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 | maxLoss=100; maxYield=0.1; lTakeProfit=300; sTakeProfit=300; takeProfit=300; pr=300; stopLoss=0; magicEA=124; lTrailingStop=15; sTrailingStop=15; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Slippage=3; nameEA=""FarhadCrab6.mq4""; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -54.29 | Gross profit | 1320.78 | Gross loss | -1375.07 |
| Profit factor | 0.96 | Expected payoff | -2.59 | ||
| Absolute drawdown | 747.88 | Maximal drawdown | 895.47 (8.82%) | Relative drawdown | 8.82% (895.47) |
| Total trades | 21 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 18 (33.33%) |
| Profit trades (% of total) | 9 (42.86%) | Loss trades (% of total) | 12 (57.14%) | ||
| Largest | profit trade | 578.13 | loss trade | -115.94 | |
| Average | profit trade | 146.75 | loss trade | -114.59 | |
| Maximum | consecutive wins (profit in money) | 7 (717.95) | consecutive losses (loss in money) | 7 (-810.17) | |
| Maximal | consecutive profit (count of wins) | 717.95 (7) | consecutive loss (count of losses) | -810.17 (7) | |
| Average | consecutive wins | 3 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.29 08:35 | buy | 1 | 1.00 | 1.03255 | 0.00000 | 1.03555 | ||
| 2 | 2009.12.29 08:37 | close | 1 | 1.00 | 1.03279 | 0.00000 | 1.03555 | 23.24 | 10023.24 |
| 3 | 2009.12.29 09:15 | buy | 2 | 1.00 | 1.03013 | 0.00000 | 1.03313 | ||
| 4 | 2009.12.29 10:20 | close | 2 | 1.00 | 1.03025 | 0.00000 | 1.03313 | 11.65 | 10034.89 |
| 5 | 2009.12.29 11:17 | sell | 3 | 1.00 | 1.03029 | 0.00000 | 1.02729 | ||
| 6 | 2009.12.29 12:45 | close | 3 | 1.00 | 1.03006 | 0.00000 | 1.02729 | 22.33 | 10057.22 |
| 7 | 2009.12.29 12:50 | buy | 4 | 1.00 | 1.02907 | 0.00000 | 1.03207 | ||
| 8 | 2009.12.29 12:52 | close | 4 | 1.00 | 1.02943 | 0.00000 | 1.03207 | 34.97 | 10092.19 |
| 9 | 2009.12.29 13:20 | buy | 5 | 1.00 | 1.02795 | 0.00000 | 1.03095 | ||
| 10 | 2009.12.29 13:22 | close | 5 | 1.00 | 1.02816 | 0.00000 | 1.03095 | 20.42 | 10112.61 |
| 11 | 2009.12.29 13:50 | sell | 6 | 1.00 | 1.02941 | 0.00000 | 1.02641 | ||
| 12 | 2009.12.29 13:57 | close | 6 | 1.00 | 1.02913 | 0.00000 | 1.02641 | 27.21 | 10139.82 |
| 13 | 2009.12.29 14:03 | sell | 7 | 1.00 | 1.03000 | 0.00000 | 1.02700 | ||
| 14 | 2009.12.29 18:12 | buy | 8 | 2.00 | 1.03625 | 1.03565 | 1.03925 | ||
| 15 | 2009.12.30 03:20 | t/p | 8 | 2.00 | 1.03925 | 1.03565 | 1.03925 | 578.13 | 10717.95 |
| 16 | 2009.12.30 03:30 | buy | 9 | 2.00 | 1.03909 | 1.03849 | 1.04209 | ||
| 17 | 2009.12.30 05:15 | s/l | 9 | 2.00 | 1.03849 | 1.03849 | 1.04209 | -115.56 | 10602.39 |
| 18 | 2009.12.30 05:27 | buy | 10 | 2.00 | 1.03837 | 1.03777 | 1.04137 | ||
| 19 | 2009.12.30 07:20 | s/l | 10 | 2.00 | 1.03777 | 1.03777 | 1.04137 | -115.66 | 10486.73 |
| 20 | 2009.12.30 07:52 | buy | 11 | 2.00 | 1.03751 | 1.03691 | 1.04051 | ||
| 21 | 2009.12.30 08:45 | s/l | 11 | 2.00 | 1.03691 | 1.03691 | 1.04051 | -115.73 | 10371.00 |
| 22 | 2009.12.30 08:57 | buy | 12 | 2.00 | 1.03701 | 1.03641 | 1.04001 | ||
| 23 | 2009.12.30 08:59 | s/l | 12 | 2.00 | 1.03641 | 1.03641 | 1.04001 | -115.79 | 10255.21 |
| 24 | 2009.12.30 09:00 | buy | 13 | 2.00 | 1.03653 | 1.03593 | 1.03953 | ||
| 25 | 2009.12.30 09:07 | s/l | 13 | 2.00 | 1.03593 | 1.03593 | 1.03953 | -115.85 | 10139.36 |
| 26 | 2009.12.30 09:57 | buy | 14 | 2.00 | 1.03779 | 1.03719 | 1.04079 | ||
| 27 | 2009.12.30 10:20 | s/l | 14 | 2.00 | 1.03719 | 1.03719 | 1.04079 | -115.74 | 10023.62 |
| 28 | 2009.12.30 10:25 | buy | 15 | 2.00 | 1.03701 | 1.03641 | 1.04001 | ||
| 29 | 2009.12.30 10:50 | s/l | 15 | 2.00 | 1.03641 | 1.03641 | 1.04001 | -115.84 | 9907.78 |
| 30 | 2009.12.30 10:55 | buy | 16 | 1.80 | 1.03623 | 1.03563 | 1.03923 | ||
| 31 | 2009.12.30 15:45 | t/p | 16 | 1.80 | 1.03923 | 1.03563 | 1.03923 | 519.52 | 10427.30 |
| 32 | 2009.12.30 17:02 | buy | 17 | 2.00 | 1.04006 | 1.03946 | 1.04306 | ||
| 33 | 2009.12.30 17:46 | s/l | 17 | 2.00 | 1.03946 | 1.03946 | 1.04306 | -115.52 | 10311.78 |
| 34 | 2009.12.30 17:56 | buy | 18 | 2.00 | 1.03989 | 1.03929 | 1.04289 | ||
| 35 | 2009.12.30 17:59 | s/l | 18 | 2.00 | 1.03929 | 1.03929 | 1.04289 | -115.49 | 10196.29 |
| 36 | 2009.12.30 18:10 | buy | 19 | 2.00 | 1.03787 | 1.03727 | 1.04087 | ||
| 37 | 2009.12.30 18:15 | s/l | 19 | 2.00 | 1.03727 | 1.03727 | 1.04087 | -115.76 | 10080.53 |
| 38 | 2009.12.30 18:15 | buy | 20 | 2.00 | 1.03672 | 1.03612 | 1.03972 | ||
| 39 | 2009.12.30 18:20 | s/l | 20 | 2.00 | 1.03612 | 1.03612 | 1.03972 | -115.94 | 9964.59 |
| 40 | 2009.12.30 19:02 | buy | 21 | 1.80 | 1.03580 | 1.03520 | 1.03880 | ||
| 41 | 2009.12.31 02:15 | s/l | 21 | 1.80 | 1.03520 | 1.03520 | 1.03880 | -102.19 | 9862.40 |
| 42 | 2009.12.31 07:46 | close | 7 | 1.00 | 1.02911 | 0.00000 | 1.02700 | 83.31 | 9945.71 |