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 | Debug=false; MagicID=12345; MoneyManagement=""-------------------------------------""; Lots=0.1; mm0=""MM"; mm1="""; mm2="""; mm3="""; mm4="""; MM_Method=2; AccountIsMini=false; Risk=10; MIN_lots=0.1; MAX_lots=5; s0=""---StopLoss"; s1="""; s2="""; s3="""; StopLossMethod=2; StopLoss=30; TakeProfit=0; z0=""---ZigZag"; z1=""---ZigZag"; ExtDepth=100; ExtDeviation=75; ExtBackstep=15; z2=""NonLagZigZag_v2""; Price=0; Length=100; PctFilter=2; f0=""---FilterMethods---""; f1="""; f2="""; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3=""---Exit"; useZigZag_Exit=1; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f=""Wick""; Wick=0; w1=""Wait"; WaitSignal=3; h1=""Heiken"; has=""HAS"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0=""Stochastic"; K_Period=14; D_Period=3; Slowing=3; sto1=""Price"; sto2="""; sto3="""; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci=""CCI"; CCI_Period=34; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0=""NonLagDots"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0=""NonLagMA"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0=""---TrailingStop"; ts1="""; ts2="""; ts3="""; ts4="""; ts5="""; TrailingStopMethod=1; ts6=""2."; Trigger=10; ts7=""3."; BreakEvenLevel=30; LockInPips=5; ts8=""4."; BeginTrailingStop=35; SignalCandle=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1735.60 | Gross profit | 29.52 | Gross loss | -1765.12 |
| Profit factor | 0.02 | Expected payoff | -64.28 | ||
| Absolute drawdown | 1780.70 | Maximal drawdown | 2344.30 (22.19%) | Relative drawdown | 22.19% (2344.30) |
| Total trades | 27 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 27 (3.70%) |
| Profit trades (% of total) | 1 (3.70%) | Loss trades (% of total) | 26 (96.30%) | ||
| Largest | profit trade | 29.52 | loss trade | -240.64 | |
| Average | profit trade | 29.52 | loss trade | -67.89 | |
| Maximum | consecutive wins (profit in money) | 1 (29.52) | consecutive losses (loss in money) | 26 (-1765.12) | |
| Maximal | consecutive profit (count of wins) | 29.52 (1) | consecutive loss (count of losses) | -1765.12 (26) | |
| Average | consecutive wins | 1 | consecutive losses | 26 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 16:00 | buy | 1 | 1.00 | 1.49501 | 1.49144 | 0.00000 | ||
| 2 | 2009.12.04 16:00 | close | 1 | 1.00 | 1.49491 | 1.49144 | 0.00000 | -10.00 | 9990.00 |
| 3 | 2009.12.04 18:00 | buy | 2 | 1.00 | 1.48835 | 1.48727 | 0.00000 | ||
| 4 | 2009.12.04 18:00 | close | 2 | 1.00 | 1.48825 | 1.48727 | 0.00000 | -10.00 | 9980.00 |
| 5 | 2009.12.04 22:00 | buy | 3 | 1.00 | 1.48458 | 1.48271 | 0.00000 | ||
| 6 | 2009.12.07 09:40 | s/l | 3 | 1.00 | 1.48271 | 1.48271 | 0.00000 | -187.40 | 9792.60 |
| 7 | 2009.12.07 11:00 | buy | 4 | 0.98 | 1.48047 | 1.47588 | 0.00000 | ||
| 8 | 2009.12.07 11:00 | close | 4 | 0.98 | 1.48037 | 1.47588 | 0.00000 | -9.80 | 9782.80 |
| 9 | 2009.12.08 16:00 | buy | 5 | 0.98 | 1.47679 | 1.47456 | 0.00000 | ||
| 10 | 2009.12.08 16:45 | s/l | 5 | 0.98 | 1.47456 | 1.47456 | 0.00000 | -218.54 | 9564.26 |
| 11 | 2009.12.08 19:00 | buy | 6 | 0.96 | 1.47207 | 1.47145 | 0.00000 | ||
| 12 | 2009.12.08 19:00 | close | 6 | 0.96 | 1.47197 | 1.47145 | 0.00000 | -9.60 | 9554.66 |
| 13 | 2009.12.08 22:00 | buy | 7 | 0.96 | 1.47027 | 1.46853 | 0.00000 | ||
| 14 | 2009.12.09 00:20 | s/l | 7 | 0.96 | 1.46853 | 1.46853 | 0.00000 | -167.42 | 9387.24 |
