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 | FIXLOT=0.1; MINLOTS=0.1; MAXLOTS=5; MAXIMUMRISK=0.05; SLIPPAGE=3; TRADINGHOUR=7; HOURSTOCHECKTREND=30; ORDERMAXAGE=75600; FIRSTMULTIPLICATOR=4; SECONDMULTIPLICATOR=2; THIRDMULTIPLICATOR=5; FOURTHMULTIPLICATOR=5; FIFTHMULTIPLICATOR=1; STOPLOSS=50; TRAILINGSTOP=0; TAKEPROFIT=10; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -139.00 | Gross profit | 66.00 | Gross loss | -205.00 |
| Profit factor | 0.32 | Expected payoff | -4.34 | ||
| Absolute drawdown | 172.40 | Maximal drawdown | 172.40 (1.72%) | Relative drawdown | 1.72% (172.40) |
| Total trades | 32 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 18 (56.25%) | Loss trades (% of total) | 14 (43.75%) | ||
| Largest | profit trade | 5.00 | loss trade | -25.00 | |
| Average | profit trade | 3.67 | loss trade | -14.64 | |
| Maximum | consecutive wins (profit in money) | 4 (16.00) | consecutive losses (loss in money) | 3 (-50.00) | |
| Maximal | consecutive profit (count of wins) | 16.00 (4) | consecutive loss (count of losses) | -50.00 (3) | |
| 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 | 0.10 | 1.50001 | 1.50051 | 1.49991 | ||
| 2 | 2009.12.01 07:02 | s/l | 1 | 0.10 | 1.50051 | 1.50051 | 1.49991 | -5.00 | 9995.00 |
| 3 | 2009.12.02 07:00 | sell | 2 | 0.40 | 1.50887 | 1.50937 | 1.50877 | ||
| 4 | 2009.12.02 07:02 | s/l | 2 | 0.40 | 1.50937 | 1.50937 | 1.50877 | -20.00 | 9975.00 |
| 5 | 2009.12.03 07:00 | buy | 3 | 0.40 | 1.50813 | 1.50763 | 1.50823 | ||
| 6 | 2009.12.03 07:10 | t/p | 3 | 0.40 | 1.50823 | 1.50763 | 1.50823 | 4.00 | 9979.00 |
| 7 | 2009.12.04 07:00 | buy | 4 | 0.20 | 1.50511 | 1.50461 | 1.50521 | ||
| 8 | 2009.12.04 07:07 | s/l | 4 | 0.20 | 1.50461 | 1.50461 | 1.50521 | -10.00 | 9969.00 |
| 9 | 2009.12.07 07:00 | buy | 5 | 0.40 | 1.48849 | 1.48799 | 1.48859 | ||
| 10 | 2009.12.07 07:05 | t/p | 5 | 0.40 | 1.48859 | 1.48799 | 1.48859 | 4.00 | 9973.00 |
| 11 | 2009.12.08 07:00 | buy | 6 | 0.20 | 1.48439 | 1.48389 | 1.48449 | ||
| 12 | 2009.12.08 07:02 | t/p | 6 | 0.20 | 1.48449 | 1.48389 | 1.48449 | 2.00 | 9975.00 |
| 13 | 2009.12.09 07:00 | buy | 7 | 0.50 | 1.47308 | 1.47258 | 1.47318 | ||
| 14 | 2009.12.09 07:10 | s/l | 7 | 0.50 | 1.47258 | 1.47258 | 1.47318 | -25.00 | 9950.00 |
| 15 | 2009.12.10 07:00 | buy | 8 | 0.40 | 1.47023 | 1.46973 | 1.47033 | ||
| 16 | 2009.12.10 07:03 | t/p | 8 | 0.40 | 1.47033 | 1.46973 | 1.47033 | 4.00 | 9954.00 |
| 17 | 2009.12.11 07:00 | buy | 9 | 0.20 | 1.47384 | 1.47334 | 1.47394 | ||
| 18 | 2009.12.11 07:26 | s/l | 9 | 0.20 | 1.47334 | 1.47334 | 1.47394 | -10.00 | 9944.00 |
| 19 | 2009.12.14 07:00 | buy | 10 | 0.40 | 1.46769 | 1.46719 | 1.46779 | ||
| 20 | 2009.12.14 07:07 | s/l | 10 | 0.40 | 1.46719 | 1.46719 | 1.46779 | -20.00 | 9924.00 |
| 21 | 2009.12.15 07:00 | sell | 11 | 0.40 | 1.46374 | 1.46424 | 1.46364 | ||
| 22 | 2009.12.15 07:02 | s/l | 11 | 0.40 | 1.46424 | 1.46424 | 1.46364 | -20.00 | 9904.00 |
| 23 | 2009.12.16 07:00 | buy | 12 | 0.40 | 1.45340 | 1.45290 | 1.45350 | ||
| 24 | 2009.12.16 07:05 | t/p | 12 | 0.40 | 1.45350 | 1.45290 | 1.45350 | 4.00 | 9908.00 |
| 25 | 2009.12.17 07:00 | buy | 13 | 0.20 | 1.43961 | 1.43911 | 1.43971 | ||
| 26 | 2009.12.17 07:02 | s/l | 13 | 0.20 | 1.43911 | 1.43911 | 1.43971 | -10.00 | 9898.00 |
