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; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -35.56 | Gross profit | 243.72 | Gross loss | -279.28 |
Profit factor | 0.87 | Expected payoff | -0.53 | ||
Absolute drawdown | 210.74 | Maximal drawdown | 330.96 (3.27%) | Relative drawdown | 3.27% (330.96) |
Total trades | 67 | Short positions (won %) | 37 (89.19%) | Long positions (won %) | 30 (93.33%) |
Profit trades (% of total) | 61 (91.04%) | Loss trades (% of total) | 6 (8.96%) | ||
Largest | profit trade | 4.00 | loss trade | -127.78 | |
Average | profit trade | 4.00 | loss trade | -46.55 | |
Maximum | consecutive wins (profit in money) | 19 (76.00) | consecutive losses (loss in money) | 2 (-104.42) | |
Maximal | consecutive profit (count of wins) | 76.00 (19) | consecutive loss (count of losses) | -127.78 (1) | |
Average | consecutive wins | 12 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:00 | sell | 1 | 0.10 | 1.50102 | 0.00000 | 1.50062 | ||
2 | 2009.12.01 06:05 | t/p | 1 | 0.10 | 1.50062 | 0.00000 | 1.50062 | 4.00 | 10004.00 |
3 | 2009.12.01 23:00 | sell | 2 | 0.10 | 1.50796 | 0.00000 | 1.50756 | ||
4 | 2009.12.01 23:50 | t/p | 2 | 0.10 | 1.50756 | 0.00000 | 1.50756 | 4.00 | 10008.00 |
5 | 2009.12.02 05:00 | buy | 3 | 0.10 | 1.50922 | 0.00000 | 1.50962 | ||
6 | 2009.12.02 06:20 | t/p | 3 | 0.10 | 1.50962 | 0.00000 | 1.50962 | 4.00 | 10012.00 |
7 | 2009.12.03 01:00 | buy | 4 | 0.10 | 1.50680 | 0.00000 | 1.50720 | ||
8 | 2009.12.03 01:10 | t/p | 4 | 0.10 | 1.50720 | 0.00000 | 1.50720 | 4.00 | 10016.00 |
9 | 2009.12.03 15:00 | sell | 5 | 0.10 | 1.50890 | 0.00000 | 1.50850 | ||
10 | 2009.12.03 15:15 | t/p | 5 | 0.10 | 1.50850 | 0.00000 | 1.50850 | 4.00 | 10020.00 |
11 | 2009.12.04 13:00 | sell | 6 | 0.10 | 1.50622 | 0.00000 | 1.50582 | ||
12 | 2009.12.04 14:20 | t/p | 6 | 0.10 | 1.50582 | 0.00000 | 1.50582 | 4.00 | 10024.00 |
13 | 2009.12.07 02:00 | buy | 7 | 0.10 | 1.48785 | 0.00000 | 1.48825 | ||
14 | 2009.12.07 02:10 | t/p | 7 | 0.10 | 1.48825 | 0.00000 | 1.48825 | 4.00 | 10028.00 |
15 | 2009.12.07 09:00 | sell | 8 | 0.10 | 1.48752 | 0.00000 | 1.48712 | ||
16 | 2009.12.07 09:05 | t/p | 8 | 0.10 | 1.48712 | 0.00000 | 1.48712 | 4.00 | 10032.00 |
17 | 2009.12.07 17:00 | buy | 9 | 0.10 | 1.48292 | 0.00000 | 1.48332 | ||
18 | 2009.12.07 18:40 | t/p | 9 | 0.10 | 1.48332 | 0.00000 | 1.48332 | 4.00 | 10036.00 |
