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=100; TakeProfit2=40; Stoploss=100; Lots=1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 618.00 | Gross profit | 1983.00 | Gross loss | -1365.00 |
| Profit factor | 1.45 | Expected payoff | 11.88 | ||
| Absolute drawdown | 144.00 | Maximal drawdown | 617.00 (5.83%) | Relative drawdown | 5.83% (617.00) |
| Total trades | 52 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 26 (80.77%) |
| Profit trades (% of total) | 39 (75.00%) | Loss trades (% of total) | 13 (25.00%) | ||
| Largest | profit trade | 91.00 | loss trade | -105.00 | |
| Average | profit trade | 50.85 | loss trade | -105.00 | |
| Maximum | consecutive wins (profit in money) | 13 (631.00) | consecutive losses (loss in money) | 2 (-210.00) | |
| Maximal | consecutive profit (count of wins) | 631.00 (13) | consecutive loss (count of losses) | -210.00 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 21:00 | sell | 1 | 1.00 | 1.50940 | 1.51045 | 1.50840 | ||
| 2 | 2009.12.01 21:02 | sell | 2 | 1.00 | 1.50936 | 1.51041 | 1.50836 | ||
| 3 | 2009.12.01 21:10 | modify | 1 | 1.00 | 1.50940 | 1.50934 | 1.50840 | ||
| 4 | 2009.12.01 21:15 | close | 1 | 1.00 | 1.50867 | 1.50934 | 1.50840 | 73.00 | 10073.00 |
| 5 | 2009.12.01 21:17 | close | 2 | 1.00 | 1.50879 | 1.51041 | 1.50836 | 57.00 | 10130.00 |
| 6 | 2009.12.02 21:00 | sell | 3 | 1.00 | 1.50356 | 1.50461 | 1.50256 | ||
| 7 | 2009.12.02 21:02 | sell | 4 | 1.00 | 1.50350 | 1.50455 | 1.50250 | ||
| 8 | 2009.12.02 21:50 | s/l | 3 | 1.00 | 1.50461 | 1.50461 | 1.50256 | -105.00 | 10025.00 |
| 9 | 2009.12.02 21:50 | s/l | 4 | 1.00 | 1.50455 | 1.50455 | 1.50250 | -105.00 | 9920.00 |
| 10 | 2009.12.03 21:00 | sell | 5 | 1.00 | 1.50903 | 1.51008 | 1.50803 | ||
| 11 | 2009.12.03 21:02 | sell | 6 | 1.00 | 1.50943 | 1.51048 | 1.50843 | ||
| 12 | 2009.12.03 21:15 | modify | 6 | 1.00 | 1.50943 | 1.50939 | 1.50843 | ||
| 13 | 2009.12.03 21:20 | close | 6 | 1.00 | 1.50882 | 1.50939 | 1.50843 | 61.00 | 9981.00 |
| 14 | 2009.12.03 21:35 | modify | 5 | 1.00 | 1.50903 | 1.50899 | 1.50803 | ||
| 15 | 2009.12.03 21:37 | s/l | 5 | 1.00 | 1.50899 | 1.50899 | 1.50803 | 4.00 | 9985.00 |
| 16 | 2009.12.04 21:00 | buy | 7 | 1.00 | 1.48253 | 1.48148 | 1.48353 | ||
| 17 | 2009.12.04 21:02 | buy | 8 | 1.00 | 1.48269 | 1.48164 | 1.48369 | ||
