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; 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 | 1302.00 | Gross profit | 1302.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 52.08 | |||
| Absolute drawdown | 683.00 | Maximal drawdown | 1914.00 (17.04%) | Relative drawdown | 17.04% (1914.00) |
| Total trades | 25 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 16 (100.00%) |
| Profit trades (% of total) | 25 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 130.00 | loss trade | 0.00 | |
| Average | profit trade | 52.08 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 25 (1302.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1302.00 (25) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 25 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | sell | 1 | 1.00 | 1.50109 | 0.00000 | 1.49979 | ||
| 2 | 2009.12.01 00:15 | modify | 1 | 1.00 | 1.50109 | 1.50108 | 1.49979 | ||
| 3 | 2009.12.01 00:20 | modify | 1 | 1.00 | 1.50109 | 1.50075 | 1.49979 | ||
| 4 | 2009.12.01 00:27 | s/l | 1 | 1.00 | 1.50075 | 1.50075 | 1.49979 | 34.00 | 10034.00 |
| 5 | 2009.12.04 02:07 | buy | 2 | 1.00 | 1.50479 | 0.00000 | 1.50609 | ||
| 6 | 2009.12.04 02:10 | modify | 2 | 1.00 | 1.50479 | 1.50510 | 1.50609 | ||
| 7 | 2009.12.04 02:15 | modify | 2 | 1.00 | 1.50479 | 1.50558 | 1.50609 | ||
| 8 | 2009.12.04 02:20 | t/p | 2 | 1.00 | 1.50609 | 1.50558 | 1.50609 | 130.00 | 10164.00 |
| 9 | 2009.12.04 03:02 | buy | 3 | 1.00 | 1.50572 | 0.00000 | 1.50702 | ||
| 10 | 2009.12.04 03:20 | modify | 3 | 1.00 | 1.50572 | 1.50577 | 1.50702 | ||
| 11 | 2009.12.04 03:27 | s/l | 3 | 1.00 | 1.50577 | 1.50577 | 1.50702 | 5.00 | 10169.00 |
| 12 | 2009.12.04 03:37 | buy | 4 | 1.00 | 1.50590 | 0.00000 | 1.50720 | ||
| 13 | 2009.12.04 03:45 | modify | 4 | 1.00 | 1.50590 | 1.50598 | 1.50720 | ||
| 14 | 2009.12.04 03:50 | modify | 4 | 1.00 | 1.50590 | 1.50619 | 1.50720 | ||
| 15 | 2009.12.04 03:57 | s/l | 4 | 1.00 | 1.50619 | 1.50619 | 1.50720 | 29.00 | 10198.00 |
| 16 | 2009.12.04 04:15 | buy | 5 | 1.00 | 1.50624 | 0.00000 | 1.50754 | ||
| 17 | 2009.12.04 07:40 | modify | 5 | 1.00 | 1.50624 | 1.50659 | 1.50754 | ||
| 18 | 2009.12.04 07:46 | modify | 5 | 1.00 | 1.50624 | 1.50715 | 1.50754 | ||
| 19 | 2009.12.04 07:50 | s/l | 5 | 1.00 | 1.50715 | 1.50715 | 1.50754 | 91.00 | 10289.00 |
| 20 | 2009.12.04 08:15 | sell | 6 | 1.00 | 1.50782 | 0.00000 | 1.50652 | ||
| 21 | 2009.12.04 09:15 | modify | 6 | 1.00 | 1.50782 | 1.50781 | 1.50652 | ||
| 22 | 2009.12.04 09:20 | modify | 6 | 1.00 | 1.50782 | 1.50710 | 1.50652 | ||
| 23 | 2009.12.04 09:22 | s/l | 6 | 1.00 | 1.50710 | 1.50710 | 1.50652 | 72.00 | 10361.00 |
| 24 | 2009.12.04 10:32 | buy | 7 | 1.00 | 1.50621 | 0.00000 | 1.50751 | ||
