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 | 210.61 | Gross profit | 2157.49 | Gross loss | -1946.89 |
Profit factor | 1.11 | Expected payoff | 5.69 | ||
Absolute drawdown | 136.14 | Maximal drawdown | 767.15 (7.15%) | Relative drawdown | 7.15% (767.15) |
Total trades | 37 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 19 (31.58%) |
Profit trades (% of total) | 17 (45.95%) | Loss trades (% of total) | 20 (54.05%) | ||
Largest | profit trade | 130.39 | loss trade | -100.25 | |
Average | profit trade | 126.91 | loss trade | -97.34 | |
Maximum | consecutive wins (profit in money) | 4 (507.30) | consecutive losses (loss in money) | 5 (-481.07) | |
Maximal | consecutive profit (count of wins) | 507.30 (4) | consecutive loss (count of losses) | -481.07 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | 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 | 129.60 | 10129.60 |
3 | 2009.12.01 08:03 | buy | 2 | 1.00 | 1.00348 | 1.00248 | 1.00478 | ||
4 | 2009.12.01 08:16 | s/l | 2 | 1.00 | 1.00248 | 1.00248 | 1.00478 | -99.78 | 10029.82 |
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 | 129.72 | 10159.54 |
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 | 129.88 | 10289.42 |
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 | -99.79 | 10189.63 |
11 | 2009.12.03 04:15 | buy | 6 | 1.00 | 0.99922 | 0.99822 | 1.00052 | ||
12 | 2009.12.03 07:45 | s/l | 6 | 1.00 | 0.99822 | 0.99822 | 1.00052 | -100.20 | 10089.43 |
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 | -99.88 | 9989.55 |
15 | 2009.12.04 14:20 | buy | 8 | 1.00 | 0.99903 | 0.99803 | 1.00033 | ||
16 | 2009.12.04 14:30 | s/l | 8 | 1.00 | 0.99803 | 0.99803 | 1.00033 | -100.25 | 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 | 0.99697 | 0.99597 | 0.99827 | ||
20 | 2009.12.04 14:40 | t/p | 10 | 1.00 | 0.99827 | 0.99597 | 0.99827 | 129.65 | 10149.34 |
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 | -99.37 | 10049.97 |
23 | 2009.12.10 13:00 | buy | 12 | 1.00 | 1.02549 | 1.02449 | 1.02679 | ||
24 | 2009.12.10 15:15 | s/l | 12 | 1.00 | 1.02449 | 1.02449 | 1.02679 | -97.63 | 9952.34 |
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 | 126.69 | 10079.03 |
27 | 2009.12.10 20:20 | buy | 14 | 1.00 | 1.02574 | 1.02474 | 1.02704 | ||
28 | 2009.12.11 03:15 | t/p | 14 | 1.00 | 1.02704 | 1.02474 | 1.02704 | 127.07 | 10206.09 |
29 | 2009.12.11 03:15 | sell | 15 | 1.00 | 1.02706 | 1.02806 | 1.02576 | ||
30 | 2009.12.11 06:50 | t/p | 15 | 1.00 | 1.02576 | 1.02806 | 1.02576 | 126.75 | 10332.84 |
31 | 2009.12.11 08:00 | sell | 16 | 1.00 | 1.02668 | 1.02768 | 1.02538 | ||
32 | 2009.12.11 09:20 | t/p | 16 | 1.00 | 1.02538 | 1.02768 | 1.02538 | 126.79 | 10459.63 |
33 | 2009.12.11 09:20 | buy | 17 | 1.00 | 1.02527 | 1.02427 | 1.02657 | ||
34 | 2009.12.11 10:32 | s/l | 17 | 1.00 | 1.02427 | 1.02427 | 1.02657 | -97.64 | 10361.99 |
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 | -97.04 | 10264.95 |
37 | 2009.12.14 23:02 | buy | 19 | 1.00 | 1.03123 | 1.03023 | 1.03253 | ||
38 | 2009.12.15 03:10 | t/p | 19 | 1.00 | 1.03253 | 1.03023 | 1.03253 | 126.40 | 10391.35 |
39 | 2009.12.16 13:20 | buy | 20 | 1.00 | 1.03687 | 1.03587 | 1.03817 | ||
40 | 2009.12.16 13:45 | t/p | 20 | 1.00 | 1.03817 | 1.03587 | 1.03817 | 125.21 | 10516.56 |
41 | 2009.12.16 14:02 | buy | 21 | 1.00 | 1.03832 | 1.03732 | 1.03962 | ||
42 | 2009.12.16 14:20 | t/p | 21 | 1.00 | 1.03962 | 1.03732 | 1.03962 | 125.00 | 10641.56 |
43 | 2009.12.16 15:02 | buy | 22 | 1.00 | 1.03881 | 1.03781 | 1.04011 | ||
44 | 2009.12.16 15:45 | s/l | 22 | 1.00 | 1.03781 | 1.03781 | 1.04011 | -96.40 | 10545.16 |
45 | 2009.12.16 15:45 | buy | 23 | 1.00 | 1.03756 | 1.03656 | 1.03886 | ||
46 | 2009.12.16 15:50 | s/l | 23 | 1.00 | 1.03656 | 1.03656 | 1.03886 | -96.52 | 10448.64 |
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 | 10352.61 |
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 | -95.94 | 10256.67 |
51 | 2009.12.18 02:50 | buy | 26 | 1.00 | 1.04141 | 1.04041 | 1.04271 | ||
52 | 2009.12.18 03:15 | s/l | 26 | 1.00 | 1.04041 | 1.04041 | 1.04271 | -96.18 | 10160.49 |
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 | 124.39 | 10284.88 |
55 | 2009.12.18 18:50 | buy | 28 | 1.00 | 1.04282 | 1.04182 | 1.04412 | ||
56 | 2009.12.18 19:20 | t/p | 28 | 1.00 | 1.04412 | 1.04182 | 1.04412 | 124.50 | 10409.38 |
57 | 2009.12.18 20:50 | buy | 29 | 1.00 | 1.04272 | 1.04172 | 1.04402 | ||
58 | 2009.12.18 22:37 | s/l | 29 | 1.00 | 1.04172 | 1.04172 | 1.04402 | -96.00 | 10313.38 |
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 | 124.29 | 10437.67 |
61 | 2009.12.21 09:57 | buy | 31 | 1.00 | 1.04595 | 1.04495 | 1.04725 | ||
62 | 2009.12.21 10:45 | s/l | 31 | 1.00 | 1.04495 | 1.04495 | 1.04725 | -95.72 | 10341.95 |
63 | 2009.12.21 11:50 | buy | 32 | 1.00 | 1.04244 | 1.04144 | 1.04374 | ||
64 | 2009.12.21 13:03 | s/l | 32 | 1.00 | 1.04144 | 1.04144 | 1.04374 | -96.02 | 10245.93 |
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 | -95.70 | 10150.23 |
67 | 2009.12.23 12:07 | buy | 34 | 1.00 | 1.04604 | 1.04504 | 1.04734 | ||
68 | 2009.12.23 13:40 | s/l | 34 | 1.00 | 1.04504 | 1.04504 | 1.04734 | -95.72 | 10054.51 |
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 | 10180.21 |
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 | 125.47 | 10305.68 |
73 | 2009.12.30 23:00 | buy | 37 | 1.00 | 1.03663 | 1.03563 | 1.03793 | ||
74 | 2009.12.31 01:45 | s/l | 37 | 1.00 | 1.03563 | 1.03563 | 1.03793 | -95.08 | 10210.60 |