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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1140.82 | Gross profit | 0.00 | Gross loss | -1140.82 |
Profit factor | 0.00 | Expected payoff | -14.63 | ||
Absolute drawdown | 1269.70 | Maximal drawdown | 1269.70 (12.70%) | Relative drawdown | 12.70% (1269.70) |
Total trades | 78 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 78 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 78 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -244.14 | |
Average | profit trade | 0.00 | loss trade | -14.63 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 78 (-1140.82) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -1140.82 (78) | |
Average | consecutive wins | 0 | consecutive losses | 78 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:40 | buy | 1 | 0.20 | 1.00491 | 0.00000 | 1.00426 | ||
2 | 2009.12.01 01:45 | t/p | 1 | 0.20 | 1.00426 | 0.00000 | 1.00426 | -12.94 | 9987.06 |
3 | 2009.12.01 04:50 | buy | 2 | 0.19 | 1.00485 | 0.00000 | 1.00411 | ||
4 | 2009.12.01 04:57 | t/p | 2 | 0.19 | 1.00411 | 0.00000 | 1.00411 | -14.00 | 9973.06 |
5 | 2009.12.01 07:45 | buy | 3 | 0.19 | 1.00561 | 0.00000 | 1.00496 | ||
6 | 2009.12.04 14:45 | t/p | 3 | 0.19 | 1.00496 | 0.00000 | 1.00496 | -11.81 | 9961.25 |
7 | 2009.12.07 01:02 | buy | 4 | 0.19 | 1.01616 | 0.00000 | 1.01555 | ||
8 | 2009.12.07 01:10 | t/p | 4 | 0.19 | 1.01555 | 0.00000 | 1.01555 | -11.41 | 9949.84 |
9 | 2009.12.07 01:40 | buy | 5 | 0.19 | 1.01640 | 0.00000 | 1.01580 | ||
10 | 2009.12.07 02:50 | t/p | 5 | 0.19 | 1.01580 | 0.00000 | 1.01580 | -11.23 | 9938.61 |
11 | 2009.12.07 03:15 | buy | 6 | 0.19 | 1.01623 | 0.00000 | 1.01552 | ||
12 | 2009.12.07 08:15 | t/p | 6 | 0.19 | 1.01552 | 0.00000 | 1.01552 | -13.28 | 9925.33 |
13 | 2009.12.07 16:32 | buy | 7 | 0.19 | 1.01956 | 0.00000 | 1.01884 | ||
14 | 2009.12.07 16:45 | t/p | 7 | 0.19 | 1.01884 | 0.00000 | 1.01884 | -13.43 | 9911.90 |
15 | 2009.12.07 18:45 | buy | 8 | 0.19 | 1.01849 | 0.00000 | 1.01848 | ||
16 | 2009.12.07 20:16 | t/p | 8 | 0.19 | 1.01848 | 0.00000 | 1.01848 | -0.19 | 9911.71 |
17 | 2009.12.07 20:20 | buy | 9 | 0.19 | 1.01949 | 0.00000 | 1.01881 | ||
18 | 2009.12.07 20:33 | t/p | 9 | 0.19 | 1.01881 | 0.00000 | 1.01881 | -12.67 | 9899.04 |
