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 | TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 785.50 | Gross profit | 1285.50 | Gross loss | -500.00 |
Profit factor | 2.57 | Expected payoff | 24.55 | ||
Absolute drawdown | 14.00 | Maximal drawdown | 252.00 (2.33%) | Relative drawdown | 2.34% (241.00) |
Total trades | 32 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 19 (94.74%) |
Profit trades (% of total) | 27 (84.38%) | Loss trades (% of total) | 5 (15.63%) | ||
Largest | profit trade | 130.00 | loss trade | -100.00 | |
Average | profit trade | 47.61 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 12 (703.00) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 703.00 (12) | consecutive loss (count of losses) | -200.00 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:02 | sell | 1 | 1.00 | 1.50109 | 1.50209 | 1.49979 | ||
2 | 2009.12.01 00:15 | modify | 1 | 1.00 | 1.50109 | 1.50086 | 1.49979 | ||
3 | 2009.12.01 00:20 | modify | 1 | 1.00 | 1.50109 | 1.50053 | 1.49979 | ||
4 | 2009.12.01 00:27 | s/l | 1 | 1.00 | 1.50053 | 1.50053 | 1.49979 | 56.00 | 10056.00 |
5 | 2009.12.04 02:07 | buy | 2 | 1.00 | 1.50457 | 1.50357 | 1.50587 | ||
6 | 2009.12.04 02:10 | modify | 2 | 1.00 | 1.50457 | 1.50510 | 1.50587 | ||
7 | 2009.12.04 02:15 | modify | 2 | 1.00 | 1.50457 | 1.50558 | 1.50587 | ||
8 | 2009.12.04 02:20 | t/p | 2 | 1.00 | 1.50587 | 1.50558 | 1.50587 | 130.00 | 10186.00 |
9 | 2009.12.04 03:02 | buy | 3 | 1.00 | 1.50550 | 1.50450 | 1.50680 | ||
10 | 2009.12.04 03:15 | modify | 3 | 1.00 | 1.50550 | 1.50561 | 1.50680 | ||
11 | 2009.12.04 03:20 | modify | 3 | 1.00 | 1.50550 | 1.50577 | 1.50680 | ||
12 | 2009.12.04 03:27 | s/l | 3 | 1.00 | 1.50577 | 1.50577 | 1.50680 | 27.00 | 10213.00 |
13 | 2009.12.04 03:37 | buy | 4 | 1.00 | 1.50568 | 1.50468 | 1.50698 | ||
14 | 2009.12.04 03:40 | modify | 4 | 1.00 | 1.50568 | 1.50577 | 1.50698 | ||
15 | 2009.12.04 03:45 | modify | 4 | 1.00 | 1.50568 | 1.50598 | 1.50698 | ||
16 | 2009.12.04 03:50 | modify | 4 | 1.00 | 1.50568 | 1.50619 | 1.50698 | ||
17 | 2009.12.04 03:57 | s/l | 4 | 1.00 | 1.50619 | 1.50619 | 1.50698 | 51.00 | 10264.00 |
18 | 2009.12.04 04:15 | buy | 5 | 1.00 | 1.50602 | 1.50502 | 1.50732 | ||
19 | 2009.12.04 04:50 | modify | 5 | 1.00 | 1.50602 | 1.50611 | 1.50732 | ||
20 | 2009.12.04 04:57 | s/l | 5 | 1.00 | 1.50611 | 1.50611 | 1.50732 | 9.00 | 10273.00 |
