Strategy Tester Report
FxspotdeskAUDUSD
AlpariUK-Demo (Build 216)
Symbol AUDUSD (Australian Dollar vs US Dollar)
Period 1 Hour (H1) 2007.07.02 00:00 - 2008.06.27 22:00 (2007.07.01 - 2008.06.30)
Model Every tick (the most precise method based on all available least timeframes)
Bars in test 7109 Ticks modelled 1738065 Modelling quality 93.40%
Initial deposit 10000
Total net profit 30515.2 Gross profit 72268.4 Gross loss -41753.2
Profit factor 1.73 Expected payoff 138.08
Absolute drawdown 761.8 Maximal drawdown 6349.70 (15.02%) Relative drawdown 24.80% (3952.40)
Total trades 221 Short positions (won %) 108 (46.30%) Long positions (won %) 113 (66.37%)
Profit trades (% of total) 125 (56.56%) Loss trades (% of total) 96 (43.44%)
Largest profit trade 1864.8 loss trade -1415.3
Average profit trade 578.15 loss trade -434.93
Maximum consecutive wins (profit in money) 8 (8037.60) consecutive losses (loss in money) 5 (-866.80)
Maximal consecutive profit (count of wins) 8037.60 (8) consecutive loss (count of losses) -3348.40 (3)
Average consecutive wins 2 consecutive losses 2
Graph
# Time Type Order Size Price S / L T / P Profit Balance
1 2007.07.02 15:00 buy 1 1.00 0.8565 0.8425 0.8745
2 2007.07.02 17:00 close 1 1.00 0.8580 0.8425 0.8745 150.00 10,150.00
3 2007.07.02 17:00 sell 2 1.00 0.8580 0.8720 0.8400
4 2007.07.02 18:00 close 2 1.00 0.8599 0.8720 0.8400 -190.00 9,960.00
5 2007.07.02 18:00 buy 3 1.00 0.8599 0.8459 0.8779
6 2007.07.02 19:00 close 3 1.00 0.8584 0.8459 0.8779 -150.00 9,810.00
7 2007.07.02 19:00 sell 4 1.00 0.8584 0.8724 0.8404
8 2007.07.04 10:00 close 4 1.00 0.8575 0.8724 0.8404 59.40 9,869.40
9 2007.07.04 10:00 buy 5 1.00 0.8575 0.8435 0.8755
10 2007.07.09 00:00 close 5 1.00 0.8581 0.8435 0.8755 114.00 9,983.40
11 2007.07.09 00:00 sell 6 1.00 0.8581 0.8721 0.8401
12 2007.07.09 01:00 close 6 1.00 0.8581 0.8721 0.8401 0.00 9,983.40
13 2007.07.09 01:00 buy 7 1.00 0.8581 0.8441 0.8761
14 2007.07.10 00:00 close 7 1.00 0.8601 0.8441 0.8761 210.80 10,194.20
15 2007.07.10 00:00 sell 8 1.00 0.8601 0.8741 0.8421
16 2007.07.10 23:00 close 8 1.00 0.8621 0.8741 0.8421 -200.00 9,994.20
17 2007.07.10 23:00 buy 9 1.00 0.8621 0.8481 0.8801
18 2007.07.12 05:00 close 9 1.00 0.8613 0.8481 0.8801 -36.80 9,957.40
19 2007.07.12 05:00 sell 10 1.00 0.8613 0.8753 0.8433
20 2007.07.12 06:00 close 10 1.00 0.8623 0.8753 0.8433 -100.00 9,857.40
21 2007.07.12 06:00 buy 11 1.00 0.8623 0.8483 0.8803
22 2007.07.12 07:00 close 11 1.00 0.8617 0.8483 0.8803 -60.00 9,797.40
23 2007.07.12 07:00 sell 12 1.00 0.8617 0.8757 0.8437
24 2007.07.12 23:00 close 12 1.00 0.8664 0.8757 0.8437 -470.00 9,327.40
25 2007.07.12 23:00 buy 13 1.00 0.8664 0.8524 0.8844
