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=3; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7231.80 | Gross profit | 11559.00 | Gross loss | -18790.80 |
Profit factor | 0.62 | Expected payoff | -93.92 | ||
Absolute drawdown | 7558.80 | Maximal drawdown | 8830.20 (78.34%) | Relative drawdown | 78.34% (8830.20) |
Total trades | 77 | Short positions (won %) | 77 (37.66%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 29 (37.66%) | Loss trades (% of total) | 48 (62.34%) | ||
Largest | profit trade | 1578.00 | loss trade | -1134.00 | |
Average | profit trade | 398.59 | loss trade | -391.47 | |
Maximum | consecutive wins (profit in money) | 3 (2430.00) | consecutive losses (loss in money) | 7 (-3243.00) | |
Maximal | consecutive profit (count of wins) | 2430.00 (3) | consecutive loss (count of losses) | -3243.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 3.00 | 1.50157 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 04:00 | close | 1 | 3.00 | 1.50167 | 0.00000 | 0.00000 | -30.00 | 9970.00 |
3 | 2009.12.01 06:00 | sell | 2 | 3.00 | 1.50102 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 07:00 | close | 2 | 3.00 | 1.50012 | 0.00000 | 0.00000 | 270.00 | 10240.00 |
5 | 2009.12.01 22:00 | sell | 3 | 3.00 | 1.50841 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 23:00 | close | 3 | 3.00 | 1.50807 | 0.00000 | 0.00000 | 102.00 | 10342.00 |
7 | 2009.12.02 00:00 | sell | 4 | 3.00 | 1.50748 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 01:00 | close | 4 | 3.00 | 1.50902 | 0.00000 | 0.00000 | -462.00 | 9880.00 |
9 | 2009.12.02 03:00 | sell | 5 | 3.00 | 1.50785 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 04:00 | close | 5 | 3.00 | 1.50872 | 0.00000 | 0.00000 | -261.00 | 9619.00 |
11 | 2009.12.02 08:00 | sell | 6 | 3.00 | 1.50854 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 09:00 | close | 6 | 3.00 | 1.50878 | 0.00000 | 0.00000 | -72.00 | 9547.00 |
13 | 2009.12.02 13:00 | sell | 7 | 3.00 | 1.50849 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 14:00 | close | 7 | 3.00 | 1.50910 | 0.00000 | 0.00000 | -183.00 | 9364.00 |
15 | 2009.12.02 15:00 | sell | 8 | 3.00 | 1.50750 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 16:00 | close | 8 | 3.00 | 1.50748 | 0.00000 | 0.00000 | 6.00 | 9370.00 |
17 | 2009.12.02 17:00 | sell | 9 | 3.00 | 1.50756 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 18:00 | close | 9 | 3.00 | 1.50591 | 0.00000 | 0.00000 | 495.00 | 9865.00 |
19 | 2009.12.02 19:00 | sell | 10 | 3.00 | 1.50435 | 0.00000 | 0.00000 | ||
20 | 2009.12.02 20:00 | close | 10 | 3.00 | 1.50479 | 0.00000 | 0.00000 | -132.00 | 9733.00 |
21 | 2009.12.02 21:00 | sell | 11 | 3.00 | 1.50356 | 0.00000 | 0.00000 | ||
22 | 2009.12.02 22:00 | close | 11 | 3.00 | 1.50463 | 0.00000 | 0.00000 | -321.00 | 9412.00 |
