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=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=150; UseTakeProfit=false; TakeProfit=300; UseTrailingStop=false; TrailingStop=55; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -692.72 | Gross profit | 2870.69 | Gross loss | -3563.42 |
| Profit factor | 0.81 | Expected payoff | -15.06 | ||
| Absolute drawdown | 1542.30 | Maximal drawdown | 1980.18 (18.97%) | Relative drawdown | 18.97% (1980.18) |
| Total trades | 46 | Short positions (won %) | 25 (32.00%) | Long positions (won %) | 21 (38.10%) |
| Profit trades (% of total) | 16 (34.78%) | Loss trades (% of total) | 30 (65.22%) | ||
| Largest | profit trade | 1035.90 | loss trade | -405.89 | |
| Average | profit trade | 179.42 | loss trade | -118.78 | |
| Maximum | consecutive wins (profit in money) | 3 (137.24) | consecutive losses (loss in money) | 4 (-818.90) | |
| Maximal | consecutive profit (count of wins) | 1035.90 (1) | consecutive loss (count of losses) | -818.90 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:00 | buy | 1 | 1.00 | 1.00448 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 05:00 | close | 1 | 1.00 | 1.00411 | 0.00000 | 0.00000 | -36.85 | 9963.15 |
| 3 | 2009.12.01 06:00 | buy | 2 | 1.00 | 1.00455 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 08:00 | close | 2 | 1.00 | 1.00395 | 0.00000 | 0.00000 | -59.76 | 9903.39 |
| 5 | 2009.12.01 18:00 | sell | 3 | 1.00 | 0.99839 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 21:00 | close | 3 | 1.00 | 0.99884 | 0.00000 | 0.00000 | -45.05 | 9858.34 |
| 7 | 2009.12.02 07:00 | buy | 4 | 1.00 | 0.99884 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 08:00 | close | 4 | 1.00 | 0.99909 | 0.00000 | 0.00000 | 25.02 | 9883.36 |
| 9 | 2009.12.02 09:00 | buy | 5 | 1.00 | 0.99934 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 11:00 | close | 5 | 1.00 | 0.99842 | 0.00000 | 0.00000 | -92.15 | 9791.21 |
| 11 | 2009.12.02 15:00 | buy | 6 | 1.00 | 0.99967 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.02 21:00 | close | 6 | 1.00 | 1.00237 | 0.00000 | 0.00000 | 269.36 | 10060.57 |
| 13 | 2009.12.03 09:00 | sell | 7 | 1.00 | 0.99712 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 11:00 | close | 7 | 1.00 | 0.99745 | 0.00000 | 0.00000 | -33.08 | 10027.49 |
| 15 | 2009.12.03 12:00 | sell | 8 | 1.00 | 0.99705 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.03 13:00 | close | 8 | 1.00 | 0.99715 | 0.00000 | 0.00000 | -10.03 | 10017.46 |
| 17 | 2009.12.03 23:00 | buy | 9 | 1.00 | 1.00112 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 03:00 | close | 9 | 1.00 | 1.00028 | 0.00000 | 0.00000 | -83.48 | 9933.98 |
| 19 | 2009.12.04 07:00 | buy | 10 | 1.00 | 1.00087 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.04 09:00 | close | 10 | 1.00 | 0.99905 | 0.00000 | 0.00000 | -182.17 | 9751.81 |
| 21 | 2009.12.07 15:00 | sell | 11 | 1.00 | 1.02144 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.07 22:00 | close | 11 | 1.00 | 1.01994 | 0.00000 | 0.00000 | 147.07 | 9898.88 |
| 23 | 2009.12.08 02:00 | sell | 12 | 1.00 | 1.01740 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.08 05:00 | close | 12 | 1.00 | 1.01823 | 0.00000 | 0.00000 | -81.51 | 9817.37 |
