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 | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5833.50 | Gross profit | 11225.50 | Gross loss | -17059.00 |
Profit factor | 0.66 | Expected payoff | -149.58 | ||
Absolute drawdown | 9048.50 | Maximal drawdown | 9852.50 (91.19%) | Relative drawdown | 91.19% (9852.50) |
Total trades | 39 | Short positions (won %) | 34 (94.12%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 35 (89.74%) | Loss trades (% of total) | 4 (10.26%) | ||
Largest | profit trade | 1851.00 | loss trade | -7510.50 | |
Average | profit trade | 320.73 | loss trade | -4264.75 | |
Maximum | consecutive wins (profit in money) | 35 (11225.50) | consecutive losses (loss in money) | 4 (-17059.00) | |
Maximal | consecutive profit (count of wins) | 11225.50 (35) | consecutive loss (count of losses) | -17059.00 (4) | |
Average | consecutive wins | 35 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 1.00 | 1.50705 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 10:00 | sell stop | 2 | 1.00 | 1.49886 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 14:00 | buy stop | 3 | 1.00 | 1.50819 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 14:00 | sell stop | 4 | 1.00 | 1.50583 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 14:15 | buy | 3 | 1.00 | 1.50819 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 23:59 | expiration | 2 | 1.00 | 1.49886 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 23:59 | expiration | 4 | 1.00 | 1.50583 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 00:00 | close | 1 | 1.00 | 1.50748 | 0.00000 | 0.00000 | 42.50 | 10042.50 |
9 | 2009.12.02 01:00 | close | 3 | 1.00 | 1.50891 | 0.00000 | 0.00000 | 71.50 | 10114.00 |
10 | 2009.12.02 10:00 | buy stop | 5 | 1.00 | 1.51092 | 0.00000 | 0.00000 | ||
11 | 2009.12.02 10:00 | sell stop | 6 | 1.00 | 1.50637 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 11:20 | buy | 5 | 1.00 | 1.51092 | 0.00000 | 0.00000 | ||
13 | 2009.12.02 14:00 | buy stop | 7 | 1.00 | 1.51093 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 14:00 | sell stop | 8 | 1.00 | 1.50800 | 0.00000 | 0.00000 | ||
15 | 2009.12.02 14:40 | sell | 8 | 1.00 | 1.50800 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 15:02 | sell | 6 | 1.00 | 1.50637 | 0.00000 | 0.00000 | ||
17 | 2009.12.02 23:59 | expiration | 7 | 1.00 | 1.51093 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 00:00 | close | 8 | 1.00 | 1.50507 | 0.00000 | 0.00000 | 290.00 | 10404.00 |
