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 | StartHour=0; TimeZone=1; OrderExpirationDays=2; TakeProfit=14; StopLoss=0; 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 | -34.53 | Gross profit | 99.23 | Gross loss | -133.76 |
Profit factor | 0.74 | Expected payoff | -0.55 | ||
Absolute drawdown | 165.96 | Maximal drawdown | 195.66 (1.95%) | Relative drawdown | 1.95% (195.66) |
Total trades | 63 | Short positions (won %) | 31 (100.00%) | Long positions (won %) | 32 (96.88%) |
Profit trades (% of total) | 62 (98.41%) | Loss trades (% of total) | 1 (1.59%) | ||
Largest | profit trade | 14.00 | loss trade | -133.76 | |
Average | profit trade | 1.60 | loss trade | -133.76 | |
Maximum | consecutive wins (profit in money) | 40 (68.43) | consecutive losses (loss in money) | 1 (-133.76) | |
Maximal | consecutive profit (count of wins) | 68.43 (40) | consecutive loss (count of losses) | -133.76 (1) | |
Average | consecutive wins | 31 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50353 | 0.00000 | 1.50367 | ||
2 | 2009.12.01 01:02 | sell | 2 | 0.10 | 1.50344 | 0.00000 | 1.50330 | ||
3 | 2009.12.01 01:10 | t/p | 2 | 0.10 | 1.50330 | 0.00000 | 1.50330 | 1.40 | 10001.40 |
4 | 2009.12.01 08:20 | t/p | 1 | 0.10 | 1.50367 | 0.00000 | 1.50367 | 1.40 | 10002.80 |
5 | 2009.12.02 01:00 | buy | 3 | 0.10 | 1.50899 | 0.00000 | 1.50913 | ||
6 | 2009.12.02 01:02 | sell | 4 | 0.10 | 1.50899 | 0.00000 | 1.50885 | ||
7 | 2009.12.02 01:10 | t/p | 4 | 0.10 | 1.50885 | 0.00000 | 1.50885 | 1.40 | 10004.20 |
8 | 2009.12.02 01:45 | t/p | 3 | 0.10 | 1.50913 | 0.00000 | 1.50913 | 1.40 | 10005.60 |
9 | 2009.12.03 01:00 | buy | 5 | 0.10 | 1.50673 | 0.00000 | 1.50687 | ||
10 | 2009.12.03 01:02 | sell | 6 | 0.10 | 1.50648 | 0.00000 | 1.50634 | ||
11 | 2009.12.03 01:10 | t/p | 5 | 0.10 | 1.50687 | 0.00000 | 1.50687 | 1.40 | 10007.00 |
12 | 2009.12.03 16:02 | t/p | 6 | 0.10 | 1.50634 | 0.00000 | 1.50634 | 1.40 | 10008.40 |
13 | 2009.12.04 01:00 | buy | 7 | 0.10 | 1.50629 | 0.00000 | 1.50643 | ||
14 | 2009.12.04 01:02 | sell | 8 | 0.10 | 1.50623 | 0.00000 | 1.50609 | ||
15 | 2009.12.04 01:10 | t/p | 8 | 0.10 | 1.50609 | 0.00000 | 1.50609 | 1.40 | 10009.80 |
16 | 2009.12.04 04:02 | t/p | 7 | 0.10 | 1.50643 | 0.00000 | 1.50643 | 1.40 | 10011.20 |
