Strategy Tester Report
AlpariUK-Pro (Build 646)

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2008.01.02 00:00 - 2014.06.25 00:00 (2008.01.01 - 2014.06.26)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test2684Ticks modelled75256151Modelling qualityn/a
Mismatched charts errors100
Initial deposit100000.00Spread10
Total net profit37578.82Gross profit65509.89Gross loss-27931.06
Profit factor2.35Expected payoff452.76
Absolute drawdown3661.07Maximal drawdown11280.81 (10.48%)Relative drawdown10.48% (11280.81)
Total trades83Short positions (won %)33 (93.94%)Long positions (won %)50 (94.00%)
Profit trades (% of total)78 (93.98%)Loss trades (% of total)5 (6.02%)
Largestprofit trade3033.45loss trade-6727.99
Averageprofit trade839.87loss trade-5586.21
Maximumconsecutive wins (profit in money)25 (15157.84)consecutive losses (loss in money)1 (-6727.99)
Maximalconsecutive profit (count of wins)19507.82 (21)consecutive loss (count of losses)-6727.99 (1)
Averageconsecutive wins13consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.11 00:00buy stop14.521.481501.470441.49250
22008.01.11 05:23buy14.521.481501.470441.49250
32008.01.14 07:06close14.521.483701.470441.49250968.18100968.18
42008.01.22 00:00sell stop22.211.441901.464791.41910
52008.01.22 00:14sell22.211.441901.464791.41910
62008.01.22 01:50close22.211.439881.464791.41910435.37101403.55
72008.01.31 00:00buy stop32.931.490701.473411.50790
82008.01.31 07:21buy32.931.490701.473411.50790
92008.02.01 14:30close32.931.492941.473411.50790639.33102042.88
102008.02.06 00:02sell stop42.201.462001.485241.43880
112008.02.06 08:54sell42.201.462001.485241.43880
122008.02.06 09:21close42.201.459891.485241.43880453.20102496.08
132008.02.15 00:00buy stop54.721.465001.454151.47580
142008.02.15 07:26buy54.721.465001.454151.47580
152008.02.15 10:46close54.721.467011.454151.47580925.12103421.20
162008.02.20 00:00buy stop64.421.475801.464091.48750
172008.02.21 10:27buy64.421.475801.464091.48750
182008.02.21 16:53close64.421.477821.464091.48750870.74104291.94
192008.02.27 00:00buy stop72.441.504801.483411.52610
202008.02.27 08:28buy72.441.504801.483411.52610
212008.02.27 09:46close72.441.506881.483411.52610495.32104787.26
222008.03.07 00:00buy stop82.831.539501.521001.55800
232008.03.07 00:11buy82.831.539501.521001.55800
242008.03.07 07:52close82.831.541581.521001.55800574.49105361.75
252008.05.29 00:00sell stop94.001.560601.573761.54750
262008.05.29 07:33sell94.001.560601.573761.54750
272008.05.29 08:10close94.001.558451.573761.54750840.00106201.75
282008.06.23 00:00buy stop103.771.565201.551121.57920
292008.06.25 00:01delete103.771.565201.551121.57920
302008.06.26 00:00buy stop113.451.568801.553401.58420
312008.06.26 11:38buy113.451.568801.553401.58420
322008.06.26 11:51close113.451.570841.553401.58420686.55106888.30
332008.07.03 00:01buy stop124.461.589111.577121.60101
342008.07.03 12:51buy124.461.589111.577121.60101
352008.07.03 14:51s/l124.461.57712331.577121.60101-5368.35101519.95
362008.07.11 00:00buy stop133.781.580301.566861.59370
372008.07.11 11:33buy133.781.580301.566861.59370
382008.07.11 12:12close133.781.582361.566861.59370759.78102279.73
392008.07.22 00:00buy stop144.901.593201.582771.60360
402008.07.22 03:00buy144.901.593201.582771.60360
412008.07.22 17:04s/l144.901.582771.582771.60360-5135.2097144.53
422008.07.30 00:00sell stop153.041.555101.571061.53920
432008.07.30 14:31sell153.041.555101.571061.53920
442008.07.30 15:33close153.041.553021.571061.53920617.1297761.65
452008.12.29 00:01buy stop163.391.412001.397581.42640
462008.12.29 01:27buy163.391.412001.397581.42640
472008.12.29 02:06close163.391.414101.397581.42640694.9598456.60
482009.07.02 00:00buy stop173.031.420171.403931.43637
