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 | 13447.60 | Gross profit | 15323.60 | Gross loss | -1876.00 |
Profit factor | 8.17 | Expected payoff | 448.25 | ||
Absolute drawdown | 6686.00 | Maximal drawdown | 8647.00 (42.35%) | Relative drawdown | 71.21% (8197.00) |
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 | 1890.00 | loss trade | -507.00 | |
Average | profit trade | 589.37 | loss trade | -469.00 | |
Maximum | consecutive wins (profit in money) | 15 (7303.60) | consecutive losses (loss in money) | 1 (-507.00) | |
Maximal | consecutive profit (count of wins) | 7303.60 (15) | consecutive loss (count of losses) | -507.00 (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 | 1.50671 | 1.51730 | 1.49730 | 590.00 | 10590.00 |
4 | 2009.12.02 08:20 | close | 1 | 1.00 | 1.50671 | 1.51893 | 1.49893 | 222.00 | 10812.00 |
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 | 1.50792 | 1.49792 | 1.51792 | ||
7 | 2009.12.04 08:50 | close | 4 | 10.00 | 1.50906 | 1.49792 | 1.51792 | 1140.00 | 11952.00 |
8 | 2009.12.04 08:50 | close | 3 | 1.00 | 1.50916 | 1.51467 | 1.49467 | -449.00 | 11503.00 |
9 | 2009.12.09 07:00 | buy | 5 | 1.00 | 1.47306 | 1.46306 | 1.48306 | ||
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 | 1.46843 | 1.47957 | 1.45957 | 1140.00 | 12643.00 |
12 | 2009.12.09 19:15 | close | 5 | 1.00 | 1.46833 | 1.46306 | 1.48306 | -473.00 | 12170.00 |
13 | 2009.12.11 02:00 | buy | 7 | 1.00 | 1.47327 | 1.46327 | 1.48327 | ||
14 | 2009.12.11 09:50 | buy | 8 | 10.00 | 1.47516 | 1.46516 | 1.48516 | ||
15 | 2009.12.11 10:20 | close | 8 | 10.00 | 1.47585 | 1.46516 | 1.48516 | 690.00 | 12860.00 |
16 | 2009.12.11 10:20 | close | 7 | 1.00 | 1.47585 | 1.46327 | 1.48327 | 258.00 | 13118.00 |
17 | 2009.12.14 05:00 | buy | 9 | 1.00 | 1.46257 | 1.45257 | 1.47257 | ||
18 | 2009.12.14 05:15 | buy | 10 | 10.00 | 1.46509 | 1.45509 | 1.47509 | ||
19 | 2009.12.14 05:20 | close | 10 | 10.00 | 1.46618 | 1.45509 | 1.47509 | 1090.00 | 14208.00 |
20 | 2009.12.14 05:20 | close | 9 | 1.00 | 1.46618 | 1.45257 | 1.47257 | 361.00 | 14569.00 |
21 | 2009.12.14 05:22 | buy | 11 | 1.00 | 1.46549 | 1.45549 | 1.47549 | ||
22 | 2009.12.14 05:45 | buy | 12 | 10.00 | 1.46726 | 1.45726 | 1.47726 | ||
23 | 2009.12.14 05:50 | close | 12 | 10.00 | 1.46768 | 1.45726 | 1.47726 | 420.00 | 14989.00 |
24 | 2009.12.14 05:50 | close | 11 | 1.00 | 1.46768 | 1.45549 | 1.47549 | 219.00 | 15208.00 |
25 | 2009.12.14 05:52 | buy | 13 | 1.00 | 1.46743 | 1.45743 | 1.47743 | ||
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 | 1.46246 | 1.47435 | 1.45435 | 1890.00 | 17098.00 |
28 | 2009.12.14 11:50 | close | 13 | 1.00 | 1.46236 | 1.45743 | 1.47743 | -507.00 | 16591.00 |
29 | 2009.12.16 10:00 | buy | 15 | 1.00 | 1.45479 | 1.44479 | 1.46479 | ||
30 | 2009.12.16 11:15 | buy | 16 | 10.00 | 1.45645 | 1.44645 | 1.46645 | ||
31 | 2009.12.16 12:20 | close | 16 | 10.00 | 1.45717 | 1.44645 | 1.46645 | 720.00 | 17311.00 |
32 | 2009.12.16 12:20 | close | 15 | 1.00 | 1.45717 | 1.44479 | 1.46479 | 238.00 | 17549.00 |
33 | 2009.12.23 06:20 | buy | 17 | 1.00 | 1.42550 | 1.41550 | 1.43550 | ||
34 | 2009.12.23 13:45 | buy | 18 | 10.00 | 1.42768 | 1.41768 | 1.43768 | ||
35 | 2009.12.23 13:50 | close | 18 | 10.00 | 1.42833 | 1.41768 | 1.43768 | 650.00 | 18199.00 |
36 | 2009.12.23 13:50 | close | 17 | 1.00 | 1.42833 | 1.41550 | 1.43550 | 283.00 | 18482.00 |
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 | 1.43659 | 1.44719 | 1.42719 | 596.00 | 19078.00 |
40 | 2009.12.29 01:26 | close | 19 | 1.00 | 1.43659 | 1.44887 | 1.42887 | 227.60 | 19305.60 |
41 | 2009.12.31 01:26 | buy | 21 | 1.00 | 1.43465 | 1.42465 | 1.44465 | ||
42 | 2009.12.31 02:40 | buy | 22 | 10.00 | 1.43650 | 1.42650 | 1.44650 | ||
43 | 2009.12.31 02:50 | close | 22 | 10.00 | 1.43719 | 1.42650 | 1.44650 | 690.00 | 19995.60 |
44 | 2009.12.31 02:50 | close | 21 | 1.00 | 1.43719 | 1.42465 | 1.44465 | 254.00 | 20249.60 |
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 | 1.44002 | 1.45055 | 1.43055 | 530.00 | 20779.60 |
48 | 2010.01.05 12:20 | close | 23 | 1.00 | 1.44002 | 1.45235 | 1.43235 | 233.00 | 21012.60 |
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 | 1.44004 | 1.45054 | 1.43054 | 500.00 | 21512.60 |
52 | 2010.01.05 15:45 | close | 25 | 1.00 | 1.44004 | 1.45256 | 1.43256 | 252.00 | 21764.60 |
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 | 1.43797 | 1.44860 | 1.42860 | 630.00 | 22394.60 |
56 | 2010.01.05 19:15 | close | 27 | 1.00 | 1.43797 | 1.45027 | 1.43027 | 230.00 | 22624.60 |
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 | 1.45013 | 1.44013 | 1.46013 | ||
59 | 2010.01.12 15:50 | close | 30 | 10.00 | 1.45140 | 1.44013 | 1.46013 | 1270.00 | 23894.60 |
60 | 2010.01.12 15:50 | close | 29 | 1.00 | 1.45150 | 1.45703 | 1.43703 | -447.00 | 23447.60 |