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=3; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1428.20 | Gross profit | 8450.60 | Gross loss | -9878.80 |
Profit factor | 0.86 | Expected payoff | -21.97 | ||
Absolute drawdown | 2428.40 | Maximal drawdown | 4147.40 (35.39%) | Relative drawdown | 35.39% (4147.40) |
Total trades | 65 | Short positions (won %) | 41 (24.39%) | Long positions (won %) | 24 (20.83%) |
Profit trades (% of total) | 15 (23.08%) | Loss trades (% of total) | 50 (76.92%) | ||
Largest | profit trade | 1720.80 | loss trade | -1018.00 | |
Average | profit trade | 563.37 | loss trade | -197.58 | |
Maximum | consecutive wins (profit in money) | 2 (1949.80) | consecutive losses (loss in money) | 10 (-2192.40) | |
Maximal | consecutive profit (count of wins) | 1949.80 (2) | consecutive loss (count of losses) | -2192.40 (10) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50352 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 04:00 | close | 1 | 1.00 | 1.50156 | 0.00000 | 0.00000 | -196.00 | 9804.00 |
3 | 2009.12.01 05:00 | buy | 2 | 1.00 | 1.50145 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 07:00 | close | 2 | 1.00 | 1.50001 | 0.00000 | 0.00000 | -144.00 | 9660.00 |
5 | 2009.12.01 10:00 | buy | 3 | 1.00 | 1.50684 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 22:00 | close | 3 | 1.00 | 1.50841 | 0.00000 | 0.00000 | 157.00 | 9817.00 |
7 | 2009.12.02 05:00 | buy | 4 | 1.00 | 1.50914 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 06:00 | close | 4 | 1.00 | 1.50912 | 0.00000 | 0.00000 | -2.00 | 9815.00 |
9 | 2009.12.02 07:00 | buy | 5 | 1.00 | 1.50894 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 09:00 | close | 5 | 1.00 | 1.50867 | 0.00000 | 0.00000 | -27.00 | 9788.00 |
11 | 2009.12.02 12:00 | buy | 6 | 1.00 | 1.51034 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 13:00 | close | 6 | 1.00 | 1.50849 | 0.00000 | 0.00000 | -185.00 | 9603.00 |
13 | 2009.12.02 18:00 | sell | 7 | 1.00 | 1.50580 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 01:00 | close | 7 | 1.00 | 1.50672 | 0.00000 | 0.00000 | -93.20 | 9509.80 |
15 | 2009.12.03 04:00 | buy | 8 | 1.00 | 1.50881 | 0.00000 | 0.00000 | ||
16 | 2009.12.03 06:00 | close | 8 | 1.00 | 1.50866 | 0.00000 | 0.00000 | -15.00 | 9494.80 |
17 | 2009.12.03 08:00 | buy | 9 | 1.00 | 1.51068 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 15:00 | close | 9 | 1.00 | 1.50890 | 0.00000 | 0.00000 | -178.00 | 9316.80 |
19 | 2009.12.03 23:00 | sell | 10 | 1.00 | 1.50510 | 0.00000 | 0.00000 | ||
20 | 2009.12.04 08:00 | close | 10 | 1.00 | 1.50698 | 0.00000 | 0.00000 | -188.40 | 9128.40 |
21 | 2009.12.04 15:00 | sell | 11 | 1.00 | 1.49426 | 0.00000 | 0.00000 | ||
22 | 2009.12.07 02:00 | close | 11 | 1.00 | 1.48777 | 0.00000 | 0.00000 | 648.60 | 9777.00 |
23 | 2009.12.07 09:00 | sell | 12 | 1.00 | 1.48752 | 0.00000 | 0.00000 | ||
24 | 2009.12.07 15:00 | close | 12 | 1.00 | 1.48013 | 0.00000 | 0.00000 | 739.00 | 10516.00 |
