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 | whichmethod=2; Lots=0.1; MaximumRisk=0.4; DecreaseFactor=0.3; tp=200; sl=100; Leverage=100; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1297.64 | Gross profit | 9578.46 | Gross loss | -10876.10 |
Profit factor | 0.88 | Expected payoff | -16.02 | ||
Absolute drawdown | 2295.10 | Maximal drawdown | 4443.10 (36.57%) | Relative drawdown | 36.57% (4443.10) |
Total trades | 81 | Short positions (won %) | 41 (21.95%) | Long positions (won %) | 40 (27.50%) |
Profit trades (% of total) | 20 (24.69%) | Loss trades (% of total) | 61 (75.31%) | ||
Largest | profit trade | 1778.22 | loss trade | -450.00 | |
Average | profit trade | 478.92 | loss trade | -178.30 | |
Maximum | consecutive wins (profit in money) | 2 (605.36) | consecutive losses (loss in money) | 18 (-1094.90) | |
Maximal | consecutive profit (count of wins) | 1778.22 (1) | consecutive loss (count of losses) | -1130.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | buy | 1 | 4.00 | 1.50277 | 1.50177 | 0.00000 | ||
2 | 2009.12.01 14:00 | close | 1 | 4.00 | 1.50608 | 1.50177 | 0.00000 | 1324.00 | 11324.00 |
3 | 2009.12.01 16:00 | sell | 2 | 4.50 | 1.50816 | 1.50916 | 0.00000 | ||
4 | 2009.12.01 16:20 | s/l | 2 | 4.50 | 1.50916 | 1.50916 | 0.00000 | -450.00 | 10874.00 |
5 | 2009.12.01 19:00 | sell | 3 | 4.30 | 1.50927 | 1.51027 | 0.00000 | ||
6 | 2009.12.01 19:15 | s/l | 3 | 4.30 | 1.51027 | 1.51027 | 0.00000 | -430.00 | 10444.00 |
7 | 2009.12.02 02:00 | buy | 4 | 1.70 | 1.50903 | 1.50803 | 0.00000 | ||
8 | 2009.12.02 02:20 | s/l | 4 | 1.70 | 1.50803 | 1.50803 | 0.00000 | -170.00 | 10274.00 |
9 | 2009.12.02 03:00 | sell | 5 | 0.40 | 1.50785 | 1.50885 | 0.00000 | ||
10 | 2009.12.02 03:15 | s/l | 5 | 0.40 | 1.50885 | 1.50885 | 0.00000 | -40.00 | 10234.00 |
11 | 2009.12.02 08:00 | sell | 6 | 0.10 | 1.50854 | 1.50954 | 0.00000 | ||
12 | 2009.12.02 09:15 | s/l | 6 | 0.10 | 1.50954 | 1.50954 | 0.00000 | -10.00 | 10224.00 |
13 | 2009.12.02 13:00 | sell | 7 | 0.10 | 1.50849 | 1.50949 | 0.00000 | ||
14 | 2009.12.02 14:07 | s/l | 7 | 0.10 | 1.50949 | 1.50949 | 0.00000 | -10.00 | 10214.00 |
15 | 2009.12.03 07:00 | sell | 8 | 0.10 | 1.50801 | 1.50901 | 0.00000 | ||
16 | 2009.12.03 07:20 | s/l | 8 | 0.10 | 1.50901 | 1.50901 | 0.00000 | -10.00 | 10204.00 |
17 | 2009.12.03 20:00 | buy | 9 | 0.10 | 1.50921 | 1.50821 | 0.00000 | ||
18 | 2009.12.03 21:45 | s/l | 9 | 0.10 | 1.50821 | 1.50821 | 0.00000 | -10.00 | 10194.00 |
