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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5209.50 | Gross profit | 1760.50 | Gross loss | -6970.00 |
Profit factor | 0.25 | Expected payoff | -162.80 | ||
Absolute drawdown | 7648.00 | Maximal drawdown | 8073.00 (77.44%) | Relative drawdown | 77.44% (8073.00) |
Total trades | 32 | Short positions (won %) | 16 (100.00%) | Long positions (won %) | 16 (93.75%) |
Profit trades (% of total) | 31 (96.88%) | Loss trades (% of total) | 1 (3.13%) | ||
Largest | profit trade | 160.00 | loss trade | -6970.00 | |
Average | profit trade | 56.79 | loss trade | -6970.00 | |
Maximum | consecutive wins (profit in money) | 31 (1760.50) | consecutive losses (loss in money) | 1 (-6970.00) | |
Maximal | consecutive profit (count of wins) | 1760.50 (31) | consecutive loss (count of losses) | -6970.00 (1) | |
Average | consecutive wins | 31 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 02:07 | buy | 1 | 1.00 | 1.50479 | 0.00000 | 1.50639 | ||
2 | 2009.12.04 02:07 | sell | 2 | 1.00 | 1.50451 | 0.00000 | 1.50291 | ||
3 | 2009.12.04 02:10 | modify | 1 | 1.00 | 1.50479 | 1.50510 | 1.50639 | ||
4 | 2009.12.04 02:15 | modify | 1 | 1.00 | 1.50479 | 1.50558 | 1.50639 | ||
5 | 2009.12.04 02:20 | modify | 1 | 1.00 | 1.50479 | 1.50605 | 1.50639 | ||
6 | 2009.12.04 02:22 | s/l | 1 | 1.00 | 1.50605 | 1.50605 | 1.50639 | 126.00 | 10126.00 |
7 | 2009.12.04 03:02 | buy | 3 | 1.00 | 1.50572 | 0.00000 | 1.50732 | ||
8 | 2009.12.04 03:02 | sell | 4 | 1.00 | 1.50544 | 0.00000 | 1.50384 | ||
9 | 2009.12.04 03:20 | modify | 3 | 1.00 | 1.50572 | 1.50577 | 1.50732 | ||
10 | 2009.12.04 03:27 | s/l | 3 | 1.00 | 1.50577 | 1.50577 | 1.50732 | 5.00 | 10131.00 |
11 | 2009.12.04 06:20 | modify | 4 | 1.00 | 1.50544 | 1.50507 | 1.50384 | ||
12 | 2009.12.04 06:22 | s/l | 4 | 1.00 | 1.50507 | 1.50507 | 1.50384 | 37.00 | 10168.00 |
13 | 2009.12.04 08:15 | buy | 5 | 1.00 | 1.50810 | 0.00000 | 1.50970 | ||
14 | 2009.12.04 08:15 | sell | 6 | 1.00 | 1.50782 | 0.00000 | 1.50622 | ||
15 | 2009.12.04 08:40 | modify | 5 | 1.00 | 1.50810 | 1.50821 | 1.50970 | ||
16 | 2009.12.04 08:45 | modify | 5 | 1.00 | 1.50810 | 1.50853 | 1.50970 | ||
17 | 2009.12.04 08:50 | modify | 5 | 1.00 | 1.50810 | 1.50886 | 1.50970 | ||
18 | 2009.12.04 08:52 | s/l | 5 | 1.00 | 1.50886 | 1.50886 | 1.50970 | 76.00 | 10244.00 |
19 | 2009.12.04 09:15 | modify | 6 | 1.00 | 1.50782 | 1.50781 | 1.50622 | ||
