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 | S1="---------------- Entry Settings"; SSP=7; Kmax=50.6; CountBars=300; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1001.18 | Gross profit | 1751.16 | Gross loss | -749.98 |
Profit factor | 2.33 | Expected payoff | 19.63 | ||
Absolute drawdown | 49.80 | Maximal drawdown | 586.66 (5.20%) | Relative drawdown | 5.20% (586.66) |
Total trades | 51 | Short positions (won %) | 34 (61.76%) | Long positions (won %) | 17 (29.41%) |
Profit trades (% of total) | 26 (50.98%) | Loss trades (% of total) | 25 (49.02%) | ||
Largest | profit trade | 192.04 | loss trade | -199.88 | |
Average | profit trade | 67.35 | loss trade | -30.00 | |
Maximum | consecutive wins (profit in money) | 8 (605.88) | consecutive losses (loss in money) | 5 (-435.02) | |
Maximal | consecutive profit (count of wins) | 605.88 (8) | consecutive loss (count of losses) | -435.02 (5) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 00:00 | sell | 1 | 0.10 | 1.50748 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 06:00 | buy | 2 | 0.10 | 1.50924 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 06:00 | close | 1 | 0.10 | 1.50924 | 0.00000 | 0.00000 | -17.60 | 9982.40 |
4 | 2009.12.02 11:00 | buy | 3 | 0.10 | 1.51008 | 0.00000 | 0.00000 | ||
5 | 2009.12.02 14:00 | sell | 4 | 0.10 | 1.50899 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 14:00 | close | 3 | 0.10 | 1.50899 | 0.00000 | 0.00000 | -10.90 | 9971.50 |
7 | 2009.12.02 14:00 | close | 2 | 0.10 | 1.50899 | 0.00000 | 0.00000 | -2.50 | 9969.00 |
8 | 2009.12.03 02:00 | buy | 5 | 0.10 | 1.50790 | 0.00000 | 0.00000 | ||
9 | 2009.12.03 02:00 | close | 4 | 0.10 | 1.50790 | 0.00000 | 0.00000 | 10.78 | 9979.78 |
10 | 2009.12.03 11:00 | sell | 6 | 0.10 | 1.51164 | 0.00000 | 0.00000 | ||
11 | 2009.12.03 11:00 | close | 5 | 0.10 | 1.51164 | 0.00000 | 0.00000 | 37.40 | 10017.18 |
12 | 2009.12.04 07:40 | close | 6 | 0.10 | 1.50691 | 0.00000 | 0.00000 | 47.26 | 10064.44 |
13 | 2009.12.04 12:00 | sell | 7 | 0.10 | 1.50605 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 04:00 | buy | 8 | 0.10 | 1.48896 | 0.00000 | 0.00000 | ||
15 | 2009.12.07 04:00 | close | 7 | 0.10 | 1.48896 | 0.00000 | 0.00000 | 170.86 | 10235.30 |
16 | 2009.12.07 09:20 | close | 8 | 0.10 | 1.48427 | 0.00000 | 0.00000 | -46.90 | 10188.40 |
17 | 2009.12.08 05:00 | buy | 9 | 0.10 | 1.48434 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 08:20 | close | 9 | 0.10 | 1.48139 | 0.00000 | 0.00000 | -29.50 | 10158.90 |
19 | 2009.12.08 12:00 | buy | 10 | 0.10 | 1.48357 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 14:00 | sell | 11 | 0.10 | 1.47896 | 0.00000 | 0.00000 | ||
21 | 2009.12.08 14:00 | close | 10 | 0.10 | 1.47896 | 0.00000 | 0.00000 | -46.10 | 10112.80 |
22 | 2009.12.09 04:00 | buy | 12 | 0.10 | 1.47337 | 0.00000 | 0.00000 | ||
23 | 2009.12.09 04:00 | close | 11 | 0.10 | 1.47337 | 0.00000 | 0.00000 | 55.86 | 10168.66 |
24 | 2009.12.09 14:00 | sell | 13 | 0.10 | 1.47259 | 0.00000 | 0.00000 | ||
25 | 2009.12.09 14:00 | close | 12 | 0.10 | 1.47259 | 0.00000 | 0.00000 | -7.80 | 10160.86 |
26 | 2009.12.10 06:00 | sell | 14 | 0.10 | 1.47112 | 0.00000 | 0.00000 | ||
27 | 2009.12.10 12:20 | close | 14 | 0.10 | 1.47478 | 0.00000 | 0.00000 | -36.60 | 10124.26 |