21 | 2009.12.04 04:57 | buy | 6 | 1.00 | 1.50611 | 1.50511 | 1.50741 | ||
22 | 2009.12.04 06:15 | s/l | 6 | 1.00 | 1.50511 | 1.50511 | 1.50741 | -100.00 | 10173.00 |
23 | 2009.12.04 08:15 | sell | 7 | 1.00 | 1.50782 | 1.50882 | 1.50652 | ||
24 | 2009.12.04 08:50 | s/l | 7 | 1.00 | 1.50882 | 1.50882 | 1.50652 | -100.00 | 10073.00 |
25 | 2009.12.04 10:32 | buy | 8 | 1.00 | 1.50599 | 1.50499 | 1.50729 | ||
26 | 2009.12.04 10:40 | modify | 8 | 1.00 | 1.50599 | 1.50632 | 1.50729 | ||
27 | 2009.12.04 10:45 | modify | 8 | 1.00 | 1.50599 | 1.50676 | 1.50729 | ||
28 | 2009.12.04 10:50 | t/p | 8 | 1.00 | 1.50729 | 1.50676 | 1.50729 | 130.00 | 10203.00 |
29 | 2009.12.04 11:32 | buy | 9 | 1.00 | 1.50588 | 1.50488 | 1.50718 | ||
30 | 2009.12.04 11:40 | modify | 9 | 1.00 | 1.50588 | 1.50588 | 1.50718 | ||
31 | 2009.12.04 11:45 | modify | 9 | 1.00 | 1.50588 | 1.50608 | 1.50718 | ||
32 | 2009.12.04 11:50 | modify | 9 | 1.00 | 1.50588 | 1.50627 | 1.50718 | ||
33 | 2009.12.04 11:57 | s/l | 9 | 1.00 | 1.50627 | 1.50627 | 1.50718 | 39.00 | 10242.00 |
34 | 2009.12.04 12:00 | buy | 10 | 1.00 | 1.50611 | 1.50511 | 1.50741 | ||
35 | 2009.12.04 12:15 | modify | 10 | 1.00 | 1.50611 | 1.50612 | 1.50741 | ||
36 | 2009.12.04 12:20 | modify | 10 | 1.00 | 1.50611 | 1.50626 | 1.50741 | ||
37 | 2009.12.04 12:27 | s/l | 10 | 1.00 | 1.50626 | 1.50626 | 1.50741 | 15.00 | 10257.00 |
38 | 2009.12.04 12:32 | sell | 11 | 1.00 | 1.50678 | 1.50778 | 1.50548 | ||
39 | 2009.12.04 12:45 | modify | 11 | 1.00 | 1.50678 | 1.50661 | 1.50548 | ||
40 | 2009.12.04 12:50 | modify | 11 | 1.00 | 1.50678 | 1.50633 | 1.50548 | ||
41 | 2009.12.04 12:57 | s/l | 11 | 1.00 | 1.50633 | 1.50633 | 1.50548 | 45.00 | 10302.00 |
42 | 2009.12.04 13:03 | sell | 12 | 1.00 | 1.50688 | 1.50788 | 1.50558 | ||
43 | 2009.12.04 14:13 | modify | 12 | 1.00 | 1.50688 | 1.50666 | 1.50558 | ||
44 | 2009.12.04 14:16 | s/l | 12 | 1.00 | 1.50666 | 1.50666 | 1.50558 | 22.00 | 10324.00 |
45 | 2009.12.04 14:20 | buy | 13 | 1.00 | 1.50549 | 1.50449 | 1.50679 | ||
46 | 2009.12.04 14:23 | modify | 13 | 1.00 | 1.50549 | 1.50555 | 1.50679 | ||
47 | 2009.12.04 14:26 | s/l | 13 | 1.00 | 1.50555 | 1.50555 | 1.50679 | 6.00 | 10330.00 |
48 | 2009.12.04 14:37 | sell | 14 | 1.00 | 1.50764 | 1.50864 | 1.50634 | ||
49 | 2009.12.04 14:40 | t/p | 14 | 1.00 | 1.50634 | 1.50864 | 1.50634 | 130.00 | 10460.00 |
