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 | timeframe=5; stopLoss=1000; lTakeProfit=20; sTakeProfit=15; lTrailingStop=10; sTrailingStop=10; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""100pips""; Slippage=2; UseSound=false; NameFileSound=""shotgun.wav""; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -151.38 | Gross profit | 69.60 | Gross loss | -220.98 |
Profit factor | 0.31 | Expected payoff | -3.52 | ||
Absolute drawdown | 158.28 | Maximal drawdown | 217.38 (2.16%) | Relative drawdown | 2.16% (217.38) |
Total trades | 43 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 21 (90.48%) |
Profit trades (% of total) | 40 (93.02%) | Loss trades (% of total) | 3 (6.98%) | ||
Largest | profit trade | 2.06 | loss trade | -100.00 | |
Average | profit trade | 1.74 | loss trade | -73.66 | |
Maximum | consecutive wins (profit in money) | 34 (57.60) | consecutive losses (loss in money) | 1 (-100.00) | |
Maximal | consecutive profit (count of wins) | 57.60 (34) | consecutive loss (count of losses) | -100.00 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 18:10 | sell | 1 | 0.10 | 1.45395 | 1.46395 | 1.45380 | ||
2 | 2010.01.11 18:15 | t/p | 1 | 0.10 | 1.45380 | 1.46395 | 1.45380 | 1.50 | 10001.50 |
3 | 2010.01.11 18:15 | sell | 2 | 0.10 | 1.45357 | 1.46357 | 1.45342 | ||
4 | 2010.01.11 18:20 | t/p | 2 | 0.10 | 1.45342 | 1.46357 | 1.45342 | 1.50 | 10003.00 |
5 | 2010.01.11 18:20 | sell | 3 | 0.10 | 1.45305 | 1.46305 | 1.45290 | ||
6 | 2010.01.11 18:40 | t/p | 3 | 0.10 | 1.45290 | 1.46305 | 1.45290 | 1.50 | 10004.50 |
7 | 2010.01.11 18:40 | buy | 4 | 0.10 | 1.45260 | 1.44260 | 1.45280 | ||
8 | 2010.01.11 18:42 | t/p | 4 | 0.10 | 1.45280 | 1.44260 | 1.45280 | 2.00 | 10006.50 |
9 | 2010.01.11 18:42 | buy | 5 | 0.10 | 1.45286 | 1.44286 | 1.45306 | ||
10 | 2010.01.11 19:50 | t/p | 5 | 0.10 | 1.45306 | 1.44286 | 1.45306 | 2.00 | 10008.50 |
11 | 2010.01.11 19:50 | sell | 6 | 0.10 | 1.45337 | 1.46337 | 1.45322 | ||
12 | 2010.01.11 19:52 | t/p | 6 | 0.10 | 1.45322 | 1.46337 | 1.45322 | 1.50 | 10010.00 |
13 | 2010.01.11 19:52 | sell | 7 | 0.10 | 1.45299 | 1.46299 | 1.45284 | ||
14 | 2010.01.11 19:57 | t/p | 7 | 0.10 | 1.45284 | 1.46299 | 1.45284 | 1.50 | 10011.50 |
15 | 2010.01.11 19:57 | sell | 8 | 0.10 | 1.45261 | 1.46261 | 1.45246 | ||
16 | 2010.01.11 20:40 | t/p | 8 | 0.10 | 1.45246 | 1.46261 | 1.45246 | 1.50 | 10013.00 |
17 | 2010.01.11 20:40 | buy | 9 | 0.10 | 1.45242 | 1.44242 | 1.45262 | ||
18 | 2010.01.11 21:20 | t/p | 9 | 0.10 | 1.45262 | 1.44242 | 1.45262 | 2.00 | 10015.00 |
19 | 2010.01.11 21:20 | sell | 10 | 0.10 | 1.45278 | 1.46278 | 1.45263 | ||
20 | 2010.01.11 21:27 | t/p | 10 | 0.10 | 1.45263 | 1.46278 | 1.45263 | 1.50 | 10016.50 |
