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; Numtrades=5; 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 | 19.52 | Gross profit | 133.62 | Gross loss | -114.10 |
Profit factor | 1.17 | Expected payoff | 0.25 | ||
Absolute drawdown | 47.68 | Maximal drawdown | 156.70 (1.55%) | Relative drawdown | 1.55% (156.70) |
Total trades | 79 | Short positions (won %) | 41 (100.00%) | Long positions (won %) | 38 (94.74%) |
Profit trades (% of total) | 77 (97.47%) | Loss trades (% of total) | 2 (2.53%) | ||
Largest | profit trade | 2.06 | loss trade | -100.00 | |
Average | profit trade | 1.74 | loss trade | -57.05 | |
Maximum | consecutive wins (profit in money) | 74 (128.12) | consecutive losses (loss in money) | 1 (-100.00) | |
Maximal | consecutive profit (count of wins) | 128.12 (74) | consecutive loss (count of losses) | -100.00 (1) | |
Average | consecutive wins | 39 | 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 | 1.45269 | 1.44269 | 1.45289 | ||
8 | 2010.01.11 19:50 | t/p | 4 | 0.10 | 1.45289 | 1.44269 | 1.45289 | 2.00 | 10006.50 |
9 | 2010.01.11 19:50 | sell | 5 | 0.10 | 1.45337 | 1.46337 | 1.45322 | ||
10 | 2010.01.11 19:52 | t/p | 5 | 0.10 | 1.45322 | 1.46337 | 1.45322 | 1.50 | 10008.00 |
11 | 2010.01.11 19:52 | sell | 6 | 0.10 | 1.45299 | 1.46299 | 1.45284 | ||
12 | 2010.01.11 19:57 | t/p | 6 | 0.10 | 1.45284 | 1.46299 | 1.45284 | 1.50 | 10009.50 |
13 | 2010.01.11 19:57 | sell | 7 | 0.10 | 1.45261 | 1.46261 | 1.45246 | ||
14 | 2010.01.11 20:45 | t/p | 7 | 0.10 | 1.45246 | 1.46261 | 1.45246 | 1.50 | 10011.00 |
15 | 2010.01.11 20:45 | buy | 8 | 0.10 | 1.45220 | 1.44220 | 1.45240 | ||
16 | 2010.01.11 21:15 | t/p | 8 | 0.10 | 1.45240 | 1.44220 | 1.45240 | 2.00 | 10013.00 |
17 | 2010.01.11 21:15 | sell | 9 | 0.10 | 1.45250 | 1.46250 | 1.45235 | ||
18 | 2010.01.11 21:27 | t/p | 9 | 0.10 | 1.45235 | 1.46250 | 1.45235 | 1.50 | 10014.50 |
19 | 2010.01.11 21:27 | buy | 10 | 0.10 | 1.45222 | 1.44222 | 1.45242 | ||
20 | 2010.01.11 21:32 | t/p | 10 | 0.10 | 1.45242 | 1.44222 | 1.45242 | 2.00 | 10016.50 |
21 | 2010.01.11 21:32 | sell | 11 | 0.10 | 1.45263 | 1.46263 | 1.45248 | ||
22 | 2010.01.11 21:40 | t/p | 11 | 0.10 | 1.45248 | 1.46263 | 1.45248 | 1.50 | 10018.00 |
23 | 2010.01.11 21:40 | sell | 12 | 0.10 | 1.45234 | 1.46234 | 1.45219 | ||
