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 | MaximumRisk=0.15; MaxOrders=3; MaxLots=5; macd__1=1; macd__2=1; macd__3=1; macd__4=1; macd__5=1; macd__6=1; macd__7=1; macd__8=1; macd__9=1; macd__10=1; macd__11=1; macd__12=1; TakeProfit=300; StopLoss=45; TrailingStop=5; MACDOpenLevel=6; MACDCloseLevel=50; MATrendPeriod=11; MACDf=194; MACDs=475; MACDsig=45; TakeProfit_2=90; StopLoss_2=175; TrailingStop_2=15; MACDOpenLevel_2=7; MACDCloseLevel_2=83; MATrendPeriod_2=44; MACDf_2=67; MACDs_2=316; MACDsig_2=39; TakeProfit_3=95; StopLoss_3=195; TrailingStop_3=100; MACDOpenLevel_3=14; MACDCloseLevel_3=87; MATrendPeriod_3=50; MACDf_3=10; MACDs_3=436; MACDsig_3=28; TakeProfit_4=50; StopLoss_4=95; TrailingStop_4=95; MACDOpenLevel_4=54; MACDCloseLevel_4=93; MATrendPeriod_4=65; MACDf_4=181; MACDs_4=482; MACDsig_4=36; TakeProfit_5=265; StopLoss_5=185; TrailingStop_5=20; MACDOpenLevel_5=18; MACDCloseLevel_5=24; MATrendPeriod_5=24; MACDf_5=27; MACDs_5=459; MACDsig_5=79; TakeProfit_6=80; StopLoss_6=190; TrailingStop_6=70; MACDOpenLevel_6=75; MACDCloseLevel_6=104; MATrendPeriod_6=40; MACDf_6=3; MACDs_6=260; MACDsig_6=40; TakeProfit_7=285; StopLoss_7=50; TrailingStop_7=10; MACDOpenLevel_7=102; MACDCloseLevel_7=86; MATrendPeriod_7=69; MACDf_7=77; MACDs_7=67; MACDsig_7=27; TakeProfit_8=25; StopLoss_8=145; TrailingStop_8=100; MACDOpenLevel_8=36; MACDCloseLevel_8=136; MATrendPeriod_8=1; MACDf_8=116; MACDs_8=430; MACDsig_8=9; TakeProfit_9=75; StopLoss_9=105; TrailingStop_9=35; MACDOpenLevel_9=54; MACDCloseLevel_9=93; MATrendPeriod_9=68; MACDf_9=181; MACDs_9=482; MACDsig_9=36; TakeProfit_10=175; StopLoss_10=190; TrailingStop_10=50; MACDOpenLevel_10=44; MACDCloseLevel_10=54; MATrendPeriod_10=55; MACDf_10=12; MACDs_10=26; MACDsig_10=9; TakeProfit_11=285; StopLoss_11=200; TrailingStop_11=40; MACDOpenLevel_11=121; MACDCloseLevel_11=64; MATrendPeriod_11=53; MACDf_11=13; MACDs_11=435; MACDsig_11=47; TakeProfit_12=75; StopLoss_12=10; TrailingStop_12=15; MACDOpenLevel_12=21; MACDCloseLevel_12=39; MATrendPeriod_12=89; MACDf_12=24; MACDs_12=52; MACDsig_12=18; Magic_1=1001001; Magic_2=1001002; Magic_3=1001003; Magic_4=1001004; Magic_5=1001005; Magic_6=1001006; Magic_7=1001007; Magic_8=1001008; Magic_9=1001009; Magic_10=1001010; Magic_11=1001011; Magic_12=1001012; ProfitTrailing=false; TrailingStep=7; raz=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -174.89 | Gross profit | 319.19 | Gross loss | -494.07 |
| Profit factor | 0.65 | Expected payoff | -6.03 | ||
| Absolute drawdown | 385.33 | Maximal drawdown | 385.33 (3.85%) | Relative drawdown | 3.85% (385.33) |
| Total trades | 29 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 10 (20.00%) |
| Profit trades (% of total) | 14 (48.28%) | Loss trades (% of total) | 15 (51.72%) | ||
| Largest | profit trade | 74.51 | loss trade | -55.60 | |