492009.07.06 00:00delete173.031.420171.403931.43637
502009.07.16 00:00buy stop182.731.413521.395491.43152
512009.07.16 12:40buy182.731.413521.395491.43152
522009.07.16 14:30close182.731.415611.395491.43152556.9299013.52
532009.07.21 00:00buy stop193.071.424961.408841.44106
542009.07.21 15:07buy193.071.424961.408841.44106
552009.07.21 15:11close193.071.427011.408841.44106614.0099627.52
562009.10.09 00:00buy stop203.391.481801.467131.49640
572009.10.13 12:10buy203.391.481801.467131.49640
582009.10.13 13:01close203.391.483811.467131.49640664.44100291.96
592009.10.22 00:00buy stop213.511.504671.490371.51897
602009.10.23 00:00delete213.511.504671.490371.51897
612009.10.28 00:00sell stop222.591.476871.496261.45757
622009.10.28 12:27sell222.591.476871.496261.45757
632009.10.28 17:15close222.591.474851.496261.45757510.23100802.19
642009.11.10 00:00buy stop233.171.502071.486151.51797
652009.11.11 09:03buy233.171.502071.486151.51797
662009.11.11 09:24close233.171.504091.486151.51797624.49101426.68
672009.11.26 00:00buy stop242.451.514461.493751.53516
682009.11.27 00:00delete242.451.514461.493751.53516
692009.12.07 00:00sell stop252.451.482031.502761.46133
702009.12.07 09:35sell252.451.482031.502761.46133
712009.12.07 09:36close252.451.480011.502761.46133482.65101909.33
722009.12.14 00:00sell stop263.081.458461.475021.44196
732009.12.15 00:00delete263.081.458461.475021.44196
742009.12.18 00:00sell stop271.971.430321.456121.40452
752009.12.18 16:42sell271.971.430321.456121.40452
762009.12.18 16:49close271.971.428281.456121.40452392.03102301.36
772010.01.12 00:00buy stop282.931.455821.438341.47322
782010.01.13 00:00delete282.931.455821.438341.47322
792010.03.25 00:00sell stop292.341.330371.352261.30857
802010.03.25 06:22sell292.341.330371.352261.30857
812010.03.25 18:51close292.341.328361.352261.30857458.64102760.00
822010.04.07 00:00sell stop303.091.335391.351991.31879
832010.04.07 12:55sell303.091.335391.351991.31879
842010.04.07 14:17close303.091.333351.351991.31879614.91103374.91
852010.04.22 00:00sell stop313.771.335701.349421.32200
862010.04.22 11:28sell313.771.335701.349421.32200
872010.04.22 12:10close313.771.333701.349421.32200735.15104110.06
882010.07.02 00:00buy stop321.911.254121.226811.28142
892010.07.02 13:58buy321.911.254121.226811.28142
902010.07.02 14:31close321.911.256151.226811.28142378.18104488.24
912010.07.30 00:00buy stop333.951.310791.297551.32399
922010.08.02 00:00delete333.951.310791.297551.32399
932010.08.03 00:00buy stop343.391.319621.304191.33502
942010.08.03 09:33buy343.391.319621.304191.33502
952010.08.03 09:45close343.391.321631.304191.33502664.44105152.68
962010.09.14 00:00buy stop353.211.289321.272931.30562
972010.09.14 09:19buy353.211.289321.272931.30562
982010.09.14 16:22close353.211.291351.272931.30562635.58105788.26
992010.09.22 00:00buy stop362.611.328671.308391.34887
1002010.09.22 01:50buy362.611.328671.308391.34887
1012010.09.22 02:33close362.611.330711.308391.34887519.39106307.65
1022010.12.14 00:00buy stop372.811.343401.324511.36220
1032010.12.14 08:46buy372.811.343401.324511.36220
1042010.12.14 08:53close372.811.345441.324511.36220559.19106866.84
1052010.12.30 00:00buy stop384.131.323971.311031.33687
1062010.12.30 01:54buy384.131.323971.311031.33687
1072010.12.30 11:36close384.131.325981.311031.33687809.48107676.32
1082011.01.13 00:00buy stop392.831.314551.295541.33355
1092011.01.13 09:53buy392.831.314551.295541.33355
1102011.01.13 10:39close392.831.316571.295541.33355557.51108233.83
1112011.03.04 00:00buy stop402.921.397621.379081.41612
1122011.03.04 11:24buy402.921.397621.379081.41612
1132011.03.04 14:32close402.921.399641.379081.41612575.24108809.07
1142011.03.21 00:00buy stop412.361.418451.395411.44145
