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 | levels=8; Multiplier=2; PS=20; TP=30; Level1TP=40; UseStopLoss=true; SL=1000; MM=true; LotsDigit=2; nonMMlot=0.01; EF=1000000; MaxLot=100; MinLot=0.01; magiclong=800111; magicshort=800222; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -31.72 | Gross profit | 21.15 | Gross loss | -52.86 |
Profit factor | 0.40 | Expected payoff | -0.57 | ||
Absolute drawdown | 32.07 | Maximal drawdown | 32.07 (0.32%) | Relative drawdown | 0.32% (32.07) |
Total trades | 56 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 45 (97.78%) |
Profit trades (% of total) | 54 (96.43%) | Loss trades (% of total) | 2 (3.57%) | ||
Largest | profit trade | 0.42 | loss trade | -38.04 | |
Average | profit trade | 0.39 | loss trade | -26.43 | |
Maximum | consecutive wins (profit in money) | 54 (21.15) | consecutive losses (loss in money) | 2 (-52.86) | |
Maximal | consecutive profit (count of wins) | 21.15 (54) | consecutive loss (count of losses) | -52.86 (2) | |
Average | consecutive wins | 54 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.01 | 1.00522 | 0.92522 | 1.00562 | ||
2 | 2009.12.01 00:02 | sell | 2 | 0.01 | 1.00471 | 1.08471 | 1.00431 | ||
3 | 2009.12.01 00:40 | t/p | 2 | 0.01 | 1.00431 | 1.08471 | 1.00431 | 0.40 | 10000.40 |
4 | 2009.12.01 00:40 | sell | 3 | 0.01 | 1.00372 | 1.08372 | 1.00332 | ||
5 | 2009.12.01 00:46 | t/p | 3 | 0.01 | 1.00332 | 1.08372 | 1.00332 | 0.40 | 10000.80 |
6 | 2009.12.01 00:46 | sell | 4 | 0.01 | 1.00294 | 1.08294 | 1.00254 | ||
7 | 2009.12.01 06:10 | t/p | 1 | 0.01 | 1.00562 | 0.92522 | 1.00562 | 0.40 | 10001.20 |
8 | 2009.12.01 06:10 | buy | 5 | 0.01 | 1.00602 | 0.92602 | 1.00642 | ||
9 | 2009.12.01 06:15 | t/p | 5 | 0.01 | 1.00642 | 0.92602 | 1.00642 | 0.40 | 10001.60 |
10 | 2009.12.01 06:15 | buy | 6 | 0.01 | 1.00683 | 0.92683 | 1.00723 | ||
11 | 2009.12.01 06:20 | t/p | 6 | 0.01 | 1.00723 | 0.92683 | 1.00723 | 0.40 | 10002.00 |
12 | 2009.12.01 06:20 | buy | 7 | 0.01 | 1.00763 | 0.92763 | 1.00803 | ||
13 | 2009.12.01 08:16 | t/p | 4 | 0.01 | 1.00254 | 1.08294 | 1.00254 | 0.40 | 10002.40 |
14 | 2009.12.01 08:16 | sell | 8 | 0.01 | 1.00223 | 1.08223 | 1.00183 | ||
15 | 2009.12.01 09:16 | t/p | 8 | 0.01 | 1.00183 | 1.08223 | 1.00183 | 0.40 | 10002.80 |
16 | 2009.12.01 09:16 | sell | 9 | 0.01 | 1.00116 | 1.08116 | 1.00076 | ||
17 | 2009.12.01 09:50 | t/p | 9 | 0.01 | 1.00076 | 1.08116 | 1.00076 | 0.40 | 10003.20 |
18 | 2009.12.01 09:50 | sell | 10 | 0.01 | 1.00005 | 1.08005 | 0.99965 | ||
19 | 2009.12.01 11:20 | t/p | 10 | 0.01 | 0.99965 | 1.08005 | 0.99965 | 0.40 | 10003.60 |