19 | 2009.12.08 00:00 | sell | 10 | 0.10 | 1.48280 | 0.00000 | 1.48240 | ||
20 | 2009.12.08 01:20 | t/p | 10 | 0.10 | 1.48240 | 0.00000 | 1.48240 | 4.00 | 10040.00 |
21 | 2009.12.08 08:00 | sell | 11 | 0.10 | 1.48371 | 0.00000 | 1.48331 | ||
22 | 2009.12.08 08:10 | t/p | 11 | 0.10 | 1.48331 | 0.00000 | 1.48331 | 4.00 | 10044.00 |
23 | 2009.12.09 08:00 | sell | 12 | 0.10 | 1.46986 | 0.00000 | 1.46946 | ||
24 | 2009.12.09 08:07 | t/p | 12 | 0.10 | 1.46946 | 0.00000 | 1.46946 | 4.00 | 10048.00 |
25 | 2009.12.09 09:00 | sell | 13 | 0.10 | 1.47139 | 0.00000 | 1.47099 | ||
26 | 2009.12.09 15:20 | t/p | 13 | 0.10 | 1.47099 | 0.00000 | 1.47099 | 4.00 | 10052.00 |
27 | 2009.12.09 16:00 | sell | 14 | 0.10 | 1.47127 | 0.00000 | 1.47087 | ||
28 | 2009.12.09 18:15 | t/p | 14 | 0.10 | 1.47087 | 0.00000 | 1.47087 | 4.00 | 10056.00 |
29 | 2009.12.10 12:00 | buy | 15 | 0.10 | 1.47423 | 0.00000 | 1.47463 | ||
30 | 2009.12.10 12:20 | t/p | 15 | 0.10 | 1.47463 | 0.00000 | 1.47463 | 4.00 | 10060.00 |
31 | 2009.12.10 18:00 | sell | 16 | 0.10 | 1.47142 | 0.00000 | 1.47102 | ||
32 | 2009.12.10 18:20 | t/p | 16 | 0.10 | 1.47102 | 0.00000 | 1.47102 | 4.00 | 10064.00 |
33 | 2009.12.10 23:00 | buy | 17 | 0.10 | 1.47325 | 0.00000 | 1.47365 | ||
34 | 2009.12.11 04:00 | close | 17 | 0.10 | 1.47207 | 0.00000 | 1.47365 | -11.78 | 10052.22 |
35 | 2009.12.11 04:00 | sell | 18 | 0.10 | 1.47207 | 0.00000 | 1.47167 | ||
36 | 2009.12.11 04:03 | t/p | 18 | 0.10 | 1.47167 | 0.00000 | 1.47167 | 4.00 | 10056.22 |
37 | 2009.12.11 05:00 | sell | 19 | 0.10 | 1.47267 | 0.00000 | 1.47227 | ||
38 | 2009.12.11 07:00 | close | 19 | 0.10 | 1.47387 | 0.00000 | 1.47227 | -12.00 | 10044.22 |
39 | 2009.12.11 07:00 | buy | 20 | 0.10 | 1.47387 | 0.00000 | 1.47427 | ||
40 | 2009.12.11 09:45 | t/p | 20 | 0.10 | 1.47427 | 0.00000 | 1.47427 | 4.00 | 10048.22 |
41 | 2009.12.11 15:00 | sell | 21 | 0.10 | 1.47070 | 0.00000 | 1.47030 | ||
42 | 2009.12.11 15:13 | t/p | 21 | 0.10 | 1.47030 | 0.00000 | 1.47030 | 4.00 | 10052.22 |
43 | 2009.12.14 02:00 | buy | 22 | 0.10 | 1.46251 | 0.00000 | 1.46291 | ||
44 | 2009.12.14 02:15 | t/p | 22 | 0.10 | 1.46291 | 0.00000 | 1.46291 | 4.00 | 10056.22 |
45 | 2009.12.14 12:00 | sell | 23 | 0.10 | 1.46258 | 0.00000 | 1.46218 | ||
46 | 2009.12.14 12:32 | t/p | 23 | 0.10 | 1.46218 | 0.00000 | 1.46218 | 4.00 | 10060.22 |
47 | 2009.12.16 00:00 | buy | 24 | 0.10 | 1.45382 | 0.00000 | 1.45422 | ||
