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 | 322.00 | Gross profit | 1942.00 | Gross loss | -1620.00 |
| Profit factor | 1.20 | Expected payoff | 6.08 | ||
| Absolute drawdown | 307.00 | Maximal drawdown | 922.00 (8.69%) | Relative drawdown | 8.69% (922.00) |
| Total trades | 53 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 27 (74.07%) |
| Profit trades (% of total) | 38 (71.70%) | Loss trades (% of total) | 15 (28.30%) | ||
| Largest | profit trade | 91.00 | loss trade | -108.00 | |
| Average | profit trade | 51.11 | loss trade | -108.00 | |
| Maximum | consecutive wins (profit in money) | 13 (683.00) | consecutive losses (loss in money) | 5 (-540.00) | |
| Maximal | consecutive profit (count of wins) | 683.00 (13) | consecutive loss (count of losses) | -540.00 (5) | |
| Average | consecutive wins | 5 | 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 | 1.51048 | 1.50840 | ||
| 2 | 2009.12.01 21:02 | sell | 2 | 1.00 | 1.50936 | 1.51044 | 1.50836 | ||
| 3 | 2009.12.01 21:10 | modify | 1 | 1.00 | 1.50940 | 1.50937 | 1.50840 | ||
| 4 | 2009.12.01 21:15 | close | 1 | 1.00 | 1.50870 | 1.50937 | 1.50840 | 70.00 | 10070.00 |
| 5 | 2009.12.01 21:17 | close | 2 | 1.00 | 1.50882 | 1.51044 | 1.50836 | 54.00 | 10124.00 |
| 6 | 2009.12.02 21:00 | sell | 3 | 1.00 | 1.50356 | 1.50464 | 1.50256 | ||
| 7 | 2009.12.02 21:02 | sell | 4 | 1.00 | 1.50350 | 1.50458 | 1.50250 | ||
| 8 | 2009.12.02 21:50 | s/l | 3 | 1.00 | 1.50464 | 1.50464 | 1.50256 | -108.00 | 10016.00 |
| 9 | 2009.12.02 21:50 | s/l | 4 | 1.00 | 1.50458 | 1.50458 | 1.50250 | -108.00 | 9908.00 |
| 10 | 2009.12.03 21:00 | sell | 5 | 1.00 | 1.50903 | 1.51011 | 1.50803 | ||
| 11 | 2009.12.03 21:02 | sell | 6 | 1.00 | 1.50943 | 1.51051 | 1.50843 | ||
| 12 | 2009.12.03 21:15 | modify | 6 | 1.00 | 1.50943 | 1.50942 | 1.50843 | ||
| 13 | 2009.12.03 21:20 | close | 6 | 1.00 | 1.50885 | 1.50942 | 1.50843 | 58.00 | 9966.00 |
| 14 | 2009.12.03 21:35 | modify | 5 | 1.00 | 1.50903 | 1.50902 | 1.50803 | ||
| 15 | 2009.12.03 21:37 | s/l | 5 | 1.00 | 1.50902 | 1.50902 | 1.50803 | 1.00 | 9967.00 |
| 16 | 2009.12.04 21:00 | buy | 7 | 1.00 | 1.48256 | 1.48148 | 1.48356 | ||
| 17 | 2009.12.04 21:02 | buy | 8 | 1.00 | 1.48272 | 1.48164 | 1.48372 | ||
| 18 | 2009.12.04 21:05 | modify | 7 | 1.00 | 1.48256 | 1.48258 | 1.48356 | ||
| 19 | 2009.12.04 21:07 | s/l | 7 | 1.00 | 1.48258 | 1.48258 | 1.48356 | 2.00 | 9969.00 |
| 20 | 2009.12.04 21:10 | close | 8 | 1.00 | 1.48358 | 1.48164 | 1.48372 | 86.00 | 10055.00 |
| 21 | 2009.12.07 21:00 | sell | 9 | 1.00 | 1.48216 | 1.48324 | 1.48116 | ||
| 22 | 2009.12.07 21:02 | sell | 10 | 1.00 | 1.48246 | 1.48354 | 1.48146 | ||
| 23 | 2009.12.07 21:10 | modify | 10 | 1.00 | 1.48246 | 1.48243 | 1.48146 | ||
| 24 | 2009.12.07 21:15 | close | 9 | 1.00 | 1.48172 | 1.48324 | 1.48116 | 44.00 | 10099.00 |