20 | 2009.12.04 09:20 | modify | 6 | 1.00 | 1.50782 | 1.50710 | 1.50622 | ||
21 | 2009.12.04 09:22 | s/l | 6 | 1.00 | 1.50710 | 1.50710 | 1.50622 | 72.00 | 10316.00 |
22 | 2009.12.04 10:32 | buy | 7 | 1.00 | 1.50621 | 0.00000 | 1.50781 | ||
23 | 2009.12.04 10:32 | sell | 8 | 1.00 | 1.50593 | 0.00000 | 1.50433 | ||
24 | 2009.12.04 10:40 | modify | 7 | 1.00 | 1.50621 | 1.50632 | 1.50781 | ||
25 | 2009.12.04 10:45 | modify | 7 | 1.00 | 1.50621 | 1.50676 | 1.50781 | ||
26 | 2009.12.04 10:50 | modify | 7 | 1.00 | 1.50621 | 1.50720 | 1.50781 | ||
27 | 2009.12.04 10:52 | s/l | 7 | 1.00 | 1.50720 | 1.50720 | 1.50781 | 99.00 | 10415.00 |
28 | 2009.12.04 14:20 | modify | 8 | 1.00 | 1.50593 | 1.50591 | 1.50433 | ||
29 | 2009.12.04 14:23 | s/l | 8 | 1.00 | 1.50591 | 1.50591 | 1.50433 | 2.00 | 10417.00 |
30 | 2009.12.04 14:37 | buy | 9 | 1.00 | 1.50792 | 0.00000 | 1.50952 | ||
31 | 2009.12.04 14:37 | sell | 10 | 1.00 | 1.50764 | 0.00000 | 1.50604 | ||
32 | 2009.12.04 14:40 | t/p | 2 | 1.00 | 1.50291 | 0.00000 | 1.50291 | 160.00 | 10577.00 |
33 | 2009.12.04 14:40 | t/p | 10 | 1.00 | 1.50604 | 0.00000 | 1.50604 | 160.00 | 10737.00 |
34 | 2009.12.04 14:40 | buy | 11 | 1.00 | 1.50248 | 0.00000 | 1.50408 | ||
35 | 2009.12.04 14:40 | sell | 12 | 1.00 | 1.50220 | 0.00000 | 1.50060 | ||
36 | 2009.12.04 14:42 | modify | 11 | 1.00 | 1.50248 | 1.50336 | 1.50408 | ||
37 | 2009.12.04 14:45 | s/l | 11 | 1.00 | 1.50336 | 1.50336 | 1.50408 | 88.00 | 10825.00 |
38 | 2009.12.04 14:45 | t/p | 12 | 1.00 | 1.50060 | 0.00000 | 1.50060 | 160.00 | 10985.00 |
39 | 2009.12.23 20:00 | buy | 13 | 1.00 | 1.43510 | 0.00000 | 1.43670 | ||
40 | 2009.12.23 20:00 | sell | 14 | 1.00 | 1.43482 | 0.00000 | 1.43322 | ||
41 | 2009.12.23 20:02 | modify | 14 | 1.00 | 1.43482 | 1.43475 | 1.43322 | ||
42 | 2009.12.23 20:07 | modify | 14 | 1.00 | 1.43482 | 1.43466 | 1.43322 | ||
43 | 2009.12.23 20:10 | s/l | 14 | 1.00 | 1.43466 | 1.43466 | 1.43322 | 16.00 | 11001.00 |
44 | 2009.12.23 20:40 | modify | 13 | 1.00 | 1.43510 | 1.43528 | 1.43670 | ||
45 | 2009.12.23 20:43 | s/l | 13 | 1.00 | 1.43528 | 1.43528 | 1.43670 | 18.00 | 11019.00 |
46 | 2009.12.23 20:59 | buy | 15 | 1.00 | 1.43365 | 0.00000 | 1.43525 | ||
47 | 2009.12.23 20:59 | sell | 16 | 1.00 | 1.43337 | 0.00000 | 1.43177 | ||
48 | 2009.12.23 21:02 | modify | 15 | 1.00 | 1.43365 | 1.43367 | 1.43525 | ||
49 | 2009.12.23 21:07 | modify | 15 | 1.00 | 1.43365 | 1.43382 | 1.43525 | ||
