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 | Start=0; TakeProfit=14; Lots=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -166.00 | Gross profit | 1106.00 | Gross loss | -1272.00 |
Profit factor | 0.87 | Expected payoff | -2.08 | ||
Absolute drawdown | 903.00 | Maximal drawdown | 1505.00 (14.20%) | Relative drawdown | 14.20% (1505.00) |
Total trades | 80 | Short positions (won %) | 38 (94.74%) | Long positions (won %) | 42 (100.00%) |
Profit trades (% of total) | 78 (97.50%) | Loss trades (% of total) | 2 (2.50%) | ||
Largest | profit trade | 28.00 | loss trade | -829.00 | |
Average | profit trade | 14.18 | loss trade | -636.00 | |
Maximum | consecutive wins (profit in money) | 44 (616.00) | consecutive losses (loss in money) | 1 (-829.00) | |
Maximal | consecutive profit (count of wins) | 616.00 (44) | consecutive loss (count of losses) | -829.00 (1) | |
Average | consecutive wins | 26 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50085 | 0.00000 | 1.50099 | ||
2 | 2009.12.01 00:00 | sell | 2 | 1.00 | 1.50074 | 0.00000 | 1.50060 | ||
3 | 2009.12.01 00:02 | t/p | 1 | 1.00 | 1.50099 | 0.00000 | 1.50099 | 14.00 | 10014.00 |
4 | 2009.12.01 00:02 | buy | 3 | 1.00 | 1.50120 | 0.00000 | 1.50134 | ||
5 | 2009.12.01 00:20 | t/p | 2 | 1.00 | 1.50060 | 0.00000 | 1.50060 | 14.00 | 10028.00 |
6 | 2009.12.01 00:33 | t/p | 3 | 1.00 | 1.50134 | 0.00000 | 1.50134 | 14.00 | 10042.00 |
7 | 2009.12.02 00:00 | buy | 4 | 1.00 | 1.50759 | 0.00000 | 1.50773 | ||
8 | 2009.12.02 00:00 | sell | 5 | 1.00 | 1.50748 | 0.00000 | 1.50734 | ||
9 | 2009.12.02 00:10 | t/p | 4 | 1.00 | 1.50773 | 0.00000 | 1.50773 | 14.00 | 10056.00 |
10 | 2009.12.02 08:20 | t/p | 5 | 1.00 | 1.50734 | 0.00000 | 1.50734 | 14.00 | 10070.00 |
11 | 2009.12.03 00:00 | buy | 6 | 1.00 | 1.50490 | 0.00000 | 1.50504 | ||
12 | 2009.12.03 00:00 | sell | 7 | 1.00 | 1.50479 | 0.00000 | 1.50465 | ||
13 | 2009.12.03 00:05 | t/p | 6 | 1.00 | 1.50504 | 0.00000 | 1.50504 | 14.00 | 10084.00 |
14 | 2009.12.03 22:50 | t/p | 7 | 1.00 | 1.50465 | 0.00000 | 1.50465 | 14.00 | 10098.00 |
15 | 2009.12.04 00:00 | buy | 8 | 1.00 | 1.50538 | 0.00000 | 1.50552 | ||
16 | 2009.12.04 00:00 | sell | 9 | 1.00 | 1.50527 | 0.00000 | 1.50513 | ||
17 | 2009.12.04 00:10 | t/p | 8 | 1.00 | 1.50552 | 0.00000 | 1.50552 | 14.00 | 10112.00 |
18 | 2009.12.04 01:20 | t/p | 9 | 1.00 | 1.50513 | 0.00000 | 1.50513 | 14.00 | 10126.00 |
