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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -612.85 | Gross profit | 1201.94 | Gross loss | -1814.79 |
| Profit factor | 0.66 | Expected payoff | -55.71 | ||
| Absolute drawdown | 2066.60 | Maximal drawdown | 3307.90 (29.43%) | Relative drawdown | 29.43% (3307.90) |
| Total trades | 11 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
| Largest | profit trade | 229.60 | loss trade | -1814.79 | |
| Average | profit trade | 120.19 | loss trade | -1814.79 | |
| Maximum | consecutive wins (profit in money) | 10 (1201.94) | consecutive losses (loss in money) | 1 (-1814.79) | |
| Maximal | consecutive profit (count of wins) | 1201.94 (10) | consecutive loss (count of losses) | -1814.79 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 1.00 | 1.00342 | 0.00000 | 0.99342 | ||
| 2 | 2009.12.01 09:03 | modify | 1 | 1.00 | 1.00342 | 1.00313 | 0.99342 | ||
| 3 | 2009.12.01 09:10 | modify | 1 | 1.00 | 1.00342 | 1.00251 | 0.99342 | ||
| 4 | 2009.12.01 09:16 | modify | 1 | 1.00 | 1.00342 | 1.00169 | 0.99342 | ||
| 5 | 2009.12.01 09:20 | s/l | 1 | 1.00 | 1.00169 | 1.00169 | 0.99342 | 172.71 | 10172.71 |
| 6 | 2009.12.01 09:20 | sell | 2 | 1.00 | 1.00157 | 0.00000 | 0.99157 | ||
| 7 | 2009.12.01 09:45 | modify | 2 | 1.00 | 1.00157 | 1.00141 | 0.99157 | ||
| 8 | 2009.12.01 09:50 | modify | 2 | 1.00 | 1.00157 | 1.00058 | 0.99157 | ||
| 9 | 2009.12.01 09:52 | s/l | 2 | 1.00 | 1.00058 | 1.00058 | 0.99157 | 98.94 | 10271.65 |
| 10 | 2009.12.01 09:52 | sell | 3 | 1.00 | 1.00047 | 0.00000 | 0.99047 | ||
| 11 | 2009.12.01 10:20 | modify | 3 | 1.00 | 1.00047 | 1.00008 | 0.99047 | ||
| 12 | 2009.12.01 10:27 | s/l | 3 | 1.00 | 1.00008 | 1.00008 | 0.99047 | 39.00 | 10310.65 |
| 13 | 2009.12.02 15:00 | buy | 4 | 1.00 | 0.99969 | 0.00000 | 1.00969 | ||
| 14 | 2009.12.02 15:02 | modify | 4 | 1.00 | 0.99969 | 1.00001 | 1.00969 | ||
| 15 | 2009.12.02 15:07 | modify | 4 | 1.00 | 0.99969 | 1.00015 | 1.00969 | ||
| 16 | 2009.12.02 15:10 | s/l | 4 | 1.00 | 1.00015 | 1.00015 | 1.00969 | 46.00 | 10356.65 |
| 17 | 2009.12.02 15:10 | buy | 5 | 1.00 | 1.00012 | 0.00000 | 1.01012 | ||
| 18 | 2009.12.02 17:10 | modify | 5 | 1.00 | 1.00012 | 1.00024 | 1.01012 | ||
| 19 | 2009.12.02 17:15 | modify | 5 | 1.00 | 1.00012 | 1.00107 | 1.01012 | ||
| 20 | 2009.12.02 17:20 | modify | 5 | 1.00 | 1.00012 | 1.00190 | 1.01012 | ||
