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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -341.16 | Gross profit | 175.38 | Gross loss | -516.54 |
Profit factor | 0.34 | Expected payoff | -7.93 | ||
Absolute drawdown | 389.26 | Maximal drawdown | 436.86 (4.35%) | Relative drawdown | 4.35% (436.86) |
Total trades | 43 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 41 (95.35%) | Loss trades (% of total) | 2 (4.65%) | ||
Largest | profit trade | 5.06 | loss trade | -384.86 | |
Average | profit trade | 4.28 | loss trade | -258.27 | |
Maximum | consecutive wins (profit in money) | 29 (127.78) | consecutive losses (loss in money) | 1 (-384.86) | |
Maximal | consecutive profit (count of wins) | 127.78 (29) | consecutive loss (count of losses) | -384.86 (1) | |
Average | consecutive wins | 21 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:15 | sell | 1 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
2 | 2009.12.01 03:20 | modify | 1 | 0.10 | 1.50070 | 1.50059 | 1.50020 | ||
3 | 2009.12.01 03:27 | s/l | 1 | 0.10 | 1.50059 | 1.50059 | 1.50020 | 1.10 | 10001.10 |
4 | 2009.12.01 03:27 | sell | 2 | 0.10 | 1.50070 | 0.00000 | 1.50020 | ||
5 | 2009.12.01 04:37 | modify | 2 | 0.10 | 1.50070 | 1.50061 | 1.50020 | ||
6 | 2009.12.01 04:40 | s/l | 2 | 0.10 | 1.50061 | 1.50061 | 1.50020 | 0.90 | 10002.00 |
7 | 2009.12.01 05:02 | sell | 3 | 0.10 | 1.50041 | 0.00000 | 1.49991 | ||
8 | 2009.12.01 06:10 | t/p | 3 | 0.10 | 1.49991 | 0.00000 | 1.49991 | 5.00 | 10007.00 |
9 | 2009.12.01 06:10 | sell | 4 | 0.10 | 1.49964 | 0.00000 | 1.49914 | ||
10 | 2009.12.01 06:15 | t/p | 4 | 0.10 | 1.49914 | 0.00000 | 1.49914 | 5.00 | 10012.00 |
11 | 2009.12.01 06:45 | sell | 5 | 0.10 | 1.49984 | 0.00000 | 1.49934 | ||
12 | 2009.12.01 07:20 | t/p | 5 | 0.10 | 1.49934 | 0.00000 | 1.49934 | 5.00 | 10017.00 |
13 | 2009.12.03 01:20 | buy | 6 | 0.10 | 1.50841 | 0.00000 | 1.50891 | ||
14 | 2009.12.03 02:37 | modify | 6 | 0.10 | 1.50841 | 1.50847 | 1.50891 | ||
15 | 2009.12.03 02:40 | s/l | 6 | 0.10 | 1.50847 | 1.50847 | 1.50891 | 0.60 | 10017.60 |
16 | 2009.12.03 02:40 | buy | 7 | 0.10 | 1.50855 | 0.00000 | 1.50905 | ||
17 | 2009.12.03 03:45 | modify | 7 | 0.10 | 1.50855 | 1.50868 | 1.50905 | ||
18 | 2009.12.03 03:50 | t/p | 7 | 0.10 | 1.50905 | 1.50868 | 1.50905 | 5.00 | 10022.60 |
19 | 2009.12.03 15:00 | sell | 8 | 0.10 | 1.50890 | 0.00000 | 1.50840 | ||
20 | 2009.12.03 15:15 | t/p | 8 | 0.10 | 1.50840 | 0.00000 | 1.50840 | 5.00 | 10027.60 |
21 | 2009.12.03 15:15 | sell | 9 | 0.10 | 1.50790 | 0.00000 | 1.50740 | ||
22 | 2009.12.03 15:20 | t/p | 9 | 0.10 | 1.50740 | 0.00000 | 1.50740 | 5.00 | 10032.60 |
23 | 2009.12.03 15:20 | sell | 10 | 0.10 | 1.50631 | 0.00000 | 1.50581 | ||
24 | 2009.12.03 22:45 | t/p | 10 | 0.10 | 1.50581 | 0.00000 | 1.50581 | 5.00 | 10037.60 |
25 | 2009.12.04 08:10 | buy | 11 | 0.10 | 1.50755 | 0.00000 | 1.50805 | ||
26 | 2009.12.04 08:20 | t/p | 11 | 0.10 | 1.50805 | 0.00000 | 1.50805 | 5.00 | 10042.60 |
