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 | Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 0.00 | Gross profit | 1200.00 | Gross loss | -1200.00 |
Profit factor | 1.00 | Expected payoff | 0.00 | ||
Absolute drawdown | 536.00 | Maximal drawdown | 636.00 (6.30%) | Relative drawdown | 6.30% (636.00) |
Total trades | 32 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 18 (38.89%) |
Profit trades (% of total) | 12 (37.50%) | Loss trades (% of total) | 20 (62.50%) | ||
Largest | profit trade | 100.00 | loss trade | -60.00 | |
Average | profit trade | 100.00 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 5 (500.00) | consecutive losses (loss in money) | 5 (-300.00) | |
Maximal | consecutive profit (count of wins) | 500.00 (5) | consecutive loss (count of losses) | -300.00 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:10 | sell | 1 | 1.00 | 1.49964 | 1.50024 | 1.49864 | ||
2 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.49864 | 1.50024 | 1.49864 | 100.00 | 10100.00 |
3 | 2009.12.02 01:50 | buy | 2 | 1.00 | 1.50967 | 1.50907 | 1.51067 | ||
4 | 2009.12.02 01:59 | s/l | 2 | 1.00 | 1.50907 | 1.50907 | 1.51067 | -60.00 | 10040.00 |
5 | 2009.12.03 01:15 | buy | 3 | 1.00 | 1.50783 | 1.50723 | 1.50883 | ||
6 | 2009.12.03 01:37 | s/l | 3 | 1.00 | 1.50723 | 1.50723 | 1.50883 | -60.00 | 9980.00 |
7 | 2009.12.04 00:20 | buy | 4 | 1.00 | 1.50661 | 1.50601 | 1.50761 | ||
8 | 2009.12.04 00:27 | s/l | 4 | 1.00 | 1.50601 | 1.50601 | 1.50761 | -60.00 | 9920.00 |
9 | 2009.12.07 00:40 | buy | 5 | 1.00 | 1.48633 | 1.48573 | 1.48733 | ||
10 | 2009.12.07 01:07 | t/p | 5 | 1.00 | 1.48733 | 1.48573 | 1.48733 | 100.00 | 10020.00 |
11 | 2009.12.08 01:45 | buy | 6 | 1.00 | 1.48530 | 1.48470 | 1.48630 | ||
12 | 2009.12.08 02:03 | s/l | 6 | 1.00 | 1.48470 | 1.48470 | 1.48630 | -60.00 | 9960.00 |
13 | 2009.12.09 00:20 | sell | 7 | 1.00 | 1.46807 | 1.46867 | 1.46707 | ||
14 | 2009.12.09 00:22 | s/l | 7 | 1.00 | 1.46867 | 1.46867 | 1.46707 | -60.00 | 9900.00 |
15 | 2009.12.10 05:15 | sell | 8 | 1.00 | 1.47184 | 1.47244 | 1.47084 | ||
16 | 2009.12.10 05:45 | t/p | 8 | 1.00 | 1.47084 | 1.47244 | 1.47084 | 100.00 | 10000.00 |
17 | 2009.12.11 08:07 | sell | 9 | 1.00 | 1.47147 | 1.47207 | 1.47047 | ||
18 | 2009.12.11 08:10 | s/l | 9 | 1.00 | 1.47207 | 1.47207 | 1.47047 | -60.00 | 9940.00 |
19 | 2009.12.14 00:46 | sell | 10 | 1.00 | 1.46040 | 1.46100 | 1.45940 | ||
20 | 2009.12.14 00:56 | s/l | 10 | 1.00 | 1.46100 | 1.46100 | 1.45940 | -60.00 | 9880.00 |
21 | 2009.12.15 09:05 | sell | 11 | 1.00 | 1.46010 | 1.46070 | 1.45910 | ||
22 | 2009.12.15 09:07 | s/l | 11 | 1.00 | 1.46070 | 1.46070 | 1.45910 | -60.00 | 9820.00 |
23 | 2009.12.16 10:02 | buy | 12 | 1.00 | 1.45575 | 1.45515 | 1.45675 | ||
24 | 2009.12.16 10:15 | s/l | 12 | 1.00 | 1.45515 | 1.45515 | 1.45675 | -60.00 | 9760.00 |
25 | 2009.12.17 03:02 | sell | 13 | 1.00 | 1.44534 | 1.44594 | 1.44434 | ||
26 | 2009.12.17 03:10 | s/l | 13 | 1.00 | 1.44594 | 1.44594 | 1.44434 | -60.00 | 9700.00 |
27 | 2009.12.18 02:40 | buy | 14 | 1.00 | 1.43556 | 1.43496 | 1.43656 | ||
