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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=0; FastMA_Period=2; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=5; SlowMA_Shift=0; SlowMA_AppliedPrice=0; BreakOutLevel=45; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9223.85 | Gross profit | 3438.84 | Gross loss | -12662.69 |
| Profit factor | 0.27 | Expected payoff | -384.33 | ||
| Absolute drawdown | 9223.86 | Maximal drawdown | 9223.86 (92.24%) | Relative drawdown | 92.24% (9223.86) |
| Total trades | 24 | Short positions (won %) | 15 (0.00%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 3 (12.50%) | Loss trades (% of total) | 21 (87.50%) | ||
| Largest | profit trade | 1588.13 | loss trade | -751.36 | |
| Average | profit trade | 1146.28 | loss trade | -602.99 | |
| Maximum | consecutive wins (profit in money) | 1 (1588.13) | consecutive losses (loss in money) | 6 (-3824.06) | |
| Maximal | consecutive profit (count of wins) | 1588.13 (1) | consecutive loss (count of losses) | -3824.06 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 11:00 | sell stop | 1 | 3.00 | 1.00009 | 1.00259 | 0.00000 | ||
| 2 | 2009.12.01 11:15 | sell | 1 | 3.00 | 1.00009 | 1.00259 | 0.00000 | ||
| 3 | 2009.12.01 12:20 | s/l | 1 | 3.00 | 1.00259 | 1.00259 | 0.00000 | -748.03 | 9251.97 |
| 4 | 2009.12.01 12:20 | sell stop | 2 | 3.00 | 1.00099 | 1.00349 | 0.00000 | ||
| 5 | 2009.12.01 12:27 | sell | 2 | 3.00 | 1.00099 | 1.00349 | 0.00000 | ||
| 6 | 2009.12.01 14:00 | close | 2 | 3.00 | 1.00232 | 1.00349 | 0.00000 | -398.08 | 8853.89 |
| 7 | 2009.12.01 14:00 | buy stop | 3 | 3.00 | 1.00277 | 1.00027 | 0.00000 | ||
| 8 | 2009.12.01 16:00 | delete | 3 | 3.00 | 1.00277 | 1.00027 | 0.00000 | ||
| 9 | 2009.12.01 16:00 | sell stop | 4 | 3.00 | 0.99937 | 1.00187 | 0.00000 | ||
| 10 | 2009.12.01 16:20 | sell | 4 | 3.00 | 0.99937 | 1.00187 | 0.00000 | ||
| 11 | 2009.12.01 22:00 | close | 4 | 3.00 | 1.00045 | 1.00187 | 0.00000 | -323.85 | 8530.04 |
| 12 | 2009.12.02 11:00 | sell stop | 5 | 3.00 | 0.99797 | 1.00047 | 0.00000 | ||
| 13 | 2009.12.02 11:02 | sell | 5 | 3.00 | 0.99797 | 1.00047 | 0.00000 | ||
| 14 | 2009.12.02 12:20 | s/l | 5 | 3.00 | 1.00047 | 1.00047 | 0.00000 | -749.61 | 7780.43 |
| 15 | 2009.12.02 12:20 | sell stop | 6 | 3.00 | 0.99888 | 1.00138 | 0.00000 | ||
| 16 | 2009.12.02 12:27 | sell | 6 | 3.00 | 0.99888 | 1.00138 | 0.00000 | ||
| 17 | 2009.12.02 14:00 | close | 6 | 3.00 | 1.00002 | 1.00138 | 0.00000 | -341.99 | 7438.44 |
| 18 | 2009.12.02 14:00 | buy stop | 7 | 3.00 | 1.00047 | 0.99797 | 0.00000 | ||
| 19 | 2009.12.02 14:33 | buy | 7 | 3.00 | 1.00047 | 0.99797 | 0.00000 | ||
