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 | UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=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 | -5087.40 | Gross profit | 10254.20 | Gross loss | -15341.60 |
Profit factor | 0.67 | Expected payoff | -72.68 | ||
Absolute drawdown | 6130.60 | Maximal drawdown | 8002.80 (67.41%) | Relative drawdown | 67.41% (8002.80) |
Total trades | 70 | Short positions (won %) | 35 (34.29%) | Long positions (won %) | 35 (20.00%) |
Profit trades (% of total) | 19 (27.14%) | Loss trades (% of total) | 51 (72.86%) | ||
Largest | profit trade | 1559.20 | loss trade | -1014.00 | |
Average | profit trade | 539.69 | loss trade | -300.82 | |
Maximum | consecutive wins (profit in money) | 4 (1643.00) | consecutive losses (loss in money) | 17 (-5105.40) | |
Maximal | consecutive profit (count of wins) | 1643.00 (4) | consecutive loss (count of losses) | -5105.40 (17) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50350 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 07:00 | close | 1 | 1.00 | 1.50001 | 0.00000 | 0.00000 | -349.00 | 9651.00 |
3 | 2009.12.01 08:00 | buy | 2 | 1.00 | 1.50203 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 15:00 | close | 2 | 1.00 | 1.50750 | 0.00000 | 0.00000 | 547.20 | 10198.20 |
5 | 2009.12.02 16:00 | sell | 3 | 1.00 | 1.50737 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 02:00 | close | 3 | 1.00 | 1.50783 | 0.00000 | 0.00000 | -47.20 | 10151.00 |
7 | 2009.12.03 03:00 | buy | 4 | 1.00 | 1.50788 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 16:00 | close | 4 | 1.00 | 1.50770 | 0.00000 | 0.00000 | -18.00 | 10133.00 |
9 | 2009.12.03 17:00 | sell | 5 | 1.00 | 1.50874 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 09:00 | close | 5 | 1.00 | 1.50849 | 0.00000 | 0.00000 | 24.60 | 10157.60 |
11 | 2009.12.04 10:00 | buy | 6 | 1.00 | 1.50673 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 12:00 | close | 6 | 1.00 | 1.50605 | 0.00000 | 0.00000 | -68.00 | 10089.60 |
13 | 2009.12.04 13:00 | sell | 7 | 1.00 | 1.50622 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 14:00 | close | 7 | 1.00 | 1.50703 | 0.00000 | 0.00000 | -81.00 | 10008.60 |
15 | 2009.12.04 15:00 | sell | 8 | 1.00 | 1.49426 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 19:00 | close | 8 | 1.00 | 1.48478 | 0.00000 | 0.00000 | 947.60 | 10956.20 |
17 | 2009.12.07 20:00 | buy | 9 | 1.00 | 1.48591 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 22:00 | close | 9 | 1.00 | 1.48119 | 0.00000 | 0.00000 | -472.00 | 10484.20 |