| 21 | 2009.12.02 17:22 | s/l | 5 | 1.00 | 1.00190 | 1.00190 | 1.01012 | 177.69 | 10534.34 |
| 22 | 2009.12.03 03:00 | sell | 6 | 1.00 | 0.99981 | 0.00000 | 0.98981 | ||
| 23 | 2009.12.03 03:45 | modify | 6 | 1.00 | 0.99981 | 0.99981 | 0.98981 | ||
| 24 | 2009.12.03 03:50 | modify | 6 | 1.00 | 0.99981 | 0.99950 | 0.98981 | ||
| 25 | 2009.12.03 04:20 | modify | 6 | 1.00 | 0.99981 | 0.99943 | 0.98981 | ||
| 26 | 2009.12.03 05:02 | modify | 6 | 1.00 | 0.99981 | 0.99932 | 0.98981 | ||
| 27 | 2009.12.03 05:07 | modify | 6 | 1.00 | 0.99981 | 0.99925 | 0.98981 | ||
| 28 | 2009.12.03 05:15 | s/l | 6 | 1.00 | 0.99925 | 0.99925 | 0.98981 | 56.03 | 10590.37 |
| 29 | 2009.12.03 18:00 | buy | 7 | 1.00 | 0.99965 | 0.00000 | 1.00965 | ||
| 30 | 2009.12.03 22:20 | modify | 7 | 1.00 | 0.99965 | 0.99977 | 1.00965 | ||
| 31 | 2009.12.03 22:35 | modify | 7 | 1.00 | 0.99965 | 0.99978 | 1.00965 | ||
| 32 | 2009.12.03 22:40 | modify | 7 | 1.00 | 0.99965 | 1.00021 | 1.00965 | ||
| 33 | 2009.12.03 22:45 | modify | 7 | 1.00 | 0.99965 | 1.00065 | 1.00965 | ||
| 34 | 2009.12.03 22:50 | modify | 7 | 1.00 | 0.99965 | 1.00108 | 1.00965 | ||
| 35 | 2009.12.03 22:57 | s/l | 7 | 1.00 | 1.00108 | 1.00108 | 1.00965 | 142.87 | 10733.24 |
| 36 | 2009.12.04 11:00 | sell | 8 | 1.00 | 0.99952 | 0.00000 | 0.98952 | ||
| 37 | 2009.12.04 13:20 | modify | 8 | 1.00 | 0.99952 | 0.99940 | 0.98952 | ||
| 38 | 2009.12.04 13:27 | s/l | 8 | 1.00 | 0.99940 | 0.99940 | 0.98952 | 12.00 | 10745.24 |
| 39 | 2009.12.04 15:00 | buy | 9 | 1.00 | 1.00847 | 0.00000 | 1.01847 | ||
| 40 | 2009.12.04 15:10 | modify | 9 | 1.00 | 1.00847 | 1.00856 | 1.01847 | ||
| 41 | 2009.12.04 15:15 | modify | 9 | 1.00 | 1.00847 | 1.00968 | 1.01847 | ||
| 42 | 2009.12.04 15:20 | modify | 9 | 1.00 | 1.00847 | 1.01079 | 1.01847 | ||
| 43 | 2009.12.04 15:22 | s/l | 9 | 1.00 | 1.01079 | 1.01079 | 1.01847 | 229.60 | 10974.84 |
| 44 | 2009.12.04 15:22 | buy | 10 | 1.00 | 1.01058 | 0.00000 | 1.02058 | ||
| 45 | 2009.12.04 16:40 | modify | 10 | 1.00 | 1.01058 | 1.01133 | 1.02058 | ||
| 46 | 2009.12.04 16:45 | modify | 10 | 1.00 | 1.01058 | 1.01210 | 1.02058 | ||
| 47 | 2009.12.04 16:50 | modify | 10 | 1.00 | 1.01058 | 1.01288 | 1.02058 | ||
| 48 | 2009.12.04 16:52 | s/l | 10 | 1.00 | 1.01288 | 1.01288 | 1.02058 | 227.10 | 11201.94 |
| 49 | 2009.12.07 20:00 | sell | 11 | 1.00 | 1.01659 | 0.00000 | 1.00659 | ||
| 50 | 2009.12.31 18:57 | close at stop | 11 | 1.00 | 1.03519 | 0.00000 | 1.00659 | -1814.79 | 9387.15 |