48 | 2009.12.16 00:20 | t/p | 24 | 0.10 | 1.45422 | 0.00000 | 1.45422 | 4.00 | 10064.22 |
49 | 2009.12.16 05:00 | sell | 25 | 0.10 | 1.45302 | 0.00000 | 1.45262 | ||
50 | 2009.12.16 05:07 | t/p | 25 | 0.10 | 1.45262 | 0.00000 | 1.45262 | 4.00 | 10068.22 |
51 | 2009.12.16 10:00 | buy | 26 | 0.10 | 1.45484 | 0.00000 | 1.45524 | ||
52 | 2009.12.16 10:02 | t/p | 26 | 0.10 | 1.45524 | 0.00000 | 1.45524 | 4.00 | 10072.22 |
53 | 2009.12.16 19:00 | sell | 27 | 0.10 | 1.45366 | 0.00000 | 1.45326 | ||
54 | 2009.12.16 20:20 | t/p | 27 | 0.10 | 1.45326 | 0.00000 | 1.45326 | 4.00 | 10076.22 |
55 | 2009.12.17 23:00 | buy | 28 | 0.10 | 1.43390 | 0.00000 | 1.43430 | ||
56 | 2009.12.17 23:40 | t/p | 28 | 0.10 | 1.43430 | 0.00000 | 1.43430 | 4.00 | 10080.22 |
57 | 2009.12.18 22:00 | buy | 29 | 0.10 | 1.43354 | 0.00000 | 1.43394 | ||
58 | 2009.12.18 22:15 | t/p | 29 | 0.10 | 1.43394 | 0.00000 | 1.43394 | 4.00 | 10084.22 |
59 | 2009.12.21 09:00 | sell | 30 | 0.10 | 1.43236 | 0.00000 | 1.43196 | ||
60 | 2009.12.21 09:15 | t/p | 30 | 0.10 | 1.43196 | 0.00000 | 1.43196 | 4.00 | 10088.22 |
61 | 2009.12.21 14:00 | buy | 31 | 0.10 | 1.43598 | 0.00000 | 1.43638 | ||
62 | 2009.12.21 14:03 | t/p | 31 | 0.10 | 1.43638 | 0.00000 | 1.43638 | 4.00 | 10092.22 |
63 | 2009.12.21 18:00 | sell | 32 | 0.10 | 1.43177 | 0.00000 | 1.43137 | ||
64 | 2009.12.21 18:45 | t/p | 32 | 0.10 | 1.43137 | 0.00000 | 1.43137 | 4.00 | 10096.22 |
65 | 2009.12.22 04:00 | buy | 33 | 0.10 | 1.42952 | 0.00000 | 1.42992 | ||
66 | 2009.12.22 06:50 | t/p | 33 | 0.10 | 1.42992 | 0.00000 | 1.42992 | 4.00 | 10100.22 |
67 | 2009.12.22 13:00 | sell | 34 | 0.10 | 1.42810 | 0.00000 | 1.42770 | ||
68 | 2009.12.22 13:45 | t/p | 34 | 0.10 | 1.42770 | 0.00000 | 1.42770 | 4.00 | 10104.22 |
69 | 2009.12.23 04:00 | buy | 35 | 0.10 | 1.42540 | 0.00000 | 1.42580 | ||
70 | 2009.12.23 04:50 | t/p | 35 | 0.10 | 1.42580 | 0.00000 | 1.42580 | 4.00 | 10108.22 |
71 | 2009.12.23 06:00 | sell | 36 | 0.10 | 1.42470 | 0.00000 | 1.42430 | ||
72 | 2009.12.23 07:00 | sell | 37 | 0.10 | 1.42527 | 0.00000 | 1.42487 | ||
73 | 2009.12.23 07:20 | t/p | 37 | 0.10 | 1.42487 | 0.00000 | 1.42487 | 4.00 | 10112.22 |
74 | 2009.12.23 10:50 | t/p | 36 | 0.10 | 1.42430 | 0.00000 | 1.42430 | 4.00 | 10116.22 |
75 | 2009.12.23 12:00 | buy | 38 | 0.10 | 1.42574 | 0.00000 | 1.42614 | ||
76 | 2009.12.23 12:20 | t/p | 38 | 0.10 | 1.42614 | 0.00000 | 1.42614 | 4.00 | 10120.22 |
77 | 2009.12.23 13:00 | sell | 39 | 0.10 | 1.42498 | 0.00000 | 1.42458 | ||
