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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3682.00 | Gross profit | 9929.40 | Gross loss | -6247.40 |
| Profit factor | 1.59 | Expected payoff | 83.68 | ||
| Absolute drawdown | 753.00 | Maximal drawdown | 2410.40 (16.07%) | Relative drawdown | 16.07% (2410.40) |
| Total trades | 44 | Short positions (won %) | 44 (45.45%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 20 (45.45%) | Loss trades (% of total) | 24 (54.55%) | ||
| Largest | profit trade | 1954.40 | loss trade | -1017.00 | |
| Average | profit trade | 496.47 | loss trade | -260.31 | |
| Maximum | consecutive wins (profit in money) | 5 (1424.00) | consecutive losses (loss in money) | 5 (-582.00) | |
| Maximal | consecutive profit (count of wins) | 2267.60 (2) | consecutive loss (count of losses) | -1025.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:00 | sell | 1 | 1.00 | 1.50001 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 09:00 | close | 1 | 1.00 | 1.50275 | 0.00000 | 0.00000 | -274.00 | 9726.00 |
| 3 | 2009.12.01 23:00 | sell | 2 | 1.00 | 1.50796 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 02:00 | close | 2 | 1.00 | 1.50901 | 0.00000 | 0.00000 | -105.40 | 9620.60 |
| 5 | 2009.12.02 09:00 | sell | 3 | 1.00 | 1.50867 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 10:00 | close | 3 | 1.00 | 1.50950 | 0.00000 | 0.00000 | -83.00 | 9537.60 |
| 7 | 2009.12.02 15:00 | sell | 4 | 1.00 | 1.50750 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 02:00 | close | 4 | 1.00 | 1.50786 | 0.00000 | 0.00000 | -37.20 | 9500.40 |
| 9 | 2009.12.03 16:00 | sell | 5 | 1.00 | 1.50770 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 09:00 | close | 5 | 1.00 | 1.50852 | 0.00000 | 0.00000 | -82.40 | 9418.00 |
| 11 | 2009.12.04 12:00 | sell | 6 | 1.00 | 1.50605 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 04:00 | close | 6 | 1.00 | 1.48892 | 0.00000 | 0.00000 | 1712.60 | 11130.60 |
| 13 | 2009.12.07 09:00 | sell | 7 | 1.00 | 1.48752 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 18:00 | close | 7 | 1.00 | 1.48197 | 0.00000 | 0.00000 | 555.00 | 11685.60 |
| 15 | 2009.12.07 23:00 | sell | 8 | 1.00 | 1.48259 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.08 01:00 | close | 8 | 1.00 | 1.48385 | 0.00000 | 0.00000 | -126.40 | 11559.20 |
| 17 | 2009.12.08 09:00 | sell | 9 | 1.00 | 1.47952 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 12:00 | close | 9 | 1.00 | 1.48353 | 0.00000 | 0.00000 | -401.00 | 11158.20 |
| 19 | 2009.12.08 13:00 | sell | 10 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.09 04:00 | close | 10 | 1.00 | 1.47333 | 0.00000 | 0.00000 | 601.60 | 11759.80 |
| 21 | 2009.12.09 08:00 | sell | 11 | 1.00 | 1.46986 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 11:00 | close | 11 | 1.00 | 1.47546 | 0.00000 | 0.00000 | -560.00 | 11199.80 |
| 23 | 2009.12.09 15:00 | sell | 12 | 1.00 | 1.47307 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.09 23:00 | close | 12 | 1.00 | 1.47248 | 0.00000 | 0.00000 | 59.00 | 11258.80 |
| 25 | 2009.12.10 06:00 | sell | 13 | 1.00 | 1.47112 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 12:00 | close | 13 | 1.00 | 1.47416 | 0.00000 | 0.00000 | -304.00 | 10954.80 |
| 27 | 2009.12.10 18:00 | sell | 14 | 1.00 | 1.47142 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 22:00 | close | 14 | 1.00 | 1.47308 | 0.00000 | 0.00000 | -166.00 | 10788.80 |
| 29 | 2009.12.11 04:00 | sell | 15 | 1.00 | 1.47207 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.11 07:00 | close | 15 | 1.00 | 1.47380 | 0.00000 | 0.00000 | -173.00 | 10615.80 |
| 31 | 2009.12.11 16:00 | sell | 16 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.14 04:00 | close | 16 | 1.00 | 1.46354 | 0.00000 | 0.00000 | 178.60 | 10794.40 |
| 33 | 2009.12.14 12:00 | sell | 17 | 1.00 | 1.46258 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.14 18:00 | close | 17 | 1.00 | 1.46446 | 0.00000 | 0.00000 | -188.00 | 10606.40 |
| 35 | 2009.12.15 04:00 | sell | 18 | 1.00 | 1.46478 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.16 00:00 | close | 18 | 1.00 | 1.45375 | 0.00000 | 0.00000 | 1102.60 | 11709.00 |
| 37 | 2009.12.16 06:00 | sell | 19 | 1.00 | 1.45370 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.16 08:00 | close | 19 | 1.00 | 1.45514 | 0.00000 | 0.00000 | -144.00 | 11565.00 |
| 39 | 2009.12.16 09:00 | sell | 20 | 1.00 | 1.45182 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.16 10:00 | close | 20 | 1.00 | 1.45477 | 0.00000 | 0.00000 | -295.00 | 11270.00 |
