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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; ClassicFractal=1; MaxDistance=1000; FT2="------Настройки типа пробоя фрактала:----------"; indent=1; TypeEntry=2; RedContol=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; jaw_shift=8; teeth_period=8; teeth_shift=5; lips_period=5; lips_shift=3; ma_method=0; applied_price=4; FT4="-------Настройки контроля тренда по аллигатору:----------"; TrendAligControl=0; jaw_teeth_distense=10; teeth_lips_distense=10; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=50; TakeProfit=50; Lots=0.1; | ||||
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 | 118.40 | Gross loss | -238.40 |
Profit factor | 0.50 | Expected payoff | -2.35 | ||
Absolute drawdown | 132.90 | Maximal drawdown | 132.90 (1.33%) | Relative drawdown | 1.33% (132.90) |
Total trades | 51 | Short positions (won %) | 28 (57.14%) | Long positions (won %) | 23 (34.78%) |
Profit trades (% of total) | 24 (47.06%) | Loss trades (% of total) | 27 (52.94%) | ||
Largest | profit trade | 5.40 | loss trade | -91.20 | |
Average | profit trade | 4.93 | loss trade | -8.83 | |
Maximum | consecutive wins (profit in money) | 4 (19.50) | consecutive losses (loss in money) | 5 (-107.20) | |
Maximal | consecutive profit (count of wins) | 19.50 (4) | consecutive loss (count of losses) | -107.20 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50689 | 1.50640 | 1.50740 | ||
2 | 2009.12.01 10:02 | s/l | 1 | 0.10 | 1.50640 | 1.50640 | 1.50740 | -4.90 | 9995.10 |
3 | 2009.12.01 16:00 | buy | 2 | 0.10 | 1.50828 | 1.50780 | 1.50880 | ||
4 | 2009.12.01 16:02 | s/l | 2 | 0.10 | 1.50780 | 1.50780 | 1.50880 | -4.80 | 9990.30 |
5 | 2009.12.02 18:00 | sell | 3 | 0.10 | 1.50580 | 1.50630 | 1.50530 | ||
6 | 2009.12.02 18:02 | s/l | 3 | 0.10 | 1.50630 | 1.50630 | 1.50530 | -5.00 | 9985.30 |
7 | 2009.12.03 08:00 | buy | 4 | 0.10 | 1.51073 | 1.51020 | 1.51120 | ||
8 | 2009.12.03 08:07 | s/l | 4 | 0.10 | 1.51020 | 1.51020 | 1.51120 | -5.30 | 9980.00 |
9 | 2009.12.03 23:00 | sell | 5 | 0.10 | 1.50510 | 1.50560 | 1.50460 | ||
10 | 2009.12.03 23:02 | t/p | 5 | 0.10 | 1.50460 | 1.50560 | 1.50460 | 5.00 | 9985.00 |
11 | 2009.12.04 15:00 | sell | 6 | 0.10 | 1.49426 | 1.49480 | 1.49380 | ||
12 | 2009.12.04 15:02 | t/p | 6 | 0.10 | 1.49380 | 1.49480 | 1.49380 | 4.60 | 9989.60 |
13 | 2009.12.07 10:00 | sell | 7 | 0.10 | 1.47670 | 1.47720 | 1.47620 | ||
14 | 2009.12.07 10:02 | t/p | 7 | 0.10 | 1.47620 | 1.47720 | 1.47620 | 5.00 | 9994.60 |
15 | 2009.12.08 15:00 | sell | 8 | 0.10 | 1.47557 | 1.47610 | 1.47510 | ||
