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 | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -304.00 | Gross profit | 1432.00 | Gross loss | -1736.00 |
| Profit factor | 0.82 | Expected payoff | -5.53 | ||
| Absolute drawdown | 318.00 | Maximal drawdown | 404.00 (4.00%) | Relative drawdown | 4.00% (404.00) |
| Total trades | 55 | Short positions (won %) | 55 (43.64%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 24 (43.64%) | Loss trades (% of total) | 31 (56.36%) | ||
| Largest | profit trade | 100.00 | loss trade | -56.00 | |
| Average | profit trade | 59.67 | loss trade | -56.00 | |
| Maximum | consecutive wins (profit in money) | 3 (205.00) | consecutive losses (loss in money) | 3 (-168.00) | |
| Maximal | consecutive profit (count of wins) | 205.00 (3) | consecutive loss (count of losses) | -168.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 20:00 | sell | 1 | 1.00 | 1.48353 | 1.48409 | 1.48253 | ||
| 2 | 2009.12.04 20:20 | s/l | 1 | 1.00 | 1.48409 | 1.48409 | 1.48253 | -56.00 | 9944.00 |
| 3 | 2009.12.04 20:20 | sell | 2 | 1.00 | 1.48399 | 1.48455 | 1.48299 | ||
| 4 | 2009.12.04 20:37 | s/l | 2 | 1.00 | 1.48455 | 1.48455 | 1.48299 | -56.00 | 9888.00 |
| 5 | 2009.12.04 20:37 | sell | 3 | 1.00 | 1.48448 | 1.48504 | 1.48348 | ||
| 6 | 2009.12.04 20:40 | modify | 3 | 1.00 | 1.48448 | 1.48409 | 1.48348 | ||
| 7 | 2009.12.04 20:45 | t/p | 3 | 1.00 | 1.48348 | 1.48409 | 1.48348 | 100.00 | 9988.00 |
| 8 | 2009.12.04 20:45 | sell | 4 | 1.00 | 1.48298 | 1.48354 | 1.48198 | ||
| 9 | 2009.12.04 20:50 | modify | 4 | 1.00 | 1.48298 | 1.48259 | 1.48198 | ||
| 10 | 2009.12.04 20:52 | s/l | 4 | 1.00 | 1.48259 | 1.48259 | 1.48198 | 39.00 | 10027.00 |
| 11 | 2009.12.04 20:52 | sell | 5 | 1.00 | 1.48256 | 1.48312 | 1.48156 | ||
| 12 | 2009.12.04 21:10 | s/l | 5 | 1.00 | 1.48312 | 1.48312 | 1.48156 | -56.00 | 9971.00 |
| 13 | 2009.12.07 10:00 | sell | 6 | 1.00 | 1.47670 | 1.47726 | 1.47570 | ||
| 14 | 2009.12.07 10:02 | modify | 6 | 1.00 | 1.47670 | 1.47638 | 1.47570 | ||
| 15 | 2009.12.07 10:07 | t/p | 6 | 1.00 | 1.47570 | 1.47638 | 1.47570 | 100.00 | 10071.00 |
| 16 | 2009.12.07 10:07 | sell | 7 | 1.00 | 1.47557 | 1.47613 | 1.47457 | ||
| 17 | 2009.12.07 10:10 | s/l | 7 | 1.00 | 1.47613 | 1.47613 | 1.47457 | -56.00 | 10015.00 |
| 18 | 2009.12.07 10:10 | sell | 8 | 1.00 | 1.47730 | 1.47786 | 1.47630 | ||