19 | 2009.12.07 00:00 | buy | 10 | 1.00 | 1.48702 | 0.00000 | 1.48716 | ||
20 | 2009.12.07 00:00 | sell | 11 | 1.00 | 1.48691 | 0.00000 | 1.48677 | ||
21 | 2009.12.07 00:02 | t/p | 10 | 1.00 | 1.48716 | 0.00000 | 1.48716 | 14.00 | 10140.00 |
22 | 2009.12.07 00:02 | buy | 12 | 1.00 | 1.48727 | 0.00000 | 1.48741 | ||
23 | 2009.12.07 00:15 | t/p | 11 | 1.00 | 1.48677 | 0.00000 | 1.48677 | 14.00 | 10154.00 |
24 | 2009.12.07 01:07 | t/p | 12 | 1.00 | 1.48741 | 0.00000 | 1.48741 | 14.00 | 10168.00 |
25 | 2009.12.08 00:00 | buy | 13 | 1.00 | 1.48291 | 0.00000 | 1.48305 | ||
26 | 2009.12.08 00:00 | sell | 14 | 1.00 | 1.48280 | 0.00000 | 1.48266 | ||
27 | 2009.12.08 00:07 | t/p | 14 | 1.00 | 1.48266 | 0.00000 | 1.48266 | 14.00 | 10182.00 |
28 | 2009.12.08 00:15 | t/p | 13 | 1.00 | 1.48305 | 0.00000 | 1.48305 | 14.00 | 10196.00 |
29 | 2009.12.09 00:00 | buy | 15 | 1.00 | 1.47041 | 0.00000 | 1.47055 | ||
30 | 2009.12.09 00:00 | sell | 16 | 1.00 | 1.47030 | 0.00000 | 1.47016 | ||
31 | 2009.12.09 00:02 | t/p | 15 | 1.00 | 1.47055 | 0.00000 | 1.47055 | 14.00 | 10210.00 |
32 | 2009.12.09 00:02 | buy | 17 | 1.00 | 1.47145 | 0.00000 | 1.47159 | ||
33 | 2009.12.09 00:07 | t/p | 17 | 1.00 | 1.47159 | 0.00000 | 1.47159 | 14.00 | 10224.00 |
34 | 2009.12.09 00:15 | t/p | 16 | 1.00 | 1.47016 | 0.00000 | 1.47016 | 14.00 | 10238.00 |
35 | 2009.12.10 00:00 | buy | 18 | 1.00 | 1.47391 | 0.00000 | 1.47405 | ||
36 | 2009.12.10 00:00 | sell | 19 | 1.00 | 1.47380 | 0.00000 | 1.47366 | ||
37 | 2009.12.10 00:20 | t/p | 19 | 1.00 | 1.47366 | 0.00000 | 1.47366 | 14.00 | 10252.00 |
38 | 2009.12.10 01:20 | t/p | 18 | 1.00 | 1.47405 | 0.00000 | 1.47405 | 14.00 | 10266.00 |
39 | 2009.12.11 00:00 | buy | 20 | 1.00 | 1.47320 | 0.00000 | 1.47334 | ||
40 | 2009.12.11 00:00 | sell | 21 | 1.00 | 1.47309 | 0.00000 | 1.47295 | ||
41 | 2009.12.11 00:03 | t/p | 21 | 1.00 | 1.47295 | 0.00000 | 1.47295 | 14.00 | 10280.00 |
42 | 2009.12.11 00:03 | sell | 22 | 1.00 | 1.47283 | 0.00000 | 1.47269 | ||
43 | 2009.12.11 00:16 | t/p | 22 | 1.00 | 1.47269 | 0.00000 | 1.47269 | 14.00 | 10294.00 |
44 | 2009.12.11 01:20 | t/p | 20 | 1.00 | 1.47334 | 0.00000 | 1.47334 | 14.00 | 10308.00 |
45 | 2009.12.14 00:00 | buy | 23 | 1.00 | 1.46158 | 0.00000 | 1.46172 | ||
46 | 2009.12.14 00:00 | sell | 24 | 1.00 | 1.46147 | 0.00000 | 1.46133 | ||
47 | 2009.12.14 00:02 | t/p | 24 | 1.00 | 1.46133 | 0.00000 | 1.46133 | 14.00 | 10322.00 |
