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; m0=""Moving"; m1=""0sma,"; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; ap0=""Applied"; ap1=""0close,"; ap2="","; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; sp0=""How"; sp1="""; Fast_SlowSpreadEntry=0; sp2="""; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; UseTrailingStop=false; TrailingStopType=3; ts2=""Settings"; TrailingStop=40; ts3=""Settings"; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8697.76 | Gross profit | 14448.88 | Gross loss | -23146.65 |
| Profit factor | 0.62 | Expected payoff | -161.07 | ||
| Absolute drawdown | 8967.79 | Maximal drawdown | 13032.46 (92.66%) | Relative drawdown | 92.66% (13032.46) |
| Total trades | 54 | Short positions (won %) | 27 (14.81%) | Long positions (won %) | 27 (29.63%) |
| Profit trades (% of total) | 12 (22.22%) | Loss trades (% of total) | 42 (77.78%) | ||
| Largest | profit trade | 2785.76 | loss trade | -747.82 | |
| Average | profit trade | 1204.07 | loss trade | -551.11 | |
| Maximum | consecutive wins (profit in money) | 3 (4362.09) | consecutive losses (loss in money) | 9 (-5224.74) | |
| Maximal | consecutive profit (count of wins) | 4362.09 (3) | consecutive loss (count of losses) | -5224.74 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | 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 | 0.99981 | 1.00592 | 0.00000 | 1081.13 | 11081.13 |
| 3 | 2009.12.02 15:00 | buy | 2 | 3.00 | 0.99981 | 0.99731 | 0.00000 | ||
| 4 | 2009.12.03 03:00 | close | 2 | 3.00 | 0.99981 | 0.99731 | 0.00000 | 4.46 | 11085.59 |
| 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 | 0.99986 | 1.00231 | 0.00000 | -15.00 | 11070.59 |
| 7 | 2009.12.03 16:00 | buy | 4 | 3.00 | 0.99986 | 0.99736 | 0.00000 | ||
| 8 | 2009.12.04 09:00 | close | 4 | 3.00 | 0.99905 | 0.99736 | 0.00000 | -241.74 | 10828.84 |
| 9 | 2009.12.04 09:00 | sell | 5 | 3.00 | 0.99905 | 1.00155 | 0.00000 | ||
| 10 | 2009.12.04 10:00 | close | 5 | 3.00 | 1.00036 | 1.00155 | 0.00000 | -392.86 | 10435.98 |
| 11 | 2009.12.04 10:00 | buy | 6 | 3.00 | 1.00036 | 0.99786 | 0.00000 | ||
| 12 | 2009.12.04 11:00 | close | 6 | 3.00 | 0.99952 | 0.99786 | 0.00000 | -252.12 | 10183.86 |
| 13 | 2009.12.04 11:00 | sell | 7 | 3.00 | 0.99952 | 1.00202 | 0.00000 | ||
| 14 | 2009.12.04 14:40 | s/l | 7 | 3.00 | 1.00202 | 1.00202 | 0.00000 | -747.82 | 9436.04 |
| 15 | 2009.12.04 15:00 | buy | 8 | 3.00 | 1.00859 | 1.00609 | 0.00000 | ||
| 16 | 2009.12.07 20:00 | close | 8 | 3.00 | 1.01659 | 1.00609 | 0.00000 | 2362.32 | 11798.36 |
| 17 | 2009.12.07 20:00 | sell | 9 | 3.00 | 1.01659 | 1.01909 | 0.00000 | ||