26 2007.07.24 00:00 close 13 1.00 0.8828 0.8524 0.8844 1,748.00 11,075.40
27 2007.07.24 00:00 sell 14 1.00 0.8828 0.8968 0.8648
28 2007.07.25 14:00 close 14 1.00 0.8839 0.8968 0.8648 -125.30 10,950.10
29 2007.07.25 14:00 buy 15 1.00 0.8839 0.8699 0.9019
30 2007.07.26 17:00 close 15 1.00 0.8771 0.8699 0.9019 -647.60 10,302.50
31 2007.07.26 17:00 sell 16 1.00 0.8771 0.8911 0.8591
32 2007.07.27 08:37 t/p 16 1.00 0.8591 0.8911 0.8591 1,784.70 12,087.20
33 2007.07.30 02:00 buy 17 1.00 0.8517 0.8377 0.8697
34 2007.07.31 20:00 close 17 1.00 0.8576 0.8377 0.8697 600.80 12,688.00
35 2007.07.31 20:00 sell 18 1.00 0.8576 0.8716 0.8396
36 2007.08.01 15:00 close 18 1.00 0.8526 0.8716 0.8396 484.70 13,172.70
37 2007.08.01 15:00 buy 19 1.00 0.8526 0.8386 0.8706
38 2007.08.02 16:00 close 19 1.00 0.8577 0.8386 0.8706 542.40 13,715.10
39 2007.08.02 16:00 sell 20 1.00 0.8577 0.8717 0.8397
40 2007.08.02 18:00 close 20 1.00 0.8595 0.8717 0.8397 -180.00 13,535.10
41 2007.08.02 18:00 buy 21 1.00 0.8595 0.8455 0.8775
42 2007.08.07 13:00 close 21 1.00 0.8541 0.8455 0.8775 -507.60 13,027.50
43 2007.08.07 13:00 sell 22 1.00 0.8541 0.8681 0.8361
44 2007.08.08 06:00 close 22 1.00 0.8561 0.8681 0.8361 -215.30 12,812.20
45 2007.08.08 06:00 buy 23 1.00 0.8561 0.8421 0.8741
46 2007.08.09 08:00 close 23 1.00 0.8660 0.8421 0.8741 1,022.40 13,834.60
47 2007.08.09 08:00 sell 24 1.00 0.8660 0.8800 0.8480
48 2007.08.10 01:46 t/p 24 1.00 0.8480 0.8800 0.8480 1,784.70 15,619.30
49 2007.08.13 21:00 sell 25 1.00 0.8421 0.8561 0.8241
50 2007.08.14 03:00 close 25 1.00 0.8399 0.8561 0.8241 204.70 15,824.00
51 2007.08.14 03:00 buy 26 1.00 0.8399 0.8259 0.8579
52 2007.08.15 08:09 s/l 26 1.00 0.8259 0.8259 0.8579 -1,389.20 14,434.80
53 2007.08.16 17:00 sell 27 1.00 0.7838 0.7978 0.7658
54 2007.08.16 22:00 close 27 1.00 0.7895 0.7978 0.7658 -570.00 13,864.80
55 2007.08.16 22:00 buy 28 1.00 0.7895 0.7755 0.8075
56 2007.08.17 08:52 s/l 28 1.00 0.7755 0.7755 0.8075 -1,389.20 12,475.60
57 2007.08.21 02:00 sell 29 1.00 0.8022 0.8162 0.7842
58 2007.08.21 12:00 close 29 1.00 0.7990 0.8162 0.7842 320.00 12,795.60
59 2007.08.21 12:00 buy 30 1.00 0.7990 0.7850 0.8170
60 2007.08.21 13:00 close 30 1.00 0.8030 0.7850 0.8170 400.00 13,195.60
61 2007.08.21 13:00 sell 31 1.00 0.8030 0.8170 0.7850
62 2007.08.22 04:00 close 31 1.00 0.7982 0.8170 0.7850 464.70 13,660.30
63 2007.08.22 04:00 buy 32 1.00 0.7982 0.7842 0.8162
64 2007.08.23 05:00 close 32 1.00 0.8151 0.7842 0.8162 1,722.40 15,382.70
65 2007.08.23 05:00 sell 33 1.00 0.8151 0.8291 0.7971
66 2007.08.23 09:00 close 33 1.00 0.8159 0.8291 0.7971 -80.00 15,302.70
67 2007.08.23 09:00 buy 34 1.00 0.8159 0.8019 0.8339
68 2007.08.23 18:00 close 34 1.00 0.8133 0.8019 0.8339 -260.00 15,042.70
