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=100; Lots=1; TrailingStop=20; ShortEma=12; LongEma=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -13.69 | Gross profit | 2030.53 | Gross loss | -2044.23 |
| Profit factor | 0.99 | Expected payoff | -0.37 | ||
| Absolute drawdown | 263.32 | Maximal drawdown | 767.15 (7.30%) | Relative drawdown | 7.30% (767.15) |
| Total trades | 37 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 20 (30.00%) |
| Profit trades (% of total) | 16 (43.24%) | Loss trades (% of total) | 21 (56.76%) | ||
| Largest | profit trade | 130.39 | loss trade | -100.24 | |
| Average | profit trade | 126.91 | loss trade | -97.34 | |
| Maximum | consecutive wins (profit in money) | 3 (376.52) | consecutive losses (loss in money) | 5 (-481.05) | |
| Maximal | consecutive profit (count of wins) | 376.52 (3) | consecutive loss (count of losses) | -481.05 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | sell | 1 | 1.00 | 1.00471 | 1.00571 | 1.00341 | ||
| 2 | 2009.12.01 00:46 | t/p | 1 | 1.00 | 1.00341 | 1.00571 | 1.00341 | 129.59 | 10129.59 |
| 3 | 2009.12.01 08:03 | buy | 2 | 1.00 | 1.00354 | 1.00254 | 1.00484 | ||
| 4 | 2009.12.01 08:16 | s/l | 2 | 1.00 | 1.00254 | 1.00254 | 1.00484 | -99.78 | 10029.81 |
| 5 | 2009.12.01 08:45 | sell | 3 | 1.00 | 1.00360 | 1.00460 | 1.00230 | ||
| 6 | 2009.12.01 09:10 | t/p | 3 | 1.00 | 1.00230 | 1.00460 | 1.00230 | 129.71 | 10159.52 |
| 7 | 2009.12.02 17:20 | sell | 4 | 1.00 | 1.00230 | 1.00330 | 1.00100 | ||
| 8 | 2009.12.02 17:45 | t/p | 4 | 1.00 | 1.00100 | 1.00330 | 1.00100 | 129.87 | 10289.39 |
| 9 | 2009.12.02 18:00 | sell | 5 | 1.00 | 1.00089 | 1.00189 | 0.99959 | ||
| 10 | 2009.12.02 18:15 | s/l | 5 | 1.00 | 1.00189 | 1.00189 | 0.99959 | -99.78 | 10189.61 |
| 11 | 2009.12.03 04:15 | buy | 6 | 1.00 | 0.99928 | 0.99828 | 1.00058 | ||
| 12 | 2009.12.03 07:45 | s/l | 6 | 1.00 | 0.99828 | 0.99828 | 1.00058 | -100.20 | 10089.41 |
| 13 | 2009.12.03 22:10 | sell | 7 | 1.00 | 0.99986 | 1.00086 | 0.99856 | ||
| 14 | 2009.12.03 22:45 | s/l | 7 | 1.00 | 1.00086 | 1.00086 | 0.99856 | -99.87 | 9989.54 |
| 15 | 2009.12.04 14:20 | buy | 8 | 1.00 | 0.99909 | 0.99809 | 1.00039 | ||
| 16 | 2009.12.04 14:30 | s/l | 8 | 1.00 | 0.99809 | 0.99809 | 1.00039 | -100.24 | 9889.30 |
| 17 | 2009.12.04 14:35 | sell | 9 | 1.00 | 0.99915 | 1.00015 | 0.99785 | ||
| 18 | 2009.12.04 14:37 | t/p | 9 | 1.00 | 0.99785 | 1.00015 | 0.99785 | 130.39 | 10019.69 |
