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 | porog=50; per_MA1=200; per_MA2=200; per_Stoh_slow=14; per_Stoh_fast=14; TakeProfit=570; StopLoss=30; TrailingStop=200; 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 | 309.10 | Gross profit | 354.70 | Gross loss | -45.60 |
Profit factor | 7.78 | Expected payoff | 16.27 | ||
Absolute drawdown | 39.10 | Maximal drawdown | 70.30 (0.70%) | Relative drawdown | 0.70% (70.30) |
Total trades | 19 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 7 (36.84%) | Loss trades (% of total) | 12 (63.16%) | ||
Largest | profit trade | 57.00 | loss trade | -3.80 | |
Average | profit trade | 50.67 | loss trade | -3.80 | |
Maximum | consecutive wins (profit in money) | 6 (342.00) | consecutive losses (loss in money) | 6 (-22.80) | |
Maximal | consecutive profit (count of wins) | 342.00 (6) | consecutive loss (count of losses) | -22.80 (6) | |
Average | consecutive wins | 4 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 09:15 | sell | 1 | 0.10 | 1.50733 | 1.50771 | 1.50163 | ||
2 | 2009.12.04 09:17 | sell | 2 | 0.10 | 1.50750 | 1.50788 | 1.50180 | ||
3 | 2009.12.04 09:20 | sell | 3 | 0.10 | 1.50662 | 1.50700 | 1.50092 | ||
4 | 2009.12.04 09:22 | s/l | 3 | 0.10 | 1.50700 | 1.50700 | 1.50092 | -3.80 | 9996.20 |
5 | 2009.12.04 09:22 | sell | 4 | 0.10 | 1.50697 | 1.50735 | 1.50127 | ||
6 | 2009.12.04 09:25 | sell | 5 | 0.10 | 1.50680 | 1.50718 | 1.50110 | ||
7 | 2009.12.04 09:27 | s/l | 4 | 0.10 | 1.50735 | 1.50735 | 1.50127 | -3.80 | 9992.40 |
8 | 2009.12.04 09:27 | s/l | 5 | 0.10 | 1.50718 | 1.50718 | 1.50110 | -3.80 | 9988.60 |
9 | 2009.12.04 09:27 | sell | 6 | 0.10 | 1.50733 | 1.50771 | 1.50163 | ||
10 | 2009.12.04 09:27 | sell | 7 | 0.10 | 1.50676 | 1.50714 | 1.50106 | ||
11 | 2009.12.04 09:32 | s/l | 7 | 0.10 | 1.50714 | 1.50714 | 1.50106 | -3.80 | 9984.80 |
12 | 2009.12.04 13:16 | s/l | 1 | 0.10 | 1.50771 | 1.50771 | 1.50163 | -3.80 | 9981.00 |
13 | 2009.12.04 13:16 | s/l | 6 | 0.10 | 1.50771 | 1.50771 | 1.50163 | -3.80 | 9977.20 |
14 | 2009.12.04 14:26 | modify | 2 | 0.10 | 1.50750 | 1.50623 | 1.50180 | ||
15 | 2009.12.04 14:32 | s/l | 2 | 0.10 | 1.50623 | 1.50623 | 1.50180 | 12.70 | 9989.90 |
16 | 2009.12.23 22:30 | buy | 8 | 0.10 | 1.43320 | 1.43282 | 1.43890 | ||
17 | 2009.12.23 22:32 | buy | 9 | 0.10 | 1.43293 | 1.43255 | 1.43863 | ||
18 | 2009.12.23 22:35 | buy | 10 | 0.10 | 1.43302 | 1.43264 | 1.43872 | ||
19 | 2009.12.23 22:37 | s/l | 8 | 0.10 | 1.43282 | 1.43282 | 1.43890 | -3.80 | 9986.10 |
20 | 2009.12.23 22:37 | buy | 11 | 0.10 | 1.43284 | 1.43246 | 1.43854 | ||
21 | 2009.12.23 22:40 | buy | 12 | 0.10 | 1.43330 | 1.43292 | 1.43900 | ||
22 | 2009.12.23 22:42 | buy | 13 | 0.10 | 1.43321 | 1.43283 | 1.43891 | ||
23 | 2009.12.23 23:15 | s/l | 12 | 0.10 | 1.43292 | 1.43292 | 1.43900 | -3.80 | 9982.30 |
24 | 2009.12.23 23:20 | s/l | 9 | 0.10 | 1.43255 | 1.43255 | 1.43863 | -3.80 | 9978.50 |
25 | 2009.12.23 23:20 | s/l | 10 | 0.10 | 1.43264 | 1.43264 | 1.43872 | -3.80 | 9974.70 |
26 | 2009.12.23 23:20 | s/l | 11 | 0.10 | 1.43246 | 1.43246 | 1.43854 | -3.80 | 9970.90 |
27 | 2009.12.23 23:20 | s/l | 13 | 0.10 | 1.43283 | 1.43283 | 1.43891 | -3.80 | 9967.10 |
28 | 2009.12.29 05:00 | buy | 14 | 0.10 | 1.43575 | 1.43537 | 1.44145 | ||