| 25 | 2009.12.04 10:40 | modify | 7 | 1.00 | 1.50621 | 1.50632 | 1.50751 | ||
| 26 | 2009.12.04 10:45 | modify | 7 | 1.00 | 1.50621 | 1.50676 | 1.50751 | ||
| 27 | 2009.12.04 10:50 | modify | 7 | 1.00 | 1.50621 | 1.50720 | 1.50751 | ||
| 28 | 2009.12.04 10:52 | s/l | 7 | 1.00 | 1.50720 | 1.50720 | 1.50751 | 99.00 | 10460.00 |
| 29 | 2009.12.04 11:32 | buy | 8 | 1.00 | 1.50610 | 0.00000 | 1.50740 | ||
| 30 | 2009.12.04 11:50 | modify | 8 | 1.00 | 1.50610 | 1.50627 | 1.50740 | ||
| 31 | 2009.12.04 11:57 | s/l | 8 | 1.00 | 1.50627 | 1.50627 | 1.50740 | 17.00 | 10477.00 |
| 32 | 2009.12.04 12:00 | buy | 9 | 1.00 | 1.50633 | 0.00000 | 1.50763 | ||
| 33 | 2009.12.04 12:32 | modify | 9 | 1.00 | 1.50633 | 1.50658 | 1.50763 | ||
| 34 | 2009.12.04 12:37 | modify | 9 | 1.00 | 1.50633 | 1.50665 | 1.50763 | ||
| 35 | 2009.12.04 12:40 | s/l | 9 | 1.00 | 1.50665 | 1.50665 | 1.50763 | 32.00 | 10509.00 |
| 36 | 2009.12.04 12:45 | buy | 10 | 1.00 | 1.50663 | 0.00000 | 1.50793 | ||
| 37 | 2009.12.04 13:03 | modify | 10 | 1.00 | 1.50663 | 1.50668 | 1.50793 | ||
| 38 | 2009.12.04 13:10 | modify | 10 | 1.00 | 1.50663 | 1.50708 | 1.50793 | ||
| 39 | 2009.12.04 13:16 | modify | 10 | 1.00 | 1.50663 | 1.50748 | 1.50793 | ||
| 40 | 2009.12.04 13:20 | s/l | 10 | 1.00 | 1.50748 | 1.50748 | 1.50793 | 85.00 | 10594.00 |
| 41 | 2009.12.04 14:20 | buy | 11 | 1.00 | 1.50571 | 0.00000 | 1.50701 | ||
| 42 | 2009.12.04 14:32 | modify | 11 | 1.00 | 1.50571 | 1.50608 | 1.50701 | ||
| 43 | 2009.12.04 14:35 | s/l | 11 | 1.00 | 1.50608 | 1.50608 | 1.50701 | 37.00 | 10631.00 |
| 44 | 2009.12.04 14:37 | sell | 12 | 1.00 | 1.50764 | 0.00000 | 1.50634 | ||
| 45 | 2009.12.04 14:40 | t/p | 12 | 1.00 | 1.50634 | 0.00000 | 1.50634 | 130.00 | 10761.00 |
| 46 | 2009.12.04 14:40 | buy | 13 | 1.00 | 1.50248 | 0.00000 | 1.50378 | ||
| 47 | 2009.12.04 14:42 | modify | 13 | 1.00 | 1.50248 | 1.50336 | 1.50378 | ||
| 48 | 2009.12.04 14:45 | s/l | 13 | 1.00 | 1.50336 | 1.50336 | 1.50378 | 88.00 | 10849.00 |
| 49 | 2009.12.23 20:00 | sell | 14 | 1.00 | 1.43482 | 0.00000 | 1.43352 | ||
| 50 | 2009.12.23 20:02 | modify | 14 | 1.00 | 1.43482 | 1.43475 | 1.43352 | ||
| 51 | 2009.12.23 20:07 | modify | 14 | 1.00 | 1.43482 | 1.43466 | 1.43352 | ||
| 52 | 2009.12.23 20:10 | s/l | 14 | 1.00 | 1.43466 | 1.43466 | 1.43352 | 16.00 | 10865.00 |
| 53 | 2009.12.23 20:59 | buy | 15 | 1.00 | 1.43365 | 0.00000 | 1.43495 | ||
| 54 | 2009.12.23 21:02 | modify | 15 | 1.00 | 1.43365 | 1.43367 | 1.43495 | ||
| 55 | 2009.12.23 21:07 | modify | 15 | 1.00 | 1.43365 | 1.43382 | 1.43495 | ||
| 56 | 2009.12.23 21:10 | s/l | 15 | 1.00 | 1.43382 | 1.43382 | 1.43495 | 17.00 | 10882.00 |
| 57 | 2009.12.29 22:37 | buy | 16 | 1.00 | 1.43455 | 0.00000 | 1.43585 | ||