16 | 2009.12.08 15:02 | t/p | 8 | 0.10 | 1.47510 | 1.47610 | 1.47510 | 4.70 | 9999.30 |
17 | 2009.12.08 19:00 | sell | 9 | 0.10 | 1.47197 | 1.47250 | 1.47150 | ||
18 | 2009.12.08 19:07 | s/l | 9 | 0.10 | 1.47250 | 1.47250 | 1.47150 | -5.30 | 9994.00 |
19 | 2009.12.09 10:00 | buy | 10 | 0.10 | 1.47439 | 1.47390 | 1.47490 | ||
20 | 2009.12.09 10:02 | t/p | 10 | 0.10 | 1.47490 | 1.47390 | 1.47490 | 5.10 | 9999.10 |
21 | 2009.12.09 19:00 | sell | 11 | 0.10 | 1.46942 | 1.46990 | 1.46890 | ||
22 | 2009.12.09 19:02 | s/l | 11 | 0.10 | 1.46990 | 1.46990 | 1.46890 | -4.80 | 9994.30 |
23 | 2009.12.11 07:00 | buy | 12 | 0.10 | 1.47384 | 1.47330 | 1.47430 | ||
24 | 2009.12.11 07:10 | modify | 12 | 0.10 | 1.47384 | 1.47226 | 1.47430 | ||
25 | 2009.12.11 07:50 | s/l | 12 | 0.10 | 1.47226 | 1.47226 | 1.47430 | -15.80 | 9978.50 |
26 | 2009.12.14 06:00 | buy | 13 | 0.10 | 1.46599 | 1.46550 | 1.46650 | ||
27 | 2009.12.14 06:02 | close | 13 | 0.10 | 1.46594 | 1.46550 | 1.46650 | -0.50 | 9978.00 |
28 | 2009.12.15 09:00 | sell | 14 | 0.10 | 1.46097 | 1.46150 | 1.46050 | ||
29 | 2009.12.15 09:05 | t/p | 14 | 0.10 | 1.46050 | 1.46150 | 1.46050 | 4.70 | 9982.70 |
30 | 2009.12.15 14:00 | sell | 15 | 0.10 | 1.45304 | 1.45350 | 1.45250 | ||
31 | 2009.12.15 14:07 | modify | 15 | 0.10 | 1.45304 | 1.46445 | 1.45250 | ||
32 | 2009.12.15 14:37 | t/p | 15 | 0.10 | 1.45250 | 1.46445 | 1.45250 | 5.40 | 9988.10 |
33 | 2009.12.15 18:00 | sell | 16 | 0.10 | 1.45126 | 1.45180 | 1.45080 | ||
34 | 2009.12.15 18:02 | s/l | 16 | 0.10 | 1.45180 | 1.45180 | 1.45080 | -5.40 | 9982.70 |
35 | 2009.12.16 08:00 | buy | 17 | 0.10 | 1.45518 | 1.45470 | 1.45570 | ||
36 | 2009.12.16 08:02 | modify | 17 | 0.10 | 1.45518 | 1.45306 | 1.45570 | ||
37 | 2009.12.16 08:40 | s/l | 17 | 0.10 | 1.45306 | 1.45306 | 1.45570 | -21.20 | 9961.50 |
38 | 2009.12.16 13:00 | buy | 18 | 0.10 | 1.45699 | 1.45650 | 1.45750 | ||
39 | 2009.12.16 13:03 | t/p | 18 | 0.10 | 1.45750 | 1.45650 | 1.45750 | 5.10 | 9966.60 |
40 | 2009.12.17 03:00 | sell | 19 | 0.10 | 1.44680 | 1.44730 | 1.44630 | ||
41 | 2009.12.17 03:02 | t/p | 19 | 0.10 | 1.44630 | 1.44730 | 1.44630 | 5.00 | 9971.60 |
42 | 2009.12.17 11:00 | sell | 20 | 0.10 | 1.43658 | 1.43710 | 1.43610 | ||
43 | 2009.12.17 11:07 | s/l | 20 | 0.10 | 1.43710 | 1.43710 | 1.43610 | -5.20 | 9966.40 |
44 | 2009.12.17 18:00 | sell | 21 | 0.10 | 1.43152 | 1.43200 | 1.43100 | ||
45 | 2009.12.17 18:02 | t/p | 21 | 0.10 | 1.43100 | 1.43200 | 1.43100 | 5.20 | 9971.60 |
46 | 2009.12.18 17:00 | sell | 22 | 0.10 | 1.42737 | 1.42790 | 1.42690 | ||
47 | 2009.12.18 17:02 | t/p | 22 | 0.10 | 1.42690 | 1.42790 | 1.42690 | 4.70 | 9976.30 |