17 | 2009.12.07 01:00 | buy | 9 | 0.10 | 1.48712 | 0.00000 | 1.48726 | ||
18 | 2009.12.07 01:02 | sell | 10 | 0.10 | 1.48722 | 0.00000 | 1.48708 | ||
19 | 2009.12.07 01:07 | t/p | 9 | 0.10 | 1.48726 | 0.00000 | 1.48726 | 1.40 | 10012.60 |
20 | 2009.12.07 01:10 | t/p | 10 | 0.10 | 1.48708 | 0.00000 | 1.48708 | 1.40 | 10014.00 |
21 | 2009.12.08 01:00 | buy | 11 | 0.10 | 1.48385 | 0.00000 | 1.48399 | ||
22 | 2009.12.08 01:02 | sell | 12 | 0.10 | 1.48362 | 0.00000 | 1.48348 | ||
23 | 2009.12.08 01:10 | t/p | 12 | 0.10 | 1.48348 | 0.00000 | 1.48348 | 1.40 | 10015.40 |
24 | 2009.12.08 01:40 | t/p | 11 | 0.10 | 1.48399 | 0.00000 | 1.48399 | 1.40 | 10016.80 |
25 | 2009.12.09 01:00 | buy | 13 | 0.10 | 1.46920 | 0.00000 | 1.46934 | ||
26 | 2009.12.09 01:02 | sell | 14 | 0.10 | 1.46844 | 0.00000 | 1.46830 | ||
27 | 2009.12.09 01:07 | t/p | 14 | 0.10 | 1.46830 | 0.00000 | 1.46830 | 1.40 | 10018.20 |
28 | 2009.12.09 01:10 | t/p | 13 | 0.10 | 1.46934 | 0.00000 | 1.46934 | 1.40 | 10019.60 |
29 | 2009.12.10 01:00 | buy | 15 | 0.10 | 1.47360 | 0.00000 | 1.47374 | ||
30 | 2009.12.10 01:03 | sell | 16 | 0.10 | 1.47329 | 0.00000 | 1.47315 | ||
31 | 2009.12.10 01:13 | t/p | 15 | 0.10 | 1.47374 | 0.00000 | 1.47374 | 1.40 | 10021.00 |
32 | 2009.12.10 04:50 | t/p | 16 | 0.10 | 1.47315 | 0.00000 | 1.47315 | 1.40 | 10022.40 |
33 | 2009.12.11 01:00 | buy | 17 | 0.10 | 1.47297 | 0.00000 | 1.47311 | ||
34 | 2009.12.11 01:02 | sell | 18 | 0.10 | 1.47281 | 0.00000 | 1.47267 | ||
35 | 2009.12.11 01:15 | t/p | 17 | 0.10 | 1.47311 | 0.00000 | 1.47311 | 1.40 | 10023.80 |
36 | 2009.12.11 01:32 | t/p | 18 | 0.10 | 1.47267 | 0.00000 | 1.47267 | 1.40 | 10025.20 |
37 | 2009.12.14 01:00 | buy | 19 | 0.10 | 1.46226 | 0.00000 | 1.46240 | ||
38 | 2009.12.14 01:02 | sell | 20 | 0.10 | 1.46174 | 0.00000 | 1.46160 | ||
39 | 2009.12.14 01:15 | t/p | 19 | 0.10 | 1.46240 | 0.00000 | 1.46240 | 1.40 | 10026.60 |
40 | 2009.12.14 02:07 | t/p | 20 | 0.10 | 1.46160 | 0.00000 | 1.46160 | 1.40 | 10028.00 |
41 | 2009.12.15 01:00 | buy | 21 | 0.10 | 1.46578 | 0.00000 | 1.46592 | ||
42 | 2009.12.15 01:02 | sell | 22 | 0.10 | 1.46566 | 0.00000 | 1.46552 | ||
43 | 2009.12.15 01:15 | t/p | 22 | 0.10 | 1.46552 | 0.00000 | 1.46552 | 1.40 | 10029.40 |
44 | 2009.12.16 01:00 | sell | 23 | 0.10 | 1.45408 | 0.00000 | 1.45394 | ||
