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 | StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=10; UseOptimizedValues=false; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10.30 | Gross profit | 54.70 | Gross loss | -65.00 |
Profit factor | 0.84 | Expected payoff | -0.41 | ||
Absolute drawdown | 21.50 | Maximal drawdown | 57.10 (0.57%) | Relative drawdown | 0.57% (57.10) |
Total trades | 25 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 12 (48.00%) | Loss trades (% of total) | 13 (52.00%) | ||
Largest | profit trade | 18.10 | loss trade | -5.00 | |
Average | profit trade | 4.56 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 4 (18.30) | consecutive losses (loss in money) | 3 (-15.00) | |
Maximal | consecutive profit (count of wins) | 35.80 (2) | consecutive loss (count of losses) | -15.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 08:47 | sell limit | 1 | 0.10 | 1.50836 | 1.50886 | 1.50685 | ||
2 | 2009.12.02 08:50 | sell | 1 | 0.10 | 1.50836 | 1.50886 | 1.50685 | ||
3 | 2009.12.02 08:57 | modify | 1 | 0.10 | 1.50836 | 1.50835 | 1.50685 | ||
4 | 2009.12.02 08:59 | s/l | 1 | 0.10 | 1.50835 | 1.50835 | 1.50685 | 0.10 | 10000.10 |
5 | 2009.12.02 09:07 | sell limit | 2 | 0.10 | 1.50836 | 1.50886 | 1.50696 | ||
6 | 2009.12.02 09:10 | sell | 2 | 0.10 | 1.50836 | 1.50886 | 1.50696 | ||
7 | 2009.12.02 09:12 | s/l | 2 | 0.10 | 1.50886 | 1.50886 | 1.50696 | -5.00 | 9995.10 |
8 | 2009.12.02 14:20 | sell limit | 3 | 0.10 | 1.50865 | 1.50915 | 1.50688 | ||
9 | 2009.12.02 14:27 | sell | 3 | 0.10 | 1.50865 | 1.50915 | 1.50688 | ||
10 | 2009.12.02 14:33 | modify | 3 | 0.10 | 1.50865 | 1.50864 | 1.50688 | ||
11 | 2009.12.02 14:46 | t/p | 3 | 0.10 | 1.50688 | 1.50864 | 1.50688 | 17.70 | 10012.80 |
12 | 2009.12.04 13:10 | buy limit | 4 | 0.10 | 1.50682 | 1.50632 | 1.50858 | ||
13 | 2009.12.04 13:42 | expiration | 4 | 0.10 | 1.50682 | 1.50632 | 1.50858 | ||
14 | 2009.12.04 14:40 | sell limit | 5 | 0.10 | 1.50563 | 1.50613 | 1.50100 | ||
15 | 2009.12.04 15:12 | expiration | 5 | 0.10 | 1.50563 | 1.50613 | 1.50100 | ||
16 | 2009.12.07 17:15 | sell limit | 6 | 0.10 | 1.48237 | 1.48287 | 1.48056 | ||
17 | 2009.12.07 17:32 | sell | 6 | 0.10 | 1.48237 | 1.48287 | 1.48056 | ||
18 | 2009.12.07 17:45 | modify | 6 | 0.10 | 1.48237 | 1.48236 | 1.48056 | ||
19 | 2009.12.07 18:15 | t/p | 6 | 0.10 | 1.48056 | 1.48236 | 1.48056 | 18.10 | 10030.90 |