| 15 | 2009.12.09 02:00 | buy | 8 | 0.94 | 1.47105 | 1.46849 | 0.00000 | ||
| 16 | 2009.12.09 19:15 | s/l | 8 | 0.94 | 1.46849 | 1.46849 | 0.00000 | -240.64 | 9146.60 |
| 17 | 2009.12.15 11:00 | buy | 9 | 0.91 | 1.45425 | 1.45358 | 0.00000 | ||
| 18 | 2009.12.15 11:00 | close | 9 | 0.91 | 1.45415 | 1.45358 | 0.00000 | -9.10 | 9137.50 |
| 19 | 2009.12.15 13:00 | buy | 10 | 0.91 | 1.45484 | 1.45364 | 0.00000 | ||
| 20 | 2009.12.15 13:20 | s/l | 10 | 0.91 | 1.45364 | 1.45364 | 0.00000 | -109.20 | 9028.30 |
| 21 | 2009.12.15 15:00 | buy | 11 | 0.90 | 1.45403 | 1.45250 | 0.00000 | ||
| 22 | 2009.12.15 15:00 | close | 11 | 0.90 | 1.45393 | 1.45250 | 0.00000 | -9.00 | 9019.30 |
| 23 | 2009.12.15 19:00 | buy | 12 | 0.90 | 1.45209 | 1.45064 | 0.00000 | ||
| 24 | 2009.12.15 19:00 | close | 12 | 0.90 | 1.45199 | 1.45064 | 0.00000 | -9.00 | 9010.30 |
| 25 | 2009.12.17 04:00 | buy | 13 | 0.90 | 1.44321 | 1.44228 | 0.00000 | ||
| 26 | 2009.12.17 04:00 | close | 13 | 0.90 | 1.44311 | 1.44228 | 0.00000 | -9.00 | 9001.30 |
| 27 | 2009.12.17 06:00 | buy | 14 | 0.90 | 1.43900 | 1.43711 | 0.00000 | ||
| 28 | 2009.12.17 06:00 | close | 14 | 0.90 | 1.43890 | 1.43711 | 0.00000 | -9.00 | 8992.30 |
| 29 | 2009.12.17 12:00 | buy | 15 | 0.90 | 1.43429 | 1.43308 | 0.00000 | ||
| 30 | 2009.12.17 12:00 | close | 15 | 0.90 | 1.43419 | 1.43308 | 0.00000 | -9.00 | 8983.30 |
| 31 | 2009.12.17 19:00 | buy | 16 | 0.90 | 1.43341 | 1.43060 | 0.00000 | ||
| 32 | 2009.12.17 19:00 | close | 16 | 0.90 | 1.43331 | 1.43060 | 0.00000 | -9.00 | 8974.30 |
| 33 | 2009.12.18 18:00 | buy | 17 | 0.90 | 1.42818 | 1.42637 | 0.00000 | ||
| 34 | 2009.12.18 18:00 | close | 17 | 0.90 | 1.42808 | 1.42637 | 0.00000 | -9.00 | 8965.30 |
| 35 | 2009.12.22 18:00 | buy | 18 | 0.90 | 1.42428 | 1.42197 | 0.00000 | ||
| 36 | 2009.12.22 18:00 | close | 18 | 0.90 | 1.42418 | 1.42197 | 0.00000 | -9.00 | 8956.30 |
| 37 | 2010.01.04 04:00 | buy | 19 | 0.90 | 1.42949 | 1.42730 | 0.00000 | ||
| 38 | 2010.01.04 04:32 | s/l | 19 | 0.90 | 1.42730 | 1.42730 | 0.00000 | -197.10 | 8759.20 |
| 39 | 2010.01.08 15:00 | buy | 20 | 0.88 | 1.44036 | 1.42660 | 0.00000 | ||
| 40 | 2010.01.08 15:00 | close | 20 | 0.88 | 1.44026 | 1.42660 | 0.00000 | -8.80 | 8750.40 |
| 41 | 2010.01.15 05:00 | buy | 21 | 0.88 | 1.44293 | 1.44240 | 0.00000 | ||
| 42 | 2010.01.15 05:07 | s/l | 21 | 0.88 | 1.44240 | 1.44240 | 0.00000 | -46.64 | 8703.76 |
| 43 | 2010.01.15 07:00 | buy | 22 | 0.87 | 1.44349 | 1.44130 | 0.00000 | ||
| 44 | 2010.01.15 07:32 | s/l | 22 | 0.87 | 1.44130 | 1.44130 | 0.00000 | -190.53 | 8513.23 |
| 45 | 2010.01.15 11:00 | buy | 23 | 0.85 | 1.44142 | 1.44050 | 0.00000 | ||
| 46 | 2010.01.15 11:10 | s/l | 23 | 0.85 | 1.44050 | 1.44050 | 0.00000 | -78.20 | 8435.03 |
| 47 | 2010.01.15 14:00 | buy | 24 | 0.84 | 1.43819 | 1.43699 | 0.00000 | ||
| 48 | 2010.01.15 14:00 | close | 24 | 0.84 | 1.43809 | 1.43699 | 0.00000 | -8.40 | 8426.63 |
| 49 | 2010.01.15 16:00 | buy | 25 | 0.84 | 1.43869 | 1.43701 | 0.00000 | ||
| 50 | 2010.01.15 16:10 | s/l | 25 | 0.84 | 1.43701 | 1.43701 | 0.00000 | -141.12 | 8285.51 |
| 51 | 2010.01.15 18:00 | buy | 26 | 0.83 | 1.43762 | 1.43701 | 0.00000 | ||
| 52 | 2010.01.15 18:37 | s/l | 26 | 0.83 | 1.43701 | 1.43701 | 0.00000 | -50.63 | 8234.88 |
| 53 | 2010.01.15 22:00 | buy | 27 | 0.82 | 1.43807 | 1.43576 | 0.00000 | ||
| 54 | 2010.01.15 22:57 | close at stop | 27 | 0.82 | 1.43843 | 1.43576 | 0.00000 | 29.52 | 8264.40 |