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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -869.40 | Gross profit | 9071.60 | Gross loss | -9941.00 |
Profit factor | 0.91 | Expected payoff | -16.10 | ||
Absolute drawdown | 2510.60 | Maximal drawdown | 3597.00 (32.45%) | Relative drawdown | 32.45% (3597.00) |
Total trades | 54 | Short positions (won %) | 31 (38.71%) | Long positions (won %) | 23 (39.13%) |
Profit trades (% of total) | 21 (38.89%) | Loss trades (% of total) | 33 (61.11%) | ||
Largest | profit trade | 1644.40 | loss trade | -1021.00 | |
Average | profit trade | 431.98 | loss trade | -301.24 | |
Maximum | consecutive wins (profit in money) | 3 (423.40) | consecutive losses (loss in money) | 7 (-1872.40) | |
Maximal | consecutive profit (count of wins) | 1644.40 (1) | consecutive loss (count of losses) | -1872.40 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50355 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 02:00 | close | 1 | 1.00 | 1.50093 | 0.00000 | 0.00000 | -262.00 | 9738.00 |
3 | 2009.12.01 09:00 | buy | 2 | 1.00 | 1.50277 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 23:00 | close | 2 | 1.00 | 1.50796 | 0.00000 | 0.00000 | 519.00 | 10257.00 |
5 | 2009.12.02 10:00 | buy | 3 | 1.00 | 1.50952 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 13:00 | close | 3 | 1.00 | 1.50849 | 0.00000 | 0.00000 | -103.00 | 10154.00 |
7 | 2009.12.02 18:00 | sell | 4 | 1.00 | 1.50580 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 01:00 | close | 4 | 1.00 | 1.50675 | 0.00000 | 0.00000 | -96.20 | 10057.80 |
9 | 2009.12.03 04:00 | buy | 5 | 1.00 | 1.50884 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 15:00 | close | 5 | 1.00 | 1.50890 | 0.00000 | 0.00000 | 6.00 | 10063.80 |
11 | 2009.12.03 16:00 | sell | 6 | 1.00 | 1.50770 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 08:00 | close | 6 | 1.00 | 1.50701 | 0.00000 | 0.00000 | 68.60 | 10132.40 |
13 | 2009.12.04 09:00 | buy | 7 | 1.00 | 1.50854 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 12:00 | close | 7 | 1.00 | 1.50605 | 0.00000 | 0.00000 | -249.00 | 9883.40 |
15 | 2009.12.04 15:00 | sell | 8 | 1.00 | 1.49426 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 05:00 | close | 8 | 1.00 | 1.48906 | 0.00000 | 0.00000 | 519.60 | 10403.00 |
17 | 2009.12.07 10:00 | sell | 9 | 1.00 | 1.47670 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 19:00 | close | 9 | 1.00 | 1.48483 | 0.00000 | 0.00000 | -813.00 | 9590.00 |
19 | 2009.12.08 09:00 | sell | 10 | 1.00 | 1.47952 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 11:00 | close | 10 | 1.00 | 1.48455 | 0.00000 | 0.00000 | -503.00 | 9087.00 |
21 | 2009.12.08 13:00 | sell | 11 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 04:00 | close | 11 | 1.00 | 1.47335 | 0.00000 | 0.00000 | 599.60 | 9686.60 |
23 | 2009.12.09 16:00 | sell | 12 | 1.00 | 1.47127 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 17:00 | close | 12 | 1.00 | 1.47458 | 0.00000 | 0.00000 | -331.00 | 9355.60 |
25 | 2009.12.09 19:00 | sell | 13 | 1.00 | 1.46942 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 22:00 | close | 13 | 1.00 | 1.47307 | 0.00000 | 0.00000 | -365.00 | 8990.60 |
27 | 2009.12.10 07:00 | sell | 14 | 1.00 | 1.47011 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 12:00 | close | 14 | 1.00 | 1.47418 | 0.00000 | 0.00000 | -407.00 | 8583.60 |