| 19 | 2009.12.04 14:37 | buy | 10 | 1.00 | 0.99703 | 0.99603 | 0.99833 | ||
| 20 | 2009.12.04 14:40 | t/p | 10 | 1.00 | 0.99833 | 0.99603 | 0.99833 | 129.66 | 10149.35 |
| 21 | 2009.12.04 14:40 | sell | 11 | 1.00 | 1.00266 | 1.00366 | 1.00136 | ||
| 22 | 2009.12.04 14:45 | s/l | 11 | 1.00 | 1.00366 | 1.00366 | 1.00136 | -99.36 | 10049.99 |
| 23 | 2009.12.10 13:00 | buy | 12 | 1.00 | 1.02555 | 1.02455 | 1.02685 | ||
| 24 | 2009.12.10 14:50 | s/l | 12 | 1.00 | 1.02455 | 1.02455 | 1.02685 | -97.60 | 9952.39 |
| 25 | 2009.12.10 17:20 | sell | 13 | 1.00 | 1.02760 | 1.02860 | 1.02630 | ||
| 26 | 2009.12.10 20:15 | t/p | 13 | 1.00 | 1.02630 | 1.02860 | 1.02630 | 126.67 | 10079.06 |
| 27 | 2009.12.10 20:20 | buy | 14 | 1.00 | 1.02580 | 1.02480 | 1.02710 | ||
| 28 | 2009.12.11 03:20 | t/p | 14 | 1.00 | 1.02710 | 1.02480 | 1.02710 | 127.03 | 10206.08 |
| 29 | 2009.12.11 03:27 | buy | 15 | 1.00 | 1.02705 | 1.02605 | 1.02835 | ||
| 30 | 2009.12.11 03:50 | s/l | 15 | 1.00 | 1.02605 | 1.02605 | 1.02835 | -97.46 | 10108.62 |
| 31 | 2009.12.11 04:02 | sell | 16 | 1.00 | 1.02684 | 1.02784 | 1.02554 | ||
| 32 | 2009.12.11 09:20 | t/p | 16 | 1.00 | 1.02554 | 1.02784 | 1.02554 | 126.79 | 10235.41 |
| 33 | 2009.12.11 09:20 | buy | 17 | 1.00 | 1.02533 | 1.02433 | 1.02663 | ||
| 34 | 2009.12.11 10:32 | s/l | 17 | 1.00 | 1.02433 | 1.02433 | 1.02663 | -97.64 | 10137.78 |
| 35 | 2009.12.11 15:00 | sell | 18 | 1.00 | 1.02865 | 1.02965 | 1.02735 | ||
| 36 | 2009.12.11 15:20 | s/l | 18 | 1.00 | 1.02965 | 1.02965 | 1.02735 | -97.03 | 10040.74 |
| 37 | 2009.12.14 23:02 | buy | 19 | 1.00 | 1.03129 | 1.03029 | 1.03259 | ||
| 38 | 2009.12.15 03:15 | t/p | 19 | 1.00 | 1.03259 | 1.03029 | 1.03259 | 126.37 | 10167.11 |
| 39 | 2009.12.16 13:20 | buy | 20 | 1.00 | 1.03693 | 1.03593 | 1.03823 | ||
| 40 | 2009.12.16 13:50 | t/p | 20 | 1.00 | 1.03823 | 1.03593 | 1.03823 | 125.16 | 10292.27 |
| 41 | 2009.12.16 14:02 | buy | 21 | 1.00 | 1.03838 | 1.03738 | 1.03968 | ||
| 42 | 2009.12.16 14:20 | t/p | 21 | 1.00 | 1.03968 | 1.03738 | 1.03968 | 125.00 | 10417.27 |
| 43 | 2009.12.16 15:02 | buy | 22 | 1.00 | 1.03887 | 1.03787 | 1.04017 | ||
| 44 | 2009.12.16 15:45 | s/l | 22 | 1.00 | 1.03787 | 1.03787 | 1.04017 | -96.39 | 10320.88 |
| 45 | 2009.12.16 15:45 | buy | 23 | 1.00 | 1.03762 | 1.03662 | 1.03892 | ||
| 46 | 2009.12.16 15:50 | s/l | 23 | 1.00 | 1.03662 | 1.03662 | 1.03892 | -96.52 | 10224.36 |