19 | 2009.12.07 23:00 | sell | 10 | 1.00 | 1.48259 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 01:00 | close | 10 | 1.00 | 1.48382 | 0.00000 | 0.00000 | -123.40 | 10360.80 |
21 | 2009.12.08 02:00 | buy | 11 | 1.00 | 1.48551 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 09:00 | close | 11 | 1.00 | 1.47952 | 0.00000 | 0.00000 | -599.00 | 9761.80 |
23 | 2009.12.08 10:00 | sell | 12 | 1.00 | 1.48195 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 05:00 | close | 12 | 1.00 | 1.47322 | 0.00000 | 0.00000 | 872.60 | 10634.40 |
25 | 2009.12.09 06:00 | buy | 13 | 1.00 | 1.47229 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 08:00 | close | 13 | 1.00 | 1.46986 | 0.00000 | 0.00000 | -243.00 | 10391.40 |
27 | 2009.12.09 09:00 | sell | 14 | 1.00 | 1.47139 | 0.00000 | 0.00000 | ||
28 | 2009.12.09 10:00 | close | 14 | 1.00 | 1.47432 | 0.00000 | 0.00000 | -293.00 | 10098.40 |
29 | 2009.12.09 11:00 | buy | 15 | 1.00 | 1.47543 | 0.00000 | 0.00000 | ||
30 | 2009.12.09 16:00 | close | 15 | 1.00 | 1.47127 | 0.00000 | 0.00000 | -416.00 | 9682.40 |
31 | 2009.12.09 17:00 | buy | 16 | 1.00 | 1.47453 | 0.00000 | 0.00000 | ||
32 | 2009.12.09 18:00 | close | 16 | 1.00 | 1.47237 | 0.00000 | 0.00000 | -216.00 | 9466.40 |
33 | 2009.12.09 19:00 | sell | 17 | 1.00 | 1.46942 | 0.00000 | 0.00000 | ||
34 | 2009.12.10 00:00 | close | 17 | 1.00 | 1.47385 | 0.00000 | 0.00000 | -444.20 | 9022.20 |
35 | 2009.12.10 01:00 | buy | 18 | 1.00 | 1.47357 | 0.00000 | 0.00000 | ||
36 | 2009.12.10 06:00 | close | 18 | 1.00 | 1.47112 | 0.00000 | 0.00000 | -245.00 | 8777.20 |
37 | 2009.12.10 07:00 | sell | 19 | 1.00 | 1.47011 | 0.00000 | 0.00000 | ||
38 | 2009.12.10 12:00 | close | 19 | 1.00 | 1.47413 | 0.00000 | 0.00000 | -402.00 | 8375.20 |
39 | 2009.12.10 13:00 | buy | 20 | 1.00 | 1.47374 | 0.00000 | 0.00000 | ||
40 | 2009.12.10 18:00 | close | 20 | 1.00 | 1.47142 | 0.00000 | 0.00000 | -232.00 | 8143.20 |
41 | 2009.12.10 19:00 | sell | 21 | 1.00 | 1.47096 | 0.00000 | 0.00000 | ||
42 | 2009.12.10 23:00 | close | 21 | 1.00 | 1.47315 | 0.00000 | 0.00000 | -219.00 | 7924.20 |
43 | 2009.12.11 00:00 | buy | 22 | 1.00 | 1.47314 | 0.00000 | 0.00000 | ||
44 | 2009.12.11 04:00 | close | 22 | 1.00 | 1.47207 | 0.00000 | 0.00000 | -107.00 | 7817.20 |
45 | 2009.12.11 05:00 | sell | 23 | 1.00 | 1.47267 | 0.00000 | 0.00000 | ||
46 | 2009.12.11 07:00 | close | 23 | 1.00 | 1.47377 | 0.00000 | 0.00000 | -110.00 | 7707.20 |
47 | 2009.12.11 08:00 | buy | 24 | 1.00 | 1.47230 | 0.00000 | 0.00000 | ||
48 | 2009.12.11 09:00 | close | 24 | 1.00 | 1.47219 | 0.00000 | 0.00000 | -11.00 | 7696.20 |
49 | 2009.12.11 10:00 | buy | 25 | 1.00 | 1.47402 | 0.00000 | 0.00000 | ||
