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=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4760.70 | Gross profit | 8533.42 | Gross loss | -3772.72 |
Profit factor | 2.26 | Expected payoff | 297.54 | ||
Absolute drawdown | 2129.40 | Maximal drawdown | 9734.24 (51.09%) | Relative drawdown | 51.09% (9734.24) |
Total trades | 16 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 15 (93.75%) | Loss trades (% of total) | 1 (6.25%) | ||
Largest | profit trade | 1018.16 | loss trade | -3772.72 | |
Average | profit trade | 568.89 | loss trade | -3772.72 | |
Maximum | consecutive wins (profit in money) | 15 (8533.42) | consecutive losses (loss in money) | 1 (-3772.72) | |
Maximal | consecutive profit (count of wins) | 8533.42 (15) | consecutive loss (count of losses) | -3772.72 (1) | |
Average | consecutive wins | 15 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:00 | sell | 1 | 1.50 | 1.50001 | 0.00000 | 0.00000 | ||
2 | 2009.12.04 14:50 | modify | 1 | 1.50 | 1.50001 | 1.49478 | 0.00000 | ||
3 | 2009.12.04 14:52 | s/l | 1 | 1.50 | 1.49478 | 1.49478 | 0.00000 | 781.50 | 10781.50 |
4 | 2009.12.08 14:00 | sell | 2 | 1.60 | 1.47896 | 0.00000 | 0.00000 | ||
5 | 2009.12.08 14:15 | modify | 2 | 1.60 | 1.47896 | 1.47769 | 0.00000 | ||
6 | 2009.12.08 14:20 | modify | 2 | 1.60 | 1.47896 | 1.47568 | 0.00000 | ||
7 | 2009.12.08 14:27 | s/l | 2 | 1.60 | 1.47568 | 1.47568 | 0.00000 | 524.80 | 11306.30 |
8 | 2009.12.08 15:00 | sell | 3 | 1.70 | 1.47557 | 0.00000 | 0.00000 | ||
9 | 2009.12.08 16:50 | modify | 3 | 1.70 | 1.47557 | 1.47519 | 0.00000 | ||
10 | 2009.12.08 17:02 | modify | 3 | 1.70 | 1.47557 | 1.47455 | 0.00000 | ||
11 | 2009.12.08 17:07 | modify | 3 | 1.70 | 1.47557 | 1.47427 | 0.00000 | ||
12 | 2009.12.08 17:15 | s/l | 3 | 1.70 | 1.47427 | 1.47427 | 0.00000 | 221.00 | 11527.30 |
13 | 2009.12.08 21:00 | sell | 4 | 1.70 | 1.46822 | 0.00000 | 0.00000 | ||
14 | 2009.12.11 15:35 | modify | 4 | 1.70 | 1.46822 | 1.46822 | 0.00000 | ||
15 | 2009.12.11 15:40 | modify | 4 | 1.70 | 1.46822 | 1.46766 | 0.00000 | ||
16 | 2009.12.11 15:45 | modify | 4 | 1.70 | 1.46822 | 1.46682 | 0.00000 | ||
17 | 2009.12.11 15:50 | modify | 4 | 1.70 | 1.46822 | 1.46570 | 0.00000 | ||
18 | 2009.12.11 16:07 | s/l | 4 | 1.70 | 1.46570 | 1.46570 | 0.00000 | 425.00 | 11952.30 |
19 | 2009.12.11 17:00 | sell | 5 | 1.80 | 1.46201 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 17:20 | modify | 5 | 1.80 | 1.46201 | 1.46067 | 0.00000 | ||
