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 | EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; 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 | 60.00 | Gross profit | 190.00 | Gross loss | -130.00 |
Profit factor | 1.46 | Expected payoff | 1.88 | ||
Absolute drawdown | 5.50 | Maximal drawdown | 42.00 (0.42%) | Relative drawdown | 0.42% (42.00) |
Total trades | 32 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 19 (59.38%) | Loss trades (% of total) | 13 (40.63%) | ||
Largest | profit trade | 10.00 | loss trade | -10.00 | |
Average | profit trade | 10.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 5 (50.00) | consecutive losses (loss in money) | 4 (-40.00) | |
Maximal | consecutive profit (count of wins) | 50.00 (5) | consecutive loss (count of losses) | -40.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.50082 | 1.49982 | 1.50182 | ||
2 | 2009.12.01 00:33 | t/p | 1 | 0.10 | 1.50182 | 1.49982 | 1.50182 | 10.00 | 10010.00 |
3 | 2009.12.02 00:00 | buy | 2 | 0.10 | 1.50756 | 1.50656 | 1.50856 | ||
4 | 2009.12.02 00:20 | t/p | 2 | 0.10 | 1.50856 | 1.50656 | 1.50856 | 10.00 | 10020.00 |
5 | 2009.12.03 00:00 | buy | 3 | 0.10 | 1.50487 | 1.50387 | 1.50587 | ||
6 | 2009.12.03 00:15 | t/p | 3 | 0.10 | 1.50587 | 1.50387 | 1.50587 | 10.00 | 10030.00 |
7 | 2009.12.04 00:00 | buy | 4 | 0.10 | 1.50535 | 1.50435 | 1.50635 | ||
8 | 2009.12.04 00:20 | t/p | 4 | 0.10 | 1.50635 | 1.50435 | 1.50635 | 10.00 | 10040.00 |
9 | 2009.12.07 00:00 | sell | 5 | 0.10 | 1.48691 | 1.48791 | 1.48591 | ||
10 | 2009.12.07 00:32 | t/p | 5 | 0.10 | 1.48591 | 1.48791 | 1.48591 | 10.00 | 10050.00 |
11 | 2009.12.08 00:00 | sell | 6 | 0.10 | 1.48280 | 1.48380 | 1.48180 | ||
12 | 2009.12.08 00:33 | s/l | 6 | 0.10 | 1.48380 | 1.48380 | 1.48180 | -10.00 | 10040.00 |
13 | 2009.12.09 00:00 | sell | 7 | 0.10 | 1.47030 | 1.47130 | 1.46930 | ||
14 | 2009.12.09 00:02 | s/l | 7 | 0.10 | 1.47130 | 1.47130 | 1.46930 | -10.00 | 10030.00 |
15 | 2009.12.10 00:00 | sell | 8 | 0.10 | 1.47380 | 1.47480 | 1.47280 | ||
16 | 2009.12.10 01:32 | s/l | 8 | 0.10 | 1.47480 | 1.47480 | 1.47280 | -10.00 | 10020.00 |
17 | 2009.12.11 00:00 | sell | 9 | 0.10 | 1.47309 | 1.47409 | 1.47209 | ||
18 | 2009.12.11 02:20 | t/p | 9 | 0.10 | 1.47209 | 1.47409 | 1.47209 | 10.00 | 10030.00 |
19 | 2009.12.14 00:00 | sell | 10 | 0.10 | 1.46147 | 1.46247 | 1.46047 | ||
20 | 2009.12.14 00:20 | s/l | 10 | 0.10 | 1.46247 | 1.46247 | 1.46047 | -10.00 | 10020.00 |
21 | 2009.12.15 00:00 | sell | 11 | 0.10 | 1.46508 | 1.46608 | 1.46408 | ||
22 | 2009.12.15 03:16 | t/p | 11 | 0.10 | 1.46408 | 1.46608 | 1.46408 | 10.00 | 10030.00 |
23 | 2009.12.16 00:00 | sell | 12 | 0.10 | 1.45367 | 1.45467 | 1.45267 | ||
24 | 2009.12.16 01:20 | t/p | 12 | 0.10 | 1.45267 | 1.45467 | 1.45267 | 10.00 | 10040.00 |
25 | 2009.12.17 00:00 | sell | 13 | 0.10 | 1.45290 | 1.45390 | 1.45190 | ||
26 | 2009.12.17 02:10 | t/p | 13 | 0.10 | 1.45190 | 1.45390 | 1.45190 | 10.00 | 10050.00 |
27 | 2009.12.18 00:00 | sell | 14 | 0.10 | 1.43492 | 1.43592 | 1.43392 | ||
