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 | TakeProfit=130; StopLoss=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=0; MagicNumber=12345; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -311.98 | Gross profit | 2147.55 | Gross loss | -2459.53 |
| Profit factor | 0.87 | Expected payoff | -5.29 | ||
| Absolute drawdown | 808.70 | Maximal drawdown | 808.70 (8.09%) | Relative drawdown | 8.09% (808.70) |
| Total trades | 59 | Short positions (won %) | 31 (32.26%) | Long positions (won %) | 28 (25.00%) |
| Profit trades (% of total) | 17 (28.81%) | Loss trades (% of total) | 42 (71.19%) | ||
| Largest | profit trade | 130.30 | loss trade | -60.00 | |
| Average | profit trade | 126.33 | loss trade | -58.56 | |
| Maximum | consecutive wins (profit in money) | 2 (252.12) | consecutive losses (loss in money) | 11 (-656.11) | |
| Maximal | consecutive profit (count of wins) | 252.12 (2) | consecutive loss (count of losses) | -656.11 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 1.00 | 1.00324 | 1.00384 | 1.00194 | ||
| 2 | 2009.12.01 01:20 | s/l | 1 | 1.00 | 1.00384 | 1.00384 | 1.00194 | -59.76 | 9940.24 |
| 3 | 2009.12.01 01:45 | buy | 2 | 1.00 | 1.00460 | 1.00400 | 1.00590 | ||
| 4 | 2009.12.01 02:20 | s/l | 2 | 1.00 | 1.00400 | 1.00400 | 1.00590 | -59.76 | 9880.48 |
| 5 | 2009.12.01 02:20 | sell | 3 | 1.00 | 1.00392 | 1.00452 | 1.00262 | ||
| 6 | 2009.12.01 02:32 | s/l | 3 | 1.00 | 1.00452 | 1.00452 | 1.00262 | -59.69 | 9820.79 |
| 7 | 2009.12.01 02:50 | sell | 4 | 1.00 | 1.00421 | 1.00481 | 1.00291 | ||
| 8 | 2009.12.01 03:10 | s/l | 4 | 1.00 | 1.00481 | 1.00481 | 1.00291 | -59.70 | 9761.09 |
| 9 | 2009.12.01 04:50 | sell | 5 | 1.00 | 1.00366 | 1.00426 | 1.00236 | ||
| 10 | 2009.12.01 04:57 | s/l | 5 | 1.00 | 1.00426 | 1.00426 | 1.00236 | -59.74 | 9701.35 |
| 11 | 2009.12.01 05:00 | sell | 6 | 1.00 | 1.00411 | 1.00471 | 1.00281 | ||
| 12 | 2009.12.01 05:15 | s/l | 6 | 1.00 | 1.00471 | 1.00471 | 1.00281 | -59.71 | 9641.64 |
| 13 | 2009.12.01 05:32 | sell | 7 | 1.00 | 1.00400 | 1.00460 | 1.00270 | ||
| 14 | 2009.12.01 05:45 | s/l | 7 | 1.00 | 1.00460 | 1.00460 | 1.00270 | -59.72 | 9581.92 |
| 15 | 2009.12.01 08:10 | sell | 8 | 1.00 | 1.00286 | 1.00346 | 1.00156 | ||
| 16 | 2009.12.01 08:45 | s/l | 8 | 1.00 | 1.00346 | 1.00346 | 1.00156 | -59.78 | 9522.14 |
| 17 | 2009.12.02 18:20 | buy | 9 | 1.00 | 1.00274 | 1.00214 | 1.00404 | ||
| 18 | 2009.12.02 18:27 | s/l | 9 | 1.00 | 1.00214 | 1.00214 | 1.00404 | -59.90 | 9462.24 |
| 19 | 2009.12.02 18:30 | buy | 10 | 1.00 | 1.00225 | 1.00165 | 1.00355 | ||
| 20 | 2009.12.02 18:50 | s/l | 10 | 1.00 | 1.00165 | 1.00165 | 1.00355 | -59.90 | 9402.34 |
| 21 | 2009.12.02 18:50 | buy | 11 | 1.00 | 1.00178 | 1.00118 | 1.00308 | ||
