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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 13282.60 | Gross profit | 15162.60 | Gross loss | -1880.00 |
| Profit factor | 8.07 | Expected payoff | 442.75 | ||
| Absolute drawdown | 6719.00 | Maximal drawdown | 8657.00 (42.65%) | Relative drawdown | 71.44% (8207.00) |
| Total trades | 30 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 16 (87.50%) |
| Profit trades (% of total) | 26 (86.67%) | Loss trades (% of total) | 4 (13.33%) | ||
| Largest | profit trade | 1880.00 | loss trade | -508.00 | |
| Average | profit trade | 583.18 | loss trade | -470.00 | |
| Maximum | consecutive wins (profit in money) | 15 (7216.60) | consecutive losses (loss in money) | 1 (-508.00) | |
| Maximal | consecutive profit (count of wins) | 7216.60 (15) | consecutive loss (count of losses) | -508.00 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 02:00 | sell | 1 | 1.00 | 1.50893 | 1.51893 | 1.49893 | ||
| 2 | 2009.12.02 02:37 | sell | 2 | 10.00 | 1.50730 | 1.51730 | 1.49730 | ||
| 3 | 2009.12.02 08:20 | close | 2 | 10.00 | 1.50672 | 1.51730 | 1.49730 | 580.00 | 10580.00 |
| 4 | 2009.12.02 08:20 | close | 1 | 1.00 | 1.50672 | 1.51893 | 1.49893 | 221.00 | 10801.00 |
| 5 | 2009.12.04 02:02 | sell | 3 | 1.00 | 1.50467 | 1.51467 | 1.49467 | ||
| 6 | 2009.12.04 08:15 | buy | 4 | 10.00 | 1.50793 | 1.49793 | 1.51793 | ||
| 7 | 2009.12.04 08:50 | close | 4 | 10.00 | 1.50906 | 1.49793 | 1.51793 | 1130.00 | 11931.00 |
| 8 | 2009.12.04 08:50 | close | 3 | 1.00 | 1.50917 | 1.51467 | 1.49467 | -450.00 | 11481.00 |
| 9 | 2009.12.09 07:00 | buy | 5 | 1.00 | 1.47307 | 1.46307 | 1.48307 | ||
| 10 | 2009.12.09 07:50 | sell | 6 | 10.00 | 1.46957 | 1.47957 | 1.45957 | ||
| 11 | 2009.12.09 19:15 | close | 6 | 10.00 | 1.46844 | 1.47957 | 1.45957 | 1130.00 | 12611.00 |
| 12 | 2009.12.09 19:15 | close | 5 | 1.00 | 1.46833 | 1.46307 | 1.48307 | -474.00 | 12137.00 |
| 13 | 2009.12.11 02:00 | buy | 7 | 1.00 | 1.47328 | 1.46328 | 1.48328 | ||
| 14 | 2009.12.11 09:50 | buy | 8 | 10.00 | 1.47517 | 1.46517 | 1.48517 | ||
| 15 | 2009.12.11 10:20 | close | 8 | 10.00 | 1.47585 | 1.46517 | 1.48517 | 680.00 | 12817.00 |
| 16 | 2009.12.11 10:20 | close | 7 | 1.00 | 1.47585 | 1.46328 | 1.48328 | 257.00 | 13074.00 |
| 17 | 2009.12.14 05:00 | buy | 9 | 1.00 | 1.46258 | 1.45258 | 1.47258 | ||
| 18 | 2009.12.14 05:15 | buy | 10 | 10.00 | 1.46510 | 1.45510 | 1.47510 | ||
| 19 | 2009.12.14 05:20 | close | 10 | 10.00 | 1.46618 | 1.45510 | 1.47510 | 1080.00 | 14154.00 |
| 20 | 2009.12.14 05:20 | close | 9 | 1.00 | 1.46618 | 1.45258 | 1.47258 | 360.00 | 14514.00 |
| 21 | 2009.12.14 05:22 | buy | 11 | 1.00 | 1.46550 | 1.45550 | 1.47550 | ||
| 22 | 2009.12.14 05:45 | buy | 12 | 10.00 | 1.46727 | 1.45727 | 1.47727 | ||
| 23 | 2009.12.14 05:50 | close | 12 | 10.00 | 1.46768 | 1.45727 | 1.47727 | 410.00 | 14924.00 |
| 24 | 2009.12.14 05:50 | close | 11 | 1.00 | 1.46768 | 1.45550 | 1.47550 | 218.00 | 15142.00 |
| 25 | 2009.12.14 05:52 | buy | 13 | 1.00 | 1.46744 | 1.45744 | 1.47744 | ||