45 | 2009.12.16 01:05 | t/p | 23 | 0.10 | 1.45394 | 0.00000 | 1.45394 | 1.40 | 10030.80 |
46 | 2009.12.17 01:00 | close | 21 | 0.10 | 1.45242 | 0.00000 | 1.46592 | -133.76 | 9897.04 |
47 | 2009.12.17 01:00 | buy | 24 | 1.00 | 1.45250 | 0.00000 | 1.45264 | ||
48 | 2009.12.17 01:00 | sell | 25 | 0.10 | 1.45242 | 0.00000 | 1.45228 | ||
49 | 2009.12.17 01:02 | t/p | 25 | 0.10 | 1.45228 | 0.00000 | 1.45228 | 1.40 | 9898.44 |
50 | 2009.12.17 01:15 | t/p | 24 | 1.00 | 1.45264 | 0.00000 | 1.45264 | 14.00 | 9912.44 |
51 | 2009.12.17 01:15 | buy | 26 | 0.10 | 1.45288 | 0.00000 | 1.45302 | ||
52 | 2009.12.17 01:20 | t/p | 26 | 0.10 | 1.45302 | 0.00000 | 1.45302 | 1.40 | 9913.84 |
53 | 2009.12.18 01:00 | buy | 27 | 0.10 | 1.43435 | 0.00000 | 1.43449 | ||
54 | 2009.12.18 01:02 | sell | 28 | 0.10 | 1.43423 | 0.00000 | 1.43409 | ||
55 | 2009.12.18 01:10 | t/p | 28 | 0.10 | 1.43409 | 0.00000 | 1.43409 | 1.40 | 9915.24 |
56 | 2009.12.18 01:50 | t/p | 27 | 0.10 | 1.43449 | 0.00000 | 1.43449 | 1.40 | 9916.64 |
57 | 2009.12.21 01:00 | buy | 29 | 0.10 | 1.43308 | 0.00000 | 1.43322 | ||
58 | 2009.12.21 01:03 | t/p | 29 | 0.10 | 1.43322 | 0.00000 | 1.43322 | 1.40 | 9918.04 |
59 | 2009.12.21 01:03 | sell | 30 | 0.10 | 1.43385 | 0.00000 | 1.43371 | ||
60 | 2009.12.21 01:26 | t/p | 30 | 0.10 | 1.43371 | 0.00000 | 1.43371 | 1.40 | 9919.44 |
61 | 2009.12.22 01:00 | buy | 31 | 0.10 | 1.42851 | 0.00000 | 1.42865 | ||
62 | 2009.12.22 01:02 | t/p | 31 | 0.10 | 1.42865 | 0.00000 | 1.42865 | 1.40 | 9920.84 |
63 | 2009.12.22 01:02 | sell | 32 | 0.10 | 1.42891 | 0.00000 | 1.42877 | ||
64 | 2009.12.22 01:15 | t/p | 32 | 0.10 | 1.42877 | 0.00000 | 1.42877 | 1.40 | 9922.24 |
65 | 2009.12.23 01:00 | buy | 33 | 0.10 | 1.42549 | 0.00000 | 1.42563 | ||
66 | 2009.12.23 01:02 | sell | 34 | 0.10 | 1.42554 | 0.00000 | 1.42540 | ||
67 | 2009.12.23 01:15 | t/p | 34 | 0.10 | 1.42540 | 0.00000 | 1.42540 | 1.40 | 9923.64 |
68 | 2009.12.23 02:00 | t/p | 33 | 0.10 | 1.42563 | 0.00000 | 1.42563 | 1.40 | 9925.04 |
69 | 2009.12.24 01:00 | buy | 35 | 0.10 | 1.43357 | 0.00000 | 1.43371 | ||
70 | 2009.12.24 01:02 | sell | 36 | 0.10 | 1.43335 | 0.00000 | 1.43321 | ||
71 | 2009.12.24 01:15 | t/p | 35 | 0.10 | 1.43371 | 0.00000 | 1.43371 | 1.40 | 9926.44 |