25 | 2009.12.08 09:00 | sell | 13 | 1.00 | 1.47952 | 0.00000 | 0.00000 | ||
26 | 2009.12.08 11:00 | close | 13 | 1.00 | 1.48452 | 0.00000 | 0.00000 | -500.00 | 10016.00 |
27 | 2009.12.08 13:00 | sell | 14 | 1.00 | 1.47935 | 0.00000 | 0.00000 | ||
28 | 2009.12.09 07:00 | close | 14 | 1.00 | 1.47303 | 0.00000 | 0.00000 | 631.60 | 10647.60 |
29 | 2009.12.09 08:00 | sell | 15 | 1.00 | 1.46986 | 0.00000 | 0.00000 | ||
30 | 2009.12.09 10:00 | close | 15 | 1.00 | 1.47434 | 0.00000 | 0.00000 | -448.00 | 10199.60 |
31 | 2009.12.09 20:00 | sell | 16 | 1.00 | 1.46801 | 0.00000 | 0.00000 | ||
32 | 2009.12.09 21:00 | close | 16 | 1.00 | 1.47161 | 0.00000 | 0.00000 | -360.00 | 9839.60 |
33 | 2009.12.10 16:00 | buy | 17 | 1.00 | 1.47429 | 0.00000 | 0.00000 | ||
34 | 2009.12.10 17:00 | close | 17 | 1.00 | 1.47195 | 0.00000 | 0.00000 | -234.00 | 9605.60 |
35 | 2009.12.10 20:00 | sell | 18 | 1.00 | 1.47151 | 0.00000 | 0.00000 | ||
36 | 2009.12.10 21:00 | close | 18 | 1.00 | 1.47196 | 0.00000 | 0.00000 | -45.00 | 9560.60 |
37 | 2009.12.11 04:00 | sell | 19 | 1.00 | 1.47207 | 0.00000 | 0.00000 | ||
38 | 2009.12.11 05:00 | close | 19 | 1.00 | 1.47274 | 0.00000 | 0.00000 | -67.00 | 9493.60 |
39 | 2009.12.11 09:00 | sell | 20 | 1.00 | 1.47219 | 0.00000 | 0.00000 | ||
40 | 2009.12.11 10:00 | close | 20 | 1.00 | 1.47404 | 0.00000 | 0.00000 | -185.00 | 9308.60 |
41 | 2009.12.11 11:00 | buy | 21 | 1.00 | 1.47534 | 0.00000 | 0.00000 | ||
42 | 2009.12.11 15:00 | close | 21 | 1.00 | 1.47070 | 0.00000 | 0.00000 | -464.00 | 8844.60 |
43 | 2009.12.11 16:00 | sell | 22 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
44 | 2009.12.14 06:00 | close | 22 | 1.00 | 1.46594 | 0.00000 | 0.00000 | -61.40 | 8783.20 |
45 | 2009.12.14 12:00 | sell | 23 | 1.00 | 1.46258 | 0.00000 | 0.00000 | ||
46 | 2009.12.14 17:00 | close | 23 | 1.00 | 1.46523 | 0.00000 | 0.00000 | -265.00 | 8518.20 |
47 | 2009.12.15 04:00 | sell | 24 | 1.00 | 1.46478 | 0.00000 | 0.00000 | ||
48 | 2009.12.15 06:00 | close | 24 | 1.00 | 1.46541 | 0.00000 | 0.00000 | -63.00 | 8455.20 |
49 | 2009.12.15 07:00 | sell | 25 | 1.00 | 1.46374 | 0.00000 | 0.00000 | ||
50 | 2009.12.15 22:00 | close | 25 | 1.00 | 1.45363 | 0.00000 | 0.00000 | 1011.00 | 9466.20 |
51 | 2009.12.16 05:00 | sell | 26 | 1.00 | 1.45302 | 0.00000 | 0.00000 | ||
52 | 2009.12.16 08:00 | close | 26 | 1.00 | 1.45513 | 0.00000 | 0.00000 | -211.00 | 9255.20 |
53 | 2009.12.16 21:00 | sell | 27 | 1.00 | 1.45148 | 0.00000 | 0.00000 | ||
54 | 2009.12.17 20:00 | close | 27 | 1.00 | 1.43426 | 0.00000 | 0.00000 | 1720.80 | 10976.00 |
55 | 2009.12.18 14:00 | sell | 28 | 1.00 | 1.43356 | 0.00000 | 0.00000 | ||
56 | 2009.12.18 19:00 | close | 28 | 1.00 | 1.43127 | 0.00000 | 0.00000 | 229.00 | 11205.00 |
57 | 2009.12.21 10:00 | sell | 29 | 1.00 | 1.42914 | 0.00000 | 0.00000 | ||
58 | 2009.12.21 12:00 | close | 29 | 1.00 | 1.43384 | 0.00000 | 0.00000 | -470.00 | 10735.00 |
59 | 2009.12.21 17:00 | sell | 30 | 1.00 | 1.43120 | 0.00000 | 0.00000 | ||
60 | 2009.12.21 19:00 | close | 30 | 1.00 | 1.43123 | 0.00000 | 0.00000 | -3.00 | 10732.00 |