21 | 2009.12.11 17:37 | s/l | 5 | 1.80 | 1.46067 | 1.46067 | 0.00000 | 241.20 | 12193.50 |
22 | 2009.12.11 18:00 | sell | 6 | 1.80 | 1.45986 | 0.00000 | 0.00000 | ||
23 | 2009.12.15 09:15 | modify | 6 | 1.80 | 1.45986 | 1.45977 | 0.00000 | ||
24 | 2009.12.15 09:20 | modify | 6 | 1.80 | 1.45986 | 1.45782 | 0.00000 | ||
25 | 2009.12.15 09:32 | modify | 6 | 1.80 | 1.45986 | 1.45738 | 0.00000 | ||
26 | 2009.12.15 09:37 | modify | 6 | 1.80 | 1.45986 | 1.45723 | 0.00000 | ||
27 | 2009.12.15 10:02 | s/l | 6 | 1.80 | 1.45723 | 1.45723 | 0.00000 | 471.96 | 12665.46 |
28 | 2009.12.15 11:00 | sell | 7 | 1.90 | 1.45415 | 0.00000 | 0.00000 | ||
29 | 2009.12.15 17:20 | modify | 7 | 1.90 | 1.45415 | 1.45408 | 0.00000 | ||
30 | 2009.12.15 17:45 | modify | 7 | 1.90 | 1.45415 | 1.45355 | 0.00000 | ||
31 | 2009.12.15 17:50 | modify | 7 | 1.90 | 1.45415 | 1.45258 | 0.00000 | ||
32 | 2009.12.15 18:37 | modify | 7 | 1.90 | 1.45415 | 1.45244 | 0.00000 | ||
33 | 2009.12.15 19:07 | s/l | 7 | 1.90 | 1.45244 | 1.45244 | 0.00000 | 324.90 | 12990.36 |
34 | 2009.12.17 01:00 | sell | 8 | 1.90 | 1.45242 | 0.00000 | 0.00000 | ||
35 | 2009.12.17 02:33 | modify | 8 | 1.90 | 1.45242 | 1.45159 | 0.00000 | ||
36 | 2009.12.17 02:40 | modify | 8 | 1.90 | 1.45242 | 1.45031 | 0.00000 | ||
37 | 2009.12.17 02:46 | modify | 8 | 1.90 | 1.45242 | 1.44861 | 0.00000 | ||
38 | 2009.12.17 03:02 | modify | 8 | 1.90 | 1.45242 | 1.44745 | 0.00000 | ||
39 | 2009.12.17 03:07 | modify | 8 | 1.90 | 1.45242 | 1.44722 | 0.00000 | ||
40 | 2009.12.17 03:20 | s/l | 8 | 1.90 | 1.44722 | 1.44722 | 0.00000 | 988.00 | 13978.36 |
41 | 2009.12.17 04:00 | sell | 9 | 2.10 | 1.44311 | 0.00000 | 0.00000 | ||
42 | 2009.12.17 04:15 | modify | 9 | 2.10 | 1.44311 | 1.44247 | 0.00000 | ||
43 | 2009.12.17 04:20 | modify | 9 | 2.10 | 1.44311 | 1.44086 | 0.00000 | ||
44 | 2009.12.17 04:40 | s/l | 9 | 2.10 | 1.44086 | 1.44086 | 0.00000 | 472.50 | 14450.86 |
45 | 2009.12.17 05:00 | sell | 10 | 2.20 | 1.44198 | 0.00000 | 0.00000 | ||
46 | 2009.12.17 05:20 | modify | 10 | 2.20 | 1.44198 | 1.44103 | 0.00000 | ||
47 | 2009.12.17 05:45 | modify | 10 | 2.20 | 1.44198 | 1.44024 | 0.00000 | ||
48 | 2009.12.17 05:50 | modify | 10 | 2.20 | 1.44198 | 1.43892 | 0.00000 | ||
49 | 2009.12.17 05:59 | s/l | 10 | 2.20 | 1.43892 | 1.43892 | 0.00000 | 673.20 | 15124.06 |
50 | 2009.12.17 06:00 | sell | 11 | 2.30 | 1.43890 | 0.00000 | 0.00000 | ||
51 | 2009.12.17 10:50 | modify | 11 | 2.30 | 1.43890 | 1.43785 | 0.00000 | ||