| 18 | 2009.12.07 20:33 | s/l | 9 | 3.00 | 1.01909 | 1.01909 | 0.00000 | -735.76 | 11062.60 |
| 19 | 2009.12.07 20:33 | sell | 10 | 3.00 | 1.01911 | 1.02161 | 0.00000 | ||
| 20 | 2009.12.07 22:00 | close | 10 | 3.00 | 1.02008 | 1.02161 | 0.00000 | -285.27 | 10777.33 |
| 21 | 2009.12.07 22:00 | buy | 11 | 3.00 | 1.02008 | 1.01758 | 0.00000 | ||
| 22 | 2009.12.08 01:00 | close | 11 | 3.00 | 1.01840 | 1.01758 | 0.00000 | -493.40 | 10283.92 |
| 23 | 2009.12.08 01:00 | sell | 12 | 3.00 | 1.01840 | 1.02090 | 0.00000 | ||
| 24 | 2009.12.08 08:50 | s/l | 12 | 3.00 | 1.02090 | 1.02090 | 0.00000 | -734.31 | 9549.61 |
| 25 | 2009.12.08 09:00 | buy | 13 | 3.00 | 1.02116 | 1.01866 | 0.00000 | ||
| 26 | 2009.12.08 09:50 | s/l | 13 | 3.00 | 1.01866 | 1.01866 | 0.00000 | -736.26 | 8813.35 |
| 27 | 2009.12.08 09:50 | buy | 14 | 3.00 | 1.01891 | 1.01641 | 0.00000 | ||
| 28 | 2009.12.08 11:07 | s/l | 14 | 3.00 | 1.01641 | 1.01641 | 0.00000 | -737.89 | 8075.46 |
| 29 | 2009.12.08 12:00 | sell | 15 | 3.00 | 1.01868 | 1.02118 | 0.00000 | ||
| 30 | 2009.12.08 12:45 | s/l | 15 | 3.00 | 1.02118 | 1.02118 | 0.00000 | -734.28 | 7341.18 |
| 31 | 2009.12.08 12:45 | sell | 16 | 3.00 | 1.02116 | 1.02366 | 0.00000 | ||
| 32 | 2009.12.08 13:00 | close | 16 | 3.00 | 1.02165 | 1.02366 | 0.00000 | -143.88 | 7197.30 |
| 33 | 2009.12.08 13:00 | buy | 17 | 3.00 | 1.02165 | 1.01915 | 0.00000 | ||
| 34 | 2009.12.09 10:00 | close | 17 | 3.00 | 1.02446 | 1.01915 | 0.00000 | 824.36 | 8021.66 |
| 35 | 2009.12.09 10:00 | sell | 18 | 3.00 | 1.02446 | 1.02696 | 0.00000 | ||
| 36 | 2009.12.09 15:15 | s/l | 18 | 3.00 | 1.02696 | 1.02696 | 0.00000 | -729.96 | 7291.70 |
| 37 | 2009.12.09 16:00 | buy | 19 | 3.00 | 1.02720 | 1.02470 | 0.00000 | ||
| 38 | 2009.12.09 16:50 | s/l | 19 | 3.00 | 1.02470 | 1.02470 | 0.00000 | -732.32 | 6559.38 |
| 39 | 2009.12.09 16:50 | buy | 20 | 3.00 | 1.02439 | 1.02189 | 0.00000 | ||
| 40 | 2009.12.10 01:00 | close | 20 | 3.00 | 1.02600 | 1.02189 | 0.00000 | 475.21 | 7034.59 |
| 41 | 2009.12.10 01:00 | sell | 21 | 3.00 | 1.02600 | 1.02850 | 0.00000 | ||
| 42 | 2009.12.10 05:00 | close | 21 | 3.00 | 1.02688 | 1.02850 | 0.00000 | -257.09 | 6777.50 |
| 43 | 2009.12.10 05:00 | buy | 22 | 3.00 | 1.02688 | 1.02438 | 0.00000 | ||
| 44 | 2009.12.10 12:00 | close | 22 | 3.00 | 1.02507 | 1.02438 | 0.00000 | -529.72 | 6247.78 |
| 45 | 2009.12.10 12:00 | sell | 23 | 3.00 | 1.02507 | 1.02757 | 0.00000 | ||
| 46 | 2009.12.10 16:20 | s/l | 23 | 3.00 | 1.02757 | 1.02757 | 0.00000 | -729.65 | 5518.13 |
| 47 | 2009.12.10 19:00 | buy | 24 | 3.00 | 1.02708 | 1.02458 | 0.00000 | ||