50 | 2009.12.04 14:40 | buy | 15 | 1.00 | 1.50226 | 1.50126 | 1.50356 | ||
51 | 2009.12.04 14:42 | t/p | 15 | 1.00 | 1.50356 | 1.50126 | 1.50356 | 130.00 | 10590.00 |
52 | 2009.12.23 20:00 | sell | 16 | 1.00 | 1.43482 | 1.43582 | 1.43352 | ||
53 | 2009.12.23 20:02 | modify | 16 | 1.00 | 1.43482 | 1.43453 | 1.43352 | ||
54 | 2009.12.23 20:07 | modify | 16 | 1.00 | 1.43482 | 1.43444 | 1.43352 | ||
55 | 2009.12.23 20:10 | s/l | 16 | 1.00 | 1.43444 | 1.43444 | 1.43352 | 38.00 | 10628.00 |
56 | 2009.12.23 20:59 | buy | 17 | 1.00 | 1.43343 | 1.43243 | 1.43473 | ||
57 | 2009.12.23 21:02 | modify | 17 | 1.00 | 1.43343 | 1.43367 | 1.43473 | ||
58 | 2009.12.23 21:07 | modify | 17 | 1.00 | 1.43343 | 1.43382 | 1.43473 | ||
59 | 2009.12.23 21:10 | s/l | 17 | 1.00 | 1.43382 | 1.43382 | 1.43473 | 39.00 | 10667.00 |
60 | 2009.12.29 22:37 | buy | 18 | 1.00 | 1.43433 | 1.43333 | 1.43563 | ||
61 | 2009.12.29 22:40 | modify | 18 | 1.00 | 1.43433 | 1.43467 | 1.43563 | ||
62 | 2009.12.29 22:45 | modify | 18 | 1.00 | 1.43433 | 1.43502 | 1.43563 | ||
63 | 2009.12.29 22:50 | modify | 18 | 1.00 | 1.43433 | 1.43538 | 1.43563 | ||
64 | 2009.12.29 22:52 | s/l | 18 | 1.00 | 1.43538 | 1.43538 | 1.43563 | 105.00 | 10772.00 |
65 | 2009.12.29 23:00 | buy | 19 | 1.00 | 1.43531 | 1.43431 | 1.43661 | ||
66 | 2009.12.29 23:07 | modify | 19 | 1.00 | 1.43531 | 1.43535 | 1.43661 | ||
67 | 2009.12.29 23:10 | s/l | 19 | 1.00 | 1.43535 | 1.43535 | 1.43661 | 4.00 | 10776.00 |
68 | 2009.12.31 05:00 | sell | 20 | 1.00 | 1.43640 | 1.43740 | 1.43510 | ||
69 | 2009.12.31 07:33 | s/l | 20 | 1.00 | 1.43740 | 1.43740 | 1.43510 | -100.00 | 10676.00 |
70 | 2010.01.04 00:00 | buy | 21 | 1.00 | 1.43267 | 1.43167 | 1.43397 | ||
71 | 2010.01.04 00:02 | modify | 21 | 1.00 | 1.43267 | 1.43304 | 1.43397 | ||
72 | 2010.01.04 00:07 | modify | 21 | 1.00 | 1.43267 | 1.43315 | 1.43397 | ||
73 | 2010.01.04 00:10 | s/l | 21 | 1.00 | 1.43315 | 1.43315 | 1.43397 | 48.00 | 10724.00 |
74 | 2010.01.04 13:00 | sell | 22 | 1.00 | 1.43881 | 1.43981 | 1.43751 | ||
75 | 2010.01.04 13:15 | s/l | 22 | 1.00 | 1.43981 | 1.43981 | 1.43751 | -100.00 | 10624.00 |
76 | 2010.01.05 23:00 | buy | 23 | 1.00 | 1.43661 | 1.43561 | 1.43791 | ||
77 | 2010.01.06 00:02 | modify | 23 | 1.00 | 1.43661 | 1.43662 | 1.43791 | ||