48 | 2009.12.21 05:00 | buy | 23 | 0.10 | 1.43537 | 1.43490 | 1.43590 | ||
49 | 2009.12.21 05:15 | s/l | 23 | 0.10 | 1.43490 | 1.43490 | 1.43590 | -4.70 | 9971.60 |
50 | 2009.12.22 17:00 | sell | 24 | 0.10 | 1.42309 | 1.42360 | 1.42260 | ||
51 | 2009.12.22 17:02 | t/p | 24 | 0.10 | 1.42260 | 1.42360 | 1.42260 | 4.90 | 9976.50 |
52 | 2009.12.23 17:00 | buy | 25 | 0.10 | 1.43340 | 1.43290 | 1.43390 | ||
53 | 2009.12.23 17:02 | modify | 25 | 0.10 | 1.43340 | 1.42512 | 1.43390 | ||
54 | 2009.12.23 17:50 | t/p | 25 | 0.10 | 1.43390 | 1.42512 | 1.43390 | 5.00 | 9981.50 |
55 | 2009.12.24 11:00 | buy | 26 | 0.10 | 1.43830 | 1.43780 | 1.43880 | ||
56 | 2009.12.24 11:02 | modify | 26 | 0.10 | 1.43830 | 1.43370 | 1.43880 | ||
57 | 2009.12.24 11:10 | t/p | 26 | 0.10 | 1.43880 | 1.43370 | 1.43880 | 5.00 | 9986.50 |
58 | 2009.12.28 12:00 | buy | 27 | 0.10 | 1.43954 | 1.43900 | 1.44000 | ||
59 | 2009.12.28 12:05 | modify | 27 | 0.10 | 1.43954 | 1.43759 | 1.44000 | ||
60 | 2009.12.28 12:15 | t/p | 27 | 0.10 | 1.44000 | 1.43759 | 1.44000 | 4.60 | 9991.10 |
61 | 2009.12.29 09:00 | buy | 28 | 0.10 | 1.44179 | 1.44130 | 1.44230 | ||
62 | 2009.12.29 09:07 | s/l | 28 | 0.10 | 1.44130 | 1.44130 | 1.44230 | -4.90 | 9986.20 |
63 | 2009.12.29 13:00 | buy | 29 | 0.10 | 1.44436 | 1.44390 | 1.44490 | ||
64 | 2009.12.29 13:02 | s/l | 29 | 0.10 | 1.44390 | 1.44390 | 1.44490 | -4.60 | 9981.60 |
65 | 2009.12.29 19:00 | sell | 30 | 0.10 | 1.43453 | 1.43500 | 1.43400 | ||
66 | 2009.12.29 19:10 | s/l | 30 | 0.10 | 1.43500 | 1.43500 | 1.43400 | -4.70 | 9976.90 |
67 | 2009.12.30 02:00 | sell | 31 | 0.10 | 1.43239 | 1.43290 | 1.43190 | ||
68 | 2009.12.30 02:03 | s/l | 31 | 0.10 | 1.43290 | 1.43290 | 1.43190 | -5.10 | 9971.80 |
69 | 2009.12.30 16:00 | sell | 32 | 0.10 | 1.42973 | 1.43020 | 1.42920 | ||
70 | 2009.12.30 16:15 | s/l | 32 | 0.10 | 1.43020 | 1.43020 | 1.42920 | -4.70 | 9967.10 |
71 | 2009.12.31 02:00 | buy | 33 | 0.10 | 1.43544 | 1.43490 | 1.43590 | ||
72 | 2009.12.31 02:20 | t/p | 33 | 0.10 | 1.43590 | 1.43490 | 1.43590 | 4.60 | 9971.70 |
73 | 2009.12.31 08:00 | buy | 34 | 0.10 | 1.44400 | 1.44350 | 1.44450 | ||
74 | 2009.12.31 08:03 | s/l | 34 | 0.10 | 1.44350 | 1.44350 | 1.44450 | -5.00 | 9966.70 |
75 | 2010.01.04 02:00 | sell | 35 | 0.10 | 1.42886 | 1.42940 | 1.42840 | ||
76 | 2010.01.04 02:03 | t/p | 35 | 0.10 | 1.42840 | 1.42940 | 1.42840 | 4.60 | 9971.30 |
77 | 2010.01.05 07:00 | buy | 36 | 0.10 | 1.44647 | 1.44600 | 1.44700 | ||
78 | 2010.01.05 07:10 | s/l | 36 | 0.10 | 1.44600 | 1.44600 | 1.44700 | -4.70 | 9966.60 |
79 | 2010.01.05 19:00 | sell | 37 | 0.10 | 1.43911 | 1.43960 | 1.43860 | ||
