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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=25; UseTakeProfit=false; TakeProfit=118; UseTrailingStop=false; TrailingStop=55; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1543.40 | Gross profit | 4076.50 | Gross loss | -5619.90 |
Profit factor | 0.73 | Expected payoff | -26.16 | ||
Absolute drawdown | 2496.30 | Maximal drawdown | 3416.90 (31.29%) | Relative drawdown | 31.29% (3416.90) |
Total trades | 59 | Short positions (won %) | 29 (41.38%) | Long positions (won %) | 30 (36.67%) |
Profit trades (% of total) | 23 (38.98%) | Loss trades (% of total) | 36 (61.02%) | ||
Largest | profit trade | 772.00 | loss trade | -409.00 | |
Average | profit trade | 177.24 | loss trade | -156.11 | |
Maximum | consecutive wins (profit in money) | 2 (478.00) | consecutive losses (loss in money) | 6 (-780.00) | |
Maximal | consecutive profit (count of wins) | 772.00 (1) | consecutive loss (count of losses) | -780.00 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 1.00 | 1.50157 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 05:00 | close | 1 | 1.00 | 1.50145 | 0.00000 | 0.00000 | 12.00 | 10012.00 |
3 | 2009.12.01 06:00 | sell | 2 | 1.00 | 1.50102 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 09:00 | close | 2 | 1.00 | 1.50274 | 0.00000 | 0.00000 | -172.00 | 9840.00 |
5 | 2009.12.01 18:00 | buy | 3 | 1.00 | 1.50991 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 20:00 | close | 3 | 1.00 | 1.51092 | 0.00000 | 0.00000 | 101.00 | 9941.00 |
7 | 2009.12.02 07:00 | sell | 4 | 1.00 | 1.50887 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 08:00 | close | 4 | 1.00 | 1.50861 | 0.00000 | 0.00000 | 26.00 | 9967.00 |
9 | 2009.12.02 09:00 | sell | 5 | 1.00 | 1.50867 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 11:00 | close | 5 | 1.00 | 1.51003 | 0.00000 | 0.00000 | -136.00 | 9831.00 |
11 | 2009.12.02 15:00 | sell | 6 | 1.00 | 1.50750 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 21:00 | close | 6 | 1.00 | 1.50363 | 0.00000 | 0.00000 | 387.00 | 10218.00 |
13 | 2009.12.03 11:00 | buy | 7 | 1.00 | 1.51171 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 14:00 | close | 7 | 1.00 | 1.51262 | 0.00000 | 0.00000 | 91.00 | 10309.00 |
15 | 2009.12.03 23:00 | sell | 8 | 1.00 | 1.50510 | 0.00000 | 0.00000 | ||
16 | 2009.12.04 03:00 | close | 8 | 1.00 | 1.50580 | 0.00000 | 0.00000 | -70.40 | 10238.60 |
17 | 2009.12.08 02:00 | buy | 9 | 1.00 | 1.48553 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 05:00 | close | 9 | 1.00 | 1.48422 | 0.00000 | 0.00000 | -131.00 | 10107.60 |
19 | 2009.12.08 13:00 | sell | 10 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 19:00 | close | 10 | 1.00 | 1.47204 | 0.00000 | 0.00000 | 731.00 | 10838.60 |