61 | 2009.12.21 20:00 | sell | 31 | 1.00 | 1.42940 | 0.00000 | 0.00000 | ||
62 | 2009.12.22 02:00 | close | 31 | 1.00 | 1.42915 | 0.00000 | 0.00000 | 24.60 | 10756.60 |
63 | 2009.12.22 14:00 | sell | 32 | 1.00 | 1.42729 | 0.00000 | 0.00000 | ||
64 | 2009.12.22 15:00 | close | 32 | 1.00 | 1.43097 | 0.00000 | 0.00000 | -368.00 | 10388.60 |
65 | 2009.12.22 17:00 | sell | 33 | 1.00 | 1.42309 | 0.00000 | 0.00000 | ||
66 | 2009.12.22 19:00 | close | 33 | 1.00 | 1.42754 | 0.00000 | 0.00000 | -445.00 | 9943.60 |
67 | 2009.12.23 00:00 | sell | 34 | 1.00 | 1.42533 | 0.00000 | 0.00000 | ||
68 | 2009.12.23 03:00 | close | 34 | 1.00 | 1.42723 | 0.00000 | 0.00000 | -190.00 | 9753.60 |
69 | 2009.12.23 11:00 | sell | 35 | 1.00 | 1.42453 | 0.00000 | 0.00000 | ||
70 | 2009.12.23 13:00 | close | 35 | 1.00 | 1.42505 | 0.00000 | 0.00000 | -52.00 | 9701.60 |
71 | 2009.12.23 15:00 | buy | 36 | 1.00 | 1.42812 | 0.00000 | 0.00000 | ||
72 | 2009.12.24 16:00 | close | 36 | 1.00 | 1.43651 | 0.00000 | 0.00000 | 839.60 | 10541.20 |
73 | 2009.12.28 13:00 | buy | 37 | 1.00 | 1.44055 | 0.00000 | 0.00000 | ||
74 | 2009.12.28 15:00 | close | 37 | 1.00 | 1.44008 | 0.00000 | 0.00000 | -47.00 | 10494.20 |
75 | 2009.12.29 02:00 | sell | 38 | 1.00 | 1.43616 | 0.00000 | 0.00000 | ||
76 | 2009.12.29 06:00 | close | 38 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -121.00 | 10373.20 |
77 | 2009.12.29 09:00 | buy | 39 | 1.00 | 1.44174 | 0.00000 | 0.00000 | ||
78 | 2009.12.29 17:00 | close | 39 | 1.00 | 1.44049 | 0.00000 | 0.00000 | -125.00 | 10248.20 |
79 | 2009.12.29 18:00 | sell | 40 | 1.00 | 1.43539 | 0.00000 | 0.00000 | ||
80 | 2009.12.29 20:00 | close | 40 | 1.00 | 1.43606 | 0.00000 | 0.00000 | -67.00 | 10181.20 |
81 | 2009.12.29 21:00 | sell | 41 | 1.00 | 1.43517 | 0.00000 | 0.00000 | ||
82 | 2009.12.30 07:00 | close | 41 | 1.00 | 1.43249 | 0.00000 | 0.00000 | 267.60 | 10448.80 |
83 | 2009.12.30 15:00 | sell | 42 | 1.00 | 1.43218 | 0.00000 | 0.00000 | ||
84 | 2009.12.30 19:00 | close | 42 | 1.00 | 1.43384 | 0.00000 | 0.00000 | -166.00 | 10282.80 |
85 | 2009.12.31 08:00 | buy | 43 | 1.00 | 1.44395 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 15:00 | close | 43 | 1.00 | 1.43989 | 0.00000 | 0.00000 | -406.00 | 9876.80 |
87 | 2010.01.04 00:00 | sell | 44 | 1.00 | 1.43261 | 0.00000 | 0.00000 | ||
88 | 2010.01.04 10:00 | close | 44 | 1.00 | 1.43378 | 0.00000 | 0.00000 | -117.00 | 9759.80 |
89 | 2010.01.04 15:00 | buy | 45 | 1.00 | 1.44232 | 0.00000 | 0.00000 | ||
90 | 2010.01.04 17:00 | close | 45 | 1.00 | 1.44381 | 0.00000 | 0.00000 | 149.00 | 9908.80 |
91 | 2010.01.05 02:00 | buy | 46 | 1.00 | 1.44189 | 0.00000 | 0.00000 | ||
92 | 2010.01.05 04:00 | close | 46 | 1.00 | 1.44142 | 0.00000 | 0.00000 | -47.00 | 9861.80 |
93 | 2010.01.05 05:00 | buy | 47 | 1.00 | 1.44231 | 0.00000 | 0.00000 | ||
94 | 2010.01.05 10:00 | close | 47 | 1.00 | 1.44186 | 0.00000 | 0.00000 | -45.00 | 9816.80 |
95 | 2010.01.05 20:00 | sell | 48 | 1.00 | 1.43620 | 0.00000 | 0.00000 | ||
