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=0.01; MM=false; risk=1; MinLots=0.1; MAXLots=10; slippage=10; hourtoclose=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -27.19 | Gross profit | 102.15 | Gross loss | -129.35 |
Profit factor | 0.79 | Expected payoff | -0.65 | ||
Absolute drawdown | 45.43 | Maximal drawdown | 72.04 (0.72%) | Relative drawdown | 0.72% (72.04) |
Total trades | 42 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 22 (27.27%) |
Profit trades (% of total) | 15 (35.71%) | Loss trades (% of total) | 27 (64.29%) | ||
Largest | profit trade | 18.56 | loss trade | -8.45 | |
Average | profit trade | 6.81 | loss trade | -4.79 | |
Maximum | consecutive wins (profit in money) | 2 (10.47) | consecutive losses (loss in money) | 7 (-44.50) | |
Maximal | consecutive profit (count of wins) | 18.56 (1) | consecutive loss (count of losses) | -44.50 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:10 | buy | 1 | 0.01 | 1.50496 | 1.49786 | 0.00000 | ||
2 | 2009.12.01 20:00 | close | 1 | 0.01 | 1.51092 | 1.49786 | 0.00000 | 5.96 | 10005.96 |
3 | 2009.12.02 18:20 | sell | 2 | 0.01 | 1.50317 | 1.51061 | 0.00000 | ||
4 | 2009.12.02 20:00 | close | 2 | 0.01 | 1.50479 | 1.51061 | 0.00000 | -1.62 | 10004.34 |
5 | 2009.12.03 07:50 | buy | 3 | 0.01 | 1.51129 | 1.50513 | 0.00000 | ||
6 | 2009.12.03 20:00 | close | 3 | 0.01 | 1.50911 | 1.50513 | 0.00000 | -2.18 | 10002.16 |
7 | 2009.12.04 14:40 | sell | 4 | 0.01 | 1.50220 | 1.50848 | 0.00000 | ||
8 | 2009.12.04 14:50 | modify | 4 | 0.01 | 1.50220 | 1.49906 | 0.00000 | ||
9 | 2009.12.04 15:02 | modify | 4 | 0.01 | 1.50220 | 1.49800 | 0.00000 | ||
10 | 2009.12.04 15:07 | modify | 4 | 0.01 | 1.50220 | 1.49752 | 0.00000 | ||
11 | 2009.12.04 16:40 | modify | 4 | 0.01 | 1.50220 | 1.49744 | 0.00000 | ||
12 | 2009.12.04 16:45 | modify | 4 | 0.01 | 1.50220 | 1.49642 | 0.00000 | ||
13 | 2009.12.04 16:50 | modify | 4 | 0.01 | 1.50220 | 1.49506 | 0.00000 | ||
14 | 2009.12.04 17:15 | modify | 4 | 0.01 | 1.50220 | 1.49492 | 0.00000 | ||
15 | 2009.12.04 17:20 | modify | 4 | 0.01 | 1.50220 | 1.49387 | 0.00000 | ||
16 | 2009.12.04 17:32 | modify | 4 | 0.01 | 1.50220 | 1.49351 | 0.00000 | ||
17 | 2009.12.04 17:37 | modify | 4 | 0.01 | 1.50220 | 1.49336 | 0.00000 | ||
18 | 2009.12.04 19:20 | modify | 4 | 0.01 | 1.50220 | 1.49236 | 0.00000 | ||
19 | 2009.12.04 19:33 | modify | 4 | 0.01 | 1.50220 | 1.49144 | 0.00000 | ||
20 | 2009.12.04 19:40 | modify | 4 | 0.01 | 1.50220 | 1.49067 | 0.00000 | ||
21 | 2009.12.04 19:46 | modify | 4 | 0.01 | 1.50220 | 1.48965 | 0.00000 | ||
22 | 2009.12.04 20:00 | close | 4 | 0.01 | 1.48364 | 1.48965 | 0.00000 | 18.56 | 10020.72 |
