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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2068.34 | Gross profit | 7203.20 | Gross loss | -9271.55 |
Profit factor | 0.78 | Expected payoff | -62.68 | ||
Absolute drawdown | 3095.66 | Maximal drawdown | 6838.28 (49.76%) | Relative drawdown | 49.76% (6838.28) |
Total trades | 33 | Short positions (won %) | 22 (40.91%) | Long positions (won %) | 11 (18.18%) |
Profit trades (% of total) | 11 (33.33%) | Loss trades (% of total) | 22 (66.67%) | ||
Largest | profit trade | 2192.72 | loss trade | -736.62 | |
Average | profit trade | 654.84 | loss trade | -421.43 | |
Maximum | consecutive wins (profit in money) | 4 (3306.81) | consecutive losses (loss in money) | 11 (-5026.50) | |
Maximal | consecutive profit (count of wins) | 3306.81 (4) | consecutive loss (count of losses) | -5026.50 (11) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:15 | sell | 1 | 1.00 | 1.49852 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 09:10 | close | 1 | 1.00 | 1.50502 | 0.00000 | 0.00000 | -650.00 | 9350.00 |
3 | 2009.12.01 10:15 | buy | 2 | 0.93 | 1.50726 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 23:02 | close | 2 | 0.93 | 1.50786 | 0.00000 | 0.00000 | 55.80 | 9405.80 |
5 | 2009.12.02 14:40 | sell | 3 | 0.94 | 1.50751 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 00:20 | close | 3 | 0.94 | 1.50687 | 0.00000 | 0.00000 | 59.03 | 9464.83 |
7 | 2009.12.03 03:50 | buy | 4 | 0.94 | 1.50957 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 06:50 | close | 4 | 0.94 | 1.50787 | 0.00000 | 0.00000 | -159.80 | 9305.03 |
9 | 2009.12.03 08:20 | buy | 5 | 0.93 | 1.51234 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 14:50 | close | 5 | 0.93 | 1.50807 | 0.00000 | 0.00000 | -397.11 | 8907.92 |
11 | 2009.12.03 16:07 | sell | 6 | 0.89 | 1.50599 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 19:45 | close | 6 | 0.89 | 1.50956 | 0.00000 | 0.00000 | -317.73 | 8590.19 |
13 | 2009.12.03 22:15 | sell | 7 | 0.85 | 1.50690 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 18:45 | close | 7 | 0.85 | 1.48630 | 0.00000 | 0.00000 | 1750.32 | 10340.51 |
15 | 2009.12.08 08:20 | sell | 8 | 1.03 | 1.48139 | 0.00000 | 0.00000 | ||
16 | 2009.12.10 01:32 | close | 8 | 1.03 | 1.47589 | 0.00000 | 0.00000 | 564.85 | 10905.36 |
17 | 2009.12.10 05:50 | sell | 9 | 1.09 | 1.46980 | 0.00000 | 0.00000 | ||
18 | 2009.12.10 12:20 | close | 9 | 1.09 | 1.47483 | 0.00000 | 0.00000 | -548.27 | 10357.09 |
19 | 2009.12.10 18:32 | sell | 10 | 1.03 | 1.47010 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 10:20 | close | 10 | 1.03 | 1.47602 | 0.00000 | 0.00000 | -610.17 | 9746.92 |
21 | 2009.12.11 13:20 | buy | 11 | 0.97 | 1.47766 | 0.00000 | 0.00000 | ||
22 | 2009.12.11 14:20 | close | 11 | 0.97 | 1.47515 | 0.00000 | 0.00000 | -243.47 | 9503.45 |
23 | 2009.12.11 15:00 | sell | 12 | 0.95 | 1.47070 | 0.00000 | 0.00000 | ||
24 | 2009.12.14 23:02 | close | 12 | 0.95 | 1.46629 | 0.00000 | 0.00000 | 418.57 | 9922.02 |
25 | 2009.12.15 01:50 | sell | 13 | 0.99 | 1.46468 | 0.00000 | 0.00000 | ||
26 | 2009.12.16 13:03 | close | 13 | 0.99 | 1.45771 | 0.00000 | 0.00000 | 689.63 | 10611.66 |
27 | 2009.12.16 18:50 | sell | 14 | 1.06 | 1.45366 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 08:32 | close | 14 | 1.06 | 1.43295 | 0.00000 | 0.00000 | 2192.72 | 12804.37 |
