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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 47.60 | Gross profit | 171.97 | Gross loss | -124.37 |
Profit factor | 1.38 | Expected payoff | 1.40 | ||
Absolute drawdown | 11.40 | Maximal drawdown | 61.66 (0.61%) | Relative drawdown | 0.61% (61.66) |
Total trades | 34 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
Largest | profit trade | 14.85 | loss trade | -14.87 | |
Average | profit trade | 7.17 | loss trade | -12.44 | |
Maximum | consecutive wins (profit in money) | 5 (41.68) | consecutive losses (loss in money) | 3 (-35.91) | |
Maximal | consecutive profit (count of wins) | 41.68 (5) | consecutive loss (count of losses) | -35.91 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 19:00 | sell | 1 | 0.10 | 0.99879 | 1.00029 | 0.99729 | ||
2 | 2009.12.03 20:32 | modify | 1 | 0.10 | 0.99879 | 0.99865 | 0.99729 | ||
3 | 2009.12.03 20:37 | modify | 1 | 0.10 | 0.99879 | 0.99858 | 0.99729 | ||
4 | 2009.12.03 20:45 | s/l | 1 | 0.10 | 0.99858 | 0.99858 | 0.99729 | 2.10 | 10002.10 |
5 | 2009.12.04 15:00 | buy | 2 | 0.10 | 1.00847 | 1.00697 | 1.00997 | ||
6 | 2009.12.04 15:10 | modify | 2 | 0.10 | 1.00847 | 1.00856 | 1.00997 | ||
7 | 2009.12.04 15:15 | t/p | 2 | 0.10 | 1.00997 | 1.00856 | 1.00997 | 14.85 | 10016.95 |
8 | 2009.12.04 15:15 | buy | 3 | 0.10 | 1.01021 | 1.00871 | 1.01171 | ||
9 | 2009.12.04 15:20 | modify | 3 | 0.10 | 1.01021 | 1.01079 | 1.01171 | ||
10 | 2009.12.04 15:22 | s/l | 3 | 0.10 | 1.01079 | 1.01079 | 1.01171 | 5.74 | 10022.69 |
11 | 2009.12.04 15:22 | buy | 4 | 0.10 | 1.01058 | 1.00908 | 1.01208 | ||
12 | 2009.12.04 15:27 | s/l | 4 | 0.10 | 1.00908 | 1.00908 | 1.01208 | -14.87 | 10007.82 |
13 | 2009.12.04 15:27 | buy | 5 | 0.10 | 1.00869 | 1.00719 | 1.01019 | ||
14 | 2009.12.04 16:10 | modify | 5 | 0.10 | 1.00869 | 1.00891 | 1.01019 | ||
15 | 2009.12.04 16:15 | modify | 5 | 0.10 | 1.00869 | 1.00958 | 1.01019 | ||
16 | 2009.12.04 16:20 | t/p | 5 | 0.10 | 1.01019 | 1.00958 | 1.01019 | 14.84 | 10022.66 |
17 | 2009.12.09 14:00 | buy | 6 | 0.10 | 1.02616 | 1.02466 | 1.02766 | ||
18 | 2009.12.09 14:10 | s/l | 6 | 0.10 | 1.02466 | 1.02466 | 1.02766 | -14.64 | 10008.02 |
19 | 2009.12.09 14:10 | buy | 7 | 0.10 | 1.02413 | 1.02263 | 1.02563 | ||
20 | 2009.12.09 14:26 | modify | 7 | 0.10 | 1.02413 | 1.02459 | 1.02563 | ||
21 | 2009.12.09 14:30 | modify | 7 | 0.10 | 1.02413 | 1.02461 | 1.02563 | ||