50 | 2009.12.11 16:00 | close | 25 | 1.00 | 1.46533 | 0.00000 | 0.00000 | -869.00 | 6827.20 |
51 | 2009.12.11 17:00 | sell | 26 | 1.00 | 1.46201 | 0.00000 | 0.00000 | ||
52 | 2009.12.14 06:00 | close | 26 | 1.00 | 1.46592 | 0.00000 | 0.00000 | -391.40 | 6435.80 |
53 | 2009.12.14 07:00 | buy | 27 | 1.00 | 1.46762 | 0.00000 | 0.00000 | ||
54 | 2009.12.14 12:00 | close | 27 | 1.00 | 1.46258 | 0.00000 | 0.00000 | -504.00 | 5931.80 |
55 | 2009.12.14 13:00 | sell | 28 | 1.00 | 1.46298 | 0.00000 | 0.00000 | ||
56 | 2009.12.14 19:00 | close | 28 | 1.00 | 1.46573 | 0.00000 | 0.00000 | -275.00 | 5656.80 |
57 | 2009.12.14 20:00 | buy | 29 | 1.00 | 1.46502 | 0.00000 | 0.00000 | ||
58 | 2009.12.15 07:00 | close | 29 | 1.00 | 1.46374 | 0.00000 | 0.00000 | -127.80 | 5529.00 |
59 | 2009.12.15 08:00 | sell | 30 | 1.00 | 1.46328 | 0.00000 | 0.00000 | ||
60 | 2009.12.16 03:00 | close | 30 | 1.00 | 1.45455 | 0.00000 | 0.00000 | 872.60 | 6401.60 |
61 | 2009.12.16 04:00 | buy | 31 | 1.00 | 1.45449 | 0.00000 | 0.00000 | ||
62 | 2009.12.16 05:00 | close | 31 | 1.00 | 1.45302 | 0.00000 | 0.00000 | -147.00 | 6254.60 |
63 | 2009.12.16 06:00 | sell | 32 | 1.00 | 1.45370 | 0.00000 | 0.00000 | ||
64 | 2009.12.16 08:00 | close | 32 | 1.00 | 1.45511 | 0.00000 | 0.00000 | -141.00 | 6113.60 |
65 | 2009.12.16 09:00 | sell | 33 | 1.00 | 1.45182 | 0.00000 | 0.00000 | ||
66 | 2009.12.16 10:00 | close | 33 | 1.00 | 1.45474 | 0.00000 | 0.00000 | -292.00 | 5821.60 |
67 | 2009.12.16 11:00 | buy | 34 | 1.00 | 1.45553 | 0.00000 | 0.00000 | ||
68 | 2009.12.16 20:00 | close | 34 | 1.00 | 1.45396 | 0.00000 | 0.00000 | -157.00 | 5664.60 |
69 | 2009.12.16 21:00 | sell | 35 | 1.00 | 1.45148 | 0.00000 | 0.00000 | ||
70 | 2009.12.18 03:00 | close | 35 | 1.00 | 1.43603 | 0.00000 | 0.00000 | 1543.40 | 7208.00 |
71 | 2009.12.18 04:00 | buy | 36 | 1.00 | 1.43791 | 0.00000 | 0.00000 | ||
72 | 2009.12.18 14:00 | close | 36 | 1.00 | 1.43356 | 0.00000 | 0.00000 | -435.00 | 6773.00 |
73 | 2009.12.18 15:00 | sell | 37 | 1.00 | 1.43171 | 0.00000 | 0.00000 | ||
74 | 2009.12.21 04:00 | close | 37 | 1.00 | 1.43432 | 0.00000 | 0.00000 | -261.40 | 6511.60 |
75 | 2009.12.21 05:00 | buy | 38 | 1.00 | 1.43530 | 0.00000 | 0.00000 | ||
76 | 2009.12.21 09:00 | close | 38 | 1.00 | 1.43236 | 0.00000 | 0.00000 | -294.00 | 6217.60 |
77 | 2009.12.21 10:00 | sell | 39 | 1.00 | 1.42914 | 0.00000 | 0.00000 | ||
78 | 2009.12.21 13:00 | close | 39 | 1.00 | 1.43426 | 0.00000 | 0.00000 | -512.00 | 5705.60 |
79 | 2009.12.21 14:00 | buy | 40 | 1.00 | 1.43588 | 0.00000 | 0.00000 | ||
