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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; FT2="------Настройки сигнала на вход:----------"; indent=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; teeth_period=8; lips_period=5; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=500; TakeProfit=500; Lots=0.1; shift=1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -135.71 | Gross profit | 97.97 | Gross loss | -233.68 |
Profit factor | 0.42 | Expected payoff | -7.54 | ||
Absolute drawdown | 158.99 | Maximal drawdown | 173.78 (1.74%) | Relative drawdown | 1.74% (173.78) |
Total trades | 18 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 12 (16.67%) |
Profit trades (% of total) | 2 (11.11%) | Loss trades (% of total) | 16 (88.89%) | ||
Largest | profit trade | 49.24 | loss trade | -49.45 | |
Average | profit trade | 48.98 | loss trade | -14.61 | |
Maximum | consecutive wins (profit in money) | 1 (49.24) | consecutive losses (loss in money) | 11 (-132.97) | |
Maximal | consecutive profit (count of wins) | 49.24 (1) | consecutive loss (count of losses) | -132.97 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:10 | buy | 1 | 0.10 | 1.00588 | 1.00090 | 1.01090 | ||
2 | 2009.12.01 06:15 | modify | 1 | 0.10 | 1.00588 | 1.00494 | 1.01090 | ||
3 | 2009.12.01 06:50 | s/l | 1 | 0.10 | 1.00494 | 1.00494 | 1.01090 | -9.35 | 9990.65 |
4 | 2009.12.01 06:52 | buy | 2 | 0.10 | 1.00525 | 1.00030 | 1.01030 | ||
5 | 2009.12.01 06:57 | modify | 2 | 0.10 | 1.00525 | 1.00494 | 1.01030 | ||
6 | 2009.12.01 07:02 | s/l | 2 | 0.10 | 1.00494 | 1.00494 | 1.01030 | -3.08 | 9987.57 |
7 | 2009.12.04 06:15 | buy | 3 | 0.10 | 1.00091 | 0.99590 | 1.00590 | ||
8 | 2009.12.04 06:20 | modify | 3 | 0.10 | 1.00091 | 1.00049 | 1.00590 | ||
9 | 2009.12.04 07:15 | modify | 3 | 0.10 | 1.00091 | 0.99971 | 1.00590 | ||
10 | 2009.12.04 07:46 | s/l | 3 | 0.10 | 0.99971 | 0.99971 | 1.00590 | -12.01 | 9975.56 |
11 | 2009.12.04 14:30 | sell | 4 | 0.10 | 0.99754 | 1.00250 | 0.99250 | ||
12 | 2009.12.04 14:37 | modify | 4 | 0.10 | 0.99754 | 1.00023 | 0.99250 | ||
13 | 2009.12.04 14:40 | s/l | 4 | 0.10 | 1.00023 | 1.00023 | 0.99250 | -26.82 | 9948.74 |
14 | 2009.12.04 15:15 | buy | 5 | 0.10 | 1.01020 | 1.00520 | 1.01520 | ||
15 | 2009.12.04 18:00 | modify | 5 | 0.10 | 1.01020 | 1.00001 | 1.01520 | ||
16 | 2009.12.04 19:00 | modify | 5 | 0.10 | 1.01020 | 0.99986 | 1.01520 | ||
17 | 2009.12.04 19:20 | t/p | 5 | 0.10 | 1.01520 | 0.99986 | 1.01520 | 49.24 | 9997.98 |