19 | 2009.12.08 00:40 | buy | 10 | 0.19 | 1.01950 | 0.00000 | 1.01876 | ||
20 | 2009.12.08 01:03 | t/p | 10 | 0.19 | 1.01876 | 0.00000 | 1.01876 | -13.80 | 9885.24 |
21 | 2009.12.08 01:40 | buy | 11 | 0.19 | 1.01950 | 0.00000 | 1.01877 | ||
22 | 2009.12.08 03:45 | t/p | 11 | 0.19 | 1.01877 | 0.00000 | 1.01877 | -13.61 | 9871.63 |
23 | 2009.12.08 06:02 | buy | 12 | 0.19 | 1.01869 | 0.00000 | 1.01794 | ||
24 | 2009.12.08 06:15 | t/p | 12 | 0.19 | 1.01794 | 0.00000 | 1.01794 | -13.99 | 9857.64 |
25 | 2009.12.08 06:50 | buy | 13 | 0.19 | 1.01815 | 0.00000 | 1.01776 | ||
26 | 2009.12.08 07:10 | t/p | 13 | 0.19 | 1.01776 | 0.00000 | 1.01776 | -7.28 | 9850.36 |
27 | 2009.12.08 09:50 | buy | 14 | 0.19 | 1.01985 | 0.00000 | 1.01907 | ||
28 | 2009.12.08 09:57 | t/p | 14 | 0.19 | 1.01907 | 0.00000 | 1.01907 | -14.54 | 9835.82 |
29 | 2009.12.08 10:20 | buy | 15 | 0.19 | 1.01954 | 0.00000 | 1.01896 | ||
30 | 2009.12.08 10:27 | t/p | 15 | 0.19 | 1.01896 | 0.00000 | 1.01896 | -10.82 | 9825.00 |
31 | 2009.12.08 10:40 | buy | 16 | 0.19 | 1.01953 | 0.00000 | 1.01896 | ||
32 | 2009.12.08 11:46 | t/p | 16 | 0.19 | 1.01896 | 0.00000 | 1.01896 | -10.62 | 9814.38 |
33 | 2009.12.08 11:56 | buy | 17 | 0.19 | 1.01982 | 0.00000 | 1.01906 | ||
34 | 2009.12.08 12:03 | t/p | 17 | 0.19 | 1.01906 | 0.00000 | 1.01906 | -14.17 | 9800.21 |
35 | 2009.12.09 00:50 | buy | 18 | 0.19 | 1.02793 | 0.00000 | 1.02720 | ||
36 | 2009.12.09 00:57 | t/p | 18 | 0.19 | 1.02720 | 0.00000 | 1.02720 | -13.50 | 9786.71 |
37 | 2009.12.09 01:20 | buy | 19 | 0.19 | 1.02764 | 0.00000 | 1.02710 | ||
38 | 2009.12.09 01:27 | t/p | 19 | 0.19 | 1.02710 | 0.00000 | 1.02710 | -9.98 | 9776.73 |
39 | 2009.12.09 01:27 | buy | 20 | 0.19 | 1.02784 | 0.00000 | 1.02717 | ||
40 | 2009.12.09 02:03 | t/p | 20 | 0.19 | 1.02717 | 0.00000 | 1.02717 | -12.38 | 9764.35 |
41 | 2009.12.09 02:20 | buy | 21 | 0.19 | 1.02743 | 0.00000 | 1.02703 | ||
42 | 2009.12.09 07:20 | t/p | 21 | 0.19 | 1.02703 | 0.00000 | 1.02703 | -7.39 | 9756.96 |
43 | 2009.12.09 08:15 | buy | 22 | 0.19 | 1.02760 | 0.00000 | 1.02685 | ||
44 | 2009.12.09 15:15 | t/p | 22 | 0.19 | 1.02685 | 0.00000 | 1.02685 | -13.87 | 9743.09 |
45 | 2009.12.09 16:50 | buy | 23 | 0.19 | 1.02533 | 0.00000 | 1.02503 | ||
46 | 2009.12.09 16:57 | t/p | 23 | 0.19 | 1.02503 | 0.00000 | 1.02503 | -5.56 | 9737.53 |
