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=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 320.12 | Gross profit | 320.12 | Gross loss | 0.00 |
Profit factor | Expected payoff | 10.00 | |||
Absolute drawdown | 160.24 | Maximal drawdown | 286.14 (2.83%) | Relative drawdown | 2.83% (286.14) |
Total trades | 32 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 20 (100.00%) |
Profit trades (% of total) | 32 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 10.46 | loss trade | 0.00 | |
Average | profit trade | 10.00 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 32 (320.12) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 320.12 (32) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 32 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | buy | 1 | 0.10 | 1.50110 | 0.00000 | 1.50210 | ||
2 | 2009.12.01 00:40 | t/p | 1 | 0.10 | 1.50210 | 0.00000 | 1.50210 | 10.00 | 10010.00 |
3 | 2009.12.02 00:05 | sell | 2 | 0.10 | 1.50765 | 0.00000 | 1.50665 | ||
4 | 2009.12.02 08:37 | t/p | 2 | 0.10 | 1.50665 | 0.00000 | 1.50665 | 10.00 | 10020.00 |
5 | 2009.12.03 00:05 | buy | 3 | 0.10 | 1.50515 | 0.00000 | 1.50615 | ||
6 | 2009.12.03 00:15 | t/p | 3 | 0.10 | 1.50615 | 0.00000 | 1.50615 | 10.00 | 10030.00 |
7 | 2009.12.04 00:05 | sell | 4 | 0.10 | 1.50533 | 0.00000 | 1.50433 | ||
8 | 2009.12.04 14:26 | t/p | 4 | 0.10 | 1.50433 | 0.00000 | 1.50433 | 10.00 | 10040.00 |
9 | 2009.12.07 00:05 | buy | 5 | 0.10 | 1.48717 | 0.00000 | 1.48817 | ||
10 | 2009.12.07 01:45 | t/p | 5 | 0.10 | 1.48817 | 0.00000 | 1.48817 | 10.00 | 10050.00 |
11 | 2009.12.08 00:05 | buy | 6 | 0.10 | 1.48276 | 0.00000 | 1.48376 | ||
12 | 2009.12.08 00:33 | t/p | 6 | 0.10 | 1.48376 | 0.00000 | 1.48376 | 10.00 | 10060.00 |
13 | 2009.12.09 00:05 | buy | 7 | 0.10 | 1.47111 | 0.00000 | 1.47211 | ||
14 | 2009.12.09 02:15 | t/p | 7 | 0.10 | 1.47211 | 0.00000 | 1.47211 | 10.00 | 10070.00 |
15 | 2009.12.10 00:05 | sell | 8 | 0.10 | 1.47386 | 0.00000 | 1.47286 | ||
16 | 2009.12.10 04:50 | t/p | 8 | 0.10 | 1.47286 | 0.00000 | 1.47286 | 10.00 | 10080.00 |
17 | 2009.12.11 00:06 | buy | 9 | 0.10 | 1.47298 | 0.00000 | 1.47398 | ||
18 | 2009.12.11 07:37 | t/p | 9 | 0.10 | 1.47398 | 0.00000 | 1.47398 | 10.00 | 10090.00 |
19 | 2009.12.14 00:05 | buy | 10 | 0.10 | 1.46142 | 0.00000 | 1.46242 | ||
20 | 2009.12.14 00:20 | t/p | 10 | 0.10 | 1.46242 | 0.00000 | 1.46242 | 10.00 | 10100.00 |
21 | 2009.12.15 00:05 | sell | 11 | 0.10 | 1.46512 | 0.00000 | 1.46412 | ||
22 | 2009.12.15 03:16 | t/p | 11 | 0.10 | 1.46412 | 0.00000 | 1.46412 | 10.00 | 10110.00 |
23 | 2009.12.16 00:05 | buy | 12 | 0.10 | 1.45377 | 0.00000 | 1.45477 | ||
24 | 2009.12.16 07:15 | t/p | 12 | 0.10 | 1.45477 | 0.00000 | 1.45477 | 10.00 | 10120.00 |
25 | 2009.12.17 00:05 | buy | 13 | 0.10 | 1.45270 | 0.00000 | 1.45370 | ||
26 | 2009.12.18 00:05 | buy | 14 | 0.10 | 1.43424 | 0.00000 | 1.43524 | ||
27 | 2009.12.18 02:40 | t/p | 14 | 0.10 | 1.43524 | 0.00000 | 1.43524 | 10.00 | 10130.00 |
28 | 2009.12.21 00:06 | buy | 15 | 0.10 | 1.43211 | 0.00000 | 1.43311 | ||
