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=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1793.60 | Gross profit | 2788.20 | Gross loss | -4581.80 |
| Profit factor | 0.61 | Expected payoff | -40.76 | ||
| Absolute drawdown | 2400.80 | Maximal drawdown | 3013.80 (28.40%) | Relative drawdown | 28.40% (3013.80) |
| Total trades | 44 | Short positions (won %) | 23 (39.13%) | Long positions (won %) | 21 (33.33%) |
| Profit trades (% of total) | 16 (36.36%) | Loss trades (% of total) | 28 (63.64%) | ||
| Largest | profit trade | 718.00 | loss trade | -422.00 | |
| Average | profit trade | 174.26 | loss trade | -163.64 | |
| Maximum | consecutive wins (profit in money) | 3 (358.60) | consecutive losses (loss in money) | 7 (-1155.00) | |
| Maximal | consecutive profit (count of wins) | 718.00 (1) | consecutive loss (count of losses) | -1155.00 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50365 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 03:00 | close | 1 | 1.00 | 1.50157 | 0.00000 | 0.00000 | -208.00 | 9792.00 |
| 3 | 2009.12.01 05:00 | buy | 2 | 1.00 | 1.50158 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 06:00 | close | 2 | 1.00 | 1.50102 | 0.00000 | 0.00000 | -56.00 | 9736.00 |
| 5 | 2009.12.01 18:00 | buy | 3 | 1.00 | 1.51004 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 20:00 | close | 3 | 1.00 | 1.51092 | 0.00000 | 0.00000 | 88.00 | 9824.00 |
| 7 | 2009.12.02 05:00 | buy | 4 | 1.00 | 1.50927 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 07:00 | close | 4 | 1.00 | 1.50887 | 0.00000 | 0.00000 | -40.00 | 9784.00 |
| 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 | 1.51016 | 0.00000 | 0.00000 | -149.00 | 9635.00 |
| 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 | 1.50376 | 0.00000 | 0.00000 | 374.00 | 10009.00 |
| 13 | 2009.12.03 11:00 | buy | 7 | 1.00 | 1.51184 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 14:00 | close | 7 | 1.00 | 1.51262 | 0.00000 | 0.00000 | 78.00 | 10087.00 |
| 15 | 2009.12.03 21:00 | buy | 8 | 1.00 | 1.50923 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.03 23:00 | close | 8 | 1.00 | 1.50510 | 0.00000 | 0.00000 | -413.00 | 9674.00 |
| 17 | 2009.12.08 13:00 | sell | 9 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 19:00 | close | 9 | 1.00 | 1.47217 | 0.00000 | 0.00000 | 718.00 | 10392.00 |
| 19 | 2009.12.08 21:00 | sell | 10 | 1.00 | 1.46822 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 22:00 | close | 10 | 1.00 | 1.47037 | 0.00000 | 0.00000 | -215.00 | 10177.00 |
| 21 | 2009.12.10 10:00 | sell | 11 | 1.00 | 1.47187 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.10 11:00 | close | 11 | 1.00 | 1.47136 | 0.00000 | 0.00000 | 51.00 | 10228.00 |
| 23 | 2009.12.10 17:00 | sell | 12 | 1.00 | 1.47195 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 22:00 | close | 12 | 1.00 | 1.47320 | 0.00000 | 0.00000 | -125.00 | 10103.00 |
| 25 | 2009.12.11 08:00 | buy | 13 | 1.00 | 1.47245 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.11 15:00 | close | 13 | 1.00 | 1.47070 | 0.00000 | 0.00000 | -175.00 | 9928.00 |
| 27 | 2009.12.15 19:00 | sell | 14 | 1.00 | 1.45199 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.15 23:00 | close | 14 | 1.00 | 1.45390 | 0.00000 | 0.00000 | -191.00 | 9737.00 |
| 29 | 2009.12.17 04:00 | sell | 15 | 1.00 | 1.44311 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.17 08:00 | close | 15 | 1.00 | 1.44155 | 0.00000 | 0.00000 | 156.00 | 9893.00 |
| 31 | 2009.12.17 12:00 | sell | 16 | 1.00 | 1.43419 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.17 16:00 | close | 16 | 1.00 | 1.43584 | 0.00000 | 0.00000 | -165.00 | 9728.00 |
| 33 | 2009.12.17 19:00 | sell | 17 | 1.00 | 1.43331 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.17 20:00 | close | 17 | 1.00 | 1.43439 | 0.00000 | 0.00000 | -108.00 | 9620.00 |
| 35 | 2009.12.23 11:00 | sell | 18 | 1.00 | 1.42453 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.23 12:00 | close | 18 | 1.00 | 1.42579 | 0.00000 | 0.00000 | -126.00 | 9494.00 |
| 37 | 2009.12.24 04:00 | buy | 19 | 1.00 | 1.43542 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.24 06:00 | close | 19 | 1.00 | 1.43360 | 0.00000 | 0.00000 | -182.00 | 9312.00 |
| 39 | 2009.12.24 10:00 | sell | 20 | 1.00 | 1.43575 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.24 11:00 | close | 20 | 1.00 | 1.43838 | 0.00000 | 0.00000 | -263.00 | 9049.00 |
