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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -395.62 | Gross profit | 265.48 | Gross loss | -661.10 |
Profit factor | 0.40 | Expected payoff | -8.24 | ||
Absolute drawdown | 402.52 | Maximal drawdown | 454.32 (4.52%) | Relative drawdown | 4.52% (454.32) |
Total trades | 48 | Short positions (won %) | 27 (22.22%) | Long positions (won %) | 21 (42.86%) |
Profit trades (% of total) | 15 (31.25%) | Loss trades (% of total) | 33 (68.75%) | ||
Largest | profit trade | 73.90 | loss trade | -101.70 | |
Average | profit trade | 17.70 | loss trade | -20.03 | |
Maximum | consecutive wins (profit in money) | 3 (12.50) | consecutive losses (loss in money) | 5 (-97.00) | |
Maximal | consecutive profit (count of wins) | 73.90 (1) | consecutive loss (count of losses) | -195.60 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 13:00 | buy | 1 | 0.10 | 1.50646 | 1.48646 | 1.52646 | ||
2 | 2009.12.01 22:00 | close | 1 | 0.10 | 1.50841 | 1.48646 | 1.52646 | 19.50 | 10019.50 |
3 | 2009.12.02 23:00 | sell | 2 | 0.10 | 1.50436 | 1.52436 | 1.48436 | ||
4 | 2009.12.03 00:00 | close | 2 | 0.10 | 1.50487 | 1.52436 | 1.48436 | -5.22 | 10014.28 |
5 | 2009.12.03 02:00 | buy | 3 | 0.10 | 1.50786 | 1.48786 | 1.52786 | ||
6 | 2009.12.03 06:00 | close | 3 | 0.10 | 1.50866 | 1.48786 | 1.52786 | 8.00 | 10022.28 |
7 | 2009.12.03 09:00 | buy | 4 | 0.10 | 1.51160 | 1.49160 | 1.53160 | ||
8 | 2009.12.03 11:00 | close | 4 | 0.10 | 1.51164 | 1.49160 | 1.53160 | 0.40 | 10022.68 |
9 | 2009.12.03 12:00 | buy | 5 | 0.10 | 1.51221 | 1.49221 | 1.53221 | ||
10 | 2009.12.03 14:00 | close | 5 | 0.10 | 1.51262 | 1.49221 | 1.53221 | 4.10 | 10026.78 |
11 | 2009.12.04 20:00 | sell | 6 | 0.10 | 1.48353 | 1.50353 | 1.46353 | ||
12 | 2009.12.07 00:00 | close | 6 | 0.10 | 1.48699 | 1.50353 | 1.46353 | -34.64 | 9992.14 |
13 | 2009.12.08 18:00 | sell | 7 | 0.10 | 1.47397 | 1.49397 | 1.45397 | ||
14 | 2009.12.08 23:00 | close | 7 | 0.10 | 1.47038 | 1.49397 | 1.45397 | 35.90 | 10028.04 |
15 | 2009.12.09 01:00 | sell | 8 | 0.10 | 1.46912 | 1.48912 | 1.44912 | ||
16 | 2009.12.09 03:00 | close | 8 | 0.10 | 1.47216 | 1.48912 | 1.44912 | -30.40 | 9997.64 |
17 | 2009.12.09 08:00 | sell | 9 | 0.10 | 1.46986 | 1.48986 | 1.44986 | ||
18 | 2009.12.09 10:00 | close | 9 | 0.10 | 1.47435 | 1.48986 | 1.44986 | -44.90 | 9952.74 |
19 | 2009.12.11 20:00 | sell | 10 | 0.10 | 1.46152 | 1.48152 | 1.44152 | ||
20 | 2009.12.11 22:00 | close | 10 | 0.10 | 1.46292 | 1.48152 | 1.44152 | -14.00 | 9938.74 |
21 | 2009.12.14 01:00 | sell | 11 | 0.10 | 1.46218 | 1.48218 | 1.44218 | ||
22 | 2009.12.14 02:00 | close | 11 | 0.10 | 1.46244 | 1.48218 | 1.44218 | -2.60 | 9936.14 |
23 | 2009.12.15 11:00 | sell | 12 | 0.10 | 1.45415 | 1.47415 | 1.43415 | ||
24 | 2009.12.15 16:00 | close | 12 | 0.10 | 1.45466 | 1.47415 | 1.43415 | -5.10 | 9931.04 |
25 | 2009.12.17 04:00 | sell | 13 | 0.10 | 1.44311 | 1.46311 | 1.42311 | ||