48 | 2009.12.14 00:02 | sell | 25 | 1.00 | 1.46119 | 0.00000 | 1.46105 | ||
49 | 2009.12.14 00:10 | t/p | 23 | 1.00 | 1.46172 | 0.00000 | 1.46172 | 14.00 | 10336.00 |
50 | 2009.12.14 00:46 | t/p | 25 | 1.00 | 1.46105 | 0.00000 | 1.46105 | 14.00 | 10350.00 |
51 | 2009.12.15 00:00 | buy | 26 | 1.00 | 1.46519 | 0.00000 | 1.46533 | ||
52 | 2009.12.15 00:00 | sell | 27 | 1.00 | 1.46508 | 0.00000 | 1.46494 | ||
53 | 2009.12.15 00:10 | t/p | 26 | 1.00 | 1.46533 | 0.00000 | 1.46533 | 14.00 | 10364.00 |
54 | 2009.12.15 01:50 | t/p | 27 | 1.00 | 1.46494 | 0.00000 | 1.46494 | 14.00 | 10378.00 |
55 | 2009.12.16 00:00 | buy | 28 | 1.00 | 1.45378 | 0.00000 | 1.45392 | ||
56 | 2009.12.16 00:00 | sell | 29 | 1.00 | 1.45367 | 0.00000 | 1.45353 | ||
57 | 2009.12.16 00:15 | t/p | 28 | 1.00 | 1.45392 | 0.00000 | 1.45392 | 14.00 | 10392.00 |
58 | 2009.12.16 01:10 | t/p | 29 | 1.00 | 1.45353 | 0.00000 | 1.45353 | 14.00 | 10406.00 |
59 | 2009.12.17 00:00 | buy | 30 | 1.00 | 1.45301 | 0.00000 | 1.45315 | ||
60 | 2009.12.17 00:00 | sell | 31 | 1.00 | 1.45290 | 0.00000 | 1.45276 | ||
61 | 2009.12.17 00:02 | t/p | 31 | 1.00 | 1.45276 | 0.00000 | 1.45276 | 14.00 | 10420.00 |
62 | 2009.12.17 00:02 | sell | 32 | 1.00 | 1.45254 | 0.00000 | 1.45240 | ||
63 | 2009.12.17 00:20 | t/p | 30 | 1.00 | 1.45315 | 0.00000 | 1.45315 | 14.00 | 10434.00 |
64 | 2009.12.17 00:50 | t/p | 32 | 1.00 | 1.45240 | 0.00000 | 1.45240 | 14.00 | 10448.00 |
65 | 2009.12.18 00:00 | buy | 33 | 1.00 | 1.43503 | 0.00000 | 1.43517 | ||
66 | 2009.12.18 00:00 | sell | 34 | 1.00 | 1.43492 | 0.00000 | 1.43478 | ||
67 | 2009.12.18 00:02 | t/p | 34 | 1.00 | 1.43478 | 0.00000 | 1.43478 | 14.00 | 10462.00 |
68 | 2009.12.18 00:02 | sell | 35 | 1.00 | 1.43455 | 0.00000 | 1.43441 | ||
69 | 2009.12.18 00:05 | t/p | 35 | 1.00 | 1.43441 | 0.00000 | 1.43441 | 14.00 | 10476.00 |
70 | 2009.12.18 00:50 | t/p | 33 | 1.00 | 1.43517 | 0.00000 | 1.43517 | 14.00 | 10490.00 |
71 | 2009.12.21 00:00 | buy | 36 | 1.00 | 1.43126 | 0.00000 | 1.43140 | ||
72 | 2009.12.21 00:00 | sell | 37 | 1.00 | 1.43115 | 0.00000 | 1.43101 | ||
73 | 2009.12.21 00:03 | t/p | 36 | 1.00 | 1.43140 | 0.00000 | 1.43140 | 14.00 | 10504.00 |
74 | 2009.12.21 00:03 | buy | 38 | 1.00 | 1.43235 | 0.00000 | 1.43249 | ||
75 | 2009.12.21 00:10 | t/p | 38 | 1.00 | 1.43249 | 0.00000 | 1.43249 | 14.00 | 10518.00 |