19 | 2009.12.03 22:00 | sell | 10 | 0.10 | 1.50729 | 1.50829 | 0.00000 | ||
20 | 2009.12.04 01:00 | close | 10 | 0.10 | 1.50631 | 1.50829 | 0.00000 | 9.76 | 10203.76 |
21 | 2009.12.04 04:00 | buy | 11 | 4.10 | 1.50627 | 1.50527 | 0.00000 | ||
22 | 2009.12.04 05:20 | s/l | 11 | 4.10 | 1.50527 | 1.50527 | 0.00000 | -410.00 | 9793.76 |
23 | 2009.12.04 06:00 | sell | 12 | 3.90 | 1.50571 | 1.50671 | 0.00000 | ||
24 | 2009.12.04 07:40 | s/l | 12 | 3.90 | 1.50671 | 1.50671 | 0.00000 | -390.00 | 9403.76 |
25 | 2009.12.04 22:00 | buy | 13 | 1.50 | 1.48458 | 1.48358 | 0.00000 | ||
26 | 2009.12.07 06:00 | close | 13 | 1.50 | 1.48870 | 1.48358 | 0.00000 | 618.30 | 10022.06 |
27 | 2009.12.07 15:00 | buy | 14 | 4.00 | 1.48016 | 1.47916 | 0.00000 | ||
28 | 2009.12.07 15:20 | s/l | 14 | 4.00 | 1.47916 | 1.47916 | 0.00000 | -400.00 | 9622.06 |
29 | 2009.12.08 06:00 | sell | 15 | 3.80 | 1.48430 | 1.48530 | 0.00000 | ||
30 | 2009.12.08 07:07 | s/l | 15 | 3.80 | 1.48530 | 1.48530 | 0.00000 | -380.00 | 9242.06 |
31 | 2009.12.08 11:00 | buy | 16 | 1.50 | 1.48455 | 1.48355 | 0.00000 | ||
32 | 2009.12.08 11:46 | s/l | 16 | 1.50 | 1.48355 | 1.48355 | 0.00000 | -150.00 | 9092.06 |
33 | 2009.12.08 22:00 | buy | 17 | 0.40 | 1.47027 | 1.46927 | 0.00000 | ||
34 | 2009.12.09 00:20 | s/l | 17 | 0.40 | 1.46927 | 1.46927 | 0.00000 | -39.92 | 9052.14 |
35 | 2009.12.09 10:00 | buy | 18 | 0.10 | 1.47437 | 1.47337 | 0.00000 | ||
36 | 2009.12.09 10:20 | s/l | 18 | 0.10 | 1.47337 | 1.47337 | 0.00000 | -10.00 | 9042.14 |
37 | 2009.12.09 14:00 | sell | 19 | 0.10 | 1.47259 | 1.47359 | 0.00000 | ||
38 | 2009.12.09 14:10 | s/l | 19 | 0.10 | 1.47359 | 1.47359 | 0.00000 | -10.00 | 9032.14 |
39 | 2009.12.09 17:00 | buy | 20 | 0.10 | 1.47458 | 1.47358 | 0.00000 | ||
40 | 2009.12.09 17:15 | s/l | 20 | 0.10 | 1.47358 | 1.47358 | 0.00000 | -10.00 | 9022.14 |
41 | 2009.12.09 18:00 | buy | 21 | 0.10 | 1.47247 | 1.47147 | 0.00000 | ||
42 | 2009.12.09 18:10 | s/l | 21 | 0.10 | 1.47147 | 1.47147 | 0.00000 | -10.00 | 9012.14 |
43 | 2009.12.09 21:00 | buy | 22 | 0.10 | 1.47164 | 1.47064 | 0.00000 | ||
44 | 2009.12.10 03:00 | close | 22 | 0.10 | 1.47349 | 1.47064 | 0.00000 | 18.56 | 9030.70 |
45 | 2009.12.10 11:00 | buy | 23 | 3.60 | 1.47126 | 1.47026 | 0.00000 | ||
46 | 2009.12.10 14:00 | close | 23 | 3.60 | 1.47289 | 1.47026 | 0.00000 | 586.80 | 9617.50 |
47 | 2009.12.10 17:00 | sell | 24 | 3.80 | 1.47195 | 1.47295 | 0.00000 | ||
