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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 19.70 | Gross profit | 60.00 | Gross loss | -40.30 |
Profit factor | 1.49 | Expected payoff | 0.86 | ||
Absolute drawdown | 7.80 | Maximal drawdown | 18.50 (0.18%) | Relative drawdown | 0.18% (18.50) |
Total trades | 23 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 12 (52.17%) | Loss trades (% of total) | 11 (47.83%) | ||
Largest | profit trade | 5.00 | loss trade | -4.80 | |
Average | profit trade | 5.00 | loss trade | -3.66 | |
Maximum | consecutive wins (profit in money) | 3 (15.00) | consecutive losses (loss in money) | 4 (-14.60) | |
Maximal | consecutive profit (count of wins) | 15.00 (3) | consecutive loss (count of losses) | -14.60 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:02 | sell stop | 1 | 0.10 | 1.50074 | 1.50109 | 1.50024 | ||
2 | 2009.12.01 00:15 | sell | 1 | 0.10 | 1.50074 | 1.50109 | 1.50024 | ||
3 | 2009.12.01 00:33 | s/l | 1 | 0.10 | 1.50109 | 1.50109 | 1.50024 | -3.50 | 9996.50 |
4 | 2009.12.03 00:05 | sell stop | 2 | 0.10 | 1.50479 | 1.50506 | 1.50429 | ||
5 | 2009.12.03 00:07 | sell | 2 | 0.10 | 1.50479 | 1.50506 | 1.50429 | ||
6 | 2009.12.03 00:10 | s/l | 2 | 0.10 | 1.50506 | 1.50506 | 1.50429 | -2.70 | 9993.80 |
7 | 2009.12.07 00:02 | sell stop | 3 | 0.10 | 1.48691 | 1.48716 | 1.48641 | ||
8 | 2009.12.07 00:10 | sell | 3 | 0.10 | 1.48691 | 1.48716 | 1.48641 | ||
9 | 2009.12.07 00:20 | t/p | 3 | 0.10 | 1.48641 | 1.48716 | 1.48641 | 5.00 | 9998.80 |
10 | 2009.12.08 00:07 | buy stop | 4 | 0.10 | 1.48280 | 1.48251 | 1.48330 | ||
11 | 2009.12.08 00:10 | buy | 4 | 0.10 | 1.48280 | 1.48251 | 1.48330 | ||
12 | 2009.12.08 00:20 | t/p | 4 | 0.10 | 1.48330 | 1.48251 | 1.48330 | 5.00 | 10003.80 |
13 | 2009.12.10 00:15 | buy stop | 5 | 0.10 | 1.47397 | 1.47358 | 1.47447 | ||
14 | 2009.12.10 00:50 | buy | 5 | 0.10 | 1.47397 | 1.47358 | 1.47447 | ||
15 | 2009.12.10 00:59 | s/l | 5 | 0.10 | 1.47358 | 1.47358 | 1.47447 | -3.90 | 9999.90 |
16 | 2009.12.11 00:10 | buy stop | 6 | 0.10 | 1.47309 | 1.47263 | 1.47359 | ||
17 | 2009.12.11 00:45 | buy | 6 | 0.10 | 1.47309 | 1.47263 | 1.47359 | ||
18 | 2009.12.11 01:32 | s/l | 6 | 0.10 | 1.47263 | 1.47263 | 1.47359 | -4.60 | 9995.30 |
19 | 2009.12.14 00:07 | buy stop | 7 | 0.10 | 1.46147 | 1.46105 | 1.46197 | ||
20 | 2009.12.14 00:10 | buy | 7 | 0.10 | 1.46147 | 1.46105 | 1.46197 | ||
21 | 2009.12.14 00:15 | t/p | 7 | 0.10 | 1.46197 | 1.46105 | 1.46197 | 5.00 | 10000.30 |
22 | 2009.12.15 00:10 | sell stop | 8 | 0.10 | 1.46496 | 1.46536 | 1.46446 | ||
23 | 2009.12.15 01:50 | sell | 8 | 0.10 | 1.46496 | 1.46536 | 1.46446 | ||
24 | 2009.12.15 03:10 | t/p | 8 | 0.10 | 1.46446 | 1.46536 | 1.46446 | 5.00 | 10005.30 |
25 | 2009.12.16 00:10 | sell stop | 9 | 0.10 | 1.45355 | 1.45387 | 1.45305 | ||
26 | 2009.12.16 01:10 | sell | 9 | 0.10 | 1.45355 | 1.45387 | 1.45305 | ||
27 | 2009.12.16 01:15 | t/p | 9 | 0.10 | 1.45305 | 1.45387 | 1.45305 | 5.00 | 10010.30 |
28 | 2009.12.17 00:02 | buy stop | 10 | 0.10 | 1.45290 | 1.45254 | 1.45340 | ||
29 | 2009.12.17 00:10 | buy | 10 | 0.10 | 1.45290 | 1.45254 | 1.45340 | ||
30 | 2009.12.17 00:50 | s/l | 10 | 0.10 | 1.45254 | 1.45254 | 1.45340 | -3.60 | 10006.70 |
31 | 2009.12.18 00:02 | buy stop | 11 | 0.10 | 1.43492 | 1.43455 | 1.43542 | ||
