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 | PeriodRSI=47; TimeFrameRSI=15; TakeProfit=76; StopLoss=26; Lots=0.1; TrailingStop=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -26.80 | Gross profit | 83.60 | Gross loss | -110.40 |
Profit factor | 0.76 | Expected payoff | -0.77 | ||
Absolute drawdown | 26.80 | Maximal drawdown | 50.70 (0.51%) | Relative drawdown | 0.51% (50.70) |
Total trades | 35 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 22 (18.18%) |
Profit trades (% of total) | 11 (31.43%) | Loss trades (% of total) | 24 (68.57%) | ||
Largest | profit trade | 7.60 | loss trade | -4.60 | |
Average | profit trade | 7.60 | loss trade | -4.60 | |
Maximum | consecutive wins (profit in money) | 2 (15.20) | consecutive losses (loss in money) | 5 (-23.00) | |
Maximal | consecutive profit (count of wins) | 15.20 (2) | consecutive loss (count of losses) | -23.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.08 03:00 | sell | 1 | 0.10 | 1.48520 | 1.48566 | 1.48444 | ||
2 | 2009.12.08 03:10 | t/p | 1 | 0.10 | 1.48444 | 1.48566 | 1.48444 | 7.60 | 10007.60 |
3 | 2009.12.08 03:10 | sell | 2 | 0.10 | 1.48411 | 1.48457 | 1.48335 | ||
4 | 2009.12.08 03:32 | t/p | 2 | 0.10 | 1.48335 | 1.48457 | 1.48335 | 7.60 | 10015.20 |
5 | 2009.12.09 13:00 | sell | 3 | 0.10 | 1.47478 | 1.47524 | 1.47402 | ||
6 | 2009.12.09 13:02 | s/l | 3 | 0.10 | 1.47524 | 1.47524 | 1.47402 | -4.60 | 10010.60 |
7 | 2009.12.09 13:02 | sell | 4 | 0.10 | 1.47533 | 1.47579 | 1.47457 | ||
8 | 2009.12.09 13:15 | t/p | 4 | 0.10 | 1.47457 | 1.47579 | 1.47457 | 7.60 | 10018.20 |
9 | 2009.12.28 00:15 | buy | 5 | 0.10 | 1.43656 | 1.43610 | 1.43732 | ||
10 | 2009.12.28 00:20 | s/l | 5 | 0.10 | 1.43610 | 1.43610 | 1.43732 | -4.60 | 10013.60 |
11 | 2009.12.28 00:20 | buy | 6 | 0.10 | 1.43605 | 1.43559 | 1.43681 | ||
12 | 2009.12.28 00:27 | t/p | 6 | 0.10 | 1.43681 | 1.43559 | 1.43681 | 7.60 | 10021.20 |
13 | 2009.12.28 00:27 | buy | 7 | 0.10 | 1.43730 | 1.43684 | 1.43806 | ||
14 | 2009.12.28 01:15 | s/l | 7 | 0.10 | 1.43684 | 1.43684 | 1.43806 | -4.60 | 10016.60 |
15 | 2009.12.30 09:30 | sell | 8 | 0.10 | 1.43410 | 1.43456 | 1.43334 | ||
16 | 2009.12.30 09:45 | s/l | 8 | 0.10 | 1.43456 | 1.43456 | 1.43334 | -4.60 | 10012.00 |
17 | 2009.12.30 12:15 | sell | 9 | 0.10 | 1.43474 | 1.43520 | 1.43398 | ||
18 | 2009.12.30 12:45 | t/p | 9 | 0.10 | 1.43398 | 1.43520 | 1.43398 | 7.60 | 10019.60 |
19 | 2009.12.30 22:46 | sell | 10 | 0.10 | 1.43383 | 1.43429 | 1.43307 | ||
20 | 2009.12.30 22:50 | s/l | 10 | 0.10 | 1.43429 | 1.43429 | 1.43307 | -4.60 | 10015.00 |
21 | 2009.12.30 22:50 | sell | 11 | 0.10 | 1.43419 | 1.43465 | 1.43343 | ||
22 | 2009.12.30 22:59 | s/l | 11 | 0.10 | 1.43465 | 1.43465 | 1.43343 | -4.60 | 10010.40 |
23 | 2009.12.30 22:59 | sell | 12 | 0.10 | 1.43447 | 1.43493 | 1.43371 | ||
24 | 2009.12.30 23:20 | t/p | 12 | 0.10 | 1.43371 | 1.43493 | 1.43371 | 7.60 | 10018.00 |
25 | 2009.12.30 23:20 | sell | 13 | 0.10 | 1.43304 | 1.43350 | 1.43228 | ||
26 | 2009.12.30 23:22 | s/l | 13 | 0.10 | 1.43350 | 1.43350 | 1.43228 | -4.60 | 10013.40 |
27 | 2009.12.30 23:22 | sell | 14 | 0.10 | 1.43330 | 1.43376 | 1.43254 | ||
28 | 2009.12.30 23:27 | s/l | 14 | 0.10 | 1.43376 | 1.43376 | 1.43254 | -4.60 | 10008.80 |
29 | 2009.12.30 23:27 | sell | 15 | 0.10 | 1.43356 | 1.43402 | 1.43280 | ||