21 | 2009.12.08 21:00 | sell | 11 | 1.00 | 1.46822 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 22:00 | close | 11 | 1.00 | 1.47024 | 0.00000 | 0.00000 | -202.00 | 10636.60 |
23 | 2009.12.09 11:00 | buy | 12 | 1.00 | 1.47545 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 15:00 | close | 12 | 1.00 | 1.47307 | 0.00000 | 0.00000 | -238.00 | 10398.60 |
25 | 2009.12.09 21:00 | buy | 13 | 1.00 | 1.47161 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 03:00 | close | 13 | 1.00 | 1.47349 | 0.00000 | 0.00000 | 188.90 | 10587.50 |
27 | 2009.12.10 10:00 | sell | 14 | 1.00 | 1.47187 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 11:00 | close | 14 | 1.00 | 1.47123 | 0.00000 | 0.00000 | 64.00 | 10651.50 |
29 | 2009.12.10 17:00 | sell | 15 | 1.00 | 1.47195 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 22:00 | close | 15 | 1.00 | 1.47307 | 0.00000 | 0.00000 | -112.00 | 10539.50 |
31 | 2009.12.14 06:00 | buy | 16 | 1.00 | 1.46594 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 11:00 | close | 16 | 1.00 | 1.46667 | 0.00000 | 0.00000 | 73.00 | 10612.50 |
33 | 2009.12.14 23:00 | buy | 17 | 1.00 | 1.46573 | 0.00000 | 0.00000 | ||
34 | 2009.12.15 00:00 | close | 17 | 1.00 | 1.46508 | 0.00000 | 0.00000 | -64.70 | 10547.80 |
35 | 2009.12.15 19:00 | sell | 18 | 1.00 | 1.45199 | 0.00000 | 0.00000 | ||
36 | 2009.12.15 23:00 | close | 18 | 1.00 | 1.45377 | 0.00000 | 0.00000 | -178.00 | 10369.80 |
37 | 2009.12.16 08:00 | buy | 19 | 1.00 | 1.45513 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 09:00 | close | 19 | 1.00 | 1.45182 | 0.00000 | 0.00000 | -331.00 | 10038.80 |
39 | 2009.12.16 11:00 | buy | 20 | 1.00 | 1.45555 | 0.00000 | 0.00000 | ||
40 | 2009.12.16 15:00 | close | 20 | 1.00 | 1.45487 | 0.00000 | 0.00000 | -68.00 | 9970.80 |
41 | 2009.12.17 04:00 | sell | 21 | 1.00 | 1.44311 | 0.00000 | 0.00000 | ||
42 | 2009.12.17 08:00 | close | 21 | 1.00 | 1.44142 | 0.00000 | 0.00000 | 169.00 | 10139.80 |
43 | 2009.12.17 12:00 | sell | 22 | 1.00 | 1.43419 | 0.00000 | 0.00000 | ||
44 | 2009.12.17 16:00 | close | 22 | 1.00 | 1.43571 | 0.00000 | 0.00000 | -152.00 | 9987.80 |
45 | 2009.12.17 19:00 | sell | 23 | 1.00 | 1.43331 | 0.00000 | 0.00000 | ||
46 | 2009.12.17 20:00 | close | 23 | 1.00 | 1.43426 | 0.00000 | 0.00000 | -95.00 | 9892.80 |
47 | 2009.12.18 04:00 | buy | 24 | 1.00 | 1.43793 | 0.00000 | 0.00000 | ||
48 | 2009.12.18 08:00 | close | 24 | 1.00 | 1.43744 | 0.00000 | 0.00000 | -49.00 | 9843.80 |
49 | 2009.12.18 12:00 | buy | 25 | 1.00 | 1.43890 | 0.00000 | 0.00000 | ||
50 | 2009.12.18 13:00 | close | 25 | 1.00 | 1.43659 | 0.00000 | 0.00000 | -231.00 | 9612.80 |
51 | 2009.12.21 06:00 | buy | 26 | 1.00 | 1.43503 | 0.00000 | 0.00000 | ||
52 | 2009.12.21 07:00 | close | 26 | 1.00 | 1.43361 | 0.00000 | 0.00000 | -142.00 | 9470.80 |