| 22 | 2009.12.03 00:15 | s/l | 11 | 1.00 | 1.00118 | 1.00118 | 1.00308 | -58.45 | 9343.89 |
| 23 | 2009.12.03 02:00 | sell | 12 | 1.00 | 0.99953 | 1.00013 | 0.99823 | ||
| 24 | 2009.12.03 07:45 | t/p | 12 | 1.00 | 0.99823 | 1.00013 | 0.99823 | 130.25 | 9474.14 |
| 25 | 2009.12.03 22:40 | buy | 13 | 1.00 | 1.00074 | 1.00014 | 1.00204 | ||
| 26 | 2009.12.04 00:20 | s/l | 13 | 1.00 | 1.00014 | 1.00014 | 1.00204 | -59.52 | 9414.62 |
| 27 | 2009.12.04 13:40 | sell | 14 | 1.00 | 0.99919 | 0.99979 | 0.99789 | ||
| 28 | 2009.12.04 14:03 | s/l | 14 | 1.00 | 0.99979 | 0.99979 | 0.99789 | -60.00 | 9354.62 |
| 29 | 2009.12.04 14:13 | sell | 15 | 1.00 | 0.99939 | 0.99999 | 0.99809 | ||
| 30 | 2009.12.04 14:30 | t/p | 15 | 1.00 | 0.99809 | 0.99999 | 0.99809 | 130.30 | 9484.92 |
| 31 | 2009.12.04 14:40 | buy | 16 | 1.00 | 1.00279 | 1.00219 | 1.00409 | ||
| 32 | 2009.12.04 14:42 | s/l | 16 | 1.00 | 1.00219 | 1.00219 | 1.00409 | -59.91 | 9425.01 |
| 33 | 2009.12.04 14:42 | buy | 17 | 1.00 | 1.00162 | 1.00102 | 1.00292 | ||
| 34 | 2009.12.04 14:45 | t/p | 17 | 1.00 | 1.00292 | 1.00102 | 1.00292 | 129.20 | 9554.21 |
| 35 | 2009.12.04 14:45 | buy | 18 | 1.00 | 1.00630 | 1.00570 | 1.00760 | ||
| 36 | 2009.12.04 14:47 | s/l | 18 | 1.00 | 1.00570 | 1.00570 | 1.00760 | -59.70 | 9494.51 |
| 37 | 2009.12.04 14:47 | buy | 19 | 1.00 | 1.00513 | 1.00453 | 1.00643 | ||
| 38 | 2009.12.04 14:50 | t/p | 19 | 1.00 | 1.00643 | 1.00453 | 1.00643 | 128.76 | 9623.27 |
| 39 | 2009.12.04 14:50 | buy | 20 | 1.00 | 1.00981 | 1.00921 | 1.01111 | ||
| 40 | 2009.12.04 14:52 | s/l | 20 | 1.00 | 1.00921 | 1.00921 | 1.01111 | -59.56 | 9563.71 |
| 41 | 2009.12.04 14:52 | buy | 21 | 1.00 | 1.00747 | 1.00687 | 1.00877 | ||
| 42 | 2009.12.04 14:57 | s/l | 21 | 1.00 | 1.00687 | 1.00687 | 1.00877 | -59.70 | 9504.01 |
| 43 | 2009.12.04 14:57 | buy | 22 | 1.00 | 1.00513 | 1.00453 | 1.00643 | ||
| 44 | 2009.12.04 14:59 | t/p | 22 | 1.00 | 1.00643 | 1.00453 | 1.00643 | 128.92 | 9632.93 |
| 45 | 2009.12.04 14:59 | buy | 23 | 1.00 | 1.00848 | 1.00788 | 1.00978 | ||
| 46 | 2009.12.04 15:02 | s/l | 23 | 1.00 | 1.00788 | 1.00788 | 1.00978 | -59.56 | 9573.37 |
| 47 | 2009.12.10 15:32 | sell | 24 | 1.00 | 1.02395 | 1.02455 | 1.02265 | ||
| 48 | 2009.12.10 15:45 | s/l | 24 | 1.00 | 1.02455 | 1.02455 | 1.02265 | -58.55 | 9514.82 |
| 49 | 2009.12.10 16:00 | sell | 25 | 1.00 | 1.02488 | 1.02548 | 1.02358 | ||
| 50 | 2009.12.10 16:10 | s/l | 25 | 1.00 | 1.02548 | 1.02548 | 1.02358 | -58.47 | 9456.35 |
| 51 | 2009.12.11 10:30 | sell | 26 | 1.00 | 1.02478 | 1.02538 | 1.02348 | ||
| 52 | 2009.12.11 14:40 | s/l | 26 | 1.00 | 1.02538 | 1.02538 | 1.02348 | -58.48 | 9397.87 |
| 53 | 2009.12.11 15:00 | buy | 27 | 1.00 | 1.02878 | 1.02818 | 1.03008 | ||
| 54 | 2009.12.11 15:03 | s/l | 27 | 1.00 | 1.02818 | 1.02818 | 1.03008 | -58.36 | 9339.51 |
