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 | TakeProfit=25; Lots=0.01; InitialStop=0; TrailingStop=15; MaxTrades=15; Pips=15; LotMultiplier=2; SecureProfit=10; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; mm=0; risk=5; AccountisNormal=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9244.36 | Gross profit | 13.91 | Gross loss | -9258.27 |
Profit factor | 0.00 | Expected payoff | -330.16 | ||
Absolute drawdown | 9244.36 | Maximal drawdown | 9244.36 (92.44%) | Relative drawdown | 92.44% (9244.36) |
Total trades | 28 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 28 (25.00%) |
Profit trades (% of total) | 7 (25.00%) | Loss trades (% of total) | 21 (75.00%) | ||
Largest | profit trade | 7.96 | loss trade | -4147.20 | |
Average | profit trade | 1.99 | loss trade | -440.87 | |
Maximum | consecutive wins (profit in money) | 3 (0.87) | consecutive losses (loss in money) | 11 (-9225.76) | |
Maximal | consecutive profit (count of wins) | 7.96 (1) | consecutive loss (count of losses) | -9225.76 (11) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.01 | 1.00615 | 0.00000 | 1.00640 | ||
2 | 2009.12.01 00:02 | buy | 2 | 0.02 | 1.00590 | 0.00000 | 1.00615 | ||
3 | 2009.12.01 00:33 | buy | 3 | 0.04 | 1.00549 | 0.00000 | 1.00574 | ||
4 | 2009.12.01 00:40 | buy | 4 | 0.08 | 1.00491 | 0.00000 | 1.00516 | ||
5 | 2009.12.01 00:46 | buy | 5 | 0.16 | 1.00413 | 0.00000 | 1.00438 | ||
6 | 2009.12.01 01:45 | t/p | 5 | 0.16 | 1.00438 | 0.00000 | 1.00438 | 3.99 | 10003.99 |
7 | 2009.12.01 01:45 | close | 4 | 0.08 | 1.00447 | 0.00000 | 1.00516 | -3.50 | 10000.49 |
8 | 2009.12.01 01:47 | close | 3 | 0.04 | 1.00433 | 0.00000 | 1.00574 | -4.62 | 9995.87 |
9 | 2009.12.01 01:50 | close | 2 | 0.02 | 1.00489 | 0.00000 | 1.00615 | -2.01 | 9993.86 |
10 | 2009.12.01 01:52 | close | 1 | 0.01 | 1.00461 | 0.00000 | 1.00640 | -1.53 | 9992.33 |
11 | 2009.12.01 01:55 | buy | 6 | 0.01 | 1.00594 | 0.00000 | 1.00619 | ||
12 | 2009.12.01 01:57 | buy | 7 | 0.02 | 1.00552 | 0.00000 | 1.00577 | ||
13 | 2009.12.01 02:20 | buy | 8 | 0.04 | 1.00511 | 0.00000 | 1.00536 | ||
14 | 2009.12.01 03:20 | t/p | 8 | 0.04 | 1.00536 | 0.00000 | 1.00536 | 0.99 | 9993.32 |
15 | 2009.12.01 03:20 | close | 7 | 0.02 | 1.00557 | 0.00000 | 1.00577 | 0.10 | 9993.42 |
16 | 2009.12.01 03:22 | close | 6 | 0.01 | 1.00533 | 0.00000 | 1.00619 | -0.61 | 9992.81 |
17 | 2009.12.01 03:25 | buy | 9 | 0.01 | 1.00664 | 0.00000 | 1.00689 | ||
18 | 2009.12.01 03:27 | buy | 10 | 0.02 | 1.00628 | 0.00000 | 1.00653 | ||
19 | 2009.12.01 03:40 | buy | 11 | 0.04 | 1.00607 | 0.00000 | 1.00632 | ||
20 | 2009.12.01 03:45 | buy | 12 | 0.08 | 1.00577 | 0.00000 | 1.00602 | ||
21 | 2009.12.01 03:50 | buy | 13 | 0.16 | 1.00536 | 0.00000 | 1.00561 | ||
22 | 2009.12.01 04:50 | buy | 14 | 0.32 | 1.00485 | 0.00000 | 1.00510 | ||
23 | 2009.12.01 05:20 | t/p | 14 | 0.32 | 1.00510 | 0.00000 | 1.00510 | 7.96 | 10000.77 |