23 | 2009.12.07 09:40 | sell | 5 | 0.01 | 1.48157 | 1.49042 | 0.00000 | ||
24 | 2009.12.07 20:00 | close | 5 | 0.01 | 1.48597 | 1.49042 | 0.00000 | -4.40 | 10016.32 |
25 | 2009.12.08 09:02 | sell | 6 | 0.01 | 1.47844 | 1.48583 | 0.00000 | ||
26 | 2009.12.08 11:15 | s/l | 6 | 0.01 | 1.48583 | 1.48583 | 0.00000 | -7.39 | 10008.93 |
27 | 2009.12.08 11:15 | buy | 7 | 0.01 | 1.48589 | 1.47850 | 0.00000 | ||
28 | 2009.12.08 13:02 | s/l | 7 | 0.01 | 1.47850 | 1.47850 | 0.00000 | -7.39 | 10001.54 |
29 | 2009.12.09 09:50 | buy | 8 | 0.01 | 1.47509 | 1.46696 | 0.00000 | ||
30 | 2009.12.09 20:00 | close | 8 | 0.01 | 1.46801 | 1.46696 | 0.00000 | -7.08 | 9994.46 |
31 | 2009.12.10 09:37 | sell | 9 | 0.01 | 1.46852 | 1.47576 | 0.00000 | ||
32 | 2009.12.10 15:20 | s/l | 9 | 0.01 | 1.47576 | 1.47576 | 0.00000 | -7.24 | 9987.22 |
33 | 2009.12.10 15:20 | buy | 10 | 0.01 | 1.47605 | 1.46881 | 0.00000 | ||
34 | 2009.12.10 20:00 | close | 10 | 0.01 | 1.47151 | 1.46881 | 0.00000 | -4.54 | 9982.68 |
35 | 2009.12.11 13:20 | buy | 11 | 0.01 | 1.47760 | 1.47114 | 0.00000 | ||
36 | 2009.12.11 14:59 | s/l | 11 | 0.01 | 1.47114 | 1.47114 | 0.00000 | -6.46 | 9976.22 |
37 | 2009.12.11 14:59 | sell | 12 | 0.01 | 1.47075 | 1.47721 | 0.00000 | ||
38 | 2009.12.11 15:50 | modify | 12 | 0.01 | 1.47075 | 1.47016 | 0.00000 | ||
39 | 2009.12.11 16:15 | modify | 12 | 0.01 | 1.47075 | 1.46914 | 0.00000 | ||
40 | 2009.12.11 16:20 | modify | 12 | 0.01 | 1.47075 | 1.46725 | 0.00000 | ||
41 | 2009.12.11 16:50 | modify | 12 | 0.01 | 1.47075 | 1.46648 | 0.00000 | ||
42 | 2009.12.11 17:20 | modify | 12 | 0.01 | 1.47075 | 1.46513 | 0.00000 | ||
43 | 2009.12.11 20:00 | close | 12 | 0.01 | 1.46163 | 1.46513 | 0.00000 | 9.12 | 9985.34 |
44 | 2009.12.14 07:20 | buy | 13 | 0.01 | 1.46846 | 1.46069 | 0.00000 | ||
45 | 2009.12.14 20:00 | close | 13 | 0.01 | 1.46497 | 1.46069 | 0.00000 | -3.49 | 9981.85 |
46 | 2009.12.15 09:10 | sell | 14 | 0.01 | 1.45912 | 1.46527 | 0.00000 | ||
47 | 2009.12.15 11:02 | modify | 14 | 0.01 | 1.45912 | 1.45898 | 0.00000 | ||
48 | 2009.12.15 11:07 | modify | 14 | 0.01 | 1.45912 | 1.45872 | 0.00000 | ||
49 | 2009.12.15 13:37 | modify | 14 | 0.01 | 1.45912 | 1.45864 | 0.00000 | ||
50 | 2009.12.15 14:37 | modify | 14 | 0.01 | 1.45912 | 1.45846 | 0.00000 | ||
51 | 2009.12.15 17:20 | modify | 14 | 0.01 | 1.45912 | 1.45823 | 0.00000 | ||
52 | 2009.12.15 17:45 | modify | 14 | 0.01 | 1.45912 | 1.45770 | 0.00000 | ||
53 | 2009.12.15 17:50 | modify | 14 | 0.01 | 1.45912 | 1.45673 | 0.00000 | ||
54 | 2009.12.15 18:37 | modify | 14 | 0.01 | 1.45912 | 1.45659 | 0.00000 | ||
