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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=100; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2127.30 | Gross profit | 258.06 | Gross loss | -2385.36 |
| Profit factor | 0.11 | Expected payoff | -177.28 | ||
| Absolute drawdown | 2502.23 | Maximal drawdown | 3797.88 (33.62%) | Relative drawdown | 33.62% (3797.88) |
| Total trades | 12 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
| Largest | profit trade | 136.03 | loss trade | -417.78 | |
| Average | profit trade | 86.02 | loss trade | -265.04 | |
| Maximum | consecutive wins (profit in money) | 3 (258.06) | consecutive losses (loss in money) | 9 (-2385.36) | |
| Maximal | consecutive profit (count of wins) | 258.06 (3) | consecutive loss (count of losses) | -2385.36 (9) | |
| Average | consecutive wins | 3 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:16 | sell | 1 | 1.00 | 1.00116 | 1.00737 | 0.00000 | ||
| 2 | 2009.12.01 09:16 | sell stop | 2 | 1.00 | 1.00066 | 1.00737 | 0.00000 | ||
| 3 | 2009.12.01 09:16 | sell stop | 3 | 1.00 | 1.00016 | 1.00737 | 0.00000 | ||
| 4 | 2009.12.01 09:16 | sell stop | 4 | 1.00 | 0.99966 | 1.00737 | 0.00000 | ||
| 5 | 2009.12.01 09:50 | sell | 2 | 1.00 | 1.00066 | 1.00737 | 0.00000 | ||
| 6 | 2009.12.01 09:50 | sell | 3 | 1.00 | 1.00016 | 1.00737 | 0.00000 | ||
| 7 | 2009.12.01 10:20 | sell | 4 | 1.00 | 0.99966 | 1.00737 | 0.00000 | ||
| 8 | 2009.12.01 16:00 | modify | 1 | 1.00 | 1.00116 | 1.00584 | 0.00000 | ||
| 9 | 2009.12.01 16:00 | modify | 2 | 1.00 | 1.00066 | 1.00584 | 0.00000 | ||
| 10 | 2009.12.01 16:00 | modify | 3 | 1.00 | 1.00016 | 1.00584 | 0.00000 | ||
| 11 | 2009.12.01 16:00 | modify | 4 | 1.00 | 0.99966 | 1.00584 | 0.00000 | ||
| 12 | 2009.12.01 17:00 | modify | 1 | 1.00 | 1.00116 | 1.00404 | 0.00000 | ||
| 13 | 2009.12.01 17:00 | modify | 2 | 1.00 | 1.00066 | 1.00404 | 0.00000 | ||
| 14 | 2009.12.01 17:00 | modify | 3 | 1.00 | 1.00016 | 1.00404 | 0.00000 | ||
| 15 | 2009.12.01 17:00 | modify | 4 | 1.00 | 0.99966 | 1.00404 | 0.00000 | ||
| 16 | 2009.12.01 18:00 | modify | 1 | 1.00 | 1.00116 | 1.00342 | 0.00000 | ||
| 17 | 2009.12.01 18:00 | modify | 2 | 1.00 | 1.00066 | 1.00342 | 0.00000 | ||
| 18 | 2009.12.01 18:00 | modify | 3 | 1.00 | 1.00016 | 1.00342 | 0.00000 | ||
| 19 | 2009.12.01 18:00 | modify | 4 | 1.00 | 0.99966 | 1.00342 | 0.00000 | ||
| 20 | 2009.12.01 19:00 | modify | 1 | 1.00 | 1.00116 | 1.00152 | 0.00000 | ||
| 21 | 2009.12.01 19:00 | modify | 2 | 1.00 | 1.00066 | 1.00152 | 0.00000 | ||
| 22 | 2009.12.01 19:00 | modify | 3 | 1.00 | 1.00016 | 1.00152 | 0.00000 | ||
| 23 | 2009.12.01 19:00 | modify | 4 | 1.00 | 0.99966 | 1.00152 | 0.00000 | ||
| 24 | 2009.12.01 22:00 | modify | 1 | 1.00 | 1.00116 | 1.00131 | 0.00000 | ||
