Strategy Tester Report
test
AlpariUK-Demo (Build 208)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2004.07.16 00:00 - 2007.09.18 00:00 (2004.07.16 - 2007.09.18) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=5; Slippage=3; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 2664 | Ticks modelled | 4171231 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 40776.15 | Gross profit | 131488.47 | Gross loss | -90712.32 |
| Profit factor | 1.45 | Expected payoff | 867.58 | ||
| Absolute drawdown | 1087.55 | Maximal drawdown | 270363.79 (84.19%) | Relative drawdown | 84.19% (270363.79) |
| Total trades | 47 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 44 (29.55%) |
| Profit trades (% of total) | 16 (34.04%) | Loss trades (% of total) | 31 (65.96%) | ||
| Largest | profit trade | 19289.99 | loss trade | -5062.48 | |
| Average | profit trade | 8218.03 | loss trade | -2926.20 | |
| Maximum | consecutive wins (profit in money) | 13 (81737.50) | consecutive losses (loss in money) | 30 (-90674.81) | |
| Maximal | consecutive profit (count of wins) | 81737.50 (13) | consecutive loss (count of losses) | -90674.81 (30) | |
| Average | consecutive wins | 8 | consecutive losses | 16 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.07.16 15:53 | buy | 1 | 5.00 | 1.2441 | 0.0000 | 0.0000 | ||
| 2 | 2004.07.19 03:50 | close | 1 | 5.00 | 1.2441 | 0.0000 | 0.0000 | -37.51 | 9962.49 |
| 3 | 2004.07.19 03:50 | sell | 2 | 5.00 | 1.2441 | 0.0000 | 0.0000 | ||
| 4 | 2004.07.20 13:04 | sell | 3 | 5.00 | 1.2390 | 0.0000 | 0.0000 | ||
| 5 | 2004.07.20 20:44 | sell | 4 | 5.00 | 1.2328 | 0.0000 | 0.0000 | ||
| 6 | 2004.08.06 00:00 | close | 2 | 5.00 | 1.2059 | 0.0000 | 0.0000 | 19289.99 | 29252.48 |
| 7 | 2004.08.06 00:00 | close | 4 | 5.00 | 1.2059 | 0.0000 | 0.0000 | 13630.50 | 42882.98 |
| 8 | 2004.08.06 00:00 | buy | 5 | 5.00 | 1.2059 | 0.0000 | 0.0000 | ||
| 9 | 2004.08.06 00:00 | close | 3 | 5.00 | 1.2057 | 0.0000 | 0.0000 | 16830.48 | 59713.46 |
| 10 | 2004.08.06 00:00 | buy | 6 | 5.00 | 1.2057 | 0.0000 | 0.0000 | ||
| 11 | 2004.08.06 00:00 | buy | 7 | 5.00 | 1.2056 | 0.0000 | 0.0000 | ||
| 12 | 2004.08.06 00:00 | buy | 8 | 5.00 | 1.2057 | 0.0000 | 0.0000 | ||
| 13 | 2004.08.06 00:00 | buy | 9 | 5.00 | 1.2056 | 0.0000 | 0.0000 | ||
| 14 | 2004.08.06 00:00 | buy | 10 | 5.00 | 1.2055 | 0.0000 | 0.0000 | ||
| 15 | 2004.08.06 00:00 | buy | 11 | 5.00 | 1.2054 | 0.0000 | 0.0000 | ||
| 16 | 2004.08.06 00:00 | buy | 12 | 5.00 | 1.2055 | 0.0000 | 0.0000 | ||
| 17 | 2004.08.06 00:00 | buy | 13 | 5.00 | 1.2054 | 0.0000 | 0.0000 | ||
| 18 | 2004.08.06 03:01 | buy | 14 | 5.00 | 1.2060 | 0.0000 | 0.0000 | ||
| 19 | 2004.08.06 06:31 | buy | 15 | 5.00 | 1.2072 | 0.0000 | 0.0000 | ||
| 20 | 2004.08.06 07:20 | buy | 16 | 5.00 | 1.2083 | 0.0000 | 0.0000 | ||
| 21 | 2004.08.06 14:30 | buy | 17 | 5.00 | 1.2114 | 0.0000 | 0.0000 | ||
| 22 | 2004.08.06 14:51 | buy | 18 | 5.00 | 1.2227 | 0.0000 | 0.0000 | ||
| 23 | 2004.08.06 14:52 | buy | 19 | 5.00 | 1.2228 | 0.0000 | 0.0000 | ||
| 24 | 2004.08.06 14:53 | buy | 20 | 5.00 | 1.2229 | 0.0000 | 0.0000 | ||
| 25 | 2004.08.06 14:53 | buy | 21 | 5.00 | 1.2230 | 0.0000 | 0.0000 | ||
| 26 | 2004.08.06 14:53 | buy | 22 | 5.00 | 1.2229 | 0.0000 | 0.0000 | ||
| 27 | 2004.08.06 14:53 | buy | 23 | 5.00 | 1.2230 | 0.0000 | 0.0000 | ||
| 28 | 2004.08.06 14:53 | buy | 24 | 5.00 | 1.2229 | 0.0000 | 0.0000 | ||
