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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -14.99 | Gross profit | 21.01 | Gross loss | -36.00 |
Profit factor | 0.58 | Expected payoff | -0.39 | ||
Absolute drawdown | 16.94 | Maximal drawdown | 21.81 (0.22%) | Relative drawdown | 0.22% (21.81) |
Total trades | 38 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 31 (35.48%) |
Profit trades (% of total) | 14 (36.84%) | Loss trades (% of total) | 24 (63.16%) | ||
Largest | profit trade | 1.51 | loss trade | -1.50 | |
Average | profit trade | 1.50 | loss trade | -1.50 | |
Maximum | consecutive wins (profit in money) | 3 (4.51) | consecutive losses (loss in money) | 5 (-7.50) | |
Maximal | consecutive profit (count of wins) | 4.51 (3) | consecutive loss (count of losses) | -7.50 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | buy | 1 | 0.01 | 1.50277 | 1.50127 | 1.50427 | ||
2 | 2009.12.01 09:10 | t/p | 1 | 0.01 | 1.50427 | 1.50127 | 1.50427 | 1.50 | 10001.50 |
3 | 2009.12.02 04:00 | buy | 2 | 0.01 | 1.50871 | 1.50721 | 1.51021 | ||
4 | 2009.12.02 04:37 | t/p | 2 | 0.01 | 1.51021 | 1.50721 | 1.51021 | 1.50 | 10003.00 |
5 | 2009.12.03 01:00 | buy | 3 | 0.01 | 1.50675 | 1.50525 | 1.50825 | ||
6 | 2009.12.03 01:20 | t/p | 3 | 0.01 | 1.50825 | 1.50525 | 1.50825 | 1.50 | 10004.50 |
7 | 2009.12.03 21:00 | buy | 4 | 0.01 | 1.50913 | 1.50763 | 1.51063 | ||
8 | 2009.12.03 21:50 | s/l | 4 | 0.01 | 1.50763 | 1.50763 | 1.51063 | -1.50 | 10003.00 |
9 | 2009.12.04 05:00 | buy | 5 | 0.01 | 1.50598 | 1.50448 | 1.50748 | ||
10 | 2009.12.04 08:15 | t/p | 5 | 0.01 | 1.50748 | 1.50448 | 1.50748 | 1.50 | 10004.50 |
11 | 2009.12.07 01:00 | buy | 6 | 0.01 | 1.48714 | 1.48564 | 1.48864 | ||
12 | 2009.12.07 01:20 | s/l | 6 | 0.01 | 1.48564 | 1.48564 | 1.48864 | -1.50 | 10003.00 |
13 | 2009.12.07 16:00 | buy | 7 | 0.01 | 1.48103 | 1.47953 | 1.48253 | ||
14 | 2009.12.07 16:03 | s/l | 7 | 0.01 | 1.47953 | 1.47953 | 1.48253 | -1.50 | 10001.50 |
15 | 2009.12.08 02:00 | buy | 8 | 0.01 | 1.48556 | 1.48406 | 1.48706 | ||
16 | 2009.12.08 03:16 | s/l | 8 | 0.01 | 1.48406 | 1.48406 | 1.48706 | -1.50 | 10000.00 |
17 | 2009.12.08 12:00 | buy | 9 | 0.01 | 1.48355 | 1.48205 | 1.48505 | ||
18 | 2009.12.08 12:15 | s/l | 9 | 0.01 | 1.48205 | 1.48205 | 1.48505 | -1.50 | 9998.50 |
19 | 2009.12.09 02:00 | buy | 10 | 0.01 | 1.47105 | 1.46955 | 1.47255 | ||
