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Strategy Tester Report

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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		StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	0.19	Gross profit	253.66	Gross loss	-253.47
Profit factor	1.00	Expected payoff	0.00
Absolute drawdown	44.61	Maximal drawdown	66.03 (0.66%)	Relative drawdown	0.66% (66.03)

Total trades	42	Short positions (won %)	20 (65.00%)	Long positions (won %)	22 (72.73%)
		Profit trades (% of total)	29 (69.05%)	Loss trades (% of total)	13 (30.95%)
Largest		profit trade	9.01	loss trade	-20.04
Average		profit trade	8.75	loss trade	-19.50
Maximum		consecutive wins (profit in money)	6 (51.79)	consecutive losses (loss in money)	2 (-38.90)
Maximal		consecutive profit (count of wins)	51.79 (6)	consecutive loss (count of losses)	-38.90 (2)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:00	buy stop	1	0.10	1.00163	0.99963	1.00253
2	2009.12.01 14:02	sell stop	2	0.10	1.00053	1.00253	0.99963
3	2009.12.01 14:10	sell	2	0.10	1.00053	1.00253	0.99963
4	2009.12.01 14:20	t/p	2	0.10	0.99963	1.00253	0.99963	9.01	10009.01
5	2009.12.02 14:00	buy stop	3	0.10	0.99933	0.99733	1.00023
6	2009.12.02 14:02	sell stop	4	0.10	0.99878	1.00078	0.99788
7	2009.12.02 14:07	buy	3	0.10	0.99933	0.99733	1.00023
8	2009.12.02 14:15	sell	4	0.10	0.99878	1.00078	0.99788
9	2009.12.02 15:02	t/p	3	0.10	1.00023	0.99733	1.00023	9.00	10018.01
10	2009.12.02 17:15	s/l	4	0.10	1.00078	1.00078	0.99788	-19.97	9998.04
11	2009.12.02 17:20	buy	1	0.10	1.00163	0.99963	1.00253
12	2009.12.02 18:20	t/p	1	0.10	1.00253	0.99963	1.00253	8.97	10007.01
13	2009.12.03 14:00	buy stop	5	0.10	0.99771	0.99571	0.99861
14	2009.12.03 14:02	sell stop	6	0.10	0.99660	0.99860	0.99570
15	2009.12.03 14:20	buy	5	0.10	0.99771	0.99571	0.99861
16	2009.12.03 14:32	sell	6	0.10	0.99660	0.99860	0.99570
17	2009.12.03 14:45	t/p	5	0.10	0.99861	0.99571	0.99861	9.01	10016.02
18	2009.12.03 14:45	s/l	6	0.10	0.99860	0.99860	0.99570	-20.02	9996.00
19	2009.12.04 14:00	buy stop	7	0.10	0.99977	0.99777	1.00067
20	2009.12.04 14:03	buy	7	0.10	0.99977	0.99777	1.00067
21	2009.12.04 14:03	sell stop	8	0.10	0.99952	1.00152	0.99862
22	2009.12.04 14:13	sell	8	0.10	0.99952	1.00152	0.99862
23	2009.12.04 14:26	t/p	8	0.10	0.99862	1.00152	0.99862	9.01	10005.01
24	2009.12.04 14:30	s/l	7	0.10	0.99777	0.99777	1.00067	-20.04	9984.97
25	2009.12.07 14:00	buy stop	9	0.10	1.02295	1.02095	1.02385
26	2009.12.07 14:02	sell stop	10	0.10	1.02237	1.02437	1.02147
27	2009.12.07 14:07	buy	9	0.10	1.02295	1.02095	1.02385
28	2009.12.07 14:15	sell	10	0.10	1.02237	1.02437	1.02147
29	2009.12.07 14:40	t/p	10	0.10	1.02147	1.02437	1.02147	8.81	9993.78
30	2009.12.07 14:45	s/l	9	0.10	1.02095	1.02095	1.02385	-19.59	9974.19
31	2009.12.08 14:00	buy stop	11	0.10	1.02241	1.02041	1.02331
32	2009.12.08 14:02	sell stop	12	0.10	1.02166	1.02366	1.02076
33	2009.12.08 14:05	buy	11	0.10	1.02241	1.02041	1.02331
34	2009.12.08 14:10	t/p	11	0.10	1.02331	1.02041	1.02331	8.79	9982.98