| Average | profit trade | 22.80 | loss trade | -32.94 | |
| Maximum | consecutive wins (profit in money) | 3 (108.57) | consecutive losses (loss in money) | 6 (-231.12) | |
| Maximal | consecutive profit (count of wins) | 108.57 (3) | consecutive loss (count of losses) | -231.12 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 21:00 | buy | 1 | 0.30 | 1.00259 | 1.00114 | 1.00284 | ||
| 2 | 2009.12.02 21:00 | buy | 2 | 0.30 | 1.00259 | 1.00059 | 1.00544 | ||
| 3 | 2009.12.02 21:00 | modify | 1 | 0.30 | 1.00259 | 1.00137 | 1.00284 | ||
| 4 | 2009.12.02 21:00 | modify | 2 | 0.30 | 1.00259 | 1.00197 | 1.00544 | ||
| 5 | 2009.12.02 21:20 | s/l | 2 | 0.30 | 1.00197 | 1.00197 | 1.00544 | -18.57 | 9981.43 |
| 6 | 2009.12.03 00:10 | s/l | 1 | 0.30 | 1.00137 | 1.00137 | 1.00284 | -36.10 | 9945.33 |
| 7 | 2009.12.03 23:00 | buy | 3 | 0.30 | 1.00123 | 0.99978 | 1.00148 | ||
| 8 | 2009.12.03 23:00 | buy | 4 | 0.30 | 1.00123 | 0.99928 | 1.00218 | ||
| 9 | 2009.12.03 23:00 | modify | 3 | 0.30 | 1.00123 | 1.00001 | 1.00148 | ||
| 10 | 2009.12.03 23:00 | modify | 4 | 0.30 | 1.00123 | 1.00001 | 1.00218 | ||
| 11 | 2009.12.03 23:02 | t/p | 3 | 0.30 | 1.00148 | 1.00001 | 1.00148 | 7.49 | 9952.82 |
| 12 | 2009.12.03 23:02 | modify | 4 | 0.30 | 1.00123 | 1.00069 | 1.00218 | ||
| 13 | 2009.12.03 23:07 | modify | 4 | 0.30 | 1.00123 | 1.00079 | 1.00218 | ||
| 14 | 2009.12.03 23:20 | s/l | 4 | 0.30 | 1.00079 | 1.00079 | 1.00218 | -13.19 | 9939.63 |
| 15 | 2009.12.04 00:00 | buy | 5 | 0.30 | 1.00110 | 0.99935 | 1.00200 | ||
| 16 | 2009.12.04 03:00 | buy | 6 | 0.30 | 1.00050 | 0.99865 | 1.00315 | ||
| 17 | 2009.12.04 08:15 | s/l | 5 | 0.30 | 0.99935 | 0.99935 | 1.00200 | -52.54 | 9887.09 |
| 18 | 2009.12.04 14:26 | s/l | 6 | 0.30 | 0.99865 | 0.99865 | 1.00315 | -55.60 | 9831.49 |
| 19 | 2009.12.04 15:00 | buy | 7 | 0.29 | 1.00856 | 1.00761 | 1.00906 | ||
| 20 | 2009.12.04 15:00 | buy | 8 | 0.29 | 1.00856 | 1.00751 | 1.00931 | ||
| 21 | 2009.12.04 15:02 | s/l | 7 | 0.29 | 1.00761 | 1.00761 | 1.00906 | -27.35 | 9804.14 |
| 22 | 2009.12.04 15:02 | s/l | 8 | 0.29 | 1.00751 | 1.00751 | 1.00931 | -30.23 | 9773.91 |
| 23 | 2009.12.11 11:00 | sell | 9 | 0.29 | 1.02503 | 1.02688 | 1.02238 | ||
| 24 | 2009.12.11 14:45 | s/l | 9 | 0.29 | 1.02688 | 1.02688 | 1.02238 | -52.21 | 9721.70 |
| 25 | 2009.12.16 17:00 | sell | 10 | 0.29 | 1.03584 | 1.03784 | 1.03299 | ||
| 26 | 2009.12.16 17:00 | modify | 10 | 0.29 | 1.03584 | 1.03646 | 1.03299 | ||
| 27 | 2009.12.16 17:10 | modify | 10 | 0.29 | 1.03584 | 1.03607 | 1.03299 | ||
| 28 | 2009.12.16 17:15 | modify | 10 | 0.29 | 1.03584 | 1.03558 | 1.03299 | ||
| 29 | 2009.12.16 17:20 | modify | 10 | 0.29 | 1.03584 | 1.03491 | 1.03299 | ||
| 30 | 2009.12.16 17:27 | s/l | 10 | 0.29 | 1.03491 | 1.03491 | 1.03299 | 26.05 | 9747.75 |
| 31 | 2009.12.16 20:00 | sell | 11 | 0.29 | 1.03740 | 1.03885 | 1.03715 | ||