28 | 2009.12.18 03:05 | t/p | 14 | 1.00 | 1.43656 | 1.43496 | 1.43656 | 100.00 | 9800.00 |
29 | 2009.12.21 01:10 | buy | 15 | 1.00 | 1.43447 | 1.43387 | 1.43547 | ||
30 | 2009.12.21 01:26 | s/l | 15 | 1.00 | 1.43387 | 1.43387 | 1.43547 | -60.00 | 9740.00 |
31 | 2009.12.22 01:50 | buy | 16 | 1.00 | 1.42937 | 1.42877 | 1.43037 | ||
32 | 2009.12.22 01:57 | s/l | 16 | 1.00 | 1.42877 | 1.42877 | 1.43037 | -60.00 | 9680.00 |
33 | 2009.12.23 04:20 | sell | 17 | 1.00 | 1.42428 | 1.42488 | 1.42328 | ||
34 | 2009.12.23 04:27 | s/l | 17 | 1.00 | 1.42488 | 1.42488 | 1.42328 | -60.00 | 9620.00 |
35 | 2009.12.24 03:15 | buy | 18 | 1.00 | 1.43516 | 1.43456 | 1.43616 | ||
36 | 2009.12.24 04:16 | s/l | 18 | 1.00 | 1.43456 | 1.43456 | 1.43616 | -60.00 | 9560.00 |
37 | 2009.12.28 03:45 | buy | 19 | 1.00 | 1.43927 | 1.43867 | 1.44027 | ||
38 | 2009.12.28 05:03 | s/l | 19 | 1.00 | 1.43867 | 1.43867 | 1.44027 | -60.00 | 9500.00 |
39 | 2009.12.29 08:10 | buy | 20 | 1.00 | 1.43941 | 1.43881 | 1.44041 | ||
40 | 2009.12.29 08:20 | t/p | 20 | 1.00 | 1.44041 | 1.43881 | 1.44041 | 100.00 | 9600.00 |
41 | 2009.12.30 01:45 | sell | 21 | 1.00 | 1.43296 | 1.43356 | 1.43196 | ||
42 | 2009.12.30 02:26 | t/p | 21 | 1.00 | 1.43196 | 1.43356 | 1.43196 | 100.00 | 9700.00 |
43 | 2009.12.31 02:15 | buy | 22 | 1.00 | 1.43591 | 1.43531 | 1.43691 | ||
44 | 2009.12.31 02:50 | t/p | 22 | 1.00 | 1.43691 | 1.43531 | 1.43691 | 100.00 | 9800.00 |
45 | 2010.01.04 01:10 | sell | 23 | 1.00 | 1.43084 | 1.43144 | 1.42984 | ||
46 | 2010.01.04 01:20 | t/p | 23 | 1.00 | 1.42984 | 1.43144 | 1.42984 | 100.00 | 9900.00 |
47 | 2010.01.05 01:10 | buy | 24 | 1.00 | 1.44294 | 1.44234 | 1.44394 | ||
48 | 2010.01.05 01:20 | t/p | 24 | 1.00 | 1.44394 | 1.44234 | 1.44394 | 100.00 | 10000.00 |
49 | 2010.01.06 08:02 | sell | 25 | 1.00 | 1.42853 | 1.42913 | 1.42753 | ||
50 | 2010.01.06 08:10 | s/l | 25 | 1.00 | 1.42913 | 1.42913 | 1.42753 | -60.00 | 9940.00 |
51 | 2010.01.07 01:10 | buy | 26 | 1.00 | 1.44152 | 1.44092 | 1.44252 | ||
52 | 2010.01.07 01:20 | t/p | 26 | 1.00 | 1.44252 | 1.44092 | 1.44252 | 100.00 | 10040.00 |
53 | 2010.01.08 01:02 | buy | 27 | 1.00 | 1.43262 | 1.43202 | 1.43362 | ||
54 | 2010.01.08 01:10 | s/l | 27 | 1.00 | 1.43202 | 1.43202 | 1.43362 | -60.00 | 9980.00 |
55 | 2010.01.11 01:40 | buy | 28 | 1.00 | 1.44827 | 1.44767 | 1.44927 | ||
56 | 2010.01.11 01:50 | t/p | 28 | 1.00 | 1.44927 | 1.44767 | 1.44927 | 100.00 | 10080.00 |
57 | 2010.01.12 01:15 | sell | 29 | 1.00 | 1.44968 | 1.45028 | 1.44868 | ||
58 | 2010.01.12 02:02 | t/p | 29 | 1.00 | 1.44868 | 1.45028 | 1.44868 | 100.00 | 10180.00 |
59 | 2010.01.13 01:02 | sell | 30 | 1.00 | 1.44683 | 1.44743 | 1.44583 | ||
60 | 2010.01.13 01:10 | s/l | 30 | 1.00 | 1.44743 | 1.44743 | 1.44583 | -60.00 | 10120.00 |
61 | 2010.01.14 01:33 | buy | 31 | 1.00 | 1.45290 | 1.45230 | 1.45390 | ||
62 | 2010.01.14 02:20 | s/l | 31 | 1.00 | 1.45230 | 1.45230 | 1.45390 | -60.00 | 10060.00 |
63 | 2010.01.15 02:07 | sell | 32 | 1.00 | 1.44665 | 1.44725 | 1.44565 | ||
64 | 2010.01.15 02:10 | s/l | 32 | 1.00 | 1.44725 | 1.44725 | 1.44565 | -60.00 | 10000.00 |