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 | TP=80; SL=20; Lots=0.1; shif=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8.00 | Gross profit | 112.00 | Gross loss | -104.00 |
Profit factor | 1.08 | Expected payoff | 0.20 | ||
Absolute drawdown | 11.20 | Maximal drawdown | 31.50 (0.31%) | Relative drawdown | 0.31% (31.50) |
Total trades | 40 | Short positions (won %) | 25 (32.00%) | Long positions (won %) | 15 (40.00%) |
Profit trades (% of total) | 14 (35.00%) | Loss trades (% of total) | 26 (65.00%) | ||
Largest | profit trade | 8.00 | loss trade | -4.00 | |
Average | profit trade | 8.00 | loss trade | -4.00 | |
Maximum | consecutive wins (profit in money) | 4 (32.00) | consecutive losses (loss in money) | 6 (-24.00) | |
Maximal | consecutive profit (count of wins) | 32.00 (4) | consecutive loss (count of losses) | -24.00 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50365 | 1.50325 | 1.50445 | ||
2 | 2009.12.01 01:10 | s/l | 1 | 0.10 | 1.50325 | 1.50325 | 1.50445 | -4.00 | 9996.00 |
3 | 2009.12.02 08:00 | buy | 2 | 0.10 | 1.50874 | 1.50834 | 1.50954 | ||
4 | 2009.12.02 08:10 | s/l | 2 | 0.10 | 1.50834 | 1.50834 | 1.50954 | -4.00 | 9992.00 |
5 | 2009.12.03 03:00 | buy | 3 | 0.10 | 1.50803 | 1.50763 | 1.50883 | ||
6 | 2009.12.03 03:45 | t/p | 3 | 0.10 | 1.50883 | 1.50763 | 1.50883 | 8.00 | 10000.00 |
7 | 2009.12.04 09:00 | buy | 4 | 0.10 | 1.50864 | 1.50824 | 1.50944 | ||
8 | 2009.12.04 09:05 | s/l | 4 | 0.10 | 1.50824 | 1.50824 | 1.50944 | -4.00 | 9996.00 |
9 | 2009.12.04 15:00 | sell | 5 | 0.10 | 1.49426 | 1.49466 | 1.49346 | ||
10 | 2009.12.04 15:02 | t/p | 5 | 0.10 | 1.49346 | 1.49466 | 1.49346 | 8.00 | 10004.00 |
11 | 2009.12.07 10:00 | sell | 6 | 0.10 | 1.47670 | 1.47710 | 1.47590 | ||
12 | 2009.12.07 10:07 | t/p | 6 | 0.10 | 1.47590 | 1.47710 | 1.47590 | 8.00 | 10012.00 |
13 | 2009.12.08 09:00 | sell | 7 | 0.10 | 1.47952 | 1.47992 | 1.47872 | ||
14 | 2009.12.08 09:02 | t/p | 7 | 0.10 | 1.47872 | 1.47992 | 1.47872 | 8.00 | 10020.00 |
15 | 2009.12.09 18:00 | sell | 8 | 0.10 | 1.47237 | 1.47277 | 1.47157 | ||
16 | 2009.12.09 18:10 | t/p | 8 | 0.10 | 1.47157 | 1.47277 | 1.47157 | 8.00 | 10028.00 |
17 | 2009.12.10 07:00 | sell | 9 | 0.10 | 1.47011 | 1.47051 | 1.46931 | ||
18 | 2009.12.10 07:03 | s/l | 9 | 0.10 | 1.47051 | 1.47051 | 1.46931 | -4.00 | 10024.00 |
19 | 2009.12.10 20:00 | sell | 10 | 0.10 | 1.47151 | 1.47191 | 1.47071 | ||
20 | 2009.12.10 20:10 | s/l | 10 | 0.10 | 1.47191 | 1.47191 | 1.47071 | -4.00 | 10020.00 |