| 18 | 2009.12.04 21:05 | modify | 7 | 1.00 | 1.48253 | 1.48258 | 1.48353 | ||
| 19 | 2009.12.04 21:07 | s/l | 7 | 1.00 | 1.48258 | 1.48258 | 1.48353 | 5.00 | 9990.00 |
| 20 | 2009.12.04 21:10 | close | 8 | 1.00 | 1.48358 | 1.48164 | 1.48369 | 89.00 | 10079.00 |
| 21 | 2009.12.07 21:00 | sell | 9 | 1.00 | 1.48216 | 1.48321 | 1.48116 | ||
| 22 | 2009.12.07 21:02 | sell | 10 | 1.00 | 1.48246 | 1.48351 | 1.48146 | ||
| 23 | 2009.12.07 21:10 | modify | 10 | 1.00 | 1.48246 | 1.48240 | 1.48146 | ||
| 24 | 2009.12.07 21:15 | close | 9 | 1.00 | 1.48169 | 1.48321 | 1.48116 | 47.00 | 10126.00 |
| 25 | 2009.12.07 21:17 | close | 10 | 1.00 | 1.48183 | 1.48240 | 1.48146 | 63.00 | 10189.00 |
| 26 | 2009.12.08 21:00 | buy | 11 | 1.00 | 1.46827 | 1.46722 | 1.46927 | ||
| 27 | 2009.12.08 21:03 | close | 11 | 1.00 | 1.46901 | 1.46722 | 1.46927 | 74.00 | 10263.00 |
| 28 | 2009.12.09 21:00 | buy | 12 | 1.00 | 1.47159 | 1.47054 | 1.47259 | ||
| 29 | 2009.12.09 21:02 | buy | 13 | 1.00 | 1.47174 | 1.47069 | 1.47274 | ||
| 30 | 2009.12.09 21:05 | modify | 12 | 1.00 | 1.47159 | 1.47160 | 1.47259 | ||
| 31 | 2009.12.09 21:07 | s/l | 12 | 1.00 | 1.47160 | 1.47160 | 1.47259 | 1.00 | 10264.00 |
| 32 | 2009.12.09 21:10 | close | 13 | 1.00 | 1.47253 | 1.47069 | 1.47274 | 79.00 | 10343.00 |
| 33 | 2009.12.10 21:00 | buy | 14 | 1.00 | 1.47194 | 1.47089 | 1.47294 | ||
| 34 | 2009.12.10 21:02 | buy | 15 | 1.00 | 1.47202 | 1.47097 | 1.47302 | ||
| 35 | 2009.12.10 21:10 | close | 14 | 1.00 | 1.47237 | 1.47089 | 1.47294 | 43.00 | 10386.00 |
| 36 | 2009.12.10 21:15 | close | 15 | 1.00 | 1.47266 | 1.47097 | 1.47302 | 64.00 | 10450.00 |
| 37 | 2009.12.11 21:00 | buy | 16 | 1.00 | 1.46173 | 1.46068 | 1.46273 | ||
| 38 | 2009.12.11 21:02 | buy | 17 | 1.00 | 1.46169 | 1.46064 | 1.46269 | ||
| 39 | 2009.12.11 21:15 | modify | 16 | 1.00 | 1.46173 | 1.46179 | 1.46273 | ||
| 40 | 2009.12.11 21:17 | modify | 17 | 1.00 | 1.46169 | 1.46173 | 1.46269 | ||
| 41 | 2009.12.11 21:20 | close | 16 | 1.00 | 1.46228 | 1.46179 | 1.46273 | 55.00 | 10505.00 |
| 42 | 2009.12.11 21:22 | close | 17 | 1.00 | 1.46215 | 1.46173 | 1.46269 | 46.00 | 10551.00 |
| 43 | 2009.12.14 21:00 | sell | 18 | 1.00 | 1.46476 | 1.46581 | 1.46376 | ||
| 44 | 2009.12.14 21:02 | sell | 19 | 1.00 | 1.46458 | 1.46563 | 1.46358 | ||