52 | 2009.12.17 11:20 | modify | 11 | 2.30 | 1.43890 | 1.43731 | 0.00000 | ||
53 | 2009.12.17 11:35 | modify | 11 | 2.30 | 1.43890 | 1.43718 | 0.00000 | ||
54 | 2009.12.17 11:40 | modify | 11 | 2.30 | 1.43890 | 1.43667 | 0.00000 | ||
55 | 2009.12.17 11:45 | modify | 11 | 2.30 | 1.43890 | 1.43590 | 0.00000 | ||
56 | 2009.12.17 11:50 | modify | 11 | 2.30 | 1.43890 | 1.43488 | 0.00000 | ||
57 | 2009.12.17 12:10 | s/l | 11 | 2.30 | 1.43488 | 1.43488 | 0.00000 | 924.60 | 16048.66 |
58 | 2009.12.18 14:00 | sell | 12 | 2.40 | 1.43356 | 0.00000 | 0.00000 | ||
59 | 2009.12.18 15:02 | modify | 12 | 2.40 | 1.43356 | 1.43353 | 0.00000 | ||
60 | 2009.12.18 15:07 | modify | 12 | 2.40 | 1.43356 | 1.43327 | 0.00000 | ||
61 | 2009.12.18 15:15 | s/l | 12 | 2.40 | 1.43327 | 1.43327 | 0.00000 | 69.60 | 16118.26 |
62 | 2009.12.21 08:00 | sell | 13 | 2.40 | 1.43340 | 0.00000 | 0.00000 | ||
63 | 2009.12.21 09:20 | modify | 13 | 2.40 | 1.43340 | 1.43277 | 0.00000 | ||
64 | 2009.12.21 09:40 | modify | 13 | 2.40 | 1.43340 | 1.43261 | 0.00000 | ||
65 | 2009.12.21 09:45 | modify | 13 | 2.40 | 1.43340 | 1.43153 | 0.00000 | ||
66 | 2009.12.21 09:50 | modify | 13 | 2.40 | 1.43340 | 1.43010 | 0.00000 | ||
67 | 2009.12.21 10:15 | s/l | 13 | 2.40 | 1.43010 | 1.43010 | 0.00000 | 792.00 | 16910.26 |
68 | 2009.12.21 17:00 | sell | 14 | 2.50 | 1.43120 | 0.00000 | 0.00000 | ||
69 | 2009.12.21 19:50 | modify | 14 | 2.50 | 1.43120 | 1.43069 | 0.00000 | ||
70 | 2009.12.21 20:20 | modify | 14 | 2.50 | 1.43120 | 1.43065 | 0.00000 | ||
71 | 2009.12.21 21:10 | modify | 14 | 2.50 | 1.43120 | 1.43038 | 0.00000 | ||
72 | 2009.12.21 21:15 | modify | 14 | 2.50 | 1.43120 | 1.42970 | 0.00000 | ||
73 | 2009.12.21 21:20 | modify | 14 | 2.50 | 1.43120 | 1.42878 | 0.00000 | ||
74 | 2009.12.21 22:37 | s/l | 14 | 2.50 | 1.42878 | 1.42878 | 0.00000 | 605.00 | 17515.26 |
75 | 2009.12.21 23:00 | sell | 15 | 2.60 | 1.42770 | 0.00000 | 0.00000 | ||
76 | 2009.12.22 16:45 | modify | 15 | 2.60 | 1.42770 | 1.42690 | 0.00000 | ||
77 | 2009.12.22 16:50 | modify | 15 | 2.60 | 1.42770 | 1.42507 | 0.00000 | ||
78 | 2009.12.22 17:02 | modify | 15 | 2.60 | 1.42770 | 1.42399 | 0.00000 | ||
79 | 2009.12.22 17:07 | modify | 15 | 2.60 | 1.42770 | 1.42378 | 0.00000 | ||
80 | 2009.12.22 17:20 | s/l | 15 | 2.60 | 1.42378 | 1.42378 | 0.00000 | 1018.16 | 18533.42 |
81 | 2009.12.22 22:00 | sell | 16 | 2.80 | 1.42517 | 0.00000 | 0.00000 | ||
82 | 2010.01.15 22:57 | close at stop | 16 | 2.80 | 1.43854 | 0.00000 | 0.00000 | -3772.72 | 14760.70 |