80 | 2009.12.21 17:00 | close | 40 | 1.00 | 1.43120 | 0.00000 | 0.00000 | -468.00 | 5237.60 |
81 | 2009.12.21 18:00 | sell | 41 | 1.00 | 1.43177 | 0.00000 | 0.00000 | ||
82 | 2009.12.22 09:00 | close | 41 | 1.00 | 1.43072 | 0.00000 | 0.00000 | 104.60 | 5342.20 |
83 | 2009.12.22 10:00 | buy | 42 | 1.00 | 1.43212 | 0.00000 | 0.00000 | ||
84 | 2009.12.22 13:00 | close | 42 | 1.00 | 1.42810 | 0.00000 | 0.00000 | -402.00 | 4940.20 |
85 | 2009.12.22 14:00 | sell | 43 | 1.00 | 1.42729 | 0.00000 | 0.00000 | ||
86 | 2009.12.23 14:00 | close | 43 | 1.00 | 1.42811 | 0.00000 | 0.00000 | -82.40 | 4857.80 |
87 | 2009.12.23 15:00 | buy | 44 | 1.00 | 1.42810 | 0.00000 | 0.00000 | ||
88 | 2009.12.24 18:00 | close | 44 | 1.00 | 1.43653 | 0.00000 | 0.00000 | 843.60 | 5701.40 |
89 | 2009.12.28 00:00 | sell | 45 | 1.00 | 1.43714 | 0.00000 | 0.00000 | ||
90 | 2009.12.28 03:00 | close | 45 | 1.00 | 1.43880 | 0.00000 | 0.00000 | -166.00 | 5535.40 |
91 | 2009.12.28 04:00 | buy | 46 | 1.00 | 1.43953 | 0.00000 | 0.00000 | ||
92 | 2009.12.28 19:00 | close | 46 | 1.00 | 1.43829 | 0.00000 | 0.00000 | -124.00 | 5411.40 |
93 | 2009.12.28 20:00 | sell | 47 | 1.00 | 1.43907 | 0.00000 | 0.00000 | ||
94 | 2009.12.29 08:00 | close | 47 | 1.00 | 1.43812 | 0.00000 | 0.00000 | 94.60 | 5506.00 |
95 | 2009.12.29 09:00 | buy | 48 | 1.00 | 1.44172 | 0.00000 | 0.00000 | ||
96 | 2009.12.29 18:00 | close | 48 | 1.00 | 1.43539 | 0.00000 | 0.00000 | -633.00 | 4873.00 |
97 | 2009.12.29 19:00 | sell | 49 | 1.00 | 1.43453 | 0.00000 | 0.00000 | ||
98 | 2009.12.30 09:00 | close | 49 | 1.00 | 1.43552 | 0.00000 | 0.00000 | -99.40 | 4773.60 |
99 | 2009.12.30 10:00 | buy | 50 | 1.00 | 1.43456 | 0.00000 | 0.00000 | ||
100 | 2009.12.30 15:00 | close | 50 | 1.00 | 1.43218 | 0.00000 | 0.00000 | -238.00 | 4535.60 |
101 | 2009.12.30 16:00 | sell | 51 | 1.00 | 1.42973 | 0.00000 | 0.00000 | ||
102 | 2009.12.30 21:00 | close | 51 | 1.00 | 1.43335 | 0.00000 | 0.00000 | -362.00 | 4173.60 |
103 | 2009.12.30 22:00 | buy | 52 | 1.00 | 1.43361 | 0.00000 | 0.00000 | ||
104 | 2009.12.31 16:00 | close | 52 | 1.00 | 1.43688 | 0.00000 | 0.00000 | 327.60 | 4501.20 |
105 | 2009.12.31 17:00 | sell | 53 | 1.00 | 1.43465 | 0.00000 | 0.00000 | ||
106 | 2010.01.04 11:00 | close | 53 | 1.00 | 1.43943 | 0.00000 | 0.00000 | -478.80 | 4022.40 |
107 | 2010.01.04 12:00 | buy | 54 | 1.00 | 1.43751 | 0.00000 | 0.00000 | ||
108 | 2010.01.05 12:00 | close | 54 | 1.00 | 1.44176 | 0.00000 | 0.00000 | 425.20 | 4447.60 |
109 | 2010.01.05 13:00 | sell | 55 | 1.00 | 1.44169 | 0.00000 | 0.00000 | ||
110 | 2010.01.06 12:00 | close | 55 | 1.00 | 1.43757 | 0.00000 | 0.00000 | 411.60 | 4859.20 |