35	2009.12.09 14:00	buy stop	13	0.10	1.02653	1.02453	1.02743
36	2009.12.09 14:03	sell stop	14	0.10	1.02447	1.02647	1.02357
37	2009.12.09 14:10	sell	14	0.10	1.02447	1.02647	1.02357
38	2009.12.09 14:16	t/p	14	0.10	1.02357	1.02647	1.02357	8.80	9991.78
39	2009.12.09 15:10	buy	13	0.10	1.02653	1.02453	1.02743
40	2009.12.09 15:20	t/p	13	0.10	1.02743	1.02453	1.02743	8.76	10000.54
41	2009.12.10 14:00	buy stop	15	0.10	1.02646	1.02446	1.02736
42	2009.12.10 14:02	sell stop	16	0.10	1.02529	1.02729	1.02439
43	2009.12.10 14:37	buy	15	0.10	1.02646	1.02446	1.02736
44	2009.12.10 14:45	sell	16	0.10	1.02529	1.02729	1.02439
45	2009.12.10 15:15	s/l	15	0.10	1.02446	1.02446	1.02736	-19.52	9981.02
46	2009.12.10 15:15	t/p	16	0.10	1.02439	1.02729	1.02439	8.78	9989.80
47	2009.12.11 14:00	buy stop	17	0.10	1.02457	1.02257	1.02547
48	2009.12.11 14:02	sell stop	18	0.10	1.02372	1.02572	1.02282
49	2009.12.11 14:15	buy	17	0.10	1.02457	1.02257	1.02547
50	2009.12.11 14:37	sell	18	0.10	1.02372	1.02572	1.02282
51	2009.12.11 14:40	t/p	17	0.10	1.02547	1.02257	1.02547	8.77	9998.57
52	2009.12.11 14:40	s/l	18	0.10	1.02572	1.02572	1.02282	-19.50	9979.07
53	2009.12.14 14:00	buy stop	19	0.10	1.03334	1.03134	1.03424
54	2009.12.14 14:02	sell stop	20	0.10	1.03261	1.03461	1.03171
55	2009.12.14 14:15	sell	20	0.10	1.03261	1.03461	1.03171
56	2009.12.14 14:45	buy	19	0.10	1.03334	1.03134	1.03424
57	2009.12.14 16:50	s/l	19	0.10	1.03134	1.03134	1.03424	-19.40	9959.67
58	2009.12.14 16:50	t/p	20	0.10	1.03171	1.03461	1.03171	8.72	9968.39
59	2009.12.15 14:00	buy stop	21	0.10	1.04124	1.03924	1.04214
60	2009.12.15 14:02	delete	12	0.10	1.02166	1.02366	1.02076
61	2009.12.15 14:05	sell stop	22	0.10	1.04037	1.04237	1.03947
62	2009.12.15 14:15	sell	22	0.10	1.04037	1.04237	1.03947
63	2009.12.15 14:37	buy	21	0.10	1.04124	1.03924	1.04214
64	2009.12.15 15:15	s/l	21	0.10	1.03924	1.03924	1.04214	-19.25	9949.14
65	2009.12.15 15:15	t/p	22	0.10	1.03947	1.04237	1.03947	8.66	9957.80
66	2009.12.16 14:00	buy stop	23	0.10	1.03896	1.03696	1.03986
67	2009.12.16 14:02	sell stop	24	0.10	1.03776	1.03976	1.03686
68	2009.12.16 14:10	buy	23	0.10	1.03896	1.03696	1.03986
69	2009.12.16 14:20	t/p	23	0.10	1.03986	1.03696	1.03986	8.66	9966.46
70	2009.12.16 15:45	sell	24	0.10	1.03776	1.03976	1.03686
71	2009.12.16 15:50	t/p	24	0.10	1.03686	1.03976	1.03686	8.69	9975.15
72	2009.12.17 14:00	buy stop	25	0.10	1.04948	1.04748	1.05038
73	2009.12.17 14:02	buy	25	0.10	1.04948	1.04748	1.05038
74	2009.12.17 14:02	sell stop	26	0.10	1.04946	1.05146	1.04856
75	2009.12.17 14:15	sell	26	0.10	1.04946	1.05146	1.04856
76	2009.12.17 14:37	t/p	26	0.10	1.04856	1.05146	1.04856	8.59	9983.74
77	2009.12.17 14:50	t/p	25	0.10	1.05038	1.04748	1.05038	8.57	9992.31
78	2009.12.18 14:00	buy stop	27	0.10	1.04322	1.04122	1.04412
79	2009.12.18 14:02	sell stop	28	0.10	1.04212	1.04412	1.04122
80	2009.12.18 14:15	buy	27	0.10	1.04322	1.04122	1.04412
81	2009.12.18 14:45	t/p	27	0.10	1.04412	1.04122	1.04412	8.62	10000.93
82	2009.12.18 15:50	sell	28	0.10	1.04212	1.04412	1.04122