27 | 2009.12.04 08:20 | buy | 12 | 0.10 | 1.50836 | 0.00000 | 1.50886 | ||
28 | 2009.12.04 08:45 | modify | 12 | 0.10 | 1.50836 | 1.50843 | 1.50886 | ||
29 | 2009.12.04 08:50 | t/p | 12 | 0.10 | 1.50886 | 1.50843 | 1.50886 | 5.00 | 10047.60 |
30 | 2009.12.04 08:50 | buy | 13 | 0.10 | 1.50920 | 0.00000 | 1.50970 | ||
31 | 2009.12.11 15:00 | close | 13 | 0.10 | 1.47070 | 0.00000 | 1.50970 | -384.86 | 9662.74 |
32 | 2009.12.11 15:03 | sell | 14 | 0.10 | 1.47098 | 0.00000 | 1.47048 | ||
33 | 2009.12.11 15:06 | modify | 14 | 0.10 | 1.47098 | 1.47095 | 1.47048 | ||
34 | 2009.12.11 15:10 | s/l | 14 | 0.10 | 1.47095 | 1.47095 | 1.47048 | 0.30 | 9663.04 |
35 | 2009.12.11 15:10 | sell | 15 | 0.10 | 1.47146 | 0.00000 | 1.47096 | ||
36 | 2009.12.11 15:13 | t/p | 15 | 0.10 | 1.47096 | 0.00000 | 1.47096 | 5.00 | 9668.04 |
37 | 2009.12.11 15:13 | sell | 16 | 0.10 | 1.46956 | 0.00000 | 1.46906 | ||
38 | 2009.12.11 15:20 | t/p | 16 | 0.10 | 1.46906 | 0.00000 | 1.46906 | 5.00 | 9673.04 |
39 | 2009.12.21 11:45 | buy | 17 | 0.10 | 1.43393 | 0.00000 | 1.43443 | ||
40 | 2009.12.21 11:50 | modify | 17 | 0.10 | 1.43393 | 1.43399 | 1.43443 | ||
41 | 2009.12.21 11:52 | s/l | 17 | 0.10 | 1.43399 | 1.43399 | 1.43443 | 0.60 | 9673.64 |
42 | 2009.12.21 11:52 | buy | 18 | 0.10 | 1.43409 | 0.00000 | 1.43459 | ||
43 | 2009.12.21 12:50 | modify | 18 | 0.10 | 1.43409 | 1.43426 | 1.43459 | ||
44 | 2009.12.21 12:57 | s/l | 18 | 0.10 | 1.43426 | 1.43426 | 1.43459 | 1.70 | 9675.34 |
45 | 2009.12.29 08:00 | buy | 19 | 0.10 | 1.43821 | 0.00000 | 1.43871 | ||
46 | 2009.12.29 08:05 | modify | 19 | 0.10 | 1.43821 | 1.43823 | 1.43871 | ||
47 | 2009.12.29 08:07 | s/l | 19 | 0.10 | 1.43823 | 1.43823 | 1.43871 | 0.20 | 9675.54 |
48 | 2009.12.29 08:07 | buy | 20 | 0.10 | 1.43815 | 0.00000 | 1.43865 | ||
49 | 2009.12.29 08:10 | t/p | 20 | 0.10 | 1.43865 | 0.00000 | 1.43865 | 5.00 | 9680.54 |
50 | 2009.12.29 08:12 | buy | 21 | 0.10 | 1.43919 | 0.00000 | 1.43969 | ||
51 | 2009.12.29 08:15 | t/p | 21 | 0.10 | 1.43969 | 0.00000 | 1.43969 | 5.00 | 9685.54 |
52 | 2009.12.29 17:05 | sell | 22 | 0.10 | 1.43977 | 0.00000 | 1.43927 | ||
53 | 2009.12.29 17:10 | t/p | 22 | 0.10 | 1.43927 | 0.00000 | 1.43927 | 5.00 | 9690.54 |
54 | 2009.12.29 17:10 | sell | 23 | 0.10 | 1.43857 | 0.00000 | 1.43807 | ||
55 | 2009.12.29 17:15 | t/p | 23 | 0.10 | 1.43807 | 0.00000 | 1.43807 | 5.00 | 9695.54 |
56 | 2009.12.29 17:15 | sell | 24 | 0.10 | 1.43678 | 0.00000 | 1.43628 | ||
57 | 2009.12.29 17:20 | t/p | 24 | 0.10 | 1.43628 | 0.00000 | 1.43628 | 5.00 | 9700.54 |
58 | 2009.12.29 17:20 | sell | 25 | 0.10 | 1.43439 | 0.00000 | 1.43389 | ||
59 | 2009.12.29 17:32 | t/p | 25 | 0.10 | 1.43389 | 0.00000 | 1.43389 | 5.00 | 9705.54 |
60 | 2009.12.29 17:32 | sell | 26 | 0.10 | 1.43329 | 0.00000 | 1.43279 | ||
61 | 2009.12.30 01:50 | t/p | 26 | 0.10 | 1.43279 | 0.00000 | 1.43279 | 4.96 | 9710.50 |
62 | 2009.12.30 08:50 | buy | 27 | 0.10 | 1.43596 | 0.00000 | 1.43646 | ||
63 | 2009.12.31 02:40 | modify | 27 | 0.10 | 1.43596 | 1.43610 | 1.43646 | ||