| 48 | 2009.12.10 23:00 | close | 24 | 3.00 | 1.02585 | 1.02458 | 0.00000 | -359.70 | 5158.43 |
| 49 | 2009.12.10 23:00 | sell | 25 | 3.00 | 1.02585 | 1.02835 | 0.00000 | ||
| 50 | 2009.12.11 06:00 | close | 25 | 3.00 | 1.02661 | 1.02835 | 0.00000 | -224.17 | 4934.26 |
| 51 | 2009.12.11 06:00 | buy | 26 | 3.00 | 1.02661 | 1.02411 | 0.00000 | ||
| 52 | 2009.12.11 07:00 | close | 26 | 3.00 | 1.02557 | 1.02411 | 0.00000 | -304.22 | 4630.04 |
| 53 | 2009.12.11 07:00 | sell | 27 | 3.00 | 1.02557 | 1.02807 | 0.00000 | ||
| 54 | 2009.12.11 08:00 | close | 27 | 3.00 | 1.02693 | 1.02807 | 0.00000 | -397.30 | 4232.74 |
| 55 | 2009.12.11 08:00 | buy | 28 | 3.00 | 1.02693 | 1.02443 | 0.00000 | ||
| 56 | 2009.12.11 10:32 | s/l | 28 | 3.00 | 1.02443 | 1.02443 | 0.00000 | -732.36 | 3500.38 |
| 57 | 2009.12.11 11:00 | sell | 29 | 3.00 | 1.02503 | 1.02753 | 0.00000 | ||
| 58 | 2009.12.11 14:45 | s/l | 29 | 3.00 | 1.02753 | 1.02753 | 0.00000 | -729.91 | 2770.47 |
| 59 | 2009.12.11 15:00 | buy | 30 | 3.00 | 1.02890 | 1.02640 | 0.00000 | ||
| 60 | 2009.12.14 07:00 | close | 30 | 3.00 | 1.03129 | 1.02640 | 0.00000 | 696.74 | 3467.21 |
| 61 | 2009.12.14 07:00 | sell | 31 | 3.00 | 1.03129 | 1.03379 | 0.00000 | ||
| 62 | 2009.12.14 11:50 | s/l | 31 | 3.00 | 1.03379 | 1.03379 | 0.00000 | -725.32 | 2741.89 |
| 63 | 2009.12.14 13:00 | buy | 32 | 3.00 | 1.03360 | 1.03110 | 0.00000 | ||
| 64 | 2009.12.14 17:00 | close | 32 | 3.00 | 1.03145 | 1.03110 | 0.00000 | -625.33 | 2116.56 |
| 65 | 2009.12.14 17:00 | sell | 33 | 3.00 | 1.03145 | 1.03395 | 0.00000 | ||
| 66 | 2009.12.15 04:00 | close | 33 | 3.00 | 1.03277 | 1.03395 | 0.00000 | -385.51 | 1731.05 |
| 67 | 2009.12.15 04:00 | buy | 34 | 3.00 | 1.03277 | 1.03027 | 0.00000 | ||
| 68 | 2009.12.16 11:00 | close | 34 | 3.00 | 1.03948 | 1.03027 | 0.00000 | 1938.03 | 3669.08 |
| 69 | 2009.12.16 11:00 | sell | 35 | 3.00 | 1.03948 | 1.04198 | 0.00000 | ||
| 70 | 2009.12.17 00:00 | close | 35 | 3.00 | 1.03888 | 1.04198 | 0.00000 | 167.02 | 3836.11 |
| 71 | 2009.12.17 00:00 | buy | 36 | 3.00 | 1.03888 | 1.03638 | 0.00000 | ||
| 72 | 2009.12.18 00:00 | close | 36 | 3.00 | 1.04675 | 1.03638 | 0.00000 | 2257.04 | 6093.14 |
| 73 | 2009.12.18 00:00 | sell | 37 | 3.00 | 1.04675 | 1.04925 | 0.00000 | ||
| 74 | 2009.12.18 00:20 | s/l | 37 | 3.00 | 1.04925 | 1.04925 | 0.00000 | -714.44 | 5378.70 |
| 75 | 2009.12.18 00:20 | sell | 38 | 3.00 | 1.04953 | 1.05203 | 0.00000 | ||
| 76 | 2009.12.18 15:00 | close | 38 | 3.00 | 1.04508 | 1.05203 | 0.00000 | 1277.41 | 6656.11 |
| 77 | 2009.12.18 15:00 | buy | 39 | 3.00 | 1.04508 | 1.04258 | 0.00000 | ||
| 78 | 2009.12.18 15:20 | s/l | 39 | 3.00 | 1.04258 | 1.04258 | 0.00000 | -719.37 | 5936.74 |
