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; m0=""Moving"; m1=""0sma,"; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; ap0=""Applied"; ap1=""0close,"; ap2="","; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; sp0=""How"; sp1="""; Fast_SlowSpreadEntry=0; sp2="""; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; UseTrailingStop=false; TrailingStopType=3; ts2=""Settings"; TrailingStop=40; ts3=""Settings"; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Slippage=10; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9198.00 | Gross profit | 7741.50 | Gross loss | -16939.50 |
Profit factor | 0.46 | Expected payoff | -287.44 | ||
Absolute drawdown | 9198.00 | Maximal drawdown | 15718.50 (95.15%) | Relative drawdown | 95.15% (15718.50) |
Total trades | 32 | Short positions (won %) | 15 (13.33%) | Long positions (won %) | 17 (11.76%) |
Profit trades (% of total) | 4 (12.50%) | Loss trades (% of total) | 28 (87.50%) | ||
Largest | profit trade | 5970.00 | loss trade | -753.00 | |
Average | profit trade | 1935.38 | loss trade | -604.98 | |
Maximum | consecutive wins (profit in money) | 1 (5970.00) | consecutive losses (loss in money) | 10 (-6729.00) | |
Maximal | consecutive profit (count of wins) | 5970.00 (1) | consecutive loss (count of losses) | -6729.00 (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 | 1.50373 | 1.50123 | 0.00000 | ||
2 | 2009.12.01 01:50 | s/l | 1 | 3.00 | 1.50123 | 1.50123 | 0.00000 | -750.00 | 9250.00 |
3 | 2009.12.01 01:50 | buy | 2 | 3.00 | 1.50110 | 1.49860 | 0.00000 | ||
4 | 2009.12.01 06:15 | s/l | 2 | 3.00 | 1.49860 | 1.49860 | 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 | 1.50226 | 1.50251 | 0.00000 | -675.00 | 7825.00 |
7 | 2009.12.01 08:00 | buy | 4 | 3.00 | 1.50226 | 1.49976 | 0.00000 | ||
8 | 2009.12.02 15:00 | close | 4 | 3.00 | 1.50750 | 1.49976 | 0.00000 | 1570.50 | 9395.50 |
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 | 1.50811 | 1.51000 | 0.00000 | -192.00 | 9203.50 |
11 | 2009.12.03 03:00 | buy | 6 | 3.00 | 1.50811 | 1.50561 | 0.00000 | ||
12 | 2009.12.03 16:00 | close | 6 | 3.00 | 1.50770 | 1.50561 | 0.00000 | -123.00 | 9080.50 |
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 | 8330.50 |
15 | 2009.12.04 09:00 | buy | 8 | 3.00 | 1.50872 | 1.50622 | 0.00000 | ||
16 | 2009.12.04 09:50 | s/l | 8 | 3.00 | 1.50622 | 1.50622 | 0.00000 | -750.00 | 7580.50 |
17 | 2009.12.04 09:50 | buy | 9 | 3.00 | 1.50644 | 1.50394 | 0.00000 | ||
18 | 2009.12.04 12:00 | close | 9 | 3.00 | 1.50605 | 1.50394 | 0.00000 | -117.00 | 7463.50 |
19 | 2009.12.04 12:00 | sell | 10 | 3.00 | 1.50605 | 1.50855 | 0.00000 | ||
20 | 2009.12.07 20:00 | close | 10 | 3.00 | 1.48614 | 1.50855 | 0.00000 | 5970.00 | 13433.50 |
21 | 2009.12.07 20:00 | buy | 11 | 3.00 | 1.48614 | 1.48364 | 0.00000 | ||
22 | 2009.12.07 20:20 | s/l | 11 | 3.00 | 1.48364 | 1.48364 | 0.00000 | -750.00 | 12683.50 |
23 | 2009.12.07 20:20 | buy | 12 | 3.00 | 1.48335 | 1.48085 | 0.00000 | ||
24 | 2009.12.07 21:00 | close | 12 | 3.00 | 1.48216 | 1.48085 | 0.00000 | -357.00 | 12326.50 |
25 | 2009.12.07 21:00 | sell | 13 | 3.00 | 1.48216 | 1.48466 | 0.00000 | ||
26 | 2009.12.08 00:46 | s/l | 13 | 3.00 | 1.48466 | 1.48466 | 0.00000 | -753.00 | 11573.50 |