21 | 2010.01.11 21:27 | sell | 11 | 0.10 | 1.45241 | 1.46241 | 1.45226 | ||
22 | 2010.01.11 21:27 | t/p | 11 | 0.10 | 1.45226 | 1.46241 | 1.45226 | 1.50 | 10018.00 |
23 | 2010.01.11 21:27 | buy | 12 | 0.10 | 1.45213 | 1.44213 | 1.45233 | ||
24 | 2010.01.11 21:32 | t/p | 12 | 0.10 | 1.45233 | 1.44213 | 1.45233 | 2.00 | 10020.00 |
25 | 2010.01.11 21:32 | sell | 13 | 0.10 | 1.45263 | 1.46263 | 1.45248 | ||
26 | 2010.01.11 21:40 | t/p | 13 | 0.10 | 1.45248 | 1.46263 | 1.45248 | 1.50 | 10021.50 |
27 | 2010.01.11 21:40 | sell | 14 | 0.10 | 1.45234 | 1.46234 | 1.45219 | ||
28 | 2010.01.11 21:45 | t/p | 14 | 0.10 | 1.45219 | 1.46234 | 1.45219 | 1.50 | 10023.00 |
29 | 2010.01.11 21:45 | buy | 15 | 0.10 | 1.45211 | 1.44211 | 1.45231 | ||
30 | 2010.01.12 16:20 | t/p | 15 | 0.10 | 1.45231 | 1.44211 | 1.45231 | 2.02 | 10025.02 |
31 | 2010.01.12 16:20 | sell | 16 | 0.10 | 1.45264 | 1.46264 | 1.45249 | ||
32 | 2010.01.12 16:22 | t/p | 16 | 0.10 | 1.45249 | 1.46264 | 1.45249 | 1.50 | 10026.52 |
33 | 2010.01.12 16:22 | sell | 17 | 0.10 | 1.45210 | 1.46210 | 1.45195 | ||
34 | 2010.01.12 16:27 | t/p | 17 | 0.10 | 1.45195 | 1.46210 | 1.45195 | 1.50 | 10028.02 |
35 | 2010.01.12 16:27 | sell | 18 | 0.10 | 1.45156 | 1.46156 | 1.45141 | ||
36 | 2010.01.12 18:15 | t/p | 18 | 0.10 | 1.45141 | 1.46156 | 1.45141 | 1.50 | 10029.52 |
37 | 2010.01.12 18:15 | buy | 19 | 0.10 | 1.45140 | 1.44140 | 1.45160 | ||
38 | 2010.01.13 11:45 | t/p | 19 | 0.10 | 1.45160 | 1.44140 | 1.45160 | 2.02 | 10031.54 |
39 | 2010.01.13 11:45 | sell | 20 | 0.10 | 1.45160 | 1.46160 | 1.45145 | ||
40 | 2010.01.13 12:07 | t/p | 20 | 0.10 | 1.45145 | 1.46160 | 1.45145 | 1.50 | 10033.04 |
41 | 2010.01.13 12:07 | buy | 21 | 0.10 | 1.45129 | 1.44129 | 1.45149 | ||
42 | 2010.01.13 12:10 | t/p | 21 | 0.10 | 1.45149 | 1.44129 | 1.45149 | 2.00 | 10035.04 |
43 | 2010.01.13 12:10 | sell | 22 | 0.10 | 1.45253 | 1.46253 | 1.45238 | ||
44 | 2010.01.13 12:12 | t/p | 22 | 0.10 | 1.45238 | 1.46253 | 1.45238 | 1.50 | 10036.54 |
45 | 2010.01.13 12:12 | sell | 23 | 0.10 | 1.45227 | 1.46227 | 1.45212 | ||
46 | 2010.01.13 16:15 | t/p | 23 | 0.10 | 1.45212 | 1.46227 | 1.45212 | 1.50 | 10038.04 |
47 | 2010.01.13 16:15 | buy | 24 | 0.10 | 1.45172 | 1.44172 | 1.45192 | ||
48 | 2010.01.13 16:17 | t/p | 24 | 0.10 | 1.45192 | 1.44172 | 1.45192 | 2.00 | 10040.04 |
49 | 2010.01.13 16:17 | buy | 25 | 0.10 | 1.45223 | 1.44223 | 1.45243 | ||
50 | 2010.01.14 01:02 | t/p | 25 | 0.10 | 1.45243 | 1.44223 | 1.45243 | 2.06 | 10042.10 |
51 | 2010.01.14 01:02 | sell | 26 | 0.10 | 1.45272 | 1.46272 | 1.45257 | ||
52 | 2010.01.14 01:10 | t/p | 26 | 0.10 | 1.45257 | 1.46272 | 1.45257 | 1.50 | 10043.60 |
53 | 2010.01.14 01:10 | sell | 27 | 0.10 | 1.45249 | 1.46249 | 1.45234 | ||