22 | 2009.12.09 14:32 | s/l | 7 | 0.10 | 1.02461 | 1.02461 | 1.02563 | 4.69 | 10012.71 |
23 | 2009.12.09 14:32 | buy | 8 | 0.10 | 1.02395 | 1.02245 | 1.02545 | ||
24 | 2009.12.09 14:40 | modify | 8 | 0.10 | 1.02395 | 1.02426 | 1.02545 | ||
25 | 2009.12.09 14:45 | modify | 8 | 0.10 | 1.02395 | 1.02490 | 1.02545 | ||
26 | 2009.12.09 14:50 | t/p | 8 | 0.10 | 1.02545 | 1.02490 | 1.02545 | 14.62 | 10027.33 |
27 | 2009.12.09 14:50 | buy | 9 | 0.10 | 1.02606 | 1.02456 | 1.02756 | ||
28 | 2009.12.09 15:10 | modify | 9 | 0.10 | 1.02606 | 1.02616 | 1.02756 | ||
29 | 2009.12.09 15:15 | modify | 9 | 0.10 | 1.02606 | 1.02681 | 1.02756 | ||
30 | 2009.12.09 15:20 | t/p | 9 | 0.10 | 1.02756 | 1.02681 | 1.02756 | 14.59 | 10041.92 |
31 | 2009.12.10 18:00 | buy | 10 | 0.10 | 1.02707 | 1.02557 | 1.02857 | ||
32 | 2009.12.10 18:32 | modify | 10 | 0.10 | 1.02707 | 1.02746 | 1.02857 | ||
33 | 2009.12.10 18:37 | modify | 10 | 0.10 | 1.02707 | 1.02757 | 1.02857 | ||
34 | 2009.12.10 18:40 | s/l | 10 | 0.10 | 1.02757 | 1.02757 | 1.02857 | 4.87 | 10046.79 |
35 | 2009.12.10 18:40 | buy | 11 | 0.10 | 1.02765 | 1.02615 | 1.02915 | ||
36 | 2009.12.10 19:20 | modify | 11 | 0.10 | 1.02765 | 1.02795 | 1.02915 | ||
37 | 2009.12.10 19:27 | s/l | 11 | 0.10 | 1.02795 | 1.02795 | 1.02915 | 2.91 | 10049.70 |
38 | 2009.12.10 23:00 | sell | 12 | 0.10 | 1.02585 | 1.02735 | 1.02435 | ||
39 | 2009.12.11 03:20 | s/l | 12 | 0.10 | 1.02735 | 1.02735 | 1.02435 | -14.67 | 10035.03 |
40 | 2009.12.11 06:00 | buy | 13 | 0.10 | 1.02649 | 1.02499 | 1.02799 | ||
41 | 2009.12.11 07:00 | close | 13 | 0.10 | 1.02557 | 1.02499 | 1.02799 | -8.97 | 10026.06 |
42 | 2009.12.11 07:02 | sell | 14 | 0.10 | 1.02555 | 1.02705 | 1.02405 | ||
43 | 2009.12.11 08:00 | close | 14 | 0.10 | 1.02681 | 1.02705 | 1.02405 | -12.27 | 10013.79 |
44 | 2009.12.11 11:00 | sell | 15 | 0.10 | 1.02503 | 1.02653 | 1.02353 | ||
45 | 2009.12.11 11:32 | modify | 15 | 0.10 | 1.02503 | 1.02457 | 1.02353 | ||
46 | 2009.12.11 11:37 | modify | 15 | 0.10 | 1.02503 | 1.02447 | 1.02353 | ||
47 | 2009.12.11 11:40 | s/l | 15 | 0.10 | 1.02447 | 1.02447 | 1.02353 | 5.47 | 10019.26 |
48 | 2009.12.11 11:40 | sell | 16 | 0.10 | 1.02444 | 1.02594 | 1.02294 | ||
49 | 2009.12.11 13:15 | modify | 16 | 0.10 | 1.02444 | 1.02439 | 1.02294 | ||
50 | 2009.12.11 13:20 | modify | 16 | 0.10 | 1.02444 | 1.02397 | 1.02294 | ||