23 | 2009.12.02 23:00 | sell | 12 | 3.00 | 1.50436 | 0.00000 | 0.00000 | ||
24 | 2009.12.03 00:00 | close | 12 | 3.00 | 1.50490 | 0.00000 | 0.00000 | -165.60 | 9246.40 |
25 | 2009.12.03 15:00 | sell | 13 | 3.00 | 1.50890 | 0.00000 | 0.00000 | ||
26 | 2009.12.03 16:00 | close | 13 | 3.00 | 1.50781 | 0.00000 | 0.00000 | 327.00 | 9573.40 |
27 | 2009.12.03 17:00 | sell | 14 | 3.00 | 1.50874 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 18:00 | close | 14 | 3.00 | 1.50810 | 0.00000 | 0.00000 | 192.00 | 9765.40 |
29 | 2009.12.03 19:00 | sell | 15 | 3.00 | 1.50838 | 0.00000 | 0.00000 | ||
30 | 2009.12.03 20:00 | close | 15 | 3.00 | 1.50922 | 0.00000 | 0.00000 | -252.00 | 9513.40 |
31 | 2009.12.03 22:00 | sell | 16 | 3.00 | 1.50729 | 0.00000 | 0.00000 | ||
32 | 2009.12.03 23:00 | close | 16 | 3.00 | 1.50521 | 0.00000 | 0.00000 | 624.00 | 10137.40 |
33 | 2009.12.04 00:00 | sell | 17 | 3.00 | 1.50527 | 0.00000 | 0.00000 | ||
34 | 2009.12.04 01:00 | close | 17 | 3.00 | 1.50632 | 0.00000 | 0.00000 | -315.00 | 9822.40 |
35 | 2009.12.04 02:00 | sell | 18 | 3.00 | 1.50520 | 0.00000 | 0.00000 | ||
36 | 2009.12.04 03:00 | close | 18 | 3.00 | 1.50584 | 0.00000 | 0.00000 | -192.00 | 9630.40 |
37 | 2009.12.04 04:00 | sell | 19 | 3.00 | 1.50617 | 0.00000 | 0.00000 | ||
38 | 2009.12.04 05:00 | close | 19 | 3.00 | 1.50599 | 0.00000 | 0.00000 | 54.00 | 9684.40 |
39 | 2009.12.04 06:00 | sell | 20 | 3.00 | 1.50571 | 0.00000 | 0.00000 | ||
40 | 2009.12.04 07:00 | close | 20 | 3.00 | 1.50510 | 0.00000 | 0.00000 | 183.00 | 9867.40 |
41 | 2009.12.04 11:00 | sell | 21 | 3.00 | 1.50663 | 0.00000 | 0.00000 | ||
42 | 2009.12.04 12:00 | close | 21 | 3.00 | 1.50616 | 0.00000 | 0.00000 | 141.00 | 10008.40 |
43 | 2009.12.04 13:00 | sell | 22 | 3.00 | 1.50622 | 0.00000 | 0.00000 | ||
44 | 2009.12.04 14:00 | close | 22 | 3.00 | 1.50709 | 0.00000 | 0.00000 | -261.00 | 9747.40 |
45 | 2009.12.04 15:00 | sell | 23 | 3.00 | 1.49426 | 0.00000 | 0.00000 | ||
46 | 2009.12.04 16:00 | close | 23 | 3.00 | 1.49502 | 0.00000 | 0.00000 | -228.00 | 9519.40 |
47 | 2009.12.04 17:00 | sell | 24 | 3.00 | 1.48879 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 18:00 | close | 24 | 3.00 | 1.48836 | 0.00000 | 0.00000 | 129.00 | 9648.40 |
49 | 2009.12.04 19:00 | sell | 25 | 3.00 | 1.48878 | 0.00000 | 0.00000 | ||
50 | 2009.12.04 20:00 | close | 25 | 3.00 | 1.48364 | 0.00000 | 0.00000 | 1542.00 | 11190.40 |
51 | 2009.12.04 21:00 | sell | 26 | 3.00 | 1.48248 | 0.00000 | 0.00000 | ||
52 | 2009.12.04 22:00 | close | 26 | 3.00 | 1.48459 | 0.00000 | 0.00000 | -633.00 | 10557.40 |
53 | 2009.12.07 00:00 | sell | 27 | 3.00 | 1.48691 | 0.00000 | 0.00000 | ||
54 | 2009.12.07 01:00 | close | 27 | 3.00 | 1.48715 | 0.00000 | 0.00000 | -72.00 | 10485.40 |
55 | 2009.12.07 08:00 | sell | 28 | 3.00 | 1.48862 | 0.00000 | 0.00000 | ||