20 | 2009.12.09 02:02 | s/l | 10 | 0.01 | 1.46955 | 1.46955 | 1.47255 | -1.50 | 9997.00 |
21 | 2009.12.09 23:00 | buy | 11 | 0.01 | 1.47250 | 1.47100 | 1.47400 | ||
22 | 2009.12.09 23:16 | t/p | 11 | 0.01 | 1.47400 | 1.47100 | 1.47400 | 1.50 | 9998.50 |
23 | 2009.12.10 12:00 | buy | 12 | 0.01 | 1.47418 | 1.47268 | 1.47568 | ||
24 | 2009.12.10 12:07 | s/l | 12 | 0.01 | 1.47268 | 1.47268 | 1.47568 | -1.50 | 9997.00 |
25 | 2009.12.10 22:00 | buy | 13 | 0.01 | 1.47310 | 1.47160 | 1.47460 | ||
26 | 2009.12.11 03:15 | s/l | 13 | 0.01 | 1.47160 | 1.47160 | 1.47460 | -1.50 | 9995.50 |
27 | 2009.12.11 07:00 | buy | 14 | 0.01 | 1.47382 | 1.47232 | 1.47532 | ||
28 | 2009.12.11 07:50 | s/l | 14 | 0.01 | 1.47232 | 1.47232 | 1.47532 | -1.50 | 9994.00 |
29 | 2009.12.14 00:00 | buy | 15 | 0.01 | 1.46157 | 1.46007 | 1.46307 | ||
30 | 2009.12.14 01:20 | t/p | 15 | 0.01 | 1.46307 | 1.46007 | 1.46307 | 1.50 | 9995.50 |
31 | 2009.12.14 17:00 | buy | 16 | 0.01 | 1.46526 | 1.46376 | 1.46676 | ||
32 | 2009.12.14 17:20 | s/l | 16 | 0.01 | 1.46376 | 1.46376 | 1.46676 | -1.50 | 9994.00 |
33 | 2009.12.15 17:00 | buy | 17 | 0.01 | 1.45565 | 1.45415 | 1.45715 | ||
34 | 2009.12.15 17:15 | s/l | 17 | 0.01 | 1.45415 | 1.45415 | 1.45715 | -1.50 | 9992.50 |
35 | 2009.12.15 23:00 | buy | 18 | 0.01 | 1.45380 | 1.45230 | 1.45530 | ||
36 | 2009.12.16 01:20 | s/l | 18 | 0.01 | 1.45230 | 1.45230 | 1.45530 | -1.50 | 9991.00 |
37 | 2009.12.16 08:00 | buy | 19 | 0.01 | 1.45516 | 1.45366 | 1.45666 | ||
38 | 2009.12.16 08:32 | s/l | 19 | 0.01 | 1.45366 | 1.45366 | 1.45666 | -1.50 | 9989.50 |
39 | 2009.12.17 21:00 | buy | 20 | 0.01 | 1.43513 | 1.43363 | 1.43663 | ||
40 | 2009.12.17 22:50 | s/l | 20 | 0.01 | 1.43363 | 1.43363 | 1.43663 | -1.50 | 9988.00 |
41 | 2009.12.18 21:00 | buy | 21 | 0.01 | 1.43207 | 1.43057 | 1.43357 | ||
42 | 2009.12.18 21:10 | t/p | 21 | 0.01 | 1.43357 | 1.43057 | 1.43357 | 1.50 | 9989.50 |
43 | 2009.12.21 13:00 | buy | 22 | 0.01 | 1.43431 | 1.43281 | 1.43581 | ||
44 | 2009.12.21 13:16 | t/p | 22 | 0.01 | 1.43581 | 1.43281 | 1.43581 | 1.50 | 9991.00 |
45 | 2009.12.22 03:00 | buy | 23 | 0.01 | 1.42937 | 1.42787 | 1.43087 | ||
46 | 2009.12.22 03:20 | s/l | 23 | 0.01 | 1.42787 | 1.42787 | 1.43087 | -1.50 | 9989.50 |
47 | 2009.12.23 03:00 | buy | 24 | 0.01 | 1.42726 | 1.42576 | 1.42876 | ||