76 | 2009.12.21 09:20 | t/p | 37 | 1.00 | 1.43101 | 0.00000 | 1.43101 | 14.00 | 10532.00 |
77 | 2009.12.22 00:00 | buy | 39 | 1.00 | 1.42752 | 0.00000 | 1.42766 | ||
78 | 2009.12.22 00:00 | sell | 40 | 1.00 | 1.42741 | 0.00000 | 1.42727 | ||
79 | 2009.12.22 00:02 | t/p | 39 | 1.00 | 1.42766 | 0.00000 | 1.42766 | 14.00 | 10546.00 |
80 | 2009.12.22 00:02 | buy | 41 | 1.00 | 1.42800 | 0.00000 | 1.42814 | ||
81 | 2009.12.22 00:20 | t/p | 40 | 1.00 | 1.42727 | 0.00000 | 1.42727 | 14.00 | 10560.00 |
82 | 2009.12.22 00:45 | t/p | 41 | 1.00 | 1.42814 | 0.00000 | 1.42814 | 14.00 | 10574.00 |
83 | 2009.12.23 00:00 | buy | 42 | 1.00 | 1.42544 | 0.00000 | 1.42558 | ||
84 | 2009.12.23 00:00 | sell | 43 | 1.00 | 1.42533 | 0.00000 | 1.42519 | ||
85 | 2009.12.23 00:20 | t/p | 42 | 1.00 | 1.42558 | 0.00000 | 1.42558 | 14.00 | 10588.00 |
86 | 2009.12.23 00:50 | t/p | 43 | 1.00 | 1.42519 | 0.00000 | 1.42519 | 14.00 | 10602.00 |
87 | 2009.12.24 00:00 | buy | 44 | 1.00 | 1.43295 | 0.00000 | 1.43309 | ||
88 | 2009.12.24 00:00 | sell | 45 | 1.00 | 1.43284 | 0.00000 | 1.43270 | ||
89 | 2009.12.24 00:10 | t/p | 44 | 1.00 | 1.43309 | 0.00000 | 1.43309 | 14.00 | 10616.00 |
90 | 2009.12.28 00:00 | buy | 46 | 1.00 | 1.43725 | 0.00000 | 1.43739 | ||
91 | 2009.12.28 00:00 | sell | 47 | 1.00 | 1.43714 | 0.00000 | 1.43700 | ||
92 | 2009.12.28 00:00 | close | 45 | 1.00 | 1.43725 | 0.00000 | 1.43270 | -443.00 | 10173.00 |
93 | 2009.12.28 00:10 | t/p | 47 | 1.00 | 1.43700 | 0.00000 | 1.43700 | 14.00 | 10187.00 |
94 | 2009.12.28 00:45 | t/p | 46 | 1.00 | 1.43739 | 0.00000 | 1.43739 | 14.00 | 10201.00 |
95 | 2009.12.29 00:00 | buy | 48 | 1.00 | 1.43738 | 0.00000 | 1.43752 | ||
96 | 2009.12.29 00:00 | sell | 49 | 1.00 | 1.43727 | 0.00000 | 1.43713 | ||
97 | 2009.12.29 00:10 | t/p | 48 | 1.00 | 1.43752 | 0.00000 | 1.43752 | 14.00 | 10215.00 |
98 | 2009.12.29 01:20 | t/p | 49 | 1.00 | 1.43713 | 0.00000 | 1.43713 | 14.00 | 10229.00 |
99 | 2009.12.30 00:00 | buy | 50 | 1.00 | 1.43514 | 0.00000 | 1.43528 | ||
100 | 2009.12.30 00:00 | sell | 51 | 1.00 | 1.43503 | 0.00000 | 1.43489 | ||
101 | 2009.12.30 00:15 | t/p | 50 | 1.00 | 1.43528 | 0.00000 | 1.43528 | 14.00 | 10243.00 |
102 | 2009.12.30 00:40 | t/p | 51 | 1.00 | 1.43489 | 0.00000 | 1.43489 | 14.00 | 10257.00 |
103 | 2009.12.31 00:00 | buy | 52 | 1.00 | 1.43378 | 0.00000 | 1.43392 | ||
104 | 2009.12.31 00:00 | sell | 53 | 1.00 | 1.43367 | 0.00000 | 1.43353 | ||