48 | 2009.12.10 17:07 | s/l | 24 | 3.80 | 1.47295 | 1.47295 | 0.00000 | -380.00 | 9237.50 |
49 | 2009.12.10 21:00 | buy | 25 | 3.70 | 1.47199 | 1.47099 | 0.00000 | ||
50 | 2009.12.11 01:00 | close | 25 | 3.70 | 1.47289 | 1.47099 | 0.00000 | 333.74 | 9571.24 |
51 | 2009.12.11 09:00 | sell | 26 | 3.80 | 1.47219 | 1.47319 | 0.00000 | ||
52 | 2009.12.11 09:15 | s/l | 26 | 3.80 | 1.47319 | 1.47319 | 0.00000 | -380.00 | 9191.24 |
53 | 2009.12.14 16:00 | buy | 27 | 3.70 | 1.46457 | 1.46357 | 0.00000 | ||
54 | 2009.12.14 16:20 | s/l | 27 | 3.70 | 1.46357 | 1.46357 | 0.00000 | -370.00 | 8821.24 |
55 | 2009.12.15 03:00 | sell | 28 | 1.40 | 1.46521 | 1.46621 | 0.00000 | ||
56 | 2009.12.15 06:00 | close | 28 | 1.40 | 1.46544 | 1.46621 | 0.00000 | -32.20 | 8789.04 |
57 | 2009.12.15 18:00 | sell | 29 | 0.40 | 1.45126 | 1.45226 | 0.00000 | ||
58 | 2009.12.15 18:07 | s/l | 29 | 0.40 | 1.45226 | 1.45226 | 0.00000 | -40.00 | 8749.04 |
59 | 2009.12.15 21:00 | buy | 30 | 0.10 | 1.45279 | 1.45179 | 0.00000 | ||
60 | 2009.12.16 05:00 | close | 30 | 0.10 | 1.45302 | 1.45179 | 0.00000 | 2.32 | 8751.36 |
61 | 2009.12.16 19:00 | sell | 31 | 3.50 | 1.45366 | 1.45466 | 0.00000 | ||
62 | 2009.12.16 19:15 | s/l | 31 | 3.50 | 1.45466 | 1.45466 | 0.00000 | -350.00 | 8401.36 |
63 | 2009.12.17 10:00 | sell | 32 | 3.40 | 1.43935 | 1.44035 | 0.00000 | ||
64 | 2009.12.17 13:00 | close | 32 | 3.40 | 1.43570 | 1.44035 | 0.00000 | 1241.00 | 9642.36 |
65 | 2009.12.17 14:00 | buy | 33 | 3.90 | 1.43535 | 1.43435 | 0.00000 | ||
66 | 2009.12.17 14:10 | s/l | 33 | 3.90 | 1.43435 | 1.43435 | 0.00000 | -390.00 | 9252.36 |
67 | 2009.12.17 17:00 | sell | 34 | 3.70 | 1.43458 | 1.43558 | 0.00000 | ||
68 | 2009.12.17 19:00 | close | 34 | 3.70 | 1.43341 | 1.43558 | 0.00000 | 432.90 | 9685.26 |
69 | 2009.12.18 19:00 | buy | 35 | 3.90 | 1.43130 | 1.43030 | 0.00000 | ||
70 | 2009.12.18 19:20 | s/l | 35 | 3.90 | 1.43030 | 1.43030 | 0.00000 | -390.00 | 9295.26 |
71 | 2009.12.21 08:00 | sell | 36 | 3.70 | 1.43340 | 1.43440 | 0.00000 | ||
72 | 2009.12.21 08:20 | s/l | 36 | 3.70 | 1.43440 | 1.43440 | 0.00000 | -370.00 | 8925.26 |
73 | 2009.12.21 12:00 | buy | 37 | 1.40 | 1.43387 | 1.43287 | 0.00000 | ||
74 | 2009.12.21 16:00 | close | 37 | 1.40 | 1.43332 | 1.43287 | 0.00000 | -77.00 | 8848.26 |
75 | 2009.12.22 02:00 | buy | 38 | 0.40 | 1.42918 | 1.42818 | 0.00000 | ||
76 | 2009.12.22 02:15 | s/l | 38 | 0.40 | 1.42818 | 1.42818 | 0.00000 | -40.00 | 8808.26 |
