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 | block_01="""; lots=0.25; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 134.47 | Gross profit | 280.13 | Gross loss | -145.66 |
Profit factor | 1.92 | Expected payoff | 4.34 | ||
Absolute drawdown | 30.62 | Maximal drawdown | 89.61 (0.88%) | Relative drawdown | 0.88% (89.61) |
Total trades | 31 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 28 (90.32%) | Loss trades (% of total) | 3 (9.68%) | ||
Largest | profit trade | 10.27 | loss trade | -49.92 | |
Average | profit trade | 10.00 | loss trade | -48.55 | |
Maximum | consecutive wins (profit in money) | 15 (151.08) | consecutive losses (loss in money) | 1 (-49.92) | |
Maximal | consecutive profit (count of wins) | 151.08 (15) | consecutive loss (count of losses) | -49.92 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:59 | sell | 1 | 0.25 | 1.00395 | 1.00595 | 1.00354 | ||
2 | 2009.12.01 08:03 | t/p | 1 | 0.25 | 1.00354 | 1.00595 | 1.00354 | 10.22 | 10010.22 |
3 | 2009.12.02 02:59 | buy | 2 | 0.25 | 0.99946 | 0.99746 | 0.99987 | ||
4 | 2009.12.02 08:15 | t/p | 2 | 0.25 | 0.99987 | 0.99746 | 0.99987 | 10.25 | 10020.47 |
5 | 2009.12.02 12:59 | buy | 3 | 0.25 | 0.99922 | 0.99722 | 0.99963 | ||
6 | 2009.12.02 14:40 | t/p | 3 | 0.25 | 0.99963 | 0.99722 | 0.99963 | 10.25 | 10030.72 |
7 | 2009.12.02 16:59 | sell | 4 | 0.25 | 0.99937 | 1.00137 | 0.99896 | ||
8 | 2009.12.02 17:15 | s/l | 4 | 0.25 | 1.00137 | 1.00137 | 0.99896 | -49.92 | 9980.80 |
9 | 2009.12.03 09:59 | buy | 5 | 0.25 | 0.99793 | 0.99593 | 0.99834 | ||
10 | 2009.12.03 10:20 | t/p | 5 | 0.25 | 0.99834 | 0.99593 | 0.99834 | 10.27 | 9991.07 |
11 | 2009.12.03 16:59 | sell | 6 | 0.25 | 0.99859 | 1.00059 | 0.99818 | ||
12 | 2009.12.03 17:20 | t/p | 6 | 0.25 | 0.99818 | 1.00059 | 0.99818 | 10.27 | 10001.34 |
13 | 2009.12.04 07:59 | sell | 7 | 0.25 | 0.99991 | 1.00191 | 0.99950 | ||
14 | 2009.12.04 08:15 | t/p | 7 | 0.25 | 0.99950 | 1.00191 | 0.99950 | 10.26 | 10011.60 |
15 | 2009.12.04 14:59 | buy | 8 | 0.25 | 1.00846 | 1.00646 | 1.00887 | ||
16 | 2009.12.04 15:10 | t/p | 8 | 0.25 | 1.00887 | 1.00646 | 1.00887 | 10.16 | 10021.76 |
17 | 2009.12.07 14:59 | sell | 9 | 0.25 | 1.02145 | 1.02345 | 1.02104 | ||
18 | 2009.12.07 15:07 | t/p | 9 | 0.25 | 1.02104 | 1.02345 | 1.02104 | 10.04 | 10031.80 |
19 | 2009.12.07 20:59 | buy | 10 | 0.25 | 1.01941 | 1.01741 | 1.01982 | ||
20 | 2009.12.07 21:20 | t/p | 10 | 0.25 | 1.01982 | 1.01741 | 1.01982 | 10.05 | 10041.85 |
21 | 2009.12.08 03:59 | buy | 11 | 0.25 | 1.01848 | 1.01648 | 1.01889 | ||
22 | 2009.12.08 04:02 | t/p | 11 | 0.25 | 1.01889 | 1.01648 | 1.01889 | 10.06 | 10051.91 |
23 | 2009.12.08 07:59 | buy | 12 | 0.25 | 1.01854 | 1.01654 | 1.01895 | ||
24 | 2009.12.08 08:10 | t/p | 12 | 0.25 | 1.01895 | 1.01654 | 1.01895 | 10.06 | 10061.97 |
25 | 2009.12.09 12:59 | buy | 13 | 0.25 | 1.02433 | 1.02233 | 1.02474 | ||
26 | 2009.12.09 13:20 | t/p | 13 | 0.25 | 1.02474 | 1.02233 | 1.02474 | 10.00 | 10071.97 |