| 45 | 2009.12.14 21:20 | s/l | 19 | 1.00 | 1.46563 | 1.46563 | 1.46358 | -105.00 | 10446.00 |
| 46 | 2009.12.14 22:50 | s/l | 18 | 1.00 | 1.46581 | 1.46581 | 1.46376 | -105.00 | 10341.00 |
| 47 | 2009.12.15 21:00 | sell | 20 | 1.00 | 1.45269 | 1.45374 | 1.45169 | ||
| 48 | 2009.12.15 21:02 | sell | 21 | 1.00 | 1.45266 | 1.45371 | 1.45166 | ||
| 49 | 2009.12.15 21:32 | modify | 20 | 1.00 | 1.45269 | 1.45264 | 1.45169 | ||
| 50 | 2009.12.15 21:37 | close | 20 | 1.00 | 1.45221 | 1.45264 | 1.45169 | 48.00 | 10389.00 |
| 51 | 2009.12.15 22:50 | s/l | 21 | 1.00 | 1.45371 | 1.45371 | 1.45166 | -105.00 | 10284.00 |
| 52 | 2009.12.16 21:00 | buy | 22 | 1.00 | 1.45153 | 1.45048 | 1.45253 | ||
| 53 | 2009.12.16 21:02 | buy | 23 | 1.00 | 1.45074 | 1.44969 | 1.45174 | ||
| 54 | 2009.12.16 21:07 | s/l | 22 | 1.00 | 1.45048 | 1.45048 | 1.45253 | -105.00 | 10179.00 |
| 55 | 2009.12.16 21:10 | close | 23 | 1.00 | 1.45152 | 1.44969 | 1.45174 | 78.00 | 10257.00 |
| 56 | 2009.12.17 21:00 | buy | 24 | 1.00 | 1.43508 | 1.43403 | 1.43608 | ||
| 57 | 2009.12.17 21:03 | modify | 24 | 1.00 | 1.43508 | 1.43511 | 1.43608 | ||
| 58 | 2009.12.17 21:10 | close | 24 | 1.00 | 1.43552 | 1.43511 | 1.43608 | 44.00 | 10301.00 |
| 59 | 2009.12.18 21:00 | sell | 25 | 1.00 | 1.43197 | 1.43302 | 1.43097 | ||
| 60 | 2009.12.18 21:03 | s/l | 25 | 1.00 | 1.43302 | 1.43302 | 1.43097 | -105.00 | 10196.00 |
| 61 | 2009.12.18 21:03 | sell | 26 | 1.00 | 1.43302 | 1.43407 | 1.43202 | ||
| 62 | 2009.12.18 21:16 | s/l | 26 | 1.00 | 1.43407 | 1.43407 | 1.43202 | -105.00 | 10091.00 |
| 63 | 2009.12.21 21:00 | buy | 27 | 1.00 | 1.42886 | 1.42781 | 1.42986 | ||
| 64 | 2009.12.21 21:02 | buy | 28 | 1.00 | 1.42901 | 1.42796 | 1.43001 | ||
| 65 | 2009.12.21 21:07 | modify | 27 | 1.00 | 1.42886 | 1.42889 | 1.42986 | ||
| 66 | 2009.12.21 21:10 | s/l | 27 | 1.00 | 1.42889 | 1.42889 | 1.42986 | 3.00 | 10094.00 |
| 67 | 2009.12.21 21:15 | s/l | 28 | 1.00 | 1.42796 | 1.42796 | 1.43001 | -105.00 | 9989.00 |
| 68 | 2009.12.22 21:00 | buy | 29 | 1.00 | 1.42532 | 1.42427 | 1.42632 | ||
| 69 | 2009.12.22 21:02 | buy | 30 | 1.00 | 1.42529 | 1.42424 | 1.42629 | ||
| 70 | 2009.12.22 21:15 | modify | 29 | 1.00 | 1.42532 | 1.42537 | 1.42632 | ||
| 71 | 2009.12.22 21:17 | modify | 30 | 1.00 | 1.42529 | 1.42531 | 1.42629 | ||