50 | 2009.12.23 21:10 | s/l | 15 | 1.00 | 1.43382 | 1.43382 | 1.43525 | 17.00 | 11036.00 |
51 | 2009.12.23 21:20 | modify | 16 | 1.00 | 1.43337 | 1.43290 | 1.43177 | ||
52 | 2009.12.23 21:22 | s/l | 16 | 1.00 | 1.43290 | 1.43290 | 1.43177 | 47.00 | 11083.00 |
53 | 2009.12.29 22:37 | buy | 17 | 1.00 | 1.43455 | 0.00000 | 1.43615 | ||
54 | 2009.12.29 22:37 | sell | 18 | 1.00 | 1.43427 | 0.00000 | 1.43267 | ||
55 | 2009.12.29 22:40 | modify | 17 | 1.00 | 1.43455 | 1.43467 | 1.43615 | ||
56 | 2009.12.29 22:45 | modify | 17 | 1.00 | 1.43455 | 1.43502 | 1.43615 | ||
57 | 2009.12.29 22:50 | modify | 17 | 1.00 | 1.43455 | 1.43538 | 1.43615 | ||
58 | 2009.12.29 22:52 | s/l | 17 | 1.00 | 1.43538 | 1.43538 | 1.43615 | 83.00 | 11166.00 |
59 | 2009.12.29 23:37 | modify | 18 | 1.00 | 1.43427 | 1.43413 | 1.43267 | ||
60 | 2009.12.29 23:40 | s/l | 18 | 1.00 | 1.43413 | 1.43413 | 1.43267 | 14.00 | 11180.00 |
61 | 2009.12.31 05:00 | buy | 19 | 1.00 | 1.43668 | 0.00000 | 1.43828 | ||
62 | 2009.12.31 05:00 | sell | 20 | 1.00 | 1.43640 | 0.00000 | 1.43480 | ||
63 | 2009.12.31 05:45 | modify | 19 | 1.00 | 1.43668 | 1.43678 | 1.43828 | ||
64 | 2009.12.31 05:50 | modify | 19 | 1.00 | 1.43668 | 1.43692 | 1.43828 | ||
65 | 2009.12.31 06:07 | modify | 19 | 1.00 | 1.43668 | 1.43698 | 1.43828 | ||
66 | 2009.12.31 06:10 | s/l | 19 | 1.00 | 1.43698 | 1.43698 | 1.43828 | 30.00 | 11210.00 |
67 | 2009.12.31 16:10 | modify | 20 | 1.00 | 1.43640 | 1.43552 | 1.43480 | ||
68 | 2009.12.31 16:12 | s/l | 20 | 1.00 | 1.43552 | 1.43552 | 1.43480 | 88.00 | 11298.00 |
69 | 2010.01.04 00:00 | buy | 21 | 1.00 | 1.43289 | 0.00000 | 1.43449 | ||
70 | 2010.01.04 00:00 | sell | 22 | 1.00 | 1.43261 | 0.00000 | 1.43101 | ||
71 | 2010.01.04 00:02 | modify | 21 | 1.00 | 1.43289 | 1.43304 | 1.43449 | ||
72 | 2010.01.04 00:07 | modify | 21 | 1.00 | 1.43289 | 1.43315 | 1.43449 | ||
73 | 2010.01.04 00:10 | s/l | 21 | 1.00 | 1.43315 | 1.43315 | 1.43449 | 26.00 | 11324.00 |
74 | 2010.01.04 00:20 | modify | 22 | 1.00 | 1.43261 | 1.43259 | 1.43101 | ||
75 | 2010.01.04 00:22 | s/l | 22 | 1.00 | 1.43259 | 1.43259 | 1.43101 | 2.00 | 11326.00 |
76 | 2010.01.04 13:00 | buy | 23 | 1.00 | 1.43909 | 0.00000 | 1.44069 | ||
77 | 2010.01.04 13:00 | sell | 24 | 1.00 | 1.43881 | 0.00000 | 1.43721 | ||
78 | 2010.01.04 13:10 | modify | 23 | 1.00 | 1.43909 | 1.43919 | 1.44069 | ||
79 | 2010.01.04 13:15 | modify | 23 | 1.00 | 1.43909 | 1.43968 | 1.44069 | ||
