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=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9672.00 | Gross profit | 7841.70 | Gross loss | -17513.70 |
Profit factor | 0.45 | Expected payoff | -293.09 | ||
Absolute drawdown | 9672.00 | Maximal drawdown | 16439.10 (98.04%) | Relative drawdown | 98.04% (16439.10) |
Total trades | 33 | Short positions (won %) | 16 (12.50%) | Long positions (won %) | 17 (11.76%) |
Profit trades (% of total) | 4 (12.12%) | Loss trades (% of total) | 29 (87.88%) | ||
Largest | profit trade | 5995.80 | loss trade | -751.20 | |
Average | profit trade | 1960.43 | loss trade | -603.92 | |
Maximum | consecutive wins (profit in money) | 1 (5995.80) | consecutive losses (loss in money) | 10 (-6481.20) | |
Maximal | consecutive profit (count of wins) | 5995.80 (1) | consecutive loss (count of losses) | -6481.20 (10) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 3.00 | 1.50365 | 1.50115 | 0.00000 | ||
2 | 2009.12.01 01:50 | s/l | 1 | 3.00 | 1.50115 | 1.50115 | 0.00000 | -750.00 | 9250.00 |
3 | 2009.12.01 01:50 | buy | 2 | 3.00 | 1.50102 | 1.49852 | 0.00000 | ||
4 | 2009.12.01 06:15 | s/l | 2 | 3.00 | 1.49852 | 1.49852 | 0.00000 | -750.00 | 8500.00 |
5 | 2009.12.01 07:00 | sell | 3 | 3.00 | 1.50001 | 1.50251 | 0.00000 | ||
6 | 2009.12.01 08:00 | close | 3 | 3.00 | 1.50218 | 1.50251 | 0.00000 | -651.00 | 7849.00 |
7 | 2009.12.01 08:00 | buy | 4 | 3.00 | 1.50218 | 1.49968 | 0.00000 | ||
8 | 2009.12.02 15:00 | close | 4 | 3.00 | 1.50750 | 1.49968 | 0.00000 | 1596.90 | 9445.90 |
9 | 2009.12.02 15:00 | sell | 5 | 3.00 | 1.50750 | 1.51000 | 0.00000 | ||
10 | 2009.12.03 03:00 | close | 5 | 3.00 | 1.50803 | 1.51000 | 0.00000 | -162.60 | 9283.30 |
11 | 2009.12.03 03:00 | buy | 6 | 3.00 | 1.50803 | 1.50553 | 0.00000 | ||
12 | 2009.12.03 16:00 | close | 6 | 3.00 | 1.50770 | 1.50553 | 0.00000 | -99.00 | 9184.30 |
13 | 2009.12.03 16:00 | sell | 7 | 3.00 | 1.50770 | 1.51020 | 0.00000 | ||
14 | 2009.12.03 17:20 | s/l | 7 | 3.00 | 1.51020 | 1.51020 | 0.00000 | -750.00 | 8434.30 |
15 | 2009.12.04 09:00 | buy | 8 | 3.00 | 1.50864 | 1.50614 | 0.00000 | ||
16 | 2009.12.04 10:20 | s/l | 8 | 3.00 | 1.50614 | 1.50614 | 0.00000 | -750.00 | 7684.30 |
17 | 2009.12.04 12:00 | sell | 9 | 3.00 | 1.50605 | 1.50855 | 0.00000 | ||
18 | 2009.12.07 20:00 | close | 9 | 3.00 | 1.48606 | 1.50855 | 0.00000 | 5995.80 | 13680.10 |
19 | 2009.12.07 20:00 | buy | 10 | 3.00 | 1.48606 | 1.48356 | 0.00000 | ||
20 | 2009.12.07 20:20 | s/l | 10 | 3.00 | 1.48356 | 1.48356 | 0.00000 | -750.00 | 12930.10 |
21 | 2009.12.07 20:20 | buy | 11 | 3.00 | 1.48327 | 1.48077 | 0.00000 | ||
22 | 2009.12.07 21:00 | close | 11 | 3.00 | 1.48216 | 1.48077 | 0.00000 | -333.00 | 12597.10 |
23 | 2009.12.07 21:00 | sell | 12 | 3.00 | 1.48216 | 1.48466 | 0.00000 | ||
24 | 2009.12.08 00:46 | s/l | 12 | 3.00 | 1.48466 | 1.48466 | 0.00000 | -751.20 | 11845.90 |
25 | 2009.12.08 01:00 | buy | 13 | 3.00 | 1.48397 | 1.48147 | 0.00000 | ||
26 | 2009.12.08 08:20 | s/l | 13 | 3.00 | 1.48147 | 1.48147 | 0.00000 | -750.00 | 11095.90 |
27 | 2009.12.08 09:00 | sell | 14 | 3.00 | 1.47952 | 1.48202 | 0.00000 | ||
28 | 2009.12.08 09:45 | s/l | 14 | 3.00 | 1.48202 | 1.48202 | 0.00000 | -750.00 | 10345.90 |