47 | 2009.12.09 16:59 | buy | 24 | 0.19 | 1.02596 | 0.00000 | 1.02524 | ||
48 | 2009.12.09 17:10 | t/p | 24 | 0.19 | 1.02524 | 0.00000 | 1.02524 | -13.34 | 9724.19 |
49 | 2009.12.10 01:32 | buy | 25 | 0.19 | 1.02590 | 0.00000 | 1.02531 | ||
50 | 2009.12.10 01:45 | t/p | 25 | 0.19 | 1.02531 | 0.00000 | 1.02531 | -10.93 | 9713.26 |
51 | 2009.12.10 09:50 | buy | 26 | 0.19 | 1.02747 | 0.00000 | 1.02704 | ||
52 | 2009.12.10 09:57 | t/p | 26 | 0.19 | 1.02704 | 0.00000 | 1.02704 | -7.95 | 9705.31 |
53 | 2009.12.10 09:59 | buy | 27 | 0.19 | 1.02777 | 0.00000 | 1.02714 | ||
54 | 2009.12.10 10:10 | t/p | 27 | 0.19 | 1.02714 | 0.00000 | 1.02714 | -11.65 | 9693.66 |
55 | 2009.12.10 10:50 | buy | 28 | 0.19 | 1.02778 | 0.00000 | 1.02715 | ||
56 | 2009.12.10 16:20 | t/p | 28 | 0.19 | 1.02715 | 0.00000 | 1.02715 | -11.64 | 9682.02 |
57 | 2009.12.10 17:02 | buy | 29 | 0.19 | 1.02704 | 0.00000 | 1.02659 | ||
58 | 2009.12.10 17:15 | t/p | 29 | 0.19 | 1.02659 | 0.00000 | 1.02659 | -8.33 | 9673.69 |
59 | 2009.12.10 17:32 | buy | 30 | 0.19 | 1.02751 | 0.00000 | 1.02675 | ||
60 | 2009.12.10 17:45 | t/p | 30 | 0.19 | 1.02675 | 0.00000 | 1.02675 | -14.06 | 9659.63 |
61 | 2009.12.10 20:10 | buy | 31 | 0.19 | 1.02753 | 0.00000 | 1.02675 | ||
62 | 2009.12.11 03:15 | t/p | 31 | 0.19 | 1.02675 | 0.00000 | 1.02675 | -14.33 | 9645.30 |
63 | 2009.12.11 04:32 | buy | 32 | 0.19 | 1.02706 | 0.00000 | 1.02633 | ||
64 | 2009.12.11 05:02 | t/p | 32 | 0.19 | 1.02633 | 0.00000 | 1.02633 | -13.51 | 9631.79 |
65 | 2009.12.11 05:20 | buy | 33 | 0.19 | 1.02703 | 0.00000 | 1.02632 | ||
66 | 2009.12.11 05:45 | t/p | 33 | 0.19 | 1.02632 | 0.00000 | 1.02632 | -13.15 | 9618.64 |
67 | 2009.12.11 06:15 | buy | 34 | 0.19 | 1.02714 | 0.00000 | 1.02635 | ||
68 | 2009.12.11 07:45 | t/p | 34 | 0.19 | 1.02635 | 0.00000 | 1.02635 | -14.62 | 9604.02 |
69 | 2009.12.11 09:15 | buy | 35 | 0.19 | 1.02700 | 0.00000 | 1.02629 | ||
70 | 2009.12.11 14:45 | t/p | 35 | 0.19 | 1.02629 | 0.00000 | 1.02629 | -13.13 | 9590.89 |
71 | 2009.12.14 00:20 | buy | 36 | 0.19 | 1.03521 | 0.00000 | 1.03450 | ||
72 | 2009.12.14 00:33 | t/p | 36 | 0.19 | 1.03450 | 0.00000 | 1.03450 | -13.03 | 9577.86 |
73 | 2009.12.14 00:59 | buy | 37 | 0.19 | 1.03530 | 0.00000 | 1.03453 | ||
74 | 2009.12.14 02:07 | t/p | 37 | 0.19 | 1.03453 | 0.00000 | 1.03453 | -14.14 | 9563.72 |