48 | 2009.12.23 03:45 | s/l | 24 | 0.01 | 1.42576 | 1.42576 | 1.42876 | -1.50 | 9988.00 |
49 | 2009.12.23 10:00 | buy | 25 | 0.01 | 1.42541 | 1.42391 | 1.42691 | ||
50 | 2009.12.23 10:50 | s/l | 25 | 0.01 | 1.42391 | 1.42391 | 1.42691 | -1.50 | 9986.50 |
51 | 2009.12.23 14:00 | buy | 26 | 0.01 | 1.42816 | 1.42666 | 1.42966 | ||
52 | 2009.12.23 14:20 | s/l | 26 | 0.01 | 1.42666 | 1.42666 | 1.42966 | -1.50 | 9985.00 |
53 | 2009.12.24 03:00 | buy | 27 | 0.01 | 1.43440 | 1.43290 | 1.43590 | ||
54 | 2009.12.24 08:03 | t/p | 27 | 0.01 | 1.43590 | 1.43290 | 1.43590 | 1.50 | 9986.50 |
55 | 2009.12.29 07:00 | buy | 28 | 0.01 | 1.43725 | 1.43575 | 1.43875 | ||
56 | 2009.12.29 08:10 | t/p | 28 | 0.01 | 1.43875 | 1.43575 | 1.43875 | 1.50 | 9988.00 |
57 | 2009.12.30 20:00 | buy | 29 | 0.01 | 1.43379 | 1.43229 | 1.43529 | ||
58 | 2009.12.31 01:50 | t/p | 29 | 0.01 | 1.43529 | 1.43229 | 1.43529 | 1.51 | 9989.51 |
59 | 2009.12.31 13:00 | sell | 30 | 0.01 | 1.43974 | 1.44124 | 1.43824 | ||
60 | 2009.12.31 13:20 | s/l | 30 | 0.01 | 1.44124 | 1.44124 | 1.43824 | -1.50 | 9988.01 |
61 | 2010.01.04 20:00 | sell | 31 | 0.01 | 1.44117 | 1.44267 | 1.43967 | ||
62 | 2010.01.04 20:16 | s/l | 31 | 0.01 | 1.44267 | 1.44267 | 1.43967 | -1.50 | 9986.51 |
63 | 2010.01.05 11:00 | sell | 32 | 0.01 | 1.44310 | 1.44460 | 1.44160 | ||
64 | 2010.01.05 11:50 | t/p | 32 | 0.01 | 1.44160 | 1.44460 | 1.44160 | 1.50 | 9988.01 |
65 | 2010.01.07 01:00 | sell | 33 | 0.01 | 1.44014 | 1.44164 | 1.43864 | ||
66 | 2010.01.07 01:15 | s/l | 33 | 0.01 | 1.44164 | 1.44164 | 1.43864 | -1.50 | 9986.51 |
67 | 2010.01.07 22:00 | buy | 34 | 0.01 | 1.43239 | 1.43089 | 1.43389 | ||
68 | 2010.01.07 22:50 | s/l | 34 | 0.01 | 1.43089 | 1.43089 | 1.43389 | -1.50 | 9985.01 |
69 | 2010.01.08 13:00 | sell | 35 | 0.01 | 1.43017 | 1.43167 | 1.42867 | ||
70 | 2010.01.08 13:10 | t/p | 35 | 0.01 | 1.42867 | 1.43167 | 1.42867 | 1.50 | 9986.51 |
71 | 2010.01.11 09:00 | sell | 36 | 0.01 | 1.44870 | 1.45020 | 1.44720 | ||
72 | 2010.01.11 09:15 | s/l | 36 | 0.01 | 1.45020 | 1.45020 | 1.44720 | -1.50 | 9985.01 |
73 | 2010.01.11 11:00 | buy | 37 | 0.01 | 1.45219 | 1.45069 | 1.45369 | ||
74 | 2010.01.11 11:20 | s/l | 37 | 0.01 | 1.45069 | 1.45069 | 1.45369 | -1.50 | 9983.51 |
75 | 2010.01.15 01:00 | sell | 38 | 0.01 | 1.44993 | 1.45143 | 1.44843 | ||
76 | 2010.01.15 01:45 | t/p | 38 | 0.01 | 1.44843 | 1.45143 | 1.44843 | 1.50 | 9985.01 |