27 | 2009.12.09 20:59 | sell | 14 | 0.25 | 1.02679 | 1.02879 | 1.02638 | ||
28 | 2009.12.09 21:15 | t/p | 14 | 0.25 | 1.02638 | 1.02879 | 1.02638 | 9.99 | 10081.96 |
29 | 2009.12.10 07:59 | sell | 15 | 0.25 | 1.02729 | 1.02929 | 1.02688 | ||
30 | 2009.12.10 08:15 | t/p | 15 | 0.25 | 1.02688 | 1.02929 | 1.02688 | 9.99 | 10091.95 |
31 | 2009.12.10 16:59 | buy | 16 | 0.25 | 1.02656 | 1.02456 | 1.02697 | ||
32 | 2009.12.10 17:15 | t/p | 16 | 0.25 | 1.02697 | 1.02456 | 1.02697 | 9.98 | 10101.93 |
33 | 2009.12.11 04:59 | sell | 17 | 0.25 | 1.02607 | 1.02807 | 1.02566 | ||
34 | 2009.12.11 06:50 | t/p | 17 | 0.25 | 1.02566 | 1.02807 | 1.02566 | 9.99 | 10111.92 |
35 | 2009.12.11 09:59 | sell | 18 | 0.25 | 1.02591 | 1.02791 | 1.02550 | ||
36 | 2009.12.11 10:15 | t/p | 18 | 0.25 | 1.02550 | 1.02791 | 1.02550 | 10.00 | 10121.92 |
37 | 2009.12.11 14:59 | buy | 19 | 0.25 | 1.02872 | 1.02672 | 1.02913 | ||
38 | 2009.12.11 15:13 | t/p | 19 | 0.25 | 1.02913 | 1.02672 | 1.02913 | 9.96 | 10131.88 |
39 | 2009.12.17 23:59 | sell | 20 | 0.25 | 1.04677 | 1.04877 | 1.04636 | ||
40 | 2009.12.18 00:15 | s/l | 20 | 0.25 | 1.04877 | 1.04877 | 1.04636 | -47.92 | 10083.96 |
41 | 2009.12.21 01:59 | buy | 21 | 0.25 | 1.04179 | 1.03979 | 1.04220 | ||
42 | 2009.12.21 02:07 | t/p | 21 | 0.25 | 1.04220 | 1.03979 | 1.04220 | 9.83 | 10093.79 |
43 | 2009.12.21 04:59 | sell | 22 | 0.25 | 1.04144 | 1.04344 | 1.04103 | ||
44 | 2009.12.21 08:20 | t/p | 22 | 0.25 | 1.04103 | 1.04344 | 1.04103 | 9.85 | 10103.64 |
45 | 2009.12.21 18:59 | sell | 23 | 0.25 | 1.04345 | 1.04545 | 1.04304 | ||
46 | 2009.12.21 19:45 | s/l | 23 | 0.25 | 1.04545 | 1.04545 | 1.04304 | -47.82 | 10055.82 |
47 | 2009.12.22 14:59 | sell | 24 | 0.25 | 1.04608 | 1.04808 | 1.04567 | ||
48 | 2009.12.22 15:07 | t/p | 24 | 0.25 | 1.04567 | 1.04808 | 1.04567 | 9.81 | 10065.63 |
49 | 2009.12.22 17:59 | sell | 25 | 0.25 | 1.04850 | 1.05050 | 1.04809 | ||
50 | 2009.12.22 18:15 | t/p | 25 | 0.25 | 1.04809 | 1.05050 | 1.04809 | 9.78 | 10075.41 |
51 | 2009.12.22 23:59 | sell | 26 | 0.25 | 1.04814 | 1.05014 | 1.04773 | ||
52 | 2009.12.23 02:46 | t/p | 26 | 0.25 | 1.04773 | 1.05014 | 1.04773 | 9.54 | 10084.96 |
53 | 2009.12.24 14:59 | buy | 27 | 0.25 | 1.03454 | 1.03254 | 1.03495 | ||
54 | 2009.12.24 15:10 | t/p | 27 | 0.25 | 1.03495 | 1.03254 | 1.03495 | 9.90 | 10094.86 |
55 | 2009.12.28 15:59 | buy | 28 | 0.25 | 1.03411 | 1.03211 | 1.03452 | ||
56 | 2009.12.28 16:20 | t/p | 28 | 0.25 | 1.03452 | 1.03211 | 1.03452 | 9.91 | 10104.76 |
57 | 2009.12.29 05:59 | sell | 29 | 0.25 | 1.03526 | 1.03726 | 1.03485 | ||
58 | 2009.12.29 06:37 | t/p | 29 | 0.25 | 1.03485 | 1.03726 | 1.03485 | 9.90 | 10114.66 |
59 | 2009.12.29 14:59 | buy | 30 | 0.25 | 1.03073 | 1.02873 | 1.03114 | ||
60 | 2009.12.29 15:40 | t/p | 30 | 0.25 | 1.03114 | 1.02873 | 1.03114 | 9.94 | 10124.61 |
61 | 2009.12.30 17:59 | sell | 31 | 0.25 | 1.03905 | 1.04105 | 1.03864 | ||
62 | 2009.12.30 18:05 | t/p | 31 | 0.25 | 1.03864 | 1.04105 | 1.03864 | 9.87 | 10134.48 |