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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 249.50 | Gross profit | 749.65 | Gross loss | -500.15 |
Profit factor | 1.50 | Expected payoff | 9.60 | ||
Absolute drawdown | 596.30 | Maximal drawdown | 627.85 (6.26%) | Relative drawdown | 6.26% (627.85) |
Total trades | 26 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
Largest | profit trade | 450.00 | loss trade | -100.05 | |
Average | profit trade | 35.70 | loss trade | -100.03 | |
Maximum | consecutive wins (profit in money) | 11 (164.90) | consecutive losses (loss in money) | 2 (-200.05) | |
Maximal | consecutive profit (count of wins) | 509.90 (5) | consecutive loss (count of losses) | -200.05 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 18:59 | buy | 1 | 0.10 | 1.50436 | 1.49436 | 1.50586 | ||
2 | 2009.12.03 00:15 | t/p | 1 | 0.10 | 1.50586 | 1.49436 | 1.50586 | 14.85 | 10014.85 |
3 | 2009.12.03 08:59 | sell | 2 | 0.10 | 1.51147 | 1.52147 | 1.50997 | ||
4 | 2009.12.03 14:50 | t/p | 2 | 0.10 | 1.50997 | 1.52147 | 1.50997 | 15.00 | 10029.85 |
5 | 2009.12.04 15:59 | buy | 3 | 0.10 | 1.49494 | 1.48494 | 1.49644 | ||
6 | 2009.12.04 19:40 | s/l | 3 | 0.10 | 1.48494 | 1.48494 | 1.49644 | -100.00 | 9929.85 |
7 | 2009.12.08 15:59 | buy | 4 | 0.10 | 1.47679 | 1.46679 | 1.47829 | ||
8 | 2009.12.09 00:37 | s/l | 4 | 0.10 | 1.46679 | 1.46679 | 1.47829 | -100.05 | 9829.80 |
9 | 2009.12.09 20:59 | buy | 5 | 0.10 | 1.47162 | 1.46162 | 1.47312 | ||
10 | 2009.12.09 21:15 | t/p | 5 | 0.10 | 1.47312 | 1.46162 | 1.47312 | 15.00 | 9844.80 |
11 | 2009.12.11 16:59 | buy | 6 | 0.10 | 1.46206 | 1.45206 | 1.46356 | ||
12 | 2009.12.14 01:32 | t/p | 6 | 0.10 | 1.46356 | 1.45206 | 1.46356 | 14.95 | 9859.75 |
13 | 2009.12.15 09:59 | buy | 7 | 0.10 | 1.45676 | 1.44676 | 1.45826 | ||
14 | 2009.12.16 13:00 | sell | 8 | 3.00 | 1.45687 | 1.46687 | 1.45537 | ||
15 | 2009.12.16 13:16 | t/p | 7 | 0.10 | 1.45826 | 1.44676 | 1.45826 | 14.95 | 9874.70 |
16 | 2009.12.16 14:15 | t/p | 8 | 3.00 | 1.45537 | 1.46687 | 1.45537 | 450.00 | 10324.70 |
17 | 2009.12.16 14:59 | sell | 9 | 0.10 | 1.45481 | 1.46481 | 1.45331 | ||
18 | 2009.12.16 20:20 | t/p | 9 | 0.10 | 1.45331 | 1.46481 | 1.45331 | 15.00 | 10339.70 |
19 | 2009.12.17 04:59 | buy | 10 | 0.10 | 1.44206 | 1.43206 | 1.44356 | ||
20 | 2009.12.17 17:50 | s/l | 10 | 0.10 | 1.43206 | 1.43206 | 1.44356 | -100.00 | 10239.70 |
21 | 2009.12.18 14:59 | buy | 11 | 0.10 | 1.43176 | 1.42176 | 1.43326 | ||
22 | 2009.12.18 15:20 | t/p | 11 | 0.10 | 1.43326 | 1.42176 | 1.43326 | 15.00 | 10254.70 |