105 | 2009.12.31 00:03 | t/p | 52 | 1.00 | 1.43392 | 0.00000 | 1.43392 | 14.00 | 10271.00 |
106 | 2009.12.31 00:03 | buy | 54 | 1.00 | 1.43413 | 0.00000 | 1.43427 | ||
107 | 2009.12.31 00:16 | t/p | 54 | 1.00 | 1.43427 | 0.00000 | 1.43427 | 14.00 | 10285.00 |
108 | 2009.12.31 16:20 | t/p | 53 | 1.00 | 1.43353 | 0.00000 | 1.43353 | 14.00 | 10299.00 |
109 | 2010.01.04 00:00 | buy | 55 | 1.00 | 1.43272 | 0.00000 | 1.43286 | ||
110 | 2010.01.04 00:00 | sell | 56 | 1.00 | 1.43261 | 0.00000 | 1.43247 | ||
111 | 2010.01.04 00:02 | t/p | 55 | 1.00 | 1.43286 | 0.00000 | 1.43286 | 14.00 | 10313.00 |
112 | 2010.01.04 00:02 | buy | 57 | 1.00 | 1.43335 | 0.00000 | 1.43349 | ||
113 | 2010.01.04 00:20 | t/p | 56 | 1.00 | 1.43247 | 0.00000 | 1.43247 | 14.00 | 10327.00 |
114 | 2010.01.04 09:50 | t/p | 57 | 1.00 | 1.43349 | 0.00000 | 1.43349 | 14.00 | 10341.00 |
115 | 2010.01.05 00:00 | buy | 58 | 1.00 | 1.44107 | 0.00000 | 1.44121 | ||
116 | 2010.01.05 00:00 | sell | 59 | 1.00 | 1.44096 | 0.00000 | 1.44082 | ||
117 | 2010.01.05 00:02 | t/p | 59 | 1.00 | 1.44082 | 0.00000 | 1.44082 | 14.00 | 10355.00 |
118 | 2010.01.05 00:02 | sell | 60 | 1.00 | 1.44068 | 0.00000 | 1.44054 | ||
119 | 2010.01.05 00:15 | t/p | 58 | 1.00 | 1.44121 | 0.00000 | 1.44121 | 14.00 | 10369.00 |
120 | 2010.01.05 09:50 | t/p | 60 | 1.00 | 1.44054 | 0.00000 | 1.44054 | 14.00 | 10383.00 |
121 | 2010.01.06 00:00 | buy | 61 | 1.00 | 1.43629 | 0.00000 | 1.43643 | ||
122 | 2010.01.06 00:00 | sell | 62 | 1.00 | 1.43618 | 0.00000 | 1.43604 | ||
123 | 2010.01.06 00:02 | t/p | 61 | 1.00 | 1.43643 | 0.00000 | 1.43643 | 14.00 | 10397.00 |
124 | 2010.01.06 00:02 | buy | 63 | 1.00 | 1.43693 | 0.00000 | 1.43707 | ||
125 | 2010.01.06 00:15 | t/p | 62 | 1.00 | 1.43604 | 0.00000 | 1.43604 | 14.00 | 10411.00 |
126 | 2010.01.06 10:40 | t/p | 63 | 1.00 | 1.43707 | 0.00000 | 1.43707 | 14.00 | 10425.00 |
127 | 2010.01.07 00:00 | buy | 64 | 1.00 | 1.44010 | 0.00000 | 1.44024 | ||
128 | 2010.01.07 00:00 | sell | 65 | 1.00 | 1.43999 | 0.00000 | 1.43985 | ||
129 | 2010.01.07 00:02 | t/p | 64 | 1.00 | 1.44024 | 0.00000 | 1.44024 | 14.00 | 10439.00 |
130 | 2010.01.07 00:02 | buy | 66 | 1.00 | 1.44056 | 0.00000 | 1.44070 | ||
131 | 2010.01.07 00:20 | t/p | 65 | 1.00 | 1.43985 | 0.00000 | 1.43985 | 14.00 | 10453.00 |
132 | 2010.01.07 00:50 | t/p | 66 | 1.00 | 1.44070 | 0.00000 | 1.44070 | 14.00 | 10467.00 |
