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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -120.00 | Gross profit | 180.00 | Gross loss | -300.00 |
| Profit factor | 0.60 | Expected payoff | -4.62 | ||
| Absolute drawdown | 120.00 | Maximal drawdown | 147.90 (1.47%) | Relative drawdown | 1.47% (147.90) |
| Total trades | 26 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 13 (7.69%) |
| Profit trades (% of total) | 6 (23.08%) | Loss trades (% of total) | 20 (76.92%) | ||
| Largest | profit trade | 30.00 | loss trade | -15.00 | |
| Average | profit trade | 30.00 | loss trade | -15.00 | |
| Maximum | consecutive wins (profit in money) | 2 (60.00) | consecutive losses (loss in money) | 8 (-120.00) | |
| Maximal | consecutive profit (count of wins) | 60.00 (2) | consecutive loss (count of losses) | -120.00 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:00 | sell | 1 | 0.30 | 1.50001 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 07:00 | modify | 1 | 0.30 | 1.50001 | 1.50051 | 1.49901 | ||
| 3 | 2009.12.01 07:02 | s/l | 1 | 0.30 | 1.50051 | 1.50051 | 1.49901 | -15.00 | 9985.00 |
| 4 | 2009.12.01 12:00 | buy | 2 | 0.30 | 1.50777 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 12:00 | modify | 2 | 0.30 | 1.50777 | 1.50727 | 1.50877 | ||
| 6 | 2009.12.01 12:15 | s/l | 2 | 0.30 | 1.50727 | 1.50727 | 1.50877 | -15.00 | 9970.00 |
| 7 | 2009.12.02 14:00 | buy | 3 | 0.30 | 1.50927 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 14:00 | modify | 3 | 0.30 | 1.50927 | 1.50877 | 1.51027 | ||
| 9 | 2009.12.02 14:15 | s/l | 3 | 0.30 | 1.50877 | 1.50877 | 1.51027 | -15.00 | 9955.00 |
| 10 | 2009.12.03 13:00 | buy | 4 | 0.30 | 1.51252 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.03 13:00 | modify | 4 | 0.30 | 1.51252 | 1.51202 | 1.51352 | ||
| 12 | 2009.12.03 13:15 | s/l | 4 | 0.30 | 1.51202 | 1.51202 | 1.51352 | -15.00 | 9940.00 |
| 13 | 2009.12.04 15:00 | sell | 5 | 0.30 | 1.49426 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 15:00 | modify | 5 | 0.30 | 1.49426 | 1.49476 | 1.49326 | ||
| 15 | 2009.12.04 15:02 | t/p | 5 | 0.30 | 1.49326 | 1.49476 | 1.49326 | 30.00 | 9970.00 |
| 16 | 2009.12.08 06:00 | buy | 6 | 0.30 | 1.48458 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.08 06:00 | modify | 6 | 0.30 | 1.48458 | 1.48408 | 1.48558 | ||
| 18 | 2009.12.08 06:15 | s/l | 6 | 0.30 | 1.48408 | 1.48408 | 1.48558 | -15.00 | 9955.00 |
| 19 | 2009.12.08 17:00 | sell | 7 | 0.30 | 1.47357 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 17:00 | modify | 7 | 0.30 | 1.47357 | 1.47407 | 1.47257 | ||
| 21 | 2009.12.08 17:07 | t/p | 7 | 0.30 | 1.47257 | 1.47407 | 1.47257 | 30.00 | 9985.00 |
| 22 | 2009.12.10 07:00 | sell | 8 | 0.30 | 1.47011 | 0.00000 | 0.00000 | ||
| 23 | 2009.12.10 07:00 | modify | 8 | 0.30 | 1.47011 | 1.47061 | 1.46911 | ||
| 24 | 2009.12.10 07:03 | s/l | 8 | 0.30 | 1.47061 | 1.47061 | 1.46911 | -15.00 | 9970.00 |
| 25 | 2009.12.10 15:00 | buy | 9 | 0.30 | 1.47424 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 15:00 | modify | 9 | 0.30 | 1.47424 | 1.47374 | 1.47524 | ||
| 27 | 2009.12.10 15:15 | t/p | 9 | 0.30 | 1.47524 | 1.47374 | 1.47524 | 30.00 | 10000.00 |
| 28 | 2009.12.11 02:00 | buy | 10 | 0.30 | 1.47345 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.11 02:00 | modify | 10 | 0.30 | 1.47345 | 1.47295 | 1.47445 | ||
| 30 | 2009.12.11 02:05 | s/l | 10 | 0.30 | 1.47295 | 1.47295 | 1.47445 | -15.00 | 9985.00 |
| 31 | 2009.12.18 01:00 | sell | 11 | 0.30 | 1.43427 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.18 01:00 | modify | 11 | 0.30 | 1.43427 | 1.43477 | 1.43327 | ||
| 33 | 2009.12.18 01:20 | t/p | 11 | 0.30 | 1.43327 | 1.43477 | 1.43327 | 30.00 | 10015.00 |
| 34 | 2009.12.21 10:00 | sell | 12 | 0.30 | 1.42914 | 0.00000 | 0.00000 | ||