55 | 2009.12.15 20:00 | close | 14 | 0.01 | 1.45227 | 1.45659 | 0.00000 | 6.85 | 9988.70 |
56 | 2009.12.16 13:16 | buy | 15 | 0.01 | 1.45846 | 1.45147 | 0.00000 | ||
57 | 2009.12.16 20:00 | close | 15 | 0.01 | 1.45396 | 1.45147 | 0.00000 | -4.50 | 9984.20 |
58 | 2009.12.17 02:46 | sell | 16 | 0.01 | 1.44650 | 1.45252 | 0.00000 | ||
59 | 2009.12.17 04:15 | modify | 16 | 0.01 | 1.44650 | 1.44649 | 0.00000 | ||
60 | 2009.12.17 04:20 | modify | 16 | 0.01 | 1.44650 | 1.44488 | 0.00000 | ||
61 | 2009.12.17 05:45 | modify | 16 | 0.01 | 1.44650 | 1.44426 | 0.00000 | ||
62 | 2009.12.17 05:50 | modify | 16 | 0.01 | 1.44650 | 1.44294 | 0.00000 | ||
63 | 2009.12.17 10:50 | modify | 16 | 0.01 | 1.44650 | 1.44187 | 0.00000 | ||
64 | 2009.12.17 11:20 | modify | 16 | 0.01 | 1.44650 | 1.44133 | 0.00000 | ||
65 | 2009.12.17 11:35 | modify | 16 | 0.01 | 1.44650 | 1.44120 | 0.00000 | ||
66 | 2009.12.17 11:40 | modify | 16 | 0.01 | 1.44650 | 1.44069 | 0.00000 | ||
67 | 2009.12.17 11:45 | modify | 16 | 0.01 | 1.44650 | 1.43992 | 0.00000 | ||
68 | 2009.12.17 11:50 | modify | 16 | 0.01 | 1.44650 | 1.43890 | 0.00000 | ||
69 | 2009.12.17 17:45 | modify | 16 | 0.01 | 1.44650 | 1.43869 | 0.00000 | ||
70 | 2009.12.17 17:50 | modify | 16 | 0.01 | 1.44650 | 1.43761 | 0.00000 | ||
71 | 2009.12.17 18:02 | modify | 16 | 0.01 | 1.44650 | 1.43659 | 0.00000 | ||
72 | 2009.12.17 18:07 | modify | 16 | 0.01 | 1.44650 | 1.43643 | 0.00000 | ||
73 | 2009.12.17 20:00 | close | 16 | 0.01 | 1.43430 | 1.43643 | 0.00000 | 12.20 | 9996.40 |
74 | 2009.12.18 03:15 | buy | 17 | 0.01 | 1.43977 | 1.43132 | 0.00000 | ||
75 | 2009.12.18 15:07 | s/l | 17 | 0.01 | 1.43132 | 1.43132 | 0.00000 | -8.45 | 9987.95 |
76 | 2009.12.18 15:07 | sell | 18 | 0.01 | 1.43116 | 1.43961 | 0.00000 | ||
77 | 2009.12.18 20:00 | close | 18 | 0.01 | 1.43055 | 1.43961 | 0.00000 | 0.61 | 9988.56 |
78 | 2009.12.21 09:50 | sell | 19 | 0.01 | 1.42799 | 1.43522 | 0.00000 | ||
79 | 2009.12.21 13:03 | s/l | 19 | 0.01 | 1.43522 | 1.43522 | 0.00000 | -7.23 | 9981.33 |
80 | 2009.12.21 13:03 | buy | 20 | 0.01 | 1.43530 | 1.42807 | 0.00000 | ||
81 | 2009.12.21 20:00 | close | 20 | 0.01 | 1.42940 | 1.42807 | 0.00000 | -5.90 | 9975.43 |
82 | 2009.12.22 16:20 | sell | 21 | 0.01 | 1.42594 | 1.43262 | 0.00000 | ||
83 | 2009.12.22 20:00 | close | 21 | 0.01 | 1.42716 | 1.43262 | 0.00000 | -1.22 | 9974.21 |
84 | 2009.12.23 15:32 | buy | 22 | 0.01 | 1.43018 | 1.42360 | 0.00000 | ||
85 | 2009.12.23 20:00 | close | 22 | 0.01 | 1.43482 | 1.42360 | 0.00000 | 4.64 | 9978.85 |
86 | 2009.12.24 11:15 | buy | 23 | 0.01 | 1.44050 | 1.43359 | 0.00000 | ||