69 2007.08.23 18:00 sell 35 1.00 0.8133 0.8273 0.7953
70 2007.08.24 22:47 s/l 35 1.00 0.8273 0.8273 0.7953 -1,415.30 13,627.40
71 2007.08.28 22:00 buy 36 1.00 0.8166 0.8026 0.8346
72 2007.08.30 15:00 close 36 1.00 0.8180 0.8026 0.8346 183.20 13,810.60
73 2007.08.30 15:00 sell 37 1.00 0.8180 0.8320 0.8000
74 2007.08.30 23:00 close 37 1.00 0.8158 0.8320 0.8000 220.00 14,030.60
75 2007.08.30 23:00 buy 38 1.00 0.8158 0.8018 0.8338
76 2007.09.03 00:00 close 38 1.00 0.8159 0.8018 0.8338 31.60 14,062.20
77 2007.09.03 00:00 sell 39 1.00 0.8159 0.8299 0.7979
78 2007.09.03 10:00 close 39 1.00 0.8236 0.8299 0.7979 -770.00 13,292.20
79 2007.09.03 10:00 buy 40 1.00 0.8236 0.8096 0.8416
80 2007.09.03 20:00 close 40 1.00 0.8207 0.8096 0.8416 -290.00 13,002.20
81 2007.09.03 20:00 sell 41 1.00 0.8207 0.8347 0.8027
82 2007.09.04 10:00 close 41 1.00 0.8239 0.8347 0.8027 -335.30 12,666.90
83 2007.09.04 10:00 buy 42 1.00 0.8239 0.8099 0.8419
84 2007.09.04 16:00 close 42 1.00 0.8257 0.8099 0.8419 180.00 12,846.90
85 2007.09.04 16:00 sell 43 1.00 0.8257 0.8397 0.8077
86 2007.09.04 17:00 close 43 1.00 0.8246 0.8397 0.8077 110.00 12,956.90
87 2007.09.04 17:00 buy 44 1.00 0.8246 0.8106 0.8426
88 2007.09.04 20:00 close 44 1.00 0.8220 0.8106 0.8426 -260.00 12,696.90
89 2007.09.04 20:00 sell 45 1.00 0.8220 0.8360 0.8040
90 2007.09.05 12:00 close 45 1.00 0.8220 0.8360 0.8040 -15.30 12,681.60
91 2007.09.05 12:00 buy 46 1.00 0.8220 0.8080 0.8400
92 2007.09.06 11:00 close 46 1.00 0.8267 0.8080 0.8400 502.40 13,184.00
93 2007.09.06 11:00 sell 47 1.00 0.8267 0.8407 0.8087
94 2007.09.06 15:00 close 47 1.00 0.8242 0.8407 0.8087 250.00 13,434.00
95 2007.09.06 15:00 buy 48 1.00 0.8242 0.8102 0.8422
96 2007.09.11 16:00 close 48 1.00 0.8283 0.8102 0.8422 442.40 13,876.40
97 2007.09.11 16:00 sell 49 1.00 0.8283 0.8423 0.8103
98 2007.09.11 17:00 close 49 1.00 0.8299 0.8423 0.8103 -160.00 13,716.40
99 2007.09.11 17:00 buy 50 1.00 0.8299 0.8159 0.8479
100 2007.09.11 22:00 close 50 1.00 0.8344 0.8159 0.8479 450.00 14,166.40
101 2007.09.11 22:00 sell 51 1.00 0.8344 0.8484 0.8164
102 2007.09.12 01:00 close 51 1.00 0.8339 0.8484 0.8164 34.70 14,201.10
103 2007.09.12 01:00 buy 52 1.00 0.8339 0.8199 0.8519
104 2007.09.17 02:00 close 52 1.00 0.8408 0.8199 0.8519 744.00 14,945.10
105 2007.09.17 02:00 sell 53 1.00 0.8408 0.8548 0.8228
106 2007.09.17 07:00 close 53 1.00 0.8434 0.8548 0.8228 -260.00 14,685.10
107 2007.09.17 07:00 buy 54 1.00 0.8434 0.8294 0.8614
108 2007.09.17 08:00 close 54 1.00 0.8440 0.8294 0.8614 60.00 14,745.10
109 2007.09.17 08:00 sell 55 1.00 0.8440 0.8580 0.8260
110 2007.09.18 10:00 close 55 1.00 0.8329 0.8580 0.8260 1,094.70 15,839.80
111 2007.09.18 10:00 buy 56 1.00 0.8329 0.8189 0.8509