75 | 2009.12.14 02:15 | buy | 38 | 0.19 | 1.03428 | 0.00000 | 1.03380 | ||
76 | 2009.12.14 04:20 | t/p | 38 | 0.19 | 1.03380 | 0.00000 | 1.03380 | -8.82 | 9554.90 |
77 | 2009.12.14 05:15 | buy | 39 | 0.19 | 1.03434 | 0.00000 | 1.03363 | ||
78 | 2009.12.14 11:50 | t/p | 39 | 0.19 | 1.03363 | 0.00000 | 1.03363 | -13.05 | 9541.85 |
79 | 2009.12.14 15:20 | buy | 40 | 0.19 | 1.03296 | 0.00000 | 1.03218 | ||
80 | 2009.12.14 15:27 | t/p | 40 | 0.19 | 1.03218 | 0.00000 | 1.03218 | -14.36 | 9527.49 |
81 | 2009.12.14 15:32 | buy | 41 | 0.19 | 1.03296 | 0.00000 | 1.03218 | ||
82 | 2009.12.14 15:45 | t/p | 41 | 0.19 | 1.03218 | 0.00000 | 1.03218 | -14.36 | 9513.13 |
83 | 2009.12.14 16:50 | buy | 42 | 0.19 | 1.03233 | 0.00000 | 1.03197 | ||
84 | 2009.12.14 17:10 | t/p | 42 | 0.19 | 1.03197 | 0.00000 | 1.03197 | -6.63 | 9506.50 |
85 | 2009.12.14 17:50 | buy | 43 | 0.19 | 1.03294 | 0.00000 | 1.03217 | ||
86 | 2009.12.14 19:50 | t/p | 43 | 0.19 | 1.03217 | 0.00000 | 1.03217 | -14.17 | 9492.33 |
87 | 2009.12.14 20:50 | buy | 44 | 0.18 | 1.03283 | 0.00000 | 1.03214 | ||
88 | 2009.12.14 21:20 | t/p | 44 | 0.18 | 1.03214 | 0.00000 | 1.03214 | -12.04 | 9480.29 |
89 | 2009.12.14 22:15 | buy | 45 | 0.18 | 1.03289 | 0.00000 | 1.03216 | ||
90 | 2009.12.14 23:32 | t/p | 45 | 0.18 | 1.03216 | 0.00000 | 1.03216 | -12.73 | 9467.56 |
91 | 2009.12.14 23:50 | buy | 46 | 0.18 | 1.03281 | 0.00000 | 1.03213 | ||
92 | 2009.12.15 01:50 | t/p | 46 | 0.18 | 1.03213 | 0.00000 | 1.03213 | -11.77 | 9455.79 |
93 | 2009.12.16 01:32 | buy | 47 | 0.18 | 1.04121 | 0.00000 | 1.04051 | ||
94 | 2009.12.16 01:45 | t/p | 47 | 0.18 | 1.04051 | 0.00000 | 1.04051 | -12.11 | 9443.68 |
95 | 2009.12.16 02:07 | buy | 48 | 0.18 | 1.04129 | 0.00000 | 1.04052 | ||
96 | 2009.12.16 02:10 | t/p | 48 | 0.18 | 1.04052 | 0.00000 | 1.04052 | -13.31 | 9430.37 |
97 | 2009.12.16 03:50 | buy | 49 | 0.18 | 1.04142 | 0.00000 | 1.04063 | ||
98 | 2009.12.16 04:15 | t/p | 49 | 0.18 | 1.04063 | 0.00000 | 1.04063 | -13.67 | 9416.70 |
99 | 2009.12.16 04:37 | buy | 50 | 0.18 | 1.04137 | 0.00000 | 1.04061 | ||
100 | 2009.12.16 04:40 | t/p | 50 | 0.18 | 1.04061 | 0.00000 | 1.04061 | -13.14 | 9403.56 |
101 | 2009.12.16 07:15 | buy | 51 | 0.18 | 1.04141 | 0.00000 | 1.04076 | ||
