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 | Lots=0; Risk.Percent=10; Pip.Order=30; Stop.Loss=30; Trailing=10; Spread.Limit=5; Magic.No=111; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -319.61 | Gross profit | 850.39 | Gross loss | -1170.00 |
Profit factor | 0.73 | Expected payoff | -24.59 | ||
Absolute drawdown | 961.08 | Maximal drawdown | 966.08 (9.66%) | Relative drawdown | 9.66% (966.08) |
Total trades | 13 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
Largest | profit trade | 252.70 | loss trade | -300.00 | |
Average | profit trade | 94.49 | loss trade | -292.50 | |
Maximum | consecutive wins (profit in money) | 5 (252.71) | consecutive losses (loss in money) | 2 (-600.00) | |
Maximal | consecutive profit (count of wins) | 500.86 (2) | consecutive loss (count of losses) | -600.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy stop | 1 | 1.00 | 1.50390 | 1.50090 | 0.00000 | ||
2 | 2009.12.01 00:00 | sell stop | 2 | 1.00 | 1.49774 | 1.50074 | 0.00000 | ||
3 | 2009.12.01 00:46 | buy | 1 | 1.00 | 1.50390 | 1.50090 | 0.00000 | ||
4 | 2009.12.01 01:50 | s/l | 1 | 1.00 | 1.50090 | 1.50090 | 0.00000 | -300.00 | 9700.00 |
5 | 2009.12.01 06:20 | sell | 2 | 1.00 | 1.49774 | 1.50074 | 0.00000 | ||
6 | 2009.12.01 07:45 | s/l | 2 | 1.00 | 1.50074 | 1.50074 | 0.00000 | -300.00 | 9400.00 |
7 | 2009.12.01 07:45 | buy stop | 3 | 0.94 | 1.50428 | 1.50128 | 0.00000 | ||
8 | 2009.12.01 07:45 | sell stop | 4 | 0.94 | 1.49812 | 1.50112 | 0.00000 | ||
9 | 2009.12.01 09:10 | buy | 3 | 0.94 | 1.50428 | 1.50128 | 0.00000 | ||
10 | 2009.12.01 09:16 | modify | 3 | 0.94 | 1.50428 | 1.50467 | 0.00000 | ||
11 | 2009.12.01 09:20 | delete | 4 | 0.94 | 1.49812 | 1.50112 | 0.00000 | ||
12 | 2009.12.01 09:26 | s/l | 3 | 0.94 | 1.50467 | 1.50467 | 0.00000 | 36.66 | 9436.66 |
13 | 2009.12.01 09:26 | buy stop | 5 | 0.94 | 1.50774 | 1.50474 | 0.00000 | ||
14 | 2009.12.01 09:26 | sell stop | 6 | 0.94 | 1.50158 | 1.50458 | 0.00000 | ||
15 | 2009.12.01 11:20 | buy | 5 | 0.94 | 1.50774 | 1.50474 | 0.00000 | ||
16 | 2009.12.01 14:20 | modify | 5 | 0.94 | 1.50774 | 1.50838 | 0.00000 | ||
17 | 2009.12.01 14:22 | delete | 6 | 0.94 | 1.50158 | 1.50458 | 0.00000 | ||
18 | 2009.12.01 14:27 | s/l | 5 | 0.94 | 1.50838 | 1.50838 | 0.00000 | 60.16 | 9496.82 |
19 | 2009.12.01 14:27 | buy stop | 7 | 0.95 | 1.51127 | 1.50827 | 0.00000 | ||
20 | 2009.12.01 14:27 | sell stop | 8 | 0.95 | 1.50511 | 1.50811 | 0.00000 | ||
21 | 2009.12.01 17:16 | buy | 7 | 0.95 | 1.51127 | 1.50827 | 0.00000 | ||
22 | 2009.12.01 21:20 | s/l | 7 | 0.95 | 1.50827 | 1.50827 | 0.00000 | -285.00 | 9211.82 |
23 | 2009.12.02 17:20 | sell | 8 | 0.95 | 1.50511 | 1.50811 | 0.00000 | ||
24 | 2009.12.02 18:20 | modify | 8 | 0.95 | 1.50511 | 1.50433 | 0.00000 | ||
25 | 2009.12.02 18:27 | s/l | 8 | 0.95 | 1.50433 | 1.50433 | 0.00000 | 74.10 | 9285.92 |
26 | 2009.12.02 18:27 | buy stop | 9 | 0.93 | 1.50764 | 1.50464 | 0.00000 | ||
27 | 2009.12.02 18:27 | sell stop | 10 | 0.93 | 1.50148 | 1.50448 | 0.00000 | ||