51 | 2009.12.11 13:27 | s/l | 16 | 0.10 | 1.02397 | 1.02397 | 1.02294 | 4.59 | 10023.85 |
52 | 2009.12.14 12:00 | buy | 17 | 0.10 | 1.03378 | 1.03228 | 1.03528 | ||
53 | 2009.12.14 12:32 | modify | 17 | 0.10 | 1.03378 | 1.03383 | 1.03528 | ||
54 | 2009.12.14 12:37 | modify | 17 | 0.10 | 1.03378 | 1.03396 | 1.03528 | ||
55 | 2009.12.14 12:40 | s/l | 17 | 0.10 | 1.03396 | 1.03396 | 1.03528 | 1.74 | 10025.59 |
56 | 2009.12.14 12:40 | buy | 18 | 0.10 | 1.03395 | 1.03245 | 1.03545 | ||
57 | 2009.12.14 13:20 | s/l | 18 | 0.10 | 1.03245 | 1.03245 | 1.03545 | -14.53 | 10011.06 |
58 | 2009.12.15 03:00 | buy | 19 | 0.10 | 1.03225 | 1.03075 | 1.03375 | ||
59 | 2009.12.15 03:15 | modify | 19 | 0.10 | 1.03225 | 1.03238 | 1.03375 | ||
60 | 2009.12.15 03:20 | modify | 19 | 0.10 | 1.03225 | 1.03263 | 1.03375 | ||
61 | 2009.12.15 03:27 | s/l | 19 | 0.10 | 1.03263 | 1.03263 | 1.03375 | 3.68 | 10014.74 |
62 | 2009.12.15 03:27 | buy | 20 | 0.10 | 1.03274 | 1.03124 | 1.03424 | ||
63 | 2009.12.15 06:20 | modify | 20 | 0.10 | 1.03274 | 1.03303 | 1.03424 | ||
64 | 2009.12.15 06:27 | s/l | 20 | 0.10 | 1.03303 | 1.03303 | 1.03424 | 2.81 | 10017.55 |
65 | 2009.12.18 16:00 | sell | 21 | 0.10 | 1.04207 | 1.04357 | 1.04057 | ||
66 | 2009.12.18 16:02 | modify | 21 | 0.10 | 1.04207 | 1.04194 | 1.04057 | ||
67 | 2009.12.18 16:07 | modify | 21 | 0.10 | 1.04207 | 1.04175 | 1.04057 | ||
68 | 2009.12.18 16:10 | s/l | 21 | 0.10 | 1.04175 | 1.04175 | 1.04057 | 3.07 | 10020.62 |
69 | 2009.12.18 16:10 | sell | 22 | 0.10 | 1.04218 | 1.04368 | 1.04068 | ||
70 | 2009.12.18 16:40 | s/l | 22 | 0.10 | 1.04368 | 1.04368 | 1.04068 | -14.35 | 10006.27 |
71 | 2009.12.18 16:40 | sell | 23 | 0.10 | 1.04461 | 1.04611 | 1.04311 | ||
72 | 2009.12.18 16:50 | s/l | 23 | 0.10 | 1.04611 | 1.04611 | 1.04311 | -14.33 | 9991.94 |
73 | 2009.12.18 16:50 | sell | 24 | 0.10 | 1.04717 | 1.04867 | 1.04567 | ||
74 | 2009.12.18 16:52 | modify | 24 | 0.10 | 1.04717 | 1.04685 | 1.04567 | ||
75 | 2009.12.18 16:55 | s/l | 24 | 0.10 | 1.04685 | 1.04685 | 1.04567 | 3.06 | 9995.00 |
76 | 2009.12.18 16:55 | sell | 25 | 0.10 | 1.04674 | 1.04824 | 1.04524 | ||
77 | 2009.12.18 16:57 | modify | 25 | 0.10 | 1.04674 | 1.04599 | 1.04524 | ||
78 | 2009.12.18 16:59 | s/l | 25 | 0.10 | 1.04599 | 1.04599 | 1.04524 | 7.16 | 10002.16 |
79 | 2009.12.18 16:59 | sell | 26 | 0.10 | 1.04712 | 1.04862 | 1.04562 | ||
80 | 2009.12.18 17:00 | close | 26 | 0.10 | 1.04726 | 1.04862 | 1.04562 | -1.34 | 10000.82 |