| 29 | 2004.08.06 14:53 | buy | 25 | 5.00 | 1.2228 | 0.0000 | 0.0000 | ||
| 30 | 2004.08.06 14:53 | buy | 26 | 5.00 | 1.2227 | 0.0000 | 0.0000 | ||
| 31 | 2004.08.06 14:53 | buy | 27 | 5.00 | 1.2228 | 0.0000 | 0.0000 | ||
| 32 | 2004.08.06 14:53 | buy | 28 | 5.00 | 1.2229 | 0.0000 | 0.0000 | ||
| 33 | 2004.08.06 14:54 | buy | 29 | 5.00 | 1.2229 | 0.0000 | 0.0000 | ||
| 34 | 2004.08.06 14:55 | buy | 30 | 5.00 | 1.2230 | 0.0000 | 0.0000 | ||
| 35 | 2004.08.06 15:10 | buy | 31 | 5.00 | 1.2251 | 0.0000 | 0.0000 | ||
| 36 | 2004.08.06 15:11 | buy | 32 | 5.00 | 1.2249 | 0.0000 | 0.0000 | ||
| 37 | 2004.08.06 15:12 | buy | 33 | 5.00 | 1.2250 | 0.0000 | 0.0000 | ||
| 38 | 2004.08.06 15:12 | buy | 34 | 5.00 | 1.2251 | 0.0000 | 0.0000 | ||
| 39 | 2004.08.06 15:12 | buy | 35 | 5.00 | 1.2252 | 0.0000 | 0.0000 | ||
| 40 | 2004.08.06 15:37 | buy | 36 | 5.00 | 1.2254 | 0.0000 | 0.0000 | ||
| 41 | 2004.08.06 15:37 | buy | 37 | 5.00 | 1.2258 | 0.0000 | 0.0000 | ||
| 42 | 2004.08.06 16:49 | buy | 38 | 5.00 | 1.2261 | 0.0000 | 0.0000 | ||
| 43 | 2004.08.06 17:06 | buy | 39 | 5.00 | 1.2265 | 0.0000 | 0.0000 | ||
| 44 | 2004.08.06 17:40 | buy | 40 | 5.00 | 1.2269 | 0.0000 | 0.0000 | ||
| 45 | 2004.08.06 17:40 | buy | 41 | 5.00 | 1.2272 | 0.0000 | 0.0000 | ||
| 46 | 2004.08.06 17:58 | buy | 42 | 5.00 | 1.2276 | 0.0000 | 0.0000 | ||
| 47 | 2004.08.06 18:46 | buy | 43 | 5.00 | 1.2279 | 0.0000 | 0.0000 | ||
| 48 | 2004.08.06 20:15 | buy | 44 | 5.00 | 1.2282 | 0.0000 | 0.0000 | ||
| 49 | 2004.08.06 21:29 | buy | 45 | 5.00 | 1.2285 | 0.0000 | 0.0000 | ||
| 50 | 2004.08.06 21:30 | buy | 46 | 5.00 | 1.2288 | 0.0000 | 0.0000 | ||
| 51 | 2004.08.06 22:01 | buy | 47 | 5.00 | 1.2291 | 0.0000 | 0.0000 | ||
| 52 | 2004.08.13 08:29 | close at stop | 47 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -5062.48 | 54650.98 |
| 53 | 2004.08.13 08:29 | close at stop | 46 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4912.50 | 49738.48 |
| 54 | 2004.08.13 08:29 | close at stop | 45 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4762.49 | 44975.99 |
| 55 | 2004.08.13 08:29 | close at stop | 44 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4612.50 | 40363.49 |
| 56 | 2004.08.13 08:29 | close at stop | 43 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4462.50 | 35900.99 |
| 57 | 2004.08.13 08:29 | close at stop | 42 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4312.50 | 31588.49 |
| 58 | 2004.08.13 08:29 | close at stop | 41 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -4112.50 | 27475.99 |
| 59 | 2004.08.13 08:29 | close at stop | 40 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3962.50 | 23513.49 |
| 60 | 2004.08.13 08:29 | close at stop | 39 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3762.50 | 19750.99 |
| 61 | 2004.08.13 08:29 | close at stop | 38 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3562.50 | 16188.49 |
| 62 | 2004.08.13 08:29 | close at stop | 37 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3412.50 | 12775.99 |
| 63 | 2004.08.13 08:29 | close at stop | 36 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3212.50 | 9563.49 |
| 64 | 2004.08.13 08:29 | close at stop | 35 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3112.50 | 6450.99 |
| 65 | 2004.08.13 08:29 | close at stop | 34 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3062.50 | 3388.49 |