24 | 2010.01.11 21:50 | t/p | 12 | 0.10 | 1.45219 | 1.46234 | 1.45219 | 1.50 | 10019.50 |
25 | 2010.01.11 21:50 | buy | 13 | 0.10 | 1.45181 | 1.44181 | 1.45201 | ||
26 | 2010.01.11 21:57 | t/p | 13 | 0.10 | 1.45201 | 1.44181 | 1.45201 | 2.00 | 10021.50 |
27 | 2010.01.11 21:57 | buy | 14 | 0.10 | 1.45220 | 1.44220 | 1.45240 | ||
28 | 2010.01.12 16:20 | t/p | 14 | 0.10 | 1.45240 | 1.44220 | 1.45240 | 2.02 | 10023.52 |
29 | 2010.01.12 16:20 | sell | 15 | 0.10 | 1.45264 | 1.46264 | 1.45249 | ||
30 | 2010.01.12 16:22 | t/p | 15 | 0.10 | 1.45249 | 1.46264 | 1.45249 | 1.50 | 10025.02 |
31 | 2010.01.12 16:22 | sell | 16 | 0.10 | 1.45210 | 1.46210 | 1.45195 | ||
32 | 2010.01.12 16:27 | t/p | 16 | 0.10 | 1.45195 | 1.46210 | 1.45195 | 1.50 | 10026.52 |
33 | 2010.01.12 16:27 | sell | 17 | 0.10 | 1.45156 | 1.46156 | 1.45141 | ||
34 | 2010.01.12 18:20 | t/p | 17 | 0.10 | 1.45141 | 1.46156 | 1.45141 | 1.50 | 10028.02 |
35 | 2010.01.12 18:20 | buy | 18 | 0.10 | 1.45084 | 1.44084 | 1.45104 | ||
36 | 2010.01.12 18:27 | t/p | 18 | 0.10 | 1.45104 | 1.44084 | 1.45104 | 2.00 | 10030.02 |
37 | 2010.01.12 18:27 | buy | 19 | 0.10 | 1.45149 | 1.44149 | 1.45169 | ||
38 | 2010.01.13 11:50 | t/p | 19 | 0.10 | 1.45169 | 1.44149 | 1.45169 | 2.02 | 10032.04 |
39 | 2010.01.13 11:50 | sell | 20 | 0.10 | 1.45218 | 1.46218 | 1.45203 | ||
40 | 2010.01.13 11:52 | t/p | 20 | 0.10 | 1.45203 | 1.46218 | 1.45203 | 1.50 | 10033.54 |
41 | 2010.01.13 11:52 | sell | 21 | 0.10 | 1.45179 | 1.46179 | 1.45164 | ||
42 | 2010.01.13 11:57 | t/p | 21 | 0.10 | 1.45164 | 1.46179 | 1.45164 | 1.50 | 10035.04 |
43 | 2010.01.13 11:57 | sell | 22 | 0.10 | 1.45141 | 1.46141 | 1.45126 | ||
44 | 2010.01.13 16:20 | t/p | 22 | 0.10 | 1.45126 | 1.46141 | 1.45126 | 1.50 | 10036.54 |
45 | 2010.01.13 16:20 | buy | 23 | 0.10 | 1.44976 | 1.43976 | 1.44996 | ||
46 | 2010.01.13 16:22 | t/p | 23 | 0.10 | 1.44996 | 1.43976 | 1.44996 | 2.00 | 10038.54 |
47 | 2010.01.13 16:22 | buy | 24 | 0.10 | 1.45079 | 1.44079 | 1.45099 | ||
48 | 2010.01.13 16:27 | t/p | 24 | 0.10 | 1.45099 | 1.44079 | 1.45099 | 2.00 | 10040.54 |
49 | 2010.01.13 16:27 | buy | 25 | 0.10 | 1.45181 | 1.44181 | 1.45201 | ||
50 | 2010.01.13 18:37 | t/p | 25 | 0.10 | 1.45201 | 1.44181 | 1.45201 | 2.00 | 10042.54 |