77 | 2009.12.22 19:00 | buy | 39 | 0.10 | 1.42757 | 1.42657 | 0.00000 | ||
78 | 2009.12.22 19:15 | s/l | 39 | 0.10 | 1.42657 | 1.42657 | 0.00000 | -10.00 | 8798.26 |
79 | 2009.12.23 05:00 | sell | 40 | 0.10 | 1.42582 | 1.42682 | 0.00000 | ||
80 | 2009.12.23 08:00 | close | 40 | 0.10 | 1.42547 | 1.42682 | 0.00000 | 3.50 | 8801.76 |
81 | 2009.12.23 09:00 | buy | 41 | 3.50 | 1.42564 | 1.42464 | 0.00000 | ||
82 | 2009.12.23 09:02 | s/l | 41 | 3.50 | 1.42464 | 1.42464 | 0.00000 | -350.00 | 8451.76 |
83 | 2009.12.23 21:00 | sell | 42 | 3.40 | 1.43338 | 1.43438 | 0.00000 | ||
84 | 2009.12.24 02:00 | close | 42 | 3.40 | 1.43358 | 1.43438 | 0.00000 | -72.08 | 8379.68 |
85 | 2009.12.24 06:00 | sell | 43 | 1.40 | 1.43360 | 1.43460 | 0.00000 | ||
86 | 2009.12.24 06:50 | s/l | 43 | 1.40 | 1.43460 | 1.43460 | 0.00000 | -140.00 | 8239.68 |
87 | 2009.12.24 13:00 | sell | 44 | 0.30 | 1.44037 | 1.44137 | 0.00000 | ||
88 | 2009.12.24 13:50 | s/l | 44 | 0.30 | 1.44137 | 1.44137 | 0.00000 | -30.00 | 8209.68 |
89 | 2009.12.24 14:00 | sell | 45 | 0.10 | 1.44057 | 1.44157 | 0.00000 | ||
90 | 2009.12.28 00:00 | close | 45 | 0.10 | 1.43724 | 1.44157 | 0.00000 | 33.22 | 8242.90 |
91 | 2009.12.28 08:00 | buy | 46 | 3.30 | 1.43897 | 1.43797 | 0.00000 | ||
92 | 2009.12.28 08:16 | s/l | 46 | 3.30 | 1.43797 | 1.43797 | 0.00000 | -330.00 | 7912.90 |
93 | 2009.12.28 11:00 | buy | 47 | 3.20 | 1.43902 | 1.43802 | 0.00000 | ||
94 | 2009.12.28 15:00 | close | 47 | 3.20 | 1.44008 | 1.43802 | 0.00000 | 339.20 | 8252.10 |
95 | 2009.12.28 16:00 | sell | 48 | 3.30 | 1.43955 | 1.44055 | 0.00000 | ||
96 | 2009.12.29 06:00 | close | 48 | 3.30 | 1.43740 | 1.44055 | 0.00000 | 708.18 | 8960.28 |
97 | 2009.12.29 15:00 | sell | 49 | 3.60 | 1.44363 | 1.44463 | 0.00000 | ||
98 | 2009.12.29 15:07 | s/l | 49 | 3.60 | 1.44463 | 1.44463 | 0.00000 | -360.00 | 8600.28 |
99 | 2009.12.30 06:00 | buy | 50 | 3.40 | 1.43184 | 1.43084 | 0.00000 | ||
100 | 2009.12.30 11:00 | close | 50 | 3.40 | 1.43505 | 1.43084 | 0.00000 | 1091.40 | 9691.68 |
101 | 2009.12.30 13:00 | sell | 51 | 3.90 | 1.43256 | 1.43356 | 0.00000 | ||
102 | 2009.12.30 13:10 | s/l | 51 | 3.90 | 1.43356 | 1.43356 | 0.00000 | -390.00 | 9301.68 |
103 | 2009.12.30 18:00 | buy | 52 | 3.70 | 1.43160 | 1.43060 | 0.00000 | ||
104 | 2009.12.31 05:00 | close | 52 | 3.70 | 1.43640 | 1.43060 | 0.00000 | 1778.22 | 11079.90 |
105 | 2010.01.04 19:00 | sell | 53 | 4.40 | 1.44137 | 1.44237 | 0.00000 | ||