27 | 2009.12.08 01:00 | buy | 14 | 3.00 | 1.48405 | 1.48155 | 0.00000 | ||
28 | 2009.12.08 08:20 | s/l | 14 | 3.00 | 1.48155 | 1.48155 | 0.00000 | -750.00 | 10823.50 |
29 | 2009.12.08 09:00 | sell | 15 | 3.00 | 1.47952 | 1.48202 | 0.00000 | ||
30 | 2009.12.08 09:40 | s/l | 15 | 3.00 | 1.48202 | 1.48202 | 0.00000 | -750.00 | 10073.50 |
31 | 2009.12.08 09:40 | sell | 16 | 3.00 | 1.48178 | 1.48428 | 0.00000 | ||
32 | 2009.12.08 10:45 | s/l | 16 | 3.00 | 1.48428 | 1.48428 | 0.00000 | -750.00 | 9323.50 |
33 | 2009.12.09 10:00 | buy | 17 | 3.00 | 1.47455 | 1.47205 | 0.00000 | ||
34 | 2009.12.09 13:50 | s/l | 17 | 3.00 | 1.47205 | 1.47205 | 0.00000 | -750.00 | 8573.50 |
35 | 2009.12.09 16:00 | sell | 18 | 3.00 | 1.47127 | 1.47377 | 0.00000 | ||
36 | 2009.12.09 16:16 | s/l | 18 | 3.00 | 1.47377 | 1.47377 | 0.00000 | -750.00 | 7823.50 |
37 | 2009.12.09 16:16 | sell | 19 | 3.00 | 1.47353 | 1.47603 | 0.00000 | ||
38 | 2009.12.09 17:00 | close | 19 | 3.00 | 1.47476 | 1.47603 | 0.00000 | -369.00 | 7454.50 |
39 | 2009.12.09 17:00 | buy | 20 | 3.00 | 1.47476 | 1.47226 | 0.00000 | ||
40 | 2009.12.09 17:20 | s/l | 20 | 3.00 | 1.47226 | 1.47226 | 0.00000 | -750.00 | 6704.50 |
41 | 2009.12.09 17:20 | buy | 21 | 3.00 | 1.47210 | 1.46960 | 0.00000 | ||
42 | 2009.12.09 18:00 | close | 21 | 3.00 | 1.47237 | 1.46960 | 0.00000 | 81.00 | 6785.50 |
43 | 2009.12.09 18:00 | sell | 22 | 3.00 | 1.47237 | 1.47487 | 0.00000 | ||
44 | 2009.12.10 00:00 | close | 22 | 3.00 | 1.47408 | 1.47487 | 0.00000 | -522.00 | 6263.50 |
45 | 2009.12.10 00:00 | buy | 23 | 3.00 | 1.47408 | 1.47158 | 0.00000 | ||
46 | 2009.12.10 05:20 | s/l | 23 | 3.00 | 1.47158 | 1.47158 | 0.00000 | -750.00 | 5513.50 |
47 | 2009.12.10 06:00 | sell | 24 | 3.00 | 1.47112 | 1.47362 | 0.00000 | ||
48 | 2009.12.10 08:16 | s/l | 24 | 3.00 | 1.47362 | 1.47362 | 0.00000 | -750.00 | 4763.50 |
49 | 2009.12.10 12:00 | buy | 25 | 3.00 | 1.47436 | 1.47186 | 0.00000 | ||
50 | 2009.12.10 16:20 | s/l | 25 | 3.00 | 1.47186 | 1.47186 | 0.00000 | -750.00 | 4013.50 |
51 | 2009.12.10 18:00 | sell | 26 | 3.00 | 1.47142 | 1.47392 | 0.00000 | ||
52 | 2009.12.10 23:00 | close | 26 | 3.00 | 1.47338 | 1.47392 | 0.00000 | -588.00 | 3425.50 |
53 | 2009.12.10 23:00 | buy | 27 | 3.00 | 1.47338 | 1.47088 | 0.00000 | ||
54 | 2009.12.11 03:20 | s/l | 27 | 3.00 | 1.47088 | 1.47088 | 0.00000 | -751.50 | 2674.00 |
55 | 2009.12.11 04:00 | sell | 28 | 3.00 | 1.47207 | 1.47457 | 0.00000 | ||
56 | 2009.12.11 05:00 | close | 28 | 3.00 | 1.47295 | 1.47457 | 0.00000 | -264.00 | 2410.00 |
57 | 2009.12.11 05:00 | buy | 29 | 3.00 | 1.47295 | 1.47045 | 0.00000 | ||
58 | 2009.12.11 09:00 | close | 29 | 3.00 | 1.47219 | 1.47045 | 0.00000 | -228.00 | 2182.00 |
59 | 2009.12.11 09:00 | sell | 30 | 3.00 | 1.47219 | 1.47469 | 0.00000 | ||
60 | 2009.12.11 09:45 | s/l | 30 | 3.00 | 1.47469 | 1.47469 | 0.00000 | -750.00 | 1432.00 |
61 | 2009.12.11 09:45 | sell | 31 | 3.00 | 1.47465 | 1.47715 | 0.00000 | ||
62 | 2009.12.11 10:00 | close | 31 | 3.00 | 1.47425 | 1.47715 | 0.00000 | 120.00 | 1552.00 |
63 | 2009.12.11 10:00 | buy | 32 | 3.00 | 1.47425 | 1.47175 | 0.00000 | ||
64 | 2009.12.11 14:59 | s/l | 32 | 3.00 | 1.47175 | 1.47175 | 0.00000 | -750.00 | 802.00 |