18 | 2009.12.07 10:02 | buy | 6 | 0.10 | 1.02424 | 1.01920 | 1.02920 | ||
19 | 2009.12.07 11:40 | s/l | 6 | 0.10 | 1.01920 | 1.01920 | 1.02920 | -49.45 | 9948.53 |
20 | 2009.12.08 13:02 | buy | 7 | 0.10 | 1.02249 | 1.01750 | 1.02750 | ||
21 | 2009.12.08 13:07 | modify | 7 | 0.10 | 1.02249 | 1.01818 | 1.02750 | ||
22 | 2009.12.08 14:10 | modify | 7 | 0.10 | 1.02249 | 1.01830 | 1.02750 | ||
23 | 2009.12.08 15:00 | modify | 7 | 0.10 | 1.02249 | 1.01854 | 1.02750 | ||
24 | 2009.12.08 16:00 | modify | 7 | 0.10 | 1.02249 | 1.01868 | 1.02750 | ||
25 | 2009.12.08 17:00 | modify | 7 | 0.10 | 1.02249 | 1.01862 | 1.02750 | ||
26 | 2009.12.08 18:00 | modify | 7 | 0.10 | 1.02249 | 1.02043 | 1.02750 | ||
27 | 2009.12.08 19:00 | modify | 7 | 0.10 | 1.02249 | 1.02154 | 1.02750 | ||
28 | 2009.12.08 19:20 | t/p | 7 | 0.10 | 1.02750 | 1.02154 | 1.02750 | 48.73 | 9997.26 |
29 | 2009.12.09 18:15 | buy | 8 | 0.10 | 1.02818 | 1.02320 | 1.03320 | ||
30 | 2009.12.09 18:17 | close | 8 | 0.10 | 1.02782 | 1.02320 | 1.03320 | -3.50 | 9993.76 |
31 | 2009.12.11 09:20 | sell | 9 | 0.10 | 1.02511 | 1.03010 | 1.02010 | ||
32 | 2009.12.11 09:22 | close | 9 | 0.10 | 1.02558 | 1.03010 | 1.02010 | -4.58 | 9989.18 |
33 | 2009.12.17 11:20 | buy | 10 | 0.10 | 1.04930 | 1.04430 | 1.05430 | ||
34 | 2009.12.17 11:40 | modify | 10 | 0.10 | 1.04930 | 1.04561 | 1.05430 | ||
35 | 2009.12.17 12:00 | modify | 10 | 0.10 | 1.04930 | 1.04240 | 1.05430 | ||
36 | 2009.12.17 14:02 | modify | 10 | 0.10 | 1.04930 | 1.04426 | 1.05430 | ||
37 | 2009.12.17 15:00 | modify | 10 | 0.10 | 1.04930 | 1.04512 | 1.05430 | ||
38 | 2009.12.17 18:02 | modify | 10 | 0.10 | 1.04930 | 1.04870 | 1.05430 | ||
39 | 2009.12.17 18:50 | s/l | 10 | 0.10 | 1.04870 | 1.04870 | 1.05430 | -5.72 | 9983.46 |
40 | 2009.12.21 00:00 | sell | 11 | 0.10 | 1.04067 | 1.04570 | 1.03570 | ||
41 | 2009.12.21 00:02 | close | 11 | 0.10 | 1.04085 | 1.04570 | 1.03570 | -1.73 | 9981.73 |
42 | 2009.12.21 14:00 | sell | 12 | 0.10 | 1.04008 | 1.04510 | 1.03510 | ||
43 | 2009.12.21 14:02 | modify | 12 | 0.10 | 1.04008 | 1.04302 | 1.03510 | ||
44 | 2009.12.21 15:45 | s/l | 12 | 0.10 | 1.04302 | 1.04302 | 1.03510 | -28.18 | 9953.55 |
45 | 2009.12.22 08:02 | buy | 13 | 0.10 | 1.04690 | 1.04190 | 1.05190 | ||
46 | 2009.12.22 08:07 | modify | 13 | 0.10 | 1.04690 | 1.04576 | 1.05190 | ||
47 | 2009.12.22 08:20 | s/l | 13 | 0.10 | 1.04576 | 1.04576 | 1.05190 | -10.91 | 9942.64 |
48 | 2009.12.22 12:15 | buy | 14 | 0.10 | 1.04789 | 1.04290 | 1.05290 | ||