51 | 2010.01.13 18:37 | sell | 26 | 0.10 | 1.45208 | 1.46208 | 1.45193 | ||
52 | 2010.01.13 18:40 | t/p | 26 | 0.10 | 1.45193 | 1.46208 | 1.45193 | 1.50 | 10044.04 |
53 | 2010.01.13 18:40 | sell | 27 | 0.10 | 1.45120 | 1.46120 | 1.45105 | ||
54 | 2010.01.13 18:45 | t/p | 27 | 0.10 | 1.45105 | 1.46120 | 1.45105 | 1.50 | 10045.54 |
55 | 2010.01.13 18:45 | buy | 28 | 0.10 | 1.45069 | 1.44069 | 1.45089 | ||
56 | 2010.01.13 19:07 | t/p | 28 | 0.10 | 1.45089 | 1.44069 | 1.45089 | 2.00 | 10047.54 |
57 | 2010.01.13 19:07 | sell | 29 | 0.10 | 1.45109 | 1.46109 | 1.45094 | ||
58 | 2010.01.13 19:10 | t/p | 29 | 0.10 | 1.45094 | 1.46109 | 1.45094 | 1.50 | 10049.04 |
59 | 2010.01.13 19:10 | buy | 30 | 0.10 | 1.45022 | 1.44022 | 1.45042 | ||
60 | 2010.01.13 19:45 | t/p | 30 | 0.10 | 1.45042 | 1.44022 | 1.45042 | 2.00 | 10051.04 |
61 | 2010.01.13 19:45 | sell | 31 | 0.10 | 1.45046 | 1.46046 | 1.45031 | ||
62 | 2010.01.13 20:15 | t/p | 31 | 0.10 | 1.45031 | 1.46046 | 1.45031 | 1.50 | 10052.54 |
63 | 2010.01.13 20:15 | sell | 32 | 0.10 | 1.45013 | 1.46013 | 1.44998 | ||
64 | 2010.01.13 20:20 | t/p | 32 | 0.10 | 1.44998 | 1.46013 | 1.44998 | 1.50 | 10054.04 |
65 | 2010.01.13 20:20 | buy | 33 | 0.10 | 1.44978 | 1.43978 | 1.44998 | ||
66 | 2010.01.13 20:27 | t/p | 33 | 0.10 | 1.44998 | 1.43978 | 1.44998 | 2.00 | 10056.04 |
67 | 2010.01.13 20:27 | buy | 34 | 0.10 | 1.45027 | 1.44027 | 1.45047 | ||
68 | 2010.01.13 20:40 | t/p | 34 | 0.10 | 1.45047 | 1.44027 | 1.45047 | 2.00 | 10058.04 |
69 | 2010.01.13 20:40 | sell | 35 | 0.10 | 1.45065 | 1.46065 | 1.45050 | ||
70 | 2010.01.13 23:20 | t/p | 35 | 0.10 | 1.45050 | 1.46065 | 1.45050 | 1.50 | 10059.54 |
71 | 2010.01.13 23:20 | buy | 36 | 0.10 | 1.45024 | 1.44024 | 1.45044 | ||
72 | 2010.01.13 23:37 | t/p | 36 | 0.10 | 1.45044 | 1.44024 | 1.45044 | 2.00 | 10061.54 |
73 | 2010.01.13 23:37 | buy | 37 | 0.10 | 1.45059 | 1.44059 | 1.45079 | ||
74 | 2010.01.14 00:15 | t/p | 37 | 0.10 | 1.45079 | 1.44059 | 1.45079 | 2.06 | 10063.60 |
75 | 2010.01.14 00:15 | sell | 38 | 0.10 | 1.45090 | 1.46090 | 1.45075 | ||
76 | 2010.01.14 10:50 | t/p | 38 | 0.10 | 1.45075 | 1.46090 | 1.45075 | 1.50 | 10065.10 |
77 | 2010.01.14 10:50 | buy | 39 | 0.10 | 1.45031 | 1.44031 | 1.45051 | ||