87 | 2009.12.28 20:00 | close | 23 | 0.01 | 1.43907 | 1.43359 | 0.00000 | -1.43 | 9977.42 |
88 | 2009.12.29 08:20 | buy | 24 | 0.01 | 1.44098 | 1.43582 | 0.00000 | ||
89 | 2009.12.29 17:20 | s/l | 24 | 0.01 | 1.43582 | 1.43582 | 0.00000 | -5.16 | 9972.26 |
90 | 2009.12.29 17:20 | sell | 25 | 0.01 | 1.43439 | 1.43955 | 0.00000 | ||
91 | 2009.12.29 20:00 | close | 25 | 0.01 | 1.43610 | 1.43955 | 0.00000 | -1.71 | 9970.55 |
92 | 2009.12.30 15:45 | sell | 26 | 0.01 | 1.42967 | 1.43578 | 0.00000 | ||
93 | 2009.12.30 18:20 | s/l | 26 | 0.01 | 1.43578 | 1.43578 | 0.00000 | -6.11 | 9964.44 |
94 | 2009.12.30 18:20 | buy | 27 | 0.01 | 1.43588 | 1.42977 | 0.00000 | ||
95 | 2009.12.30 20:00 | close | 27 | 0.01 | 1.43369 | 1.42977 | 0.00000 | -2.19 | 9962.25 |
96 | 2009.12.31 07:33 | buy | 28 | 0.01 | 1.44012 | 1.43469 | 0.00000 | ||
97 | 2009.12.31 16:15 | s/l | 28 | 0.01 | 1.43469 | 1.43469 | 0.00000 | -5.43 | 9956.82 |
98 | 2009.12.31 16:15 | sell | 29 | 0.01 | 1.43358 | 1.43901 | 0.00000 | ||
99 | 2010.01.04 02:16 | modify | 29 | 0.01 | 1.43358 | 1.43291 | 0.00000 | ||
100 | 2010.01.04 02:45 | modify | 29 | 0.01 | 1.43358 | 1.43276 | 0.00000 | ||
101 | 2010.01.04 02:50 | modify | 29 | 0.01 | 1.43358 | 1.43187 | 0.00000 | ||
102 | 2010.01.04 09:02 | s/l | 29 | 0.01 | 1.43187 | 1.43187 | 0.00000 | 1.70 | 9958.53 |
103 | 2010.01.04 09:02 | buy | 30 | 0.01 | 1.43240 | 1.42629 | 0.00000 | ||
104 | 2010.01.04 10:50 | modify | 30 | 0.01 | 1.43240 | 1.43346 | 0.00000 | ||
105 | 2010.01.04 11:02 | modify | 30 | 0.01 | 1.43240 | 1.43371 | 0.00000 | ||
106 | 2010.01.04 11:07 | modify | 30 | 0.01 | 1.43240 | 1.43388 | 0.00000 | ||
107 | 2010.01.04 12:15 | modify | 30 | 0.01 | 1.43240 | 1.43437 | 0.00000 | ||
108 | 2010.01.04 12:20 | modify | 30 | 0.01 | 1.43240 | 1.43551 | 0.00000 | ||
109 | 2010.01.04 14:45 | modify | 30 | 0.01 | 1.43240 | 1.43609 | 0.00000 | ||
110 | 2010.01.04 14:50 | modify | 30 | 0.01 | 1.43240 | 1.43719 | 0.00000 | ||
111 | 2010.01.04 15:03 | modify | 30 | 0.01 | 1.43240 | 1.43738 | 0.00000 | ||
112 | 2010.01.04 15:10 | modify | 30 | 0.01 | 1.43240 | 1.43813 | 0.00000 | ||
113 | 2010.01.04 15:16 | modify | 30 | 0.01 | 1.43240 | 1.43887 | 0.00000 | ||
114 | 2010.01.04 16:50 | modify | 30 | 0.01 | 1.43240 | 1.43945 | 0.00000 | ||
115 | 2010.01.04 20:00 | close | 30 | 0.01 | 1.44117 | 1.43945 | 0.00000 | 8.77 | 9967.30 |
116 | 2010.01.05 08:02 | buy | 31 | 0.01 | 1.44821 | 1.44100 | 0.00000 | ||
117 | 2010.01.05 09:50 | s/l | 31 | 0.01 | 1.44100 | 1.44100 | 0.00000 | -7.21 | 9960.09 |
118 | 2010.01.05 09:50 | sell | 32 | 0.01 | 1.44036 | 1.44757 | 0.00000 | ||