| 55 | 2009.12.11 15:03 | buy | 28 | 1.00 | 1.02827 | 1.02767 | 1.02957 | ||
| 56 | 2009.12.11 15:20 | t/p | 28 | 1.00 | 1.02957 | 1.02767 | 1.02957 | 126.17 | 9465.68 |
| 57 | 2009.12.11 15:20 | buy | 29 | 1.00 | 1.03050 | 1.02990 | 1.03180 | ||
| 58 | 2009.12.11 15:40 | t/p | 29 | 1.00 | 1.03180 | 1.02990 | 1.03180 | 125.95 | 9591.63 |
| 59 | 2009.12.16 16:07 | sell | 30 | 1.00 | 1.03564 | 1.03624 | 1.03434 | ||
| 60 | 2009.12.16 16:10 | s/l | 30 | 1.00 | 1.03624 | 1.03624 | 1.03434 | -57.90 | 9533.73 |
| 61 | 2009.12.16 16:30 | sell | 31 | 1.00 | 1.03678 | 1.03738 | 1.03548 | ||
| 62 | 2009.12.16 17:15 | t/p | 31 | 1.00 | 1.03548 | 1.03738 | 1.03548 | 125.59 | 9659.32 |
| 63 | 2009.12.16 20:30 | buy | 32 | 1.00 | 1.04006 | 1.03946 | 1.04136 | ||
| 64 | 2009.12.16 20:45 | s/l | 32 | 1.00 | 1.03946 | 1.03946 | 1.04136 | -57.72 | 9601.60 |
| 65 | 2009.12.16 20:45 | buy | 33 | 1.00 | 1.03947 | 1.03887 | 1.04077 | ||
| 66 | 2009.12.16 20:50 | s/l | 33 | 1.00 | 1.03887 | 1.03887 | 1.04077 | -57.77 | 9543.83 |
| 67 | 2009.12.16 20:57 | buy | 34 | 1.00 | 1.03947 | 1.03887 | 1.04077 | ||
| 68 | 2009.12.16 21:20 | s/l | 34 | 1.00 | 1.03887 | 1.03887 | 1.04077 | -57.79 | 9486.04 |
| 69 | 2009.12.18 03:05 | sell | 35 | 1.00 | 1.04114 | 1.04174 | 1.03984 | ||
| 70 | 2009.12.18 03:07 | s/l | 35 | 1.00 | 1.04174 | 1.04174 | 1.03984 | -57.59 | 9428.45 |
| 71 | 2009.12.18 03:10 | sell | 36 | 1.00 | 1.04058 | 1.04118 | 1.03928 | ||
| 72 | 2009.12.18 03:20 | t/p | 36 | 1.00 | 1.03928 | 1.04118 | 1.03928 | 125.15 | 9553.60 |
| 73 | 2009.12.18 03:20 | sell | 37 | 1.00 | 1.03862 | 1.03922 | 1.03732 | ||
| 74 | 2009.12.18 03:22 | s/l | 37 | 1.00 | 1.03922 | 1.03922 | 1.03732 | -57.73 | 9495.87 |
| 75 | 2009.12.18 03:22 | sell | 38 | 1.00 | 1.03918 | 1.03978 | 1.03788 | ||
| 76 | 2009.12.18 03:27 | s/l | 38 | 1.00 | 1.03978 | 1.03978 | 1.03788 | -57.70 | 9438.17 |
| 77 | 2009.12.18 03:27 | sell | 39 | 1.00 | 1.03974 | 1.04034 | 1.03844 | ||
| 78 | 2009.12.18 03:45 | s/l | 39 | 1.00 | 1.04034 | 1.04034 | 1.03844 | -57.66 | 9380.51 |
| 79 | 2009.12.18 15:00 | buy | 40 | 1.00 | 1.04496 | 1.04436 | 1.04626 | ||
| 80 | 2009.12.18 15:10 | s/l | 40 | 1.00 | 1.04436 | 1.04436 | 1.04626 | -57.46 | 9323.05 |
| 81 | 2009.12.18 16:45 | buy | 41 | 1.00 | 1.04602 | 1.04542 | 1.04732 | ||
| 82 | 2009.12.18 17:02 | t/p | 41 | 1.00 | 1.04732 | 1.04542 | 1.04732 | 124.10 | 9447.15 |
| 83 | 2009.12.18 21:30 | sell | 42 | 1.00 | 1.04224 | 1.04284 | 1.04094 | ||
| 84 | 2009.12.18 21:50 | s/l | 42 | 1.00 | 1.04284 | 1.04284 | 1.04094 | -57.52 | 9389.63 |
| 85 | 2009.12.18 22:05 | sell | 43 | 1.00 | 1.04274 | 1.04334 | 1.04144 | ||
| 86 | 2009.12.21 00:00 | t/p | 43 | 1.00 | 1.04144 | 1.04334 | 1.04144 | 124.22 | 9513.85 |
