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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -263.00 | Gross profit | 697.00 | Gross loss | -960.00 |
| Profit factor | 0.73 | Expected payoff | -6.41 | ||
| Absolute drawdown | 301.20 | Maximal drawdown | 386.20 (3.83%) | Relative drawdown | 3.83% (386.20) |
| Total trades | 41 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 17 (41.46%) | Loss trades (% of total) | 24 (58.54%) | ||
| Largest | profit trade | 41.00 | loss trade | -40.40 | |
| Average | profit trade | 41.00 | loss trade | -40.00 | |
| Maximum | consecutive wins (profit in money) | 4 (164.00) | consecutive losses (loss in money) | 5 (-200.00) | |
| Maximal | consecutive profit (count of wins) | 164.00 (4) | consecutive loss (count of losses) | -200.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:59 | buy | 1 | 1.00 | 1.50197 | 1.49997 | 1.50238 | ||
| 2 | 2009.12.01 07:59 | modify | 1 | 1.00 | 1.50197 | 1.50157 | 1.50238 | ||
| 3 | 2009.12.01 08:10 | t/p | 1 | 1.00 | 1.50238 | 1.50157 | 1.50238 | 41.00 | 10041.00 |
| 4 | 2009.12.02 02:59 | sell | 2 | 1.00 | 1.50786 | 1.50986 | 1.50745 | ||
| 5 | 2009.12.02 02:59 | modify | 2 | 1.00 | 1.50786 | 1.50826 | 1.50745 | ||
| 6 | 2009.12.02 03:10 | s/l | 2 | 1.00 | 1.50826 | 1.50826 | 1.50745 | -40.00 | 10001.00 |
| 7 | 2009.12.02 12:59 | sell | 3 | 1.00 | 1.50848 | 1.51048 | 1.50807 | ||
| 8 | 2009.12.02 12:59 | modify | 3 | 1.00 | 1.50848 | 1.50888 | 1.50807 | ||
| 9 | 2009.12.02 13:02 | s/l | 3 | 1.00 | 1.50888 | 1.50888 | 1.50807 | -40.00 | 9961.00 |
| 10 | 2009.12.02 16:59 | buy | 4 | 1.00 | 1.50768 | 1.50568 | 1.50809 | ||
| 11 | 2009.12.02 16:59 | modify | 4 | 1.00 | 1.50768 | 1.50728 | 1.50809 | ||
| 12 | 2009.12.02 17:05 | s/l | 4 | 1.00 | 1.50728 | 1.50728 | 1.50809 | -40.00 | 9921.00 |
| 13 | 2009.12.03 05:59 | sell | 5 | 1.00 | 1.50867 | 1.51067 | 1.50826 | ||
| 14 | 2009.12.03 05:59 | modify | 5 | 1.00 | 1.50867 | 1.50907 | 1.50826 | ||
| 15 | 2009.12.03 06:20 | t/p | 5 | 1.00 | 1.50826 | 1.50907 | 1.50826 | 41.00 | 9962.00 |
| 16 | 2009.12.04 07:59 | buy | 6 | 1.00 | 1.50697 | 1.50497 | 1.50738 | ||
| 17 | 2009.12.04 07:59 | modify | 6 | 1.00 | 1.50697 | 1.50657 | 1.50738 | ||
| 18 | 2009.12.04 08:10 | t/p | 6 | 1.00 | 1.50738 | 1.50657 | 1.50738 | 41.00 | 10003.00 |
| 19 | 2009.12.04 09:59 | sell | 7 | 1.00 | 1.50666 | 1.50866 | 1.50625 | ||
| 20 | 2009.12.04 09:59 | modify | 7 | 1.00 | 1.50666 | 1.50706 | 1.50625 | ||
| 21 | 2009.12.04 10:20 | t/p | 7 | 1.00 | 1.50625 | 1.50706 | 1.50625 | 41.00 | 10044.00 |
| 22 | 2009.12.07 14:59 | buy | 8 | 1.00 | 1.48009 | 1.47809 | 1.48050 | ||
| 23 | 2009.12.07 14:59 | modify | 8 | 1.00 | 1.48009 | 1.47969 | 1.48050 | ||
| 24 | 2009.12.07 15:07 | t/p | 8 | 1.00 | 1.48050 | 1.47969 | 1.48050 | 41.00 | 10085.00 |
