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 | MagicNumber=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; 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 | -9511.08 | Gross profit | 3432.34 | Gross loss | -12943.42 |
| Profit factor | 0.27 | Expected payoff | -396.30 | ||
| Absolute drawdown | 9543.13 | Maximal drawdown | 11139.15 (96.06%) | Relative drawdown | 96.06% (11139.15) |
| Total trades | 24 | Short positions (won %) | 14 (7.14%) | Long positions (won %) | 10 (20.00%) |
| Profit trades (% of total) | 3 (12.50%) | Loss trades (% of total) | 21 (87.50%) | ||
| Largest | profit trade | 2084.93 | loss trade | -751.36 | |
| Average | profit trade | 1144.11 | loss trade | -616.35 | |
| Maximum | consecutive wins (profit in money) | 1 (2084.93) | consecutive losses (loss in money) | 10 (-7171.68) | |
| Maximal | consecutive profit (count of wins) | 2084.93 (1) | consecutive loss (count of losses) | -7171.68 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 3.00 | 1.00342 | 1.00592 | 0.00000 | ||
| 2 | 2009.12.02 15:00 | close | 1 | 3.00 | 1.00075 | 1.00592 | 0.00000 | 798.32 | 10798.32 |
| 3 | 2009.12.02 15:00 | buy | 2 | 3.00 | 1.00075 | 0.99825 | 0.00000 | ||
| 4 | 2009.12.03 03:00 | close | 2 | 3.00 | 0.99981 | 0.99825 | 0.00000 | -277.60 | 10520.73 |
| 5 | 2009.12.03 03:00 | sell | 3 | 3.00 | 0.99981 | 1.00231 | 0.00000 | ||
| 6 | 2009.12.03 16:00 | close | 3 | 3.00 | 1.00080 | 1.00231 | 0.00000 | -296.76 | 10223.97 |
| 7 | 2009.12.03 16:00 | buy | 4 | 3.00 | 1.00080 | 0.99830 | 0.00000 | ||
| 8 | 2009.12.03 17:15 | s/l | 4 | 3.00 | 0.99830 | 0.99830 | 0.00000 | -751.36 | 9472.61 |
| 9 | 2009.12.04 09:00 | sell | 5 | 3.00 | 0.99905 | 1.00155 | 0.00000 | ||
| 10 | 2009.12.04 09:50 | s/l | 5 | 3.00 | 1.00155 | 1.00155 | 0.00000 | -748.80 | 8723.81 |
| 11 | 2009.12.04 09:50 | sell | 6 | 3.00 | 1.00042 | 1.00292 | 0.00000 | ||
| 12 | 2009.12.04 10:00 | close | 6 | 3.00 | 1.00130 | 1.00292 | 0.00000 | -263.66 | 8460.15 |
| 13 | 2009.12.04 10:00 | buy | 7 | 3.00 | 1.00130 | 0.99880 | 0.00000 | ||
| 14 | 2009.12.04 11:00 | close | 7 | 3.00 | 0.99952 | 0.99880 | 0.00000 | -534.26 | 7925.89 |
| 15 | 2009.12.04 11:00 | sell | 8 | 3.00 | 0.99952 | 1.00202 | 0.00000 | ||
| 16 | 2009.12.04 14:40 | s/l | 8 | 3.00 | 1.00202 | 1.00202 | 0.00000 | -747.13 | 7178.76 |
| 17 | 2009.12.04 15:00 | buy | 9 | 3.00 | 1.00953 | 1.00703 | 0.00000 | ||
| 18 | 2009.12.07 20:00 | close | 9 | 3.00 | 1.01659 | 1.00703 | 0.00000 | 2084.93 | 9263.68 |
| 19 | 2009.12.07 20:00 | sell | 10 | 3.00 | 1.01659 | 1.01909 | 0.00000 | ||