20 | 2009.12.07 18:37 | sell limit | 7 | 0.10 | 1.48155 | 1.48205 | 1.47927 | ||
21 | 2009.12.07 18:40 | sell | 7 | 0.10 | 1.48155 | 1.48205 | 1.47927 | ||
22 | 2009.12.07 18:42 | s/l | 7 | 0.10 | 1.48205 | 1.48205 | 1.47927 | -5.00 | 10025.90 |
23 | 2009.12.08 12:15 | sell limit | 8 | 0.10 | 1.48222 | 1.48272 | 1.48058 | ||
24 | 2009.12.08 12:47 | expiration | 8 | 0.10 | 1.48222 | 1.48272 | 1.48058 | ||
25 | 2009.12.09 07:50 | sell limit | 9 | 0.10 | 1.47014 | 1.47064 | 1.46837 | ||
26 | 2009.12.09 07:57 | sell | 9 | 0.10 | 1.47014 | 1.47064 | 1.46837 | ||
27 | 2009.12.09 08:02 | modify | 9 | 0.10 | 1.47014 | 1.47013 | 1.46837 | ||
28 | 2009.12.09 08:10 | s/l | 9 | 0.10 | 1.47013 | 1.47013 | 1.46837 | 0.10 | 10026.00 |
29 | 2009.12.09 14:10 | buy limit | 10 | 0.10 | 1.47362 | 1.47312 | 1.47597 | ||
30 | 2009.12.09 14:42 | expiration | 10 | 0.10 | 1.47362 | 1.47312 | 1.47597 | ||
31 | 2009.12.09 14:57 | buy limit | 11 | 0.10 | 1.47362 | 1.47312 | 1.47538 | ||
32 | 2009.12.09 14:59 | buy | 11 | 0.10 | 1.47362 | 1.47312 | 1.47538 | ||
33 | 2009.12.09 15:00 | s/l | 11 | 0.10 | 1.47312 | 1.47312 | 1.47538 | -5.00 | 10021.00 |
34 | 2009.12.09 16:45 | buy limit | 12 | 0.10 | 1.47362 | 1.47312 | 1.47549 | ||
35 | 2009.12.09 17:15 | buy | 12 | 0.10 | 1.47362 | 1.47312 | 1.47549 | ||
36 | 2009.12.09 17:20 | s/l | 12 | 0.10 | 1.47312 | 1.47312 | 1.47549 | -5.00 | 10016.00 |
37 | 2009.12.10 08:10 | buy limit | 13 | 0.10 | 1.47285 | 1.47235 | 1.47448 | ||
38 | 2009.12.10 08:26 | buy | 13 | 0.10 | 1.47285 | 1.47235 | 1.47448 | ||
39 | 2009.12.10 08:35 | s/l | 13 | 0.10 | 1.47235 | 1.47235 | 1.47448 | -5.00 | 10011.00 |
40 | 2009.12.14 13:20 | buy limit | 14 | 0.10 | 1.46460 | 1.46410 | 1.46635 | ||
41 | 2009.12.14 13:27 | buy | 14 | 0.10 | 1.46460 | 1.46410 | 1.46635 | ||
42 | 2009.12.14 13:32 | modify | 14 | 0.10 | 1.46460 | 1.46461 | 1.46635 | ||
43 | 2009.12.14 13:40 | s/l | 14 | 0.10 | 1.46461 | 1.46461 | 1.46635 | 0.10 | 10011.10 |
44 | 2009.12.14 13:42 | buy limit | 15 | 0.10 | 1.46460 | 1.46410 | 1.46600 | ||
45 | 2009.12.14 13:45 | buy | 15 | 0.10 | 1.46460 | 1.46410 | 1.46600 | ||
46 | 2009.12.14 13:50 | s/l | 15 | 0.10 | 1.46410 | 1.46410 | 1.46600 | -5.00 | 10006.10 |
47 | 2009.12.14 15:40 | buy | 16 | 0.10 | 1.46462 | 1.46412 | 1.46582 | ||
