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 | -47.45 | Gross profit | 1327.60 | Gross loss | -1375.05 |
| Profit factor | 0.97 | Expected payoff | -2.26 | ||
| Absolute drawdown | 741.09 | Maximal drawdown | 895.48 (8.82%) | Relative drawdown | 8.82% (895.48) |
| 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 | 147.51 | loss trade | -114.59 | |
| Maximum | consecutive wins (profit in money) | 7 (723.78) | consecutive losses (loss in money) | 7 (-810.16) | |
| Maximal | consecutive profit (count of wins) | 723.78 (7) | consecutive loss (count of losses) | -810.16 (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 | 1.03254 | 0.00000 | 1.03554 | ||
| 2 | 2009.12.29 08:37 | close | 1 | 1.00 | 1.03279 | 0.00000 | 1.03554 | 24.21 | 10024.21 |
| 3 | 2009.12.29 09:15 | buy | 2 | 1.00 | 1.03012 | 0.00000 | 1.03312 | ||
| 4 | 2009.12.29 10:20 | close | 2 | 1.00 | 1.03025 | 0.00000 | 1.03312 | 12.62 | 10036.83 |
| 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 | 1.03005 | 0.00000 | 1.02729 | 23.30 | 10060.13 |
| 7 | 2009.12.29 12:50 | buy | 4 | 1.00 | 1.02906 | 0.00000 | 1.03206 | ||
| 8 | 2009.12.29 12:52 | close | 4 | 1.00 | 1.02943 | 0.00000 | 1.03206 | 35.94 | 10096.07 |
| 9 | 2009.12.29 13:20 | buy | 5 | 1.00 | 1.02794 | 0.00000 | 1.03094 | ||
| 10 | 2009.12.29 13:22 | close | 5 | 1.00 | 1.02816 | 0.00000 | 1.03094 | 21.40 | 10117.47 |
| 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 | 1.02912 | 0.00000 | 1.02641 | 28.18 | 10145.65 |
| 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 | 1.03624 | 1.03564 | 1.03924 | ||
| 15 | 2009.12.30 03:20 | t/p | 8 | 2.00 | 1.03924 | 1.03564 | 1.03924 | 578.13 | 10723.78 |
| 16 | 2009.12.30 03:30 | buy | 9 | 2.00 | 1.03908 | 1.03848 | 1.04208 | ||
| 17 | 2009.12.30 05:15 | s/l | 9 | 2.00 | 1.03848 | 1.03848 | 1.04208 | -115.55 | 10608.23 |
| 18 | 2009.12.30 05:27 | buy | 10 | 2.00 | 1.03836 | 1.03776 | 1.04136 | ||
| 19 | 2009.12.30 07:20 | s/l | 10 | 2.00 | 1.03776 | 1.03776 | 1.04136 | -115.66 | 10492.57 |
| 20 | 2009.12.30 07:52 | buy | 11 | 2.00 | 1.03750 | 1.03690 | 1.04050 | ||
| 21 | 2009.12.30 08:45 | s/l | 11 | 2.00 | 1.03690 | 1.03690 | 1.04050 | -115.73 | 10376.84 |
| 22 | 2009.12.30 08:57 | buy | 12 | 2.00 | 1.03700 | 1.03640 | 1.04000 | ||
| 23 | 2009.12.30 08:59 | s/l | 12 | 2.00 | 1.03640 | 1.03640 | 1.04000 | -115.79 | 10261.05 |
| 24 | 2009.12.30 09:00 | buy | 13 | 2.00 | 1.03652 | 1.03592 | 1.03952 | ||
| 25 | 2009.12.30 09:07 | s/l | 13 | 2.00 | 1.03592 | 1.03592 | 1.03952 | -115.84 | 10145.21 |
| 26 | 2009.12.30 09:57 | buy | 14 | 2.00 | 1.03778 | 1.03718 | 1.04078 | ||
| 27 | 2009.12.30 10:20 | s/l | 14 | 2.00 | 1.03718 | 1.03718 | 1.04078 | -115.75 | 10029.46 |
| 28 | 2009.12.30 10:25 | buy | 15 | 2.00 | 1.03700 | 1.03640 | 1.04000 | ||
| 29 | 2009.12.30 10:50 | s/l | 15 | 2.00 | 1.03640 | 1.03640 | 1.04000 | -115.84 | 9913.62 |
| 30 | 2009.12.30 10:55 | buy | 16 | 1.80 | 1.03622 | 1.03562 | 1.03922 | ||
| 31 | 2009.12.30 15:45 | t/p | 16 | 1.80 | 1.03922 | 1.03562 | 1.03922 | 519.53 | 10433.15 |
| 32 | 2009.12.30 17:02 | buy | 17 | 2.00 | 1.04005 | 1.03945 | 1.04305 | ||
| 33 | 2009.12.30 17:46 | s/l | 17 | 2.00 | 1.03945 | 1.03945 | 1.04305 | -115.51 | 10317.64 |
| 34 | 2009.12.30 17:56 | buy | 18 | 2.00 | 1.03988 | 1.03928 | 1.04288 | ||
| 35 | 2009.12.30 17:59 | s/l | 18 | 2.00 | 1.03928 | 1.03928 | 1.04288 | -115.49 | 10202.15 |
| 36 | 2009.12.30 18:10 | buy | 19 | 2.00 | 1.03786 | 1.03726 | 1.04086 | ||
| 37 | 2009.12.30 18:15 | s/l | 19 | 2.00 | 1.03726 | 1.03726 | 1.04086 | -115.76 | 10086.39 |
| 38 | 2009.12.30 18:15 | buy | 20 | 2.00 | 1.03671 | 1.03611 | 1.03971 | ||
| 39 | 2009.12.30 18:20 | s/l | 20 | 2.00 | 1.03611 | 1.03611 | 1.03971 | -115.94 | 9970.45 |
| 40 | 2009.12.30 19:02 | buy | 21 | 1.80 | 1.03579 | 1.03519 | 1.03879 | ||
| 41 | 2009.12.31 02:15 | s/l | 21 | 1.80 | 1.03519 | 1.03519 | 1.03879 | -102.19 | 9868.26 |
| 42 | 2009.12.31 07:46 | close | 7 | 1.00 | 1.02910 | 0.00000 | 1.02700 | 84.29 | 9952.55 |