| 47 | 2009.12.17 02:15 | sell | 24 | 1.00 | 1.03979 | 1.04079 | 1.03849 | ||
| 48 | 2009.12.17 02:33 | s/l | 24 | 1.00 | 1.04079 | 1.04079 | 1.03849 | -96.03 | 10128.33 |
| 49 | 2009.12.17 02:33 | sell | 25 | 1.00 | 1.04119 | 1.04219 | 1.03989 | ||
| 50 | 2009.12.17 02:40 | s/l | 25 | 1.00 | 1.04219 | 1.04219 | 1.03989 | -95.93 | 10032.40 |
| 51 | 2009.12.18 02:50 | buy | 26 | 1.00 | 1.04147 | 1.04047 | 1.04277 | ||
| 52 | 2009.12.18 03:15 | s/l | 26 | 1.00 | 1.04047 | 1.04047 | 1.04277 | -96.18 | 9936.22 |
| 53 | 2009.12.18 17:00 | sell | 27 | 1.00 | 1.04713 | 1.04813 | 1.04583 | ||
| 54 | 2009.12.18 17:20 | t/p | 27 | 1.00 | 1.04583 | 1.04813 | 1.04583 | 124.37 | 10060.59 |
| 55 | 2009.12.18 18:50 | buy | 28 | 1.00 | 1.04288 | 1.04188 | 1.04418 | ||
| 56 | 2009.12.18 20:02 | t/p | 28 | 1.00 | 1.04418 | 1.04188 | 1.04418 | 124.49 | 10185.08 |
| 57 | 2009.12.18 20:50 | buy | 29 | 1.00 | 1.04278 | 1.04178 | 1.04408 | ||
| 58 | 2009.12.18 22:20 | s/l | 29 | 1.00 | 1.04178 | 1.04178 | 1.04408 | -95.99 | 10089.09 |
| 59 | 2009.12.21 09:50 | sell | 30 | 1.00 | 1.04812 | 1.04912 | 1.04682 | ||
| 60 | 2009.12.21 09:57 | t/p | 30 | 1.00 | 1.04682 | 1.04912 | 1.04682 | 124.28 | 10213.37 |
| 61 | 2009.12.21 09:57 | buy | 31 | 1.00 | 1.04601 | 1.04501 | 1.04731 | ||
| 62 | 2009.12.21 10:45 | s/l | 31 | 1.00 | 1.04501 | 1.04501 | 1.04731 | -95.72 | 10117.65 |
| 63 | 2009.12.21 11:50 | buy | 32 | 1.00 | 1.04250 | 1.04150 | 1.04380 | ||
| 64 | 2009.12.21 13:03 | s/l | 32 | 1.00 | 1.04150 | 1.04150 | 1.04380 | -96.02 | 10021.63 |
| 65 | 2009.12.21 17:00 | sell | 33 | 1.00 | 1.04382 | 1.04482 | 1.04252 | ||
| 66 | 2009.12.21 17:10 | s/l | 33 | 1.00 | 1.04482 | 1.04482 | 1.04252 | -95.69 | 9925.94 |
| 67 | 2009.12.23 12:07 | buy | 34 | 1.00 | 1.04610 | 1.04510 | 1.04740 | ||
| 68 | 2009.12.23 13:40 | s/l | 34 | 1.00 | 1.04510 | 1.04510 | 1.04740 | -95.71 | 9830.23 |
| 69 | 2009.12.29 04:05 | sell | 35 | 1.00 | 1.03587 | 1.03687 | 1.03457 | ||
| 70 | 2009.12.29 07:50 | t/p | 35 | 1.00 | 1.03457 | 1.03687 | 1.03457 | 125.70 | 9955.93 |
| 71 | 2009.12.29 19:00 | sell | 36 | 1.00 | 1.03762 | 1.03862 | 1.03632 | ||
| 72 | 2009.12.29 21:20 | t/p | 36 | 1.00 | 1.03632 | 1.03862 | 1.03632 | 125.46 | 10081.39 |
| 73 | 2009.12.30 23:00 | buy | 37 | 1.00 | 1.03669 | 1.03569 | 1.03799 | ||
| 74 | 2009.12.31 01:45 | s/l | 37 | 1.00 | 1.03569 | 1.03569 | 1.03799 | -95.08 | 9986.31 |