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=1; MagicNumber=12543; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 166.16 | Gross profit | 633.48 | Gross loss | -467.32 |
| Profit factor | 1.36 | Expected payoff | 12.78 | ||
| Absolute drawdown | 116.15 | Maximal drawdown | 253.39 (2.49%) | Relative drawdown | 2.49% (253.39) |
| Total trades | 13 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 5 (38.46%) | Loss trades (% of total) | 8 (61.54%) | ||
| Largest | profit trade | 128.71 | loss trade | -59.55 | |
| Average | profit trade | 126.70 | loss trade | -58.42 | |
| Maximum | consecutive wins (profit in money) | 2 (250.49) | consecutive losses (loss in money) | 3 (-173.08) | |
| Maximal | consecutive profit (count of wins) | 250.49 (2) | consecutive loss (count of losses) | -173.08 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 15:00 | buy | 1 | 1.00 | 1.00854 | 1.00794 | 1.00984 | ||
| 2 | 2009.12.04 15:02 | s/l | 1 | 1.00 | 1.00794 | 1.00794 | 1.00984 | -59.55 | 9940.45 |
| 3 | 2009.12.04 15:02 | buy | 2 | 1.00 | 1.00768 | 1.00708 | 1.00898 | ||
| 4 | 2009.12.04 15:15 | t/p | 2 | 1.00 | 1.00898 | 1.00708 | 1.00898 | 128.70 | 10069.15 |
| 5 | 2009.12.04 15:15 | buy | 3 | 1.00 | 1.01028 | 1.00968 | 1.01158 | ||
| 6 | 2009.12.04 15:27 | s/l | 3 | 1.00 | 1.00968 | 1.00968 | 1.01158 | -59.49 | 10009.66 |
| 7 | 2009.12.04 15:27 | buy | 4 | 1.00 | 1.00876 | 1.00816 | 1.01006 | ||
| 8 | 2009.12.04 15:50 | s/l | 4 | 1.00 | 1.00816 | 1.00816 | 1.01006 | -59.54 | 9950.12 |
| 9 | 2009.12.04 15:50 | buy | 5 | 1.00 | 1.00807 | 1.00747 | 1.00937 | ||
| 10 | 2009.12.04 16:15 | t/p | 5 | 1.00 | 1.00937 | 1.00747 | 1.00937 | 128.71 | 10078.83 |
| 11 | 2009.12.23 17:00 | sell | 6 | 1.00 | 1.03875 | 1.03935 | 1.03745 | ||
| 12 | 2009.12.23 17:10 | s/l | 6 | 1.00 | 1.03935 | 1.03935 | 1.03745 | -57.72 | 10021.11 |
| 13 | 2009.12.23 17:10 | sell | 7 | 1.00 | 1.03919 | 1.03979 | 1.03789 | ||
| 14 | 2009.12.23 17:20 | s/l | 7 | 1.00 | 1.03979 | 1.03979 | 1.03789 | -57.69 | 9963.42 |
| 15 | 2009.12.23 17:20 | sell | 8 | 1.00 | 1.03977 | 1.04037 | 1.03847 | ||
| 16 | 2009.12.23 17:37 | s/l | 8 | 1.00 | 1.04037 | 1.04037 | 1.03847 | -57.67 | 9905.75 |
| 17 | 2009.12.23 17:37 | sell | 9 | 1.00 | 1.04027 | 1.04087 | 1.03897 | ||
| 18 | 2009.12.23 17:45 | t/p | 9 | 1.00 | 1.03897 | 1.04087 | 1.03897 | 125.14 | 10030.89 |
| 19 | 2009.12.23 17:45 | sell | 10 | 1.00 | 1.03862 | 1.03922 | 1.03732 | ||
| 20 | 2009.12.23 18:15 | t/p | 10 | 1.00 | 1.03732 | 1.03922 | 1.03732 | 125.35 | 10156.24 |
| 21 | 2009.12.30 03:00 | buy | 11 | 1.00 | 1.03882 | 1.03822 | 1.04012 | ||
| 22 | 2009.12.30 05:20 | s/l | 11 | 1.00 | 1.03822 | 1.03822 | 1.04012 | -57.79 | 10098.45 |
| 23 | 2009.12.31 01:00 | sell | 12 | 1.00 | 1.03621 | 1.03681 | 1.03491 | ||
| 24 | 2009.12.31 01:07 | s/l | 12 | 1.00 | 1.03681 | 1.03681 | 1.03491 | -57.87 | 10040.58 |
| 25 | 2009.12.31 01:07 | sell | 13 | 1.00 | 1.03663 | 1.03723 | 1.03533 | ||
| 26 | 2009.12.31 02:20 | t/p | 13 | 1.00 | 1.03533 | 1.03723 | 1.03533 | 125.58 | 10166.16 |