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 | MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2555.88 | Gross profit | 4735.79 | Gross loss | -7291.68 |
| Profit factor | 0.65 | Expected payoff | -159.74 | ||
| Absolute drawdown | 2604.77 | Maximal drawdown | 5012.19 (40.40%) | Relative drawdown | 40.40% (5012.19) |
| Total trades | 16 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 10 (40.00%) |
| Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
| Largest | profit trade | 2586.61 | loss trade | -1516.22 | |
| Average | profit trade | 947.16 | loss trade | -662.88 | |
| Maximum | consecutive wins (profit in money) | 2 (1612.38) | consecutive losses (loss in money) | 6 (-2214.32) | |
| Maximal | consecutive profit (count of wins) | 2586.61 (1) | consecutive loss (count of losses) | -2236.16 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 15:00 | sell | 1 | 5.00 | 1.00086 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 00:00 | close | 1 | 5.00 | 0.99978 | 0.00000 | 0.00000 | 536.65 | 10536.66 |
| 3 | 2009.12.03 09:00 | sell | 2 | 5.30 | 0.99712 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 16:00 | close | 2 | 5.30 | 0.99974 | 0.00000 | 0.00000 | -1388.96 | 9147.69 |
| 5 | 2009.12.04 07:00 | buy | 3 | 4.60 | 1.00089 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.04 09:00 | close | 3 | 4.60 | 0.99905 | 0.00000 | 0.00000 | -847.20 | 8300.49 |
| 7 | 2009.12.04 16:00 | buy | 4 | 0.10 | 1.00848 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.07 19:00 | close | 4 | 0.10 | 1.01810 | 0.00000 | 0.00000 | 94.54 | 8395.03 |
| 9 | 2009.12.08 13:00 | buy | 5 | 4.20 | 1.02153 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 05:00 | close | 5 | 4.20 | 1.02523 | 0.00000 | 0.00000 | 1517.84 | 9912.87 |
| 11 | 2009.12.10 06:00 | buy | 6 | 5.00 | 1.02775 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.10 12:00 | close | 6 | 5.00 | 1.02507 | 0.00000 | 0.00000 | -1307.23 | 8605.64 |
| 13 | 2009.12.15 07:00 | buy | 7 | 4.30 | 1.03361 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.16 10:00 | close | 7 | 4.30 | 1.03986 | 0.00000 | 0.00000 | 2586.61 | 11192.25 |
| 15 | 2009.12.17 11:00 | buy | 8 | 5.60 | 1.04852 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.17 21:00 | close | 8 | 5.60 | 1.04640 | 0.00000 | 0.00000 | -1134.56 | 10057.69 |
| 17 | 2009.12.21 22:00 | buy | 9 | 5.00 | 1.04593 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.22 06:00 | close | 9 | 5.00 | 1.04509 | 0.00000 | 0.00000 | -399.40 | 9658.29 |
| 19 | 2009.12.22 13:00 | buy | 10 | 0.10 | 1.04848 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.23 09:00 | close | 10 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 0.15 | 9658.44 |
| 21 | 2009.12.24 12:00 | sell | 11 | 4.80 | 1.03509 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.24 17:00 | close | 11 | 4.80 | 1.03837 | 0.00000 | 0.00000 | -1516.22 | 8142.22 |
| 23 | 2009.12.28 13:00 | sell | 12 | 4.10 | 1.03372 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.28 21:00 | close | 12 | 4.10 | 1.03509 | 0.00000 | 0.00000 | -542.66 | 7599.56 |
| 25 | 2009.12.29 14:00 | sell | 13 | 0.10 | 1.02896 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.29 18:00 | close | 13 | 0.10 | 1.03662 | 0.00000 | 0.00000 | -73.89 | 7525.67 |
| 27 | 2009.12.30 03:00 | buy | 14 | 0.10 | 1.03875 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.30 10:00 | close | 14 | 0.10 | 1.03767 | 0.00000 | 0.00000 | -10.41 | 7515.26 |
| 29 | 2009.12.30 16:00 | buy | 15 | 0.10 | 1.03931 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.30 20:00 | close | 15 | 0.10 | 1.03630 | 0.00000 | 0.00000 | -29.05 | 7486.21 |
| 31 | 2009.12.31 08:00 | sell | 16 | 0.10 | 1.02923 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.31 17:00 | close | 16 | 0.10 | 1.03358 | 0.00000 | 0.00000 | -42.09 | 7444.12 |