| 25 | 2009.12.07 21:17 | close | 10 | 1.00 | 1.48186 | 1.48243 | 1.48146 | 60.00 | 10159.00 |
| 26 | 2009.12.08 21:00 | buy | 11 | 1.00 | 1.46830 | 1.46722 | 1.46930 | ||
| 27 | 2009.12.08 21:03 | close | 11 | 1.00 | 1.46901 | 1.46722 | 1.46930 | 71.00 | 10230.00 |
| 28 | 2009.12.09 21:00 | buy | 12 | 1.00 | 1.47162 | 1.47054 | 1.47262 | ||
| 29 | 2009.12.09 21:02 | buy | 13 | 1.00 | 1.47177 | 1.47069 | 1.47277 | ||
| 30 | 2009.12.09 21:10 | close | 12 | 1.00 | 1.47253 | 1.47054 | 1.47262 | 91.00 | 10321.00 |
| 31 | 2009.12.09 21:12 | close | 13 | 1.00 | 1.47232 | 1.47069 | 1.47277 | 55.00 | 10376.00 |
| 32 | 2009.12.10 21:00 | buy | 14 | 1.00 | 1.47197 | 1.47089 | 1.47297 | ||
| 33 | 2009.12.10 21:02 | buy | 15 | 1.00 | 1.47205 | 1.47097 | 1.47305 | ||
| 34 | 2009.12.10 21:10 | modify | 14 | 1.00 | 1.47197 | 1.47207 | 1.47297 | ||
| 35 | 2009.12.10 21:15 | close | 14 | 1.00 | 1.47266 | 1.47207 | 1.47297 | 69.00 | 10445.00 |
| 36 | 2009.12.10 21:17 | close | 15 | 1.00 | 1.47256 | 1.47097 | 1.47305 | 51.00 | 10496.00 |
| 37 | 2009.12.11 21:00 | buy | 16 | 1.00 | 1.46176 | 1.46068 | 1.46276 | ||
| 38 | 2009.12.11 21:02 | buy | 17 | 1.00 | 1.46172 | 1.46064 | 1.46272 | ||
| 39 | 2009.12.11 21:15 | modify | 16 | 1.00 | 1.46176 | 1.46179 | 1.46276 | ||
| 40 | 2009.12.11 21:17 | modify | 17 | 1.00 | 1.46172 | 1.46173 | 1.46272 | ||
| 41 | 2009.12.11 21:20 | close | 16 | 1.00 | 1.46228 | 1.46179 | 1.46276 | 52.00 | 10548.00 |
| 42 | 2009.12.11 21:22 | close | 17 | 1.00 | 1.46215 | 1.46173 | 1.46272 | 43.00 | 10591.00 |
| 43 | 2009.12.14 21:00 | sell | 18 | 1.00 | 1.46476 | 1.46584 | 1.46376 | ||
| 44 | 2009.12.14 21:02 | sell | 19 | 1.00 | 1.46458 | 1.46566 | 1.46358 | ||
| 45 | 2009.12.14 21:20 | s/l | 19 | 1.00 | 1.46566 | 1.46566 | 1.46358 | -108.00 | 10483.00 |
| 46 | 2009.12.14 22:50 | s/l | 18 | 1.00 | 1.46584 | 1.46584 | 1.46376 | -108.00 | 10375.00 |
| 47 | 2009.12.15 21:00 | sell | 20 | 1.00 | 1.45269 | 1.45377 | 1.45169 | ||
| 48 | 2009.12.15 21:02 | sell | 21 | 1.00 | 1.45266 | 1.45374 | 1.45166 | ||
| 49 | 2009.12.15 21:32 | modify | 20 | 1.00 | 1.45269 | 1.45267 | 1.45169 | ||
| 50 | 2009.12.15 21:37 | close | 20 | 1.00 | 1.45224 | 1.45267 | 1.45169 | 45.00 | 10420.00 |
| 51 | 2009.12.15 22:50 | s/l | 21 | 1.00 | 1.45374 | 1.45374 | 1.45166 | -108.00 | 10312.00 |
| 52 | 2009.12.16 21:00 | buy | 22 | 1.00 | 1.45156 | 1.45048 | 1.45256 | ||
| 53 | 2009.12.16 21:02 | buy | 23 | 1.00 | 1.45077 | 1.44969 | 1.45177 | ||
| 54 | 2009.12.16 21:07 | s/l | 22 | 1.00 | 1.45048 | 1.45048 | 1.45256 | -108.00 | 10204.00 |
| 55 | 2009.12.16 21:10 | close | 23 | 1.00 | 1.45152 | 1.44969 | 1.45177 | 75.00 | 10279.00 |
| 56 | 2009.12.17 21:00 | buy | 24 | 1.00 | 1.43511 | 1.43403 | 1.43611 | ||
| 57 | 2009.12.17 21:03 | buy | 25 | 1.00 | 1.43549 | 1.43441 | 1.43649 | ||