78 | 2010.01.14 10:52 | t/p | 39 | 0.10 | 1.45051 | 1.44031 | 1.45051 | 2.00 | 10067.10 |
79 | 2010.01.14 10:52 | buy | 40 | 0.10 | 1.45069 | 1.44069 | 1.45089 | ||
80 | 2010.01.14 10:57 | t/p | 40 | 0.10 | 1.45089 | 1.44069 | 1.45089 | 2.00 | 10069.10 |
81 | 2010.01.14 10:57 | buy | 41 | 0.10 | 1.45108 | 1.44108 | 1.45128 | ||
82 | 2010.01.14 11:20 | t/p | 41 | 0.10 | 1.45128 | 1.44108 | 1.45128 | 2.00 | 10071.10 |
83 | 2010.01.14 11:20 | sell | 42 | 0.10 | 1.45129 | 1.46129 | 1.45114 | ||
84 | 2010.01.14 11:22 | t/p | 42 | 0.10 | 1.45114 | 1.46129 | 1.45114 | 1.50 | 10072.60 |
85 | 2010.01.14 11:22 | sell | 43 | 0.10 | 1.45097 | 1.46097 | 1.45082 | ||
86 | 2010.01.14 11:27 | t/p | 43 | 0.10 | 1.45082 | 1.46097 | 1.45082 | 1.50 | 10074.10 |
87 | 2010.01.14 11:27 | sell | 44 | 0.10 | 1.45066 | 1.46066 | 1.45051 | ||
88 | 2010.01.14 11:50 | t/p | 44 | 0.10 | 1.45051 | 1.46066 | 1.45051 | 1.50 | 10075.60 |
89 | 2010.01.14 11:50 | buy | 45 | 0.10 | 1.45031 | 1.44031 | 1.45051 | ||
90 | 2010.01.14 11:57 | t/p | 45 | 0.10 | 1.45051 | 1.44031 | 1.45051 | 2.00 | 10077.60 |
91 | 2010.01.14 11:57 | buy | 46 | 0.10 | 1.45084 | 1.44084 | 1.45104 | ||
92 | 2010.01.14 12:02 | t/p | 46 | 0.10 | 1.45104 | 1.44084 | 1.45104 | 2.00 | 10079.60 |
93 | 2010.01.14 12:02 | sell | 47 | 0.10 | 1.45114 | 1.46114 | 1.45099 | ||
94 | 2010.01.14 12:10 | t/p | 47 | 0.10 | 1.45099 | 1.46114 | 1.45099 | 1.50 | 10081.10 |
95 | 2010.01.14 12:10 | buy | 48 | 0.10 | 1.45063 | 1.44063 | 1.45083 | ||
96 | 2010.01.14 14:45 | t/p | 48 | 0.10 | 1.45083 | 1.44063 | 1.45083 | 2.00 | 10083.10 |
97 | 2010.01.14 14:45 | sell | 49 | 0.10 | 1.45131 | 1.46131 | 1.45116 | ||
98 | 2010.01.14 14:59 | t/p | 49 | 0.10 | 1.45116 | 1.46131 | 1.45116 | 1.50 | 10084.60 |
99 | 2010.01.14 14:59 | sell | 50 | 0.10 | 1.45079 | 1.46079 | 1.45064 | ||
100 | 2010.01.14 15:10 | t/p | 50 | 0.10 | 1.45064 | 1.46079 | 1.45064 | 1.50 | 10086.10 |
101 | 2010.01.14 15:10 | buy | 51 | 0.10 | 1.44983 | 1.43983 | 1.45003 | ||
102 | 2010.01.14 15:12 | t/p | 51 | 0.10 | 1.45003 | 1.43983 | 1.45003 | 2.00 | 10088.10 |
103 | 2010.01.14 15:12 | sell | 52 | 0.10 | 1.45011 | 1.46011 | 1.44996 | ||
104 | 2010.01.14 15:15 | t/p | 52 | 0.10 | 1.44996 | 1.46011 | 1.44996 | 1.50 | 10089.60 |