106 | 2010.01.04 19:32 | s/l | 53 | 4.40 | 1.44237 | 1.44237 | 0.00000 | -440.00 | 10639.90 |
107 | 2010.01.05 04:00 | sell | 54 | 4.30 | 1.44142 | 1.44242 | 0.00000 | ||
108 | 2010.01.05 04:20 | s/l | 54 | 4.30 | 1.44242 | 1.44242 | 0.00000 | -430.00 | 10209.90 |
109 | 2010.01.06 06:00 | sell | 55 | 1.60 | 1.43541 | 1.43641 | 0.00000 | ||
110 | 2010.01.06 07:00 | close | 55 | 1.60 | 1.43572 | 1.43641 | 0.00000 | -49.60 | 10160.30 |
111 | 2010.01.07 01:00 | sell | 56 | 0.40 | 1.44014 | 1.44114 | 0.00000 | ||
112 | 2010.01.07 01:10 | s/l | 56 | 0.40 | 1.44114 | 1.44114 | 0.00000 | -40.00 | 10120.30 |
113 | 2010.01.07 04:00 | sell | 57 | 0.10 | 1.44034 | 1.44134 | 0.00000 | ||
114 | 2010.01.07 05:15 | s/l | 57 | 0.10 | 1.44134 | 1.44134 | 0.00000 | -10.00 | 10110.30 |
115 | 2010.01.07 21:00 | buy | 58 | 0.10 | 1.43271 | 1.43171 | 0.00000 | ||
116 | 2010.01.07 21:15 | s/l | 58 | 0.10 | 1.43171 | 1.43171 | 0.00000 | -10.00 | 10100.30 |
117 | 2010.01.07 22:00 | buy | 59 | 0.10 | 1.43239 | 1.43139 | 0.00000 | ||
118 | 2010.01.07 22:20 | s/l | 59 | 0.10 | 1.43139 | 1.43139 | 0.00000 | -10.00 | 10090.30 |
119 | 2010.01.08 02:00 | buy | 60 | 0.10 | 1.43173 | 1.43073 | 0.00000 | ||
120 | 2010.01.08 03:00 | close | 60 | 0.10 | 1.43120 | 1.43073 | 0.00000 | -5.30 | 10085.00 |
121 | 2010.01.08 06:00 | buy | 61 | 0.10 | 1.43133 | 1.43033 | 0.00000 | ||
122 | 2010.01.08 06:40 | s/l | 61 | 0.10 | 1.43033 | 1.43033 | 0.00000 | -10.00 | 10075.00 |
123 | 2010.01.08 12:00 | sell | 62 | 0.10 | 1.43015 | 1.43115 | 0.00000 | ||
124 | 2010.01.08 12:50 | s/l | 62 | 0.10 | 1.43115 | 1.43115 | 0.00000 | -10.00 | 10065.00 |
125 | 2010.01.11 06:00 | sell | 63 | 0.10 | 1.44978 | 1.45078 | 0.00000 | ||
126 | 2010.01.11 06:15 | s/l | 63 | 0.10 | 1.45078 | 1.45078 | 0.00000 | -10.00 | 10055.00 |
127 | 2010.01.11 10:00 | buy | 64 | 0.10 | 1.45193 | 1.45093 | 0.00000 | ||
128 | 2010.01.11 10:33 | s/l | 64 | 0.10 | 1.45093 | 1.45093 | 0.00000 | -10.00 | 10045.00 |
129 | 2010.01.11 14:00 | sell | 65 | 0.10 | 1.45222 | 1.45322 | 0.00000 | ||
130 | 2010.01.11 14:02 | s/l | 65 | 0.10 | 1.45322 | 1.45322 | 0.00000 | -10.00 | 10035.00 |
131 | 2010.01.11 15:00 | sell | 66 | 0.10 | 1.45306 | 1.45406 | 0.00000 | ||
132 | 2010.01.11 16:45 | s/l | 66 | 0.10 | 1.45406 | 1.45406 | 0.00000 | -10.00 | 10025.00 |
133 | 2010.01.11 17:00 | buy | 67 | 0.10 | 1.45483 | 1.45383 | 0.00000 | ||