| 58 | 2009.12.17 21:10 | close | 24 | 1.00 | 1.43552 | 1.43403 | 1.43611 | 41.00 | 10320.00 |
| 59 | 2009.12.17 21:26 | s/l | 25 | 1.00 | 1.43441 | 1.43441 | 1.43649 | -108.00 | 10212.00 |
| 60 | 2009.12.18 21:00 | sell | 26 | 1.00 | 1.43197 | 1.43305 | 1.43097 | ||
| 61 | 2009.12.18 21:03 | s/l | 26 | 1.00 | 1.43305 | 1.43305 | 1.43097 | -108.00 | 10104.00 |
| 62 | 2009.12.18 21:03 | sell | 27 | 1.00 | 1.43302 | 1.43410 | 1.43202 | ||
| 63 | 2009.12.18 21:16 | s/l | 27 | 1.00 | 1.43410 | 1.43410 | 1.43202 | -108.00 | 9996.00 |
| 64 | 2009.12.21 21:00 | buy | 28 | 1.00 | 1.42889 | 1.42781 | 1.42989 | ||
| 65 | 2009.12.21 21:02 | buy | 29 | 1.00 | 1.42904 | 1.42796 | 1.43004 | ||
| 66 | 2009.12.21 21:15 | s/l | 28 | 1.00 | 1.42781 | 1.42781 | 1.42989 | -108.00 | 9888.00 |
| 67 | 2009.12.21 21:15 | s/l | 29 | 1.00 | 1.42796 | 1.42796 | 1.43004 | -108.00 | 9780.00 |
| 68 | 2009.12.22 21:00 | buy | 30 | 1.00 | 1.42535 | 1.42427 | 1.42635 | ||
| 69 | 2009.12.22 21:02 | buy | 31 | 1.00 | 1.42532 | 1.42424 | 1.42632 | ||
| 70 | 2009.12.22 21:15 | modify | 30 | 1.00 | 1.42535 | 1.42537 | 1.42635 | ||
| 71 | 2009.12.22 21:20 | close | 30 | 1.00 | 1.42586 | 1.42537 | 1.42635 | 51.00 | 9831.00 |
| 72 | 2009.12.22 21:22 | close | 31 | 1.00 | 1.42574 | 1.42424 | 1.42632 | 42.00 | 9873.00 |
| 73 | 2009.12.23 21:00 | sell | 32 | 1.00 | 1.43338 | 1.43446 | 1.43238 | ||
| 74 | 2009.12.23 21:02 | sell | 33 | 1.00 | 1.43387 | 1.43495 | 1.43287 | ||
| 75 | 2009.12.23 21:10 | modify | 33 | 1.00 | 1.43387 | 1.43382 | 1.43287 | ||
| 76 | 2009.12.23 21:15 | close | 33 | 1.00 | 1.43308 | 1.43382 | 1.43287 | 79.00 | 9952.00 |
| 77 | 2009.12.23 21:20 | close | 32 | 1.00 | 1.43250 | 1.43446 | 1.43238 | 88.00 | 10040.00 |
| 78 | 2009.12.28 21:00 | buy | 34 | 1.00 | 1.43839 | 1.43731 | 1.43939 | ||
| 79 | 2009.12.28 21:02 | buy | 35 | 1.00 | 1.43826 | 1.43718 | 1.43926 | ||
| 80 | 2009.12.28 21:20 | modify | 35 | 1.00 | 1.43826 | 1.43827 | 1.43926 | ||
| 81 | 2009.12.28 21:43 | s/l | 35 | 1.00 | 1.43827 | 1.43827 | 1.43926 | 1.00 | 10041.00 |
| 82 | 2009.12.28 23:45 | s/l | 34 | 1.00 | 1.43731 | 1.43731 | 1.43939 | -108.00 | 9933.00 |
| 83 | 2009.12.29 21:00 | buy | 36 | 1.00 | 1.43525 | 1.43417 | 1.43625 | ||
| 84 | 2009.12.29 21:15 | close | 36 | 1.00 | 1.43578 | 1.43417 | 1.43625 | 53.00 | 9986.00 |
| 85 | 2009.12.30 21:00 | sell | 37 | 1.00 | 1.43330 | 1.43438 | 1.43230 | ||
| 86 | 2009.12.30 21:15 | modify | 37 | 1.00 | 1.43330 | 1.43324 | 1.43230 | ||
| 87 | 2009.12.30 21:20 | close | 37 | 1.00 | 1.43265 | 1.43324 | 1.43230 | 65.00 | 10051.00 |
| 88 | 2010.01.04 21:00 | sell | 38 | 1.00 | 1.44111 | 1.44219 | 1.44011 | ||
| 89 | 2010.01.04 21:02 | sell | 39 | 1.00 | 1.44082 | 1.44190 | 1.43982 | ||
| 90 | 2010.01.04 21:07 | modify | 38 | 1.00 | 1.44111 | 1.44109 | 1.44011 | ||