53 | 2009.12.21 08:00 | buy | 27 | 1.00 | 1.43347 | 0.00000 | 0.00000 | ||
54 | 2009.12.21 09:00 | close | 27 | 1.00 | 1.43236 | 0.00000 | 0.00000 | -111.00 | 9359.80 |
55 | 2009.12.22 09:00 | buy | 28 | 1.00 | 1.43074 | 0.00000 | 0.00000 | ||
56 | 2009.12.22 12:00 | close | 28 | 1.00 | 1.43078 | 0.00000 | 0.00000 | 4.00 | 9363.80 |
57 | 2009.12.23 03:00 | buy | 29 | 1.00 | 1.42723 | 0.00000 | 0.00000 | ||
58 | 2009.12.23 06:00 | close | 29 | 1.00 | 1.42470 | 0.00000 | 0.00000 | -253.00 | 9110.80 |
59 | 2009.12.23 10:00 | buy | 30 | 1.00 | 1.42538 | 0.00000 | 0.00000 | ||
60 | 2009.12.23 11:00 | close | 30 | 1.00 | 1.42453 | 0.00000 | 0.00000 | -85.00 | 9025.80 |
61 | 2009.12.23 12:00 | buy | 31 | 1.00 | 1.42566 | 0.00000 | 0.00000 | ||
62 | 2009.12.23 21:00 | close | 31 | 1.00 | 1.43338 | 0.00000 | 0.00000 | 772.00 | 9797.80 |
63 | 2009.12.24 06:00 | sell | 32 | 1.00 | 1.43360 | 0.00000 | 0.00000 | ||
64 | 2009.12.24 08:00 | close | 32 | 1.00 | 1.43595 | 0.00000 | 0.00000 | -235.00 | 9562.80 |
65 | 2009.12.24 10:00 | sell | 33 | 1.00 | 1.43575 | 0.00000 | 0.00000 | ||
66 | 2009.12.24 11:00 | close | 33 | 1.00 | 1.43825 | 0.00000 | 0.00000 | -250.00 | 9312.80 |
67 | 2009.12.28 11:00 | buy | 34 | 1.00 | 1.43899 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 16:00 | close | 34 | 1.00 | 1.43955 | 0.00000 | 0.00000 | 56.00 | 9368.80 |
69 | 2009.12.29 02:00 | sell | 35 | 1.00 | 1.43616 | 0.00000 | 0.00000 | ||
70 | 2009.12.29 03:00 | close | 35 | 1.00 | 1.43651 | 0.00000 | 0.00000 | -35.00 | 9333.80 |
71 | 2009.12.30 03:00 | sell | 36 | 1.00 | 1.43166 | 0.00000 | 0.00000 | ||
72 | 2009.12.30 06:00 | close | 36 | 1.00 | 1.43181 | 0.00000 | 0.00000 | -15.00 | 9318.80 |
73 | 2009.12.30 19:00 | buy | 37 | 1.00 | 1.43384 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 00:00 | close | 37 | 1.00 | 1.43367 | 0.00000 | 0.00000 | -16.10 | 9302.70 |
75 | 2009.12.31 03:00 | buy | 38 | 1.00 | 1.43695 | 0.00000 | 0.00000 | ||
76 | 2009.12.31 06:00 | close | 38 | 1.00 | 1.43706 | 0.00000 | 0.00000 | 11.00 | 9313.70 |
77 | 2009.12.31 08:00 | buy | 39 | 1.00 | 1.44395 | 0.00000 | 0.00000 | ||
78 | 2009.12.31 10:00 | close | 39 | 1.00 | 1.44117 | 0.00000 | 0.00000 | -278.00 | 9035.70 |
79 | 2009.12.31 11:00 | buy | 40 | 1.00 | 1.44002 | 0.00000 | 0.00000 | ||
80 | 2009.12.31 12:00 | close | 40 | 1.00 | 1.44029 | 0.00000 | 0.00000 | 27.00 | 9062.70 |
81 | 2010.01.05 06:00 | buy | 41 | 1.00 | 1.44260 | 0.00000 | 0.00000 | ||
82 | 2010.01.05 10:00 | close | 41 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -74.00 | 8988.70 |
83 | 2010.01.05 19:00 | sell | 42 | 1.00 | 1.43911 | 0.00000 | 0.00000 | ||
84 | 2010.01.05 22:00 | close | 42 | 1.00 | 1.43682 | 0.00000 | 0.00000 | 229.00 | 9217.70 |
85 | 2010.01.06 08:00 | sell | 43 | 1.00 | 1.43114 | 0.00000 | 0.00000 | ||