| 66 | 2004.08.13 08:29 | close at stop | 33 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3012.50 | 375.99 |
| 67 | 2004.08.13 08:29 | close at stop | 32 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -2962.49 | -2586.50 |
| 68 | 2004.08.13 08:29 | close at stop | 31 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -3062.50 | -5649.00 |
| 69 | 2004.08.13 08:29 | close at stop | 30 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -2012.51 | -7661.51 |
| 70 | 2004.08.13 08:29 | close at stop | 29 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1962.50 | -9624.01 |
| 71 | 2004.08.13 08:29 | close at stop | 28 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1962.44 | -11586.45 |
| 72 | 2004.08.13 08:29 | close at stop | 27 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1912.50 | -13498.95 |
| 73 | 2004.08.13 08:29 | close at stop | 26 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1862.48 | -15361.43 |
| 74 | 2004.08.13 08:29 | close at stop | 25 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1912.50 | -17273.93 |
| 75 | 2004.08.13 08:29 | close at stop | 24 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1962.50 | -19236.43 |
| 76 | 2004.08.13 08:29 | close at stop | 23 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -2012.51 | -21248.94 |
| 77 | 2004.08.13 08:29 | close at stop | 22 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1962.50 | -23211.44 |
| 78 | 2004.08.13 08:29 | close at stop | 21 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -2012.50 | -25223.94 |
| 79 | 2004.08.13 08:29 | close at stop | 20 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1962.44 | -27186.38 |
| 80 | 2004.08.13 08:29 | close at stop | 19 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1912.49 | -29098.87 |
| 81 | 2004.08.13 08:29 | close at stop | 18 | 5.00 | 1.2195 | 0.0000 | 0.0000 | -1862.48 | -30961.35 |
| 82 | 2004.08.13 08:29 | close at stop | 17 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 3787.50 | -27173.85 |
| 83 | 2004.08.13 08:29 | close at stop | 16 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 5337.50 | -21836.35 |
| 84 | 2004.08.13 08:29 | close at stop | 15 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 5887.50 | -15948.85 |
| 85 | 2004.08.13 08:29 | close at stop | 14 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6487.50 | -9461.35 |
| 86 | 2004.08.13 08:29 | close at stop | 13 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6787.50 | -2673.85 |
| 87 | 2004.08.13 08:29 | close at stop | 12 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6737.50 | 4063.65 |
| 88 | 2004.08.13 08:29 | close at stop | 11 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6787.50 | 10851.15 |
| 89 | 2004.08.13 08:29 | close at stop | 10 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6737.50 | 17588.65 |
| 90 | 2004.08.13 08:29 | close at stop | 9 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6687.50 | 24276.15 |
| 91 | 2004.08.13 08:29 | close at stop | 8 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6637.50 | 30913.65 |
| 92 | 2004.08.13 08:29 | close at stop | 7 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6687.50 | 37601.15 |
| 93 | 2004.08.13 08:29 | close at stop | 6 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6637.50 | 44238.65 |
| 94 | 2004.08.13 08:29 | close at stop | 5 | 5.00 | 1.2195 | 0.0000 | 0.0000 | 6537.50 | 50776.15 |