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 | TakeProfit=83; StopLoss=98; Value_At_Risk=1; TrailingStop=60; price_deviation=-7; _server_time=1; _time_shift=0; revenge=true; counter_trade=true; _trailing_stop_percentage=0.75; user_lot_size=1; cci_check=80; cci_period=11; opt_active_time=6; _mid_range_factor=0.31; account_risk_control=true; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -86.10 | Gross profit | 1165.10 | Gross loss | -1251.20 |
| Profit factor | 0.93 | Expected payoff | -2.53 | ||
| Absolute drawdown | 249.80 | Maximal drawdown | 541.40 (5.26%) | Relative drawdown | 5.26% (541.40) |
| Total trades | 34 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
| Largest | profit trade | 99.90 | loss trade | -123.60 | |
| Average | profit trade | 52.96 | loss trade | -104.27 | |
| Maximum | consecutive wins (profit in money) | 5 (264.40) | consecutive losses (loss in money) | 4 (-449.60) | |
| Maximal | consecutive profit (count of wins) | 264.40 (5) | consecutive loss (count of losses) | -449.60 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 14:15 | sell | 1 | 0.30 | 1.50843 | 1.51197 | 1.50509 | ||
| 2 | 2009.12.02 17:15 | modify | 1 | 0.30 | 1.50843 | 1.50797 | 1.50509 | ||
| 3 | 2009.12.02 17:20 | t/p | 1 | 0.30 | 1.50509 | 1.50797 | 1.50509 | 99.90 | 10099.90 |
| 4 | 2009.12.02 17:20 | sell | 2 | 0.20 | 1.50407 | 1.50929 | 1.50279 | ||
| 5 | 2009.12.03 03:50 | s/l | 2 | 0.20 | 1.50929 | 1.50929 | 1.50279 | -105.00 | 9994.90 |
| 6 | 2009.12.03 14:32 | sell | 3 | 0.50 | 1.51353 | 1.51537 | 1.51189 | ||
| 7 | 2009.12.03 14:40 | modify | 3 | 0.50 | 1.51353 | 1.51322 | 1.51189 | ||
| 8 | 2009.12.03 14:45 | t/p | 3 | 0.50 | 1.51189 | 1.51322 | 1.51189 | 82.00 | 10076.90 |
| 9 | 2009.12.04 14:26 | buy | 4 | 0.70 | 1.50425 | 1.50286 | 1.50564 | ||
| 10 | 2009.12.04 14:32 | t/p | 4 | 0.70 | 1.50564 | 1.50286 | 1.50564 | 97.30 | 10174.20 |
| 11 | 2009.12.08 13:02 | sell | 5 | 0.20 | 1.47782 | 1.48356 | 1.47538 | ||
| 12 | 2009.12.08 14:15 | modify | 5 | 0.20 | 1.47782 | 1.47751 | 1.47538 | ||
| 13 | 2009.12.08 14:20 | t/p | 5 | 0.20 | 1.47538 | 1.47751 | 1.47538 | 48.80 | 10223.00 |
| 14 | 2009.12.09 18:20 | sell | 6 | 0.20 | 1.46866 | 1.47481 | 1.46594 | ||
| 15 | 2009.12.10 01:32 | s/l | 6 | 0.20 | 1.47481 | 1.47481 | 1.46594 | -123.60 | 10099.40 |
| 16 | 2009.12.10 12:15 | buy | 7 | 0.30 | 1.47421 | 1.47114 | 1.47594 | ||
| 17 | 2009.12.10 15:20 | t/p | 7 | 0.30 | 1.47594 | 1.47114 | 1.47594 | 51.90 | 10151.30 |
| 18 | 2009.12.11 13:20 | sell | 8 | 0.50 | 1.47749 | 1.47939 | 1.47579 | ||
| 19 | 2009.12.11 13:50 | modify | 8 | 0.50 | 1.47749 | 1.47743 | 1.47579 | ||
| 20 | 2009.12.11 14:15 | t/p | 8 | 0.50 | 1.47579 | 1.47743 | 1.47579 | 85.00 | 10236.30 |
| 21 | 2009.12.15 13:32 | sell | 9 | 0.20 | 1.45251 | 1.45675 | 1.44847 | ||
| 22 | 2009.12.15 16:20 | s/l | 9 | 0.20 | 1.45675 | 1.45675 | 1.44847 | -84.80 | 10151.50 |