56 | 2009.12.07 09:00 | close | 28 | 3.00 | 1.48763 | 0.00000 | 0.00000 | 297.00 | 10782.40 |
57 | 2009.12.07 10:00 | sell | 29 | 3.00 | 1.47670 | 0.00000 | 0.00000 | ||
58 | 2009.12.07 11:00 | close | 29 | 3.00 | 1.48048 | 0.00000 | 0.00000 | -1134.00 | 9648.40 |
59 | 2009.12.07 12:00 | sell | 30 | 3.00 | 1.48080 | 0.00000 | 0.00000 | ||
60 | 2009.12.07 13:00 | close | 30 | 3.00 | 1.47967 | 0.00000 | 0.00000 | 339.00 | 9987.40 |
61 | 2009.12.07 14:00 | sell | 31 | 3.00 | 1.47916 | 0.00000 | 0.00000 | ||
62 | 2009.12.07 15:00 | close | 31 | 3.00 | 1.48017 | 0.00000 | 0.00000 | -303.00 | 9684.40 |
63 | 2009.12.07 16:00 | sell | 32 | 3.00 | 1.48093 | 0.00000 | 0.00000 | ||
64 | 2009.12.07 17:00 | close | 32 | 3.00 | 1.48288 | 0.00000 | 0.00000 | -585.00 | 9099.40 |
65 | 2009.12.07 22:00 | sell | 33 | 3.00 | 1.48119 | 0.00000 | 0.00000 | ||
66 | 2009.12.07 23:00 | close | 33 | 3.00 | 1.48270 | 0.00000 | 0.00000 | -453.00 | 8646.40 |
67 | 2009.12.08 05:00 | sell | 34 | 3.00 | 1.48422 | 0.00000 | 0.00000 | ||
68 | 2009.12.08 06:00 | close | 34 | 3.00 | 1.48441 | 0.00000 | 0.00000 | -57.00 | 8589.40 |
69 | 2009.12.08 07:00 | sell | 35 | 3.00 | 1.48427 | 0.00000 | 0.00000 | ||
70 | 2009.12.08 08:00 | close | 35 | 3.00 | 1.48382 | 0.00000 | 0.00000 | 135.00 | 8724.40 |
71 | 2009.12.08 09:00 | sell | 36 | 3.00 | 1.47952 | 0.00000 | 0.00000 | ||
72 | 2009.12.08 10:00 | close | 36 | 3.00 | 1.48206 | 0.00000 | 0.00000 | -762.00 | 7962.40 |
73 | 2009.12.08 13:00 | sell | 37 | 3.00 | 1.47935 | 0.00000 | 0.00000 | ||
74 | 2009.12.08 14:00 | close | 37 | 3.00 | 1.47907 | 0.00000 | 0.00000 | 84.00 | 8046.40 |
75 | 2009.12.08 15:00 | sell | 38 | 3.00 | 1.47557 | 0.00000 | 0.00000 | ||
76 | 2009.12.08 16:00 | close | 38 | 3.00 | 1.47680 | 0.00000 | 0.00000 | -369.00 | 7677.40 |
77 | 2009.12.08 17:00 | sell | 39 | 3.00 | 1.47357 | 0.00000 | 0.00000 | ||
78 | 2009.12.08 18:00 | close | 39 | 3.00 | 1.47408 | 0.00000 | 0.00000 | -153.00 | 7524.40 |
79 | 2009.12.08 19:00 | sell | 40 | 3.00 | 1.47197 | 0.00000 | 0.00000 | ||
80 | 2009.12.08 20:00 | close | 40 | 3.00 | 1.46992 | 0.00000 | 0.00000 | 615.00 | 8139.40 |
81 | 2009.12.08 21:00 | sell | 41 | 3.00 | 1.46822 | 0.00000 | 0.00000 | ||
82 | 2009.12.08 22:00 | close | 41 | 3.00 | 1.47028 | 0.00000 | 0.00000 | -618.00 | 7521.40 |
83 | 2009.12.08 23:00 | sell | 42 | 3.00 | 1.47030 | 0.00000 | 0.00000 | ||
84 | 2009.12.09 00:00 | close | 42 | 3.00 | 1.47041 | 0.00000 | 0.00000 | -34.20 | 7487.20 |
85 | 2009.12.09 01:00 | sell | 43 | 3.00 | 1.46912 | 0.00000 | 0.00000 | ||
86 | 2009.12.09 02:00 | close | 43 | 3.00 | 1.47106 | 0.00000 | 0.00000 | -582.00 | 6905.20 |
87 | 2009.12.09 08:00 | sell | 44 | 3.00 | 1.46986 | 0.00000 | 0.00000 | ||
88 | 2009.12.09 09:00 | close | 44 | 3.00 | 1.47150 | 0.00000 | 0.00000 | -492.00 | 6413.20 |