19 | 2009.12.03 00:00 | close | 6 | 1.00 | 1.50507 | 0.00000 | 0.00000 | 127.00 | 10531.00 |
20 | 2009.12.03 09:00 | close | 5 | 1.00 | 1.51152 | 0.00000 | 0.00000 | 58.50 | 10589.50 |
21 | 2009.12.03 10:00 | buy stop | 9 | 1.00 | 1.51281 | 0.00000 | 0.00000 | ||
22 | 2009.12.03 10:00 | sell stop | 10 | 1.00 | 1.50761 | 0.00000 | 0.00000 | ||
23 | 2009.12.03 11:15 | buy | 9 | 1.00 | 1.51281 | 0.00000 | 0.00000 | ||
24 | 2009.12.03 14:00 | buy stop | 11 | 1.00 | 1.51332 | 0.00000 | 0.00000 | ||
25 | 2009.12.03 14:00 | sell stop | 12 | 1.00 | 1.51120 | 0.00000 | 0.00000 | ||
26 | 2009.12.03 14:32 | buy | 11 | 1.00 | 1.51332 | 0.00000 | 0.00000 | ||
27 | 2009.12.03 14:45 | sell | 12 | 1.00 | 1.51120 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 15:20 | sell | 10 | 1.00 | 1.50761 | 0.00000 | 0.00000 | ||
29 | 2009.12.04 00:00 | close | 12 | 1.00 | 1.50555 | 0.00000 | 0.00000 | 564.00 | 11153.50 |
30 | 2009.12.04 00:00 | close | 10 | 1.00 | 1.50555 | 0.00000 | 0.00000 | 205.00 | 11358.50 |
31 | 2009.12.04 10:00 | sell stop | 13 | 1.00 | 1.50453 | 0.00000 | 0.00000 | ||
32 | 2009.12.04 14:00 | sell stop | 14 | 1.00 | 1.50571 | 0.00000 | 0.00000 | ||
33 | 2009.12.04 14:20 | sell | 14 | 1.00 | 1.50571 | 0.00000 | 0.00000 | ||
34 | 2009.12.04 14:26 | sell | 13 | 1.00 | 1.50453 | 0.00000 | 0.00000 | ||
35 | 2009.12.07 00:00 | close | 14 | 1.00 | 1.48719 | 0.00000 | 0.00000 | 1851.00 | 13209.50 |
36 | 2009.12.07 00:00 | close | 13 | 1.00 | 1.48719 | 0.00000 | 0.00000 | 1733.00 | 14942.50 |
37 | 2009.12.07 14:00 | sell stop | 15 | 1.00 | 1.47791 | 0.00000 | 0.00000 | ||
38 | 2009.12.07 23:59 | expiration | 15 | 1.00 | 1.47791 | 0.00000 | 0.00000 | ||
39 | 2009.12.08 10:00 | sell stop | 16 | 1.00 | 1.47807 | 0.00000 | 0.00000 | ||
40 | 2009.12.08 13:02 | sell | 16 | 1.00 | 1.47807 | 0.00000 | 0.00000 | ||
41 | 2009.12.08 14:00 | sell stop | 17 | 1.00 | 1.47732 | 0.00000 | 0.00000 | ||
42 | 2009.12.08 14:10 | sell | 17 | 1.00 | 1.47732 | 0.00000 | 0.00000 | ||
43 | 2009.12.09 00:00 | close | 17 | 1.00 | 1.47058 | 0.00000 | 0.00000 | 673.00 | 15615.50 |
44 | 2009.12.09 00:00 | close | 16 | 1.00 | 1.47058 | 0.00000 | 0.00000 | 748.00 | 16363.50 |
45 | 2009.12.09 10:00 | sell stop | 18 | 1.00 | 1.46902 | 0.00000 | 0.00000 | ||
46 | 2009.12.09 14:00 | sell stop | 19 | 1.00 | 1.47173 | 0.00000 | 0.00000 | ||
47 | 2009.12.09 15:15 | sell | 19 | 1.00 | 1.47173 | 0.00000 | 0.00000 | ||
48 | 2009.12.09 18:20 | sell | 18 | 1.00 | 1.46902 | 0.00000 | 0.00000 | ||
49 | 2009.12.10 06:00 | close | 19 | 1.00 | 1.47140 | 0.00000 | 0.00000 | 30.00 | 16393.50 |