| 25 | 2009.12.07 20:59 | sell | 9 | 1.00 | 1.48207 | 1.48407 | 1.48166 | ||
| 26 | 2009.12.07 20:59 | modify | 9 | 1.00 | 1.48207 | 1.48247 | 1.48166 | ||
| 27 | 2009.12.07 21:02 | s/l | 9 | 1.00 | 1.48247 | 1.48247 | 1.48166 | -40.00 | 10045.00 |
| 28 | 2009.12.07 22:59 | buy | 10 | 1.00 | 1.48267 | 1.48067 | 1.48308 | ||
| 29 | 2009.12.07 22:59 | modify | 10 | 1.00 | 1.48267 | 1.48227 | 1.48308 | ||
| 30 | 2009.12.07 23:32 | s/l | 10 | 1.00 | 1.48227 | 1.48227 | 1.48308 | -40.00 | 10005.00 |
| 31 | 2009.12.09 12:59 | sell | 11 | 1.00 | 1.47477 | 1.47677 | 1.47436 | ||
| 32 | 2009.12.09 12:59 | modify | 11 | 1.00 | 1.47477 | 1.47517 | 1.47436 | ||
| 33 | 2009.12.09 13:02 | s/l | 11 | 1.00 | 1.47517 | 1.47517 | 1.47436 | -40.00 | 9965.00 |
| 34 | 2009.12.09 20:59 | buy | 12 | 1.00 | 1.47163 | 1.46963 | 1.47204 | ||
| 35 | 2009.12.09 20:59 | modify | 12 | 1.00 | 1.47163 | 1.47123 | 1.47204 | ||
| 36 | 2009.12.09 21:10 | t/p | 12 | 1.00 | 1.47204 | 1.47123 | 1.47204 | 41.00 | 10006.00 |
| 37 | 2009.12.10 07:59 | buy | 13 | 1.00 | 1.47210 | 1.47010 | 1.47251 | ||
| 38 | 2009.12.10 07:59 | modify | 13 | 1.00 | 1.47210 | 1.47170 | 1.47251 | ||
| 39 | 2009.12.10 08:03 | t/p | 13 | 1.00 | 1.47251 | 1.47170 | 1.47251 | 41.00 | 10047.00 |
| 40 | 2009.12.10 16:59 | sell | 14 | 1.00 | 1.47197 | 1.47397 | 1.47156 | ||
| 41 | 2009.12.10 16:59 | modify | 14 | 1.00 | 1.47197 | 1.47237 | 1.47156 | ||
| 42 | 2009.12.10 17:02 | s/l | 14 | 1.00 | 1.47237 | 1.47237 | 1.47156 | -40.00 | 10007.00 |
| 43 | 2009.12.10 19:59 | buy | 15 | 1.00 | 1.47162 | 1.46962 | 1.47203 | ||
| 44 | 2009.12.10 19:59 | modify | 15 | 1.00 | 1.47162 | 1.47122 | 1.47203 | ||
| 45 | 2009.12.10 20:10 | t/p | 15 | 1.00 | 1.47203 | 1.47122 | 1.47203 | 41.00 | 10048.00 |
| 46 | 2009.12.11 04:59 | buy | 16 | 1.00 | 1.47280 | 1.47080 | 1.47321 | ||
| 47 | 2009.12.11 04:59 | modify | 16 | 1.00 | 1.47280 | 1.47240 | 1.47321 | ||
| 48 | 2009.12.11 05:02 | s/l | 16 | 1.00 | 1.47240 | 1.47240 | 1.47321 | -40.00 | 10008.00 |
| 49 | 2009.12.11 09:59 | buy | 17 | 1.00 | 1.47408 | 1.47208 | 1.47449 | ||
| 50 | 2009.12.11 09:59 | modify | 17 | 1.00 | 1.47408 | 1.47368 | 1.47449 | ||
| 51 | 2009.12.11 10:07 | s/l | 17 | 1.00 | 1.47368 | 1.47368 | 1.47449 | -40.00 | 9968.00 |
| 52 | 2009.12.14 23:59 | sell | 18 | 1.00 | 1.46506 | 1.46706 | 1.46465 | ||
| 53 | 2009.12.14 23:59 | modify | 18 | 1.00 | 1.46506 | 1.46546 | 1.46465 | ||
| 54 | 2009.12.15 00:10 | s/l | 18 | 1.00 | 1.46546 | 1.46546 | 1.46465 | -40.40 | 9927.60 |
| 55 | 2009.12.15 06:59 | sell | 19 | 1.00 | 1.46373 | 1.46573 | 1.46332 | ||
| 56 | 2009.12.15 06:59 | modify | 19 | 1.00 | 1.46373 | 1.46413 | 1.46332 | ||
| 57 | 2009.12.15 07:02 | s/l | 19 | 1.00 | 1.46413 | 1.46413 | 1.46332 | -40.00 | 9887.60 |