72 | 2009.12.24 02:07 | t/p | 36 | 0.10 | 1.43321 | 0.00000 | 1.43321 | 1.40 | 9927.84 |
73 | 2009.12.28 01:00 | buy | 37 | 0.10 | 1.43753 | 0.00000 | 1.43767 | ||
74 | 2009.12.28 01:02 | sell | 38 | 0.10 | 1.43746 | 0.00000 | 1.43732 | ||
75 | 2009.12.28 01:10 | t/p | 38 | 0.10 | 1.43732 | 0.00000 | 1.43732 | 1.40 | 9929.24 |
76 | 2009.12.28 02:45 | t/p | 37 | 0.10 | 1.43767 | 0.00000 | 1.43767 | 1.40 | 9930.64 |
77 | 2009.12.29 01:00 | buy | 39 | 0.10 | 1.43741 | 0.00000 | 1.43755 | ||
78 | 2009.12.29 01:03 | sell | 40 | 0.10 | 1.43736 | 0.00000 | 1.43722 | ||
79 | 2009.12.29 01:13 | t/p | 40 | 0.10 | 1.43722 | 0.00000 | 1.43722 | 1.40 | 9932.04 |
80 | 2009.12.29 07:20 | t/p | 39 | 0.10 | 1.43755 | 0.00000 | 1.43755 | 1.40 | 9933.44 |
81 | 2009.12.30 01:00 | buy | 41 | 0.10 | 1.43410 | 0.00000 | 1.43424 | ||
82 | 2009.12.30 01:02 | sell | 42 | 0.10 | 1.43407 | 0.00000 | 1.43393 | ||
83 | 2009.12.30 01:10 | t/p | 41 | 0.10 | 1.43424 | 0.00000 | 1.43424 | 1.40 | 9934.84 |
84 | 2009.12.30 01:40 | t/p | 42 | 0.10 | 1.43393 | 0.00000 | 1.43393 | 1.40 | 9936.24 |
85 | 2009.12.31 01:00 | buy | 43 | 0.10 | 1.43412 | 0.00000 | 1.43426 | ||
86 | 2009.12.31 01:03 | sell | 44 | 0.10 | 1.43368 | 0.00000 | 1.43354 | ||
87 | 2009.12.31 01:20 | t/p | 43 | 0.10 | 1.43426 | 0.00000 | 1.43426 | 1.40 | 9937.64 |
88 | 2009.12.31 16:20 | t/p | 44 | 0.10 | 1.43354 | 0.00000 | 1.43354 | 1.40 | 9939.04 |
89 | 2010.01.04 01:00 | buy | 45 | 0.10 | 1.43162 | 0.00000 | 1.43176 | ||
90 | 2010.01.04 01:02 | sell | 46 | 0.10 | 1.43169 | 0.00000 | 1.43155 | ||
91 | 2010.01.04 01:05 | t/p | 46 | 0.10 | 1.43155 | 0.00000 | 1.43155 | 1.40 | 9940.44 |
92 | 2010.01.04 01:07 | t/p | 45 | 0.10 | 1.43176 | 0.00000 | 1.43176 | 1.40 | 9941.84 |
93 | 2010.01.05 01:00 | buy | 47 | 0.10 | 1.44243 | 0.00000 | 1.44257 | ||
94 | 2010.01.05 01:02 | sell | 48 | 0.10 | 1.44209 | 0.00000 | 1.44195 | ||
95 | 2010.01.05 01:10 | t/p | 47 | 0.10 | 1.44257 | 0.00000 | 1.44257 | 1.40 | 9943.24 |
96 | 2010.01.05 01:45 | t/p | 48 | 0.10 | 1.44195 | 0.00000 | 1.44195 | 1.40 | 9944.64 |
97 | 2010.01.06 01:00 | buy | 49 | 0.10 | 1.43649 | 0.00000 | 1.43663 | ||
98 | 2010.01.06 01:02 | sell | 50 | 0.10 | 1.43634 | 0.00000 | 1.43620 | ||
99 | 2010.01.06 01:10 | t/p | 50 | 0.10 | 1.43620 | 0.00000 | 1.43620 | 1.40 | 9946.04 |