29 | 2009.12.21 00:16 | t/p | 15 | 0.10 | 1.43311 | 0.00000 | 1.43311 | 10.00 | 10140.00 |
30 | 2009.12.22 00:05 | buy | 16 | 0.10 | 1.42788 | 0.00000 | 1.42888 | ||
31 | 2009.12.22 01:02 | t/p | 16 | 0.10 | 1.42888 | 0.00000 | 1.42888 | 10.00 | 10150.00 |
32 | 2009.12.23 00:05 | buy | 17 | 0.10 | 1.42542 | 0.00000 | 1.42642 | ||
33 | 2009.12.23 02:20 | t/p | 17 | 0.10 | 1.42642 | 0.00000 | 1.42642 | 10.00 | 10160.00 |
34 | 2009.12.24 00:05 | sell | 18 | 0.10 | 1.43291 | 0.00000 | 1.43191 | ||
35 | 2009.12.28 00:05 | sell | 19 | 0.10 | 1.43700 | 0.00000 | 1.43600 | ||
36 | 2009.12.28 00:20 | t/p | 19 | 0.10 | 1.43600 | 0.00000 | 1.43600 | 10.00 | 10170.00 |
37 | 2009.12.29 00:05 | sell | 20 | 0.10 | 1.43734 | 0.00000 | 1.43634 | ||
38 | 2009.12.29 01:45 | t/p | 20 | 0.10 | 1.43634 | 0.00000 | 1.43634 | 10.00 | 10180.00 |
39 | 2009.12.30 00:05 | buy | 21 | 0.10 | 1.43515 | 0.00000 | 1.43615 | ||
40 | 2009.12.30 02:26 | t/p | 18 | 0.10 | 1.43191 | 0.00000 | 1.43191 | 9.84 | 10189.84 |
41 | 2009.12.31 00:06 | buy | 22 | 0.10 | 1.43404 | 0.00000 | 1.43504 | ||
42 | 2009.12.31 01:45 | t/p | 22 | 0.10 | 1.43504 | 0.00000 | 1.43504 | 10.00 | 10199.84 |
43 | 2009.12.31 02:40 | t/p | 21 | 0.10 | 1.43615 | 0.00000 | 1.43615 | 10.06 | 10209.90 |
44 | 2010.01.04 00:05 | buy | 23 | 0.10 | 1.43321 | 0.00000 | 1.43421 | ||
45 | 2010.01.04 10:10 | t/p | 23 | 0.10 | 1.43421 | 0.00000 | 1.43421 | 10.00 | 10219.90 |
46 | 2010.01.05 00:05 | sell | 24 | 0.10 | 1.44079 | 0.00000 | 1.43979 | ||
47 | 2010.01.05 15:50 | t/p | 24 | 0.10 | 1.43979 | 0.00000 | 1.43979 | 10.00 | 10229.90 |
48 | 2010.01.06 00:05 | buy | 25 | 0.10 | 1.43671 | 0.00000 | 1.43771 | ||
49 | 2010.01.06 10:46 | t/p | 25 | 0.10 | 1.43771 | 0.00000 | 1.43771 | 10.00 | 10239.90 |
50 | 2010.01.07 00:05 | sell | 26 | 0.10 | 1.44034 | 0.00000 | 1.43934 | ||
51 | 2010.01.07 06:33 | t/p | 26 | 0.10 | 1.43934 | 0.00000 | 1.43934 | 10.00 | 10249.90 |
52 | 2010.01.08 00:06 | buy | 27 | 0.10 | 1.43060 | 0.00000 | 1.43160 | ||
53 | 2010.01.08 00:50 | t/p | 27 | 0.10 | 1.43160 | 0.00000 | 1.43160 | 10.00 | 10259.90 |
54 | 2010.01.11 00:06 | sell | 28 | 0.10 | 1.44173 | 0.00000 | 1.44073 | ||
55 | 2010.01.11 12:15 | t/p | 13 | 0.10 | 1.45370 | 0.00000 | 1.45370 | 10.46 | 10270.36 |
56 | 2010.01.12 00:05 | sell | 29 | 0.10 | 1.45131 | 0.00000 | 1.45031 | ||
57 | 2010.01.12 01:10 | t/p | 29 | 0.10 | 1.45031 | 0.00000 | 1.45031 | 10.00 | 10280.36 |
58 | 2010.01.13 00:06 | buy | 30 | 0.10 | 1.44906 | 0.00000 | 1.45006 | ||
59 | 2010.01.13 07:45 | t/p | 30 | 0.10 | 1.45006 | 0.00000 | 1.45006 | 10.00 | 10290.36 |
60 | 2010.01.14 00:05 | sell | 31 | 0.10 | 1.45010 | 0.00000 | 1.44910 | ||
61 | 2010.01.14 12:20 | t/p | 31 | 0.10 | 1.44910 | 0.00000 | 1.44910 | 10.00 | 10300.36 |
62 | 2010.01.15 00:05 | buy | 32 | 0.10 | 1.44982 | 0.00000 | 1.45082 | ||
63 | 2010.01.15 00:32 | t/p | 32 | 0.10 | 1.45082 | 0.00000 | 1.45082 | 10.00 | 10310.36 |
64 | 2010.01.15 05:46 | t/p | 28 | 0.10 | 1.44073 | 0.00000 | 1.44073 | 9.76 | 10320.12 |