21 | 2009.12.11 10:00 | buy | 11 | 0.10 | 1.47417 | 1.47377 | 1.47497 | ||
22 | 2009.12.11 10:02 | s/l | 11 | 0.10 | 1.47377 | 1.47377 | 1.47497 | -4.00 | 10016.00 |
23 | 2009.12.11 16:00 | sell | 12 | 0.10 | 1.46533 | 1.46573 | 1.46453 | ||
24 | 2009.12.11 16:07 | s/l | 12 | 0.10 | 1.46573 | 1.46573 | 1.46453 | -4.00 | 10012.00 |
25 | 2009.12.14 14:00 | sell | 13 | 0.10 | 1.46379 | 1.46419 | 1.46299 | ||
26 | 2009.12.14 14:02 | s/l | 13 | 0.10 | 1.46419 | 1.46419 | 1.46299 | -4.00 | 10008.00 |
27 | 2009.12.15 06:00 | sell | 14 | 0.10 | 1.46534 | 1.46574 | 1.46454 | ||
28 | 2009.12.15 06:15 | t/p | 14 | 0.10 | 1.46454 | 1.46574 | 1.46454 | 8.00 | 10016.00 |
29 | 2009.12.16 09:00 | sell | 15 | 0.10 | 1.45182 | 1.45222 | 1.45102 | ||
30 | 2009.12.16 09:05 | s/l | 15 | 0.10 | 1.45222 | 1.45222 | 1.45102 | -4.00 | 10012.00 |
31 | 2009.12.16 21:00 | sell | 16 | 0.10 | 1.45148 | 1.45188 | 1.45068 | ||
32 | 2009.12.16 21:07 | t/p | 16 | 0.10 | 1.45068 | 1.45188 | 1.45068 | 8.00 | 10020.00 |
33 | 2009.12.18 14:00 | sell | 17 | 0.10 | 1.43356 | 1.43396 | 1.43276 | ||
34 | 2009.12.18 14:10 | s/l | 17 | 0.10 | 1.43396 | 1.43396 | 1.43276 | -4.00 | 10016.00 |
35 | 2009.12.21 10:00 | sell | 18 | 0.10 | 1.42914 | 1.42954 | 1.42834 | ||
36 | 2009.12.21 10:10 | s/l | 18 | 0.10 | 1.42954 | 1.42954 | 1.42834 | -4.00 | 10012.00 |
37 | 2009.12.21 15:00 | buy | 19 | 0.10 | 1.43563 | 1.43523 | 1.43643 | ||
38 | 2009.12.21 15:02 | t/p | 19 | 0.10 | 1.43643 | 1.43523 | 1.43643 | 8.00 | 10020.00 |
39 | 2009.12.21 19:00 | sell | 20 | 0.10 | 1.43116 | 1.43156 | 1.43036 | ||
40 | 2009.12.21 19:15 | t/p | 20 | 0.10 | 1.43036 | 1.43156 | 1.43036 | 8.00 | 10028.00 |
41 | 2009.12.22 15:00 | sell | 21 | 0.10 | 1.43090 | 1.43130 | 1.43010 | ||
42 | 2009.12.22 15:02 | s/l | 21 | 0.10 | 1.43130 | 1.43130 | 1.43010 | -4.00 | 10024.00 |
43 | 2009.12.23 06:00 | sell | 22 | 0.10 | 1.42470 | 1.42510 | 1.42390 | ||
44 | 2009.12.23 06:15 | s/l | 22 | 0.10 | 1.42510 | 1.42510 | 1.42390 | -4.00 | 10020.00 |
45 | 2009.12.23 08:00 | sell | 23 | 0.10 | 1.42537 | 1.42577 | 1.42457 | ||
46 | 2009.12.23 08:10 | s/l | 23 | 0.10 | 1.42577 | 1.42577 | 1.42457 | -4.00 | 10016.00 |
47 | 2009.12.23 14:00 | buy | 24 | 0.10 | 1.42826 | 1.42786 | 1.42906 | ||
48 | 2009.12.23 14:07 | t/p | 24 | 0.10 | 1.42906 | 1.42786 | 1.42906 | 8.00 | 10024.00 |
49 | 2009.12.28 05:00 | buy | 25 | 0.10 | 1.43916 | 1.43876 | 1.43996 | ||
50 | 2009.12.28 05:03 | s/l | 25 | 0.10 | 1.43876 | 1.43876 | 1.43996 | -4.00 | 10020.00 |