| 87 | 2009.12.21 09:50 | buy | 44 | 1.00 | 1.04825 | 1.04765 | 1.04955 | ||
| 88 | 2009.12.21 09:52 | s/l | 44 | 1.00 | 1.04765 | 1.04765 | 1.04955 | -57.31 | 9456.54 |
| 89 | 2009.12.21 09:55 | buy | 45 | 1.00 | 1.04767 | 1.04707 | 1.04897 | ||
| 90 | 2009.12.21 09:57 | s/l | 45 | 1.00 | 1.04707 | 1.04707 | 1.04897 | -57.37 | 9399.17 |
| 91 | 2009.12.21 10:00 | buy | 46 | 1.00 | 1.04641 | 1.04581 | 1.04771 | ||
| 92 | 2009.12.21 10:20 | s/l | 46 | 1.00 | 1.04581 | 1.04581 | 1.04771 | -57.39 | 9341.78 |
| 93 | 2009.12.21 10:20 | buy | 47 | 1.00 | 1.04564 | 1.04504 | 1.04694 | ||
| 94 | 2009.12.21 10:45 | s/l | 47 | 1.00 | 1.04504 | 1.04504 | 1.04694 | -57.43 | 9284.35 |
| 95 | 2009.12.21 12:30 | sell | 48 | 1.00 | 1.04163 | 1.04223 | 1.04033 | ||
| 96 | 2009.12.21 12:45 | s/l | 48 | 1.00 | 1.04223 | 1.04223 | 1.04033 | -57.56 | 9226.79 |
| 97 | 2009.12.21 12:45 | sell | 49 | 1.00 | 1.04214 | 1.04274 | 1.04084 | ||
| 98 | 2009.12.21 13:16 | t/p | 49 | 1.00 | 1.04084 | 1.04274 | 1.04084 | 124.97 | 9351.76 |
| 99 | 2009.12.21 16:32 | buy | 50 | 1.00 | 1.04467 | 1.04407 | 1.04597 | ||
| 100 | 2009.12.21 16:45 | s/l | 50 | 1.00 | 1.04407 | 1.04407 | 1.04597 | -57.49 | 9294.27 |
| 101 | 2009.12.21 17:00 | buy | 51 | 1.00 | 1.04395 | 1.04335 | 1.04525 | ||
| 102 | 2009.12.21 17:32 | t/p | 51 | 1.00 | 1.04525 | 1.04335 | 1.04525 | 124.29 | 9418.56 |
| 103 | 2009.12.23 13:20 | sell | 52 | 1.00 | 1.04552 | 1.04612 | 1.04422 | ||
| 104 | 2009.12.23 13:27 | s/l | 52 | 1.00 | 1.04612 | 1.04612 | 1.04422 | -57.35 | 9361.21 |
| 105 | 2009.12.23 13:30 | sell | 53 | 1.00 | 1.04609 | 1.04669 | 1.04479 | ||
| 106 | 2009.12.23 13:45 | t/p | 53 | 1.00 | 1.04479 | 1.04669 | 1.04479 | 124.55 | 9485.76 |
| 107 | 2009.12.23 13:45 | sell | 54 | 1.00 | 1.04366 | 1.04426 | 1.04236 | ||
| 108 | 2009.12.23 13:50 | t/p | 54 | 1.00 | 1.04236 | 1.04426 | 1.04236 | 124.72 | 9610.48 |
| 109 | 2009.12.23 13:50 | sell | 55 | 1.00 | 1.04223 | 1.04283 | 1.04093 | ||
| 110 | 2009.12.23 13:52 | s/l | 55 | 1.00 | 1.04283 | 1.04283 | 1.04093 | -57.52 | 9552.96 |
| 111 | 2009.12.23 13:52 | sell | 56 | 1.00 | 1.04294 | 1.04354 | 1.04164 | ||
| 112 | 2009.12.23 13:57 | s/l | 56 | 1.00 | 1.04354 | 1.04354 | 1.04164 | -57.48 | 9495.48 |
| 113 | 2009.12.23 13:57 | sell | 57 | 1.00 | 1.04366 | 1.04426 | 1.04236 | ||
| 114 | 2009.12.23 14:02 | t/p | 57 | 1.00 | 1.04236 | 1.04426 | 1.04236 | 124.82 | 9620.30 |
| 115 | 2009.12.29 18:45 | buy | 58 | 1.00 | 1.03758 | 1.03698 | 1.03888 | ||
| 116 | 2009.12.29 19:15 | s/l | 58 | 1.00 | 1.03698 | 1.03698 | 1.03888 | -57.87 | 9562.43 |
| 117 | 2009.12.31 00:00 | sell | 59 | 1.00 | 1.03645 | 1.03705 | 1.03515 | ||
| 118 | 2009.12.31 02:20 | t/p | 59 | 1.00 | 1.03515 | 1.03705 | 1.03515 | 125.59 | 9688.02 |