Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
Parametersblock_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 test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit134.47Gross profit280.13Gross loss-145.66
Profit factor1.92Expected payoff4.34
Absolute drawdown30.62Maximal drawdown89.61 (0.88%)Relative drawdown0.88% (89.61)
Total trades31Short 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%)
Largestprofit trade10.27loss trade-49.92
Averageprofit trade10.00loss trade-48.55
Maximumconsecutive wins (profit in money)15 (151.08)consecutive losses (loss in money)1 (-49.92)
Maximalconsecutive profit (count of wins)151.08 (15)consecutive loss (count of losses)-49.92 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 07:59sell10.251.003951.005951.00354
22009.12.01 08:03t/p10.251.003541.005951.0035410.2210010.22
32009.12.02 02:59buy20.250.999460.997460.99987
42009.12.02 08:15t/p20.250.999870.997460.9998710.2510020.47
52009.12.02 12:59buy30.250.999220.997220.99963
62009.12.02 14:40t/p30.250.999630.997220.9996310.2510030.72
72009.12.02 16:59sell40.250.999371.001370.99896
82009.12.02 17:15s/l40.251.001371.001370.99896-49.929980.80
92009.12.03 09:59buy50.250.997930.995930.99834
102009.12.03 10:20t/p50.250.998340.995930.9983410.279991.07
112009.12.03 16:59sell60.250.998591.000590.99818
122009.12.03 17:20t/p60.250.998181.000590.9981810.2710001.34
132009.12.04 07:59sell70.250.999911.001910.99950
142009.12.04 08:15t/p70.250.999501.001910.9995010.2610011.60
152009.12.04 14:59buy80.251.008461.006461.00887
162009.12.04 15:10t/p80.251.008871.006461.0088710.1610021.76
172009.12.07 14:59sell90.251.021451.023451.02104
182009.12.07 15:07t/p90.251.021041.023451.0210410.0410031.80
192009.12.07 20:59buy100.251.019411.017411.01982
202009.12.07 21:20t/p100.251.019821.017411.0198210.0510041.85
212009.12.08 03:59buy110.251.018481.016481.01889
222009.12.08 04:02t/p110.251.018891.016481.0188910.0610051.91
232009.12.08 07:59buy120.251.018541.016541.01895
242009.12.08 08:10t/p120.251.018951.016541.0189510.0610061.97
252009.12.09 12:59buy130.251.024331.022331.02474
262009.12.09 13:20t/p130.251.024741.022331.0247410.0010071.97
272009.12.09 20:59sell140.251.026791.028791.02638
282009.12.09 21:15t/p140.251.026381.028791.026389.9910081.96
292009.12.10 07:59sell150.251.027291.029291.02688
302009.12.10 08:15t/p150.251.026881.029291.026889.9910091.95
312009.12.10 16:59buy160.251.026561.024561.02697
322009.12.10 17:15t/p160.251.026971.024561.026979.9810101.93
332009.12.11 04:59sell170.251.026071.028071.02566
342009.12.11 06:50t/p170.251.025661.028071.025669.9910111.92
352009.12.11 09:59sell180.251.025911.027911.02550
362009.12.11 10:15t/p180.251.025501.027911.0255010.0010121.92
372009.12.11 14:59buy190.251.028721.026721.02913
382009.12.11 15:13t/p190.251.029131.026721.029139.9610131.88
392009.12.17 23:59sell200.251.046771.048771.04636
402009.12.18 00:15s/l200.251.048771.048771.04636-47.9210083.96
412009.12.21 01:59buy210.251.041791.039791.04220
422009.12.21 02:07t/p210.251.042201.039791.042209.8310093.79
432009.12.21 04:59sell220.251.041441.043441.04103
442009.12.21 08:20t/p220.251.041031.043441.041039.8510103.64
452009.12.21 18:59sell230.251.043451.045451.04304
462009.12.21 19:45s/l230.251.045451.045451.04304-47.8210055.82
472009.12.22 14:59sell240.251.046081.048081.04567
482009.12.22 15:07t/p240.251.045671.048081.045679.8110065.63
492009.12.22 17:59sell250.251.048501.050501.04809
502009.12.22 18:15t/p250.251.048091.050501.048099.7810075.41
512009.12.22 23:59sell260.251.048141.050141.04773
522009.12.23 02:46t/p260.251.047731.050141.047739.5410084.96
532009.12.24 14:59buy270.251.034541.032541.03495
542009.12.24 15:10t/p270.251.034951.032541.034959.9010094.86
552009.12.28 15:59buy280.251.034111.032111.03452
562009.12.28 16:20t/p280.251.034521.032111.034529.9110104.76
572009.12.29 05:59sell290.251.035261.037261.03485
582009.12.29 06:37t/p290.251.034851.037261.034859.9010114.66
592009.12.29 14:59buy300.251.030731.028731.03114
602009.12.29 15:40t/p300.251.031141.028731.031149.9410124.61
612009.12.30 17:59sell310.251.039051.041051.03864
622009.12.30 18:05t/p310.251.038641.041051.038649.8710134.48