29 | 2009.12.29 05:02 | buy | 15 | 0.10 | 1.43577 | 1.43539 | 1.44147 | ||
30 | 2009.12.29 05:05 | buy | 16 | 0.10 | 1.43587 | 1.43549 | 1.44157 | ||
31 | 2009.12.29 05:07 | buy | 17 | 0.10 | 1.43567 | 1.43529 | 1.44137 | ||
32 | 2009.12.29 05:10 | buy | 18 | 0.10 | 1.43618 | 1.43580 | 1.44188 | ||
33 | 2009.12.29 05:12 | buy | 19 | 0.10 | 1.43608 | 1.43570 | 1.44178 | ||
34 | 2009.12.29 07:40 | modify | 17 | 0.10 | 1.43567 | 1.43590 | 1.44137 | ||
35 | 2009.12.29 07:42 | modify | 15 | 0.10 | 1.43577 | 1.43578 | 1.44147 | ||
36 | 2009.12.29 07:45 | modify | 19 | 0.10 | 1.43608 | 1.43628 | 1.44178 | ||
37 | 2009.12.29 07:47 | modify | 17 | 0.10 | 1.43567 | 1.43615 | 1.44137 | ||
38 | 2009.12.29 07:50 | modify | 19 | 0.10 | 1.43608 | 1.43666 | 1.44178 | ||
39 | 2009.12.29 07:52 | modify | 18 | 0.10 | 1.43618 | 1.43641 | 1.44188 | ||
40 | 2009.12.29 07:55 | modify | 18 | 0.10 | 1.43618 | 1.43653 | 1.44188 | ||
41 | 2009.12.29 07:57 | modify | 16 | 0.10 | 1.43587 | 1.43615 | 1.44157 | ||
42 | 2009.12.29 07:59 | modify | 15 | 0.10 | 1.43577 | 1.43609 | 1.44147 | ||
43 | 2009.12.29 08:00 | modify | 14 | 0.10 | 1.43575 | 1.43607 | 1.44145 | ||
44 | 2009.12.29 08:02 | modify | 17 | 0.10 | 1.43567 | 1.43627 | 1.44137 | ||
45 | 2009.12.29 08:05 | modify | 17 | 0.10 | 1.43567 | 1.43653 | 1.44137 | ||
46 | 2009.12.29 08:10 | modify | 19 | 0.10 | 1.43608 | 1.43731 | 1.44178 | ||
47 | 2009.12.29 08:12 | modify | 18 | 0.10 | 1.43618 | 1.43705 | 1.44188 | ||
48 | 2009.12.29 08:15 | modify | 19 | 0.10 | 1.43608 | 1.43809 | 1.44178 | ||
49 | 2009.12.29 08:17 | modify | 18 | 0.10 | 1.43618 | 1.43783 | 1.44188 | ||
50 | 2009.12.29 08:20 | modify | 19 | 0.10 | 1.43608 | 1.43887 | 1.44178 | ||
51 | 2009.12.29 08:22 | modify | 18 | 0.10 | 1.43618 | 1.43835 | 1.44188 | ||
52 | 2009.12.29 08:25 | modify | 18 | 0.10 | 1.43618 | 1.43861 | 1.44188 | ||
53 | 2009.12.29 08:27 | modify | 17 | 0.10 | 1.43567 | 1.43783 | 1.44137 | ||
54 | 2009.12.29 08:27 | modify | 18 | 0.10 | 1.43618 | 1.43880 | 1.44188 | ||
55 | 2009.12.29 08:30 | modify | 17 | 0.10 | 1.43567 | 1.43879 | 1.44137 | ||
56 | 2009.12.29 08:32 | modify | 16 | 0.10 | 1.43587 | 1.43875 | 1.44157 | ||
57 | 2009.12.29 08:35 | modify | 19 | 0.10 | 1.43608 | 1.43890 | 1.44178 | ||
58 | 2009.12.29 08:37 | modify | 15 | 0.10 | 1.43577 | 1.43861 | 1.44147 | ||
59 | 2009.12.29 08:40 | modify | 19 | 0.10 | 1.43608 | 1.43933 | 1.44178 | ||
60 | 2009.12.29 08:42 | modify | 18 | 0.10 | 1.43618 | 1.43919 | 1.44188 | ||
61 | 2009.12.29 08:45 | t/p | 14 | 0.10 | 1.44145 | 1.43607 | 1.44145 | 57.00 | 10024.10 |
62 | 2009.12.29 08:45 | t/p | 15 | 0.10 | 1.44147 | 1.43861 | 1.44147 | 57.00 | 10081.10 |
63 | 2009.12.29 08:45 | t/p | 16 | 0.10 | 1.44157 | 1.43875 | 1.44157 | 57.00 | 10138.10 |
64 | 2009.12.29 08:45 | t/p | 17 | 0.10 | 1.44137 | 1.43879 | 1.44137 | 57.00 | 10195.10 |
65 | 2009.12.29 08:45 | modify | 19 | 0.10 | 1.43608 | 1.43977 | 1.44178 | ||
66 | 2009.12.29 08:47 | modify | 18 | 0.10 | 1.43618 | 1.43962 | 1.44188 | ||
67 | 2009.12.29 08:50 | t/p | 18 | 0.10 | 1.44188 | 1.43962 | 1.44188 | 57.00 | 10252.10 |
68 | 2009.12.29 08:50 | t/p | 19 | 0.10 | 1.44178 | 1.43977 | 1.44178 | 57.00 | 10309.10 |