1152011.03.21 08:06buy412.361.418451.395411.44145
1162011.03.21 17:18close412.361.420461.395411.44145462.56109271.63
1172011.04.01 00:00buy stop424.171.423391.410301.43639
1182011.04.01 20:27buy424.171.423391.410301.43639
1192011.04.04 02:18close424.171.425401.410301.43639813.98110085.61
1202011.04.11 00:00buy stop432.781.448841.429021.46864
1212011.04.12 00:00delete432.781.448841.429021.46864
1222011.04.19 00:00sell stop442.201.415611.440681.39061
1232011.04.20 00:00delete442.201.415611.440681.39061
1242011.05.30 00:00buy stop452.441.432451.409861.45495
1252011.05.31 00:00delete452.441.432451.409861.45495
1262011.06.10 00:00sell stop463.591.447671.463011.43237
1272011.06.10 08:12sell463.591.447671.463011.43237
1282011.06.10 09:19close463.591.445661.463011.43237703.64110789.25
1292011.08.30 00:00buy stop474.031.454981.441241.46868
1302011.09.08 00:00delete474.031.454981.441241.46868
1312012.01.04 00:00buy stop484.551.307791.295621.31989
1322012.01.11 00:00delete484.551.307791.295621.31989
1332012.01.17 00:00sell stop494.091.262481.276021.24898
1342012.01.30 00:00expiration494.091.262481.276021.24898
1352012.02.15 00:00sell stop503.731.307881.322711.29308
1362012.02.15 15:15sell503.731.307881.322711.29308
1372012.02.15 19:50close503.731.305871.322711.29308731.08111520.33
1382012.02.24 00:00buy stop513.991.337911.323951.35181
1392012.02.24 03:21buy513.991.337911.323951.35181
1402012.02.24 11:07close513.991.339921.323951.35181782.04112302.37
1412012.03.27 00:00buy stop523.121.336831.318841.35473
1422012.03.27 12:09buy523.121.336831.318841.35473
1432012.04.04 00:00close523.121.323201.318841.35473-4288.13108014.25
1442012.04.04 00:00sell stop534.461.321231.333351.30913
1452012.04.04 04:40sell534.461.321231.333351.30913
1462012.04.04 04:44close534.461.319171.333351.30913896.46108910.71
1472012.05.04 00:00sell stop544.421.309401.321721.29710
1482012.05.04 18:36sell544.421.309401.321721.29710
1492012.05.07 00:00close544.421.302491.321721.297103033.45111944.15
1502012.05.15 00:00sell stop553.441.282011.298261.26581
1512012.05.15 01:14sell553.441.282011.298261.26581
1522012.05.15 16:01close553.441.279991.298261.26581677.68112621.83
1532012.07.02 00:00buy stop563.191.269351.251711.28695
1542012.07.03 00:00delete563.191.269351.251711.28695
1552012.07.06 00:00sell stop572.541.236291.258491.21419
1562012.07.06 15:31sell572.541.236291.258491.21419
1572012.07.06 15:50close572.541.234261.258491.21419502.92113124.75
1582012.07.23 00:00sell stop584.111.212041.225791.19834
1592012.07.23 00:00sell584.111.212041.225791.19834
1602012.07.23 09:01close584.111.210011.225791.19834813.78113938.53
1612012.07.27 00:00buy stop592.821.233031.212861.25313
1622012.07.27 15:13buy592.821.233031.212861.25313
1632012.07.27 16:52close592.821.235041.212861.25313552.72114491.25
1642012.08.22 00:00buy stop604.091.248841.234851.26274
1652012.08.22 21:00buy604.091.248841.234851.26274
1662012.08.22 21:03close604.091.250861.234851.26274805.73115296.98
1672012.09.10 00:00buy stop612.541.281791.259081.30449
1682012.09.11 00:00delete612.541.281791.259081.30449
1692012.09.26 00:00sell stop624.741.288521.300671.27642
1702012.09.26 07:07sell624.741.288521.300671.27642
1712012.09.26 07:35close624.741.286511.300671.27642929.04116226.02
1722012.10.25 00:00sell stop633.781.291941.307321.27664
1732012.10.26 00:00delete633.781.291941.307321.27664
1742012.11.05 00:00sell stop645.281.281641.292651.27064
1752012.11.05 00:01sell645.281.281641.292651.27064
1762012.11.05 09:57close645.281.279621.292651.270641040.16117266.18
1772012.11.20 00:00buy stop656.391.282081.272911.29118
1782012.11.20 12:35buy656.391.282081.272911.29118
1792012.11.22 01:08close656.391.284101.272911.291181238.38118504.56