| 19 | 2009.12.07 10:15 | s/l | 8 | 1.00 | 1.47786 | 1.47786 | 1.47630 | -56.00 | 9959.00 |
| 20 | 2009.12.07 10:15 | sell | 9 | 1.00 | 1.47833 | 1.47889 | 1.47733 | ||
| 21 | 2009.12.07 10:20 | s/l | 9 | 1.00 | 1.47889 | 1.47889 | 1.47733 | -56.00 | 9903.00 |
| 22 | 2009.12.07 10:20 | sell | 10 | 1.00 | 1.47937 | 1.47993 | 1.47837 | ||
| 23 | 2009.12.07 10:22 | modify | 10 | 1.00 | 1.47937 | 1.47914 | 1.47837 | ||
| 24 | 2009.12.07 10:27 | t/p | 10 | 1.00 | 1.47837 | 1.47914 | 1.47837 | 100.00 | 10003.00 |
| 25 | 2009.12.07 10:27 | sell | 11 | 1.00 | 1.47799 | 1.47855 | 1.47699 | ||
| 26 | 2009.12.07 10:27 | s/l | 11 | 1.00 | 1.47855 | 1.47855 | 1.47699 | -56.00 | 9947.00 |
| 27 | 2009.12.07 10:27 | sell | 12 | 1.00 | 1.47928 | 1.47984 | 1.47828 | ||
| 28 | 2009.12.07 10:45 | s/l | 12 | 1.00 | 1.47984 | 1.47984 | 1.47828 | -56.00 | 9891.00 |
| 29 | 2009.12.07 10:45 | sell | 13 | 1.00 | 1.48018 | 1.48074 | 1.47918 | ||
| 30 | 2009.12.07 10:50 | s/l | 13 | 1.00 | 1.48074 | 1.48074 | 1.47918 | -56.00 | 9835.00 |
| 31 | 2009.12.07 10:50 | sell | 14 | 1.00 | 1.48067 | 1.48123 | 1.47967 | ||
| 32 | 2009.12.07 10:57 | modify | 14 | 1.00 | 1.48067 | 1.48048 | 1.47967 | ||
| 33 | 2009.12.07 10:59 | s/l | 14 | 1.00 | 1.48048 | 1.48048 | 1.47967 | 19.00 | 9854.00 |
| 34 | 2009.12.07 10:59 | sell | 15 | 1.00 | 1.48038 | 1.48094 | 1.47938 | ||
| 35 | 2009.12.07 11:02 | modify | 15 | 1.00 | 1.48038 | 1.48000 | 1.47938 | ||
| 36 | 2009.12.07 11:07 | modify | 15 | 1.00 | 1.48038 | 1.47978 | 1.47938 | ||
| 37 | 2009.12.07 11:10 | s/l | 15 | 1.00 | 1.47978 | 1.47978 | 1.47938 | 60.00 | 9914.00 |
| 38 | 2009.12.07 14:00 | sell | 16 | 1.00 | 1.47916 | 1.47972 | 1.47816 | ||
| 39 | 2009.12.07 14:02 | modify | 16 | 1.00 | 1.47916 | 1.47879 | 1.47816 | ||
| 40 | 2009.12.07 14:07 | modify | 16 | 1.00 | 1.47916 | 1.47863 | 1.47816 | ||
| 41 | 2009.12.07 14:10 | s/l | 16 | 1.00 | 1.47863 | 1.47863 | 1.47816 | 53.00 | 9967.00 |
| 42 | 2009.12.07 14:10 | sell | 17 | 1.00 | 1.47898 | 1.47954 | 1.47798 | ||
| 43 | 2009.12.07 14:15 | s/l | 17 | 1.00 | 1.47954 | 1.47954 | 1.47798 | -56.00 | 9911.00 |
| 44 | 2009.12.07 14:15 | sell | 18 | 1.00 | 1.47947 | 1.48003 | 1.47847 | ||
| 45 | 2009.12.07 14:20 | s/l | 18 | 1.00 | 1.48003 | 1.48003 | 1.47847 | -56.00 | 9855.00 |
| 46 | 2009.12.07 14:20 | sell | 19 | 1.00 | 1.47996 | 1.48052 | 1.47896 | ||
| 47 | 2009.12.07 14:27 | modify | 19 | 1.00 | 1.47996 | 1.47977 | 1.47896 | ||