100 | 2010.01.06 02:50 | t/p | 49 | 0.10 | 1.43663 | 0.00000 | 1.43663 | 1.40 | 9947.44 |
101 | 2010.01.07 01:00 | buy | 51 | 0.10 | 1.44022 | 0.00000 | 1.44036 | ||
102 | 2010.01.07 01:02 | sell | 52 | 0.10 | 1.44026 | 0.00000 | 1.44012 | ||
103 | 2010.01.07 01:05 | t/p | 51 | 0.10 | 1.44036 | 0.00000 | 1.44036 | 1.40 | 9948.84 |
104 | 2010.01.07 01:07 | t/p | 52 | 0.10 | 1.44012 | 0.00000 | 1.44012 | 1.40 | 9950.24 |
105 | 2010.01.08 01:00 | buy | 53 | 0.10 | 1.43176 | 0.00000 | 1.43190 | ||
106 | 2010.01.08 01:02 | t/p | 53 | 0.10 | 1.43190 | 0.00000 | 1.43190 | 1.40 | 9951.64 |
107 | 2010.01.08 01:02 | sell | 54 | 0.10 | 1.43252 | 0.00000 | 1.43238 | ||
108 | 2010.01.08 01:10 | t/p | 54 | 0.10 | 1.43238 | 0.00000 | 1.43238 | 1.40 | 9953.04 |
109 | 2010.01.11 01:00 | buy | 55 | 0.10 | 1.44644 | 0.00000 | 1.44658 | ||
110 | 2010.01.11 01:02 | sell | 56 | 0.10 | 1.44634 | 0.00000 | 1.44620 | ||
111 | 2010.01.11 01:10 | t/p | 55 | 0.10 | 1.44658 | 0.00000 | 1.44658 | 1.40 | 9954.44 |
112 | 2010.01.12 01:00 | buy | 57 | 0.10 | 1.45080 | 0.00000 | 1.45094 | ||
113 | 2010.01.12 03:20 | t/p | 56 | 0.10 | 1.44620 | 0.00000 | 1.44620 | 1.23 | 9955.67 |
114 | 2010.01.12 07:32 | t/p | 57 | 0.10 | 1.45094 | 0.00000 | 1.45094 | 1.40 | 9957.07 |
115 | 2010.01.13 01:00 | buy | 58 | 0.10 | 1.44765 | 0.00000 | 1.44779 | ||
116 | 2010.01.13 01:02 | sell | 59 | 0.10 | 1.44683 | 0.00000 | 1.44669 | ||
117 | 2010.01.13 01:15 | t/p | 58 | 0.10 | 1.44779 | 0.00000 | 1.44779 | 1.40 | 9958.47 |
118 | 2010.01.13 02:15 | t/p | 59 | 0.10 | 1.44669 | 0.00000 | 1.44669 | 1.40 | 9959.87 |
119 | 2010.01.14 01:00 | buy | 60 | 0.10 | 1.45231 | 0.00000 | 1.45245 | ||
120 | 2010.01.14 01:02 | t/p | 60 | 0.10 | 1.45245 | 0.00000 | 1.45245 | 1.40 | 9961.27 |
121 | 2010.01.14 01:02 | sell | 61 | 0.10 | 1.45272 | 0.00000 | 1.45258 | ||
122 | 2010.01.14 01:10 | t/p | 61 | 0.10 | 1.45258 | 0.00000 | 1.45258 | 1.40 | 9962.67 |
123 | 2010.01.15 01:00 | buy | 62 | 0.10 | 1.45001 | 0.00000 | 1.45015 | ||
124 | 2010.01.15 01:02 | t/p | 62 | 0.10 | 1.45015 | 0.00000 | 1.45015 | 1.40 | 9964.07 |
125 | 2010.01.15 01:02 | sell | 63 | 0.10 | 1.45018 | 0.00000 | 1.45004 | ||
126 | 2010.01.15 01:10 | t/p | 63 | 0.10 | 1.45004 | 0.00000 | 1.45004 | 1.40 | 9965.47 |