119 | 2010.01.05 20:00 | close | 32 | 0.01 | 1.43631 | 1.44757 | 0.00000 | 4.05 | 9964.14 |
120 | 2010.01.06 07:50 | sell | 33 | 0.01 | 1.42897 | 1.43551 | 0.00000 | ||
121 | 2010.01.06 10:10 | s/l | 33 | 0.01 | 1.43551 | 1.43551 | 0.00000 | -6.54 | 9957.60 |
122 | 2010.01.06 10:10 | buy | 34 | 0.01 | 1.43554 | 1.42900 | 0.00000 | ||
123 | 2010.01.06 20:00 | close | 34 | 0.01 | 1.43973 | 1.42900 | 0.00000 | 4.19 | 9961.79 |
124 | 2010.01.07 07:15 | sell | 35 | 0.01 | 1.43783 | 1.44468 | 0.00000 | ||
125 | 2010.01.07 14:15 | modify | 35 | 0.01 | 1.43783 | 1.43771 | 0.00000 | ||
126 | 2010.01.07 14:20 | modify | 35 | 0.01 | 1.43783 | 1.43682 | 0.00000 | ||
127 | 2010.01.07 20:00 | close | 35 | 0.01 | 1.43092 | 1.43682 | 0.00000 | 6.91 | 9968.70 |
128 | 2010.01.08 14:20 | sell | 36 | 0.01 | 1.42630 | 1.43327 | 0.00000 | ||
129 | 2010.01.08 14:40 | s/l | 36 | 0.01 | 1.43327 | 1.43327 | 0.00000 | -6.97 | 9961.73 |
130 | 2010.01.08 14:40 | buy | 37 | 0.01 | 1.43458 | 1.42761 | 0.00000 | ||
131 | 2010.01.08 19:15 | modify | 37 | 0.01 | 1.43458 | 1.43557 | 0.00000 | ||
132 | 2010.01.08 19:20 | modify | 37 | 0.01 | 1.43458 | 1.43688 | 0.00000 | ||
133 | 2010.01.08 20:00 | close | 37 | 0.01 | 1.44233 | 1.43688 | 0.00000 | 7.75 | 9969.48 |
134 | 2010.01.11 01:45 | buy | 38 | 0.01 | 1.44894 | 1.44144 | 0.00000 | ||
135 | 2010.01.11 20:00 | close | 38 | 0.01 | 1.45299 | 1.44144 | 0.00000 | 4.05 | 9973.53 |
136 | 2010.01.12 16:20 | buy | 39 | 0.01 | 1.45275 | 1.44571 | 0.00000 | ||
137 | 2010.01.12 20:00 | close | 39 | 0.01 | 1.44970 | 1.44571 | 0.00000 | -3.05 | 9970.48 |
138 | 2010.01.13 11:50 | buy | 40 | 0.01 | 1.45229 | 1.44600 | 0.00000 | ||
139 | 2010.01.13 20:00 | close | 40 | 0.01 | 1.45037 | 1.44600 | 0.00000 | -1.92 | 9968.56 |
140 | 2010.01.14 13:15 | sell | 41 | 0.01 | 1.44863 | 1.45525 | 0.00000 | ||
141 | 2010.01.14 20:00 | close | 41 | 0.01 | 1.45117 | 1.45525 | 0.00000 | -2.54 | 9966.02 |
142 | 2010.01.15 02:45 | sell | 42 | 0.01 | 1.44452 | 1.45086 | 0.00000 | ||
143 | 2010.01.15 09:20 | modify | 42 | 0.01 | 1.44452 | 1.44424 | 0.00000 | ||
144 | 2010.01.15 12:15 | modify | 42 | 0.01 | 1.44452 | 1.44403 | 0.00000 | ||
145 | 2010.01.15 12:20 | modify | 42 | 0.01 | 1.44452 | 1.44334 | 0.00000 | ||
146 | 2010.01.15 13:07 | modify | 42 | 0.01 | 1.44452 | 1.44314 | 0.00000 | ||
147 | 2010.01.15 14:32 | modify | 42 | 0.01 | 1.44452 | 1.44258 | 0.00000 | ||
148 | 2010.01.15 14:37 | modify | 42 | 0.01 | 1.44452 | 1.44234 | 0.00000 | ||
149 | 2010.01.15 16:50 | modify | 42 | 0.01 | 1.44452 | 1.44204 | 0.00000 | ||
150 | 2010.01.15 20:00 | close | 42 | 0.01 | 1.43773 | 1.44204 | 0.00000 | 6.79 | 9972.81 |