28 | 2009.12.18 00:10 | t/p | 14 | 0.10 | 1.43392 | 1.43592 | 1.43392 | 10.00 | 10060.00 |
29 | 2009.12.21 00:00 | sell | 15 | 0.10 | 1.43115 | 1.43215 | 1.43015 | ||
30 | 2009.12.21 00:03 | s/l | 15 | 0.10 | 1.43215 | 1.43215 | 1.43015 | -10.00 | 10050.00 |
31 | 2009.12.22 00:00 | sell | 16 | 0.10 | 1.42741 | 1.42841 | 1.42641 | ||
32 | 2009.12.22 00:50 | s/l | 16 | 0.10 | 1.42841 | 1.42841 | 1.42641 | -10.00 | 10040.00 |
33 | 2009.12.23 00:00 | sell | 17 | 0.10 | 1.42533 | 1.42633 | 1.42433 | ||
34 | 2009.12.23 02:15 | s/l | 17 | 0.10 | 1.42633 | 1.42633 | 1.42433 | -10.00 | 10030.00 |
35 | 2009.12.24 00:00 | sell | 18 | 0.10 | 1.43284 | 1.43384 | 1.43184 | ||
36 | 2009.12.24 01:15 | s/l | 18 | 0.10 | 1.43384 | 1.43384 | 1.43184 | -10.00 | 10020.00 |
37 | 2009.12.28 00:00 | sell | 19 | 0.10 | 1.43714 | 1.43814 | 1.43614 | ||
38 | 2009.12.28 00:20 | t/p | 19 | 0.10 | 1.43614 | 1.43814 | 1.43614 | 10.00 | 10030.00 |
39 | 2009.12.29 00:00 | sell | 20 | 0.10 | 1.43727 | 1.43827 | 1.43627 | ||
40 | 2009.12.29 01:50 | t/p | 20 | 0.10 | 1.43627 | 1.43827 | 1.43627 | 10.00 | 10040.00 |
41 | 2009.12.30 00:00 | sell | 21 | 0.10 | 1.43503 | 1.43603 | 1.43403 | ||
42 | 2009.12.30 00:46 | t/p | 21 | 0.10 | 1.43403 | 1.43603 | 1.43403 | 10.00 | 10050.00 |
43 | 2009.12.31 00:00 | sell | 22 | 0.10 | 1.43367 | 1.43467 | 1.43267 | ||
44 | 2009.12.31 01:40 | s/l | 22 | 0.10 | 1.43467 | 1.43467 | 1.43267 | -10.00 | 10040.00 |
45 | 2010.01.04 00:00 | sell | 23 | 0.10 | 1.43261 | 1.43361 | 1.43161 | ||
46 | 2010.01.04 00:50 | t/p | 23 | 0.10 | 1.43161 | 1.43361 | 1.43161 | 10.00 | 10050.00 |
47 | 2010.01.05 00:00 | buy | 24 | 0.10 | 1.44104 | 1.44004 | 1.44204 | ||
48 | 2010.01.05 00:45 | t/p | 24 | 0.10 | 1.44204 | 1.44004 | 1.44204 | 10.00 | 10060.00 |
49 | 2010.01.06 00:00 | buy | 25 | 0.10 | 1.43626 | 1.43526 | 1.43726 | ||
50 | 2010.01.06 00:20 | s/l | 25 | 0.10 | 1.43526 | 1.43526 | 1.43726 | -10.00 | 10050.00 |
51 | 2010.01.07 00:00 | buy | 26 | 0.10 | 1.44007 | 1.43907 | 1.44107 | ||
52 | 2010.01.07 01:10 | t/p | 26 | 0.10 | 1.44107 | 1.43907 | 1.44107 | 10.00 | 10060.00 |
53 | 2010.01.08 00:00 | sell | 27 | 0.10 | 1.43043 | 1.43143 | 1.42943 | ||
54 | 2010.01.08 00:40 | s/l | 27 | 0.10 | 1.43143 | 1.43143 | 1.42943 | -10.00 | 10050.00 |
55 | 2010.01.11 00:00 | buy | 28 | 0.10 | 1.44126 | 1.44026 | 1.44226 | ||
56 | 2010.01.11 00:10 | t/p | 28 | 0.10 | 1.44226 | 1.44026 | 1.44226 | 10.00 | 10060.00 |
57 | 2010.01.12 00:00 | buy | 29 | 0.10 | 1.45136 | 1.45036 | 1.45236 | ||
58 | 2010.01.12 00:50 | s/l | 29 | 0.10 | 1.45036 | 1.45036 | 1.45236 | -10.00 | 10050.00 |
59 | 2010.01.13 00:00 | buy | 30 | 0.10 | 1.44928 | 1.44828 | 1.45028 | ||
60 | 2010.01.13 00:40 | s/l | 30 | 0.10 | 1.44828 | 1.44828 | 1.45028 | -10.00 | 10040.00 |
61 | 2010.01.14 00:00 | buy | 31 | 0.10 | 1.44998 | 1.44898 | 1.45098 | ||
62 | 2010.01.14 00:20 | t/p | 31 | 0.10 | 1.45098 | 1.44898 | 1.45098 | 10.00 | 10050.00 |
63 | 2010.01.15 00:00 | buy | 32 | 0.10 | 1.44989 | 1.44889 | 1.45089 | ||
64 | 2010.01.15 00:32 | t/p | 32 | 0.10 | 1.45089 | 1.44889 | 1.45089 | 10.00 | 10060.00 |