| 27 | 2009.12.18 07:00 | buy | 14 | 0.40 | 1.43822 | 1.43772 | 1.43832 | ||
| 28 | 2009.12.18 07:10 | s/l | 14 | 0.40 | 1.43772 | 1.43772 | 1.43832 | -20.00 | 9878.00 |
| 29 | 2009.12.21 07:00 | buy | 15 | 0.40 | 1.43373 | 1.43323 | 1.43383 | ||
| 30 | 2009.12.21 07:02 | s/l | 15 | 0.40 | 1.43323 | 1.43323 | 1.43383 | -20.00 | 9858.00 |
| 31 | 2009.12.22 07:00 | buy | 16 | 0.40 | 1.42956 | 1.42906 | 1.42966 | ||
| 32 | 2009.12.22 07:07 | t/p | 16 | 0.40 | 1.42966 | 1.42906 | 1.42966 | 4.00 | 9862.00 |
| 33 | 2009.12.23 07:00 | buy | 17 | 0.20 | 1.42539 | 1.42489 | 1.42549 | ||
| 34 | 2009.12.23 07:07 | t/p | 17 | 0.20 | 1.42549 | 1.42489 | 1.42549 | 2.00 | 9864.00 |
| 35 | 2009.12.24 07:00 | sell | 18 | 0.50 | 1.43432 | 1.43482 | 1.43422 | ||
| 36 | 2009.12.24 07:10 | s/l | 18 | 0.50 | 1.43482 | 1.43482 | 1.43422 | -25.00 | 9839.00 |
| 37 | 2009.12.28 07:00 | sell | 19 | 0.40 | 1.43896 | 1.43946 | 1.43886 | ||
| 38 | 2009.12.28 07:02 | t/p | 19 | 0.40 | 1.43886 | 1.43946 | 1.43886 | 4.00 | 9843.00 |
| 39 | 2009.12.29 07:00 | sell | 20 | 0.20 | 1.43715 | 1.43765 | 1.43705 | ||
| 40 | 2009.12.29 07:20 | s/l | 20 | 0.20 | 1.43765 | 1.43765 | 1.43705 | -10.00 | 9833.00 |
| 41 | 2009.12.30 07:00 | buy | 21 | 0.40 | 1.43254 | 1.43204 | 1.43264 | ||
| 42 | 2009.12.30 07:05 | t/p | 21 | 0.40 | 1.43264 | 1.43204 | 1.43264 | 4.00 | 9837.00 |
| 43 | 2009.12.31 07:00 | sell | 22 | 0.20 | 1.43701 | 1.43751 | 1.43691 | ||
| 44 | 2009.12.31 07:15 | t/p | 22 | 0.20 | 1.43691 | 1.43751 | 1.43691 | 2.00 | 9839.00 |
| 45 | 2010.01.04 07:00 | buy | 23 | 0.50 | 1.43013 | 1.42963 | 1.43023 | ||
| 46 | 2010.01.04 07:02 | t/p | 23 | 0.50 | 1.43023 | 1.42963 | 1.43023 | 5.00 | 9844.00 |
| 47 | 2010.01.05 07:00 | sell | 24 | 0.50 | 1.44635 | 1.44685 | 1.44625 | ||
| 48 | 2010.01.05 07:05 | t/p | 24 | 0.50 | 1.44625 | 1.44685 | 1.44625 | 5.00 | 9849.00 |
| 49 | 2010.01.06 07:00 | buy | 25 | 0.10 | 1.43574 | 1.43524 | 1.43584 | ||
| 50 | 2010.01.06 07:20 | s/l | 25 | 0.10 | 1.43524 | 1.43524 | 1.43584 | -5.00 | 9844.00 |
| 51 | 2010.01.07 07:00 | sell | 26 | 0.40 | 1.43902 | 1.43952 | 1.43892 | ||
| 52 | 2010.01.07 07:10 | t/p | 26 | 0.40 | 1.43892 | 1.43952 | 1.43892 | 4.00 | 9848.00 |
| 53 | 2010.01.08 07:00 | buy | 27 | 0.20 | 1.42944 | 1.42894 | 1.42954 | ||
| 54 | 2010.01.08 07:05 | t/p | 27 | 0.20 | 1.42954 | 1.42894 | 1.42954 | 2.00 | 9850.00 |
| 55 | 2010.01.11 07:00 | sell | 28 | 0.50 | 1.45185 | 1.45235 | 1.45175 | ||
| 56 | 2010.01.11 07:05 | t/p | 28 | 0.50 | 1.45175 | 1.45235 | 1.45175 | 5.00 | 9855.00 |
| 57 | 2010.01.12 07:00 | sell | 29 | 0.50 | 1.44944 | 1.44994 | 1.44934 | ||
| 58 | 2010.01.12 07:02 | t/p | 29 | 0.50 | 1.44934 | 1.44994 | 1.44934 | 5.00 | 9860.00 |
| 59 | 2010.01.13 07:00 | buy | 30 | 0.10 | 1.44868 | 1.44818 | 1.44878 | ||
| 60 | 2010.01.13 07:02 | s/l | 30 | 0.10 | 1.44818 | 1.44818 | 1.44878 | -5.00 | 9855.00 |
| 61 | 2010.01.14 07:00 | sell | 31 | 0.40 | 1.45509 | 1.45559 | 1.45499 | ||
| 62 | 2010.01.14 07:03 | t/p | 31 | 0.40 | 1.45499 | 1.45559 | 1.45499 | 4.00 | 9859.00 |
| 63 | 2010.01.15 07:00 | buy | 32 | 0.20 | 1.44351 | 1.44301 | 1.44361 | ||
| 64 | 2010.01.15 07:07 | t/p | 32 | 0.20 | 1.44361 | 1.44301 | 1.44361 | 2.00 | 9861.00 |