| 48 | 2009.12.07 14:27 | s/l | 19 | 1.00 | 1.47977 | 1.47977 | 1.47896 | 19.00 | 9874.00 |
| 49 | 2009.12.07 14:27 | sell | 20 | 1.00 | 1.47988 | 1.48044 | 1.47888 | ||
| 50 | 2009.12.07 14:40 | s/l | 20 | 1.00 | 1.48044 | 1.48044 | 1.47888 | -56.00 | 9818.00 |
| 51 | 2009.12.07 14:40 | sell | 21 | 1.00 | 1.48063 | 1.48119 | 1.47963 | ||
| 52 | 2009.12.07 14:45 | s/l | 21 | 1.00 | 1.48119 | 1.48119 | 1.47963 | -56.00 | 9762.00 |
| 53 | 2009.12.07 14:45 | sell | 22 | 1.00 | 1.48114 | 1.48170 | 1.48014 | ||
| 54 | 2009.12.07 14:50 | s/l | 22 | 1.00 | 1.48170 | 1.48170 | 1.48014 | -56.00 | 9706.00 |
| 55 | 2009.12.07 14:50 | sell | 23 | 1.00 | 1.48166 | 1.48222 | 1.48066 | ||
| 56 | 2009.12.07 14:57 | modify | 23 | 1.00 | 1.48166 | 1.48143 | 1.48066 | ||
| 57 | 2009.12.07 14:59 | t/p | 23 | 1.00 | 1.48066 | 1.48143 | 1.48066 | 100.00 | 9806.00 |
| 58 | 2009.12.07 14:59 | sell | 24 | 1.00 | 1.47999 | 1.48055 | 1.47899 | ||
| 59 | 2009.12.07 15:07 | s/l | 24 | 1.00 | 1.48055 | 1.48055 | 1.47899 | -56.00 | 9750.00 |
| 60 | 2009.12.17 03:00 | sell | 25 | 1.00 | 1.44680 | 1.44736 | 1.44580 | ||
| 61 | 2009.12.17 03:02 | t/p | 25 | 1.00 | 1.44580 | 1.44736 | 1.44580 | 100.00 | 9850.00 |
| 62 | 2009.12.17 03:02 | sell | 26 | 1.00 | 1.44534 | 1.44590 | 1.44434 | ||
| 63 | 2009.12.17 03:10 | s/l | 26 | 1.00 | 1.44590 | 1.44590 | 1.44434 | -56.00 | 9794.00 |
| 64 | 2009.12.17 03:10 | sell | 27 | 1.00 | 1.44625 | 1.44681 | 1.44525 | ||
| 65 | 2009.12.17 03:15 | s/l | 27 | 1.00 | 1.44681 | 1.44681 | 1.44525 | -56.00 | 9738.00 |
| 66 | 2009.12.17 03:15 | sell | 28 | 1.00 | 1.44694 | 1.44750 | 1.44594 | ||
| 67 | 2009.12.17 03:20 | s/l | 28 | 1.00 | 1.44750 | 1.44750 | 1.44594 | -56.00 | 9682.00 |
| 68 | 2009.12.17 03:20 | sell | 29 | 1.00 | 1.44762 | 1.44818 | 1.44662 | ||
| 69 | 2009.12.17 03:27 | modify | 29 | 1.00 | 1.44762 | 1.44717 | 1.44662 | ||
| 70 | 2009.12.17 03:27 | s/l | 29 | 1.00 | 1.44717 | 1.44717 | 1.44662 | 45.00 | 9727.00 |
| 71 | 2009.12.17 03:27 | sell | 30 | 1.00 | 1.44716 | 1.44772 | 1.44616 | ||
| 72 | 2009.12.17 03:35 | modify | 30 | 1.00 | 1.44716 | 1.44701 | 1.44616 | ||
| 73 | 2009.12.17 03:37 | s/l | 30 | 1.00 | 1.44701 | 1.44701 | 1.44616 | 15.00 | 9742.00 |
| 74 | 2009.12.17 03:37 | sell | 31 | 1.00 | 1.44757 | 1.44813 | 1.44657 | ||
| 75 | 2009.12.17 03:40 | t/p | 31 | 1.00 | 1.44657 | 1.44813 | 1.44657 | 100.00 | 9842.00 |