| 26 | 2009.12.14 11:40 | sell | 14 | 10.00 | 1.46435 | 1.47435 | 1.45435 | ||
| 27 | 2009.12.14 11:50 | close | 14 | 10.00 | 1.46247 | 1.47435 | 1.45435 | 1880.00 | 17022.00 |
| 28 | 2009.12.14 11:50 | close | 13 | 1.00 | 1.46236 | 1.45744 | 1.47744 | -508.00 | 16514.00 |
| 29 | 2009.12.16 10:00 | buy | 15 | 1.00 | 1.45480 | 1.44480 | 1.46480 | ||
| 30 | 2009.12.16 11:15 | buy | 16 | 10.00 | 1.45646 | 1.44646 | 1.46646 | ||
| 31 | 2009.12.16 12:20 | close | 16 | 10.00 | 1.45717 | 1.44646 | 1.46646 | 710.00 | 17224.00 |
| 32 | 2009.12.16 12:20 | close | 15 | 1.00 | 1.45717 | 1.44480 | 1.46480 | 237.00 | 17461.00 |
| 33 | 2009.12.23 06:20 | buy | 17 | 1.00 | 1.42551 | 1.41551 | 1.43551 | ||
| 34 | 2009.12.23 13:45 | buy | 18 | 10.00 | 1.42769 | 1.41769 | 1.43769 | ||
| 35 | 2009.12.23 13:50 | close | 18 | 10.00 | 1.42833 | 1.41769 | 1.43769 | 640.00 | 18101.00 |
| 36 | 2009.12.23 13:50 | close | 17 | 1.00 | 1.42833 | 1.41551 | 1.43551 | 282.00 | 18383.00 |
| 37 | 2009.12.28 08:00 | sell | 19 | 1.00 | 1.43887 | 1.44887 | 1.42887 | ||
| 38 | 2009.12.28 23:50 | sell | 20 | 10.00 | 1.43719 | 1.44719 | 1.42719 | ||
| 39 | 2009.12.29 01:26 | close | 20 | 10.00 | 1.43660 | 1.44719 | 1.42719 | 586.00 | 18969.00 |
| 40 | 2009.12.29 01:26 | close | 19 | 1.00 | 1.43660 | 1.44887 | 1.42887 | 226.60 | 19195.60 |
| 41 | 2009.12.31 01:26 | buy | 21 | 1.00 | 1.43466 | 1.42466 | 1.44466 | ||
| 42 | 2009.12.31 02:40 | buy | 22 | 10.00 | 1.43651 | 1.42651 | 1.44651 | ||
| 43 | 2009.12.31 02:50 | close | 22 | 10.00 | 1.43719 | 1.42651 | 1.44651 | 680.00 | 19875.60 |
| 44 | 2009.12.31 02:50 | close | 21 | 1.00 | 1.43719 | 1.42466 | 1.44466 | 253.00 | 20128.60 |
| 45 | 2010.01.05 01:00 | sell | 23 | 1.00 | 1.44235 | 1.45235 | 1.43235 | ||
| 46 | 2010.01.05 03:16 | sell | 24 | 10.00 | 1.44055 | 1.45055 | 1.43055 | ||
| 47 | 2010.01.05 12:20 | close | 24 | 10.00 | 1.44003 | 1.45055 | 1.43055 | 520.00 | 20648.60 |
| 48 | 2010.01.05 12:20 | close | 23 | 1.00 | 1.44003 | 1.45235 | 1.43235 | 232.00 | 20880.60 |
| 49 | 2010.01.05 15:00 | sell | 25 | 1.00 | 1.44256 | 1.45256 | 1.43256 | ||
| 50 | 2010.01.05 15:20 | sell | 26 | 10.00 | 1.44054 | 1.45054 | 1.43054 | ||
| 51 | 2010.01.05 15:45 | close | 26 | 10.00 | 1.44005 | 1.45054 | 1.43054 | 490.00 | 21370.60 |
| 52 | 2010.01.05 15:45 | close | 25 | 1.00 | 1.44005 | 1.45256 | 1.43256 | 251.00 | 21621.60 |
| 53 | 2010.01.05 15:47 | sell | 27 | 1.00 | 1.44027 | 1.45027 | 1.43027 | ||
| 54 | 2010.01.05 15:50 | sell | 28 | 10.00 | 1.43860 | 1.44860 | 1.42860 | ||
| 55 | 2010.01.05 19:15 | close | 28 | 10.00 | 1.43798 | 1.44860 | 1.42860 | 620.00 | 22241.60 |
| 56 | 2010.01.05 19:15 | close | 27 | 1.00 | 1.43798 | 1.45027 | 1.43027 | 229.00 | 22470.60 |
| 57 | 2010.01.12 15:00 | sell | 29 | 1.00 | 1.44703 | 1.45703 | 1.43703 | ||
| 58 | 2010.01.12 15:40 | buy | 30 | 10.00 | 1.45014 | 1.44014 | 1.46014 | ||
| 59 | 2010.01.12 15:50 | close | 30 | 10.00 | 1.45140 | 1.44014 | 1.46014 | 1260.00 | 23730.60 |
| 60 | 2010.01.12 15:50 | close | 29 | 1.00 | 1.45151 | 1.45703 | 1.43703 | -448.00 | 23282.60 |