105 | 2010.01.14 15:15 | buy | 53 | 0.10 | 1.44859 | 1.43859 | 1.44879 | ||
106 | 2010.01.14 15:17 | t/p | 53 | 0.10 | 1.44879 | 1.43859 | 1.44879 | 2.00 | 10091.60 |
107 | 2010.01.14 15:17 | buy | 54 | 0.10 | 1.44900 | 1.43900 | 1.44920 | ||
108 | 2010.01.14 18:20 | t/p | 54 | 0.10 | 1.44920 | 1.43900 | 1.44920 | 2.00 | 10093.60 |
109 | 2010.01.14 18:20 | sell | 55 | 0.10 | 1.44952 | 1.45952 | 1.44937 | ||
110 | 2010.01.14 18:22 | t/p | 55 | 0.10 | 1.44937 | 1.45952 | 1.44937 | 1.50 | 10095.10 |
111 | 2010.01.14 18:22 | sell | 56 | 0.10 | 1.44916 | 1.45916 | 1.44901 | ||
112 | 2010.01.14 18:27 | t/p | 56 | 0.10 | 1.44901 | 1.45916 | 1.44901 | 1.50 | 10096.60 |
113 | 2010.01.14 18:27 | sell | 57 | 0.10 | 1.44879 | 1.45879 | 1.44864 | ||
114 | 2010.01.14 18:32 | t/p | 57 | 0.10 | 1.44864 | 1.45879 | 1.44864 | 1.50 | 10098.10 |
115 | 2010.01.14 18:32 | buy | 58 | 0.10 | 1.44847 | 1.43847 | 1.44867 | ||
116 | 2010.01.14 18:40 | t/p | 58 | 0.10 | 1.44867 | 1.43847 | 1.44867 | 2.00 | 10100.10 |
117 | 2010.01.14 18:40 | buy | 59 | 0.10 | 1.44904 | 1.43904 | 1.44924 | ||
118 | 2010.01.14 18:45 | t/p | 59 | 0.10 | 1.44924 | 1.43904 | 1.44924 | 2.00 | 10102.10 |
119 | 2010.01.14 18:45 | sell | 60 | 0.10 | 1.44933 | 1.45933 | 1.44918 | ||
120 | 2010.01.14 19:02 | t/p | 60 | 0.10 | 1.44918 | 1.45933 | 1.44918 | 1.50 | 10103.60 |
121 | 2010.01.14 19:02 | buy | 61 | 0.10 | 1.44911 | 1.43911 | 1.44931 | ||
122 | 2010.01.14 19:10 | t/p | 61 | 0.10 | 1.44931 | 1.43911 | 1.44931 | 2.00 | 10105.60 |
123 | 2010.01.14 19:10 | sell | 62 | 0.10 | 1.44982 | 1.45982 | 1.44967 | ||
124 | 2010.01.14 20:20 | t/p | 62 | 0.10 | 1.44967 | 1.45982 | 1.44967 | 1.50 | 10107.10 |
125 | 2010.01.14 20:20 | buy | 63 | 0.10 | 1.44932 | 1.43932 | 1.44952 | ||
126 | 2010.01.14 20:22 | t/p | 63 | 0.10 | 1.44952 | 1.43932 | 1.44952 | 2.00 | 10109.10 |
127 | 2010.01.14 20:22 | buy | 64 | 0.10 | 1.44973 | 1.43973 | 1.44993 | ||
128 | 2010.01.14 20:27 | t/p | 64 | 0.10 | 1.44993 | 1.43973 | 1.44993 | 2.00 | 10111.10 |
129 | 2010.01.14 20:27 | buy | 65 | 0.10 | 1.45015 | 1.44015 | 1.45035 | ||
130 | 2010.01.14 21:02 | t/p | 65 | 0.10 | 1.45035 | 1.44015 | 1.45035 | 2.00 | 10113.10 |
131 | 2010.01.14 21:02 | sell | 66 | 0.10 | 1.45073 | 1.46073 | 1.45058 | ||