20 | 2009.12.01 11:20 | sell | 11 | 0.01 | 0.99922 | 1.07922 | 0.99882 | ||
21 | 2009.12.01 16:50 | t/p | 11 | 0.01 | 0.99882 | 1.07922 | 0.99882 | 0.40 | 10004.00 |
22 | 2009.12.01 16:50 | sell | 12 | 0.01 | 0.99850 | 1.07850 | 0.99810 | ||
23 | 2009.12.01 17:15 | t/p | 12 | 0.01 | 0.99810 | 1.07850 | 0.99810 | 0.40 | 10004.40 |
24 | 2009.12.01 17:15 | sell | 13 | 0.01 | 0.99766 | 1.07766 | 0.99726 | ||
25 | 2009.12.01 17:20 | t/p | 13 | 0.01 | 0.99726 | 1.07766 | 0.99726 | 0.40 | 10004.80 |
26 | 2009.12.01 17:20 | sell | 14 | 0.01 | 0.99692 | 1.07692 | 0.99652 | ||
27 | 2009.12.03 14:32 | t/p | 14 | 0.01 | 0.99652 | 1.07692 | 0.99652 | 0.36 | 10005.16 |
28 | 2009.12.03 14:32 | sell | 15 | 0.01 | 0.99620 | 1.07620 | 0.99580 | ||
29 | 2009.12.04 14:50 | t/p | 7 | 0.01 | 1.00803 | 0.92763 | 1.00803 | 0.42 | 10005.58 |
30 | 2009.12.04 14:50 | buy | 16 | 0.01 | 1.00994 | 0.92994 | 1.01034 | ||
31 | 2009.12.04 15:20 | t/p | 16 | 0.01 | 1.01034 | 0.92994 | 1.01034 | 0.40 | 10005.98 |
32 | 2009.12.04 15:20 | buy | 17 | 0.01 | 1.01145 | 0.93145 | 1.01185 | ||
33 | 2009.12.04 16:45 | t/p | 17 | 0.01 | 1.01185 | 0.93145 | 1.01185 | 0.40 | 10006.38 |
34 | 2009.12.04 16:45 | buy | 18 | 0.01 | 1.01276 | 0.93276 | 1.01316 | ||
35 | 2009.12.04 16:50 | t/p | 18 | 0.01 | 1.01316 | 0.93276 | 1.01316 | 0.39 | 10006.77 |
36 | 2009.12.04 16:50 | buy | 19 | 0.01 | 1.01354 | 0.93354 | 1.01394 | ||
37 | 2009.12.04 17:20 | t/p | 19 | 0.01 | 1.01394 | 0.93354 | 1.01394 | 0.40 | 10007.17 |
38 | 2009.12.04 17:20 | buy | 20 | 0.01 | 1.01471 | 0.93471 | 1.01511 | ||
39 | 2009.12.04 19:20 | t/p | 20 | 0.01 | 1.01511 | 0.93471 | 1.01511 | 0.40 | 10007.57 |
40 | 2009.12.04 19:20 | buy | 21 | 0.01 | 1.01572 | 0.93572 | 1.01612 | ||
41 | 2009.12.04 19:30 | t/p | 21 | 0.01 | 1.01612 | 0.93572 | 1.01612 | 0.39 | 10007.96 |
42 | 2009.12.04 19:30 | buy | 22 | 0.01 | 1.01638 | 0.93638 | 1.01678 | ||
43 | 2009.12.04 19:40 | t/p | 22 | 0.01 | 1.01678 | 0.93638 | 1.01678 | 0.39 | 10008.35 |
44 | 2009.12.04 19:40 | buy | 23 | 0.01 | 1.01730 | 0.93730 | 1.01770 | ||
45 | 2009.12.04 19:50 | t/p | 23 | 0.01 | 1.01770 | 0.93730 | 1.01770 | 0.39 | 10008.74 |
46 | 2009.12.04 19:50 | buy | 24 | 0.01 | 1.01846 | 0.93846 | 1.01886 | ||
47 | 2009.12.04 20:50 | t/p | 24 | 0.01 | 1.01886 | 0.93846 | 1.01886 | 0.39 | 10009.13 |
48 | 2009.12.04 20:50 | buy | 25 | 0.01 | 1.01935 | 0.93935 | 1.01975 | ||
49 | 2009.12.07 09:35 | t/p | 25 | 0.01 | 1.01975 | 0.93935 | 1.01975 | 0.40 | 10009.54 |
50 | 2009.12.07 09:35 | buy | 26 | 0.01 | 1.02078 | 0.94078 | 1.02118 | ||
