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; pipsize=0.0001; puffer=3; TP=20; SL=10; TS=10; magic=12345; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1095.18 | Gross profit | 1202.46 | Gross loss | -2297.64 |
Profit factor | 0.52 | Expected payoff | -26.08 | ||
Absolute drawdown | 1255.02 | Maximal drawdown | 3161.50 (26.55%) | Relative drawdown | 26.55% (3161.50) |
Total trades | 42 | Short positions (won %) | 24 (29.17%) | Long positions (won %) | 18 (16.67%) |
Profit trades (% of total) | 10 (23.81%) | Loss trades (% of total) | 32 (76.19%) | ||
Largest | profit trade | 308.20 | loss trade | -386.40 | |
Average | profit trade | 120.25 | loss trade | -71.80 | |
Maximum | consecutive wins (profit in money) | 5 (542.76) | consecutive losses (loss in money) | 17 (-1028.44) | |
Maximal | consecutive profit (count of wins) | 603.00 (2) | consecutive loss (count of losses) | -1028.44 (17) | |
Average | consecutive wins | 2 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 15:15 | buy | 1 | 0.10 | 1.50952 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 15:27 | close | 1 | 0.10 | 1.50910 | 0.00000 | 0.00000 | -4.20 | 9995.80 |
3 | 2009.12.03 08:10 | buy | 2 | 0.10 | 1.51125 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 08:50 | close | 2 | 0.10 | 1.51139 | 0.00000 | 0.00000 | 1.40 | 9997.20 |
5 | 2009.12.03 12:20 | buy | 3 | 0.10 | 1.51314 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 13:10 | close | 3 | 0.10 | 1.51203 | 0.00000 | 0.00000 | -11.10 | 9986.10 |
7 | 2009.12.04 17:00 | sell | 4 | 0.10 | 1.48879 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 17:02 | close | 4 | 0.10 | 1.49027 | 0.00000 | 0.00000 | -14.80 | 9971.30 |
9 | 2009.12.04 20:00 | sell | 5 | 0.10 | 1.48353 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 20:32 | close | 5 | 0.10 | 1.48442 | 0.00000 | 0.00000 | -8.90 | 9962.40 |
11 | 2009.12.04 21:07 | sell | 6 | 0.10 | 1.48241 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 21:10 | close | 6 | 0.10 | 1.48373 | 0.00000 | 0.00000 | -13.20 | 9949.20 |
13 | 2009.12.07 10:00 | sell | 7 | 0.10 | 1.47670 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 10:10 | close | 7 | 0.10 | 1.47745 | 0.00000 | 0.00000 | -7.50 | 9941.70 |
15 | 2009.12.08 18:20 | sell | 8 | 0.10 | 1.47218 | 0.00000 | 0.00000 | ||
16 | 2009.12.08 19:02 | close | 8 | 0.10 | 1.47236 | 0.00000 | 0.00000 | -1.80 | 9939.90 |
17 | 2009.12.08 19:10 | sell | 9 | 0.10 | 1.47133 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 20:15 | sell | 10 | 0.10 | 1.46956 | 0.00000 | 0.00000 | ||
19 | 2009.12.08 21:00 | sell | 11 | 0.10 | 1.46822 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 12:20 | buy | 12 | 0.10 | 1.47714 | 0.00000 | 0.00000 | ||
21 | 2009.12.11 12:22 | close | 9 | 0.10 | 1.47683 | 0.00000 | 0.00000 | -55.20 | 9884.70 |
22 | 2009.12.15 10:15 | sell | 13 | 0.10 | 1.45531 | 0.00000 | 0.00000 | ||
23 | 2009.12.15 14:32 | sell | 14 | 0.10 | 1.45243 | 0.00000 | 0.00000 | ||
24 | 2009.12.15 18:20 | sell | 15 | 0.10 | 1.45068 | 0.00000 | 0.00000 | ||
25 | 2009.12.15 18:32 | sell | 16 | 0.10 | 1.45048 | 0.00000 | 0.00000 | ||
26 | 2009.12.17 05:20 | sell | 17 | 0.10 | 1.43892 | 0.00000 | 0.00000 | ||
27 | 2009.12.17 11:15 | sell | 18 | 0.10 | 1.43588 | 0.00000 | 0.00000 | ||
28 | 2009.12.17 18:00 | sell | 19 | 0.10 | 1.43152 | 0.00000 | 0.00000 | ||
29 | 2009.12.22 17:00 | sell | 20 | 0.10 | 1.42309 | 0.00000 | 0.00000 | ||
30 | 2009.12.23 17:50 | buy | 21 | 0.10 | 1.43435 | 0.00000 | 0.00000 | ||
31 | 2009.12.24 11:05 | buy | 22 | 0.10 | 1.43883 | 0.00000 | 0.00000 | ||
32 | 2009.12.29 10:00 | buy | 23 | 0.10 | 1.44351 | 0.00000 | 0.00000 | ||
33 | 2009.12.29 10:50 | buy | 24 | 0.10 | 1.44346 | 0.00000 | 0.00000 | ||
34 | 2009.12.29 13:15 | buy | 25 | 0.10 | 1.44463 | 0.00000 | 0.00000 | ||
35 | 2009.12.30 02:20 | sell | 26 | 0.10 | 1.43217 | 0.00000 | 0.00000 | ||
36 | 2009.12.30 03:15 | sell | 27 | 0.10 | 1.43101 | 0.00000 | 0.00000 | ||
37 | 2009.12.30 04:02 | sell | 28 | 0.10 | 1.43077 | 0.00000 | 0.00000 | ||
38 | 2009.12.30 04:07 | sell | 29 | 0.10 | 1.43069 | 0.00000 | 0.00000 | ||
39 | 2009.12.30 04:32 | sell | 30 | 0.10 | 1.43083 | 0.00000 | 0.00000 | ||
40 | 2009.12.30 04:37 | sell | 31 | 0.10 | 1.43072 | 0.00000 | 0.00000 | ||
41 | 2009.12.31 03:15 | buy | 32 | 0.10 | 1.43706 | 0.00000 | 0.00000 | ||
42 | 2009.12.31 08:00 | buy | 33 | 0.10 | 1.44403 | 0.00000 | 0.00000 | ||