78 | 2009.12.24 00:00 | sell | 40 | 0.10 | 1.43284 | 0.00000 | 1.43244 | ||
79 | 2009.12.24 01:00 | sell | 41 | 0.10 | 1.43349 | 0.00000 | 1.43309 | ||
80 | 2009.12.24 03:00 | close | 39 | 0.10 | 1.43445 | 0.00000 | 1.42458 | -94.82 | 10025.40 |
81 | 2009.12.24 03:00 | close | 41 | 0.10 | 1.43445 | 0.00000 | 1.43309 | -9.60 | 10015.80 |
82 | 2009.12.24 03:00 | buy | 42 | 0.10 | 1.43445 | 0.00000 | 1.43485 | ||
83 | 2009.12.24 03:15 | t/p | 42 | 0.10 | 1.43485 | 0.00000 | 1.43485 | 4.00 | 10019.80 |
84 | 2009.12.24 17:00 | sell | 43 | 0.10 | 1.43561 | 0.00000 | 1.43521 | ||
85 | 2009.12.28 18:00 | sell | 44 | 0.10 | 1.43899 | 0.00000 | 1.43859 | ||
86 | 2009.12.28 18:59 | t/p | 44 | 0.10 | 1.43859 | 0.00000 | 1.43859 | 4.00 | 10023.80 |
87 | 2009.12.29 17:00 | sell | 45 | 0.10 | 1.44049 | 0.00000 | 1.44009 | ||
88 | 2009.12.29 17:05 | t/p | 45 | 0.10 | 1.44009 | 0.00000 | 1.44009 | 4.00 | 10027.80 |
89 | 2009.12.29 17:20 | t/p | 43 | 0.10 | 1.43521 | 0.00000 | 1.43521 | 3.88 | 10031.68 |
90 | 2009.12.30 01:50 | t/p | 40 | 0.10 | 1.43244 | 0.00000 | 1.43244 | 3.84 | 10035.52 |
91 | 2009.12.30 08:00 | buy | 46 | 0.10 | 1.43412 | 0.00000 | 1.43452 | ||
92 | 2009.12.30 08:20 | t/p | 46 | 0.10 | 1.43452 | 0.00000 | 1.43452 | 4.00 | 10039.52 |
93 | 2009.12.30 20:00 | buy | 47 | 0.10 | 1.43384 | 0.00000 | 1.43424 | ||
94 | 2009.12.30 20:33 | t/p | 47 | 0.10 | 1.43424 | 0.00000 | 1.43424 | 4.00 | 10043.52 |
95 | 2009.12.31 15:00 | sell | 48 | 0.10 | 1.43989 | 0.00000 | 1.43949 | ||
96 | 2009.12.31 15:20 | t/p | 48 | 0.10 | 1.43949 | 0.00000 | 1.43949 | 4.00 | 10047.52 |
97 | 2010.01.04 09:00 | buy | 49 | 0.10 | 1.43051 | 0.00000 | 1.43091 | ||
98 | 2010.01.04 09:02 | t/p | 49 | 0.10 | 1.43091 | 0.00000 | 1.43091 | 4.00 | 10051.52 |
99 | 2010.01.04 21:00 | sell | 50 | 0.10 | 1.44111 | 0.00000 | 1.44071 | ||
100 | 2010.01.04 22:33 | t/p | 50 | 0.10 | 1.44071 | 0.00000 | 1.44071 | 4.00 | 10055.52 |
101 | 2010.01.05 01:00 | buy | 51 | 0.10 | 1.44250 | 0.00000 | 1.44290 | ||
102 | 2010.01.05 01:15 | t/p | 51 | 0.10 | 1.44290 | 0.00000 | 1.44290 | 4.00 | 10059.52 |
103 | 2010.01.05 02:00 | buy | 52 | 0.10 | 1.44197 | 0.00000 | 1.44237 | ||
104 | 2010.01.05 02:02 | t/p | 52 | 0.10 | 1.44237 | 0.00000 | 1.44237 | 4.00 | 10063.52 |
105 | 2010.01.05 12:00 | sell | 53 | 0.10 | 1.44176 | 0.00000 | 1.44136 | ||