| 20 | 2009.12.02 23:00 | close | 7 | 3.00 | 1.00186 | 0.99797 | 0.00000 | 416.23 | 7854.67 |
| 21 | 2009.12.03 11:00 | sell stop | 8 | 3.00 | 0.99689 | 0.99939 | 0.00000 | ||
| 22 | 2009.12.03 11:20 | sell | 8 | 3.00 | 0.99689 | 0.99939 | 0.00000 | ||
| 23 | 2009.12.03 14:45 | s/l | 8 | 3.00 | 0.99939 | 0.99939 | 0.00000 | -749.97 | 7104.70 |
| 24 | 2009.12.03 14:45 | sell stop | 9 | 3.00 | 0.99840 | 1.00090 | 0.00000 | ||
| 25 | 2009.12.03 15:00 | delete | 9 | 3.00 | 0.99840 | 1.00090 | 0.00000 | ||
| 26 | 2009.12.03 15:00 | buy stop | 10 | 3.00 | 1.00085 | 0.99835 | 0.00000 | ||
| 27 | 2009.12.03 15:15 | buy | 10 | 3.00 | 1.00085 | 0.99835 | 0.00000 | ||
| 28 | 2009.12.03 17:15 | s/l | 10 | 3.00 | 0.99835 | 0.99835 | 0.00000 | -751.36 | 6353.34 |
| 29 | 2009.12.04 11:00 | sell stop | 11 | 3.00 | 0.99907 | 1.00157 | 0.00000 | ||
| 30 | 2009.12.04 12:00 | delete | 11 | 3.00 | 0.99907 | 1.00157 | 0.00000 | ||
| 31 | 2009.12.04 12:00 | buy stop | 12 | 3.00 | 1.00165 | 0.99915 | 0.00000 | ||
| 32 | 2009.12.04 14:00 | delete | 12 | 3.00 | 1.00165 | 0.99915 | 0.00000 | ||
| 33 | 2009.12.04 14:00 | sell stop | 13 | 3.00 | 0.99882 | 1.00132 | 0.00000 | ||
| 34 | 2009.12.04 14:26 | sell | 13 | 3.00 | 0.99882 | 1.00132 | 0.00000 | ||
| 35 | 2009.12.04 14:40 | s/l | 13 | 3.00 | 1.00132 | 1.00132 | 0.00000 | -747.12 | 5606.22 |
| 36 | 2009.12.04 14:40 | sell stop | 14 | 3.00 | 1.00221 | 1.00471 | 0.00000 | ||
| 37 | 2009.12.04 14:42 | sell | 14 | 3.00 | 1.00221 | 1.00471 | 0.00000 | ||
| 38 | 2009.12.04 14:45 | s/l | 14 | 3.00 | 1.00471 | 1.00471 | 0.00000 | -744.52 | 4861.70 |
| 39 | 2009.12.04 14:45 | sell stop | 15 | 3.00 | 1.00572 | 1.00822 | 0.00000 | ||
| 40 | 2009.12.04 14:47 | sell | 15 | 3.00 | 1.00572 | 1.00822 | 0.00000 | ||
| 41 | 2009.12.04 14:50 | s/l | 15 | 3.00 | 1.00822 | 1.00822 | 0.00000 | -741.94 | 4119.76 |
| 42 | 2009.12.04 14:50 | sell stop | 16 | 3.00 | 1.00923 | 1.01173 | 0.00000 | ||
| 43 | 2009.12.04 14:52 | sell | 16 | 3.00 | 1.00923 | 1.01173 | 0.00000 | ||
| 44 | 2009.12.04 15:00 | close | 16 | 3.00 | 1.00953 | 1.01173 | 0.00000 | -89.15 | 4030.61 |
| 45 | 2009.12.04 15:00 | buy stop | 17 | 3.00 | 1.00998 | 1.00748 | 0.00000 | ||
| 46 | 2009.12.04 15:10 | buy | 17 | 3.00 | 1.00998 | 1.00748 | 0.00000 | ||
| 47 | 2009.12.07 00:00 | close | 17 | 3.00 | 1.01535 | 1.00748 | 0.00000 | 1588.13 | 5618.73 |
| 48 | 2009.12.07 11:00 | buy stop | 18 | 3.00 | 1.02262 | 1.02012 | 0.00000 | ||
| 49 | 2009.12.07 11:02 | buy | 18 | 3.00 | 1.02262 | 1.02012 | 0.00000 | ||
| 50 | 2009.12.07 11:20 | s/l | 18 | 3.00 | 1.02012 | 1.02012 | 0.00000 | -735.28 | 4883.45 |
| 51 | 2009.12.07 11:20 | buy stop | 19 | 3.00 | 1.02166 | 1.01916 | 0.00000 | ||