| 35 | 2009.12.21 10:00 | modify | 12 | 0.30 | 1.42914 | 1.42964 | 1.42814 | ||
| 36 | 2009.12.21 10:10 | s/l | 12 | 0.30 | 1.42964 | 1.42964 | 1.42814 | -15.00 | 10000.00 |
| 37 | 2009.12.21 20:00 | sell | 13 | 0.30 | 1.42940 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.21 20:00 | modify | 13 | 0.30 | 1.42940 | 1.42990 | 1.42840 | ||
| 39 | 2009.12.21 20:07 | s/l | 13 | 0.30 | 1.42990 | 1.42990 | 1.42840 | -15.00 | 9985.00 |
| 40 | 2009.12.23 04:00 | sell | 14 | 0.30 | 1.42525 | 0.00000 | 0.00000 | ||
| 41 | 2009.12.23 04:00 | modify | 14 | 0.30 | 1.42525 | 1.42575 | 1.42425 | ||
| 42 | 2009.12.23 04:45 | s/l | 14 | 0.30 | 1.42575 | 1.42575 | 1.42425 | -15.00 | 9970.00 |
| 43 | 2009.12.28 07:00 | buy | 15 | 0.30 | 1.43924 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.28 07:00 | modify | 15 | 0.30 | 1.43924 | 1.43874 | 1.44024 | ||
| 45 | 2009.12.28 07:02 | s/l | 15 | 0.30 | 1.43874 | 1.43874 | 1.44024 | -15.00 | 9955.00 |
| 46 | 2009.12.28 14:00 | buy | 16 | 0.30 | 1.44105 | 0.00000 | 0.00000 | ||
| 47 | 2009.12.28 14:00 | modify | 16 | 0.30 | 1.44105 | 1.44055 | 1.44205 | ||
| 48 | 2009.12.28 14:10 | s/l | 16 | 0.30 | 1.44055 | 1.44055 | 1.44205 | -15.00 | 9940.00 |
| 49 | 2009.12.29 10:00 | buy | 17 | 0.30 | 1.44364 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.29 10:00 | modify | 17 | 0.30 | 1.44364 | 1.44314 | 1.44464 | ||
| 51 | 2009.12.29 10:10 | s/l | 17 | 0.30 | 1.44314 | 1.44314 | 1.44464 | -15.00 | 9925.00 |
| 52 | 2009.12.29 19:00 | sell | 18 | 0.30 | 1.43453 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.29 19:00 | modify | 18 | 0.30 | 1.43453 | 1.43503 | 1.43353 | ||
| 54 | 2009.12.29 19:05 | s/l | 18 | 0.30 | 1.43503 | 1.43503 | 1.43353 | -15.00 | 9910.00 |
| 55 | 2010.01.04 14:00 | buy | 19 | 0.30 | 1.43991 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.04 14:00 | modify | 19 | 0.30 | 1.43991 | 1.43941 | 1.44091 | ||
| 57 | 2010.01.04 14:02 | s/l | 19 | 0.30 | 1.43941 | 1.43941 | 1.44091 | -15.00 | 9895.00 |
| 58 | 2010.01.06 08:00 | sell | 20 | 0.30 | 1.43114 | 0.00000 | 0.00000 | ||
| 59 | 2010.01.06 08:00 | modify | 20 | 0.30 | 1.43114 | 1.43164 | 1.43014 | ||
| 60 | 2010.01.06 08:02 | t/p | 20 | 0.30 | 1.43014 | 1.43164 | 1.43014 | 30.00 | 9925.00 |
| 61 | 2010.01.08 14:00 | sell | 21 | 0.30 | 1.42878 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.08 14:00 | modify | 21 | 0.30 | 1.42878 | 1.42928 | 1.42778 | ||
| 63 | 2010.01.08 14:15 | t/p | 21 | 0.30 | 1.42778 | 1.42928 | 1.42778 | 30.00 | 9955.00 |
| 64 | 2010.01.08 20:00 | buy | 22 | 0.30 | 1.44261 | 0.00000 | 0.00000 | ||
| 65 | 2010.01.08 20:00 | modify | 22 | 0.30 | 1.44261 | 1.44211 | 1.44361 | ||
| 66 | 2010.01.08 20:05 | s/l | 22 | 0.30 | 1.44211 | 1.44211 | 1.44361 | -15.00 | 9940.00 |
| 67 | 2010.01.12 23:00 | sell | 23 | 0.30 | 1.44848 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.12 23:00 | modify | 23 | 0.30 | 1.44848 | 1.44898 | 1.44748 | ||
| 69 | 2010.01.12 23:02 | s/l | 23 | 0.30 | 1.44898 | 1.44898 | 1.44748 | -15.00 | 9925.00 |
| 70 | 2010.01.13 15:00 | buy | 24 | 0.30 | 1.45744 | 0.00000 | 0.00000 | ||
| 71 | 2010.01.13 15:00 | modify | 24 | 0.30 | 1.45744 | 1.45694 | 1.45844 | ||
| 72 | 2010.01.13 15:03 | s/l | 24 | 0.30 | 1.45694 | 1.45694 | 1.45844 | -15.00 | 9910.00 |
| 73 | 2010.01.14 02:00 | buy | 25 | 0.30 | 1.45343 | 0.00000 | 0.00000 | ||
| 74 | 2010.01.14 02:00 | modify | 25 | 0.30 | 1.45343 | 1.45293 | 1.45443 | ||
| 75 | 2010.01.14 02:10 | s/l | 25 | 0.30 | 1.45293 | 1.45293 | 1.45443 | -15.00 | 9895.00 |
| 76 | 2010.01.15 03:00 | sell | 26 | 0.30 | 1.44380 | 0.00000 | 0.00000 | ||
| 77 | 2010.01.15 03:00 | modify | 26 | 0.30 | 1.44380 | 1.44430 | 1.44280 | ||
| 78 | 2010.01.15 03:02 | s/l | 26 | 0.30 | 1.44430 | 1.44430 | 1.44280 | -15.00 | 9880.00 |