| 32 | 2009.12.16 20:00 | modify | 11 | 0.29 | 1.03740 | 1.03862 | 1.03715 | ||
| 33 | 2009.12.16 20:02 | t/p | 11 | 0.29 | 1.03715 | 1.03862 | 1.03715 | 7.00 | 9754.75 |
| 34 | 2009.12.18 03:00 | sell | 12 | 0.29 | 1.04152 | 1.04347 | 1.04057 | ||
| 35 | 2009.12.18 03:00 | modify | 12 | 0.29 | 1.04152 | 1.04274 | 1.04057 | ||
| 36 | 2009.12.18 03:02 | modify | 12 | 0.29 | 1.04152 | 1.04264 | 1.04057 | ||
| 37 | 2009.12.18 03:05 | modify | 12 | 0.29 | 1.04152 | 1.04236 | 1.04057 | ||
| 38 | 2009.12.18 03:10 | modify | 12 | 0.29 | 1.04152 | 1.04180 | 1.04057 | ||
| 39 | 2009.12.18 03:15 | t/p | 12 | 0.29 | 1.04057 | 1.04180 | 1.04057 | 26.49 | 9781.24 |
| 40 | 2009.12.18 05:00 | sell | 13 | 0.29 | 1.03938 | 1.04083 | 1.03913 | ||
| 41 | 2009.12.18 05:00 | sell | 14 | 0.29 | 1.03938 | 1.04138 | 1.03653 | ||
| 42 | 2009.12.18 05:00 | modify | 13 | 0.29 | 1.03938 | 1.04060 | 1.03913 | ||
| 43 | 2009.12.18 05:00 | modify | 14 | 0.29 | 1.03938 | 1.04000 | 1.03653 | ||
| 44 | 2009.12.18 05:02 | s/l | 14 | 0.29 | 1.04000 | 1.04000 | 1.03653 | -17.28 | 9763.96 |
| 45 | 2009.12.18 05:15 | modify | 13 | 0.29 | 1.03938 | 1.04035 | 1.03913 | ||
| 46 | 2009.12.18 05:20 | t/p | 13 | 0.29 | 1.03913 | 1.04035 | 1.03913 | 6.97 | 9770.93 |
| 47 | 2009.12.18 11:00 | sell | 15 | 0.29 | 1.04115 | 1.04290 | 1.04025 | ||
| 48 | 2009.12.18 12:00 | sell | 16 | 0.29 | 1.04170 | 1.04355 | 1.03905 | ||
| 49 | 2009.12.18 12:45 | s/l | 15 | 0.29 | 1.04290 | 1.04290 | 1.04025 | -48.65 | 9722.28 |
| 50 | 2009.12.18 13:20 | s/l | 16 | 0.29 | 1.04355 | 1.04355 | 1.03905 | -51.40 | 9670.88 |
| 51 | 2009.12.18 14:00 | buy | 17 | 0.29 | 1.04294 | 1.04104 | 1.04469 | ||
| 52 | 2009.12.18 14:00 | modify | 17 | 0.29 | 1.04294 | 1.04222 | 1.04469 | ||
| 53 | 2009.12.18 14:10 | modify | 17 | 0.29 | 1.04294 | 1.04244 | 1.04469 | ||
| 54 | 2009.12.18 14:15 | modify | 17 | 0.29 | 1.04294 | 1.04276 | 1.04469 | ||
| 55 | 2009.12.18 14:20 | modify | 17 | 0.29 | 1.04294 | 1.04307 | 1.04469 | ||
| 56 | 2009.12.18 14:27 | s/l | 17 | 0.29 | 1.04307 | 1.04307 | 1.04469 | 3.61 | 9674.49 |
| 57 | 2009.12.18 21:00 | sell | 18 | 0.29 | 1.04285 | 1.04430 | 1.04260 | ||
| 58 | 2009.12.18 21:00 | modify | 18 | 0.29 | 1.04285 | 1.04407 | 1.04260 | ||
| 59 | 2009.12.18 21:03 | modify | 18 | 0.29 | 1.04285 | 1.04370 | 1.04260 | ||
| 60 | 2009.12.18 21:10 | t/p | 18 | 0.29 | 1.04260 | 1.04370 | 1.04260 | 6.95 | 9681.44 |
| 61 | 2009.12.22 03:00 | sell | 19 | 0.29 | 1.04507 | 1.04652 | 1.04482 | ||
| 62 | 2009.12.22 03:00 | modify | 19 | 0.29 | 1.04507 | 1.04629 | 1.04482 | ||
| 63 | 2009.12.22 03:07 | modify | 19 | 0.29 | 1.04507 | 1.04616 | 1.04482 | ||
| 64 | 2009.12.22 03:15 | s/l | 19 | 0.29 | 1.04616 | 1.04616 | 1.04482 | -30.21 | 9651.23 |
| 65 | 2009.12.23 12:00 | sell | 20 | 0.29 | 1.04608 | 1.04753 | 1.04583 | ||