| 25 | 2009.12.01 22:00 | modify | 2 | 1.00 | 1.00066 | 1.00131 | 0.00000 | ||
| 26 | 2009.12.01 22:00 | modify | 3 | 1.00 | 1.00016 | 1.00131 | 0.00000 | ||
| 27 | 2009.12.01 22:00 | modify | 4 | 1.00 | 0.99966 | 1.00131 | 0.00000 | ||
| 28 | 2009.12.02 01:00 | modify | 1 | 1.00 | 1.00116 | 1.00042 | 0.00000 | ||
| 29 | 2009.12.02 01:00 | modify | 2 | 1.00 | 1.00066 | 1.00042 | 0.00000 | ||
| 30 | 2009.12.02 01:00 | modify | 3 | 1.00 | 1.00016 | 1.00042 | 0.00000 | ||
| 31 | 2009.12.02 01:00 | modify | 4 | 1.00 | 0.99966 | 1.00042 | 0.00000 | ||
| 32 | 2009.12.02 02:00 | modify | 1 | 1.00 | 1.00116 | 0.99979 | 0.00000 | ||
| 33 | 2009.12.02 02:00 | modify | 2 | 1.00 | 1.00066 | 0.99979 | 0.00000 | ||
| 34 | 2009.12.02 02:00 | modify | 3 | 1.00 | 1.00016 | 0.99979 | 0.00000 | ||
| 35 | 2009.12.02 02:00 | modify | 4 | 1.00 | 0.99966 | 0.99979 | 0.00000 | ||
| 36 | 2009.12.02 02:20 | s/l | 1 | 1.00 | 0.99979 | 0.99979 | 0.00000 | 136.03 | 10136.03 |
| 37 | 2009.12.02 02:20 | s/l | 2 | 1.00 | 0.99979 | 0.99979 | 0.00000 | 86.02 | 10222.05 |
| 38 | 2009.12.02 02:20 | s/l | 3 | 1.00 | 0.99979 | 0.99979 | 0.00000 | 36.01 | 10258.06 |
| 39 | 2009.12.02 02:20 | s/l | 4 | 1.00 | 0.99979 | 0.99979 | 0.00000 | -13.99 | 10244.07 |
| 40 | 2009.12.03 07:45 | sell | 5 | 1.00 | 0.99799 | 1.00193 | 0.00000 | ||
| 41 | 2009.12.03 07:45 | sell stop | 6 | 1.00 | 0.99749 | 1.00193 | 0.00000 | ||
| 42 | 2009.12.03 07:45 | sell stop | 7 | 1.00 | 0.99699 | 1.00193 | 0.00000 | ||
| 43 | 2009.12.03 07:45 | sell stop | 8 | 1.00 | 0.99649 | 1.00193 | 0.00000 | ||
| 44 | 2009.12.03 07:50 | sell | 6 | 1.00 | 0.99749 | 1.00193 | 0.00000 | ||
| 45 | 2009.12.03 08:00 | modify | 5 | 1.00 | 0.99799 | 1.00189 | 0.00000 | ||
| 46 | 2009.12.03 08:00 | modify | 6 | 1.00 | 0.99749 | 1.00189 | 0.00000 | ||
| 47 | 2009.12.03 08:20 | sell | 7 | 1.00 | 0.99699 | 1.00193 | 0.00000 | ||
| 48 | 2009.12.03 08:20 | modify | 7 | 1.00 | 0.99699 | 1.00189 | 0.00000 | ||
| 49 | 2009.12.03 08:50 | sell | 8 | 1.00 | 0.99649 | 1.00193 | 0.00000 | ||
| 50 | 2009.12.03 08:50 | modify | 8 | 1.00 | 0.99649 | 1.00189 | 0.00000 | ||
| 51 | 2009.12.03 09:00 | modify | 5 | 1.00 | 0.99799 | 1.00182 | 0.00000 | ||
| 52 | 2009.12.03 09:00 | modify | 6 | 1.00 | 0.99749 | 1.00182 | 0.00000 | ||
| 53 | 2009.12.03 09:00 | modify | 7 | 1.00 | 0.99699 | 1.00182 | 0.00000 | ||
| 54 | 2009.12.03 09:00 | modify | 8 | 1.00 | 0.99649 | 1.00182 | 0.00000 | ||
| 55 | 2009.12.03 10:00 | modify | 5 | 1.00 | 0.99799 | 1.00062 | 0.00000 | ||
| 56 | 2009.12.03 10:00 | modify | 6 | 1.00 | 0.99749 | 1.00062 | 0.00000 | ||
| 57 | 2009.12.03 10:00 | modify | 7 | 1.00 | 0.99699 | 1.00062 | 0.00000 | ||
| 58 | 2009.12.03 10:00 | modify | 8 | 1.00 | 0.99649 | 1.00062 | 0.00000 | ||
| 59 | 2009.12.03 11:00 | modify | 5 | 1.00 | 0.99799 | 0.99999 | 0.00000 | ||