| 23 | 2009.12.15 16:20 | buy | 10 | 0.20 | 1.45724 | 1.45310 | 1.46071 | ||
| 24 | 2009.12.15 17:20 | s/l | 10 | 0.20 | 1.45310 | 1.45310 | 1.46071 | -82.80 | 10068.70 |
| 25 | 2009.12.16 12:20 | sell | 11 | 0.50 | 1.45717 | 1.45908 | 1.45546 | ||
| 26 | 2009.12.16 14:15 | t/p | 11 | 0.50 | 1.45546 | 1.45908 | 1.45546 | 85.50 | 10154.20 |
| 27 | 2009.12.17 17:45 | sell | 12 | 0.20 | 1.43256 | 1.43693 | 1.42964 | ||
| 28 | 2009.12.18 03:10 | s/l | 12 | 0.20 | 1.43693 | 1.43693 | 1.42964 | -87.60 | 10066.60 |
| 29 | 2009.12.18 13:20 | sell | 13 | 0.20 | 1.43435 | 1.43929 | 1.43270 | ||
| 30 | 2009.12.18 14:45 | modify | 13 | 0.20 | 1.43435 | 1.43422 | 1.43270 | ||
| 31 | 2009.12.18 14:50 | t/p | 13 | 0.20 | 1.43270 | 1.43422 | 1.43270 | 33.00 | 10099.60 |
| 32 | 2009.12.21 13:10 | buy | 14 | 0.40 | 1.43587 | 1.43318 | 1.43829 | ||
| 33 | 2009.12.21 15:50 | s/l | 14 | 0.40 | 1.43318 | 1.43318 | 1.43829 | -107.60 | 9992.00 |
| 34 | 2009.12.21 15:50 | sell | 15 | 0.20 | 1.43307 | 1.43725 | 1.43075 | ||
| 35 | 2009.12.21 16:26 | modify | 15 | 0.20 | 1.43307 | 1.43301 | 1.43075 | ||
| 36 | 2009.12.21 16:30 | modify | 15 | 0.20 | 1.43307 | 1.43292 | 1.43075 | ||
| 37 | 2009.12.21 16:32 | modify | 15 | 0.20 | 1.43307 | 1.43287 | 1.43075 | ||
| 38 | 2009.12.21 16:37 | modify | 15 | 0.20 | 1.43307 | 1.43271 | 1.43075 | ||
| 39 | 2009.12.21 17:15 | modify | 15 | 0.20 | 1.43307 | 1.43261 | 1.43075 | ||
| 40 | 2009.12.21 17:20 | t/p | 15 | 0.20 | 1.43075 | 1.43261 | 1.43075 | 46.40 | 10038.40 |
| 41 | 2009.12.22 12:59 | sell | 16 | 0.30 | 1.42811 | 1.43181 | 1.42680 | ||
| 42 | 2009.12.22 13:50 | modify | 16 | 0.30 | 1.42811 | 1.42800 | 1.42680 | ||
| 43 | 2009.12.22 14:07 | modify | 16 | 0.30 | 1.42811 | 1.42791 | 1.42680 | ||
| 44 | 2009.12.22 14:15 | s/l | 16 | 0.30 | 1.42791 | 1.42791 | 1.42680 | 6.00 | 10044.40 |
| 45 | 2009.12.23 13:40 | buy | 17 | 0.50 | 1.42693 | 1.42482 | 1.42799 | ||
| 46 | 2009.12.23 13:50 | t/p | 17 | 0.50 | 1.42799 | 1.42482 | 1.42799 | 53.00 | 10097.40 |
| 47 | 2009.12.24 13:50 | buy | 18 | 0.40 | 1.44182 | 1.43915 | 1.44449 | ||
| 48 | 2009.12.24 14:45 | s/l | 18 | 0.40 | 1.43915 | 1.43915 | 1.44449 | -106.80 | 9990.60 |
| 49 | 2009.12.24 14:45 | sell | 19 | 0.30 | 1.43878 | 1.44172 | 1.43621 | ||
| 50 | 2009.12.24 15:20 | modify | 19 | 0.30 | 1.43878 | 1.43840 | 1.43621 | ||
| 51 | 2009.12.24 15:50 | t/p | 19 | 0.30 | 1.43621 | 1.43840 | 1.43621 | 77.10 | 10067.70 |
| 52 | 2009.12.28 12:15 | buy | 20 | 0.50 | 1.44026 | 1.43837 | 1.44109 | ||
| 53 | 2009.12.28 12:50 | modify | 20 | 0.50 | 1.44026 | 1.44036 | 1.44109 | ||
| 54 | 2009.12.28 13:20 | s/l | 20 | 0.50 | 1.44036 | 1.44036 | 1.44109 | 5.00 | 10072.70 |
| 55 | 2009.12.29 12:45 | sell | 21 | 0.40 | 1.44397 | 1.44658 | 1.44156 | ||
| 56 | 2009.12.29 15:50 | modify | 21 | 0.40 | 1.44397 | 1.44369 | 1.44156 | ||