49 | 2009.12.22 12:20 | modify | 14 | 0.10 | 1.04789 | 1.04566 | 1.05290 | ||
50 | 2009.12.22 14:46 | s/l | 14 | 0.10 | 1.04566 | 1.04566 | 1.05290 | -21.33 | 9921.31 |
51 | 2009.12.22 21:45 | buy | 15 | 0.10 | 1.04874 | 1.04370 | 1.05370 | ||
52 | 2009.12.22 21:50 | modify | 15 | 0.10 | 1.04874 | 1.04833 | 1.05370 | ||
53 | 2009.12.22 22:02 | modify | 15 | 0.10 | 1.04874 | 1.04719 | 1.05370 | ||
54 | 2009.12.22 23:00 | modify | 15 | 0.10 | 1.04874 | 1.04774 | 1.05370 | ||
55 | 2009.12.23 01:26 | modify | 15 | 0.10 | 1.04874 | 1.04809 | 1.05370 | ||
56 | 2009.12.23 02:07 | modify | 15 | 0.10 | 1.04874 | 1.04815 | 1.05370 | ||
57 | 2009.12.23 02:20 | s/l | 15 | 0.10 | 1.04815 | 1.04815 | 1.05370 | -5.58 | 9915.73 |
58 | 2009.12.24 11:15 | sell | 16 | 0.10 | 1.03475 | 1.03980 | 1.02980 | ||
59 | 2009.12.24 11:20 | modify | 16 | 0.10 | 1.03475 | 1.03866 | 1.02980 | ||
60 | 2009.12.24 12:35 | modify | 16 | 0.10 | 1.03475 | 1.03854 | 1.02980 | ||
61 | 2009.12.24 13:00 | modify | 16 | 0.10 | 1.03475 | 1.03845 | 1.02980 | ||
62 | 2009.12.24 14:00 | modify | 16 | 0.10 | 1.03475 | 1.03792 | 1.02980 | ||
63 | 2009.12.24 15:00 | modify | 16 | 0.10 | 1.03475 | 1.03847 | 1.02980 | ||
64 | 2009.12.24 16:46 | s/l | 16 | 0.10 | 1.03847 | 1.03847 | 1.02980 | -35.81 | 9879.92 |
65 | 2009.12.28 12:20 | sell | 17 | 0.10 | 1.03429 | 1.03930 | 1.02930 | ||
66 | 2009.12.28 12:40 | modify | 17 | 0.10 | 1.03429 | 1.03595 | 1.02930 | ||
67 | 2009.12.28 14:00 | modify | 17 | 0.10 | 1.03429 | 1.03592 | 1.02930 | ||
68 | 2009.12.28 15:00 | modify | 17 | 0.10 | 1.03429 | 1.03575 | 1.02930 | ||
69 | 2009.12.28 16:00 | modify | 17 | 0.10 | 1.03429 | 1.03579 | 1.02930 | ||
70 | 2009.12.28 17:00 | modify | 17 | 0.10 | 1.03429 | 1.03580 | 1.02930 | ||
71 | 2009.12.28 18:00 | modify | 17 | 0.10 | 1.03429 | 1.03567 | 1.02930 | ||
72 | 2009.12.28 19:15 | modify | 17 | 0.10 | 1.03429 | 1.03531 | 1.02930 | ||
73 | 2009.12.28 20:32 | modify | 17 | 0.10 | 1.03429 | 1.03496 | 1.02930 | ||
74 | 2009.12.28 20:50 | s/l | 17 | 0.10 | 1.03496 | 1.03496 | 1.02930 | -6.47 | 9873.45 |
75 | 2009.12.30 03:15 | buy | 18 | 0.10 | 1.03920 | 1.03420 | 1.04420 | ||
76 | 2009.12.30 03:20 | modify | 18 | 0.10 | 1.03920 | 1.03448 | 1.04420 | ||
77 | 2009.12.30 04:32 | modify | 18 | 0.10 | 1.03920 | 1.03529 | 1.04420 | ||
78 | 2009.12.30 15:45 | modify | 18 | 0.10 | 1.03920 | 1.03825 | 1.04420 | ||
79 | 2009.12.30 18:10 | s/l | 18 | 0.10 | 1.03825 | 1.03825 | 1.04420 | -9.16 | 9864.29 |