51 | 2009.12.07 09:45 | t/p | 26 | 0.01 | 1.02118 | 0.94078 | 1.02118 | 0.39 | 10009.93 |
52 | 2009.12.07 09:45 | buy | 27 | 0.01 | 1.02229 | 0.94229 | 1.02269 | ||
53 | 2009.12.07 09:59 | t/p | 27 | 0.01 | 1.02269 | 0.94229 | 1.02269 | 0.39 | 10010.32 |
54 | 2009.12.07 09:59 | buy | 28 | 0.01 | 1.02380 | 0.94380 | 1.02420 | ||
55 | 2009.12.07 10:07 | t/p | 28 | 0.01 | 1.02420 | 0.94380 | 1.02420 | 0.39 | 10010.71 |
56 | 2009.12.07 10:07 | buy | 29 | 0.01 | 1.02465 | 0.94465 | 1.02505 | ||
57 | 2009.12.08 14:20 | t/p | 29 | 0.01 | 1.02505 | 0.94465 | 1.02505 | 0.39 | 10011.10 |
58 | 2009.12.08 14:20 | buy | 30 | 0.01 | 1.02614 | 0.94614 | 1.02654 | ||
59 | 2009.12.08 18:32 | t/p | 30 | 0.01 | 1.02654 | 0.94614 | 1.02654 | 0.39 | 10011.49 |
60 | 2009.12.08 18:32 | buy | 31 | 0.01 | 1.02684 | 0.94684 | 1.02724 | ||
61 | 2009.12.08 19:15 | t/p | 31 | 0.01 | 1.02724 | 0.94684 | 1.02724 | 0.39 | 10011.88 |
62 | 2009.12.08 19:15 | buy | 32 | 0.01 | 1.02766 | 0.94766 | 1.02806 | ||
63 | 2009.12.08 20:20 | t/p | 32 | 0.01 | 1.02806 | 0.94766 | 1.02806 | 0.38 | 10012.26 |
64 | 2009.12.08 20:20 | buy | 33 | 0.01 | 1.02848 | 0.94848 | 1.02888 | ||
65 | 2009.12.09 00:37 | t/p | 33 | 0.01 | 1.02888 | 0.94848 | 1.02888 | 0.39 | 10012.66 |
66 | 2009.12.09 00:37 | buy | 34 | 0.01 | 1.02926 | 0.94926 | 1.02966 | ||
67 | 2009.12.09 19:20 | t/p | 34 | 0.01 | 1.02966 | 0.94926 | 1.02966 | 0.39 | 10013.05 |
68 | 2009.12.09 19:20 | buy | 35 | 0.01 | 1.03017 | 0.95017 | 1.03057 | ||
69 | 2009.12.11 15:30 | t/p | 35 | 0.01 | 1.03057 | 0.95017 | 1.03057 | 0.40 | 10013.44 |
70 | 2009.12.11 15:30 | buy | 36 | 0.01 | 1.03159 | 0.95159 | 1.03199 | ||
71 | 2009.12.11 15:40 | t/p | 36 | 0.01 | 1.03199 | 0.95159 | 1.03199 | 0.39 | 10013.83 |
72 | 2009.12.11 15:40 | buy | 37 | 0.01 | 1.03243 | 0.95243 | 1.03283 | ||
73 | 2009.12.11 15:50 | t/p | 37 | 0.01 | 1.03283 | 0.95243 | 1.03283 | 0.39 | 10014.22 |
74 | 2009.12.11 15:50 | buy | 38 | 0.01 | 1.03365 | 0.95365 | 1.03405 | ||
75 | 2009.12.11 16:15 | t/p | 38 | 0.01 | 1.03405 | 0.95365 | 1.03405 | 0.39 | 10014.61 |
76 | 2009.12.11 16:15 | buy | 39 | 0.01 | 1.03478 | 0.95478 | 1.03518 | ||
77 | 2009.12.11 16:20 | t/p | 39 | 0.01 | 1.03518 | 0.95478 | 1.03518 | 0.38 | 10014.99 |
78 | 2009.12.11 16:20 | buy | 40 | 0.01 | 1.03581 | 0.95581 | 1.03621 | ||
79 | 2009.12.11 16:50 | t/p | 40 | 0.01 | 1.03621 | 0.95581 | 1.03621 | 0.39 | 10015.38 |
80 | 2009.12.11 16:50 | buy | 41 | 0.01 | 1.03647 | 0.95647 | 1.03687 | ||
81 | 2009.12.15 09:03 | t/p | 41 | 0.01 | 1.03687 | 0.95647 | 1.03687 | 0.39 | 10015.77 |