26 | 2009.12.17 16:00 | close | 13 | 0.10 | 1.43572 | 1.46311 | 1.42311 | 73.90 | 10004.94 |
27 | 2009.12.17 19:00 | sell | 14 | 0.10 | 1.43331 | 1.45331 | 1.41331 | ||
28 | 2009.12.17 20:00 | close | 14 | 0.10 | 1.43427 | 1.45331 | 1.41331 | -9.60 | 9995.34 |
29 | 2009.12.18 17:00 | sell | 15 | 0.10 | 1.42737 | 1.44737 | 1.40737 | ||
30 | 2009.12.18 19:00 | close | 15 | 0.10 | 1.43128 | 1.44737 | 1.40737 | -39.10 | 9956.24 |
31 | 2009.12.23 18:00 | buy | 16 | 0.10 | 1.43395 | 1.41395 | 1.45395 | ||
32 | 2009.12.23 22:00 | close | 16 | 0.10 | 1.43241 | 1.41395 | 1.45395 | -15.40 | 9940.84 |
33 | 2009.12.24 02:00 | buy | 17 | 0.10 | 1.43356 | 1.41356 | 1.45356 | ||
34 | 2009.12.24 06:00 | close | 17 | 0.10 | 1.43360 | 1.41356 | 1.45356 | 0.40 | 9941.24 |
35 | 2009.12.24 08:00 | buy | 18 | 0.10 | 1.43596 | 1.41596 | 1.45596 | ||
36 | 2009.12.24 10:00 | close | 18 | 0.10 | 1.43575 | 1.41596 | 1.45596 | -2.10 | 9939.14 |
37 | 2009.12.24 11:00 | buy | 19 | 0.10 | 1.43826 | 1.41826 | 1.45826 | ||
38 | 2009.12.24 15:00 | close | 19 | 0.10 | 1.43839 | 1.41826 | 1.45826 | 1.30 | 9940.44 |
39 | 2009.12.29 01:00 | sell | 20 | 0.10 | 1.43733 | 1.45733 | 1.41733 | ||
40 | 2009.12.29 06:00 | close | 20 | 0.10 | 1.43738 | 1.45733 | 1.41733 | -0.50 | 9939.94 |
41 | 2009.12.29 10:00 | buy | 21 | 0.10 | 1.44344 | 1.42344 | 1.46344 | ||
42 | 2009.12.29 12:00 | close | 21 | 0.10 | 1.44168 | 1.42344 | 1.46344 | -17.60 | 9922.34 |
43 | 2009.12.29 14:00 | buy | 22 | 0.10 | 1.44497 | 1.42497 | 1.46497 | ||
44 | 2009.12.29 15:00 | close | 22 | 0.10 | 1.44363 | 1.42497 | 1.46497 | -13.40 | 9908.94 |
45 | 2009.12.30 00:00 | sell | 23 | 0.10 | 1.43503 | 1.45503 | 1.41503 | ||
46 | 2009.12.30 06:00 | close | 23 | 0.10 | 1.43182 | 1.45503 | 1.41503 | 32.10 | 9941.04 |
47 | 2009.12.30 09:00 | buy | 24 | 0.10 | 1.43555 | 1.41555 | 1.45555 | ||
48 | 2009.12.30 10:00 | close | 24 | 0.10 | 1.43451 | 1.41555 | 1.45555 | -10.40 | 9930.64 |
49 | 2009.12.30 11:00 | buy | 25 | 0.10 | 1.43513 | 1.41513 | 1.45513 | ||
50 | 2009.12.30 13:00 | close | 25 | 0.10 | 1.43256 | 1.41513 | 1.45513 | -25.70 | 9904.94 |
51 | 2009.12.30 18:00 | sell | 26 | 0.10 | 1.43150 | 1.45150 | 1.41150 | ||
52 | 2009.12.30 19:00 | close | 26 | 0.10 | 1.43385 | 1.45150 | 1.41150 | -23.50 | 9881.44 |
53 | 2009.12.31 09:00 | buy | 27 | 0.10 | 1.44104 | 1.42104 | 1.46104 | ||
54 | 2009.12.31 10:00 | close | 27 | 0.10 | 1.44117 | 1.42104 | 1.46104 | 1.30 | 9882.74 |
55 | 2009.12.31 11:00 | buy | 28 | 0.10 | 1.44003 | 1.42003 | 1.46003 | ||
56 | 2009.12.31 15:00 | close | 28 | 0.10 | 1.43989 | 1.42003 | 1.46003 | -1.40 | 9881.34 |
57 | 2009.12.31 18:00 | sell | 29 | 0.10 | 1.43313 | 1.45313 | 1.41313 | ||
58 | 2010.01.04 07:00 | close | 29 | 0.10 | 1.43009 | 1.45313 | 1.41313 | 30.32 | 9911.66 |
59 | 2010.01.04 13:00 | buy | 30 | 0.10 | 1.43889 | 1.41889 | 1.45889 | ||
60 | 2010.01.04 19:00 | close | 30 | 0.10 | 1.44137 | 1.41889 | 1.45889 | 24.80 | 9936.46 |
61 | 2010.01.05 07:00 | buy | 31 | 0.10 | 1.44643 | 1.42643 | 1.46643 | ||