| 25 | 2009.12.08 11:00 | sell | 13 | 1.00 | 1.01766 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.08 13:00 | close | 13 | 1.00 | 1.02151 | 0.00000 | 0.00000 | -376.89 | 9440.48 |
| 27 | 2009.12.08 21:00 | buy | 14 | 1.00 | 1.02841 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.08 23:00 | close | 14 | 1.00 | 1.02685 | 0.00000 | 0.00000 | -151.92 | 9288.56 |
| 29 | 2009.12.09 11:00 | sell | 15 | 1.00 | 1.02383 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.09 15:00 | close | 15 | 1.00 | 1.02597 | 0.00000 | 0.00000 | -208.58 | 9079.98 |
| 31 | 2009.12.09 21:00 | sell | 16 | 1.00 | 1.02681 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.10 03:00 | close | 16 | 1.00 | 1.02612 | 0.00000 | 0.00000 | 64.27 | 9144.25 |
| 33 | 2009.12.10 17:00 | buy | 17 | 1.00 | 1.02654 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.10 22:00 | close | 17 | 1.00 | 1.02601 | 0.00000 | 0.00000 | -51.66 | 9092.59 |
| 35 | 2009.12.11 15:00 | buy | 18 | 1.00 | 1.02876 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.11 20:00 | close | 18 | 1.00 | 1.03425 | 0.00000 | 0.00000 | 530.82 | 9623.41 |
| 37 | 2009.12.14 06:00 | sell | 19 | 1.00 | 1.03219 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.14 11:00 | close | 19 | 1.00 | 1.03104 | 0.00000 | 0.00000 | 111.54 | 9734.95 |
| 39 | 2009.12.15 01:00 | sell | 20 | 1.00 | 1.03128 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.15 02:00 | close | 20 | 1.00 | 1.03202 | 0.00000 | 0.00000 | -71.70 | 9663.25 |
| 41 | 2009.12.15 10:00 | buy | 21 | 1.00 | 1.03858 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.15 14:00 | close | 21 | 1.00 | 1.04074 | 0.00000 | 0.00000 | 207.54 | 9870.79 |
| 43 | 2009.12.15 19:00 | buy | 22 | 1.00 | 1.04167 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.15 23:00 | close | 22 | 1.00 | 1.04024 | 0.00000 | 0.00000 | -137.47 | 9733.32 |
| 45 | 2009.12.16 08:00 | sell | 23 | 1.00 | 1.03995 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.16 09:00 | close | 23 | 1.00 | 1.04204 | 0.00000 | 0.00000 | -200.57 | 9532.75 |
| 47 | 2009.12.16 10:00 | sell | 24 | 1.00 | 1.03986 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.16 15:00 | close | 24 | 1.00 | 1.03935 | 0.00000 | 0.00000 | 49.07 | 9581.82 |
| 49 | 2009.12.16 17:00 | sell | 25 | 1.00 | 1.03584 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.16 19:00 | close | 25 | 1.00 | 1.03785 | 0.00000 | 0.00000 | -193.67 | 9388.15 |
| 51 | 2009.12.17 04:00 | buy | 26 | 1.00 | 1.04506 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.17 08:00 | close | 26 | 1.00 | 1.04548 | 0.00000 | 0.00000 | 40.17 | 9428.32 |
| 53 | 2009.12.17 12:00 | buy | 27 | 1.00 | 1.04976 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.17 16:00 | close | 27 | 1.00 | 1.04791 | 0.00000 | 0.00000 | -176.54 | 9251.78 |
| 55 | 2009.12.17 20:00 | sell | 28 | 1.00 | 1.04651 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.17 22:00 | close | 28 | 1.00 | 1.04711 | 0.00000 | 0.00000 | -57.30 | 9194.48 |
| 57 | 2009.12.17 23:00 | sell | 29 | 1.00 | 1.04743 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.18 01:00 | close | 29 | 1.00 | 1.04636 | 0.00000 | 0.00000 | 101.27 | 9295.75 |