54 | 2010.01.14 01:15 | t/p | 27 | 0.10 | 1.45234 | 1.46249 | 1.45234 | 1.50 | 10045.10 |
55 | 2010.01.14 01:15 | buy | 28 | 0.10 | 1.45232 | 1.44232 | 1.45252 | ||
56 | 2010.01.14 01:33 | t/p | 28 | 0.10 | 1.45252 | 1.44232 | 1.45252 | 2.00 | 10047.10 |
57 | 2010.01.14 01:33 | sell | 29 | 0.10 | 1.45280 | 1.46280 | 1.45265 | ||
58 | 2010.01.14 02:15 | t/p | 29 | 0.10 | 1.45265 | 1.46280 | 1.45265 | 1.50 | 10048.60 |
59 | 2010.01.14 02:15 | buy | 30 | 0.10 | 1.45257 | 1.44257 | 1.45277 | ||
60 | 2010.01.14 02:27 | t/p | 30 | 0.10 | 1.45277 | 1.44257 | 1.45277 | 2.00 | 10050.60 |
61 | 2010.01.14 02:27 | sell | 31 | 0.10 | 1.45313 | 1.46313 | 1.45298 | ||
62 | 2010.01.14 02:32 | t/p | 31 | 0.10 | 1.45298 | 1.46313 | 1.45298 | 1.50 | 10052.10 |
63 | 2010.01.14 02:32 | sell | 32 | 0.10 | 1.45281 | 1.46281 | 1.45266 | ||
64 | 2010.01.14 08:50 | t/p | 32 | 0.10 | 1.45266 | 1.46281 | 1.45266 | 1.50 | 10053.60 |
65 | 2010.01.14 08:50 | buy | 33 | 0.10 | 1.45256 | 1.44256 | 1.45276 | ||
66 | 2010.01.14 08:52 | t/p | 33 | 0.10 | 1.45276 | 1.44256 | 1.45276 | 2.00 | 10055.60 |
67 | 2010.01.14 08:52 | buy | 34 | 0.10 | 1.45284 | 1.44284 | 1.45304 | ||
68 | 2010.01.14 08:57 | t/p | 34 | 0.10 | 1.45304 | 1.44284 | 1.45304 | 2.00 | 10057.60 |
69 | 2010.01.14 08:57 | buy | 35 | 0.10 | 1.45312 | 1.44312 | 1.45332 | ||
70 | 2010.01.15 02:50 | s/l | 35 | 0.10 | 1.44312 | 1.44312 | 1.45332 | -99.98 | 9957.62 |
71 | 2010.01.15 02:50 | buy | 36 | 0.10 | 1.44278 | 1.43278 | 1.44298 | ||
72 | 2010.01.15 02:52 | t/p | 36 | 0.10 | 1.44298 | 1.43278 | 1.44298 | 2.00 | 9959.62 |
73 | 2010.01.15 02:52 | buy | 37 | 0.10 | 1.44367 | 1.43367 | 1.44387 | ||
74 | 2010.01.15 02:57 | t/p | 37 | 0.10 | 1.44387 | 1.43367 | 1.44387 | 2.00 | 9961.62 |
75 | 2010.01.15 02:57 | buy | 38 | 0.10 | 1.44457 | 1.43457 | 1.44477 | ||
76 | 2010.01.15 20:50 | s/l | 38 | 0.10 | 1.43457 | 1.43457 | 1.44477 | -100.00 | 9861.62 |
77 | 2010.01.15 20:50 | buy | 39 | 0.10 | 1.43367 | 1.42367 | 1.43387 | ||
78 | 2010.01.15 20:52 | t/p | 39 | 0.10 | 1.43387 | 1.42367 | 1.43387 | 2.00 | 9863.62 |
79 | 2010.01.15 20:52 | buy | 40 | 0.10 | 1.43425 | 1.42425 | 1.43445 | ||
80 | 2010.01.15 20:57 | t/p | 40 | 0.10 | 1.43445 | 1.42425 | 1.43445 | 2.00 | 9865.62 |
81 | 2010.01.15 20:57 | buy | 41 | 0.10 | 1.43483 | 1.42483 | 1.43503 | ||
82 | 2010.01.15 20:59 | t/p | 41 | 0.10 | 1.43503 | 1.42483 | 1.43503 | 2.00 | 9867.62 |
83 | 2010.01.15 20:59 | buy | 42 | 0.10 | 1.43571 | 1.42571 | 1.43591 | ||
84 | 2010.01.15 21:10 | t/p | 42 | 0.10 | 1.43591 | 1.42571 | 1.43591 | 2.00 | 9869.62 |
85 | 2010.01.15 21:10 | sell | 43 | 0.10 | 1.43638 | 1.44638 | 1.43623 | ||
86 | 2010.01.15 22:57 | close at stop | 43 | 0.10 | 1.43848 | 1.44638 | 1.43623 | -21.00 | 9848.62 |