1802012.12.04 00:00buy stop663.531.307671.290901.32437
1812012.12.04 09:43buy663.531.307671.290901.32437
1822012.12.04 15:22close663.531.309681.290901.32437691.88119196.44
1832012.12.13 00:00buy stop673.841.309831.294291.32533
1842012.12.13 09:01buy673.841.309831.294291.32533
1852012.12.14 09:54close673.841.311861.294291.32533757.25119953.69
1862013.01.04 00:00sell stop684.071.304541.319291.28984
1872013.01.04 00:13sell684.071.304541.319291.28984
1882013.01.04 00:43close684.071.302531.319291.28984797.72120751.41
1892013.01.11 00:00buy stop693.111.327401.308021.34670
1902013.01.11 00:34buy693.111.327401.308021.34670
1912013.01.11 15:17close693.111.329411.308021.34670609.56121360.97
1922013.01.28 00:00buy stop704.341.347981.333991.36188
1932013.01.29 00:00delete704.341.347981.333991.36188
1942013.01.31 00:00buy stop713.481.358781.341341.37618
1952013.01.31 17:45buy713.481.358781.341341.37618
1962013.02.01 01:50close713.481.360811.341341.37618686.26122047.23
1972013.02.08 00:00sell stop723.821.336921.352881.32102
1982013.02.08 15:17sell723.821.336921.352881.32102
1992013.02.14 12:00close723.821.334921.352881.32102751.78122799.00
2002013.02.22 00:00sell stop733.501.315991.333511.29849
2012013.02.22 13:09sell733.501.315991.333511.29849
2022013.02.25 20:35close733.501.313981.333511.29849687.05123486.05
2032013.03.27 00:00sell stop745.851.282711.293271.27221
2042013.03.27 09:45sell745.851.282711.293271.27221
2052013.03.27 11:39close745.851.280701.293271.272211146.60124632.65
2062013.04.05 00:00buy stop754.571.294971.281331.30857
2072013.04.05 15:19buy754.571.294971.281331.30857
2082013.04.05 15:30close754.571.296991.281331.30857900.29125532.94
2092013.05.01 00:00buy stop764.521.318671.304781.33247
2102013.05.01 11:25buy764.521.318671.304781.33247
2112013.05.01 14:06close764.521.320681.304781.33247885.92126418.86
2122013.05.13 00:00sell stop774.371.293431.307881.27903
2132013.05.14 00:00delete774.371.293431.307881.27903
2142013.05.16 00:00sell stop783.621.284201.301661.26680
2152013.05.17 00:00delete783.621.284201.301661.26680
2162013.05.24 00:00buy stop795.601.295751.284461.30695
2172013.05.24 11:00buy795.601.295751.284461.30695
2182013.05.24 11:25close795.601.297771.284461.306951103.20127522.06
2192013.05.29 00:00sell stop806.291.284831.294971.27473
2202013.05.29 02:09sell806.291.284831.294971.27473
2212013.05.29 14:02s/l806.291.2949731.294971.27473-6411.40121110.66
2222013.06.07 00:00buy stop812.461.330681.306081.35528
2232013.06.10 00:00delete812.461.330681.306081.35528
2242013.06.12 00:00buy stop824.871.331831.319391.34423
2252013.06.12 10:03buy824.871.331831.319391.34423
2262013.06.12 17:52close824.871.333841.319391.34423954.52122065.18
2272013.06.21 00:00sell stop833.801.316011.332091.30001
2282013.06.21 15:32sell833.801.316011.332091.30001
2292013.06.21 17:35close833.801.313991.332091.30001748.60122813.78
2302013.06.27 00:00sell stop843.771.298361.314661.28216
2312013.06.28 00:00delete843.771.298361.314661.28216
2322013.07.05 00:00sell stop853.971.288181.303661.27278
2332013.07.05 10:48sell853.971.288181.303661.27278
2342013.07.05 15:30close853.971.286181.303661.27278774.15123587.93
2352013.07.10 00:00sell stop864.041.275391.290681.26019
2362013.07.15 00:00delete864.041.275391.290681.26019
2372013.07.17 00:00buy stop874.551.317541.303951.33104
2382013.07.17 15:30buy874.551.317541.303951.33104
2392013.07.22 16:50close874.551.319551.303951.33104873.60124461.53
2402013.08.14 00:00sell stop885.291.323231.334981.31153
2412013.08.15 00:00delete885.291.323231.334981.31153
2422013.08.19 00:00buy stop896.041.338051.327751.34835
2432013.08.20 00:00delete896.041.338051.327751.34835
2442013.08.21 00:00buy stop905.741.345281.334441.35608
2452013.08.22 00:00delete905.741.345281.334441.35608
