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 | 100.82 | Gross profit | 1371.65 | Gross loss | -1270.83 |
| Profit factor | 1.08 | Expected payoff | 5.04 | ||
| Absolute drawdown | 694.99 | Maximal drawdown | 835.79 (8.24%) | Relative drawdown | 8.24% (835.79) |
| Total trades | 20 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 17 (35.29%) |
| Profit trades (% of total) | 9 (45.00%) | Loss trades (% of total) | 11 (55.00%) | ||
| Largest | profit trade | 578.06 | loss trade | -115.93 | |
| Average | profit trade | 152.41 | loss trade | -115.53 | |
| Maximum | consecutive wins (profit in money) | 7 (712.06) | consecutive losses (loss in money) | 6 (-694.60) | |
| Maximal | consecutive profit (count of wins) | 712.06 (7) | consecutive loss (count of losses) | -694.60 (6) | |
| 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 | 1.03256 | 0.00000 | 1.03556 | ||
| 2 | 2009.12.29 08:37 | close | 1 | 1.00 | 1.03279 | 0.00000 | 1.03556 | 22.27 | 10022.27 |
| 3 | 2009.12.29 09:15 | buy | 2 | 1.00 | 1.03014 | 0.00000 | 1.03314 | ||
| 4 | 2009.12.29 10:20 | close | 2 | 1.00 | 1.03025 | 0.00000 | 1.03314 | 10.68 | 10032.95 |
| 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 | 1.03007 | 0.00000 | 1.02729 | 21.36 | 10054.31 |
| 7 | 2009.12.29 12:50 | buy | 4 | 1.00 | 1.02908 | 0.00000 | 1.03208 | ||
| 8 | 2009.12.29 12:52 | close | 4 | 1.00 | 1.02943 | 0.00000 | 1.03208 | 34.00 | 10088.31 |
| 9 | 2009.12.29 13:20 | buy | 5 | 1.00 | 1.02796 | 0.00000 | 1.03096 | ||
| 10 | 2009.12.29 13:22 | close | 5 | 1.00 | 1.02816 | 0.00000 | 1.03096 | 19.45 | 10107.76 |
| 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 | 1.02914 | 0.00000 | 1.02641 | 26.24 | 10134.00 |
| 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 | 1.03626 | 1.03566 | 1.03926 | ||
| 15 | 2009.12.30 04:32 | t/p | 8 | 2.00 | 1.03926 | 1.03566 | 1.03926 | 578.06 | 10712.06 |
| 16 | 2009.12.30 05:27 | buy | 9 | 2.00 | 1.03838 | 1.03778 | 1.04138 | ||
| 17 | 2009.12.30 07:20 | s/l | 9 | 2.00 | 1.03778 | 1.03778 | 1.04138 | -115.65 | 10596.41 |
| 18 | 2009.12.30 07:52 | buy | 10 | 2.00 | 1.03752 | 1.03692 | 1.04052 | ||
| 19 | 2009.12.30 08:45 | s/l | 10 | 2.00 | 1.03692 | 1.03692 | 1.04052 | -115.73 | 10480.68 |
| 20 | 2009.12.30 08:57 | buy | 11 | 2.00 | 1.03702 | 1.03642 | 1.04002 | ||
| 21 | 2009.12.30 08:59 | s/l | 11 | 2.00 | 1.03642 | 1.03642 | 1.04002 | -115.79 | 10364.89 |
| 22 | 2009.12.30 09:00 | buy | 12 | 2.00 | 1.03654 | 1.03594 | 1.03954 | ||
| 23 | 2009.12.30 09:07 | s/l | 12 | 2.00 | 1.03594 | 1.03594 | 1.03954 | -115.85 | 10249.04 |
| 24 | 2009.12.30 09:57 | buy | 13 | 2.00 | 1.03780 | 1.03720 | 1.04080 | ||
| 25 | 2009.12.30 10:20 | s/l | 13 | 2.00 | 1.03720 | 1.03720 | 1.04080 | -115.74 | 10133.30 |
| 26 | 2009.12.30 10:25 | buy | 14 | 2.00 | 1.03702 | 1.03642 | 1.04002 | ||
| 27 | 2009.12.30 10:50 | s/l | 14 | 2.00 | 1.03642 | 1.03642 | 1.04002 | -115.84 | 10017.46 |
| 28 | 2009.12.30 10:55 | buy | 15 | 2.00 | 1.03624 | 1.03564 | 1.03924 | ||
| 29 | 2009.12.30 15:45 | t/p | 15 | 2.00 | 1.03924 | 1.03564 | 1.03924 | 577.25 | 10594.71 |
| 30 | 2009.12.30 17:02 | buy | 16 | 2.00 | 1.04007 | 1.03947 | 1.04307 | ||
| 31 | 2009.12.30 17:46 | s/l | 16 | 2.00 | 1.03947 | 1.03947 | 1.04307 | -115.51 | 10479.20 |
| 32 | 2009.12.30 17:56 | buy | 17 | 2.00 | 1.03990 | 1.03930 | 1.04290 | ||
| 33 | 2009.12.30 17:59 | s/l | 17 | 2.00 | 1.03930 | 1.03930 | 1.04290 | -115.49 | 10363.71 |
| 34 | 2009.12.30 18:10 | buy | 18 | 2.00 | 1.03788 | 1.03728 | 1.04088 | ||
| 35 | 2009.12.30 18:15 | s/l | 18 | 2.00 | 1.03728 | 1.03728 | 1.04088 | -115.76 | 10247.95 |
| 36 | 2009.12.30 18:15 | buy | 19 | 2.00 | 1.03673 | 1.03613 | 1.03973 | ||
| 37 | 2009.12.30 18:20 | s/l | 19 | 2.00 | 1.03613 | 1.03613 | 1.03973 | -115.93 | 10132.02 |
| 38 | 2009.12.30 19:02 | buy | 20 | 2.00 | 1.03581 | 1.03521 | 1.03881 | ||
| 39 | 2009.12.31 02:15 | s/l | 20 | 2.00 | 1.03521 | 1.03521 | 1.03881 | -113.54 | 10018.48 |
| 40 | 2009.12.31 07:46 | close | 7 | 1.00 | 1.02912 | 0.00000 | 1.02700 | 82.34 | 10100.82 |