89 | 2009.12.09 14:00 | sell | 45 | 3.00 | 1.47259 | 0.00000 | 0.00000 | ||
90 | 2009.12.09 15:00 | close | 45 | 3.00 | 1.47318 | 0.00000 | 0.00000 | -177.00 | 6236.20 |
91 | 2009.12.09 16:00 | sell | 46 | 3.00 | 1.47127 | 0.00000 | 0.00000 | ||
92 | 2009.12.09 17:00 | close | 46 | 3.00 | 1.47459 | 0.00000 | 0.00000 | -996.00 | 5240.20 |
93 | 2009.12.09 18:00 | sell | 47 | 3.00 | 1.47237 | 0.00000 | 0.00000 | ||
94 | 2009.12.09 19:00 | close | 47 | 3.00 | 1.46953 | 0.00000 | 0.00000 | 852.00 | 6092.20 |
95 | 2009.12.09 20:00 | sell | 48 | 3.00 | 1.46801 | 0.00000 | 0.00000 | ||
96 | 2009.12.09 21:00 | close | 48 | 3.00 | 1.47165 | 0.00000 | 0.00000 | -1092.00 | 5000.20 |
97 | 2009.12.10 05:00 | sell | 49 | 3.00 | 1.47291 | 0.00000 | 0.00000 | ||
98 | 2009.12.10 06:00 | close | 49 | 3.00 | 1.47123 | 0.00000 | 0.00000 | 504.00 | 5504.20 |
99 | 2009.12.10 07:00 | sell | 50 | 3.00 | 1.47011 | 0.00000 | 0.00000 | ||
100 | 2009.12.10 08:00 | close | 50 | 3.00 | 1.47212 | 0.00000 | 0.00000 | -603.00 | 4901.20 |
101 | 2009.12.10 09:00 | sell | 51 | 3.00 | 1.47051 | 0.00000 | 0.00000 | ||
102 | 2009.12.10 10:00 | close | 51 | 3.00 | 1.47198 | 0.00000 | 0.00000 | -441.00 | 4460.20 |
103 | 2009.12.10 17:00 | sell | 52 | 3.00 | 1.47195 | 0.00000 | 0.00000 | ||
104 | 2009.12.10 18:00 | close | 52 | 3.00 | 1.47153 | 0.00000 | 0.00000 | 126.00 | 4586.20 |
105 | 2009.12.10 19:00 | sell | 53 | 3.00 | 1.47096 | 0.00000 | 0.00000 | ||
106 | 2009.12.10 20:00 | close | 53 | 3.00 | 1.47162 | 0.00000 | 0.00000 | -198.00 | 4388.20 |
107 | 2009.12.11 03:00 | sell | 54 | 3.00 | 1.47224 | 0.00000 | 0.00000 | ||
108 | 2009.12.11 04:00 | close | 54 | 3.00 | 1.47218 | 0.00000 | 0.00000 | 18.00 | 4406.20 |
109 | 2009.12.11 09:00 | sell | 55 | 3.00 | 1.47219 | 0.00000 | 0.00000 | ||
110 | 2009.12.11 10:00 | close | 55 | 3.00 | 1.47408 | 0.00000 | 0.00000 | -567.00 | 3839.20 |
111 | 2009.12.11 15:00 | sell | 56 | 3.00 | 1.47070 | 0.00000 | 0.00000 | ||
112 | 2009.12.11 16:00 | close | 56 | 3.00 | 1.46544 | 0.00000 | 0.00000 | 1578.00 | 5417.20 |
113 | 2009.12.11 17:00 | sell | 57 | 3.00 | 1.46201 | 0.00000 | 0.00000 | ||
114 | 2009.12.11 18:00 | close | 57 | 3.00 | 1.45997 | 0.00000 | 0.00000 | 612.00 | 6029.20 |
115 | 2009.12.11 19:00 | sell | 58 | 3.00 | 1.46243 | 0.00000 | 0.00000 | ||
116 | 2009.12.11 20:00 | close | 58 | 3.00 | 1.46163 | 0.00000 | 0.00000 | 240.00 | 6269.20 |
117 | 2009.12.11 21:00 | sell | 59 | 3.00 | 1.46168 | 0.00000 | 0.00000 | ||
118 | 2009.12.11 22:00 | close | 59 | 3.00 | 1.46295 | 0.00000 | 0.00000 | -381.00 | 5888.20 |
119 | 2009.12.14 00:00 | sell | 60 | 3.00 | 1.46147 | 0.00000 | 0.00000 | ||
120 | 2009.12.14 01:00 | close | 60 | 3.00 | 1.46229 | 0.00000 | 0.00000 | -246.00 | 5642.20 |
121 | 2009.12.14 05:00 | sell | 61 | 3.00 | 1.46247 | 0.00000 | 0.00000 | ||