28 | 2009.12.10 12:20 | close | 13 | 0.10 | 1.47478 | 0.00000 | 0.00000 | -22.02 | 10102.24 |
29 | 2009.12.11 05:00 | sell | 15 | 0.10 | 1.47267 | 0.00000 | 0.00000 | ||
30 | 2009.12.11 06:50 | close | 15 | 0.10 | 1.47385 | 0.00000 | 0.00000 | -11.80 | 10090.44 |
31 | 2009.12.14 02:00 | buy | 16 | 0.10 | 1.46248 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 05:00 | sell | 17 | 0.10 | 1.46247 | 0.00000 | 0.00000 | ||
33 | 2009.12.14 05:00 | close | 16 | 0.10 | 1.46247 | 0.00000 | 0.00000 | -0.10 | 10090.34 |
34 | 2009.12.14 14:00 | sell | 18 | 0.10 | 1.46379 | 0.00000 | 0.00000 | ||
35 | 2009.12.15 03:00 | sell | 19 | 0.10 | 1.46521 | 0.00000 | 0.00000 | ||
36 | 2009.12.16 02:00 | buy | 20 | 0.10 | 1.45383 | 0.00000 | 0.00000 | ||
37 | 2009.12.16 02:00 | close | 19 | 0.10 | 1.45383 | 0.00000 | 0.00000 | 113.76 | 10204.10 |
38 | 2009.12.16 02:00 | close | 18 | 0.10 | 1.45383 | 0.00000 | 0.00000 | 99.52 | 10303.62 |
39 | 2009.12.16 02:00 | close | 17 | 0.10 | 1.45383 | 0.00000 | 0.00000 | 86.32 | 10389.94 |
40 | 2009.12.16 06:00 | sell | 21 | 0.10 | 1.45370 | 0.00000 | 0.00000 | ||
41 | 2009.12.16 06:00 | close | 20 | 0.10 | 1.45370 | 0.00000 | 0.00000 | -1.30 | 10388.64 |
42 | 2009.12.16 10:00 | sell | 22 | 0.10 | 1.45469 | 0.00000 | 0.00000 | ||
43 | 2009.12.16 11:15 | close | 22 | 0.10 | 1.45647 | 0.00000 | 0.00000 | -17.80 | 10370.84 |
44 | 2009.12.16 11:15 | close | 21 | 0.10 | 1.45647 | 0.00000 | 0.00000 | -27.70 | 10343.14 |
45 | 2009.12.16 19:00 | sell | 23 | 0.10 | 1.45366 | 0.00000 | 0.00000 | ||
46 | 2009.12.18 02:00 | buy | 24 | 0.10 | 1.43444 | 0.00000 | 0.00000 | ||
47 | 2009.12.18 02:00 | close | 23 | 0.10 | 1.43444 | 0.00000 | 0.00000 | 192.04 | 10535.18 |
48 | 2009.12.18 06:00 | sell | 25 | 0.10 | 1.43940 | 0.00000 | 0.00000 | ||
49 | 2009.12.18 06:00 | close | 24 | 0.10 | 1.43940 | 0.00000 | 0.00000 | 49.60 | 10584.78 |
50 | 2009.12.18 12:00 | sell | 26 | 0.10 | 1.43883 | 0.00000 | 0.00000 | ||
51 | 2009.12.21 20:00 | sell | 27 | 0.10 | 1.42940 | 0.00000 | 0.00000 | ||
52 | 2009.12.22 13:00 | sell | 28 | 0.10 | 1.42810 | 0.00000 | 0.00000 | ||
53 | 2009.12.23 01:00 | buy | 29 | 0.10 | 1.42553 | 0.00000 | 0.00000 | ||
54 | 2009.12.23 01:00 | close | 28 | 0.10 | 1.42553 | 0.00000 | 0.00000 | 25.66 | 10610.44 |
55 | 2009.12.23 01:00 | close | 27 | 0.10 | 1.42553 | 0.00000 | 0.00000 | 38.62 | 10649.06 |
56 | 2009.12.23 01:00 | close | 26 | 0.10 | 1.42553 | 0.00000 | 0.00000 | 132.88 | 10781.94 |
57 | 2009.12.23 01:00 | close | 25 | 0.10 | 1.42553 | 0.00000 | 0.00000 | 138.58 | 10920.52 |
58 | 2009.12.23 03:00 | sell | 30 | 0.10 | 1.42716 | 0.00000 | 0.00000 | ||
59 | 2009.12.23 03:00 | close | 29 | 0.10 | 1.42716 | 0.00000 | 0.00000 | 16.30 | 10936.82 |
60 | 2009.12.23 05:00 | buy | 31 | 0.10 | 1.42594 | 0.00000 | 0.00000 | ||
61 | 2009.12.23 05:00 | close | 30 | 0.10 | 1.42594 | 0.00000 | 0.00000 | 12.20 | 10949.02 |
62 | 2009.12.23 09:00 | sell | 32 | 0.10 | 1.42554 | 0.00000 | 0.00000 | ||
63 | 2009.12.23 09:00 | close | 31 | 0.10 | 1.42554 | 0.00000 | 0.00000 | -4.00 | 10945.02 |
64 | 2009.12.23 13:40 | close | 32 | 0.10 | 1.42695 | 0.00000 | 0.00000 | -14.10 | 10930.92 |