29 | 2009.12.22 12:20 | sell | 15 | 1.28 | 1.42917 | 0.00000 | 0.00000 | ||
30 | 2009.12.23 14:02 | close | 15 | 1.28 | 1.42912 | 0.00000 | 0.00000 | 5.89 | 12810.26 |
31 | 2009.12.23 18:10 | buy | 16 | 1.28 | 1.43458 | 0.00000 | 0.00000 | ||
32 | 2009.12.24 02:07 | close | 16 | 1.28 | 1.43302 | 0.00000 | 0.00000 | -198.91 | 12611.35 |
33 | 2009.12.24 02:50 | buy | 17 | 1.26 | 1.43467 | 0.00000 | 0.00000 | ||
34 | 2009.12.24 16:46 | close | 17 | 1.26 | 1.43545 | 0.00000 | 0.00000 | 98.28 | 12709.63 |
35 | 2009.12.28 08:16 | sell | 18 | 1.27 | 1.43762 | 0.00000 | 0.00000 | ||
36 | 2009.12.28 12:15 | close | 18 | 1.27 | 1.44033 | 0.00000 | 0.00000 | -344.17 | 12365.46 |
37 | 2009.12.28 13:50 | buy | 19 | 1.23 | 1.44145 | 0.00000 | 0.00000 | ||
38 | 2009.12.28 15:50 | close | 19 | 1.23 | 1.43937 | 0.00000 | 0.00000 | -255.84 | 12109.62 |
39 | 2009.12.28 16:50 | sell | 20 | 1.21 | 1.43877 | 0.00000 | 0.00000 | ||
40 | 2009.12.29 09:15 | close | 20 | 1.21 | 1.44306 | 0.00000 | 0.00000 | -519.57 | 11590.04 |
41 | 2009.12.29 17:02 | sell | 21 | 1.15 | 1.44036 | 0.00000 | 0.00000 | ||
42 | 2009.12.30 12:07 | close | 21 | 1.15 | 1.43623 | 0.00000 | 0.00000 | 474.49 | 12064.53 |
43 | 2009.12.30 14:50 | sell | 22 | 1.20 | 1.43177 | 0.00000 | 0.00000 | ||
44 | 2009.12.31 02:50 | close | 22 | 1.20 | 1.43736 | 0.00000 | 0.00000 | -672.24 | 11392.29 |
45 | 2009.12.31 07:33 | buy | 23 | 1.13 | 1.44018 | 0.00000 | 0.00000 | ||
46 | 2009.12.31 15:50 | close | 23 | 1.13 | 1.43627 | 0.00000 | 0.00000 | -441.83 | 10950.46 |
47 | 2009.12.31 16:10 | sell | 24 | 1.09 | 1.43504 | 0.00000 | 0.00000 | ||
48 | 2010.01.04 12:20 | close | 24 | 1.09 | 1.44179 | 0.00000 | 0.00000 | -736.62 | 10213.84 |
49 | 2010.01.05 00:02 | sell | 25 | 1.02 | 1.44068 | 0.00000 | 0.00000 | ||
50 | 2010.01.05 00:50 | close | 25 | 1.02 | 1.44272 | 0.00000 | 0.00000 | -208.08 | 10005.76 |
51 | 2010.01.05 01:20 | buy | 26 | 1.00 | 1.44413 | 0.00000 | 0.00000 | ||
52 | 2010.01.05 03:16 | close | 26 | 1.00 | 1.44055 | 0.00000 | 0.00000 | -358.00 | 9647.76 |
53 | 2010.01.05 05:32 | buy | 27 | 0.96 | 1.44432 | 0.00000 | 0.00000 | ||
54 | 2010.01.05 12:10 | close | 27 | 0.96 | 1.44110 | 0.00000 | 0.00000 | -309.12 | 9338.64 |
55 | 2010.01.05 15:50 | sell | 28 | 0.93 | 1.43860 | 0.00000 | 0.00000 | ||
56 | 2010.01.06 20:15 | close | 28 | 0.93 | 1.44255 | 0.00000 | 0.00000 | -367.72 | 8970.92 |
57 | 2010.01.07 07:20 | sell | 29 | 0.89 | 1.43698 | 0.00000 | 0.00000 | ||
58 | 2010.01.11 00:35 | close | 29 | 0.89 | 1.44362 | 0.00000 | 0.00000 | -591.67 | 8379.25 |
59 | 2010.01.11 04:10 | buy | 30 | 0.83 | 1.45206 | 0.00000 | 0.00000 | ||
60 | 2010.01.11 08:50 | close | 30 | 0.83 | 1.44784 | 0.00000 | 0.00000 | -350.26 | 8028.99 |
61 | 2010.01.11 15:16 | sell | 31 | 0.80 | 1.44953 | 0.00000 | 0.00000 | ||
62 | 2010.01.13 12:20 | close | 31 | 0.80 | 1.45425 | 0.00000 | 0.00000 | -378.24 | 7650.75 |
63 | 2010.01.13 17:16 | sell | 32 | 0.76 | 1.44757 | 0.00000 | 0.00000 | ||
64 | 2010.01.14 08:07 | close | 32 | 0.76 | 1.45562 | 0.00000 | 0.00000 | -612.71 | 7038.04 |
65 | 2010.01.14 09:20 | sell | 33 | 0.70 | 1.45137 | 0.00000 | 0.00000 | ||
66 | 2010.01.15 22:57 | close at stop | 33 | 0.70 | 1.43860 | 0.00000 | 0.00000 | 893.62 | 7931.66 |