51 | 2009.12.29 09:00 | buy | 26 | 0.10 | 1.44187 | 1.44147 | 1.44267 | ||
52 | 2009.12.29 09:02 | s/l | 26 | 0.10 | 1.44147 | 1.44147 | 1.44267 | -4.00 | 10016.00 |
53 | 2009.12.29 19:00 | sell | 27 | 0.10 | 1.43453 | 1.43493 | 1.43373 | ||
54 | 2009.12.29 19:05 | s/l | 27 | 0.10 | 1.43493 | 1.43493 | 1.43373 | -4.00 | 10012.00 |
55 | 2009.12.30 16:00 | sell | 28 | 0.10 | 1.42973 | 1.43013 | 1.42893 | ||
56 | 2009.12.30 16:10 | s/l | 28 | 0.10 | 1.43013 | 1.43013 | 1.42893 | -4.00 | 10008.00 |
57 | 2009.12.31 17:00 | sell | 29 | 0.10 | 1.43465 | 1.43505 | 1.43385 | ||
58 | 2009.12.31 17:07 | s/l | 29 | 0.10 | 1.43505 | 1.43505 | 1.43385 | -4.00 | 10004.00 |
59 | 2010.01.05 04:00 | buy | 30 | 0.10 | 1.44162 | 1.44122 | 1.44242 | ||
60 | 2010.01.05 04:07 | s/l | 30 | 0.10 | 1.44122 | 1.44122 | 1.44242 | -4.00 | 10000.00 |
61 | 2010.01.08 14:00 | sell | 31 | 0.10 | 1.42878 | 1.42918 | 1.42798 | ||
62 | 2010.01.08 14:15 | t/p | 31 | 0.10 | 1.42798 | 1.42918 | 1.42798 | 8.00 | 10008.00 |
63 | 2010.01.08 15:00 | buy | 32 | 0.10 | 1.44046 | 1.44006 | 1.44126 | ||
64 | 2010.01.08 15:10 | s/l | 32 | 0.10 | 1.44006 | 1.44006 | 1.44126 | -4.00 | 10004.00 |
65 | 2010.01.12 11:00 | buy | 33 | 0.10 | 1.44920 | 1.44880 | 1.45000 | ||
66 | 2010.01.12 11:15 | t/p | 33 | 0.10 | 1.45000 | 1.44880 | 1.45000 | 8.00 | 10012.00 |
67 | 2010.01.12 15:00 | sell | 34 | 0.10 | 1.44703 | 1.44743 | 1.44623 | ||
68 | 2010.01.12 15:10 | s/l | 34 | 0.10 | 1.44743 | 1.44743 | 1.44623 | -4.00 | 10008.00 |
69 | 2010.01.12 16:00 | buy | 35 | 0.10 | 1.45097 | 1.45057 | 1.45177 | ||
70 | 2010.01.12 16:02 | s/l | 35 | 0.10 | 1.45057 | 1.45057 | 1.45177 | -4.00 | 10004.00 |
71 | 2010.01.12 23:00 | sell | 36 | 0.10 | 1.44848 | 1.44888 | 1.44768 | ||
72 | 2010.01.12 23:02 | s/l | 36 | 0.10 | 1.44888 | 1.44888 | 1.44768 | -4.00 | 10000.00 |
73 | 2010.01.13 08:00 | buy | 37 | 0.10 | 1.45044 | 1.45004 | 1.45124 | ||
74 | 2010.01.13 08:02 | t/p | 37 | 0.10 | 1.45124 | 1.45004 | 1.45124 | 8.00 | 10008.00 |
75 | 2010.01.14 03:00 | buy | 38 | 0.10 | 1.45387 | 1.45347 | 1.45467 | ||
76 | 2010.01.14 03:20 | t/p | 38 | 0.10 | 1.45467 | 1.45347 | 1.45467 | 8.00 | 10016.00 |
77 | 2010.01.14 12:00 | sell | 39 | 0.10 | 1.45051 | 1.45091 | 1.44971 | ||
78 | 2010.01.14 12:02 | s/l | 39 | 0.10 | 1.45091 | 1.45091 | 1.44971 | -4.00 | 10012.00 |
79 | 2010.01.15 03:00 | sell | 40 | 0.10 | 1.44380 | 1.44420 | 1.44300 | ||
80 | 2010.01.15 03:02 | s/l | 40 | 0.10 | 1.44420 | 1.44420 | 1.44300 | -4.00 | 10008.00 |