81 | 2009.12.18 22:00 | sell | 27 | 0.10 | 1.04284 | 1.04434 | 1.04134 | ||
82 | 2009.12.18 22:15 | modify | 27 | 0.10 | 1.04284 | 1.04273 | 1.04134 | ||
83 | 2009.12.18 22:20 | modify | 27 | 0.10 | 1.04284 | 1.04230 | 1.04134 | ||
84 | 2009.12.18 22:27 | s/l | 27 | 0.10 | 1.04230 | 1.04230 | 1.04134 | 5.18 | 10006.00 |
85 | 2009.12.18 22:27 | sell | 28 | 0.10 | 1.04220 | 1.04370 | 1.04070 | ||
86 | 2009.12.18 22:37 | modify | 28 | 0.10 | 1.04220 | 1.04219 | 1.04070 | ||
87 | 2009.12.18 22:40 | s/l | 28 | 0.10 | 1.04219 | 1.04219 | 1.04070 | 0.10 | 10006.10 |
88 | 2009.12.18 22:40 | sell | 29 | 0.10 | 1.04217 | 1.04367 | 1.04067 | ||
89 | 2009.12.21 00:00 | modify | 29 | 0.10 | 1.04217 | 1.04120 | 1.04067 | ||
90 | 2009.12.21 00:05 | modify | 29 | 0.10 | 1.04217 | 1.04117 | 1.04067 | ||
91 | 2009.12.21 00:10 | t/p | 29 | 0.10 | 1.04067 | 1.04117 | 1.04067 | 14.34 | 10020.44 |
92 | 2009.12.21 14:00 | sell | 30 | 0.10 | 1.04008 | 1.04158 | 1.03858 | ||
93 | 2009.12.21 14:02 | modify | 30 | 0.10 | 1.04008 | 1.03985 | 1.03858 | ||
94 | 2009.12.21 14:07 | modify | 30 | 0.10 | 1.04008 | 1.03971 | 1.03858 | ||
95 | 2009.12.21 14:10 | s/l | 30 | 0.10 | 1.03971 | 1.03971 | 1.03858 | 3.56 | 10024.00 |
96 | 2009.12.21 14:10 | sell | 31 | 0.10 | 1.03989 | 1.04139 | 1.03839 | ||
97 | 2009.12.21 15:15 | s/l | 31 | 0.10 | 1.04139 | 1.04139 | 1.03839 | -14.40 | 10009.60 |
98 | 2009.12.29 08:00 | sell | 32 | 0.10 | 1.03464 | 1.03614 | 1.03314 | ||
99 | 2009.12.29 08:13 | modify | 32 | 0.10 | 1.03464 | 1.03444 | 1.03314 | ||
100 | 2009.12.29 08:20 | modify | 32 | 0.10 | 1.03464 | 1.03389 | 1.03314 | ||
101 | 2009.12.29 08:26 | t/p | 32 | 0.10 | 1.03314 | 1.03389 | 1.03314 | 14.52 | 10024.12 |
102 | 2009.12.29 08:26 | sell | 33 | 0.10 | 1.03262 | 1.03412 | 1.03112 | ||
103 | 2009.12.29 08:40 | modify | 33 | 0.10 | 1.03262 | 1.03257 | 1.03112 | ||
104 | 2009.12.29 08:45 | modify | 33 | 0.10 | 1.03262 | 1.03202 | 1.03112 | ||
105 | 2009.12.29 08:50 | t/p | 33 | 0.10 | 1.03112 | 1.03202 | 1.03112 | 14.55 | 10038.67 |
106 | 2009.12.29 08:50 | sell | 34 | 0.10 | 1.03074 | 1.03224 | 1.02924 | ||
107 | 2009.12.29 09:15 | modify | 34 | 0.10 | 1.03074 | 1.03053 | 1.02924 | ||
108 | 2009.12.29 09:20 | modify | 34 | 0.10 | 1.03074 | 1.02982 | 1.02924 | ||
109 | 2009.12.29 09:27 | s/l | 34 | 0.10 | 1.02982 | 1.02982 | 1.02924 | 8.93 | 10047.60 |