| 76 | 2009.12.17 03:40 | sell | 32 | 1.00 | 1.44553 | 1.44609 | 1.44453 | ||
| 77 | 2009.12.17 03:42 | s/l | 32 | 1.00 | 1.44609 | 1.44609 | 1.44453 | -56.00 | 9786.00 |
| 78 | 2009.12.17 03:42 | sell | 33 | 1.00 | 1.44604 | 1.44660 | 1.44504 | ||
| 79 | 2009.12.17 03:45 | t/p | 33 | 1.00 | 1.44504 | 1.44660 | 1.44504 | 100.00 | 9886.00 |
| 80 | 2009.12.17 03:45 | sell | 34 | 1.00 | 1.44401 | 1.44457 | 1.44301 | ||
| 81 | 2009.12.17 03:47 | s/l | 34 | 1.00 | 1.44457 | 1.44457 | 1.44301 | -56.00 | 9830.00 |
| 82 | 2009.12.17 03:47 | sell | 35 | 1.00 | 1.44452 | 1.44508 | 1.44352 | ||
| 83 | 2009.12.17 03:50 | t/p | 35 | 1.00 | 1.44352 | 1.44508 | 1.44352 | 100.00 | 9930.00 |
| 84 | 2009.12.17 03:50 | sell | 36 | 1.00 | 1.44197 | 1.44253 | 1.44097 | ||
| 85 | 2009.12.17 03:52 | s/l | 36 | 1.00 | 1.44253 | 1.44253 | 1.44097 | -56.00 | 9874.00 |
| 86 | 2009.12.17 03:52 | sell | 37 | 1.00 | 1.44299 | 1.44355 | 1.44199 | ||
| 87 | 2009.12.17 03:55 | modify | 37 | 1.00 | 1.44299 | 1.44294 | 1.44199 | ||
| 88 | 2009.12.17 03:57 | s/l | 37 | 1.00 | 1.44294 | 1.44294 | 1.44199 | 5.00 | 9879.00 |
| 89 | 2009.12.17 03:57 | sell | 38 | 1.00 | 1.44401 | 1.44457 | 1.44301 | ||
| 90 | 2009.12.17 03:59 | modify | 38 | 1.00 | 1.44401 | 1.44356 | 1.44301 | ||
| 91 | 2009.12.17 04:02 | t/p | 38 | 1.00 | 1.44301 | 1.44356 | 1.44301 | 100.00 | 9979.00 |
| 92 | 2009.12.22 17:00 | sell | 39 | 1.00 | 1.42309 | 1.42365 | 1.42209 | ||
| 93 | 2009.12.22 17:02 | t/p | 39 | 1.00 | 1.42209 | 1.42365 | 1.42209 | 100.00 | 10079.00 |
| 94 | 2009.12.22 17:02 | sell | 40 | 1.00 | 1.42188 | 1.42244 | 1.42088 | ||
| 95 | 2009.12.22 17:10 | s/l | 40 | 1.00 | 1.42244 | 1.42244 | 1.42088 | -56.00 | 10023.00 |
| 96 | 2009.12.22 17:10 | sell | 41 | 1.00 | 1.42274 | 1.42330 | 1.42174 | ||
| 97 | 2009.12.22 17:15 | s/l | 41 | 1.00 | 1.42330 | 1.42330 | 1.42174 | -56.00 | 9967.00 |
| 98 | 2009.12.22 17:15 | sell | 42 | 1.00 | 1.42339 | 1.42395 | 1.42239 | ||
| 99 | 2009.12.22 17:20 | s/l | 42 | 1.00 | 1.42395 | 1.42395 | 1.42239 | -56.00 | 9911.00 |
| 100 | 2009.12.22 17:20 | sell | 43 | 1.00 | 1.42403 | 1.42459 | 1.42303 | ||
| 101 | 2009.12.22 17:27 | modify | 43 | 1.00 | 1.42403 | 1.42363 | 1.42303 | ||
| 102 | 2009.12.22 17:27 | s/l | 43 | 1.00 | 1.42363 | 1.42363 | 1.42303 | 40.00 | 9951.00 |
| 103 | 2009.12.22 17:27 | sell | 44 | 1.00 | 1.42376 | 1.42432 | 1.42276 | ||
| 104 | 2009.12.22 17:33 | modify | 44 | 1.00 | 1.42376 | 1.42370 | 1.42276 | ||