102 | 2009.12.16 08:26 | t/p | 51 | 0.18 | 1.04076 | 0.00000 | 1.04076 | -11.24 | 9392.32 |
103 | 2009.12.16 09:20 | buy | 52 | 0.18 | 1.04126 | 0.00000 | 1.04074 | ||
104 | 2009.12.16 09:27 | t/p | 52 | 0.18 | 1.04074 | 0.00000 | 1.04074 | -8.99 | 9383.33 |
105 | 2009.12.16 09:27 | buy | 53 | 0.18 | 1.04139 | 0.00000 | 1.04078 | ||
106 | 2009.12.16 09:32 | t/p | 53 | 0.18 | 1.04078 | 0.00000 | 1.04078 | -10.54 | 9372.79 |
107 | 2009.12.16 09:45 | buy | 54 | 0.18 | 1.04158 | 0.00000 | 1.04084 | ||
108 | 2009.12.17 02:33 | t/p | 54 | 0.18 | 1.04084 | 0.00000 | 1.04084 | -12.52 | 9360.27 |
109 | 2009.12.18 00:45 | buy | 55 | 0.18 | 1.04829 | 0.00000 | 1.04774 | ||
110 | 2009.12.18 17:07 | t/p | 55 | 0.18 | 1.04774 | 0.00000 | 1.04774 | -9.44 | 9350.83 |
111 | 2009.12.18 18:45 | buy | 56 | 0.18 | 1.04462 | 0.00000 | 1.04391 | ||
112 | 2009.12.18 19:20 | t/p | 56 | 0.18 | 1.04391 | 0.00000 | 1.04391 | -12.23 | 9338.60 |
113 | 2009.12.18 19:32 | buy | 57 | 0.18 | 1.04454 | 0.00000 | 1.04388 | ||
114 | 2009.12.18 19:45 | t/p | 57 | 0.18 | 1.04388 | 0.00000 | 1.04388 | -11.38 | 9327.22 |
115 | 2009.12.18 20:20 | buy | 58 | 0.18 | 1.04441 | 0.00000 | 1.04384 | ||
116 | 2009.12.21 09:40 | t/p | 58 | 0.18 | 1.04384 | 0.00000 | 1.04384 | -9.73 | 9317.49 |
117 | 2009.12.21 11:20 | buy | 59 | 0.18 | 1.04403 | 0.00000 | 1.04344 | ||
118 | 2009.12.21 11:37 | t/p | 59 | 0.18 | 1.04344 | 0.00000 | 1.04344 | -10.18 | 9307.31 |
119 | 2009.12.21 11:40 | buy | 60 | 0.18 | 1.04421 | 0.00000 | 1.04350 | ||
120 | 2009.12.21 16:10 | t/p | 60 | 0.18 | 1.04350 | 0.00000 | 1.04350 | -12.25 | 9295.06 |
121 | 2009.12.21 16:50 | buy | 61 | 0.18 | 1.04418 | 0.00000 | 1.04348 | ||
122 | 2009.12.21 16:57 | t/p | 61 | 0.18 | 1.04348 | 0.00000 | 1.04348 | -12.07 | 9282.99 |
123 | 2009.12.21 18:20 | buy | 62 | 0.18 | 1.04381 | 0.00000 | 1.04336 | ||
124 | 2009.12.21 18:40 | t/p | 62 | 0.18 | 1.04336 | 0.00000 | 1.04336 | -7.76 | 9275.23 |
125 | 2009.12.22 00:45 | buy | 63 | 0.18 | 1.04668 | 0.00000 | 1.04600 | ||
126 | 2009.12.22 01:32 | t/p | 63 | 0.18 | 1.04600 | 0.00000 | 1.04600 | -11.70 | 9263.53 |
127 | 2009.12.22 01:50 | buy | 64 | 0.18 | 1.04624 | 0.00000 | 1.04569 | ||
128 | 2009.12.22 02:15 | t/p | 64 | 0.18 | 1.04569 | 0.00000 | 1.04569 | -9.46 | 9254.07 |
129 | 2009.12.22 02:45 | buy | 65 | 0.18 | 1.04635 | 0.00000 | 1.04573 | ||