48 | 2009.12.14 15:45 | s/l | 16 | 0.10 | 1.46412 | 1.46412 | 1.46582 | -5.00 | 10001.10 |
49 | 2009.12.14 16:50 | buy limit | 17 | 0.10 | 1.46506 | 1.46456 | 1.46707 | ||
50 | 2009.12.14 16:57 | buy | 17 | 0.10 | 1.46506 | 1.46456 | 1.46707 | ||
51 | 2009.12.14 17:02 | modify | 17 | 0.10 | 1.46506 | 1.46507 | 1.46707 | ||
52 | 2009.12.14 17:10 | s/l | 17 | 0.10 | 1.46507 | 1.46507 | 1.46707 | 0.10 | 10001.20 |
53 | 2009.12.18 08:16 | sell limit | 18 | 0.10 | 1.43577 | 1.43627 | 1.43367 | ||
54 | 2009.12.18 08:26 | sell | 18 | 0.10 | 1.43577 | 1.43627 | 1.43367 | ||
55 | 2009.12.18 08:26 | s/l | 18 | 0.10 | 1.43627 | 1.43627 | 1.43367 | -5.00 | 9996.20 |
56 | 2009.12.21 08:20 | buy limit | 19 | 0.10 | 1.43348 | 1.43298 | 1.43566 | ||
57 | 2009.12.21 08:45 | buy | 19 | 0.10 | 1.43348 | 1.43298 | 1.43566 | ||
58 | 2009.12.21 08:50 | s/l | 19 | 0.10 | 1.43298 | 1.43298 | 1.43566 | -5.00 | 9991.20 |
59 | 2009.12.21 11:07 | sell limit | 20 | 0.10 | 1.43190 | 1.43240 | 1.43047 | ||
60 | 2009.12.21 11:10 | sell | 20 | 0.10 | 1.43190 | 1.43240 | 1.43047 | ||
61 | 2009.12.21 11:15 | s/l | 20 | 0.10 | 1.43240 | 1.43240 | 1.43047 | -5.00 | 9986.20 |
62 | 2009.12.21 16:20 | sell limit | 21 | 0.10 | 1.43262 | 1.43312 | 1.43087 | ||
63 | 2009.12.21 16:52 | expiration | 21 | 0.10 | 1.43262 | 1.43312 | 1.43087 | ||
64 | 2009.12.21 16:52 | sell limit | 22 | 0.10 | 1.43262 | 1.43312 | 1.43108 | ||
65 | 2009.12.21 17:22 | expiration | 22 | 0.10 | 1.43262 | 1.43312 | 1.43108 | ||
66 | 2009.12.23 12:20 | buy limit | 23 | 0.10 | 1.42544 | 1.42494 | 1.42748 | ||
67 | 2009.12.23 12:53 | expiration | 23 | 0.10 | 1.42544 | 1.42494 | 1.42748 | ||
68 | 2009.12.28 17:26 | buy limit | 24 | 0.10 | 1.43929 | 1.43879 | 1.44078 | ||
69 | 2009.12.28 17:50 | buy | 24 | 0.10 | 1.43929 | 1.43879 | 1.44078 | ||
70 | 2009.12.28 18:16 | modify | 24 | 0.10 | 1.43929 | 1.43930 | 1.44078 | ||
71 | 2009.12.28 18:26 | s/l | 24 | 0.10 | 1.43930 | 1.43930 | 1.44078 | 0.10 | 9986.30 |
72 | 2009.12.31 13:10 | buy limit | 25 | 0.10 | 1.44013 | 1.43963 | 1.44171 | ||
73 | 2009.12.31 13:42 | expiration | 25 | 0.10 | 1.44013 | 1.43963 | 1.44171 | ||
74 | 2009.12.31 15:06 | buy | 26 | 0.10 | 1.44011 | 1.43961 | 1.44131 | ||
75 | 2009.12.31 15:10 | modify | 26 | 0.10 | 1.44011 | 1.44012 | 1.44131 | ||
76 | 2009.12.31 15:13 | s/l | 26 | 0.10 | 1.44012 | 1.44012 | 1.44131 | 0.10 | 9986.40 |