32 | 2009.12.18 00:07 | buy | 11 | 0.10 | 1.43492 | 1.43455 | 1.43542 | ||
33 | 2009.12.18 00:10 | s/l | 11 | 0.10 | 1.43455 | 1.43455 | 1.43542 | -3.70 | 10003.00 |
34 | 2009.12.22 00:02 | sell stop | 12 | 0.10 | 1.42741 | 1.42789 | 1.42691 | ||
35 | 2009.12.22 00:15 | sell | 12 | 0.10 | 1.42741 | 1.42789 | 1.42691 | ||
36 | 2009.12.22 00:40 | s/l | 12 | 0.10 | 1.42789 | 1.42789 | 1.42691 | -4.80 | 9998.20 |
37 | 2009.12.23 00:15 | sell stop | 13 | 0.10 | 1.42527 | 1.42552 | 1.42477 | ||
38 | 2009.12.23 00:45 | sell | 13 | 0.10 | 1.42527 | 1.42552 | 1.42477 | ||
39 | 2009.12.23 01:02 | s/l | 13 | 0.10 | 1.42552 | 1.42552 | 1.42477 | -2.50 | 9995.70 |
40 | 2009.12.24 00:10 | sell stop | 14 | 0.10 | 1.43276 | 1.43314 | 1.43226 | ||
41 | 2009.12.28 00:00 | delete | 14 | 0.10 | 1.43276 | 1.43314 | 1.43226 | ||
42 | 2009.12.28 00:07 | sell stop | 15 | 0.10 | 1.43700 | 1.43726 | 1.43650 | ||
43 | 2009.12.28 00:10 | sell | 15 | 0.10 | 1.43700 | 1.43726 | 1.43650 | ||
44 | 2009.12.28 00:15 | t/p | 15 | 0.10 | 1.43650 | 1.43726 | 1.43650 | 5.00 | 10000.70 |
45 | 2009.12.29 00:10 | sell stop | 16 | 0.10 | 1.43719 | 1.43757 | 1.43669 | ||
46 | 2009.12.29 01:13 | sell | 16 | 0.10 | 1.43719 | 1.43757 | 1.43669 | ||
47 | 2009.12.29 01:26 | t/p | 16 | 0.10 | 1.43669 | 1.43757 | 1.43669 | 5.00 | 10005.70 |
48 | 2009.12.30 00:10 | sell stop | 17 | 0.10 | 1.43492 | 1.43527 | 1.43442 | ||
49 | 2009.12.30 00:33 | sell | 17 | 0.10 | 1.43492 | 1.43527 | 1.43442 | ||
50 | 2009.12.30 00:46 | t/p | 17 | 0.10 | 1.43442 | 1.43527 | 1.43442 | 5.00 | 10010.70 |
51 | 2009.12.31 00:03 | sell stop | 18 | 0.10 | 1.43367 | 1.43402 | 1.43317 | ||
52 | 2009.12.31 01:10 | sell | 18 | 0.10 | 1.43367 | 1.43402 | 1.43317 | ||
53 | 2009.12.31 01:13 | s/l | 18 | 0.10 | 1.43402 | 1.43402 | 1.43317 | -3.50 | 10007.20 |
54 | 2010.01.05 00:07 | buy stop | 19 | 0.10 | 1.44096 | 1.44057 | 1.44146 | ||
55 | 2010.01.05 00:10 | buy | 19 | 0.10 | 1.44096 | 1.44057 | 1.44146 | ||
56 | 2010.01.05 00:15 | t/p | 19 | 0.10 | 1.44146 | 1.44057 | 1.44146 | 5.00 | 10012.20 |
57 | 2010.01.07 00:02 | sell stop | 20 | 0.10 | 1.43999 | 1.44045 | 1.43949 | ||
58 | 2010.01.07 00:15 | sell | 20 | 0.10 | 1.43999 | 1.44045 | 1.43949 | ||
59 | 2010.01.07 00:20 | t/p | 20 | 0.10 | 1.43949 | 1.44045 | 1.43949 | 5.00 | 10017.20 |
60 | 2010.01.08 00:13 | sell stop | 21 | 0.10 | 1.43034 | 1.43078 | 1.42984 | ||
61 | 2010.01.08 01:32 | sell | 21 | 0.10 | 1.43034 | 1.43078 | 1.42984 | ||
62 | 2010.01.08 01:40 | s/l | 21 | 0.10 | 1.43078 | 1.43078 | 1.42984 | -4.40 | 10012.80 |
63 | 2010.01.12 00:10 | sell stop | 22 | 0.10 | 1.45120 | 1.45147 | 1.45070 | ||
64 | 2010.01.12 00:45 | sell | 22 | 0.10 | 1.45120 | 1.45147 | 1.45070 | ||
65 | 2010.01.12 00:50 | t/p | 22 | 0.10 | 1.45070 | 1.45147 | 1.45070 | 5.00 | 10017.80 |
66 | 2010.01.13 00:03 | buy stop | 23 | 0.10 | 1.44920 | 1.44889 | 1.44970 | ||
67 | 2010.01.13 05:50 | buy | 23 | 0.10 | 1.44920 | 1.44889 | 1.44970 | ||
68 | 2010.01.13 05:59 | s/l | 23 | 0.10 | 1.44889 | 1.44889 | 1.44970 | -3.10 | 10014.70 |
69 | 2010.01.15 00:10 | sell stop | 24 | 0.10 | 1.44958 | 1.44995 | 1.44908 | ||
70 | 2010.01.15 01:20 | sell | 24 | 0.10 | 1.44958 | 1.44995 | 1.44908 | ||
71 | 2010.01.15 01:40 | t/p | 24 | 0.10 | 1.44908 | 1.44995 | 1.44908 | 5.00 | 10019.70 |