111 | 2010.01.06 13:00 | buy | 56 | 1.00 | 1.43481 | 0.00000 | 0.00000 | ||
112 | 2010.01.07 07:00 | close | 56 | 1.00 | 1.43902 | 0.00000 | 0.00000 | 421.60 | 5280.80 |
113 | 2010.01.07 08:00 | sell | 57 | 1.00 | 1.43678 | 0.00000 | 0.00000 | ||
114 | 2010.01.08 10:00 | close | 57 | 1.00 | 1.43293 | 0.00000 | 0.00000 | 384.60 | 5665.40 |
115 | 2010.01.08 11:00 | buy | 58 | 1.00 | 1.43228 | 0.00000 | 0.00000 | ||
116 | 2010.01.08 12:00 | close | 58 | 1.00 | 1.43015 | 0.00000 | 0.00000 | -213.00 | 5452.40 |
117 | 2010.01.08 13:00 | sell | 59 | 1.00 | 1.43017 | 0.00000 | 0.00000 | ||
118 | 2010.01.08 15:00 | close | 59 | 1.00 | 1.44031 | 0.00000 | 0.00000 | -1014.00 | 4438.40 |
119 | 2010.01.08 16:00 | buy | 60 | 1.00 | 1.43562 | 0.00000 | 0.00000 | ||
120 | 2010.01.11 23:00 | close | 60 | 1.00 | 1.45121 | 0.00000 | 0.00000 | 1559.20 | 5997.60 |
121 | 2010.01.12 00:00 | sell | 61 | 1.00 | 1.45128 | 0.00000 | 0.00000 | ||
122 | 2010.01.12 12:00 | close | 61 | 1.00 | 1.45050 | 0.00000 | 0.00000 | 78.00 | 6075.60 |
123 | 2010.01.12 13:00 | sell | 62 | 1.00 | 1.44795 | 0.00000 | 0.00000 | ||
124 | 2010.01.12 17:00 | close | 62 | 1.00 | 1.45385 | 0.00000 | 0.00000 | -590.00 | 5485.60 |
125 | 2010.01.12 18:00 | buy | 63 | 1.00 | 1.45211 | 0.00000 | 0.00000 | ||
126 | 2010.01.12 22:00 | close | 63 | 1.00 | 1.44888 | 0.00000 | 0.00000 | -323.00 | 5162.60 |
127 | 2010.01.12 23:00 | sell | 64 | 1.00 | 1.44848 | 0.00000 | 0.00000 | ||
128 | 2010.01.13 08:00 | close | 64 | 1.00 | 1.45029 | 0.00000 | 0.00000 | -181.40 | 4981.20 |
129 | 2010.01.13 09:00 | buy | 65 | 1.00 | 1.44843 | 0.00000 | 0.00000 | ||
130 | 2010.01.13 19:00 | close | 65 | 1.00 | 1.45042 | 0.00000 | 0.00000 | 199.00 | 5180.20 |
131 | 2010.01.13 20:00 | sell | 66 | 1.00 | 1.45037 | 0.00000 | 0.00000 | ||
132 | 2010.01.14 02:00 | close | 66 | 1.00 | 1.45320 | 0.00000 | 0.00000 | -284.20 | 4896.00 |
133 | 2010.01.14 03:00 | buy | 67 | 1.00 | 1.45372 | 0.00000 | 0.00000 | ||
134 | 2010.01.14 11:00 | close | 67 | 1.00 | 1.45048 | 0.00000 | 0.00000 | -324.00 | 4572.00 |
135 | 2010.01.14 12:00 | sell | 68 | 1.00 | 1.45051 | 0.00000 | 0.00000 | ||
136 | 2010.01.15 00:00 | close | 68 | 1.00 | 1.44986 | 0.00000 | 0.00000 | 64.60 | 4636.60 |
137 | 2010.01.15 01:00 | buy | 69 | 1.00 | 1.44998 | 0.00000 | 0.00000 | ||
138 | 2010.01.15 02:00 | close | 69 | 1.00 | 1.44742 | 0.00000 | 0.00000 | -256.00 | 4380.60 |
139 | 2010.01.15 03:00 | sell | 70 | 1.00 | 1.44380 | 0.00000 | 0.00000 | ||
140 | 2010.01.15 22:57 | close at stop | 70 | 1.00 | 1.43848 | 0.00000 | 0.00000 | 532.00 | 4912.60 |