132 | 2010.01.14 21:15 | t/p | 66 | 0.10 | 1.45058 | 1.46073 | 1.45058 | 1.50 | 10114.60 |
133 | 2010.01.14 21:15 | sell | 67 | 0.10 | 1.45027 | 1.46027 | 1.45012 | ||
134 | 2010.01.14 21:20 | t/p | 67 | 0.10 | 1.45012 | 1.46027 | 1.45012 | 1.50 | 10116.10 |
135 | 2010.01.14 21:20 | buy | 68 | 0.10 | 1.45010 | 1.44010 | 1.45030 | ||
136 | 2010.01.14 21:37 | t/p | 68 | 0.10 | 1.45030 | 1.44010 | 1.45030 | 2.00 | 10118.10 |
137 | 2010.01.14 21:37 | sell | 69 | 0.10 | 1.45032 | 1.46032 | 1.45017 | ||
138 | 2010.01.14 21:45 | t/p | 69 | 0.10 | 1.45017 | 1.46032 | 1.45017 | 1.50 | 10119.60 |
139 | 2010.01.14 21:45 | buy | 70 | 0.10 | 1.45007 | 1.44007 | 1.45027 | ||
140 | 2010.01.14 22:15 | t/p | 70 | 0.10 | 1.45027 | 1.44007 | 1.45027 | 2.00 | 10121.60 |
141 | 2010.01.14 22:15 | sell | 71 | 0.10 | 1.45039 | 1.46039 | 1.45024 | ||
142 | 2010.01.14 22:45 | t/p | 71 | 0.10 | 1.45024 | 1.46039 | 1.45024 | 1.50 | 10123.10 |
143 | 2010.01.14 22:45 | buy | 72 | 0.10 | 1.45011 | 1.44011 | 1.45031 | ||
144 | 2010.01.15 00:20 | t/p | 72 | 0.10 | 1.45031 | 1.44011 | 1.45031 | 2.02 | 10125.12 |
145 | 2010.01.15 00:20 | sell | 73 | 0.10 | 1.45039 | 1.46039 | 1.45024 | ||
146 | 2010.01.15 00:27 | t/p | 73 | 0.10 | 1.45024 | 1.46039 | 1.45024 | 1.50 | 10126.62 |
147 | 2010.01.15 00:27 | sell | 74 | 0.10 | 1.45010 | 1.46010 | 1.44995 | ||
148 | 2010.01.15 01:15 | t/p | 74 | 0.10 | 1.44995 | 1.46010 | 1.44995 | 1.50 | 10128.12 |
149 | 2010.01.15 01:15 | buy | 75 | 0.10 | 1.44973 | 1.43973 | 1.44993 | ||
150 | 2010.01.15 09:15 | s/l | 75 | 0.10 | 1.43973 | 1.43973 | 1.44993 | -100.00 | 10028.12 |
151 | 2010.01.15 09:15 | buy | 76 | 0.10 | 1.43920 | 1.42920 | 1.43940 | ||
152 | 2010.01.15 09:27 | t/p | 76 | 0.10 | 1.43940 | 1.42920 | 1.43940 | 2.00 | 10030.12 |
153 | 2010.01.15 09:27 | buy | 77 | 0.10 | 1.44001 | 1.43001 | 1.44021 | ||
154 | 2010.01.15 09:40 | t/p | 77 | 0.10 | 1.44021 | 1.43001 | 1.44021 | 2.00 | 10032.12 |
155 | 2010.01.15 09:40 | sell | 78 | 0.10 | 1.44047 | 1.45047 | 1.44032 | ||
156 | 2010.01.15 11:15 | t/p | 78 | 0.10 | 1.44032 | 1.45047 | 1.44032 | 1.50 | 10033.62 |
157 | 2010.01.15 11:15 | buy | 79 | 0.10 | 1.43984 | 1.42984 | 1.44004 | ||
158 | 2010.01.15 22:57 | close at stop | 79 | 0.10 | 1.43843 | 1.42984 | 1.44004 | -14.10 | 10019.52 |