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=150; UseTakeProfit=false; TakeProfit=300; 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 | -1721.20 | Gross profit | 4007.20 | Gross loss | -5728.40 |
Profit factor | 0.70 | Expected payoff | -29.17 | ||
Absolute drawdown | 2647.00 | Maximal drawdown | 3537.60 (32.48%) | Relative drawdown | 32.48% (3537.60) |
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 | 769.00 | loss trade | -412.00 | |
Average | profit trade | 174.23 | loss trade | -159.12 | |
Maximum | consecutive wins (profit in money) | 2 (472.00) | consecutive losses (loss in money) | 6 (-798.00) | |
Maximal | consecutive profit (count of wins) | 769.00 (1) | consecutive loss (count of losses) | -798.00 (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 | 1.50148 | 0.00000 | 0.00000 | 9.00 | 10009.00 |
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 | 1.50277 | 0.00000 | 0.00000 | -175.00 | 9834.00 |
5 | 2009.12.01 18:00 | buy | 3 | 1.00 | 1.50994 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 20:00 | close | 3 | 1.00 | 1.51092 | 0.00000 | 0.00000 | 98.00 | 9932.00 |
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 | 1.50864 | 0.00000 | 0.00000 | 23.00 | 9955.00 |
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 | 1.51006 | 0.00000 | 0.00000 | -139.00 | 9816.00 |
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 | 1.50366 | 0.00000 | 0.00000 | 384.00 | 10200.00 |
13 | 2009.12.03 11:00 | buy | 7 | 1.00 | 1.51174 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 14:00 | close | 7 | 1.00 | 1.51262 | 0.00000 | 0.00000 | 88.00 | 10288.00 |
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 | 1.50583 | 0.00000 | 0.00000 | -73.40 | 10214.60 |
17 | 2009.12.08 02:00 | buy | 9 | 1.00 | 1.48556 | 0.00000 | 0.00000 | ||
18 | 2009.12.08 05:00 | close | 9 | 1.00 | 1.48422 | 0.00000 | 0.00000 | -134.00 | 10080.60 |
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 | 1.47207 | 0.00000 | 0.00000 | 728.00 | 10808.60 |
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 | 1.47027 | 0.00000 | 0.00000 | -205.00 | 10603.60 |
23 | 2009.12.09 11:00 | buy | 12 | 1.00 | 1.47548 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 15:00 | close | 12 | 1.00 | 1.47307 | 0.00000 | 0.00000 | -241.00 | 10362.60 |
25 | 2009.12.09 21:00 | buy | 13 | 1.00 | 1.47164 | 0.00000 | 0.00000 | ||
26 | 2009.12.10 03:00 | close | 13 | 1.00 | 1.47349 | 0.00000 | 0.00000 | 185.60 | 10548.20 |
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 | 1.47126 | 0.00000 | 0.00000 | 61.00 | 10609.20 |
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 | 1.47310 | 0.00000 | 0.00000 | -115.00 | 10494.20 |
31 | 2009.12.14 06:00 | buy | 16 | 1.00 | 1.46597 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 11:00 | close | 16 | 1.00 | 1.46667 | 0.00000 | 0.00000 | 70.00 | 10564.20 |
33 | 2009.12.14 23:00 | buy | 17 | 1.00 | 1.46576 | 0.00000 | 0.00000 | ||
34 | 2009.12.15 00:00 | close | 17 | 1.00 | 1.46508 | 0.00000 | 0.00000 | -67.80 | 10496.40 |