96 | 2010.01.05 22:00 | close | 48 | 1.00 | 1.43682 | 0.00000 | 0.00000 | -62.00 | 9754.80 |
97 | 2010.01.05 23:00 | sell | 49 | 1.00 | 1.43655 | 0.00000 | 0.00000 | ||
98 | 2010.01.06 11:00 | close | 49 | 1.00 | 1.43778 | 0.00000 | 0.00000 | -123.40 | 9631.40 |
99 | 2010.01.06 21:00 | buy | 50 | 1.00 | 1.44084 | 0.00000 | 0.00000 | ||
100 | 2010.01.07 00:00 | close | 50 | 1.00 | 1.43999 | 0.00000 | 0.00000 | -84.40 | 9547.00 |
101 | 2010.01.07 02:00 | buy | 51 | 1.00 | 1.44237 | 0.00000 | 0.00000 | ||
102 | 2010.01.07 04:00 | close | 51 | 1.00 | 1.44034 | 0.00000 | 0.00000 | -203.00 | 9344.00 |
103 | 2010.01.07 14:00 | sell | 52 | 1.00 | 1.43176 | 0.00000 | 0.00000 | ||
104 | 2010.01.07 16:00 | close | 52 | 1.00 | 1.43193 | 0.00000 | 0.00000 | -17.00 | 9327.00 |
105 | 2010.01.07 17:00 | sell | 53 | 1.00 | 1.43262 | 0.00000 | 0.00000 | ||
106 | 2010.01.08 01:00 | close | 53 | 1.00 | 1.43175 | 0.00000 | 0.00000 | 86.60 | 9413.60 |
107 | 2010.01.08 07:00 | sell | 54 | 1.00 | 1.42932 | 0.00000 | 0.00000 | ||
108 | 2010.01.08 09:00 | close | 54 | 1.00 | 1.43185 | 0.00000 | 0.00000 | -253.00 | 9160.60 |
109 | 2010.01.08 12:00 | sell | 55 | 1.00 | 1.43015 | 0.00000 | 0.00000 | ||
110 | 2010.01.08 15:00 | close | 55 | 1.00 | 1.44033 | 0.00000 | 0.00000 | -1018.00 | 8142.60 |
111 | 2010.01.08 16:00 | buy | 56 | 1.00 | 1.43564 | 0.00000 | 0.00000 | ||
112 | 2010.01.08 17:00 | close | 56 | 1.00 | 1.43248 | 0.00000 | 0.00000 | -316.00 | 7826.60 |
113 | 2010.01.08 19:00 | buy | 57 | 1.00 | 1.43932 | 0.00000 | 0.00000 | ||
114 | 2010.01.11 09:00 | close | 57 | 1.00 | 1.44870 | 0.00000 | 0.00000 | 938.20 | 8764.80 |
115 | 2010.01.11 10:00 | buy | 58 | 1.00 | 1.45190 | 0.00000 | 0.00000 | ||
116 | 2010.01.11 15:00 | close | 58 | 1.00 | 1.45306 | 0.00000 | 0.00000 | 116.00 | 8880.80 |
117 | 2010.01.12 04:00 | sell | 59 | 1.00 | 1.44887 | 0.00000 | 0.00000 | ||
118 | 2010.01.12 07:00 | close | 59 | 1.00 | 1.44951 | 0.00000 | 0.00000 | -64.00 | 8816.80 |
119 | 2010.01.13 01:00 | sell | 60 | 1.00 | 1.44757 | 0.00000 | 0.00000 | ||
120 | 2010.01.13 06:00 | close | 60 | 1.00 | 1.44885 | 0.00000 | 0.00000 | -128.00 | 8688.80 |
121 | 2010.01.13 13:00 | buy | 61 | 1.00 | 1.45465 | 0.00000 | 0.00000 | ||
122 | 2010.01.13 17:00 | close | 61 | 1.00 | 1.45078 | 0.00000 | 0.00000 | -387.00 | 8301.80 |
123 | 2010.01.14 07:00 | buy | 62 | 1.00 | 1.45516 | 0.00000 | 0.00000 | ||
124 | 2010.01.14 09:00 | close | 62 | 1.00 | 1.45320 | 0.00000 | 0.00000 | -196.00 | 8105.80 |
125 | 2010.01.14 12:00 | sell | 63 | 1.00 | 1.45051 | 0.00000 | 0.00000 | ||
126 | 2010.01.14 15:00 | close | 63 | 1.00 | 1.45087 | 0.00000 | 0.00000 | -36.00 | 8069.80 |
127 | 2010.01.14 16:00 | sell | 64 | 1.00 | 1.44723 | 0.00000 | 0.00000 | ||
128 | 2010.01.14 20:00 | close | 64 | 1.00 | 1.45113 | 0.00000 | 0.00000 | -390.00 | 7679.80 |
129 | 2010.01.15 02:00 | sell | 65 | 1.00 | 1.44742 | 0.00000 | 0.00000 | ||
130 | 2010.01.15 22:57 | close at stop | 65 | 1.00 | 1.43850 | 0.00000 | 0.00000 | 892.00 | 8571.80 |