 | close at stop | 62 | 0.10 | 1.43843 | 1.40769 | 1.44269 | 7.40 | 11742.70 |
127 | 2010.01.15 22:57 | close at stop | 61 | 0.10 | 1.43843 | 1.40822 | 1.44322 | 2.10 | 11744.80 |
128 | 2010.01.15 22:57 | close at stop | 60 | 0.10 | 1.43843 | 1.40880 | 1.44380 | -3.70 | 11741.10 |
129 | 2010.01.15 22:57 | close at stop | 59 | 0.10 | 1.43843 | 1.41013 | 1.44513 | -17.00 | 11724.10 |
130 | 2010.01.15 22:57 | close at stop | 49 | 0.10 | 1.43854 | 1.46807 | 1.43307 | -4.98 | 11719.12 |
131 | 2010.01.15 22:57 | close at stop | 48 | 0.10 | 1.43854 | 1.46733 | 1.43233 | -12.38 | 11706.74 |
132 | 2010.01.15 22:57 | close at stop | 47 | 0.10 | 1.43854 | 1.46660 | 1.43160 | -19.68 | 11687.06 |
133 | 2010.01.15 22:57 | close at stop | 46 | 0.10 | 1.43854 | 1.46551 | 1.43051 | -30.58 | 11656.48 |
134 | 2010.01.15 22:57 | close at stop | 45 | 0.10 | 1.43854 | 1.46096 | 1.42596 | -76.08 | 11580.40 |