| 72 | 2009.12.22 21:20 | close | 29 | 1.00 | 1.42586 | 1.42537 | 1.42632 | 54.00 | 10043.00 |
| 73 | 2009.12.22 21:22 | close | 30 | 1.00 | 1.42574 | 1.42531 | 1.42629 | 45.00 | 10088.00 |
| 74 | 2009.12.23 21:00 | sell | 31 | 1.00 | 1.43338 | 1.43443 | 1.43238 | ||
| 75 | 2009.12.23 21:02 | sell | 32 | 1.00 | 1.43387 | 1.43492 | 1.43287 | ||
| 76 | 2009.12.23 21:10 | modify | 32 | 1.00 | 1.43387 | 1.43379 | 1.43287 | ||
| 77 | 2009.12.23 21:15 | modify | 31 | 1.00 | 1.43338 | 1.43335 | 1.43238 | ||
| 78 | 2009.12.23 21:17 | close | 32 | 1.00 | 1.43320 | 1.43379 | 1.43287 | 67.00 | 10155.00 |
| 79 | 2009.12.23 21:20 | close | 31 | 1.00 | 1.43247 | 1.43335 | 1.43238 | 91.00 | 10246.00 |
| 80 | 2009.12.28 21:00 | buy | 33 | 1.00 | 1.43836 | 1.43731 | 1.43936 | ||
| 81 | 2009.12.28 21:02 | buy | 34 | 1.00 | 1.43823 | 1.43718 | 1.43923 | ||
| 82 | 2009.12.28 21:20 | modify | 34 | 1.00 | 1.43823 | 1.43827 | 1.43923 | ||
| 83 | 2009.12.28 21:43 | s/l | 34 | 1.00 | 1.43827 | 1.43827 | 1.43923 | 4.00 | 10250.00 |
| 84 | 2009.12.28 23:45 | s/l | 33 | 1.00 | 1.43731 | 1.43731 | 1.43936 | -105.00 | 10145.00 |
| 85 | 2009.12.29 21:00 | buy | 35 | 1.00 | 1.43522 | 1.43417 | 1.43622 | ||
| 86 | 2009.12.29 21:15 | close | 35 | 1.00 | 1.43578 | 1.43417 | 1.43622 | 56.00 | 10201.00 |
| 87 | 2009.12.30 21:00 | sell | 36 | 1.00 | 1.43330 | 1.43435 | 1.43230 | ||
| 88 | 2009.12.30 21:15 | modify | 36 | 1.00 | 1.43330 | 1.43321 | 1.43230 | ||
| 89 | 2009.12.30 21:20 | close | 36 | 1.00 | 1.43262 | 1.43321 | 1.43230 | 68.00 | 10269.00 |
| 90 | 2010.01.04 21:00 | sell | 37 | 1.00 | 1.44111 | 1.44216 | 1.44011 | ||
| 91 | 2010.01.04 21:02 | sell | 38 | 1.00 | 1.44082 | 1.44187 | 1.43982 | ||
| 92 | 2010.01.04 21:07 | modify | 37 | 1.00 | 1.44111 | 1.44106 | 1.44011 | ||
| 93 | 2010.01.04 21:10 | s/l | 37 | 1.00 | 1.44106 | 1.44106 | 1.44011 | 5.00 | 10274.00 |
| 94 | 2010.01.04 21:20 | s/l | 38 | 1.00 | 1.44187 | 1.44187 | 1.43982 | -105.00 | 10169.00 |
| 95 | 2010.01.05 21:00 | buy | 39 | 1.00 | 1.43685 | 1.43580 | 1.43785 | ||
| 96 | 2010.01.05 21:02 | buy | 40 | 1.00 | 1.43678 | 1.43573 | 1.43778 | ||
| 97 | 2010.01.05 21:15 | modify | 40 | 1.00 | 1.43678 | 1.43681 | 1.43778 | ||
| 98 | 2010.01.05 21:20 | close | 39 | 1.00 | 1.43728 | 1.43580 | 1.43785 | 43.00 | 10212.00 |
| 99 | 2010.01.05 21:22 | modify | 40 | 1.00 | 1.43678 | 1.43687 | 1.43778 | ||