80 | 2010.01.05 19:10 | t/p | 37 | 0.10 | 1.43860 | 1.43960 | 1.43860 | 5.10 | 9971.70 |
81 | 2010.01.06 08:00 | sell | 38 | 0.10 | 1.43114 | 1.43160 | 1.43060 | ||
82 | 2010.01.06 08:02 | t/p | 38 | 0.10 | 1.43060 | 1.43160 | 1.43060 | 5.40 | 9977.10 |
83 | 2010.01.07 07:00 | sell | 39 | 0.10 | 1.43902 | 1.43950 | 1.43850 | ||
84 | 2010.01.07 07:02 | close | 39 | 0.10 | 1.43922 | 1.43950 | 1.43850 | -2.00 | 9975.10 |
85 | 2010.01.08 00:00 | sell | 40 | 0.10 | 1.43043 | 1.43090 | 1.42990 | ||
86 | 2010.01.08 00:13 | s/l | 40 | 0.10 | 1.43090 | 1.43090 | 1.42990 | -4.70 | 9970.40 |
87 | 2010.01.08 07:00 | sell | 41 | 0.10 | 1.42932 | 1.42980 | 1.42880 | ||
88 | 2010.01.08 07:10 | s/l | 41 | 0.10 | 1.42980 | 1.42980 | 1.42880 | -4.80 | 9965.60 |
89 | 2010.01.08 15:00 | buy | 42 | 0.10 | 1.44038 | 1.43990 | 1.44090 | ||
90 | 2010.01.08 15:02 | modify | 42 | 0.10 | 1.44038 | 1.43126 | 1.44090 | ||
91 | 2010.01.08 16:16 | s/l | 42 | 0.10 | 1.43126 | 1.43126 | 1.44090 | -91.20 | 9874.40 |
92 | 2010.01.08 20:00 | buy | 43 | 0.10 | 1.44245 | 1.44200 | 1.44300 | ||
93 | 2010.01.08 20:10 | s/l | 43 | 0.10 | 1.44200 | 1.44200 | 1.44300 | -4.50 | 9869.90 |
94 | 2010.01.11 01:00 | buy | 44 | 0.10 | 1.44648 | 1.44600 | 1.44700 | ||
95 | 2010.01.11 01:10 | modify | 44 | 0.10 | 1.44648 | 1.43322 | 1.44700 | ||
96 | 2010.01.11 01:15 | t/p | 44 | 0.10 | 1.44700 | 1.43322 | 1.44700 | 5.20 | 9875.10 |
97 | 2010.01.11 17:00 | buy | 45 | 0.10 | 1.45485 | 1.45440 | 1.45540 | ||
98 | 2010.01.11 17:03 | s/l | 45 | 0.10 | 1.45440 | 1.45440 | 1.45540 | -4.50 | 9870.60 |
99 | 2010.01.12 02:00 | sell | 46 | 0.10 | 1.44885 | 1.44940 | 1.44840 | ||
100 | 2010.01.12 02:02 | t/p | 46 | 0.10 | 1.44840 | 1.44940 | 1.44840 | 4.50 | 9875.10 |
101 | 2010.01.13 01:00 | sell | 47 | 0.10 | 1.44757 | 1.44810 | 1.44710 | ||
102 | 2010.01.13 01:02 | t/p | 47 | 0.10 | 1.44710 | 1.44810 | 1.44710 | 4.70 | 9879.80 |
103 | 2010.01.13 12:00 | buy | 48 | 0.10 | 1.45167 | 1.45120 | 1.45220 | ||
104 | 2010.01.13 12:05 | modify | 48 | 0.10 | 1.45167 | 1.44793 | 1.45220 | ||
105 | 2010.01.13 12:10 | t/p | 48 | 0.10 | 1.45220 | 1.44793 | 1.45220 | 5.30 | 9885.10 |
106 | 2010.01.14 07:00 | buy | 49 | 0.10 | 1.45521 | 1.45470 | 1.45570 | ||
107 | 2010.01.14 07:03 | s/l | 49 | 0.10 | 1.45470 | 1.45470 | 1.45570 | -5.10 | 9880.00 |
108 | 2010.01.15 03:00 | sell | 50 | 0.10 | 1.44380 | 1.44430 | 1.44330 | ||
109 | 2010.01.15 03:07 | s/l | 50 | 0.10 | 1.44430 | 1.44430 | 1.44330 | -5.00 | 9875.00 |
110 | 2010.01.15 15:00 | sell | 51 | 0.10 | 1.43750 | 1.43800 | 1.43700 | ||
111 | 2010.01.15 15:07 | t/p | 51 | 0.10 | 1.43700 | 1.43800 | 1.43700 | 5.00 | 9880.00 |