23 | 2009.12.18 15:59 | buy | 12 | 0.10 | 1.43495 | 1.42495 | 1.43645 | ||
24 | 2009.12.21 13:32 | t/p | 12 | 0.10 | 1.43645 | 1.42495 | 1.43645 | 14.95 | 10269.65 |
25 | 2009.12.22 17:59 | buy | 13 | 0.10 | 1.42428 | 1.41428 | 1.42578 | ||
26 | 2009.12.22 18:20 | t/p | 13 | 0.10 | 1.42578 | 1.41428 | 1.42578 | 15.00 | 10284.65 |
27 | 2009.12.23 17:59 | sell | 14 | 0.10 | 1.43391 | 1.44391 | 1.43241 | ||
28 | 2009.12.23 23:32 | t/p | 14 | 0.10 | 1.43241 | 1.44391 | 1.43241 | 15.00 | 10299.65 |
29 | 2009.12.24 12:59 | sell | 15 | 0.10 | 1.44028 | 1.45028 | 1.43878 | ||
30 | 2009.12.24 14:50 | t/p | 15 | 0.10 | 1.43878 | 1.45028 | 1.43878 | 15.00 | 10314.65 |
31 | 2009.12.28 21:59 | buy | 16 | 0.10 | 1.43777 | 1.42777 | 1.43927 | ||
32 | 2009.12.29 08:10 | t/p | 16 | 0.10 | 1.43927 | 1.42777 | 1.43927 | 14.95 | 10329.60 |
33 | 2009.12.29 10:59 | sell | 17 | 0.10 | 1.44274 | 1.45274 | 1.44124 | ||
34 | 2009.12.29 16:20 | t/p | 17 | 0.10 | 1.44124 | 1.45274 | 1.44124 | 15.00 | 10344.60 |
35 | 2009.12.31 08:59 | sell | 18 | 0.10 | 1.44089 | 1.45089 | 1.43939 | ||
36 | 2009.12.31 09:20 | t/p | 18 | 0.10 | 1.43939 | 1.45089 | 1.43939 | 15.00 | 10359.60 |
37 | 2010.01.04 16:59 | sell | 19 | 0.10 | 1.44379 | 1.45379 | 1.44229 | ||
38 | 2010.01.04 17:20 | t/p | 19 | 0.10 | 1.44229 | 1.45379 | 1.44229 | 15.00 | 10374.60 |
39 | 2010.01.05 07:59 | sell | 20 | 0.10 | 1.44758 | 1.45758 | 1.44608 | ||
40 | 2010.01.05 08:20 | t/p | 20 | 0.10 | 1.44608 | 1.45758 | 1.44608 | 15.00 | 10389.60 |
41 | 2010.01.05 08:59 | sell | 21 | 0.10 | 1.44513 | 1.45513 | 1.44363 | ||
42 | 2010.01.05 09:15 | t/p | 21 | 0.10 | 1.44363 | 1.45513 | 1.44363 | 15.00 | 10404.60 |
43 | 2010.01.05 16:59 | buy | 22 | 0.10 | 1.44168 | 1.43168 | 1.44318 | ||
44 | 2010.01.06 07:45 | s/l | 22 | 0.10 | 1.43168 | 1.43168 | 1.44318 | -100.05 | 10304.55 |
45 | 2010.01.12 17:59 | sell | 23 | 0.10 | 1.45208 | 1.46208 | 1.45058 | ||
46 | 2010.01.12 18:45 | t/p | 23 | 0.10 | 1.45058 | 1.46208 | 1.45058 | 15.00 | 10319.55 |
47 | 2010.01.13 02:59 | buy | 24 | 0.10 | 1.44771 | 1.43771 | 1.44921 | ||
48 | 2010.01.13 07:20 | t/p | 24 | 0.10 | 1.44921 | 1.43771 | 1.44921 | 15.00 | 10334.55 |
49 | 2010.01.13 13:59 | sell | 25 | 0.10 | 1.45632 | 1.46632 | 1.45482 | ||
50 | 2010.01.13 15:16 | t/p | 25 | 0.10 | 1.45482 | 1.46632 | 1.45482 | 15.00 | 10349.55 |
51 | 2010.01.14 14:59 | buy | 26 | 0.10 | 1.45088 | 1.44088 | 1.45238 | ||
52 | 2010.01.15 05:46 | s/l | 26 | 0.10 | 1.44088 | 1.44088 | 1.45238 | -100.05 | 10249.50 |