106 | 2010.01.05 12:10 | t/p | 53 | 0.10 | 1.44136 | 0.00000 | 1.44136 | 4.00 | 10067.52 |
107 | 2010.01.06 11:00 | buy | 54 | 0.10 | 1.43786 | 0.00000 | 1.43826 | ||
108 | 2010.01.06 16:20 | t/p | 54 | 0.10 | 1.43826 | 0.00000 | 1.43826 | 4.00 | 10071.52 |
109 | 2010.01.07 06:00 | sell | 55 | 0.10 | 1.43992 | 0.00000 | 1.43952 | ||
110 | 2010.01.07 06:33 | t/p | 55 | 0.10 | 1.43952 | 0.00000 | 1.43952 | 4.00 | 10075.52 |
111 | 2010.01.08 13:00 | sell | 56 | 0.10 | 1.43017 | 0.00000 | 1.42977 | ||
112 | 2010.01.08 13:03 | t/p | 56 | 0.10 | 1.42977 | 0.00000 | 1.42977 | 4.00 | 10079.52 |
113 | 2010.01.11 19:00 | sell | 57 | 0.10 | 1.45081 | 0.00000 | 1.45041 | ||
114 | 2010.01.11 20:00 | close | 57 | 0.10 | 1.45314 | 0.00000 | 1.45041 | -23.30 | 10056.22 |
115 | 2010.01.11 20:00 | buy | 58 | 0.10 | 1.45314 | 0.00000 | 1.45354 | ||
116 | 2010.01.11 20:02 | t/p | 58 | 0.10 | 1.45354 | 0.00000 | 1.45354 | 4.00 | 10060.22 |
117 | 2010.01.11 21:00 | sell | 59 | 0.10 | 1.45188 | 0.00000 | 1.45148 | ||
118 | 2010.01.11 22:20 | t/p | 59 | 0.10 | 1.45148 | 0.00000 | 1.45148 | 4.00 | 10064.22 |
119 | 2010.01.12 09:00 | buy | 60 | 0.10 | 1.45070 | 0.00000 | 1.45110 | ||
120 | 2010.01.12 09:02 | t/p | 60 | 0.10 | 1.45110 | 0.00000 | 1.45110 | 4.00 | 10068.22 |
121 | 2010.01.12 13:00 | sell | 61 | 0.10 | 1.44795 | 0.00000 | 1.44755 | ||
122 | 2010.01.12 13:07 | t/p | 61 | 0.10 | 1.44755 | 0.00000 | 1.44755 | 4.00 | 10072.22 |
123 | 2010.01.12 14:00 | buy | 62 | 0.10 | 1.45002 | 0.00000 | 1.45042 | ||
124 | 2010.01.12 14:02 | t/p | 62 | 0.10 | 1.45042 | 0.00000 | 1.45042 | 4.00 | 10076.22 |
125 | 2010.01.12 16:00 | buy | 63 | 0.10 | 1.45092 | 0.00000 | 1.45132 | ||
126 | 2010.01.12 16:15 | t/p | 63 | 0.10 | 1.45132 | 0.00000 | 1.45132 | 4.00 | 10080.22 |
127 | 2010.01.13 06:00 | buy | 64 | 0.10 | 1.44893 | 0.00000 | 1.44933 | ||
128 | 2010.01.13 07:20 | t/p | 64 | 0.10 | 1.44933 | 0.00000 | 1.44933 | 4.00 | 10084.22 |
129 | 2010.01.13 18:00 | sell | 65 | 0.10 | 1.44908 | 0.00000 | 1.44868 | ||
130 | 2010.01.13 19:20 | t/p | 65 | 0.10 | 1.44868 | 0.00000 | 1.44868 | 4.00 | 10088.22 |
131 | 2010.01.14 01:00 | buy | 66 | 0.10 | 1.45238 | 0.00000 | 1.45278 | ||
132 | 2010.01.14 01:07 | t/p | 66 | 0.10 | 1.45278 | 0.00000 | 1.45278 | 4.00 | 10092.22 |
133 | 2010.01.14 20:00 | buy | 67 | 0.10 | 1.45121 | 0.00000 | 1.45161 | ||
134 | 2010.01.15 22:57 | close at stop | 67 | 0.10 | 1.43843 | 0.00000 | 1.45161 | -127.78 | 9964.44 |