50 | 2009.12.10 14:00 | sell stop | 20 | 1.00 | 1.47109 | 0.00000 | 0.00000 | ||
51 | 2009.12.10 16:20 | sell | 20 | 1.00 | 1.47109 | 0.00000 | 0.00000 | ||
52 | 2009.12.11 15:00 | close | 20 | 1.00 | 1.47098 | 0.00000 | 0.00000 | 10.00 | 16403.50 |
53 | 2009.12.11 16:00 | close | 18 | 1.00 | 1.46561 | 0.00000 | 0.00000 | 337.00 | 16740.50 |
54 | 2009.12.14 10:00 | sell stop | 21 | 1.00 | 1.46462 | 0.00000 | 0.00000 | ||
55 | 2009.12.14 11:40 | sell | 21 | 1.00 | 1.46462 | 0.00000 | 0.00000 | ||
56 | 2009.12.14 14:00 | sell stop | 22 | 1.00 | 1.46158 | 0.00000 | 0.00000 | ||
57 | 2009.12.14 23:59 | expiration | 22 | 1.00 | 1.46158 | 0.00000 | 0.00000 | ||
58 | 2009.12.15 07:00 | close | 21 | 1.00 | 1.46402 | 0.00000 | 0.00000 | 59.00 | 16799.50 |
59 | 2009.12.15 10:00 | sell stop | 23 | 1.00 | 1.45507 | 0.00000 | 0.00000 | ||
60 | 2009.12.15 10:20 | sell | 23 | 1.00 | 1.45507 | 0.00000 | 0.00000 | ||
61 | 2009.12.15 14:00 | sell stop | 24 | 1.00 | 1.45233 | 0.00000 | 0.00000 | ||
62 | 2009.12.15 14:37 | sell | 24 | 1.00 | 1.45233 | 0.00000 | 0.00000 | ||
63 | 2009.12.16 00:00 | close | 23 | 1.00 | 1.45395 | 0.00000 | 0.00000 | 111.00 | 16910.50 |
64 | 2009.12.16 09:00 | close | 24 | 1.00 | 1.45210 | 0.00000 | 0.00000 | 22.00 | 16932.50 |
65 | 2009.12.16 10:00 | sell stop | 25 | 1.00 | 1.45094 | 0.00000 | 0.00000 | ||
66 | 2009.12.16 14:00 | sell stop | 26 | 1.00 | 1.45481 | 0.00000 | 0.00000 | ||
67 | 2009.12.16 14:20 | sell | 26 | 1.00 | 1.45481 | 0.00000 | 0.00000 | ||
68 | 2009.12.16 20:50 | sell | 25 | 1.00 | 1.45094 | 0.00000 | 0.00000 | ||
69 | 2009.12.17 00:00 | close | 26 | 1.00 | 1.45318 | 0.00000 | 0.00000 | 160.00 | 17092.50 |
70 | 2009.12.17 03:00 | close | 25 | 1.00 | 1.44708 | 0.00000 | 0.00000 | 383.00 | 17475.50 |
71 | 2009.12.17 10:00 | sell stop | 27 | 1.00 | 1.43861 | 0.00000 | 0.00000 | ||
72 | 2009.12.17 10:02 | sell | 27 | 1.00 | 1.43861 | 0.00000 | 0.00000 | ||
73 | 2009.12.17 14:00 | sell stop | 28 | 1.00 | 1.43272 | 0.00000 | 0.00000 | ||
74 | 2009.12.17 17:45 | sell | 28 | 1.00 | 1.43272 | 0.00000 | 0.00000 | ||
75 | 2009.12.18 00:00 | close | 27 | 1.00 | 1.43520 | 0.00000 | 0.00000 | 340.00 | 17815.50 |
76 | 2009.12.18 10:00 | sell stop | 29 | 1.00 | 1.43482 | 0.00000 | 0.00000 | ||
77 | 2009.12.18 13:20 | sell | 29 | 1.00 | 1.43482 | 0.00000 | 0.00000 | ||
78 | 2009.12.18 15:00 | close | 28 | 1.00 | 1.43199 | 0.00000 | 0.00000 | 72.00 | 17887.50 |
79 | 2009.12.21 00:00 | close | 29 | 1.00 | 1.43143 | 0.00000 | 0.00000 | 338.00 | 18225.50 |