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 | 1.45380 | 0.00000 | 0.00000 | -181.00 | 10315.40 |
37 | 2009.12.16 08:00 | buy | 19 | 1.00 | 1.45516 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 09:00 | close | 19 | 1.00 | 1.45182 | 0.00000 | 0.00000 | -334.00 | 9981.40 |
39 | 2009.12.16 11:00 | buy | 20 | 1.00 | 1.45558 | 0.00000 | 0.00000 | ||
40 | 2009.12.16 15:00 | close | 20 | 1.00 | 1.45487 | 0.00000 | 0.00000 | -71.00 | 9910.40 |
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 | 1.44145 | 0.00000 | 0.00000 | 166.00 | 10076.40 |
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 | 1.43574 | 0.00000 | 0.00000 | -155.00 | 9921.40 |
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 | 1.43429 | 0.00000 | 0.00000 | -98.00 | 9823.40 |
47 | 2009.12.18 04:00 | buy | 24 | 1.00 | 1.43796 | 0.00000 | 0.00000 | ||
48 | 2009.12.18 08:00 | close | 24 | 1.00 | 1.43744 | 0.00000 | 0.00000 | -52.00 | 9771.40 |
49 | 2009.12.18 12:00 | buy | 25 | 1.00 | 1.43893 | 0.00000 | 0.00000 | ||
50 | 2009.12.18 13:00 | close | 25 | 1.00 | 1.43659 | 0.00000 | 0.00000 | -234.00 | 9537.40 |
51 | 2009.12.21 06:00 | buy | 26 | 1.00 | 1.43506 | 0.00000 | 0.00000 | ||
52 | 2009.12.21 07:00 | close | 26 | 1.00 | 1.43361 | 0.00000 | 0.00000 | -145.00 | 9392.40 |
53 | 2009.12.21 08:00 | buy | 27 | 1.00 | 1.43350 | 0.00000 | 0.00000 | ||
54 | 2009.12.21 09:00 | close | 27 | 1.00 | 1.43236 | 0.00000 | 0.00000 | -114.00 | 9278.40 |
55 | 2009.12.22 09:00 | buy | 28 | 1.00 | 1.43077 | 0.00000 | 0.00000 | ||
56 | 2009.12.22 12:00 | close | 28 | 1.00 | 1.43078 | 0.00000 | 0.00000 | 1.00 | 9279.40 |
57 | 2009.12.23 03:00 | buy | 29 | 1.00 | 1.42726 | 0.00000 | 0.00000 | ||
58 | 2009.12.23 06:00 | close | 29 | 1.00 | 1.42470 | 0.00000 | 0.00000 | -256.00 | 9023.40 |
59 | 2009.12.23 10:00 | buy | 30 | 1.00 | 1.42541 | 0.00000 | 0.00000 | ||
60 | 2009.12.23 11:00 | close | 30 | 1.00 | 1.42453 | 0.00000 | 0.00000 | -88.00 | 8935.40 |
61 | 2009.12.23 12:00 | buy | 31 | 1.00 | 1.42569 | 0.00000 | 0.00000 | ||
62 | 2009.12.23 21:00 | close | 31 | 1.00 | 1.43338 | 0.00000 | 0.00000 | 769.00 | 9704.40 |
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 | 1.43598 | 0.00000 | 0.00000 | -238.00 | 9466.40 |
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 | 1.43828 | 0.00000 | 0.00000 | -253.00 | 9213.40 |
67 | 2009.12.28 11:00 | buy | 34 | 1.00 | 1.43902 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 16:00 | close | 34 | 1.00 | 1.43955 | 0.00000 | 0.00000 | 53.00 | 9266.40 |
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 | 1.43654 | 0.00000 | 0.00000 | -38.00 | 9228.40 |
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 | 1.43184 | 0.00000 | 0.00000 | -18.00 | 9210.40 |
73 | 2009.12.30 19:00 | buy | 37 | 1.00 | 1.43387 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 00:00 | close | 37 | 1.00 | 1.43367 | 0.00000 | 0.00000 | -19.40 | 9191.00 |
75 | 2009.12.31 03:00 | buy | 38 | 1.00 | 1.43698 | 0.00000 | 0.00000 | ||