| 105 | 2009.12.22 17:40 | modify | 44 | 1.00 | 1.42376 | 1.42360 | 1.42276 | ||
| 106 | 2009.12.22 17:43 | s/l | 44 | 1.00 | 1.42360 | 1.42360 | 1.42276 | 16.00 | 9967.00 |
| 107 | 2009.12.22 17:43 | sell | 45 | 1.00 | 1.42362 | 1.42418 | 1.42262 | ||
| 108 | 2009.12.22 17:59 | s/l | 45 | 1.00 | 1.42418 | 1.42418 | 1.42262 | -56.00 | 9911.00 |
| 109 | 2009.12.22 17:59 | sell | 46 | 1.00 | 1.42419 | 1.42475 | 1.42319 | ||
| 110 | 2009.12.22 18:10 | s/l | 46 | 1.00 | 1.42475 | 1.42475 | 1.42319 | -56.00 | 9855.00 |
| 111 | 2009.12.23 00:00 | sell | 47 | 1.00 | 1.42533 | 1.42589 | 1.42433 | ||
| 112 | 2009.12.23 00:50 | modify | 47 | 1.00 | 1.42533 | 1.42527 | 1.42433 | ||
| 113 | 2009.12.23 00:59 | s/l | 47 | 1.00 | 1.42527 | 1.42527 | 1.42433 | 6.00 | 9861.00 |
| 114 | 2009.12.23 00:59 | sell | 48 | 1.00 | 1.42531 | 1.42587 | 1.42431 | ||
| 115 | 2009.12.23 01:40 | modify | 48 | 1.00 | 1.42531 | 1.42527 | 1.42431 | ||
| 116 | 2009.12.23 01:43 | s/l | 48 | 1.00 | 1.42527 | 1.42527 | 1.42431 | 4.00 | 9865.00 |
| 117 | 2010.01.14 18:00 | sell | 49 | 1.00 | 1.44778 | 1.44834 | 1.44678 | ||
| 118 | 2010.01.14 18:10 | s/l | 49 | 1.00 | 1.44834 | 1.44834 | 1.44678 | -56.00 | 9809.00 |
| 119 | 2010.01.14 18:10 | sell | 50 | 1.00 | 1.44843 | 1.44899 | 1.44743 | ||
| 120 | 2010.01.14 18:15 | s/l | 50 | 1.00 | 1.44899 | 1.44899 | 1.44743 | -56.00 | 9753.00 |
| 121 | 2010.01.14 18:15 | sell | 51 | 1.00 | 1.44897 | 1.44953 | 1.44797 | ||
| 122 | 2010.01.14 18:20 | s/l | 51 | 1.00 | 1.44953 | 1.44953 | 1.44797 | -56.00 | 9697.00 |
| 123 | 2010.01.14 18:20 | sell | 52 | 1.00 | 1.44952 | 1.45008 | 1.44852 | ||
| 124 | 2010.01.14 18:27 | modify | 52 | 1.00 | 1.44952 | 1.44925 | 1.44852 | ||
| 125 | 2010.01.14 18:32 | t/p | 52 | 1.00 | 1.44852 | 1.44925 | 1.44852 | 100.00 | 9797.00 |
| 126 | 2010.01.14 18:32 | sell | 53 | 1.00 | 1.44833 | 1.44889 | 1.44733 | ||
| 127 | 2010.01.14 18:40 | s/l | 53 | 1.00 | 1.44889 | 1.44889 | 1.44733 | -56.00 | 9741.00 |
| 128 | 2010.01.14 18:40 | sell | 54 | 1.00 | 1.44890 | 1.44946 | 1.44790 | ||
| 129 | 2010.01.14 18:50 | s/l | 54 | 1.00 | 1.44946 | 1.44946 | 1.44790 | -56.00 | 9685.00 |
| 130 | 2010.01.14 18:50 | sell | 55 | 1.00 | 1.44976 | 1.45032 | 1.44876 | ||
| 131 | 2010.01.14 18:57 | modify | 55 | 1.00 | 1.44976 | 1.44965 | 1.44876 | ||
| 132 | 2010.01.14 19:10 | s/l | 55 | 1.00 | 1.44965 | 1.44965 | 1.44876 | 11.00 | 9696.00 |