130 | 2009.12.22 03:15 | t/p | 65 | 0.18 | 1.04573 | 0.00000 | 1.04573 | -10.67 | 9243.40 |
131 | 2009.12.22 03:50 | buy | 66 | 0.18 | 1.04626 | 0.00000 | 1.04563 | ||
132 | 2009.12.22 04:50 | t/p | 66 | 0.18 | 1.04563 | 0.00000 | 1.04563 | -10.85 | 9232.55 |
133 | 2009.12.22 05:15 | buy | 67 | 0.18 | 1.04647 | 0.00000 | 1.04570 | ||
134 | 2009.12.22 06:32 | t/p | 67 | 0.18 | 1.04570 | 0.00000 | 1.04570 | -13.25 | 9219.30 |
135 | 2009.12.22 06:45 | buy | 68 | 0.18 | 1.04648 | 0.00000 | 1.04570 | ||
136 | 2009.12.22 07:20 | t/p | 68 | 0.18 | 1.04570 | 0.00000 | 1.04570 | -13.42 | 9205.88 |
137 | 2009.12.22 08:20 | buy | 69 | 0.18 | 1.04638 | 0.00000 | 1.04570 | ||
138 | 2009.12.22 08:27 | t/p | 69 | 0.18 | 1.04570 | 0.00000 | 1.04570 | -11.71 | 9194.17 |
139 | 2009.12.22 08:32 | buy | 70 | 0.18 | 1.04567 | 0.00000 | 1.04535 | ||
140 | 2009.12.22 08:45 | t/p | 70 | 0.18 | 1.04535 | 0.00000 | 1.04535 | -5.51 | 9188.66 |
141 | 2009.12.22 09:15 | buy | 71 | 0.18 | 1.04588 | 0.00000 | 1.04536 | ||
142 | 2009.12.22 10:03 | t/p | 71 | 0.18 | 1.04536 | 0.00000 | 1.04536 | -8.95 | 9179.71 |
143 | 2009.12.22 14:40 | buy | 72 | 0.18 | 1.04786 | 0.00000 | 1.04709 | ||
144 | 2009.12.22 15:15 | t/p | 72 | 0.18 | 1.04709 | 0.00000 | 1.04709 | -13.23 | 9166.48 |
145 | 2009.12.23 02:20 | buy | 73 | 0.18 | 1.04910 | 0.00000 | 1.04837 | ||
146 | 2009.12.23 03:40 | t/p | 73 | 0.18 | 1.04837 | 0.00000 | 1.04837 | -12.53 | 9153.95 |
147 | 2009.12.23 08:20 | buy | 74 | 0.18 | 1.04896 | 0.00000 | 1.04835 | ||
148 | 2009.12.23 08:40 | t/p | 74 | 0.18 | 1.04835 | 0.00000 | 1.04835 | -10.47 | 9143.48 |
149 | 2009.12.23 09:20 | buy | 75 | 0.18 | 1.04918 | 0.00000 | 1.04842 | ||
150 | 2009.12.23 09:40 | t/p | 75 | 0.18 | 1.04842 | 0.00000 | 1.04842 | -13.04 | 9130.44 |
151 | 2009.12.23 10:20 | buy | 76 | 0.18 | 1.04922 | 0.00000 | 1.04843 | ||
152 | 2009.12.23 10:27 | t/p | 76 | 0.18 | 1.04843 | 0.00000 | 1.04843 | -13.56 | 9116.88 |
153 | 2009.12.23 10:30 | buy | 77 | 0.18 | 1.04923 | 0.00000 | 1.04844 | ||
154 | 2009.12.23 10:32 | t/p | 77 | 0.18 | 1.04844 | 0.00000 | 1.04844 | -13.56 | 9103.32 |
155 | 2009.12.23 10:45 | buy | 78 | 0.18 | 1.04915 | 0.00000 | 1.04841 | ||
156 | 2009.12.31 18:57 | close at stop | 78 | 0.18 | 1.03506 | 0.00000 | 1.04841 | -244.14 | 8859.18 |