| 57 | 2009.12.29 16:20 | t/p | 21 | 0.40 | 1.44156 | 1.44369 | 1.44156 | 96.40 | 10169.10 |
| 58 | 2009.12.30 15:20 | sell | 22 | 0.30 | 1.43133 | 1.43458 | 1.42998 | ||
| 59 | 2009.12.30 15:40 | modify | 22 | 0.30 | 1.43133 | 1.43132 | 1.42998 | ||
| 60 | 2009.12.30 15:45 | t/p | 22 | 0.30 | 1.42998 | 1.43132 | 1.42998 | 40.50 | 10209.60 |
| 61 | 2009.12.31 15:50 | sell | 23 | 0.20 | 1.43627 | 1.44137 | 1.43400 | ||
| 62 | 2009.12.31 16:15 | t/p | 23 | 0.20 | 1.43400 | 1.44137 | 1.43400 | 45.40 | 10255.00 |
| 63 | 2010.01.04 14:45 | sell | 24 | 0.20 | 1.44220 | 1.44736 | 1.43724 | ||
| 64 | 2010.01.05 07:50 | s/l | 24 | 0.20 | 1.44736 | 1.44736 | 1.43724 | -103.40 | 10151.60 |
| 65 | 2010.01.06 16:20 | buy | 25 | 0.20 | 1.43928 | 1.43429 | 1.44239 | ||
| 66 | 2010.01.06 20:15 | modify | 25 | 0.20 | 1.43928 | 1.44005 | 1.44239 | ||
| 67 | 2010.01.06 20:20 | t/p | 25 | 0.20 | 1.44239 | 1.44005 | 1.44239 | 62.20 | 10213.80 |
| 68 | 2010.01.07 12:15 | sell | 26 | 0.40 | 1.43388 | 1.43636 | 1.43160 | ||
| 69 | 2010.01.07 13:07 | modify | 26 | 0.40 | 1.43388 | 1.43384 | 1.43160 | ||
| 70 | 2010.01.07 13:20 | s/l | 26 | 0.40 | 1.43384 | 1.43384 | 1.43160 | 1.60 | 10215.40 |
| 71 | 2010.01.08 13:10 | buy | 27 | 0.70 | 1.42862 | 1.42713 | 1.43011 | ||
| 72 | 2010.01.08 14:20 | s/l | 27 | 0.70 | 1.42713 | 1.42713 | 1.43011 | -104.30 | 10111.10 |
| 73 | 2010.01.08 14:20 | sell | 28 | 0.30 | 1.42630 | 1.43017 | 1.42491 | ||
| 74 | 2010.01.08 14:35 | s/l | 28 | 0.30 | 1.43017 | 1.43017 | 1.42491 | -116.10 | 9995.00 |
| 75 | 2010.01.11 12:15 | buy | 29 | 0.30 | 1.45386 | 1.45003 | 1.45561 | ||
| 76 | 2010.01.11 15:16 | s/l | 29 | 0.30 | 1.45003 | 1.45003 | 1.45561 | -114.90 | 9880.10 |
| 77 | 2010.01.11 15:16 | sell | 30 | 0.30 | 1.44953 | 1.45334 | 1.44788 | ||
| 78 | 2010.01.11 16:45 | s/l | 30 | 0.30 | 1.45334 | 1.45334 | 1.44788 | -114.30 | 9765.80 |
| 79 | 2010.01.12 12:20 | buy | 31 | 0.60 | 1.44627 | 1.44465 | 1.44789 | ||
| 80 | 2010.01.12 12:27 | modify | 31 | 0.60 | 1.44627 | 1.44651 | 1.44789 | ||
| 81 | 2010.01.12 12:27 | s/l | 31 | 0.60 | 1.44651 | 1.44651 | 1.44789 | 14.40 | 9780.20 |
| 82 | 2010.01.13 12:15 | buy | 32 | 0.20 | 1.45341 | 1.44883 | 1.45536 | ||
| 83 | 2010.01.13 12:45 | modify | 32 | 0.20 | 1.45341 | 1.45349 | 1.45536 | ||
| 84 | 2010.01.13 12:50 | t/p | 32 | 0.20 | 1.45536 | 1.45349 | 1.45536 | 39.00 | 9819.20 |
| 85 | 2010.01.14 12:20 | buy | 33 | 0.50 | 1.44909 | 1.44725 | 1.45093 | ||
| 86 | 2010.01.14 14:40 | modify | 33 | 0.50 | 1.44909 | 1.44918 | 1.45093 | ||
| 87 | 2010.01.14 14:45 | t/p | 33 | 0.50 | 1.45093 | 1.44918 | 1.45093 | 92.00 | 9911.20 |
| 88 | 2010.01.15 12:15 | sell | 34 | 0.30 | 1.43758 | 1.44147 | 1.43558 | ||
| 89 | 2010.01.15 14:37 | modify | 34 | 0.30 | 1.43758 | 1.43749 | 1.43558 | ||
| 90 | 2010.01.15 14:45 | s/l | 34 | 0.30 | 1.43749 | 1.43749 | 1.43558 | 2.70 | 9913.90 |