| 66 | 2009.12.23 12:00 | modify | 20 | 0.29 | 1.04608 | 1.04730 | 1.04583 | ||
| 67 | 2009.12.23 12:02 | modify | 20 | 0.29 | 1.04608 | 1.04719 | 1.04583 | ||
| 68 | 2009.12.23 12:07 | modify | 20 | 0.29 | 1.04608 | 1.04710 | 1.04583 | ||
| 69 | 2009.12.23 12:50 | s/l | 20 | 0.29 | 1.04710 | 1.04710 | 1.04583 | -28.25 | 9622.98 |
| 70 | 2009.12.23 13:00 | sell | 21 | 0.29 | 1.04674 | 1.04859 | 1.04409 | ||
| 71 | 2009.12.23 13:45 | t/p | 21 | 0.29 | 1.04409 | 1.04859 | 1.04409 | 73.62 | 9696.60 |
| 72 | 2009.12.23 18:00 | sell | 22 | 0.29 | 1.03799 | 1.03894 | 1.03749 | ||
| 73 | 2009.12.23 18:00 | sell | 23 | 0.29 | 1.03799 | 1.03904 | 1.03724 | ||
| 74 | 2009.12.23 18:10 | modify | 22 | 0.29 | 1.03799 | 1.03866 | 1.03749 | ||
| 75 | 2009.12.23 18:15 | t/p | 22 | 0.29 | 1.03749 | 1.03866 | 1.03749 | 13.98 | 9710.58 |
| 76 | 2009.12.23 18:15 | t/p | 23 | 0.29 | 1.03724 | 1.03904 | 1.03724 | 20.97 | 9731.55 |
| 77 | 2009.12.29 18:00 | buy | 24 | 0.29 | 1.03671 | 1.03481 | 1.03846 | ||
| 78 | 2009.12.29 18:00 | modify | 24 | 0.29 | 1.03671 | 1.03599 | 1.03846 | ||
| 79 | 2009.12.29 18:02 | s/l | 24 | 0.29 | 1.03599 | 1.03599 | 1.03846 | -20.16 | 9711.39 |
| 80 | 2009.12.30 19:00 | sell | 25 | 0.29 | 1.03627 | 1.03817 | 1.03452 | ||
| 81 | 2009.12.30 19:00 | modify | 25 | 0.29 | 1.03627 | 1.03699 | 1.03452 | ||
| 82 | 2009.12.30 19:02 | modify | 25 | 0.29 | 1.03627 | 1.03639 | 1.03452 | ||
| 83 | 2009.12.30 19:07 | modify | 25 | 0.29 | 1.03627 | 1.03626 | 1.03452 | ||
| 84 | 2009.12.30 19:10 | s/l | 25 | 0.29 | 1.03626 | 1.03626 | 1.03452 | 0.28 | 9711.67 |
| 85 | 2009.12.30 23:00 | sell | 26 | 0.29 | 1.03647 | 1.03842 | 1.03552 | ||
| 86 | 2009.12.30 23:00 | modify | 26 | 0.29 | 1.03647 | 1.03769 | 1.03552 | ||
| 87 | 2009.12.31 00:10 | modify | 26 | 0.29 | 1.03647 | 1.03754 | 1.03552 | ||
| 88 | 2009.12.31 00:15 | modify | 26 | 0.29 | 1.03647 | 1.03734 | 1.03552 | ||
| 89 | 2009.12.31 00:20 | modify | 26 | 0.29 | 1.03647 | 1.03709 | 1.03552 | ||
| 90 | 2009.12.31 01:45 | modify | 26 | 0.29 | 1.03647 | 1.03683 | 1.03552 | ||
| 91 | 2009.12.31 01:50 | t/p | 26 | 0.29 | 1.03552 | 1.03683 | 1.03552 | 26.01 | 9737.67 |
| 92 | 2009.12.31 03:00 | sell | 27 | 0.29 | 1.03427 | 1.03612 | 1.03162 | ||
| 93 | 2009.12.31 04:00 | sell | 28 | 0.29 | 1.03451 | 1.03651 | 1.03166 | ||
| 94 | 2009.12.31 04:00 | modify | 28 | 0.29 | 1.03451 | 1.03513 | 1.03166 | ||
| 95 | 2009.12.31 04:02 | modify | 28 | 0.29 | 1.03451 | 1.03495 | 1.03166 | ||
| 96 | 2009.12.31 04:20 | s/l | 28 | 0.29 | 1.03495 | 1.03495 | 1.03166 | -12.33 | 9725.34 |
| 97 | 2009.12.31 05:00 | sell | 29 | 0.29 | 1.03491 | 1.03666 | 1.03401 | ||
| 98 | 2009.12.31 07:33 | t/p | 29 | 0.29 | 1.03401 | 1.03666 | 1.03401 | 25.26 | 9750.60 |
| 99 | 2009.12.31 07:40 | t/p | 27 | 0.29 | 1.03162 | 1.03612 | 1.03162 | 74.51 | 9825.11 |