| 20 | 2009.12.07 20:10 | s/l | 10 | 3.00 | 1.01909 | 1.01909 | 0.00000 | -735.80 | 8527.88 |
| 21 | 2009.12.07 20:10 | sell | 11 | 3.00 | 1.01811 | 1.02061 | 0.00000 | ||
| 22 | 2009.12.07 20:40 | s/l | 11 | 3.00 | 1.02061 | 1.02061 | 0.00000 | -734.70 | 7793.18 |
| 23 | 2009.12.07 20:40 | sell | 12 | 3.00 | 1.01963 | 1.02213 | 0.00000 | ||
| 24 | 2009.12.07 21:50 | s/l | 12 | 3.00 | 1.02213 | 1.02213 | 0.00000 | -733.75 | 7059.43 |
| 25 | 2009.12.07 22:00 | buy | 13 | 3.00 | 1.02102 | 1.01852 | 0.00000 | ||
| 26 | 2009.12.08 00:40 | s/l | 13 | 3.00 | 1.01852 | 1.01852 | 0.00000 | -735.02 | 6324.41 |
| 27 | 2009.12.08 01:00 | sell | 14 | 3.00 | 1.01840 | 1.02090 | 0.00000 | ||
| 28 | 2009.12.08 01:16 | s/l | 14 | 3.00 | 1.02090 | 1.02090 | 0.00000 | -734.55 | 5589.86 |
| 29 | 2009.12.08 01:16 | sell | 15 | 3.00 | 1.01984 | 1.02234 | 0.00000 | ||
| 30 | 2009.12.08 09:00 | close | 15 | 3.00 | 1.02210 | 1.02234 | 0.00000 | -663.34 | 4926.52 |
| 31 | 2009.12.08 09:00 | buy | 16 | 3.00 | 1.02210 | 1.01960 | 0.00000 | ||
| 32 | 2009.12.08 09:26 | s/l | 16 | 3.00 | 1.01960 | 1.01960 | 0.00000 | -735.70 | 4190.82 |
| 33 | 2009.12.08 09:26 | buy | 17 | 3.00 | 1.02063 | 1.01813 | 0.00000 | ||
| 34 | 2009.12.08 10:45 | s/l | 17 | 3.00 | 1.01813 | 1.01813 | 0.00000 | -736.89 | 3453.93 |
| 35 | 2009.12.08 12:00 | sell | 18 | 3.00 | 1.01868 | 1.02118 | 0.00000 | ||
| 36 | 2009.12.08 12:16 | s/l | 18 | 3.00 | 1.02118 | 1.02118 | 0.00000 | -734.11 | 2719.82 |
| 37 | 2009.12.08 12:16 | sell | 19 | 3.00 | 1.02045 | 1.02295 | 0.00000 | ||
| 38 | 2009.12.08 13:00 | close | 19 | 3.00 | 1.02259 | 1.02295 | 0.00000 | -627.82 | 2092.00 |
| 39 | 2009.12.08 13:00 | buy | 20 | 3.00 | 1.02259 | 1.02009 | 0.00000 | ||
| 40 | 2009.12.09 10:00 | close | 20 | 3.00 | 1.02446 | 1.02009 | 0.00000 | 549.10 | 2641.09 |
| 41 | 2009.12.09 10:00 | sell | 21 | 3.00 | 1.02446 | 1.02696 | 0.00000 | ||
| 42 | 2009.12.09 13:45 | s/l | 21 | 3.00 | 1.02696 | 1.02696 | 0.00000 | -730.23 | 1910.86 |
| 43 | 2009.12.09 16:00 | buy | 22 | 3.00 | 1.02814 | 1.02564 | 0.00000 | ||
| 44 | 2009.12.09 16:20 | s/l | 22 | 3.00 | 1.02564 | 1.02564 | 0.00000 | -731.44 | 1179.42 |
| 45 | 2009.12.09 16:20 | buy | 23 | 3.00 | 1.02656 | 1.02406 | 0.00000 | ||
| 46 | 2009.12.10 01:00 | close | 23 | 3.00 | 1.02600 | 1.02406 | 0.00000 | -159.29 | 1020.14 |
| 47 | 2009.12.10 01:00 | sell | 24 | 3.00 | 1.02600 | 1.02850 | 0.00000 | ||
| 48 | 2009.12.10 05:00 | close | 24 | 3.00 | 1.02782 | 1.02850 | 0.00000 | -531.22 | 488.92 |