86 | 2010.01.06 10:00 | close | 43 | 1.00 | 1.43523 | 0.00000 | 0.00000 | -409.00 | 8808.70 |
87 | 2010.01.06 18:00 | buy | 44 | 1.00 | 1.44027 | 0.00000 | 0.00000 | ||
88 | 2010.01.06 22:00 | close | 44 | 1.00 | 1.44119 | 0.00000 | 0.00000 | 92.00 | 8900.70 |
89 | 2010.01.07 03:00 | buy | 45 | 1.00 | 1.44252 | 0.00000 | 0.00000 | ||
90 | 2010.01.07 04:00 | close | 45 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -218.00 | 8682.70 |
91 | 2010.01.07 11:00 | sell | 46 | 1.00 | 1.43524 | 0.00000 | 0.00000 | ||
92 | 2010.01.07 13:00 | close | 46 | 1.00 | 1.43346 | 0.00000 | 0.00000 | 178.00 | 8860.70 |
93 | 2010.01.07 14:00 | sell | 47 | 1.00 | 1.43176 | 0.00000 | 0.00000 | ||
94 | 2010.01.07 16:00 | close | 47 | 1.00 | 1.43193 | 0.00000 | 0.00000 | -17.00 | 8843.70 |
95 | 2010.01.08 00:00 | sell | 48 | 1.00 | 1.43043 | 0.00000 | 0.00000 | ||
96 | 2010.01.08 01:00 | close | 48 | 1.00 | 1.43175 | 0.00000 | 0.00000 | -132.00 | 8711.70 |
97 | 2010.01.08 09:00 | buy | 49 | 1.00 | 1.43185 | 0.00000 | 0.00000 | ||
98 | 2010.01.08 13:00 | close | 49 | 1.00 | 1.43017 | 0.00000 | 0.00000 | -168.00 | 8543.70 |
99 | 2010.01.08 15:00 | buy | 50 | 1.00 | 1.44033 | 0.00000 | 0.00000 | ||
100 | 2010.01.08 21:00 | close | 50 | 1.00 | 1.44147 | 0.00000 | 0.00000 | 114.00 | 8657.70 |
101 | 2010.01.08 22:00 | buy | 51 | 1.00 | 1.44163 | 0.00000 | 0.00000 | ||
102 | 2010.01.11 00:00 | close | 51 | 1.00 | 1.44118 | 0.00000 | 0.00000 | -44.70 | 8613.00 |
103 | 2010.01.11 04:00 | buy | 52 | 1.00 | 1.45100 | 0.00000 | 0.00000 | ||
104 | 2010.01.11 06:00 | close | 52 | 1.00 | 1.44978 | 0.00000 | 0.00000 | -122.00 | 8491.00 |
105 | 2010.01.11 15:00 | sell | 53 | 1.00 | 1.45306 | 0.00000 | 0.00000 | ||
106 | 2010.01.11 21:00 | close | 53 | 1.00 | 1.45195 | 0.00000 | 0.00000 | 111.00 | 8602.00 |
107 | 2010.01.11 22:00 | sell | 54 | 1.00 | 1.45188 | 0.00000 | 0.00000 | ||
108 | 2010.01.12 05:00 | close | 54 | 1.00 | 1.44734 | 0.00000 | 0.00000 | 453.60 | 9055.60 |
109 | 2010.01.12 11:00 | sell | 55 | 1.00 | 1.44900 | 0.00000 | 0.00000 | ||
110 | 2010.01.12 12:00 | close | 55 | 1.00 | 1.45052 | 0.00000 | 0.00000 | -152.00 | 8903.60 |
111 | 2010.01.12 13:00 | sell | 56 | 1.00 | 1.44795 | 0.00000 | 0.00000 | ||
112 | 2010.01.12 15:00 | close | 56 | 1.00 | 1.44710 | 0.00000 | 0.00000 | 85.00 | 8988.60 |
113 | 2010.01.13 13:00 | buy | 57 | 1.00 | 1.45465 | 0.00000 | 0.00000 | ||
114 | 2010.01.13 17:00 | close | 57 | 1.00 | 1.45078 | 0.00000 | 0.00000 | -387.00 | 8601.60 |
115 | 2010.01.15 12:00 | sell | 58 | 1.00 | 1.43858 | 0.00000 | 0.00000 | ||
116 | 2010.01.15 15:00 | close | 58 | 1.00 | 1.43757 | 0.00000 | 0.00000 | 101.00 | 8702.60 |
117 | 2010.01.15 21:00 | sell | 59 | 1.00 | 1.43558 | 0.00000 | 0.00000 | ||
118 | 2010.01.15 22:00 | close | 59 | 1.00 | 1.43804 | 0.00000 | 0.00000 | -246.00 | 8456.60 |