2462013.09.04 00:00sell stop915.081.313741.325991.30154
2472013.09.05 00:00delete915.081.313741.325991.30154
2482013.09.10 00:00buy stop926.221.328141.318131.33814
2492013.09.11 00:00delete926.221.328141.318131.33814
2502013.09.12 00:00buy stop935.431.332511.321051.34391
2512013.09.16 00:00buy935.431.332511.321051.34391
2522013.09.16 00:00close935.431.335231.321051.343911449.81125911.34
2532013.09.19 00:00buy stop943.511.354261.336341.37216
2542013.09.19 10:07buy943.511.354261.336341.37216
2552013.09.19 11:32close943.511.356271.336341.37216687.96126599.30
2562013.10.03 00:00buy stop956.771.360781.351431.37008
2572013.10.03 05:02buy956.771.360781.351431.37008
2582013.10.03 18:01close956.771.362791.351431.370081326.92127926.22
2592013.10.10 00:00sell stop966.221.348451.358741.33825
2602013.10.11 00:00delete966.221.348451.358741.33825
2612013.10.18 00:00buy stop974.641.368241.354461.38194
2622013.10.18 09:35buy974.641.368241.354461.38194
2632013.10.18 13:26close974.641.370251.354461.38194909.44128835.66
2642013.10.23 00:00buy stop984.461.379281.364821.39368
2652013.10.23 06:22buy984.461.379281.364821.39368
2662013.10.24 09:01close984.461.381311.364821.39368872.38129708.04
2672013.11.08 00:00sell stop993.601.329381.347401.31138
2682013.11.11 00:00delete993.601.329381.347401.31138
2692013.11.18 00:00buy stop1004.911.350611.337411.36381
2702013.11.18 08:23buy1004.911.350611.337411.36381
2712013.11.18 16:07close1004.911.352621.337411.36381962.36130670.40
2722013.12.06 00:00buy stop1016.071.367781.357011.37848
2732013.12.06 13:31buy1016.071.367781.357011.37848
2742013.12.06 18:35close1016.071.369801.357011.378481195.79131866.19
2752013.12.19 00:00sell stop1026.861.367311.376921.35771
2762013.12.19 00:52sell1026.861.367311.376921.35771
2772013.12.19 04:56close1026.861.365291.376921.357711351.42133217.61
2782014.01.03 00:00sell stop1035.001.362831.376151.34953
2792014.01.03 11:10sell1035.001.362831.376151.34953
2802014.01.03 16:35close1035.001.360821.376151.34953980.00134197.61
2812014.01.20 00:00sell stop1045.791.351561.363151.34006
2822014.01.20 02:17sell1045.791.351561.363151.34006
2832014.01.23 10:38s/l1045.791.3631451.363151.34006-6727.99127469.62
2842014.01.24 00:00buy stop1054.751.369901.356471.38330
2852014.01.24 08:16buy1054.751.369901.356471.38330
2862014.01.24 13:27close1054.751.371941.356471.38330945.25128414.87
2872014.01.31 00:00sell stop1064.651.354211.368011.34051
2882014.01.31 08:04sell1064.651.354211.368011.34051
2892014.01.31 12:04close1064.651.352201.368011.34051911.40129326.27
2902014.02.07 00:00buy stop1076.461.361951.351941.37195
2912014.02.07 15:30buy1076.461.361951.351941.37195
2922014.02.07 15:30close1076.461.363971.351941.371951272.62130598.89
2932014.03.07 00:00buy stop1085.191.387361.374781.39986
2942014.03.07 09:51buy1085.191.387361.374781.39986
2952014.03.07 13:25close1085.191.389371.374781.399861017.24131616.13
2962014.03.31 00:00sell stop1096.561.370321.380361.36032
2972014.04.03 17:10sell1096.561.370321.380361.36032
2982014.04.04 15:36close1096.561.368301.380361.360321294.29132910.42
2992014.04.09 00:00buy stop1106.791.381211.371421.39091
3002014.04.09 16:54buy1106.791.381211.371421.39091
3012014.04.09 21:01close1106.791.383221.371421.390911330.84134241.26
3022014.05.09 00:00sell stop1118.061.383181.391511.37488
3032014.05.09 04:31sell1118.061.383181.391511.37488
3042014.05.09 12:22close1118.061.381161.391511.374881587.82135829.08
3052014.05.14 00:00sell stop1124.921.368771.382581.35497
3062014.05.15 00:00delete1124.921.368771.382581.35497
3072014.05.26 00:00sell stop1138.901.361421.369051.35382
3082014.05.26 00:03sell1138.901.361421.369051.35382
3092014.05.28 17:14close1138.901.359411.369051.353821749.74137578.82