| 100 | 2010.01.05 21:25 | close | 40 | 1.00 | 1.43722 | 1.43687 | 1.43778 | 44.00 | 10256.00 |
| 101 | 2010.01.06 21:00 | sell | 41 | 1.00 | 1.44077 | 1.44182 | 1.43977 | ||
| 102 | 2010.01.06 21:02 | modify | 41 | 1.00 | 1.44077 | 1.44068 | 1.43977 | ||
| 103 | 2010.01.06 21:07 | close | 41 | 1.00 | 1.44029 | 1.44068 | 1.43977 | 48.00 | 10304.00 |
| 104 | 2010.01.07 21:00 | buy | 42 | 1.00 | 1.43266 | 1.43161 | 1.43366 | ||
| 105 | 2010.01.07 21:02 | buy | 43 | 1.00 | 1.43251 | 1.43146 | 1.43351 | ||
| 106 | 2010.01.07 21:15 | s/l | 42 | 1.00 | 1.43161 | 1.43161 | 1.43366 | -105.00 | 10199.00 |
| 107 | 2010.01.07 21:15 | s/l | 43 | 1.00 | 1.43146 | 1.43146 | 1.43351 | -105.00 | 10094.00 |
| 108 | 2010.01.08 21:00 | sell | 44 | 1.00 | 1.44147 | 1.44252 | 1.44047 | ||
| 109 | 2010.01.08 21:02 | close | 44 | 1.00 | 1.44078 | 1.44252 | 1.44047 | 69.00 | 10163.00 |
| 110 | 2010.01.11 21:00 | sell | 45 | 1.00 | 1.45188 | 1.45293 | 1.45088 | ||
| 111 | 2010.01.11 21:02 | sell | 46 | 1.00 | 1.45186 | 1.45291 | 1.45086 | ||
| 112 | 2010.01.11 22:20 | close | 45 | 1.00 | 1.45123 | 1.45293 | 1.45088 | 65.00 | 10228.00 |
| 113 | 2010.01.11 22:22 | close | 46 | 1.00 | 1.45142 | 1.45291 | 1.45086 | 44.00 | 10272.00 |
| 114 | 2010.01.12 21:00 | sell | 47 | 1.00 | 1.44973 | 1.45078 | 1.44873 | ||
| 115 | 2010.01.12 21:02 | sell | 48 | 1.00 | 1.44965 | 1.45070 | 1.44865 | ||
| 116 | 2010.01.12 21:10 | close | 47 | 1.00 | 1.44929 | 1.45078 | 1.44873 | 44.00 | 10316.00 |
| 117 | 2010.01.12 21:15 | close | 48 | 1.00 | 1.44888 | 1.45070 | 1.44865 | 77.00 | 10393.00 |
| 118 | 2010.01.13 21:00 | sell | 49 | 1.00 | 1.45117 | 1.45222 | 1.45017 | ||
| 119 | 2010.01.13 21:02 | close | 49 | 1.00 | 1.45061 | 1.45222 | 1.45017 | 56.00 | 10449.00 |
| 120 | 2010.01.14 21:00 | buy | 50 | 1.00 | 1.45029 | 1.44924 | 1.45129 | ||
| 121 | 2010.01.14 21:02 | close | 50 | 1.00 | 1.45073 | 1.44924 | 1.45129 | 44.00 | 10493.00 |
| 122 | 2010.01.15 21:00 | buy | 51 | 1.00 | 1.43563 | 1.43458 | 1.43663 | ||
| 123 | 2010.01.15 21:02 | buy | 52 | 1.00 | 1.43569 | 1.43464 | 1.43669 | ||
| 124 | 2010.01.15 21:10 | close | 51 | 1.00 | 1.43638 | 1.43458 | 1.43663 | 75.00 | 10568.00 |
| 125 | 2010.01.15 21:12 | close | 52 | 1.00 | 1.43619 | 1.43464 | 1.43669 | 50.00 | 10618.00 |