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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -123.02 | Gross profit | 38.72 | Gross loss | -161.74 |
| Profit factor | 0.24 | Expected payoff | -6.47 | ||
| Absolute drawdown | 137.85 | Maximal drawdown | 156.71 (1.56%) | Relative drawdown | 1.56% (156.71) |
| Total trades | 19 | Short positions (won %) | 9 (11.11%) | Long positions (won %) | 10 (40.00%) |
| Profit trades (% of total) | 5 (26.32%) | Loss trades (% of total) | 14 (73.68%) | ||
| Largest | profit trade | 14.33 | loss trade | -40.56 | |
| Average | profit trade | 7.74 | loss trade | -11.55 | |
| Maximum | consecutive wins (profit in money) | 2 (26.35) | consecutive losses (loss in money) | 6 (-85.11) | |
| Maximal | consecutive profit (count of wins) | 26.35 (2) | consecutive loss (count of losses) | -85.11 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 17:00 | sell | 1 | 0.10 | 0.99893 | 1.01893 | 0.97893 | ||
| 2 | 2009.12.01 22:00 | close | 1 | 0.10 | 0.99939 | 1.01893 | 0.97893 | -4.60 | 9995.40 |
| 3 | 2009.12.02 22:00 | buy | 2 | 0.10 | 1.00170 | 0.98170 | 1.02170 | ||
| 4 | 2009.12.03 01:00 | close | 2 | 0.10 | 1.00049 | 0.98170 | 1.02170 | -11.94 | 9983.46 |
| 5 | 2009.12.03 02:00 | sell | 3 | 0.10 | 0.99953 | 1.01953 | 0.97953 | ||
| 6 | 2009.12.03 07:00 | close | 3 | 0.10 | 0.99999 | 1.01953 | 0.97953 | -4.60 | 9978.86 |
| 7 | 2009.12.03 09:00 | sell | 4 | 0.10 | 0.99712 | 1.01712 | 0.97712 | ||
| 8 | 2009.12.03 11:00 | close | 4 | 0.10 | 0.99747 | 1.01712 | 0.97712 | -3.51 | 9975.35 |
| 9 | 2009.12.03 12:00 | sell | 5 | 0.10 | 0.99705 | 1.01705 | 0.97705 | ||
| 10 | 2009.12.03 14:00 | close | 5 | 0.10 | 0.99734 | 1.01705 | 0.97705 | -2.91 | 9972.44 |
| 11 | 2009.12.04 20:00 | buy | 6 | 0.10 | 1.01790 | 0.99790 | 1.03790 | ||
| 12 | 2009.12.07 00:00 | close | 6 | 0.10 | 1.01535 | 0.99790 | 1.03790 | -25.06 | 9947.38 |
| 13 | 2009.12.08 19:00 | buy | 7 | 0.10 | 1.02620 | 1.00620 | 1.04620 | ||
| 14 | 2009.12.08 23:00 | close | 7 | 0.10 | 1.02685 | 1.00620 | 1.04620 | 6.33 | 9953.71 |
| 15 | 2009.12.14 01:00 | buy | 8 | 0.10 | 1.03436 | 1.01436 | 1.05436 | ||
| 16 | 2009.12.14 02:00 | close | 8 | 0.10 | 1.03380 | 1.01436 | 1.05436 | -5.42 | 9948.29 |
| 17 | 2009.12.15 10:00 | buy | 9 | 0.10 | 1.03860 | 1.01860 | 1.05860 | ||
| 18 | 2009.12.15 16:00 | close | 9 | 0.10 | 1.04009 | 1.01860 | 1.05860 | 14.33 | 9962.62 |
| 19 | 2009.12.17 06:00 | buy | 10 | 0.10 | 1.04665 | 1.02665 | 1.06665 | ||
| 20 | 2009.12.17 16:00 | close | 10 | 0.10 | 1.04791 | 1.02665 | 1.06665 | 12.02 | 9974.64 |
| 21 | 2009.12.18 18:00 | buy | 11 | 0.10 | 1.04532 | 1.02532 | 1.06532 | ||
| 22 | 2009.12.18 19:00 | close | 11 | 0.10 | 1.04338 | 1.02532 | 1.06532 | -18.59 | 9956.05 |
| 23 | 2009.12.22 11:00 | buy | 12 | 0.10 | 1.04632 | 1.02632 | 1.06632 | ||
| 24 | 2009.12.22 19:00 | close | 12 | 0.10 | 1.04678 | 1.02632 | 1.06632 | 4.39 | 9960.44 |
| 25 | 2009.12.23 17:00 | sell | 13 | 0.10 | 1.03875 | 1.05875 | 1.01875 | ||
| 26 | 2009.12.23 21:00 | close | 13 | 0.10 | 1.03943 | 1.05875 | 1.01875 | -6.54 | 9953.90 |
| 27 | 2009.12.24 04:00 | sell | 14 | 0.10 | 1.03798 | 1.05798 | 1.01798 | ||
| 28 | 2009.12.24 05:00 | close | 14 | 0.10 | 1.03892 | 1.05798 | 1.01798 | -9.05 | 9944.85 |
| 29 | 2009.12.24 13:00 | sell | 15 | 0.10 | 1.03371 | 1.05371 | 1.01371 | ||
| 30 | 2009.12.24 16:00 | close | 15 | 0.10 | 1.03792 | 1.05371 | 1.01371 | -40.56 | 9904.29 |
| 31 | 2009.12.29 04:00 | buy | 16 | 0.10 | 1.03585 | 1.01585 | 1.05585 | ||
| 32 | 2009.12.29 07:00 | close | 16 | 0.10 | 1.03538 | 1.01585 | 1.05585 | -4.54 | 9899.75 |
| 33 | 2009.12.29 10:00 | sell | 17 | 0.10 | 1.02953 | 1.04953 | 1.00953 | ||
| 34 | 2009.12.29 12:00 | close | 17 | 0.10 | 1.03199 | 1.04953 | 1.00953 | -23.84 | 9875.91 |
| 35 | 2009.12.30 05:00 | buy | 18 | 0.10 | 1.03890 | 1.01890 | 1.05890 | ||
| 36 | 2009.12.30 06:00 | close | 18 | 0.10 | 1.03884 | 1.01890 | 1.05890 | -0.58 | 9875.33 |
| 37 | 2009.12.31 09:00 | sell | 19 | 0.10 | 1.03079 | 1.05079 | 1.01079 | ||
| 38 | 2009.12.31 15:00 | close | 19 | 0.10 | 1.03062 | 1.05079 | 1.01079 | 1.65 | 9876.98 |