| 59 | 2009.12.18 02:00 | sell | 30 | 1.00 | 1.04287 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.18 07:00 | close | 30 | 1.00 | 1.04170 | 0.00000 | 0.00000 | 112.32 | 9408.07 |
| 61 | 2009.12.18 15:00 | buy | 31 | 1.00 | 1.04494 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.18 19:00 | close | 31 | 1.00 | 1.04338 | 0.00000 | 0.00000 | -149.51 | 9258.56 |
| 63 | 2009.12.21 10:00 | buy | 32 | 1.00 | 1.04639 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.21 13:00 | close | 32 | 1.00 | 1.04216 | 0.00000 | 0.00000 | -405.89 | 8852.67 |
| 65 | 2009.12.22 10:00 | sell | 33 | 1.00 | 1.04473 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.22 11:00 | close | 33 | 1.00 | 1.04630 | 0.00000 | 0.00000 | -150.05 | 8702.62 |
| 67 | 2009.12.22 21:00 | buy | 34 | 1.00 | 1.04815 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.22 22:00 | close | 34 | 1.00 | 1.04856 | 0.00000 | 0.00000 | 39.10 | 8741.72 |
| 69 | 2009.12.23 01:00 | sell | 35 | 1.00 | 1.04836 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.23 02:00 | close | 35 | 1.00 | 1.04853 | 0.00000 | 0.00000 | -16.21 | 8725.51 |
| 71 | 2009.12.23 03:00 | sell | 36 | 1.00 | 1.04759 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.23 05:00 | close | 36 | 1.00 | 1.04902 | 0.00000 | 0.00000 | -136.32 | 8589.19 |
| 73 | 2009.12.23 07:00 | sell | 37 | 1.00 | 1.04858 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.23 08:00 | close | 37 | 1.00 | 1.04877 | 0.00000 | 0.00000 | -18.12 | 8571.07 |
| 75 | 2009.12.23 09:00 | sell | 38 | 1.00 | 1.04849 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.23 20:00 | close | 38 | 1.00 | 1.03774 | 0.00000 | 0.00000 | 1035.90 | 9606.97 |
| 77 | 2009.12.24 06:00 | buy | 39 | 1.00 | 1.03925 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.24 08:00 | close | 39 | 1.00 | 1.03821 | 0.00000 | 0.00000 | -100.17 | 9506.80 |
| 79 | 2009.12.28 06:00 | buy | 40 | 1.00 | 1.03689 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.28 07:00 | close | 40 | 1.00 | 1.03532 | 0.00000 | 0.00000 | -151.64 | 9355.16 |
| 81 | 2009.12.28 11:00 | sell | 41 | 1.00 | 1.03505 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.28 16:00 | close | 41 | 1.00 | 1.03401 | 0.00000 | 0.00000 | 100.58 | 9455.74 |
| 83 | 2009.12.29 01:00 | buy | 42 | 1.00 | 1.03543 | 0.00000 | 0.00000 | ||
| 84 | 2009.12.29 02:00 | close | 42 | 1.00 | 1.03570 | 0.00000 | 0.00000 | 26.07 | 9481.81 |
| 85 | 2009.12.30 03:00 | buy | 43 | 1.00 | 1.03873 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.30 06:00 | close | 43 | 1.00 | 1.03884 | 0.00000 | 0.00000 | 10.59 | 9492.40 |
| 87 | 2009.12.30 19:00 | sell | 44 | 1.00 | 1.03627 | 0.00000 | 0.00000 | ||
| 88 | 2009.12.31 00:00 | close | 44 | 1.00 | 1.03656 | 0.00000 | 0.00000 | -30.95 | 9461.45 |
| 89 | 2009.12.31 03:00 | sell | 45 | 1.00 | 1.03427 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.31 06:00 | close | 45 | 1.00 | 1.03459 | 0.00000 | 0.00000 | -30.93 | 9430.52 |
| 91 | 2009.12.31 08:00 | sell | 46 | 1.00 | 1.02923 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.31 13:00 | close | 46 | 1.00 | 1.03050 | 0.00000 | 0.00000 | -123.24 | 9307.28 |