80 | 2009.12.21 14:00 | sell stop | 30 | 1.00 | 1.43162 | 0.00000 | 0.00000 | ||
81 | 2009.12.21 16:26 | sell | 30 | 1.00 | 1.43162 | 0.00000 | 0.00000 | ||
82 | 2009.12.22 00:00 | close | 30 | 1.00 | 1.42769 | 0.00000 | 0.00000 | 392.00 | 18617.50 |
83 | 2009.12.22 10:00 | sell stop | 31 | 1.00 | 1.42853 | 0.00000 | 0.00000 | ||
84 | 2009.12.22 12:59 | sell | 31 | 1.00 | 1.42853 | 0.00000 | 0.00000 | ||
85 | 2009.12.23 00:00 | close | 31 | 1.00 | 1.42561 | 0.00000 | 0.00000 | 291.00 | 18908.50 |
86 | 2009.12.23 14:00 | sell stop | 32 | 1.00 | 1.42365 | 0.00000 | 0.00000 | ||
87 | 2009.12.23 23:59 | expiration | 32 | 1.00 | 1.42365 | 0.00000 | 0.00000 | ||
88 | 2009.12.24 10:00 | sell stop | 33 | 1.00 | 1.43424 | 0.00000 | 0.00000 | ||
89 | 2009.12.24 14:00 | sell stop | 34 | 1.00 | 1.43806 | 0.00000 | 0.00000 | ||
90 | 2009.12.24 14:50 | sell | 34 | 1.00 | 1.43806 | 0.00000 | 0.00000 | ||
91 | 2009.12.28 00:00 | expiration | 33 | 1.00 | 1.43424 | 0.00000 | 0.00000 | ||
92 | 2009.12.28 00:00 | close | 34 | 1.00 | 1.43742 | 0.00000 | 0.00000 | 62.00 | 18970.50 |
93 | 2009.12.28 10:00 | sell stop | 35 | 1.00 | 1.43725 | 0.00000 | 0.00000 | ||
94 | 2009.12.28 14:00 | sell stop | 36 | 1.00 | 1.43832 | 0.00000 | 0.00000 | ||
95 | 2009.12.28 18:59 | sell | 36 | 1.00 | 1.43832 | 0.00000 | 0.00000 | ||
96 | 2009.12.28 23:50 | sell | 35 | 1.00 | 1.43725 | 0.00000 | 0.00000 | ||
97 | 2009.12.29 00:00 | close | 36 | 1.00 | 1.43755 | 0.00000 | 0.00000 | 76.00 | 19046.50 |
98 | 2009.12.29 02:00 | close | 35 | 1.00 | 1.43644 | 0.00000 | 0.00000 | 80.00 | 19126.50 |
99 | 2009.12.29 10:00 | sell stop | 37 | 1.00 | 1.43699 | 0.00000 | 0.00000 | ||
100 | 2009.12.29 14:00 | sell stop | 38 | 1.00 | 1.44122 | 0.00000 | 0.00000 | ||
101 | 2009.12.29 16:20 | sell | 38 | 1.00 | 1.44122 | 0.00000 | 0.00000 | ||
102 | 2009.12.29 17:15 | sell | 37 | 1.00 | 1.43699 | 0.00000 | 0.00000 | ||
103 | 2009.12.30 00:00 | close | 38 | 1.00 | 1.43531 | 0.00000 | 0.00000 | 590.00 | 19716.50 |
104 | 2009.12.30 00:00 | close | 37 | 1.00 | 1.43531 | 0.00000 | 0.00000 | 167.00 | 19883.50 |
105 | 2009.12.30 10:00 | sell stop | 39 | 1.00 | 1.43233 | 0.00000 | 0.00000 | ||
106 | 2009.12.30 12:50 | sell | 39 | 1.00 | 1.43233 | 0.00000 | 0.00000 | ||
107 | 2009.12.30 14:00 | sell stop | 40 | 1.00 | 1.43218 | 0.00000 | 0.00000 | ||
108 | 2009.12.30 14:50 | sell | 40 | 1.00 | 1.43218 | 0.00000 | 0.00000 | ||
109 | 2010.01.04 01:00 | close | 40 | 1.00 | 1.43182 | 0.00000 | 0.00000 | 31.00 | 19914.50 |