| 41 | 2009.12.24 12:00 | buy | 21 | 1.00 | 1.44069 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.24 15:00 | close | 21 | 1.00 | 1.43839 | 0.00000 | 0.00000 | -230.00 | 8819.00 |
| 43 | 2009.12.28 04:00 | buy | 22 | 1.00 | 1.43968 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.28 08:00 | close | 22 | 1.00 | 1.43887 | 0.00000 | 0.00000 | -81.00 | 8738.00 |
| 45 | 2009.12.28 11:00 | buy | 23 | 1.00 | 1.43912 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.28 16:00 | close | 23 | 1.00 | 1.43955 | 0.00000 | 0.00000 | 43.00 | 8781.00 |
| 47 | 2009.12.29 02:00 | sell | 24 | 1.00 | 1.43616 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.29 03:00 | close | 24 | 1.00 | 1.43664 | 0.00000 | 0.00000 | -48.00 | 8733.00 |
| 49 | 2009.12.30 03:00 | sell | 25 | 1.00 | 1.43166 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.30 06:00 | close | 25 | 1.00 | 1.43194 | 0.00000 | 0.00000 | -28.00 | 8705.00 |
| 51 | 2009.12.31 08:00 | buy | 26 | 1.00 | 1.44408 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.31 10:00 | close | 26 | 1.00 | 1.44117 | 0.00000 | 0.00000 | -291.00 | 8414.00 |
| 53 | 2009.12.31 11:00 | buy | 27 | 1.00 | 1.44015 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.31 12:00 | close | 27 | 1.00 | 1.44029 | 0.00000 | 0.00000 | 14.00 | 8428.00 |
| 55 | 2010.01.05 02:00 | buy | 28 | 1.00 | 1.44202 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.05 05:00 | close | 28 | 1.00 | 1.44224 | 0.00000 | 0.00000 | 22.00 | 8450.00 |
| 57 | 2010.01.05 06:00 | buy | 29 | 1.00 | 1.44273 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.05 10:00 | close | 29 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -87.00 | 8363.00 |
| 59 | 2010.01.05 19:00 | sell | 30 | 1.00 | 1.43911 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.05 22:00 | close | 30 | 1.00 | 1.43695 | 0.00000 | 0.00000 | 216.00 | 8579.00 |
| 61 | 2010.01.06 08:00 | sell | 31 | 1.00 | 1.43114 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.06 10:00 | close | 31 | 1.00 | 1.43536 | 0.00000 | 0.00000 | -422.00 | 8157.00 |
| 63 | 2010.01.07 03:00 | buy | 32 | 1.00 | 1.44265 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.07 04:00 | close | 32 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -231.00 | 7926.00 |
| 65 | 2010.01.07 11:00 | sell | 33 | 1.00 | 1.43524 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.07 13:00 | close | 33 | 1.00 | 1.43359 | 0.00000 | 0.00000 | 165.00 | 8091.00 |
| 67 | 2010.01.07 14:00 | sell | 34 | 1.00 | 1.43176 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.07 16:00 | close | 34 | 1.00 | 1.43206 | 0.00000 | 0.00000 | -30.00 | 8061.00 |
| 69 | 2010.01.08 00:00 | sell | 35 | 1.00 | 1.43043 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.08 01:00 | close | 35 | 1.00 | 1.43188 | 0.00000 | 0.00000 | -145.00 | 7916.00 |
| 71 | 2010.01.08 22:00 | buy | 36 | 1.00 | 1.44176 | 0.00000 | 0.00000 | ||
| 72 | 2010.01.11 00:00 | close | 36 | 1.00 | 1.44118 | 0.00000 | 0.00000 | -57.80 | 7858.20 |
| 73 | 2010.01.11 04:00 | buy | 37 | 1.00 | 1.45113 | 0.00000 | 0.00000 | ||
| 74 | 2010.01.11 06:00 | close | 37 | 1.00 | 1.44978 | 0.00000 | 0.00000 | -135.00 | 7723.20 |
| 75 | 2010.01.11 14:00 | buy | 38 | 1.00 | 1.45242 | 0.00000 | 0.00000 | ||
| 76 | 2010.01.11 15:00 | close | 38 | 1.00 | 1.45306 | 0.00000 | 0.00000 | 64.00 | 7787.20 |
| 77 | 2010.01.11 22:00 | sell | 39 | 1.00 | 1.45188 | 0.00000 | 0.00000 | ||
| 78 | 2010.01.12 05:00 | close | 39 | 1.00 | 1.44747 | 0.00000 | 0.00000 | 440.60 | 8227.80 |
| 79 | 2010.01.12 08:00 | buy | 40 | 1.00 | 1.45021 | 0.00000 | 0.00000 | ||
| 80 | 2010.01.12 11:00 | close | 40 | 1.00 | 1.44900 | 0.00000 | 0.00000 | -121.00 | 8106.80 |
| 81 | 2010.01.12 13:00 | sell | 41 | 1.00 | 1.44795 | 0.00000 | 0.00000 | ||
| 82 | 2010.01.12 15:00 | close | 41 | 1.00 | 1.44723 | 0.00000 | 0.00000 | 72.00 | 8178.80 |
| 83 | 2010.01.13 23:00 | buy | 42 | 1.00 | 1.45116 | 0.00000 | 0.00000 | ||
| 84 | 2010.01.14 06:00 | close | 42 | 1.00 | 1.45314 | 0.00000 | 0.00000 | 198.60 | 8377.40 |
| 85 | 2010.01.15 12:00 | sell | 43 | 1.00 | 1.43858 | 0.00000 | 0.00000 | ||
| 86 | 2010.01.15 15:00 | close | 43 | 1.00 | 1.43770 | 0.00000 | 0.00000 | 88.00 | 8465.40 |
| 87 | 2010.01.15 21:00 | sell | 44 | 1.00 | 1.43558 | 0.00000 | 0.00000 | ||
| 88 | 2010.01.15 22:00 | close | 44 | 1.00 | 1.43817 | 0.00000 | 0.00000 | -259.00 | 8206.40 |