83	2009.12.18 16:40	s/l	28	0.10	1.04412	1.04412	1.04122	-19.14	9981.79
84	2009.12.21 14:00	buy stop	29	0.10	1.04058	1.03858	1.04148
85	2009.12.21 14:02	sell stop	30	0.10	1.03892	1.04092	1.03802
86	2009.12.21 14:20	buy	29	0.10	1.04058	1.03858	1.04148
87	2009.12.21 15:15	t/p	29	0.10	1.04148	1.03858	1.04148	8.64	9990.43
88	2009.12.22 14:00	buy stop	31	0.10	1.04992	1.04792	1.05082
89	2009.12.22 14:02	buy	31	0.10	1.04992	1.04792	1.05082
90	2009.12.22 14:02	sell stop	32	0.10	1.04978	1.05178	1.04888
91	2009.12.22 14:10	sell	32	0.10	1.04978	1.05178	1.04888
92	2009.12.22 14:20	t/p	32	0.10	1.04888	1.05178	1.04888	8.59	9999.02
93	2009.12.22 14:33	s/l	31	0.10	1.04792	1.04792	1.05082	-19.09	9979.93
94	2009.12.23 14:00	buy stop	33	0.10	1.04305	1.04105	1.04395
95	2009.12.23 14:02	sell stop	34	0.10	1.04100	1.04300	1.04010
96	2009.12.23 14:15	buy	33	0.10	1.04305	1.04105	1.04395
97	2009.12.23 14:20	t/p	33	0.10	1.04395	1.04105	1.04395	8.62	9988.55
98	2009.12.23 16:15	sell	34	0.10	1.04100	1.04300	1.04010
99	2009.12.23 16:20	t/p	34	0.10	1.04010	1.04300	1.04010	8.66	9997.21
100	2009.12.23 16:33	sell	30	0.10	1.03892	1.04092	1.03802
101	2009.12.23 16:46	t/p	30	0.10	1.03802	1.04092	1.03802	8.68	10005.89
102	2009.12.24 14:00	buy stop	35	0.10	1.03320	1.03120	1.03410
103	2009.12.24 14:03	buy	35	0.10	1.03320	1.03120	1.03410
104	2009.12.24 14:03	sell stop	36	0.10	1.03271	1.03471	1.03181
105	2009.12.24 14:45	t/p	35	0.10	1.03410	1.03120	1.03410	8.70	10014.59
106	2009.12.28 14:00	buy stop	37	0.10	1.03366	1.03166	1.03456
107	2009.12.28 14:02	sell stop	38	0.10	1.03309	1.03509	1.03219
108	2009.12.28 14:20	sell	38	0.10	1.03309	1.03509	1.03219
109	2009.12.28 15:15	buy	37	0.10	1.03366	1.03166	1.03456
110	2009.12.28 16:20	t/p	37	0.10	1.03456	1.03166	1.03456	8.70	10023.29
111	2009.12.28 20:20	s/l	38	0.10	1.03509	1.03509	1.03219	-19.32	10003.97
112	2009.12.29 08:26	sell	36	0.10	1.03271	1.03471	1.03181
113	2009.12.29 08:45	t/p	36	0.10	1.03181	1.03471	1.03181	8.73	10012.70
114	2009.12.29 14:00	buy stop	39	0.10	1.02946	1.02746	1.03036
115	2009.12.29 14:03	buy	39	0.10	1.02946	1.02746	1.03036
116	2009.12.29 14:03	sell stop	40	0.10	1.02960	1.03160	1.02870
117	2009.12.29 14:10	t/p	39	0.10	1.03036	1.02746	1.03036	8.74	10021.44
118	2009.12.30 14:00	buy stop	41	0.10	1.03841	1.03641	1.03931
119	2009.12.30 14:03	sell stop	42	0.10	1.03692	1.03892	1.03602
120	2009.12.30 14:10	sell	42	0.10	1.03692	1.03892	1.03602
121	2009.12.30 15:15	buy	41	0.10	1.03841	1.03641	1.03931
122	2009.12.30 15:20	s/l	42	0.10	1.03892	1.03892	1.03602	-19.25	10002.19
123	2009.12.30 15:45	t/p	41	0.10	1.03931	1.03641	1.03931	8.66	10010.85
124	2009.12.31 07:46	sell	40	0.10	1.02960	1.03160	1.02870
125	2009.12.31 09:20	s/l	40	0.10	1.03160	1.03160	1.02870	-19.38	9991.47
126	2009.12.31 14:00	buy stop	43	0.10	1.02998	1.02798	1.03088
127	2009.12.31 14:02	sell stop	44	0.10	1.02853	1.03053	1.02763
128	2009.12.31 14:15	buy	43	0.10	1.02998	1.02798	1.03088
129	2009.12.31 14:45	t/p	43	0.10	1.03088	1.02798	1.03088	8.72	10000.19