112 2007.09.18 20:24 t/p 56 1.00 0.8509 0.8189 0.8509 1,800.00 17,639.80
113 2007.09.25 23:00 buy 57 1.00 0.8735 0.8595 0.8915
114 2007.10.01 06:19 t/p 57 1.00 0.8915 0.8595 0.8915 1,864.80 19,504.60
115 2007.10.01 10:00 sell 58 1.00 0.8886 0.9026 0.8706
116 2007.10.03 01:00 close 58 1.00 0.8838 0.9026 0.8706 449.40 19,954.00
117 2007.10.03 01:00 buy 59 1.00 0.8838 0.8698 0.9018
118 2007.10.08 01:39 t/p 59 1.00 0.9018 0.8698 0.9018 1,854.00 21,808.00
119 2007.10.08 09:00 sell 60 1.00 0.9014 0.9154 0.8834
120 2007.10.09 14:00 close 60 1.00 0.8944 0.9154 0.8834 684.70 22,492.70
121 2007.10.09 14:00 buy 61 1.00 0.8944 0.8804 0.9124
122 2007.10.09 19:00 close 61 1.00 0.8967 0.8804 0.9124 230.00 22,722.70
123 2007.10.09 19:00 sell 62 1.00 0.8967 0.9107 0.8787
124 2007.10.09 20:00 close 62 1.00 0.8968 0.9107 0.8787 -10.00 22,712.70
125 2007.10.09 20:00 buy 63 1.00 0.8968 0.8828 0.9148
126 2007.10.15 06:00 close 63 1.00 0.9038 0.8828 0.9148 764.80 23,477.50
127 2007.10.15 06:00 sell 64 1.00 0.9038 0.9178 0.8858
128 2007.10.15 07:00 close 64 1.00 0.9046 0.9178 0.8858 -80.00 23,397.50
129 2007.10.15 07:00 buy 65 1.00 0.9046 0.8906 0.9226
130 2007.10.15 08:00 close 65 1.00 0.9056 0.8906 0.9226 100.00 23,497.50
131 2007.10.15 08:00 sell 66 1.00 0.9056 0.9196 0.8876
132 2007.10.16 09:36 t/p 66 1.00 0.8876 0.9196 0.8876 1,784.70 25,282.20
133 2007.10.16 13:00 buy 67 1.00 0.8891 0.8751 0.9071
134 2007.10.16 17:00 close 67 1.00 0.8845 0.8751 0.9071 -460.00 24,822.20
135 2007.10.16 17:00 sell 68 1.00 0.8845 0.8985 0.8665
136 2007.10.17 03:00 close 68 1.00 0.8875 0.8985 0.8665 -315.30 24,506.90
137 2007.10.17 03:00 buy 69 1.00 0.8875 0.8735 0.9055
138 2007.10.18 08:00 close 69 1.00 0.8932 0.8735 0.9055 602.40 25,109.30
139 2007.10.18 08:00 sell 70 1.00 0.8932 0.9072 0.8752
140 2007.10.18 12:00 close 70 1.00 0.8922 0.9072 0.8752 100.00 25,209.30
141 2007.10.18 12:00 buy 71 1.00 0.8922 0.8782 0.9102
142 2007.10.18 22:00 close 71 1.00 0.8957 0.8782 0.9102 350.00 25,559.30
143 2007.10.18 22:00 sell 72 1.00 0.8957 0.9097 0.8777
144 2007.10.22 02:00 close 72 1.00 0.8863 0.9097 0.8777 909.40 26,468.70
145 2007.10.22 02:00 buy 73 1.00 0.8863 0.8723 0.9043
146 2007.10.22 05:00 close 73 1.00 0.8877 0.8723 0.9043 140.00 26,608.70
147 2007.10.22 05:00 sell 74 1.00 0.8877 0.9017 0.8697
148 2007.10.22 17:00 close 74 1.00 0.8777 0.9017 0.8697 1,000.00 27,608.70
149 2007.10.22 17:00 buy 75 1.00 0.8777 0.8637 0.8957
150 2007.10.22 23:00 close 75 1.00 0.8861 0.8637 0.8957 840.00 28,448.70
151 2007.10.22 23:00 sell 76 1.00 0.8861 0.9001 0.8681
152 2007.10.23 05:00 close 76 1.00 0.8889 0.9001 0.8681 -295.30 28,153.40
153 2007.10.23 05:00 buy 77 1.00 0.8889 0.8749 0.9069