30 | 2009.12.30 23:37 | t/p | 15 | 0.10 | 1.43280 | 1.43402 | 1.43280 | 7.60 | 10016.40 |
31 | 2009.12.31 17:45 | buy | 16 | 0.10 | 1.43386 | 1.43340 | 1.43462 | ||
32 | 2009.12.31 17:50 | s/l | 16 | 0.10 | 1.43340 | 1.43340 | 1.43462 | -4.60 | 10011.80 |
33 | 2009.12.31 17:50 | buy | 17 | 0.10 | 1.43268 | 1.43222 | 1.43344 | ||
34 | 2009.12.31 17:57 | t/p | 17 | 0.10 | 1.43344 | 1.43222 | 1.43344 | 7.60 | 10019.40 |
35 | 2009.12.31 17:57 | buy | 18 | 0.10 | 1.43386 | 1.43340 | 1.43462 | ||
36 | 2009.12.31 17:59 | s/l | 18 | 0.10 | 1.43340 | 1.43340 | 1.43462 | -4.60 | 10014.80 |
37 | 2009.12.31 17:59 | buy | 19 | 0.10 | 1.43328 | 1.43282 | 1.43404 | ||
38 | 2009.12.31 18:15 | s/l | 19 | 0.10 | 1.43282 | 1.43282 | 1.43404 | -4.60 | 10010.20 |
39 | 2010.01.07 08:45 | buy | 20 | 0.10 | 1.43873 | 1.43827 | 1.43949 | ||
40 | 2010.01.07 09:02 | t/p | 20 | 0.10 | 1.43949 | 1.43827 | 1.43949 | 7.60 | 10017.80 |
41 | 2010.01.07 09:02 | buy | 21 | 0.10 | 1.43981 | 1.43935 | 1.44057 | ||
42 | 2010.01.07 09:05 | s/l | 21 | 0.10 | 1.43935 | 1.43935 | 1.44057 | -4.60 | 10013.20 |
43 | 2010.01.07 09:05 | buy | 22 | 0.10 | 1.43953 | 1.43907 | 1.44029 | ||
44 | 2010.01.07 09:10 | s/l | 22 | 0.10 | 1.43907 | 1.43907 | 1.44029 | -4.60 | 10008.60 |
45 | 2010.01.07 09:10 | buy | 23 | 0.10 | 1.43898 | 1.43852 | 1.43974 | ||
46 | 2010.01.07 09:15 | s/l | 23 | 0.10 | 1.43852 | 1.43852 | 1.43974 | -4.60 | 10004.00 |
47 | 2010.01.08 10:45 | sell | 24 | 0.10 | 1.43240 | 1.43286 | 1.43164 | ||
48 | 2010.01.08 11:20 | t/p | 24 | 0.10 | 1.43164 | 1.43286 | 1.43164 | 7.60 | 10011.60 |
49 | 2010.01.12 02:30 | buy | 25 | 0.10 | 1.44958 | 1.44912 | 1.45034 | ||
50 | 2010.01.12 02:40 | s/l | 25 | 0.10 | 1.44912 | 1.44912 | 1.45034 | -4.60 | 10007.00 |
51 | 2010.01.12 02:40 | buy | 26 | 0.10 | 1.44927 | 1.44881 | 1.45003 | ||
52 | 2010.01.12 02:45 | s/l | 26 | 0.10 | 1.44881 | 1.44881 | 1.45003 | -4.60 | 10002.40 |
53 | 2010.01.13 17:32 | buy | 27 | 0.10 | 1.44945 | 1.44899 | 1.45021 | ||
54 | 2010.01.13 17:40 | s/l | 27 | 0.10 | 1.44899 | 1.44899 | 1.45021 | -4.60 | 9997.80 |
55 | 2010.01.13 17:40 | buy | 28 | 0.10 | 1.44883 | 1.44837 | 1.44959 | ||
56 | 2010.01.13 17:45 | s/l | 28 | 0.10 | 1.44837 | 1.44837 | 1.44959 | -4.60 | 9993.20 |
57 | 2010.01.13 19:15 | buy | 29 | 0.10 | 1.44953 | 1.44907 | 1.45029 | ||
58 | 2010.01.13 19:20 | s/l | 29 | 0.10 | 1.44907 | 1.44907 | 1.45029 | -4.60 | 9988.60 |
59 | 2010.01.13 19:20 | buy | 30 | 0.10 | 1.44852 | 1.44806 | 1.44928 | ||
60 | 2010.01.13 19:27 | t/p | 30 | 0.10 | 1.44928 | 1.44806 | 1.44928 | 7.60 | 9996.20 |
61 | 2010.01.13 19:27 | buy | 31 | 0.10 | 1.44953 | 1.44907 | 1.45029 | ||
62 | 2010.01.13 19:37 | s/l | 31 | 0.10 | 1.44907 | 1.44907 | 1.45029 | -4.60 | 9991.60 |
63 | 2010.01.13 19:45 | buy | 32 | 0.10 | 1.45066 | 1.45020 | 1.45142 | ||
64 | 2010.01.13 20:15 | s/l | 32 | 0.10 | 1.45020 | 1.45020 | 1.45142 | -4.60 | 9987.00 |
65 | 2010.01.13 22:00 | buy | 33 | 0.10 | 1.45105 | 1.45059 | 1.45181 | ||
66 | 2010.01.13 23:15 | s/l | 33 | 0.10 | 1.45059 | 1.45059 | 1.45181 | -4.60 | 9982.40 |
67 | 2010.01.14 10:15 | buy | 34 | 0.10 | 1.45223 | 1.45177 | 1.45299 | ||
68 | 2010.01.14 10:20 | s/l | 34 | 0.10 | 1.45177 | 1.45177 | 1.45299 | -4.60 | 9977.80 |
69 | 2010.01.14 10:20 | buy | 35 | 0.10 | 1.45162 | 1.45116 | 1.45238 | ||
70 | 2010.01.14 10:45 | s/l | 35 | 0.10 | 1.45116 | 1.45116 | 1.45238 | -4.60 | 9973.20 |