| 58 | 2009.12.16 17:59 | sell | 20 | 1.00 | 1.45754 | 1.45954 | 1.45713 | ||
| 59 | 2009.12.16 17:59 | modify | 20 | 1.00 | 1.45754 | 1.45794 | 1.45713 | ||
| 60 | 2009.12.16 18:10 | t/p | 20 | 1.00 | 1.45713 | 1.45794 | 1.45713 | 41.00 | 9928.60 |
| 61 | 2009.12.17 23:59 | buy | 21 | 1.00 | 1.43497 | 1.43297 | 1.43538 | ||
| 62 | 2009.12.17 23:59 | modify | 21 | 1.00 | 1.43497 | 1.43457 | 1.43538 | ||
| 63 | 2009.12.18 00:02 | s/l | 21 | 1.00 | 1.43457 | 1.43457 | 1.43538 | -39.80 | 9888.80 |
| 64 | 2009.12.18 06:59 | sell | 22 | 1.00 | 1.43810 | 1.44010 | 1.43769 | ||
| 65 | 2009.12.18 06:59 | modify | 22 | 1.00 | 1.43810 | 1.43850 | 1.43769 | ||
| 66 | 2009.12.18 07:15 | t/p | 22 | 1.00 | 1.43769 | 1.43850 | 1.43769 | 41.00 | 9929.80 |
| 67 | 2009.12.18 11:59 | sell | 23 | 1.00 | 1.43889 | 1.44089 | 1.43848 | ||
| 68 | 2009.12.18 11:59 | modify | 23 | 1.00 | 1.43889 | 1.43929 | 1.43848 | ||
| 69 | 2009.12.18 12:07 | s/l | 23 | 1.00 | 1.43929 | 1.43929 | 1.43848 | -40.00 | 9889.80 |
| 70 | 2009.12.18 15:59 | buy | 24 | 1.00 | 1.43496 | 1.43296 | 1.43537 | ||
| 71 | 2009.12.18 15:59 | modify | 24 | 1.00 | 1.43496 | 1.43456 | 1.43537 | ||
| 72 | 2009.12.18 16:02 | t/p | 24 | 1.00 | 1.43537 | 1.43456 | 1.43537 | 41.00 | 9930.80 |
| 73 | 2009.12.22 14:59 | buy | 25 | 1.00 | 1.43099 | 1.42899 | 1.43140 | ||
| 74 | 2009.12.22 14:59 | modify | 25 | 1.00 | 1.43099 | 1.43059 | 1.43140 | ||
| 75 | 2009.12.22 15:07 | t/p | 25 | 1.00 | 1.43140 | 1.43059 | 1.43140 | 41.00 | 9971.80 |
| 76 | 2009.12.24 09:59 | sell | 26 | 1.00 | 1.43568 | 1.43768 | 1.43527 | ||
| 77 | 2009.12.24 09:59 | modify | 26 | 1.00 | 1.43568 | 1.43608 | 1.43527 | ||
| 78 | 2009.12.24 10:10 | s/l | 26 | 1.00 | 1.43608 | 1.43608 | 1.43527 | -40.00 | 9931.80 |
| 79 | 2009.12.28 14:59 | sell | 27 | 1.00 | 1.44007 | 1.44207 | 1.43966 | ||
| 80 | 2009.12.28 14:59 | modify | 27 | 1.00 | 1.44007 | 1.44047 | 1.43966 | ||
| 81 | 2009.12.28 15:15 | s/l | 27 | 1.00 | 1.44047 | 1.44047 | 1.43966 | -40.00 | 9891.80 |
| 82 | 2009.12.29 05:59 | buy | 28 | 1.00 | 1.43744 | 1.43544 | 1.43785 | ||
| 83 | 2009.12.29 05:59 | modify | 28 | 1.00 | 1.43744 | 1.43704 | 1.43785 | ||
| 84 | 2009.12.29 06:10 | s/l | 28 | 1.00 | 1.43704 | 1.43704 | 1.43785 | -40.00 | 9851.80 |
| 85 | 2009.12.29 14:59 | sell | 29 | 1.00 | 1.44354 | 1.44554 | 1.44313 | ||
| 86 | 2009.12.29 14:59 | modify | 29 | 1.00 | 1.44354 | 1.44394 | 1.44313 | ||
| 87 | 2009.12.29 15:02 | s/l | 29 | 1.00 | 1.44394 | 1.44394 | 1.44313 | -40.00 | 9811.80 |
| 88 | 2009.12.29 19:59 | buy | 30 | 1.00 | 1.43610 | 1.43410 | 1.43651 | ||
| 89 | 2009.12.29 19:59 | modify | 30 | 1.00 | 1.43610 | 1.43570 | 1.43651 | ||
| 90 | 2009.12.29 20:10 | s/l | 30 | 1.00 | 1.43570 | 1.43570 | 1.43651 | -40.00 | 9771.80 |