| 60 | 2009.12.03 11:00 | modify | 6 | 1.00 | 0.99749 | 0.99999 | 0.00000 | ||
| 61 | 2009.12.03 11:00 | modify | 7 | 1.00 | 0.99699 | 0.99999 | 0.00000 | ||
| 62 | 2009.12.03 11:00 | modify | 8 | 1.00 | 0.99649 | 0.99999 | 0.00000 | ||
| 63 | 2009.12.03 14:50 | s/l | 5 | 1.00 | 0.99999 | 0.99999 | 0.00000 | -199.95 | 10044.12 |
| 64 | 2009.12.03 14:50 | s/l | 6 | 1.00 | 0.99999 | 0.99999 | 0.00000 | -249.94 | 9794.18 |
| 65 | 2009.12.03 14:50 | s/l | 7 | 1.00 | 0.99999 | 0.99999 | 0.00000 | -299.93 | 9494.25 |
| 66 | 2009.12.03 14:50 | s/l | 8 | 1.00 | 0.99999 | 0.99999 | 0.00000 | -349.92 | 9144.33 |
| 67 | 2009.12.04 14:30 | sell | 9 | 1.00 | 0.99754 | 1.00123 | 0.00000 | ||
| 68 | 2009.12.04 14:30 | sell stop | 10 | 1.00 | 0.99704 | 1.00123 | 0.00000 | ||
| 69 | 2009.12.04 14:30 | sell stop | 11 | 1.00 | 0.99654 | 1.00123 | 0.00000 | ||
| 70 | 2009.12.04 14:30 | sell stop | 12 | 1.00 | 0.99604 | 1.00123 | 0.00000 | ||
| 71 | 2009.12.04 14:37 | sell | 10 | 1.00 | 0.99704 | 1.00123 | 0.00000 | ||
| 72 | 2009.12.04 14:40 | s/l | 9 | 1.00 | 1.00123 | 1.00123 | 0.00000 | -367.92 | 8776.41 |
| 73 | 2009.12.04 14:40 | s/l | 10 | 1.00 | 1.00123 | 1.00123 | 0.00000 | -417.78 | 8358.63 |
| 74 | 2009.12.21 00:00 | delete | 11 | 1.00 | 0.99654 | 1.00123 | 0.00000 | ||
| 75 | 2009.12.21 00:02 | delete | 12 | 1.00 | 0.99604 | 1.00123 | 0.00000 | ||
| 76 | 2009.12.22 13:52 | buy | 13 | 1.00 | 1.04972 | 1.04406 | 0.00000 | ||
| 77 | 2009.12.22 13:52 | buy stop | 14 | 1.00 | 1.05022 | 1.04406 | 0.00000 | ||
| 78 | 2009.12.22 13:52 | buy stop | 15 | 1.00 | 1.05072 | 1.04406 | 0.00000 | ||
| 79 | 2009.12.22 13:52 | buy stop | 16 | 1.00 | 1.05122 | 1.04406 | 0.00000 | ||
| 80 | 2009.12.22 14:02 | buy | 14 | 1.00 | 1.05022 | 1.04406 | 0.00000 | ||
| 81 | 2009.12.22 19:00 | modify | 13 | 1.00 | 1.04972 | 1.04473 | 0.00000 | ||
| 82 | 2009.12.22 19:00 | modify | 14 | 1.00 | 1.05022 | 1.04473 | 0.00000 | ||
| 83 | 2009.12.22 20:00 | modify | 13 | 1.00 | 1.04972 | 1.04547 | 0.00000 | ||
| 84 | 2009.12.22 20:00 | modify | 14 | 1.00 | 1.05022 | 1.04547 | 0.00000 | ||
| 85 | 2009.12.23 01:00 | modify | 13 | 1.00 | 1.04972 | 1.04672 | 0.00000 | ||
| 86 | 2009.12.23 01:00 | modify | 14 | 1.00 | 1.05022 | 1.04672 | 0.00000 | ||
| 87 | 2009.12.23 04:00 | modify | 13 | 1.00 | 1.04972 | 1.04676 | 0.00000 | ||
| 88 | 2009.12.23 04:00 | modify | 14 | 1.00 | 1.05022 | 1.04676 | 0.00000 | ||
| 89 | 2009.12.23 05:00 | modify | 13 | 1.00 | 1.04972 | 1.04742 | 0.00000 | ||
| 90 | 2009.12.23 05:00 | modify | 14 | 1.00 | 1.05022 | 1.04742 | 0.00000 | ||
| 91 | 2009.12.23 10:50 | s/l | 13 | 1.00 | 1.04742 | 1.04742 | 0.00000 | -219.10 | 8139.53 |
| 92 | 2009.12.23 10:50 | s/l | 14 | 1.00 | 1.04742 | 1.04742 | 0.00000 | -266.83 | 7872.70 |