29 | 2009.12.10 15:00 | buy | 15 | 1.00 | 1.47406 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 17:00 | close | 15 | 1.00 | 1.47195 | 0.00000 | 0.00000 | -211.00 | 8372.60 |
31 | 2009.12.11 07:00 | buy | 16 | 1.00 | 1.47382 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 08:00 | close | 16 | 1.00 | 1.47225 | 0.00000 | 0.00000 | -157.00 | 8215.60 |
33 | 2009.12.11 10:00 | buy | 17 | 1.00 | 1.47407 | 0.00000 | 0.00000 | ||
34 | 2009.12.11 15:00 | close | 17 | 1.00 | 1.47070 | 0.00000 | 0.00000 | -337.00 | 7878.60 |
35 | 2009.12.11 16:00 | sell | 18 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
36 | 2009.12.14 06:00 | close | 18 | 1.00 | 1.46597 | 0.00000 | 0.00000 | -64.40 | 7814.20 |
37 | 2009.12.15 07:00 | sell | 19 | 1.00 | 1.46374 | 0.00000 | 0.00000 | ||
38 | 2009.12.16 00:00 | close | 19 | 1.00 | 1.45377 | 0.00000 | 0.00000 | 996.60 | 8810.80 |
39 | 2009.12.16 09:00 | sell | 20 | 1.00 | 1.45182 | 0.00000 | 0.00000 | ||
40 | 2009.12.16 10:00 | close | 20 | 1.00 | 1.45479 | 0.00000 | 0.00000 | -297.00 | 8513.80 |
41 | 2009.12.16 16:00 | buy | 21 | 1.00 | 1.45777 | 0.00000 | 0.00000 | ||
42 | 2009.12.16 19:00 | close | 21 | 1.00 | 1.45366 | 0.00000 | 0.00000 | -411.00 | 8102.80 |
43 | 2009.12.16 21:00 | sell | 22 | 1.00 | 1.45148 | 0.00000 | 0.00000 | ||
44 | 2009.12.18 00:00 | close | 22 | 1.00 | 1.43502 | 0.00000 | 0.00000 | 1644.40 | 9747.20 |
45 | 2009.12.18 14:00 | sell | 23 | 1.00 | 1.43356 | 0.00000 | 0.00000 | ||
46 | 2009.12.21 04:00 | close | 23 | 1.00 | 1.43437 | 0.00000 | 0.00000 | -81.40 | 9665.80 |
47 | 2009.12.21 10:00 | sell | 24 | 1.00 | 1.42914 | 0.00000 | 0.00000 | ||
48 | 2009.12.21 12:00 | close | 24 | 1.00 | 1.43387 | 0.00000 | 0.00000 | -473.00 | 9192.80 |
49 | 2009.12.21 14:00 | buy | 25 | 1.00 | 1.43593 | 0.00000 | 0.00000 | ||
50 | 2009.12.21 16:00 | close | 25 | 1.00 | 1.43332 | 0.00000 | 0.00000 | -261.00 | 8931.80 |
51 | 2009.12.21 17:00 | sell | 26 | 1.00 | 1.43120 | 0.00000 | 0.00000 | ||
52 | 2009.12.22 06:00 | close | 26 | 1.00 | 1.42943 | 0.00000 | 0.00000 | 176.60 | 9108.40 |
53 | 2009.12.22 10:00 | buy | 27 | 1.00 | 1.43217 | 0.00000 | 0.00000 | ||
54 | 2009.12.22 13:00 | close | 27 | 1.00 | 1.42810 | 0.00000 | 0.00000 | -407.00 | 8701.40 |
55 | 2009.12.22 14:00 | sell | 28 | 1.00 | 1.42729 | 0.00000 | 0.00000 | ||
56 | 2009.12.22 15:00 | close | 28 | 1.00 | 1.43100 | 0.00000 | 0.00000 | -371.00 | 8330.40 |
57 | 2009.12.22 16:00 | sell | 29 | 1.00 | 1.42820 | 0.00000 | 0.00000 | ||
58 | 2009.12.23 03:00 | close | 29 | 1.00 | 1.42726 | 0.00000 | 0.00000 | 93.60 | 8424.00 |
59 | 2009.12.23 11:00 | sell | 30 | 1.00 | 1.42453 | 0.00000 | 0.00000 | ||
60 | 2009.12.23 12:00 | close | 30 | 1.00 | 1.42569 | 0.00000 | 0.00000 | -116.00 | 8308.00 |
61 | 2009.12.23 13:00 | sell | 31 | 1.00 | 1.42498 | 0.00000 | 0.00000 | ||
62 | 2009.12.23 14:00 | close | 31 | 1.00 | 1.42816 | 0.00000 | 0.00000 | -318.00 | 7990.00 |
63 | 2009.12.23 15:00 | buy | 32 | 1.00 | 1.42815 | 0.00000 | 0.00000 | ||
64 | 2009.12.24 06:00 | close | 32 | 1.00 | 1.43360 | 0.00000 | 0.00000 | 545.60 | 8535.60 |
65 | 2009.12.24 08:00 | buy | 33 | 1.00 | 1.43598 | 0.00000 | 0.00000 | ||
66 | 2009.12.24 16:00 | close | 33 | 1.00 | 1.43651 | 0.00000 | 0.00000 | 53.00 | 8588.60 |
67 | 2009.12.28 12:00 | buy | 34 | 1.00 | 1.43952 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 17:00 | close | 34 | 1.00 | 1.43887 | 0.00000 | 0.00000 | -65.00 | 8523.60 |