134 | 2010.01.11 17:10 | s/l | 67 | 0.10 | 1.45383 | 1.45383 | 0.00000 | -10.00 | 10015.00 |
135 | 2010.01.11 18:00 | buy | 68 | 0.10 | 1.45349 | 1.45249 | 0.00000 | ||
136 | 2010.01.11 18:45 | s/l | 68 | 0.10 | 1.45249 | 1.45249 | 0.00000 | -10.00 | 10005.00 |
137 | 2010.01.12 09:00 | buy | 69 | 0.10 | 1.45065 | 1.44965 | 0.00000 | ||
138 | 2010.01.12 09:45 | s/l | 69 | 0.10 | 1.44965 | 1.44965 | 0.00000 | -10.00 | 9995.00 |
139 | 2010.01.12 12:00 | buy | 70 | 0.10 | 1.45055 | 1.44955 | 0.00000 | ||
140 | 2010.01.12 12:10 | s/l | 70 | 0.10 | 1.44955 | 1.44955 | 0.00000 | -10.00 | 9985.00 |
141 | 2010.01.12 20:00 | sell | 71 | 0.10 | 1.44970 | 1.45070 | 0.00000 | ||
142 | 2010.01.13 00:00 | close | 71 | 0.10 | 1.44930 | 1.45070 | 0.00000 | 3.96 | 9988.96 |
143 | 2010.01.13 05:00 | buy | 72 | 4.00 | 1.44803 | 1.44703 | 0.00000 | ||
144 | 2010.01.13 09:00 | close | 72 | 4.00 | 1.44838 | 1.44703 | 0.00000 | 140.00 | 10128.96 |
145 | 2010.01.13 10:00 | sell | 73 | 4.10 | 1.44821 | 1.44921 | 0.00000 | ||
146 | 2010.01.13 10:10 | s/l | 73 | 4.10 | 1.44921 | 1.44921 | 0.00000 | -410.00 | 9718.96 |
147 | 2010.01.13 22:00 | buy | 74 | 3.90 | 1.45095 | 1.44995 | 0.00000 | ||
148 | 2010.01.13 23:00 | close | 74 | 3.90 | 1.45096 | 1.44995 | 0.00000 | 3.90 | 9722.86 |
149 | 2010.01.14 00:00 | sell | 75 | 3.90 | 1.44990 | 1.45090 | 0.00000 | ||
150 | 2010.01.14 00:15 | s/l | 75 | 3.90 | 1.45090 | 1.45090 | 0.00000 | -390.00 | 9332.86 |
151 | 2010.01.14 09:00 | sell | 76 | 3.70 | 1.45320 | 1.45420 | 0.00000 | ||
152 | 2010.01.14 15:00 | close | 76 | 3.70 | 1.45090 | 1.45420 | 0.00000 | 851.00 | 10183.86 |
153 | 2010.01.15 08:00 | buy | 77 | 4.10 | 1.44274 | 1.44174 | 0.00000 | ||
154 | 2010.01.15 08:20 | s/l | 77 | 4.10 | 1.44174 | 1.44174 | 0.00000 | -410.00 | 9773.86 |
155 | 2010.01.15 10:00 | buy | 78 | 3.90 | 1.44094 | 1.43994 | 0.00000 | ||
156 | 2010.01.15 11:15 | s/l | 78 | 3.90 | 1.43994 | 1.43994 | 0.00000 | -390.00 | 9383.86 |
157 | 2010.01.15 12:00 | sell | 79 | 1.50 | 1.43858 | 1.43958 | 0.00000 | ||
158 | 2010.01.15 14:00 | close | 79 | 1.50 | 1.43819 | 1.43958 | 0.00000 | 58.50 | 9442.36 |
159 | 2010.01.15 16:00 | buy | 80 | 3.80 | 1.43869 | 1.43769 | 0.00000 | ||
160 | 2010.01.15 16:03 | s/l | 80 | 3.80 | 1.43769 | 1.43769 | 0.00000 | -380.00 | 9062.36 |
161 | 2010.01.15 21:00 | sell | 81 | 3.60 | 1.43558 | 1.43658 | 0.00000 | ||
162 | 2010.01.15 21:15 | s/l | 81 | 3.60 | 1.43658 | 1.43658 | 0.00000 | -360.00 | 8702.36 |