78 | 2010.01.06 00:05 | s/l | 23 | 1.00 | 1.43662 | 1.43662 | 1.43791 | 0.50 | 10624.50 |
79 | 2010.01.06 19:00 | sell | 24 | 1.00 | 1.44036 | 1.44136 | 1.43906 | ||
80 | 2010.01.06 19:05 | modify | 24 | 1.00 | 1.44036 | 1.44036 | 1.43906 | ||
81 | 2010.01.06 19:07 | s/l | 24 | 1.00 | 1.44036 | 1.44036 | 1.43906 | 0.00 | 10624.50 |
82 | 2010.01.07 10:50 | buy | 25 | 1.00 | 1.43514 | 1.43414 | 1.43644 | ||
83 | 2010.01.07 10:52 | modify | 25 | 1.00 | 1.43514 | 1.43544 | 1.43644 | ||
84 | 2010.01.07 10:55 | s/l | 25 | 1.00 | 1.43544 | 1.43544 | 1.43644 | 30.00 | 10654.50 |
85 | 2010.01.07 10:57 | sell | 26 | 1.00 | 1.43621 | 1.43721 | 1.43491 | ||
86 | 2010.01.07 10:59 | modify | 26 | 1.00 | 1.43621 | 1.43556 | 1.43491 | ||
87 | 2010.01.07 11:00 | modify | 26 | 1.00 | 1.43621 | 1.43550 | 1.43491 | ||
88 | 2010.01.07 11:02 | s/l | 26 | 1.00 | 1.43550 | 1.43550 | 1.43491 | 71.00 | 10725.50 |
89 | 2010.01.08 19:00 | sell | 27 | 1.00 | 1.43925 | 1.44025 | 1.43795 | ||
90 | 2010.01.08 19:10 | s/l | 27 | 1.00 | 1.44025 | 1.44025 | 1.43795 | -100.00 | 10625.50 |
91 | 2010.01.14 17:02 | buy | 28 | 1.00 | 1.44497 | 1.44397 | 1.44627 | ||
92 | 2010.01.14 17:05 | modify | 28 | 1.00 | 1.44497 | 1.44502 | 1.44627 | ||
93 | 2010.01.14 17:07 | s/l | 28 | 1.00 | 1.44502 | 1.44502 | 1.44627 | 5.00 | 10630.50 |
94 | 2010.01.14 17:10 | sell | 29 | 1.00 | 1.44615 | 1.44715 | 1.44485 | ||
95 | 2010.01.14 17:12 | modify | 29 | 1.00 | 1.44615 | 1.44610 | 1.44485 | ||
96 | 2010.01.14 17:15 | s/l | 29 | 1.00 | 1.44610 | 1.44610 | 1.44485 | 5.00 | 10635.50 |
97 | 2010.01.14 17:15 | sell | 30 | 1.00 | 1.44707 | 1.44807 | 1.44577 | ||
98 | 2010.01.14 17:17 | modify | 30 | 1.00 | 1.44707 | 1.44702 | 1.44577 | ||
99 | 2010.01.14 17:20 | s/l | 30 | 1.00 | 1.44702 | 1.44702 | 1.44577 | 5.00 | 10640.50 |
100 | 2010.01.14 18:00 | buy | 31 | 1.00 | 1.44784 | 1.44684 | 1.44914 | ||
101 | 2010.01.14 18:10 | modify | 31 | 1.00 | 1.44784 | 1.44823 | 1.44914 | ||
102 | 2010.01.14 18:15 | modify | 31 | 1.00 | 1.44784 | 1.44877 | 1.44914 | ||
103 | 2010.01.14 18:20 | t/p | 31 | 1.00 | 1.44914 | 1.44877 | 1.44914 | 130.00 | 10770.50 |
104 | 2010.01.15 02:00 | buy | 32 | 1.00 | 1.44748 | 1.44648 | 1.44878 | ||
105 | 2010.01.15 02:20 | modify | 32 | 1.00 | 1.44748 | 1.44763 | 1.44878 | ||
106 | 2010.01.15 02:22 | s/l | 32 | 1.00 | 1.44763 | 1.44763 | 1.44878 | 15.00 | 10785.50 |