| 91 | 2009.12.30 04:59 | buy | 31 | 1.00 | 1.43179 | 1.42979 | 1.43220 | ||
| 92 | 2009.12.30 04:59 | modify | 31 | 1.00 | 1.43179 | 1.43139 | 1.43220 | ||
| 93 | 2009.12.30 05:15 | t/p | 31 | 1.00 | 1.43220 | 1.43139 | 1.43220 | 41.00 | 9812.80 |
| 94 | 2010.01.04 03:59 | buy | 32 | 1.00 | 1.42953 | 1.42753 | 1.42994 | ||
| 95 | 2010.01.04 03:59 | modify | 32 | 1.00 | 1.42953 | 1.42913 | 1.42994 | ||
| 96 | 2010.01.04 04:10 | s/l | 32 | 1.00 | 1.42913 | 1.42913 | 1.42994 | -40.00 | 9772.80 |
| 97 | 2010.01.04 17:59 | sell | 33 | 1.00 | 1.44173 | 1.44373 | 1.44132 | ||
| 98 | 2010.01.04 17:59 | modify | 33 | 1.00 | 1.44173 | 1.44213 | 1.44132 | ||
| 99 | 2010.01.04 18:02 | s/l | 33 | 1.00 | 1.44213 | 1.44213 | 1.44132 | -40.00 | 9732.80 |
| 100 | 2010.01.05 08:59 | sell | 34 | 1.00 | 1.44513 | 1.44713 | 1.44472 | ||
| 101 | 2010.01.05 08:59 | modify | 34 | 1.00 | 1.44513 | 1.44553 | 1.44472 | ||
| 102 | 2010.01.05 09:10 | t/p | 34 | 1.00 | 1.44472 | 1.44553 | 1.44472 | 41.00 | 9773.80 |
| 103 | 2010.01.05 13:59 | buy | 35 | 1.00 | 1.44377 | 1.44177 | 1.44418 | ||
| 104 | 2010.01.05 13:59 | modify | 35 | 1.00 | 1.44377 | 1.44337 | 1.44418 | ||
| 105 | 2010.01.05 14:02 | t/p | 35 | 1.00 | 1.44418 | 1.44337 | 1.44418 | 41.00 | 9814.80 |
| 106 | 2010.01.08 00:59 | buy | 36 | 1.00 | 1.43176 | 1.42976 | 1.43217 | ||
| 107 | 2010.01.08 00:59 | modify | 36 | 1.00 | 1.43176 | 1.43136 | 1.43217 | ||
| 108 | 2010.01.08 01:02 | t/p | 36 | 1.00 | 1.43217 | 1.43136 | 1.43217 | 41.00 | 9855.80 |
| 109 | 2010.01.12 23:59 | buy | 37 | 1.00 | 1.44934 | 1.44734 | 1.44975 | ||
| 110 | 2010.01.12 23:59 | modify | 37 | 1.00 | 1.44934 | 1.44894 | 1.44975 | ||
| 111 | 2010.01.13 00:03 | s/l | 37 | 1.00 | 1.44894 | 1.44894 | 1.44975 | -39.80 | 9816.00 |
| 112 | 2010.01.13 10:59 | buy | 38 | 1.00 | 1.45014 | 1.44814 | 1.45055 | ||
| 113 | 2010.01.13 10:59 | modify | 38 | 1.00 | 1.45014 | 1.44974 | 1.45055 | ||
| 114 | 2010.01.13 11:02 | s/l | 38 | 1.00 | 1.44974 | 1.44974 | 1.45055 | -40.00 | 9776.00 |
| 115 | 2010.01.14 14:59 | buy | 39 | 1.00 | 1.45089 | 1.44889 | 1.45130 | ||
| 116 | 2010.01.14 14:59 | modify | 39 | 1.00 | 1.45089 | 1.45049 | 1.45130 | ||
| 117 | 2010.01.14 15:07 | t/p | 39 | 1.00 | 1.45130 | 1.45049 | 1.45130 | 41.00 | 9817.00 |
| 118 | 2010.01.15 00:59 | buy | 40 | 1.00 | 1.45000 | 1.44800 | 1.45041 | ||
| 119 | 2010.01.15 00:59 | modify | 40 | 1.00 | 1.45000 | 1.44960 | 1.45041 | ||
| 120 | 2010.01.15 01:15 | s/l | 40 | 1.00 | 1.44960 | 1.44960 | 1.45041 | -40.00 | 9777.00 |
| 121 | 2010.01.15 10:59 | buy | 41 | 1.00 | 1.44147 | 1.43947 | 1.44188 | ||
| 122 | 2010.01.15 10:59 | modify | 41 | 1.00 | 1.44147 | 1.44107 | 1.44188 | ||
| 123 | 2010.01.15 11:05 | s/l | 41 | 1.00 | 1.44107 | 1.44107 | 1.44188 | -40.00 | 9737.00 |