| 58 | 2009.12.29 22:40 | modify | 16 | 1.00 | 1.43455 | 1.43467 | 1.43585 | ||
| 59 | 2009.12.29 22:45 | modify | 16 | 1.00 | 1.43455 | 1.43502 | 1.43585 | ||
| 60 | 2009.12.29 22:50 | modify | 16 | 1.00 | 1.43455 | 1.43538 | 1.43585 | ||
| 61 | 2009.12.29 22:52 | s/l | 16 | 1.00 | 1.43538 | 1.43538 | 1.43585 | 83.00 | 10965.00 |
| 62 | 2009.12.29 23:00 | buy | 17 | 1.00 | 1.43553 | 0.00000 | 1.43683 | ||
| 63 | 2009.12.30 08:50 | modify | 17 | 1.00 | 1.43553 | 1.43562 | 1.43683 | ||
| 64 | 2009.12.30 08:52 | s/l | 17 | 1.00 | 1.43562 | 1.43562 | 1.43683 | 8.50 | 10973.50 |
| 65 | 2009.12.31 05:00 | sell | 18 | 1.00 | 1.43640 | 0.00000 | 1.43510 | ||
| 66 | 2009.12.31 16:10 | modify | 18 | 1.00 | 1.43640 | 1.43552 | 1.43510 | ||
| 67 | 2009.12.31 16:12 | s/l | 18 | 1.00 | 1.43552 | 1.43552 | 1.43510 | 88.00 | 11061.50 |
| 68 | 2010.01.04 00:00 | buy | 19 | 1.00 | 1.43289 | 0.00000 | 1.43419 | ||
| 69 | 2010.01.04 00:02 | modify | 19 | 1.00 | 1.43289 | 1.43304 | 1.43419 | ||
| 70 | 2010.01.04 00:07 | modify | 19 | 1.00 | 1.43289 | 1.43315 | 1.43419 | ||
| 71 | 2010.01.04 00:10 | s/l | 19 | 1.00 | 1.43315 | 1.43315 | 1.43419 | 26.00 | 11087.50 |
| 72 | 2010.01.04 13:00 | sell | 20 | 1.00 | 1.43881 | 0.00000 | 1.43751 | ||
| 73 | 2010.01.05 18:20 | modify | 20 | 1.00 | 1.43881 | 1.43877 | 1.43751 | ||
| 74 | 2010.01.05 18:22 | s/l | 20 | 1.00 | 1.43877 | 1.43877 | 1.43751 | 3.00 | 11090.50 |
| 75 | 2010.01.05 23:00 | buy | 21 | 1.00 | 1.43683 | 0.00000 | 1.43813 | ||
| 76 | 2010.01.06 10:40 | modify | 21 | 1.00 | 1.43683 | 1.43729 | 1.43813 | ||
| 77 | 2010.01.06 10:43 | s/l | 21 | 1.00 | 1.43729 | 1.43729 | 1.43813 | 45.50 | 11136.00 |
| 78 | 2010.01.06 19:00 | sell | 22 | 1.00 | 1.44036 | 0.00000 | 1.43906 | ||
| 79 | 2010.01.06 19:10 | modify | 22 | 1.00 | 1.44036 | 1.44018 | 1.43906 | ||
| 80 | 2010.01.06 19:12 | s/l | 22 | 1.00 | 1.44018 | 1.44018 | 1.43906 | 18.00 | 11154.00 |
| 81 | 2010.01.07 10:50 | buy | 23 | 1.00 | 1.43536 | 0.00000 | 1.43666 | ||
| 82 | 2010.01.07 10:52 | modify | 23 | 1.00 | 1.43536 | 1.43544 | 1.43666 | ||
| 83 | 2010.01.07 10:55 | s/l | 23 | 1.00 | 1.43544 | 1.43544 | 1.43666 | 8.00 | 11162.00 |
| 84 | 2010.01.07 10:57 | sell | 24 | 1.00 | 1.43621 | 0.00000 | 1.43491 | ||
| 85 | 2010.01.07 10:59 | modify | 24 | 1.00 | 1.43621 | 1.43578 | 1.43491 | ||
| 86 | 2010.01.07 11:00 | modify | 24 | 1.00 | 1.43621 | 1.43572 | 1.43491 | ||
| 87 | 2010.01.07 11:02 | s/l | 24 | 1.00 | 1.43572 | 1.43572 | 1.43491 | 49.00 | 11211.00 |
| 88 | 2010.01.08 19:00 | sell | 25 | 1.00 | 1.43925 | 0.00000 | 1.43795 | ||
| 89 | 2010.01.15 09:20 | modify | 25 | 1.00 | 1.43925 | 1.43827 | 1.43795 | ||
| 90 | 2010.01.15 09:22 | s/l | 25 | 1.00 | 1.43827 | 1.43827 | 1.43795 | 91.00 | 11302.00 |