| 79 | 2009.12.18 15:20 | buy | 40 | 3.00 | 1.04282 | 1.04032 | 0.00000 | ||
| 80 | 2009.12.21 00:00 | close | 40 | 3.00 | 1.04067 | 1.04032 | 0.00000 | -618.30 | 5318.44 |
| 81 | 2009.12.21 00:00 | sell | 41 | 3.00 | 1.04067 | 1.04317 | 0.00000 | ||
| 82 | 2009.12.21 03:20 | s/l | 41 | 3.00 | 1.04317 | 1.04317 | 0.00000 | -718.85 | 4599.59 |
| 83 | 2009.12.21 10:00 | buy | 42 | 3.00 | 1.04653 | 1.04403 | 0.00000 | ||
| 84 | 2009.12.21 11:10 | s/l | 42 | 3.00 | 1.04403 | 1.04403 | 0.00000 | -718.50 | 3881.09 |
| 85 | 2009.12.21 14:00 | sell | 43 | 3.00 | 1.04008 | 1.04258 | 0.00000 | ||
| 86 | 2009.12.21 15:20 | s/l | 43 | 3.00 | 1.04258 | 1.04258 | 0.00000 | -719.28 | 3161.81 |
| 87 | 2009.12.21 17:00 | buy | 44 | 3.00 | 1.04407 | 1.04157 | 0.00000 | ||
| 88 | 2009.12.23 12:00 | close | 44 | 3.00 | 1.04608 | 1.04157 | 0.00000 | 579.41 | 3741.22 |
| 89 | 2009.12.23 12:00 | sell | 45 | 3.00 | 1.04608 | 1.04858 | 0.00000 | ||
| 90 | 2009.12.28 00:00 | close | 45 | 3.00 | 1.03642 | 1.04858 | 0.00000 | 2785.76 | 6526.98 |
| 91 | 2009.12.28 00:00 | buy | 46 | 3.00 | 1.03642 | 1.03392 | 0.00000 | ||
| 92 | 2009.12.28 03:00 | close | 46 | 3.00 | 1.03443 | 1.03392 | 0.00000 | -577.13 | 5949.85 |
| 93 | 2009.12.28 03:00 | sell | 47 | 3.00 | 1.03443 | 1.03693 | 0.00000 | ||
| 94 | 2009.12.28 05:20 | s/l | 47 | 3.00 | 1.03693 | 1.03693 | 0.00000 | -723.08 | 5226.77 |
| 95 | 2009.12.29 00:00 | buy | 48 | 3.00 | 1.03554 | 1.03304 | 0.00000 | ||
| 96 | 2009.12.29 08:26 | s/l | 48 | 3.00 | 1.03304 | 1.03304 | 0.00000 | -726.31 | 4500.46 |
| 97 | 2009.12.29 09:00 | sell | 49 | 3.00 | 1.03098 | 1.03348 | 0.00000 | ||
| 98 | 2009.12.29 17:10 | s/l | 49 | 3.00 | 1.03348 | 1.03348 | 0.00000 | -724.70 | 3775.76 |
| 99 | 2009.12.29 18:00 | buy | 50 | 3.00 | 1.03674 | 1.03424 | 0.00000 | ||
| 100 | 2009.12.30 11:00 | close | 50 | 3.00 | 1.03661 | 1.03424 | 0.00000 | -36.13 | 3739.63 |
| 101 | 2009.12.30 11:00 | sell | 51 | 3.00 | 1.03661 | 1.03911 | 0.00000 | ||
| 102 | 2009.12.30 12:50 | s/l | 51 | 3.00 | 1.03911 | 1.03911 | 0.00000 | -721.68 | 3017.95 |
| 103 | 2009.12.30 13:00 | buy | 52 | 3.00 | 1.03889 | 1.03639 | 0.00000 | ||
| 104 | 2009.12.30 14:16 | s/l | 52 | 3.00 | 1.03639 | 1.03639 | 0.00000 | -723.73 | 2294.22 |
| 105 | 2009.12.30 20:00 | sell | 53 | 3.00 | 1.03630 | 1.03880 | 0.00000 | ||
| 106 | 2009.12.31 16:37 | s/l | 53 | 3.00 | 1.03880 | 1.03880 | 0.00000 | -728.23 | 1565.99 |
| 107 | 2009.12.31 18:00 | buy | 54 | 3.00 | 1.03597 | 1.03347 | 0.00000 | ||
| 108 | 2009.12.31 18:57 | close at stop | 54 | 3.00 | 1.03506 | 1.03347 | 0.00000 | -263.75 | 1302.24 |