| 41 | 2009.12.16 20:00 | sell | 21 | 1.00 | 1.45396 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.18 02:00 | close | 21 | 1.00 | 1.43440 | 0.00000 | 0.00000 | 1954.40 | 13224.40 |
| 43 | 2009.12.18 14:00 | sell | 22 | 1.00 | 1.43356 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.21 00:00 | close | 22 | 1.00 | 1.43123 | 0.00000 | 0.00000 | 232.60 | 13457.00 |
| 45 | 2009.12.21 03:00 | sell | 23 | 1.00 | 1.43198 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.21 04:00 | close | 23 | 1.00 | 1.43435 | 0.00000 | 0.00000 | -237.00 | 13220.00 |
| 47 | 2009.12.21 09:00 | sell | 24 | 1.00 | 1.43236 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.21 13:00 | close | 24 | 1.00 | 1.43429 | 0.00000 | 0.00000 | -193.00 | 13027.00 |
| 49 | 2009.12.21 17:00 | sell | 25 | 1.00 | 1.43120 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.22 04:00 | close | 25 | 1.00 | 1.42945 | 0.00000 | 0.00000 | 174.60 | 13201.60 |
| 51 | 2009.12.22 13:00 | sell | 26 | 1.00 | 1.42810 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.23 03:00 | close | 26 | 1.00 | 1.42724 | 0.00000 | 0.00000 | 85.60 | 13287.20 |
| 53 | 2009.12.23 06:00 | sell | 27 | 1.00 | 1.42470 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.23 14:00 | close | 27 | 1.00 | 1.42814 | 0.00000 | 0.00000 | -344.00 | 12943.20 |
| 55 | 2009.12.24 17:00 | sell | 28 | 1.00 | 1.43561 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.28 03:00 | close | 28 | 1.00 | 1.43883 | 0.00000 | 0.00000 | -322.80 | 12620.40 |
| 57 | 2009.12.28 17:00 | sell | 29 | 1.00 | 1.43887 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.29 08:00 | close | 29 | 1.00 | 1.43815 | 0.00000 | 0.00000 | 71.60 | 12692.00 |
| 59 | 2009.12.29 17:00 | sell | 30 | 1.00 | 1.44049 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.30 09:00 | close | 30 | 1.00 | 1.43555 | 0.00000 | 0.00000 | 493.60 | 13185.60 |
| 61 | 2009.12.30 14:00 | sell | 31 | 1.00 | 1.43397 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.30 20:00 | close | 31 | 1.00 | 1.43377 | 0.00000 | 0.00000 | 20.00 | 13205.60 |
| 63 | 2009.12.31 16:00 | sell | 32 | 1.00 | 1.43688 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.04 10:00 | close | 32 | 1.00 | 1.43379 | 0.00000 | 0.00000 | 308.20 | 13513.80 |
| 65 | 2010.01.05 11:00 | sell | 33 | 1.00 | 1.44310 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.06 11:00 | close | 33 | 1.00 | 1.43779 | 0.00000 | 0.00000 | 530.60 | 14044.40 |
| 67 | 2010.01.06 15:00 | sell | 34 | 1.00 | 1.43587 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.06 17:00 | close | 34 | 1.00 | 1.43880 | 0.00000 | 0.00000 | -293.00 | 13751.40 |
| 69 | 2010.01.07 06:00 | sell | 35 | 1.00 | 1.43992 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.08 10:00 | close | 35 | 1.00 | 1.43296 | 0.00000 | 0.00000 | 695.60 | 14447.00 |
| 71 | 2010.01.08 13:00 | sell | 36 | 1.00 | 1.43017 | 0.00000 | 0.00000 | ||
| 72 | 2010.01.08 15:00 | close | 36 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -1017.00 | 13430.00 |
| 73 | 2010.01.11 21:00 | sell | 37 | 1.00 | 1.45188 | 0.00000 | 0.00000 | ||
| 74 | 2010.01.11 22:00 | close | 37 | 1.00 | 1.45196 | 0.00000 | 0.00000 | -8.00 | 13422.00 |
| 75 | 2010.01.11 23:00 | sell | 38 | 1.00 | 1.45121 | 0.00000 | 0.00000 | ||
| 76 | 2010.01.12 09:00 | close | 38 | 1.00 | 1.45063 | 0.00000 | 0.00000 | 57.60 | 13479.60 |
| 77 | 2010.01.12 11:00 | sell | 39 | 1.00 | 1.44900 | 0.00000 | 0.00000 | ||
| 78 | 2010.01.12 14:00 | close | 39 | 1.00 | 1.44995 | 0.00000 | 0.00000 | -95.00 | 13384.60 |
| 79 | 2010.01.12 15:00 | sell | 40 | 1.00 | 1.44703 | 0.00000 | 0.00000 | ||
| 80 | 2010.01.12 16:00 | close | 40 | 1.00 | 1.45085 | 0.00000 | 0.00000 | -382.00 | 13002.60 |
| 81 | 2010.01.12 21:00 | sell | 41 | 1.00 | 1.44973 | 0.00000 | 0.00000 | ||
| 82 | 2010.01.13 07:00 | close | 41 | 1.00 | 1.44864 | 0.00000 | 0.00000 | 108.60 | 13111.20 |
| 83 | 2010.01.13 18:00 | sell | 42 | 1.00 | 1.44908 | 0.00000 | 0.00000 | ||
| 84 | 2010.01.14 02:00 | close | 42 | 1.00 | 1.45323 | 0.00000 | 0.00000 | -416.20 | 12695.00 |
| 85 | 2010.01.14 10:00 | sell | 43 | 1.00 | 1.45210 | 0.00000 | 0.00000 | ||
| 86 | 2010.01.14 20:00 | close | 43 | 1.00 | 1.45114 | 0.00000 | 0.00000 | 96.00 | 12791.00 |
| 87 | 2010.01.15 02:00 | sell | 44 | 1.00 | 1.44742 | 0.00000 | 0.00000 | ||
| 88 | 2010.01.15 22:57 | close at stop | 44 | 1.00 | 1.43851 | 0.00000 | 0.00000 | 891.00 | 13682.00 |