Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10753.32 | Gross profit | 10093.75 | Gross loss | -20847.07 |
| Profit factor | 0.48 | Expected payoff | -672.08 | ||
| Absolute drawdown | 10753.32 | Maximal drawdown | 15570.45 (105.08%) | Relative drawdown | 105.08% (15570.45) |
| Total trades | 16 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
| Largest | profit trade | 6076.13 | loss trade | -4623.51 | |
| Average | profit trade | 2018.75 | loss trade | -1895.19 | |
| Maximum | consecutive wins (profit in money) | 1 (6076.13) | consecutive losses (loss in money) | 4 (-6720.65) | |
| Maximal | consecutive profit (count of wins) | 6076.13 (1) | consecutive loss (count of losses) | -6720.65 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 10.00 | 1.00509 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 05:00 | close | 1 | 10.00 | 1.00411 | 0.00000 | 0.00000 | -975.99 | 9024.01 |
| 3 | 2009.12.01 13:00 | sell | 2 | 10.00 | 1.00086 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 05:00 | close | 2 | 10.00 | 0.99876 | 0.00000 | 0.00000 | 2092.71 | 11116.72 |
| 5 | 2009.12.02 10:00 | sell | 3 | 10.00 | 0.99875 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 16:00 | close | 3 | 10.00 | 1.00011 | 0.00000 | 0.00000 | -1359.85 | 9756.87 |
| 7 | 2009.12.02 19:00 | buy | 4 | 10.00 | 1.00203 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 05:00 | close | 4 | 10.00 | 0.99890 | 0.00000 | 0.00000 | -3118.60 | 6638.27 |
| 9 | 2009.12.03 11:00 | sell | 5 | 10.00 | 0.99734 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 20:00 | close | 5 | 10.00 | 0.99869 | 0.00000 | 0.00000 | -1351.77 | 5286.50 |
| 11 | 2009.12.04 03:00 | buy | 6 | 10.00 | 1.00041 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 11:00 | close | 6 | 10.00 | 0.99952 | 0.00000 | 0.00000 | -890.43 | 4396.07 |
| 13 | 2009.12.04 15:00 | buy | 7 | 10.00 | 1.00847 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 08:00 | close | 7 | 10.00 | 1.01463 | 0.00000 | 0.00000 | 6076.13 | 10472.20 |
| 15 | 2009.12.07 12:00 | buy | 8 | 10.00 | 1.02096 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 22:00 | close | 8 | 10.00 | 1.01983 | 0.00000 | 0.00000 | -1108.03 | 9364.17 |
| 17 | 2009.12.08 08:00 | sell | 9 | 10.00 | 1.01842 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 12:00 | close | 9 | 10.00 | 1.01881 | 0.00000 | 0.00000 | -382.80 | 8981.37 |
| 19 | 2009.12.08 17:00 | buy | 10 | 10.00 | 1.02487 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.09 07:00 | close | 10 | 10.00 | 1.02541 | 0.00000 | 0.00000 | 531.57 | 9512.94 |
| 21 | 2009.12.09 17:00 | sell | 11 | 10.00 | 1.02476 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 20:00 | close | 11 | 10.00 | 1.02952 | 0.00000 | 0.00000 | -4623.51 | 4889.43 |
| 23 | 2009.12.10 02:00 | buy | 12 | 10.00 | 1.02591 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 05:00 | close | 12 | 10.00 | 1.02663 | 0.00000 | 0.00000 | 701.32 | 5590.75 |
| 25 | 2009.12.10 10:00 | buy | 13 | 10.00 | 1.02675 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 16:00 | close | 13 | 10.00 | 1.02488 | 0.00000 | 0.00000 | -1824.60 | 3766.15 |
| 27 | 2009.12.10 20:00 | sell | 14 | 10.00 | 1.02669 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 23:00 | close | 14 | 10.00 | 1.02598 | 0.00000 | 0.00000 | 692.02 | 4458.17 |
| 29 | 2009.12.11 05:00 | sell | 15 | 10.00 | 1.02607 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.11 09:00 | close | 15 | 10.00 | 1.02699 | 0.00000 | 0.00000 | -895.82 | 3562.35 |
| 31 | 2009.12.11 13:00 | sell | 16 | 10.00 | 1.02437 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.11 14:50 | close at stop | 16 | 10.00 | 1.02881 | 0.00000 | 0.00000 | -4315.67 | -753.32 |