110 | 2010.01.04 01:00 | close | 39 | 1.00 | 1.43182 | 0.00000 | 0.00000 | 46.00 | 19960.50 |
111 | 2010.01.04 10:00 | sell stop | 41 | 1.00 | 1.42681 | 0.00000 | 0.00000 | ||
112 | 2010.01.04 14:00 | sell stop | 42 | 1.00 | 1.43732 | 0.00000 | 0.00000 | ||
113 | 2010.01.04 23:59 | expiration | 41 | 1.00 | 1.42681 | 0.00000 | 0.00000 | ||
114 | 2010.01.04 23:59 | expiration | 42 | 1.00 | 1.43732 | 0.00000 | 0.00000 | ||
115 | 2010.01.05 10:00 | sell stop | 43 | 1.00 | 1.44031 | 0.00000 | 0.00000 | ||
116 | 2010.01.05 12:20 | sell | 43 | 1.00 | 1.44031 | 0.00000 | 0.00000 | ||
117 | 2010.01.05 14:00 | sell stop | 44 | 1.00 | 1.43987 | 0.00000 | 0.00000 | ||
118 | 2010.01.05 15:50 | sell | 44 | 1.00 | 1.43987 | 0.00000 | 0.00000 | ||
119 | 2010.01.06 00:00 | close | 44 | 1.00 | 1.43646 | 0.00000 | 0.00000 | 340.00 | 20300.50 |
120 | 2010.01.06 00:00 | close | 43 | 1.00 | 1.43646 | 0.00000 | 0.00000 | 384.00 | 20684.50 |
121 | 2010.01.06 10:00 | sell stop | 45 | 1.00 | 1.42814 | 0.00000 | 0.00000 | ||
122 | 2010.01.06 14:00 | sell stop | 46 | 1.00 | 1.43354 | 0.00000 | 0.00000 | ||
123 | 2010.01.06 23:59 | expiration | 45 | 1.00 | 1.42814 | 0.00000 | 0.00000 | ||
124 | 2010.01.06 23:59 | expiration | 46 | 1.00 | 1.43354 | 0.00000 | 0.00000 | ||
125 | 2010.01.07 10:00 | sell stop | 47 | 1.00 | 1.43542 | 0.00000 | 0.00000 | ||
126 | 2010.01.07 10:50 | sell | 47 | 1.00 | 1.43542 | 0.00000 | 0.00000 | ||
127 | 2010.01.07 14:00 | sell stop | 48 | 1.00 | 1.43143 | 0.00000 | 0.00000 | ||
128 | 2010.01.07 14:10 | sell | 48 | 1.00 | 1.43143 | 0.00000 | 0.00000 | ||
129 | 2010.01.08 00:00 | close | 48 | 1.00 | 1.43071 | 0.00000 | 0.00000 | 71.00 | 20755.50 |
130 | 2010.01.08 00:00 | close | 47 | 1.00 | 1.43071 | 0.00000 | 0.00000 | 470.00 | 21225.50 |
131 | 2010.01.08 10:00 | sell stop | 49 | 1.00 | 1.42914 | 0.00000 | 0.00000 | ||
132 | 2010.01.08 12:02 | sell | 49 | 1.00 | 1.42914 | 0.00000 | 0.00000 | ||
133 | 2010.01.08 14:00 | sell stop | 50 | 1.00 | 1.42753 | 0.00000 | 0.00000 | ||
134 | 2010.01.08 14:15 | sell | 50 | 1.00 | 1.42753 | 0.00000 | 0.00000 | ||
135 | 2010.01.15 22:57 | close at stop | 50 | 1.00 | 1.43871 | 0.00000 | 0.00000 | -1125.00 | 20100.50 |
136 | 2010.01.15 22:57 | close at stop | 49 | 1.00 | 1.43871 | 0.00000 | 0.00000 | -964.00 | 19136.50 |
137 | 2010.01.15 22:57 | close at stop | 11 | 1.00 | 1.43843 | 0.00000 | 0.00000 | -7510.50 | 11626.00 |
138 | 2010.01.15 22:57 | close at stop | 9 | 1.00 | 1.43843 | 0.00000 | 0.00000 | -7459.50 | 4166.50 |