82 | 2009.12.15 09:03 | buy | 42 | 0.01 | 1.03722 | 0.95722 | 1.03762 | ||
83 | 2009.12.15 09:10 | t/p | 42 | 0.01 | 1.03762 | 0.95722 | 1.03762 | 0.38 | 10016.15 |
84 | 2009.12.15 09:10 | buy | 43 | 0.01 | 1.03823 | 0.95823 | 1.03863 | ||
85 | 2009.12.15 09:16 | t/p | 43 | 0.01 | 1.03863 | 0.95823 | 1.03863 | 0.38 | 10016.53 |
86 | 2009.12.15 09:16 | buy | 44 | 0.01 | 1.03924 | 0.95924 | 1.03964 | ||
87 | 2009.12.15 10:20 | t/p | 44 | 0.01 | 1.03964 | 0.95924 | 1.03964 | 0.38 | 10016.91 |
88 | 2009.12.15 10:20 | buy | 45 | 0.01 | 1.04025 | 0.96025 | 1.04065 | ||
89 | 2009.12.15 10:32 | t/p | 45 | 0.01 | 1.04065 | 0.96025 | 1.04065 | 0.38 | 10017.29 |
90 | 2009.12.15 10:32 | buy | 46 | 0.01 | 1.04100 | 0.96100 | 1.04140 | ||
91 | 2009.12.15 17:20 | t/p | 46 | 0.01 | 1.04140 | 0.96100 | 1.04140 | 0.38 | 10017.67 |
92 | 2009.12.15 17:20 | buy | 47 | 0.01 | 1.04214 | 0.96214 | 1.04254 | ||
93 | 2009.12.15 17:50 | t/p | 47 | 0.01 | 1.04254 | 0.96214 | 1.04254 | 0.38 | 10018.05 |
94 | 2009.12.15 17:50 | buy | 48 | 0.01 | 1.04309 | 0.96309 | 1.04349 | ||
95 | 2009.12.17 03:02 | t/p | 48 | 0.01 | 1.04349 | 0.96309 | 1.04349 | 0.41 | 10018.46 |
96 | 2009.12.17 03:02 | buy | 49 | 0.01 | 1.04392 | 0.96392 | 1.04432 | ||
97 | 2009.12.17 03:45 | t/p | 49 | 0.01 | 1.04432 | 0.96392 | 1.04432 | 0.38 | 10018.84 |
98 | 2009.12.17 03:45 | buy | 50 | 0.01 | 1.04493 | 0.96493 | 1.04533 | ||
99 | 2009.12.17 03:50 | t/p | 50 | 0.01 | 1.04533 | 0.96493 | 1.04533 | 0.39 | 10019.23 |
100 | 2009.12.17 03:50 | buy | 51 | 0.01 | 1.04596 | 0.96596 | 1.04636 | ||
101 | 2009.12.17 04:15 | t/p | 51 | 0.01 | 1.04636 | 0.96596 | 1.04636 | 0.38 | 10019.61 |
102 | 2009.12.17 04:15 | buy | 52 | 0.01 | 1.04710 | 0.96710 | 1.04750 | ||
103 | 2009.12.17 04:20 | t/p | 52 | 0.01 | 1.04750 | 0.96710 | 1.04750 | 0.38 | 10019.99 |
104 | 2009.12.17 04:20 | buy | 53 | 0.01 | 1.04783 | 0.96783 | 1.04823 | ||
105 | 2009.12.17 10:45 | t/p | 53 | 0.01 | 1.04823 | 0.96783 | 1.04823 | 0.39 | 10020.38 |
106 | 2009.12.17 10:45 | buy | 54 | 0.01 | 1.04863 | 0.96863 | 1.04903 | ||
107 | 2009.12.17 10:50 | t/p | 54 | 0.01 | 1.04903 | 0.96863 | 1.04903 | 0.38 | 10020.76 |
108 | 2009.12.17 10:50 | buy | 55 | 0.01 | 1.04948 | 0.96948 | 1.04988 | ||
109 | 2009.12.17 11:45 | t/p | 55 | 0.01 | 1.04988 | 0.96948 | 1.04988 | 0.39 | 10021.15 |
110 | 2009.12.17 11:45 | buy | 56 | 0.01 | 1.05046 | 0.97046 | 1.05086 | ||
111 | 2009.12.31 18:57 | close at stop | 56 | 0.01 | 1.03506 | 0.97046 | 1.05086 | -14.82 | 10006.32 |
112 | 2009.12.31 18:57 | close at stop | 15 | 0.01 | 1.03532 | 1.07620 | 0.99580 | -38.04 | 9968.28 |