80 | 2010.01.04 13:20 | modify | 23 | 1.00 | 1.43909 | 1.44017 | 1.44069 | ||
81 | 2010.01.04 13:22 | s/l | 23 | 1.00 | 1.44017 | 1.44017 | 1.44069 | 108.00 | 11434.00 |
82 | 2010.01.05 18:20 | modify | 24 | 1.00 | 1.43881 | 1.43877 | 1.43721 | ||
83 | 2010.01.05 18:22 | s/l | 24 | 1.00 | 1.43877 | 1.43877 | 1.43721 | 3.00 | 11437.00 |
84 | 2010.01.05 23:00 | buy | 25 | 1.00 | 1.43683 | 0.00000 | 1.43843 | ||
85 | 2010.01.05 23:00 | sell | 26 | 1.00 | 1.43655 | 0.00000 | 1.43495 | ||
86 | 2010.01.05 23:20 | modify | 26 | 1.00 | 1.43655 | 1.43635 | 1.43495 | ||
87 | 2010.01.05 23:27 | s/l | 26 | 1.00 | 1.43635 | 1.43635 | 1.43495 | 20.00 | 11457.00 |
88 | 2010.01.06 10:40 | modify | 25 | 1.00 | 1.43683 | 1.43729 | 1.43843 | ||
89 | 2010.01.06 10:43 | s/l | 25 | 1.00 | 1.43729 | 1.43729 | 1.43843 | 45.50 | 11502.50 |
90 | 2010.01.06 19:00 | buy | 27 | 1.00 | 1.44064 | 0.00000 | 1.44224 | ||
91 | 2010.01.06 19:00 | sell | 28 | 1.00 | 1.44036 | 0.00000 | 1.43876 | ||
92 | 2010.01.06 19:10 | modify | 28 | 1.00 | 1.44036 | 1.44018 | 1.43876 | ||
93 | 2010.01.06 19:12 | s/l | 28 | 1.00 | 1.44018 | 1.44018 | 1.43876 | 18.00 | 11520.50 |
94 | 2010.01.06 20:10 | modify | 27 | 1.00 | 1.44064 | 1.44118 | 1.44224 | ||
95 | 2010.01.06 20:12 | s/l | 27 | 1.00 | 1.44118 | 1.44118 | 1.44224 | 54.00 | 11574.50 |
96 | 2010.01.07 10:50 | buy | 29 | 1.00 | 1.43536 | 0.00000 | 1.43696 | ||
97 | 2010.01.07 10:50 | sell | 30 | 1.00 | 1.43508 | 0.00000 | 1.43348 | ||
98 | 2010.01.07 10:52 | modify | 29 | 1.00 | 1.43536 | 1.43544 | 1.43696 | ||
99 | 2010.01.07 10:55 | s/l | 29 | 1.00 | 1.43544 | 1.43544 | 1.43696 | 8.00 | 11582.50 |
100 | 2010.01.07 11:20 | modify | 30 | 1.00 | 1.43508 | 1.43441 | 1.43348 | ||
101 | 2010.01.07 11:22 | s/l | 30 | 1.00 | 1.43441 | 1.43441 | 1.43348 | 67.00 | 11649.50 |
102 | 2010.01.08 19:00 | buy | 31 | 1.00 | 1.43953 | 0.00000 | 1.44113 | ||
103 | 2010.01.08 19:00 | sell | 32 | 1.00 | 1.43925 | 0.00000 | 1.43765 | ||
104 | 2010.01.08 19:05 | modify | 31 | 1.00 | 1.43953 | 1.43973 | 1.44113 | ||
105 | 2010.01.08 19:07 | s/l | 31 | 1.00 | 1.43973 | 1.43973 | 1.44113 | 20.00 | 11669.50 |
106 | 2010.01.15 09:20 | modify | 32 | 1.00 | 1.43925 | 1.43827 | 1.43765 | ||
107 | 2010.01.15 09:22 | s/l | 32 | 1.00 | 1.43827 | 1.43827 | 1.43765 | 91.00 | 11760.50 |
108 | 2010.01.15 22:57 | close at stop | 9 | 1.00 | 1.43843 | 0.00000 | 1.50952 | -6970.00 | 4790.50 |