| 52 | 2009.12.07 11:27 | buy | 19 | 3.00 | 1.02166 | 1.01916 | 0.00000 | ||
| 53 | 2009.12.07 11:40 | s/l | 19 | 3.00 | 1.01916 | 1.01916 | 0.00000 | -735.97 | 4147.48 |
| 54 | 2009.12.07 11:40 | buy stop | 20 | 3.00 | 1.02071 | 1.01821 | 0.00000 | ||
| 55 | 2009.12.07 11:43 | buy | 20 | 3.00 | 1.02071 | 1.01821 | 0.00000 | ||
| 56 | 2009.12.07 16:00 | close | 20 | 3.00 | 1.02063 | 1.01821 | 0.00000 | -23.51 | 4123.97 |
| 57 | 2009.12.07 16:00 | sell stop | 21 | 3.00 | 1.02018 | 1.02268 | 0.00000 | ||
| 58 | 2009.12.07 16:20 | sell | 21 | 3.00 | 1.02018 | 1.02268 | 0.00000 | ||
| 59 | 2009.12.07 18:20 | s/l | 21 | 3.00 | 1.02268 | 1.02268 | 0.00000 | -733.36 | 3390.61 |
| 60 | 2009.12.08 11:00 | sell stop | 22 | 3.00 | 1.01721 | 1.01971 | 0.00000 | ||
| 61 | 2009.12.08 11:02 | sell | 22 | 3.00 | 1.01721 | 1.01971 | 0.00000 | ||
| 62 | 2009.12.08 11:40 | s/l | 22 | 3.00 | 1.01971 | 1.01971 | 0.00000 | -735.33 | 2655.28 |
| 63 | 2009.12.08 11:40 | sell stop | 23 | 3.00 | 1.01832 | 1.02082 | 0.00000 | ||
| 64 | 2009.12.08 13:00 | delete | 23 | 3.00 | 1.01832 | 1.02082 | 0.00000 | ||
| 65 | 2009.12.08 13:00 | buy stop | 24 | 3.00 | 1.02304 | 1.02054 | 0.00000 | ||
| 66 | 2009.12.08 13:02 | buy | 24 | 3.00 | 1.02304 | 1.02054 | 0.00000 | ||
| 67 | 2009.12.08 13:20 | s/l | 24 | 3.00 | 1.02054 | 1.02054 | 0.00000 | -735.08 | 1920.20 |
| 68 | 2009.12.08 13:20 | buy stop | 25 | 3.00 | 1.02194 | 1.01944 | 0.00000 | ||
| 69 | 2009.12.08 13:27 | buy | 25 | 3.00 | 1.02194 | 1.01944 | 0.00000 | ||
| 70 | 2009.12.08 23:00 | close | 25 | 3.00 | 1.02685 | 1.01944 | 0.00000 | 1434.48 | 3354.68 |
| 71 | 2009.12.09 11:00 | sell stop | 26 | 3.00 | 1.02338 | 1.02588 | 0.00000 | ||
| 72 | 2009.12.09 11:15 | sell | 26 | 3.00 | 1.02338 | 1.02588 | 0.00000 | ||
| 73 | 2009.12.09 13:20 | s/l | 26 | 3.00 | 1.02588 | 1.02588 | 0.00000 | -730.81 | 2623.87 |
| 74 | 2009.12.09 13:20 | sell stop | 27 | 3.00 | 1.02462 | 1.02712 | 0.00000 | ||
| 75 | 2009.12.09 13:27 | sell | 27 | 3.00 | 1.02462 | 1.02712 | 0.00000 | ||
| 76 | 2009.12.09 13:50 | s/l | 27 | 3.00 | 1.02712 | 1.02712 | 0.00000 | -729.90 | 1893.97 |
| 77 | 2009.12.09 13:50 | sell stop | 28 | 3.00 | 1.02590 | 1.02840 | 0.00000 | ||
| 78 | 2009.12.09 13:57 | sell | 28 | 3.00 | 1.02590 | 1.02840 | 0.00000 | ||
| 79 | 2009.12.09 14:00 | close | 28 | 3.00 | 1.02722 | 1.02840 | 0.00000 | -385.51 | 1508.46 |
| 80 | 2009.12.09 14:00 | buy stop | 29 | 3.00 | 1.02767 | 1.02517 | 0.00000 | ||
| 81 | 2009.12.09 15:10 | buy | 29 | 3.00 | 1.02767 | 1.02517 | 0.00000 | ||
| 82 | 2009.12.09 16:50 | s/l | 29 | 3.00 | 1.02517 | 1.02517 | 0.00000 | -732.32 | 776.14 |