24 | 2009.12.01 05:20 | close | 13 | 0.16 | 1.00511 | 0.00000 | 1.00561 | -3.98 | 9996.79 |
25 | 2009.12.01 05:22 | close | 12 | 0.08 | 1.00492 | 0.00000 | 1.00602 | -6.77 | 9990.02 |
26 | 2009.12.01 05:25 | close | 11 | 0.04 | 1.00501 | 0.00000 | 1.00632 | -4.22 | 9985.80 |
27 | 2009.12.01 05:27 | close | 10 | 0.02 | 1.00472 | 0.00000 | 1.00653 | -3.11 | 9982.69 |
28 | 2009.12.01 05:27 | close | 9 | 0.01 | 1.00447 | 0.00000 | 1.00689 | -2.16 | 9980.53 |
29 | 2009.12.01 05:30 | buy | 15 | 0.01 | 1.00562 | 0.00000 | 1.00587 | ||
30 | 2009.12.01 05:32 | buy | 16 | 0.02 | 1.00519 | 0.00000 | 1.00544 | ||
31 | 2009.12.01 06:10 | t/p | 16 | 0.02 | 1.00544 | 0.00000 | 1.00544 | 0.49 | 9981.02 |
32 | 2009.12.01 06:10 | close | 15 | 0.01 | 1.00576 | 0.00000 | 1.00587 | 0.14 | 9981.16 |
33 | 2009.12.01 06:12 | buy | 17 | 0.01 | 1.00668 | 0.00000 | 1.00693 | ||
34 | 2009.12.01 06:20 | t/p | 17 | 0.01 | 1.00693 | 0.00000 | 1.00693 | 0.24 | 9981.40 |
35 | 2009.12.01 06:20 | buy | 18 | 0.01 | 1.00856 | 0.00000 | 1.00881 | ||
36 | 2009.12.01 06:22 | buy | 19 | 0.02 | 1.00802 | 0.00000 | 1.00827 | ||
37 | 2009.12.01 06:27 | buy | 20 | 0.04 | 1.00749 | 0.00000 | 1.00774 | ||
38 | 2009.12.01 06:27 | buy | 21 | 0.08 | 1.00730 | 0.00000 | 1.00755 | ||
39 | 2009.12.01 06:40 | buy | 22 | 0.16 | 1.00699 | 0.00000 | 1.00724 | ||
40 | 2009.12.01 06:45 | buy | 23 | 0.32 | 1.00658 | 0.00000 | 1.00683 | ||
41 | 2009.12.01 06:50 | buy | 24 | 0.64 | 1.00605 | 0.00000 | 1.00630 | ||
42 | 2009.12.01 07:45 | buy | 25 | 1.28 | 1.00561 | 0.00000 | 1.00586 | ||
43 | 2009.12.01 07:50 | buy | 26 | 2.56 | 1.00480 | 0.00000 | 1.00505 | ||
44 | 2009.12.01 08:03 | buy | 27 | 5.12 | 1.00451 | 0.00000 | 1.00476 | ||
45 | 2009.12.01 08:10 | buy | 28 | 10.24 | 1.00405 | 0.00000 | 1.00430 | ||
46 | 2009.12.01 10:15 | close at stop | 28 | 10.24 | 1.00000 | 0.00000 | 1.00430 | -4147.20 | 5834.20 |
47 | 2009.12.01 10:15 | close at stop | 27 | 5.12 | 1.00000 | 0.00000 | 1.00476 | -2309.12 | 3525.08 |
48 | 2009.12.01 10:15 | close at stop | 26 | 2.56 | 1.00000 | 0.00000 | 1.00505 | -1228.80 | 2296.28 |
49 | 2009.12.01 10:15 | close at stop | 25 | 1.28 | 1.00000 | 0.00000 | 1.00586 | -718.08 | 1578.20 |
50 | 2009.12.01 10:15 | close at stop | 24 | 0.64 | 1.00000 | 0.00000 | 1.00630 | -387.20 | 1191.00 |
51 | 2009.12.01 10:15 | close at stop | 23 | 0.32 | 1.00000 | 0.00000 | 1.00683 | -210.56 | 980.44 |
52 | 2009.12.01 10:15 | close at stop | 22 | 0.16 | 1.00000 | 0.00000 | 1.00724 | -111.84 | 868.60 |
53 | 2009.12.01 10:15 | close at stop | 21 | 0.08 | 1.00000 | 0.00000 | 1.00755 | -58.40 | 810.20 |
54 | 2009.12.01 10:15 | close at stop | 20 | 0.04 | 1.00000 | 0.00000 | 1.00774 | -29.96 | 780.24 |
55 | 2009.12.01 10:15 | close at stop | 19 | 0.02 | 1.00000 | 0.00000 | 1.00827 | -16.04 | 764.20 |
56 | 2009.12.01 10:15 | close at stop | 18 | 0.01 | 1.00000 | 0.00000 | 1.00881 | -8.56 | 755.64 |