64 | 2009.12.31 02:45 | t/p | 27 | 0.10 | 1.43646 | 1.43610 | 1.43646 | 5.06 | 9715.56 |
65 | 2009.12.31 14:50 | sell | 28 | 0.10 | 1.43732 | 0.00000 | 1.43682 | ||
66 | 2009.12.31 15:50 | t/p | 28 | 0.10 | 1.43682 | 0.00000 | 1.43682 | 5.00 | 9720.56 |
67 | 2009.12.31 15:50 | sell | 29 | 0.10 | 1.43627 | 0.00000 | 1.43577 | ||
68 | 2009.12.31 16:10 | t/p | 29 | 0.10 | 1.43577 | 0.00000 | 1.43577 | 5.00 | 9725.56 |
69 | 2010.01.04 09:50 | buy | 30 | 0.10 | 1.43401 | 0.00000 | 1.43451 | ||
70 | 2010.01.04 10:10 | modify | 30 | 0.10 | 1.43401 | 1.43416 | 1.43451 | ||
71 | 2010.01.04 10:15 | t/p | 30 | 0.10 | 1.43451 | 1.43416 | 1.43451 | 5.00 | 9730.56 |
72 | 2010.01.05 09:50 | sell | 31 | 0.10 | 1.44036 | 0.00000 | 1.43986 | ||
73 | 2010.01.05 15:50 | t/p | 31 | 0.10 | 1.43986 | 0.00000 | 1.43986 | 5.00 | 9735.56 |
74 | 2010.01.06 10:40 | buy | 32 | 0.10 | 1.43763 | 0.00000 | 1.43813 | ||
75 | 2010.01.06 10:46 | t/p | 32 | 0.10 | 1.43813 | 0.00000 | 1.43813 | 5.00 | 9740.56 |
76 | 2010.01.06 10:46 | buy | 33 | 0.10 | 1.43835 | 0.00000 | 1.43885 | ||
77 | 2010.01.06 16:20 | t/p | 33 | 0.10 | 1.43885 | 0.00000 | 1.43885 | 5.00 | 9745.56 |
78 | 2010.01.07 06:33 | sell | 34 | 0.10 | 1.43899 | 0.00000 | 1.43849 | ||
79 | 2010.01.07 06:46 | t/p | 34 | 0.10 | 1.43849 | 0.00000 | 1.43849 | 5.00 | 9750.56 |
80 | 2010.01.07 06:46 | sell | 35 | 0.10 | 1.43808 | 0.00000 | 1.43758 | ||
81 | 2010.01.07 07:20 | t/p | 35 | 0.10 | 1.43758 | 0.00000 | 1.43758 | 5.00 | 9755.56 |
82 | 2010.01.12 20:20 | sell | 36 | 0.10 | 1.44907 | 0.00000 | 1.44857 | ||
83 | 2010.01.12 21:20 | t/p | 36 | 0.10 | 1.44857 | 0.00000 | 1.44857 | 5.00 | 9760.56 |
84 | 2010.01.12 21:20 | sell | 37 | 0.10 | 1.44828 | 0.00000 | 1.44778 | ||
85 | 2010.01.13 00:45 | modify | 37 | 0.10 | 1.44828 | 1.44824 | 1.44778 | ||
86 | 2010.01.13 00:50 | t/p | 37 | 0.10 | 1.44778 | 1.44824 | 1.44778 | 4.96 | 9765.52 |
87 | 2010.01.13 07:20 | buy | 38 | 0.10 | 1.44964 | 0.00000 | 1.45014 | ||
88 | 2010.01.13 07:45 | modify | 38 | 0.10 | 1.44964 | 1.44977 | 1.45014 | ||
89 | 2010.01.13 07:50 | t/p | 38 | 0.10 | 1.45014 | 1.44977 | 1.45014 | 5.00 | 9770.52 |
90 | 2010.01.13 07:50 | buy | 39 | 0.10 | 1.45059 | 0.00000 | 1.45109 | ||
91 | 2010.01.13 08:02 | t/p | 39 | 0.10 | 1.45109 | 0.00000 | 1.45109 | 5.00 | 9775.52 |
92 | 2010.01.13 18:00 | sell | 40 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
93 | 2010.01.13 19:20 | t/p | 40 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 9780.52 |
94 | 2010.01.14 09:15 | sell | 41 | 0.10 | 1.45206 | 0.00000 | 1.45156 | ||
95 | 2010.01.14 09:20 | t/p | 41 | 0.10 | 1.45156 | 0.00000 | 1.45156 | 5.00 | 9785.52 |
96 | 2010.01.14 09:20 | sell | 42 | 0.10 | 1.45137 | 0.00000 | 1.45087 | ||
97 | 2010.01.14 10:50 | t/p | 42 | 0.10 | 1.45087 | 0.00000 | 1.45087 | 5.00 | 9790.52 |
98 | 2010.01.14 20:07 | buy | 43 | 0.10 | 1.45160 | 0.00000 | 1.45210 | ||
99 | 2010.01.15 22:57 | close at stop | 43 | 0.10 | 1.43843 | 0.00000 | 1.45210 | -131.68 | 9658.84 |