133 | 2010.01.08 00:00 | buy | 67 | 1.00 | 1.43054 | 0.00000 | 1.43068 | ||
134 | 2010.01.08 00:00 | sell | 68 | 1.00 | 1.43043 | 0.00000 | 1.43029 | ||
135 | 2010.01.08 00:13 | t/p | 67 | 1.00 | 1.43068 | 0.00000 | 1.43068 | 14.00 | 10481.00 |
136 | 2010.01.08 01:37 | t/p | 68 | 1.00 | 1.43029 | 0.00000 | 1.43029 | 14.00 | 10495.00 |
137 | 2010.01.11 00:00 | buy | 69 | 1.00 | 1.44129 | 0.00000 | 1.44143 | ||
138 | 2010.01.11 00:00 | sell | 70 | 1.00 | 1.44118 | 0.00000 | 1.44104 | ||
139 | 2010.01.11 00:03 | t/p | 69 | 1.00 | 1.44143 | 0.00000 | 1.44143 | 14.00 | 10509.00 |
140 | 2010.01.11 00:03 | buy | 71 | 1.00 | 1.44197 | 0.00000 | 1.44211 | ||
141 | 2010.01.11 00:10 | t/p | 71 | 1.00 | 1.44211 | 0.00000 | 1.44211 | 14.00 | 10523.00 |
142 | 2010.01.12 00:00 | buy | 72 | 1.00 | 1.45139 | 0.00000 | 1.45153 | ||
143 | 2010.01.12 00:00 | sell | 73 | 1.00 | 1.45128 | 0.00000 | 1.45114 | ||
144 | 2010.01.12 00:15 | t/p | 72 | 1.00 | 1.45153 | 0.00000 | 1.45153 | 14.00 | 10537.00 |
145 | 2010.01.12 00:45 | t/p | 73 | 1.00 | 1.45114 | 0.00000 | 1.45114 | 14.00 | 10551.00 |
146 | 2010.01.12 23:55 | close | 70 | 1.00 | 1.44946 | 0.00000 | 1.44104 | -829.00 | 9722.00 |
147 | 2010.01.13 00:00 | buy | 74 | 1.00 | 1.44931 | 0.00000 | 1.44945 | ||
148 | 2010.01.13 00:00 | sell | 75 | 2.00 | 1.44920 | 0.00000 | 1.44906 | ||
149 | 2010.01.13 00:03 | t/p | 75 | 2.00 | 1.44906 | 0.00000 | 1.44906 | 28.00 | 9750.00 |
150 | 2010.01.13 00:03 | sell | 76 | 1.00 | 1.44889 | 0.00000 | 1.44875 | ||
151 | 2010.01.13 00:16 | t/p | 76 | 1.00 | 1.44875 | 0.00000 | 1.44875 | 14.00 | 9764.00 |
152 | 2010.01.13 07:20 | t/p | 74 | 1.00 | 1.44945 | 0.00000 | 1.44945 | 14.00 | 9778.00 |
153 | 2010.01.14 00:00 | buy | 77 | 1.00 | 1.45001 | 0.00000 | 1.45015 | ||
154 | 2010.01.14 00:00 | sell | 78 | 1.00 | 1.44990 | 0.00000 | 1.44976 | ||
155 | 2010.01.14 00:10 | t/p | 77 | 1.00 | 1.45015 | 0.00000 | 1.45015 | 14.00 | 9792.00 |
156 | 2010.01.14 11:07 | t/p | 78 | 1.00 | 1.44976 | 0.00000 | 1.44976 | 14.00 | 9806.00 |
157 | 2010.01.15 00:00 | buy | 79 | 1.00 | 1.44992 | 0.00000 | 1.45006 | ||
158 | 2010.01.15 00:00 | sell | 80 | 1.00 | 1.44981 | 0.00000 | 1.44967 | ||
159 | 2010.01.15 00:15 | t/p | 79 | 1.00 | 1.45006 | 0.00000 | 1.45006 | 14.00 | 9820.00 |
160 | 2010.01.15 01:20 | t/p | 80 | 1.00 | 1.44967 | 0.00000 | 1.44967 | 14.00 | 9834.00 |