62 | 2010.01.05 10:00 | close | 31 | 0.10 | 1.44186 | 1.42643 | 1.46643 | -45.70 | 9890.76 |
63 | 2010.01.06 02:00 | sell | 32 | 0.10 | 1.43469 | 1.45469 | 1.41469 | ||
64 | 2010.01.06 10:00 | close | 32 | 0.10 | 1.43524 | 1.45469 | 1.41469 | -5.50 | 9885.26 |
65 | 2010.01.06 21:00 | buy | 33 | 0.10 | 1.44085 | 1.42085 | 1.46085 | ||
66 | 2010.01.07 00:00 | close | 33 | 0.10 | 1.43999 | 1.42085 | 1.46085 | -8.54 | 9876.72 |
67 | 2010.01.07 02:00 | buy | 34 | 0.10 | 1.44238 | 1.42238 | 1.46238 | ||
68 | 2010.01.07 04:00 | close | 34 | 0.10 | 1.44034 | 1.42238 | 1.46238 | -20.40 | 9856.32 |
69 | 2010.01.07 13:00 | sell | 35 | 0.10 | 1.43339 | 1.45339 | 1.41339 | ||
70 | 2010.01.08 01:00 | close | 35 | 0.10 | 1.43176 | 1.45339 | 1.41339 | 16.26 | 9872.58 |
71 | 2010.01.08 07:00 | sell | 36 | 0.10 | 1.42932 | 1.44932 | 1.40932 | ||
72 | 2010.01.08 09:00 | close | 36 | 0.10 | 1.43186 | 1.44932 | 1.40932 | -25.40 | 9847.18 |
73 | 2010.01.08 13:00 | sell | 37 | 0.10 | 1.43017 | 1.45017 | 1.41017 | ||
74 | 2010.01.08 15:00 | close | 37 | 0.10 | 1.44034 | 1.45017 | 1.41017 | -101.70 | 9745.48 |
75 | 2010.01.08 17:00 | sell | 38 | 0.10 | 1.43248 | 1.45248 | 1.41248 | ||
76 | 2010.01.08 19:00 | close | 38 | 0.10 | 1.43933 | 1.45248 | 1.41248 | -68.50 | 9676.98 |
77 | 2010.01.11 02:00 | buy | 39 | 0.10 | 1.44839 | 1.42839 | 1.46839 | ||
78 | 2010.01.11 08:00 | close | 39 | 0.10 | 1.44887 | 1.42839 | 1.46839 | 4.80 | 9681.78 |
79 | 2010.01.11 13:00 | buy | 40 | 0.10 | 1.45310 | 1.43310 | 1.47310 | ||
80 | 2010.01.11 14:00 | close | 40 | 0.10 | 1.45222 | 1.43310 | 1.47310 | -8.80 | 9672.98 |
81 | 2010.01.12 03:00 | sell | 41 | 0.10 | 1.44897 | 1.46897 | 1.42897 | ||
82 | 2010.01.12 07:00 | close | 41 | 0.10 | 1.44952 | 1.46897 | 1.42897 | -5.50 | 9667.48 |
83 | 2010.01.13 02:00 | sell | 42 | 0.10 | 1.44680 | 1.46680 | 1.42680 | ||
84 | 2010.01.13 04:00 | close | 42 | 0.10 | 1.44746 | 1.46680 | 1.42680 | -6.60 | 9660.88 |
85 | 2010.01.13 05:00 | sell | 43 | 0.10 | 1.44793 | 1.46793 | 1.42793 | ||
86 | 2010.01.13 06:00 | close | 43 | 0.10 | 1.44886 | 1.46793 | 1.42793 | -9.30 | 9651.58 |
87 | 2010.01.13 15:00 | buy | 44 | 0.10 | 1.45724 | 1.43724 | 1.47724 | ||
88 | 2010.01.13 16:00 | close | 44 | 0.10 | 1.45509 | 1.43724 | 1.47724 | -21.50 | 9630.08 |
89 | 2010.01.15 08:00 | sell | 45 | 0.10 | 1.44264 | 1.46264 | 1.42264 | ||
90 | 2010.01.15 11:00 | close | 45 | 0.10 | 1.44140 | 1.46264 | 1.42264 | 12.40 | 9642.48 |
91 | 2010.01.15 12:00 | sell | 46 | 0.10 | 1.43858 | 1.45858 | 1.41858 | ||
92 | 2010.01.15 16:00 | close | 46 | 0.10 | 1.43867 | 1.45858 | 1.41858 | -0.90 | 9641.58 |
93 | 2010.01.15 17:00 | sell | 47 | 0.10 | 1.43681 | 1.45681 | 1.41681 | ||
94 | 2010.01.15 18:00 | close | 47 | 0.10 | 1.43760 | 1.45681 | 1.41681 | -7.90 | 9633.68 |
95 | 2010.01.15 21:00 | sell | 48 | 0.10 | 1.43558 | 1.45558 | 1.41558 | ||
96 | 2010.01.15 22:57 | close at stop | 48 | 0.10 | 1.43851 | 1.45558 | 1.41558 | -29.30 | 9604.38 |