65 | 2009.12.24 02:00 | sell | 33 | 0.10 | 1.43348 | 0.00000 | 0.00000 | ||
66 | 2009.12.24 05:00 | buy | 34 | 0.10 | 1.43410 | 0.00000 | 0.00000 | ||
67 | 2009.12.24 05:00 | close | 33 | 0.10 | 1.43410 | 0.00000 | 0.00000 | -6.20 | 10924.72 |
68 | 2009.12.28 05:00 | buy | 35 | 0.10 | 1.43908 | 0.00000 | 0.00000 | ||
69 | 2009.12.28 07:00 | sell | 36 | 0.10 | 1.43896 | 0.00000 | 0.00000 | ||
70 | 2009.12.28 07:00 | close | 35 | 0.10 | 1.43896 | 0.00000 | 0.00000 | -1.20 | 10923.52 |
71 | 2009.12.28 07:00 | close | 34 | 0.10 | 1.43896 | 0.00000 | 0.00000 | 48.64 | 10972.16 |
72 | 2009.12.28 19:00 | sell | 37 | 0.10 | 1.43829 | 0.00000 | 0.00000 | ||
73 | 2009.12.29 07:50 | close | 37 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -4.94 | 10967.22 |
74 | 2009.12.29 07:50 | close | 36 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 1.76 | 10968.98 |
75 | 2009.12.31 05:00 | sell | 38 | 0.10 | 1.43640 | 0.00000 | 0.00000 | ||
76 | 2010.01.04 09:02 | close | 38 | 0.10 | 1.43241 | 0.00000 | 0.00000 | 39.82 | 11008.80 |
77 | 2010.01.05 03:00 | buy | 39 | 0.10 | 1.44201 | 0.00000 | 0.00000 | ||
78 | 2010.01.05 04:00 | sell | 40 | 0.10 | 1.44142 | 0.00000 | 0.00000 | ||
79 | 2010.01.05 04:00 | close | 39 | 0.10 | 1.44142 | 0.00000 | 0.00000 | -5.90 | 11002.90 |
80 | 2010.01.05 11:00 | sell | 41 | 0.10 | 1.44310 | 0.00000 | 0.00000 | ||
81 | 2010.01.06 10:46 | close | 41 | 0.10 | 1.43833 | 0.00000 | 0.00000 | 47.66 | 11050.56 |
82 | 2010.01.06 10:46 | close | 40 | 0.10 | 1.43833 | 0.00000 | 0.00000 | 30.86 | 11081.42 |
83 | 2010.01.06 13:00 | sell | 42 | 0.10 | 1.43476 | 0.00000 | 0.00000 | ||
84 | 2010.01.07 05:00 | sell | 43 | 0.10 | 1.44046 | 0.00000 | 0.00000 | ||
85 | 2010.01.07 21:00 | buy | 44 | 0.10 | 1.43273 | 0.00000 | 0.00000 | ||
86 | 2010.01.07 21:00 | close | 43 | 0.10 | 1.43273 | 0.00000 | 0.00000 | 77.30 | 11158.72 |
87 | 2010.01.07 21:00 | close | 42 | 0.10 | 1.43273 | 0.00000 | 0.00000 | 20.18 | 11178.90 |
88 | 2010.01.08 09:00 | buy | 45 | 0.10 | 1.43190 | 0.00000 | 0.00000 | ||
89 | 2010.01.08 11:00 | sell | 46 | 0.10 | 1.43223 | 0.00000 | 0.00000 | ||
90 | 2010.01.08 11:00 | close | 45 | 0.10 | 1.43223 | 0.00000 | 0.00000 | 3.30 | 11182.20 |
91 | 2010.01.08 11:00 | close | 44 | 0.10 | 1.43223 | 0.00000 | 0.00000 | -4.98 | 11177.22 |
92 | 2010.01.08 17:00 | sell | 47 | 0.10 | 1.43248 | 0.00000 | 0.00000 | ||
93 | 2010.01.11 19:00 | sell | 48 | 0.10 | 1.45081 | 0.00000 | 0.00000 | ||
94 | 2010.01.12 08:46 | close | 48 | 0.10 | 1.45221 | 0.00000 | 0.00000 | -14.04 | 11163.18 |
95 | 2010.01.12 08:46 | close | 47 | 0.10 | 1.45221 | 0.00000 | 0.00000 | -197.38 | 10965.80 |
96 | 2010.01.12 08:46 | close | 46 | 0.10 | 1.45221 | 0.00000 | 0.00000 | -199.88 | 10765.92 |
97 | 2010.01.12 13:00 | sell | 49 | 0.10 | 1.44795 | 0.00000 | 0.00000 | ||
98 | 2010.01.13 07:40 | close | 49 | 0.10 | 1.44982 | 0.00000 | 0.00000 | -18.74 | 10747.18 |
99 | 2010.01.13 19:00 | sell | 50 | 0.10 | 1.45042 | 0.00000 | 0.00000 | ||
100 | 2010.01.14 10:00 | sell | 51 | 0.10 | 1.45210 | 0.00000 | 0.00000 | ||
101 | 2010.01.15 22:57 | close at stop | 51 | 0.10 | 1.43855 | 0.00000 | 0.00000 | 135.46 | 10882.64 |
102 | 2010.01.15 22:57 | close at stop | 50 | 0.10 | 1.43855 | 0.00000 | 0.00000 | 118.54 | 11001.18 |