69 | 2009.12.29 02:00 | sell | 35 | 1.00 | 1.43616 | 0.00000 | 0.00000 | ||
70 | 2009.12.29 08:00 | close | 35 | 1.00 | 1.43817 | 0.00000 | 0.00000 | -201.00 | 8322.60 |
71 | 2009.12.29 09:00 | buy | 36 | 1.00 | 1.44177 | 0.00000 | 0.00000 | ||
72 | 2009.12.29 17:00 | close | 36 | 1.00 | 1.44049 | 0.00000 | 0.00000 | -128.00 | 8194.60 |
73 | 2009.12.29 18:00 | sell | 37 | 1.00 | 1.43539 | 0.00000 | 0.00000 | ||
74 | 2009.12.30 08:00 | close | 37 | 1.00 | 1.43407 | 0.00000 | 0.00000 | 131.60 | 8326.20 |
75 | 2009.12.30 16:00 | sell | 38 | 1.00 | 1.42973 | 0.00000 | 0.00000 | ||
76 | 2009.12.30 19:00 | close | 38 | 1.00 | 1.43387 | 0.00000 | 0.00000 | -414.00 | 7912.20 |
77 | 2009.12.31 02:00 | buy | 39 | 1.00 | 1.43542 | 0.00000 | 0.00000 | ||
78 | 2009.12.31 16:00 | close | 39 | 1.00 | 1.43688 | 0.00000 | 0.00000 | 146.00 | 8058.20 |
79 | 2009.12.31 17:00 | sell | 40 | 1.00 | 1.43465 | 0.00000 | 0.00000 | ||
80 | 2010.01.04 10:00 | close | 40 | 1.00 | 1.43381 | 0.00000 | 0.00000 | 83.20 | 8141.40 |
81 | 2010.01.04 11:00 | buy | 41 | 1.00 | 1.43948 | 0.00000 | 0.00000 | ||
82 | 2010.01.05 04:00 | close | 41 | 1.00 | 1.44142 | 0.00000 | 0.00000 | 194.20 | 8335.60 |
83 | 2010.01.05 06:00 | buy | 42 | 1.00 | 1.44263 | 0.00000 | 0.00000 | ||
84 | 2010.01.05 10:00 | close | 42 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -77.00 | 8258.60 |
85 | 2010.01.05 18:00 | sell | 43 | 1.00 | 1.44007 | 0.00000 | 0.00000 | ||
86 | 2010.01.06 11:00 | close | 43 | 1.00 | 1.43781 | 0.00000 | 0.00000 | 225.60 | 8484.20 |
87 | 2010.01.06 17:00 | buy | 44 | 1.00 | 1.43882 | 0.00000 | 0.00000 | ||
88 | 2010.01.07 06:00 | close | 44 | 1.00 | 1.43992 | 0.00000 | 0.00000 | 110.60 | 8594.80 |
89 | 2010.01.07 08:00 | sell | 45 | 1.00 | 1.43678 | 0.00000 | 0.00000 | ||
90 | 2010.01.08 09:00 | close | 45 | 1.00 | 1.43188 | 0.00000 | 0.00000 | 489.60 | 9084.40 |
91 | 2010.01.08 12:00 | sell | 46 | 1.00 | 1.43015 | 0.00000 | 0.00000 | ||
92 | 2010.01.08 15:00 | close | 46 | 1.00 | 1.44036 | 0.00000 | 0.00000 | -1021.00 | 8063.40 |
93 | 2010.01.08 16:00 | buy | 47 | 1.00 | 1.43567 | 0.00000 | 0.00000 | ||
94 | 2010.01.11 19:00 | close | 47 | 1.00 | 1.45081 | 0.00000 | 0.00000 | 1514.20 | 9577.60 |
95 | 2010.01.12 15:00 | sell | 48 | 1.00 | 1.44703 | 0.00000 | 0.00000 | ||
96 | 2010.01.12 16:00 | close | 48 | 1.00 | 1.45087 | 0.00000 | 0.00000 | -384.00 | 9193.60 |
97 | 2010.01.12 17:00 | buy | 49 | 1.00 | 1.45390 | 0.00000 | 0.00000 | ||
98 | 2010.01.12 20:00 | close | 49 | 1.00 | 1.44970 | 0.00000 | 0.00000 | -420.00 | 8773.60 |
99 | 2010.01.13 01:00 | sell | 50 | 1.00 | 1.44757 | 0.00000 | 0.00000 | ||
100 | 2010.01.13 08:00 | close | 50 | 1.00 | 1.45034 | 0.00000 | 0.00000 | -277.00 | 8496.60 |
101 | 2010.01.13 11:00 | buy | 51 | 1.00 | 1.45013 | 0.00000 | 0.00000 | ||
102 | 2010.01.13 17:00 | close | 51 | 1.00 | 1.45078 | 0.00000 | 0.00000 | 65.00 | 8561.60 |
103 | 2010.01.14 04:00 | buy | 52 | 1.00 | 1.45462 | 0.00000 | 0.00000 | ||
104 | 2010.01.14 10:00 | close | 52 | 1.00 | 1.45210 | 0.00000 | 0.00000 | -252.00 | 8309.60 |
105 | 2010.01.14 11:00 | sell | 53 | 1.00 | 1.45048 | 0.00000 | 0.00000 | ||
106 | 2010.01.14 20:00 | close | 53 | 1.00 | 1.45116 | 0.00000 | 0.00000 | -68.00 | 8241.60 |
107 | 2010.01.15 02:00 | sell | 54 | 1.00 | 1.44742 | 0.00000 | 0.00000 | ||
108 | 2010.01.15 22:57 | close at stop | 54 | 1.00 | 1.43853 | 0.00000 | 0.00000 | 889.00 | 9130.60 |