122 | 2009.12.14 06:00 | close | 61 | 3.00 | 1.46598 | 0.00000 | 0.00000 | -1053.00 | 4589.20 |
123 | 2009.12.14 12:00 | sell | 62 | 3.00 | 1.46258 | 0.00000 | 0.00000 | ||
124 | 2009.12.14 13:00 | close | 62 | 3.00 | 1.46309 | 0.00000 | 0.00000 | -153.00 | 4436.20 |
125 | 2009.12.14 14:00 | sell | 63 | 3.00 | 1.46379 | 0.00000 | 0.00000 | ||
126 | 2009.12.14 15:00 | close | 63 | 3.00 | 1.46327 | 0.00000 | 0.00000 | 156.00 | 4592.20 |
127 | 2009.12.14 21:00 | sell | 64 | 3.00 | 1.46476 | 0.00000 | 0.00000 | ||
128 | 2009.12.14 22:00 | close | 64 | 3.00 | 1.46528 | 0.00000 | 0.00000 | -156.00 | 4436.20 |
129 | 2009.12.15 03:00 | sell | 65 | 3.00 | 1.46521 | 0.00000 | 0.00000 | ||
130 | 2009.12.15 04:00 | close | 65 | 3.00 | 1.46489 | 0.00000 | 0.00000 | 96.00 | 4532.20 |
131 | 2009.12.15 05:00 | sell | 66 | 3.00 | 1.46495 | 0.00000 | 0.00000 | ||
132 | 2009.12.15 06:00 | close | 66 | 3.00 | 1.46545 | 0.00000 | 0.00000 | -150.00 | 4382.20 |
133 | 2009.12.15 07:00 | sell | 67 | 3.00 | 1.46374 | 0.00000 | 0.00000 | ||
134 | 2009.12.15 08:00 | close | 67 | 3.00 | 1.46339 | 0.00000 | 0.00000 | 105.00 | 4487.20 |
135 | 2009.12.15 09:00 | sell | 68 | 3.00 | 1.46097 | 0.00000 | 0.00000 | ||
136 | 2009.12.15 10:00 | close | 68 | 3.00 | 1.45677 | 0.00000 | 0.00000 | 1260.00 | 5747.20 |
137 | 2009.12.15 11:00 | sell | 69 | 3.00 | 1.45415 | 0.00000 | 0.00000 | ||
138 | 2009.12.15 12:00 | close | 69 | 3.00 | 1.45486 | 0.00000 | 0.00000 | -213.00 | 5534.20 |
139 | 2009.12.15 13:00 | sell | 70 | 3.00 | 1.45474 | 0.00000 | 0.00000 | ||
140 | 2009.12.15 14:00 | close | 70 | 3.00 | 1.45315 | 0.00000 | 0.00000 | 477.00 | 6011.20 |
141 | 2009.12.15 15:00 | sell | 71 | 3.00 | 1.45393 | 0.00000 | 0.00000 | ||
142 | 2009.12.15 16:00 | close | 71 | 3.00 | 1.45469 | 0.00000 | 0.00000 | -228.00 | 5783.20 |
143 | 2009.12.15 18:00 | sell | 72 | 3.00 | 1.45126 | 0.00000 | 0.00000 | ||
144 | 2009.12.15 19:00 | close | 72 | 3.00 | 1.45210 | 0.00000 | 0.00000 | -252.00 | 5531.20 |
145 | 2009.12.15 20:00 | sell | 73 | 3.00 | 1.45216 | 0.00000 | 0.00000 | ||
146 | 2009.12.15 21:00 | close | 73 | 3.00 | 1.45280 | 0.00000 | 0.00000 | -192.00 | 5339.20 |
147 | 2009.12.16 05:00 | sell | 74 | 3.00 | 1.45302 | 0.00000 | 0.00000 | ||
148 | 2009.12.16 06:00 | close | 74 | 3.00 | 1.45381 | 0.00000 | 0.00000 | -237.00 | 5102.20 |
149 | 2009.12.16 07:00 | sell | 75 | 3.00 | 1.45328 | 0.00000 | 0.00000 | ||
150 | 2009.12.16 08:00 | close | 75 | 3.00 | 1.45517 | 0.00000 | 0.00000 | -567.00 | 4535.20 |
151 | 2009.12.16 09:00 | sell | 76 | 3.00 | 1.45182 | 0.00000 | 0.00000 | ||
152 | 2009.12.16 10:00 | close | 76 | 3.00 | 1.45480 | 0.00000 | 0.00000 | -894.00 | 3641.20 |
153 | 2009.12.16 15:00 | sell | 77 | 3.00 | 1.45487 | 0.00000 | 0.00000 | ||
154 | 2009.12.16 16:00 | close | 77 | 3.00 | 1.45778 | 0.00000 | 0.00000 | -873.00 | 2768.20 |