77 | 2010.01.05 14:02 | buy limit | 27 | 0.10 | 1.44412 | 1.44362 | 1.44573 | ||
78 | 2010.01.05 14:10 | buy | 27 | 0.10 | 1.44412 | 1.44362 | 1.44573 | ||
79 | 2010.01.05 14:15 | s/l | 27 | 0.10 | 1.44362 | 1.44362 | 1.44573 | -5.00 | 9981.40 |
80 | 2010.01.06 07:20 | sell limit | 28 | 0.10 | 1.43533 | 1.43583 | 1.43389 | ||
81 | 2010.01.06 07:27 | sell | 28 | 0.10 | 1.43533 | 1.43583 | 1.43389 | ||
82 | 2010.01.06 07:32 | modify | 28 | 0.10 | 1.43533 | 1.43532 | 1.43389 | ||
83 | 2010.01.06 07:37 | s/l | 28 | 0.10 | 1.43532 | 1.43532 | 1.43389 | 0.10 | 9981.50 |
84 | 2010.01.06 07:40 | sell limit | 29 | 0.10 | 1.43523 | 1.43573 | 1.43197 | ||
85 | 2010.01.06 08:12 | expiration | 29 | 0.10 | 1.43523 | 1.43573 | 1.43197 | ||
86 | 2010.01.08 08:05 | sell | 30 | 0.10 | 1.43076 | 1.43119 | 1.42956 | ||
87 | 2010.01.08 08:07 | modify | 30 | 0.10 | 1.43076 | 1.43075 | 1.42956 | ||
88 | 2010.01.08 08:10 | s/l | 30 | 0.10 | 1.43075 | 1.43075 | 1.42956 | 0.10 | 9981.60 |
89 | 2010.01.08 11:45 | sell limit | 31 | 0.10 | 1.43107 | 1.43157 | 1.42919 | ||
90 | 2010.01.08 12:17 | expiration | 31 | 0.10 | 1.43107 | 1.43157 | 1.42919 | ||
91 | 2010.01.08 17:20 | buy limit | 32 | 0.10 | 1.43389 | 1.43339 | 1.43569 | ||
92 | 2010.01.08 17:27 | buy | 32 | 0.10 | 1.43389 | 1.43339 | 1.43569 | ||
93 | 2010.01.08 17:40 | modify | 32 | 0.10 | 1.43389 | 1.43390 | 1.43569 | ||
94 | 2010.01.08 18:05 | t/p | 32 | 0.10 | 1.43569 | 1.43390 | 1.43569 | 18.00 | 9999.60 |
95 | 2010.01.12 09:50 | sell limit | 33 | 0.10 | 1.44869 | 1.44919 | 1.44663 | ||
96 | 2010.01.12 09:57 | sell | 33 | 0.10 | 1.44869 | 1.44919 | 1.44663 | ||
97 | 2010.01.12 09:59 | modify | 33 | 0.10 | 1.44869 | 1.44868 | 1.44663 | ||
98 | 2010.01.12 10:45 | s/l | 33 | 0.10 | 1.44868 | 1.44868 | 1.44663 | 0.10 | 9999.70 |
99 | 2010.01.12 12:15 | sell limit | 34 | 0.10 | 1.44869 | 1.44919 | 1.44653 | ||
100 | 2010.01.12 12:47 | expiration | 34 | 0.10 | 1.44869 | 1.44919 | 1.44653 | ||
101 | 2010.01.12 12:52 | sell limit | 35 | 0.10 | 1.44869 | 1.44919 | 1.44717 | ||
102 | 2010.01.12 13:15 | sell | 35 | 0.10 | 1.44869 | 1.44919 | 1.44717 | ||
103 | 2010.01.12 13:20 | s/l | 35 | 0.10 | 1.44919 | 1.44919 | 1.44717 | -5.00 | 9994.70 |
104 | 2010.01.13 18:40 | buy | 36 | 0.10 | 1.45130 | 1.45080 | 1.45250 | ||
105 | 2010.01.13 18:45 | s/l | 36 | 0.10 | 1.45080 | 1.45080 | 1.45250 | -5.00 | 9989.70 |