76 | 2009.12.31 06:00 | close | 38 | 1.00 | 1.43706 | 0.00000 | 0.00000 | 8.00 | 9199.00 |
77 | 2009.12.31 08:00 | buy | 39 | 1.00 | 1.44398 | 0.00000 | 0.00000 | ||
78 | 2009.12.31 10:00 | close | 39 | 1.00 | 1.44117 | 0.00000 | 0.00000 | -281.00 | 8918.00 |
79 | 2009.12.31 11:00 | buy | 40 | 1.00 | 1.44005 | 0.00000 | 0.00000 | ||
80 | 2009.12.31 12:00 | close | 40 | 1.00 | 1.44029 | 0.00000 | 0.00000 | 24.00 | 8942.00 |
81 | 2010.01.05 06:00 | buy | 41 | 1.00 | 1.44263 | 0.00000 | 0.00000 | ||
82 | 2010.01.05 10:00 | close | 41 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -77.00 | 8865.00 |
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 | 1.43685 | 0.00000 | 0.00000 | 226.00 | 9091.00 |
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 | 1.43526 | 0.00000 | 0.00000 | -412.00 | 8679.00 |
87 | 2010.01.06 18:00 | buy | 44 | 1.00 | 1.44030 | 0.00000 | 0.00000 | ||
88 | 2010.01.06 22:00 | close | 44 | 1.00 | 1.44119 | 0.00000 | 0.00000 | 89.00 | 8768.00 |
89 | 2010.01.07 03:00 | buy | 45 | 1.00 | 1.44255 | 0.00000 | 0.00000 | ||
90 | 2010.01.07 04:00 | close | 45 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -221.00 | 8547.00 |
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 | 1.43349 | 0.00000 | 0.00000 | 175.00 | 8722.00 |
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 | 1.43196 | 0.00000 | 0.00000 | -20.00 | 8702.00 |
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 | 1.43178 | 0.00000 | 0.00000 | -135.00 | 8567.00 |
97 | 2010.01.08 09:00 | buy | 49 | 1.00 | 1.43188 | 0.00000 | 0.00000 | ||
98 | 2010.01.08 13:00 | close | 49 | 1.00 | 1.43017 | 0.00000 | 0.00000 | -171.00 | 8396.00 |
99 | 2010.01.08 15:00 | buy | 50 | 1.00 | 1.44036 | 0.00000 | 0.00000 | ||
100 | 2010.01.08 21:00 | close | 50 | 1.00 | 1.44147 | 0.00000 | 0.00000 | 111.00 | 8507.00 |
101 | 2010.01.08 22:00 | buy | 51 | 1.00 | 1.44166 | 0.00000 | 0.00000 | ||
102 | 2010.01.11 00:00 | close | 51 | 1.00 | 1.44118 | 0.00000 | 0.00000 | -47.80 | 8459.20 |
103 | 2010.01.11 04:00 | buy | 52 | 1.00 | 1.45103 | 0.00000 | 0.00000 | ||
104 | 2010.01.11 06:00 | close | 52 | 1.00 | 1.44978 | 0.00000 | 0.00000 | -125.00 | 8334.20 |
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 | 1.45198 | 0.00000 | 0.00000 | 108.00 | 8442.20 |
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 | 1.44737 | 0.00000 | 0.00000 | 450.60 | 8892.80 |
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 | 1.45055 | 0.00000 | 0.00000 | -155.00 | 8737.80 |
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 | 1.44713 | 0.00000 | 0.00000 | 82.00 | 8819.80 |
113 | 2010.01.13 13:00 | buy | 57 | 1.00 | 1.45468 | 0.00000 | 0.00000 | ||
114 | 2010.01.13 17:00 | close | 57 | 1.00 | 1.45078 | 0.00000 | 0.00000 | -390.00 | 8429.80 |
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 | 1.43760 | 0.00000 | 0.00000 | 98.00 | 8527.80 |
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 | 1.43807 | 0.00000 | 0.00000 | -249.00 | 8278.80 |