28 | 2009.12.03 01:15 | buy | 9 | 0.93 | 1.50764 | 1.50464 | 0.00000 | ||
29 | 2009.12.03 02:32 | modify | 9 | 0.93 | 1.50764 | 1.50768 | 0.00000 | ||
30 | 2009.12.03 02:35 | delete | 10 | 0.93 | 1.50148 | 1.50448 | 0.00000 | ||
31 | 2009.12.03 02:37 | modify | 9 | 0.93 | 1.50764 | 1.50777 | 0.00000 | ||
32 | 2009.12.03 02:50 | s/l | 9 | 0.93 | 1.50777 | 1.50777 | 0.00000 | 12.09 | 9298.01 |
33 | 2009.12.03 02:50 | buy stop | 11 | 0.93 | 1.51093 | 1.50793 | 0.00000 | ||
34 | 2009.12.03 02:50 | sell stop | 12 | 0.93 | 1.50477 | 1.50777 | 0.00000 | ||
35 | 2009.12.03 07:50 | buy | 11 | 0.93 | 1.51093 | 1.50793 | 0.00000 | ||
36 | 2009.12.03 08:20 | modify | 11 | 0.93 | 1.51093 | 1.51117 | 0.00000 | ||
37 | 2009.12.03 08:22 | delete | 12 | 0.93 | 1.50477 | 1.50777 | 0.00000 | ||
38 | 2009.12.03 08:32 | modify | 11 | 0.93 | 1.51093 | 1.51164 | 0.00000 | ||
39 | 2009.12.03 08:37 | modify | 11 | 0.93 | 1.51093 | 1.51176 | 0.00000 | ||
40 | 2009.12.03 08:50 | s/l | 11 | 0.93 | 1.51176 | 1.51176 | 0.00000 | 77.19 | 9375.20 |
41 | 2009.12.03 08:50 | buy stop | 13 | 0.94 | 1.51455 | 1.51155 | 0.00000 | ||
42 | 2009.12.03 08:50 | sell stop | 14 | 0.94 | 1.50839 | 1.51139 | 0.00000 | ||
43 | 2009.12.03 14:50 | sell | 14 | 0.94 | 1.50839 | 1.51139 | 0.00000 | ||
44 | 2009.12.03 15:20 | modify | 14 | 0.94 | 1.50839 | 1.50747 | 0.00000 | ||
45 | 2009.12.03 15:22 | delete | 13 | 0.94 | 1.51455 | 1.51155 | 0.00000 | ||
46 | 2009.12.03 15:27 | s/l | 14 | 0.94 | 1.50747 | 1.50747 | 0.00000 | 86.48 | 9461.68 |
47 | 2009.12.03 15:27 | buy stop | 15 | 0.95 | 1.51106 | 1.50806 | 0.00000 | ||
48 | 2009.12.03 15:27 | sell stop | 16 | 0.95 | 1.50490 | 1.50790 | 0.00000 | ||
49 | 2009.12.03 22:50 | sell | 16 | 0.95 | 1.50490 | 1.50790 | 0.00000 | ||
50 | 2009.12.03 23:07 | modify | 16 | 0.95 | 1.50490 | 1.50487 | 0.00000 | ||
51 | 2009.12.03 23:10 | delete | 15 | 0.95 | 1.51106 | 1.50806 | 0.00000 | ||
52 | 2009.12.03 23:15 | s/l | 16 | 0.95 | 1.50487 | 1.50487 | 0.00000 | 2.85 | 9464.53 |
53 | 2009.12.03 23:15 | buy stop | 17 | 0.95 | 1.50809 | 1.50509 | 0.00000 | ||
54 | 2009.12.03 23:15 | sell stop | 18 | 0.95 | 1.50193 | 1.50493 | 0.00000 | ||
55 | 2009.12.04 08:20 | buy | 17 | 0.95 | 1.50809 | 1.50509 | 0.00000 | ||
56 | 2009.12.04 14:26 | s/l | 17 | 0.95 | 1.50509 | 1.50509 | 0.00000 | -285.00 | 9179.53 |
57 | 2009.12.04 14:45 | sell | 18 | 0.95 | 1.50193 | 1.50493 | 0.00000 | ||
58 | 2009.12.04 14:45 | modify | 18 | 0.95 | 1.50193 | 1.49927 | 0.00000 | ||
59 | 2009.12.04 14:47 | s/l | 18 | 0.95 | 1.49927 | 1.49927 | 0.00000 | 252.70 | 9432.23 |
60 | 2009.12.04 14:47 | buy stop | 19 | 0.94 | 1.50263 | 1.49963 | 0.00000 | ||
61 | 2009.12.04 14:47 | sell stop | 20 | 0.94 | 1.49647 | 1.49947 | 0.00000 | ||
62 | 2009.12.04 14:50 | sell | 20 | 0.94 | 1.49647 | 1.49947 | 0.00000 | ||
63 | 2009.12.04 14:50 | modify | 20 | 0.94 | 1.49647 | 1.49383 | 0.00000 | ||
64 | 2009.12.04 14:52 | s/l | 20 | 0.94 | 1.49383 | 1.49383 | 0.00000 | 248.16 | 9680.39 |