43 | 2010.01.05 07:45 | buy | 34 | 0.10 | 1.44717 | 0.00000 | 0.00000 | ||
44 | 2010.01.11 01:20 | buy | 35 | 0.10 | 1.44784 | 0.00000 | 0.00000 | ||
45 | 2010.01.11 01:35 | buy | 36 | 0.10 | 1.44766 | 0.00000 | 0.00000 | ||
46 | 2010.01.11 02:20 | buy | 37 | 0.10 | 1.44943 | 0.00000 | 0.00000 | ||
47 | 2010.01.11 04:00 | buy | 38 | 0.10 | 1.45108 | 0.00000 | 0.00000 | ||
48 | 2010.01.11 12:10 | buy | 39 | 0.10 | 1.45338 | 0.00000 | 0.00000 | ||
49 | 2010.01.11 17:37 | buy | 40 | 0.10 | 1.45524 | 0.00000 | 0.00000 | ||
50 | 2010.01.15 13:02 | sell | 41 | 0.10 | 1.43693 | 0.00000 | 0.00000 | ||
51 | 2010.01.15 14:20 | sell | 42 | 0.10 | 1.43690 | 0.00000 | 0.00000 | ||
52 | 2010.01.15 22:57 | close at stop | 42 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -16.80 | 9867.90 |
53 | 2010.01.15 22:57 | close at stop | 41 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -16.50 | 9851.40 |
54 | 2010.01.15 22:57 | close at stop | 40 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -167.98 | 9683.42 |
55 | 2010.01.15 22:57 | close at stop | 39 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -149.38 | 9534.04 |
56 | 2010.01.15 22:57 | close at stop | 38 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -126.38 | 9407.66 |
57 | 2010.01.15 22:57 | close at stop | 37 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -109.88 | 9297.78 |
58 | 2010.01.15 22:57 | close at stop | 36 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -92.18 | 9205.60 |
59 | 2010.01.15 22:57 | close at stop | 35 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -93.98 | 9111.62 |
60 | 2010.01.15 22:57 | close at stop | 34 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -87.16 | 9024.46 |
61 | 2010.01.15 22:57 | close at stop | 33 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -55.70 | 8968.76 |
62 | 2010.01.15 22:57 | close at stop | 32 | 0.10 | 1.43843 | 0.00000 | 0.00000 | 14.00 | 8982.76 |
63 | 2010.01.15 22:57 | close at stop | 31 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -79.32 | 8903.44 |
64 | 2010.01.15 22:57 | close at stop | 30 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -78.22 | 8825.22 |
65 | 2010.01.15 22:57 | close at stop | 29 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -79.62 | 8745.60 |
66 | 2010.01.15 22:57 | close at stop | 28 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -78.82 | 8666.78 |
67 | 2010.01.15 22:57 | close at stop | 27 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -76.42 | 8590.36 |
68 | 2010.01.15 22:57 | close at stop | 26 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -64.82 | 8525.54 |
69 | 2010.01.15 22:57 | close at stop | 25 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -61.62 | 8463.92 |
70 | 2010.01.15 22:57 | close at stop | 24 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -49.92 | 8414.00 |
71 | 2010.01.15 22:57 | close at stop | 23 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -50.42 | 8363.58 |
72 | 2010.01.15 22:57 | close at stop | 22 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -3.56 | 8360.02 |
73 | 2010.01.15 22:57 | close at stop | 21 | 0.10 | 1.43843 | 0.00000 | 0.00000 | 41.30 | 8401.32 |
74 | 2010.01.15 22:57 | close at stop | 20 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -155.94 | 8245.38 |
75 | 2010.01.15 22:57 | close at stop | 19 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -71.76 | 8173.62 |
76 | 2010.01.15 22:57 | close at stop | 18 | 0.10 | 1.43858 | 0.00000 | 0.00000 | -28.16 | 8145.46 |
77 | 2010.01.15 22:57 | close at stop | 17 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 2.24 | 8147.70 |
78 | 2010.01.15 22:57 | close at stop | 16 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 117.68 | 8265.38 |
79 | 2010.01.15 22:57 | close at stop | 15 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 119.68 | 8385.06 |
80 | 2010.01.15 22:57 | close at stop | 14 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 137.18 | 8522.24 |
81 | 2010.01.15 22:57 | close at stop | 13 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 165.98 | 8688.22 |
82 | 2010.01.15 22:57 | close at stop | 12 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -386.40 | 8301.82 |
83 | 2010.01.15 22:57 | close at stop | 11 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 294.80 | 8596.62 |
84 | 2010.01.15 22:57 | close at stop | 10 | 0.10 | 1.43858 | 0.00000 | 0.00000 | 308.20 | 8904.82 |