| 91 | 2010.01.04 21:10 | s/l | 38 | 1.00 | 1.44109 | 1.44109 | 1.44011 | 2.00 | 10053.00 |
| 92 | 2010.01.04 21:20 | s/l | 39 | 1.00 | 1.44190 | 1.44190 | 1.43982 | -108.00 | 9945.00 |
| 93 | 2010.01.05 21:00 | buy | 40 | 1.00 | 1.43688 | 1.43580 | 1.43788 | ||
| 94 | 2010.01.05 21:02 | buy | 41 | 1.00 | 1.43681 | 1.43573 | 1.43781 | ||
| 95 | 2010.01.05 21:20 | modify | 40 | 1.00 | 1.43688 | 1.43698 | 1.43788 | ||
| 96 | 2010.01.05 21:22 | modify | 41 | 1.00 | 1.43681 | 1.43687 | 1.43781 | ||
| 97 | 2010.01.05 21:25 | close | 41 | 1.00 | 1.43722 | 1.43687 | 1.43781 | 41.00 | 9986.00 |
| 98 | 2010.01.05 21:40 | s/l | 40 | 1.00 | 1.43698 | 1.43698 | 1.43788 | 10.00 | 9996.00 |
| 99 | 2010.01.06 21:00 | sell | 42 | 1.00 | 1.44077 | 1.44185 | 1.43977 | ||
| 100 | 2010.01.06 21:02 | modify | 42 | 1.00 | 1.44077 | 1.44071 | 1.43977 | ||
| 101 | 2010.01.06 21:07 | close | 42 | 1.00 | 1.44032 | 1.44071 | 1.43977 | 45.00 | 10041.00 |
| 102 | 2010.01.07 21:00 | buy | 43 | 1.00 | 1.43269 | 1.43161 | 1.43369 | ||
| 103 | 2010.01.07 21:02 | buy | 44 | 1.00 | 1.43254 | 1.43146 | 1.43354 | ||
| 104 | 2010.01.07 21:15 | s/l | 43 | 1.00 | 1.43161 | 1.43161 | 1.43369 | -108.00 | 9933.00 |
| 105 | 2010.01.07 21:15 | s/l | 44 | 1.00 | 1.43146 | 1.43146 | 1.43354 | -108.00 | 9825.00 |
| 106 | 2010.01.08 21:00 | sell | 45 | 1.00 | 1.44147 | 1.44255 | 1.44047 | ||
| 107 | 2010.01.08 21:02 | close | 45 | 1.00 | 1.44081 | 1.44255 | 1.44047 | 66.00 | 9891.00 |
| 108 | 2010.01.11 21:00 | sell | 46 | 1.00 | 1.45188 | 1.45296 | 1.45088 | ||
| 109 | 2010.01.11 21:02 | sell | 47 | 1.00 | 1.45186 | 1.45294 | 1.45086 | ||
| 110 | 2010.01.11 22:20 | close | 46 | 1.00 | 1.45126 | 1.45296 | 1.45088 | 62.00 | 9953.00 |
| 111 | 2010.01.11 22:22 | close | 47 | 1.00 | 1.45145 | 1.45294 | 1.45086 | 41.00 | 9994.00 |
| 112 | 2010.01.12 21:00 | sell | 48 | 1.00 | 1.44973 | 1.45081 | 1.44873 | ||
| 113 | 2010.01.12 21:02 | sell | 49 | 1.00 | 1.44965 | 1.45073 | 1.44865 | ||
| 114 | 2010.01.12 21:10 | close | 48 | 1.00 | 1.44932 | 1.45081 | 1.44873 | 41.00 | 10035.00 |
| 115 | 2010.01.12 21:15 | close | 49 | 1.00 | 1.44891 | 1.45073 | 1.44865 | 74.00 | 10109.00 |
| 116 | 2010.01.13 21:00 | sell | 50 | 1.00 | 1.45117 | 1.45225 | 1.45017 | ||
| 117 | 2010.01.13 21:02 | close | 50 | 1.00 | 1.45064 | 1.45225 | 1.45017 | 53.00 | 10162.00 |
| 118 | 2010.01.14 21:00 | buy | 51 | 1.00 | 1.45032 | 1.44924 | 1.45132 | ||
| 119 | 2010.01.14 21:02 | close | 51 | 1.00 | 1.45073 | 1.44924 | 1.45132 | 41.00 | 10203.00 |
| 120 | 2010.01.15 21:00 | buy | 52 | 1.00 | 1.43566 | 1.43458 | 1.43666 | ||
| 121 | 2010.01.15 21:02 | buy | 53 | 1.00 | 1.43572 | 1.43464 | 1.43672 | ||
| 122 | 2010.01.15 21:10 | close | 52 | 1.00 | 1.43638 | 1.43458 | 1.43666 | 72.00 | 10275.00 |
| 123 | 2010.01.15 21:12 | close | 53 | 1.00 | 1.43619 | 1.43464 | 1.43672 | 47.00 | 10322.00 |