29 | 2009.12.08 09:45 | sell | 15 | 3.00 | 1.48233 | 1.48483 | 0.00000 | ||
30 | 2009.12.08 10:50 | s/l | 15 | 3.00 | 1.48483 | 1.48483 | 0.00000 | -750.00 | 9595.90 |
31 | 2009.12.09 10:00 | buy | 16 | 3.00 | 1.47447 | 1.47197 | 0.00000 | ||
32 | 2009.12.09 13:50 | s/l | 16 | 3.00 | 1.47197 | 1.47197 | 0.00000 | -750.00 | 8845.90 |
33 | 2009.12.09 16:00 | sell | 17 | 3.00 | 1.47127 | 1.47377 | 0.00000 | ||
34 | 2009.12.09 16:45 | s/l | 17 | 3.00 | 1.47377 | 1.47377 | 0.00000 | -750.00 | 8095.90 |
35 | 2009.12.09 16:45 | sell | 18 | 3.00 | 1.47419 | 1.47669 | 0.00000 | ||
36 | 2009.12.09 17:00 | close | 18 | 3.00 | 1.47468 | 1.47669 | 0.00000 | -147.00 | 7948.90 |
37 | 2009.12.09 17:00 | buy | 19 | 3.00 | 1.47468 | 1.47218 | 0.00000 | ||
38 | 2009.12.09 17:20 | s/l | 19 | 3.00 | 1.47218 | 1.47218 | 0.00000 | -750.00 | 7198.90 |
39 | 2009.12.09 17:20 | buy | 20 | 3.00 | 1.47202 | 1.46952 | 0.00000 | ||
40 | 2009.12.09 18:00 | close | 20 | 3.00 | 1.47237 | 1.46952 | 0.00000 | 105.00 | 7303.90 |
41 | 2009.12.09 18:00 | sell | 21 | 3.00 | 1.47237 | 1.47487 | 0.00000 | ||
42 | 2009.12.10 00:00 | close | 21 | 3.00 | 1.47400 | 1.47487 | 0.00000 | -492.60 | 6811.30 |
43 | 2009.12.10 00:00 | buy | 22 | 3.00 | 1.47400 | 1.47150 | 0.00000 | ||
44 | 2009.12.10 05:20 | s/l | 22 | 3.00 | 1.47150 | 1.47150 | 0.00000 | -750.00 | 6061.30 |
45 | 2009.12.10 06:00 | sell | 23 | 3.00 | 1.47112 | 1.47362 | 0.00000 | ||
46 | 2009.12.10 08:16 | s/l | 23 | 3.00 | 1.47362 | 1.47362 | 0.00000 | -750.00 | 5311.30 |
47 | 2009.12.10 12:00 | buy | 24 | 3.00 | 1.47428 | 1.47178 | 0.00000 | ||
48 | 2009.12.10 16:20 | s/l | 24 | 3.00 | 1.47178 | 1.47178 | 0.00000 | -750.00 | 4561.30 |
49 | 2009.12.10 18:00 | sell | 25 | 3.00 | 1.47142 | 1.47392 | 0.00000 | ||
50 | 2009.12.10 23:00 | close | 25 | 3.00 | 1.47330 | 1.47392 | 0.00000 | -564.00 | 3997.30 |
51 | 2009.12.10 23:00 | buy | 26 | 3.00 | 1.47330 | 1.47080 | 0.00000 | ||
52 | 2009.12.11 04:00 | close | 26 | 3.00 | 1.47207 | 1.47080 | 0.00000 | -368.10 | 3629.20 |
53 | 2009.12.11 04:00 | sell | 27 | 3.00 | 1.47207 | 1.47457 | 0.00000 | ||
54 | 2009.12.11 05:00 | close | 27 | 3.00 | 1.47287 | 1.47457 | 0.00000 | -240.00 | 3389.20 |
55 | 2009.12.11 05:00 | buy | 28 | 3.00 | 1.47287 | 1.47037 | 0.00000 | ||
56 | 2009.12.11 09:00 | close | 28 | 3.00 | 1.47219 | 1.47037 | 0.00000 | -204.00 | 3185.20 |
57 | 2009.12.11 09:00 | sell | 29 | 3.00 | 1.47219 | 1.47469 | 0.00000 | ||
58 | 2009.12.11 09:45 | s/l | 29 | 3.00 | 1.47469 | 1.47469 | 0.00000 | -750.00 | 2435.20 |
59 | 2009.12.11 09:45 | sell | 30 | 3.00 | 1.47465 | 1.47715 | 0.00000 | ||
60 | 2009.12.11 10:00 | close | 30 | 3.00 | 1.47417 | 1.47715 | 0.00000 | 144.00 | 2579.20 |
61 | 2009.12.11 10:00 | buy | 31 | 3.00 | 1.47417 | 1.47167 | 0.00000 | ||
62 | 2009.12.11 14:59 | s/l | 31 | 3.00 | 1.47167 | 1.47167 | 0.00000 | -750.00 | 1829.20 |
63 | 2009.12.11 16:00 | sell | 32 | 3.00 | 1.46533 | 1.46783 | 0.00000 | ||
64 | 2009.12.14 05:50 | s/l | 32 | 3.00 | 1.46783 | 1.46783 | 0.00000 | -751.20 | 1078.00 |
65 | 2009.12.14 07:00 | buy | 33 | 3.00 | 1.46777 | 1.46527 | 0.00000 | ||
66 | 2009.12.14 09:20 | s/l | 33 | 3.00 | 1.46527 | 1.46527 | 0.00000 | -750.00 | 328.00 |