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 | TakeProfit=100; TakeProfit2=40; Stoploss=100; Lots=1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 26.36 | Gross profit | 1424.43 | Gross loss | -1398.07 |
| Profit factor | 1.02 | Expected payoff | 0.68 | ||
| Absolute drawdown | 213.64 | Maximal drawdown | 667.48 (6.39%) | Relative drawdown | 6.39% (667.48) |
| Total trades | 39 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 98.30 | loss trade | -111.04 | |
| Average | profit trade | 54.79 | loss trade | -107.54 | |
| Maximum | consecutive wins (profit in money) | 6 (395.65) | consecutive losses (loss in money) | 5 (-530.58) | |
| Maximal | consecutive profit (count of wins) | 395.65 (6) | consecutive loss (count of losses) | -530.58 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 21:00 | buy | 1 | 1.00 | 0.99884 | 0.99773 | 0.99984 | ||
| 2 | 2009.12.01 21:02 | buy | 2 | 1.00 | 0.99875 | 0.99764 | 0.99975 | ||
| 3 | 2009.12.01 21:20 | close | 1 | 1.00 | 0.99933 | 0.99773 | 0.99984 | 49.03 | 10049.03 |
| 4 | 2009.12.01 21:22 | close | 2 | 1.00 | 0.99919 | 0.99764 | 0.99975 | 44.04 | 10093.07 |
| 5 | 2009.12.02 21:00 | sell | 3 | 1.00 | 1.00237 | 1.00348 | 1.00137 | ||
| 6 | 2009.12.02 21:02 | sell | 4 | 1.00 | 1.00233 | 1.00344 | 1.00133 | ||
| 7 | 2009.12.02 21:45 | close | 3 | 1.00 | 1.00192 | 1.00348 | 1.00137 | 44.91 | 10137.98 |
| 8 | 2009.12.02 21:50 | close | 4 | 1.00 | 1.00160 | 1.00344 | 1.00133 | 72.88 | 10210.86 |
| 9 | 2009.12.03 21:00 | sell | 5 | 1.00 | 0.99856 | 0.99967 | 0.99756 | ||
| 10 | 2009.12.03 21:02 | sell | 6 | 1.00 | 0.99818 | 0.99929 | 0.99718 | ||
| 11 | 2009.12.03 21:45 | s/l | 5 | 1.00 | 0.99967 | 0.99967 | 0.99756 | -111.04 | 10099.82 |
| 12 | 2009.12.03 21:45 | s/l | 6 | 1.00 | 0.99929 | 0.99929 | 0.99718 | -111.04 | 9988.78 |
| 13 | 2009.12.04 21:00 | sell | 7 | 1.00 | 1.01859 | 1.01970 | 1.01759 | ||
| 14 | 2009.12.04 21:02 | sell | 8 | 1.00 | 1.01840 | 1.01951 | 1.01740 | ||
| 15 | 2009.12.04 21:10 | close | 7 | 1.00 | 1.01788 | 1.01970 | 1.01759 | 69.75 | 10058.53 |
| 16 | 2009.12.04 21:15 | t/p | 8 | 1.00 | 1.01740 | 1.01951 | 1.01740 | 98.30 | 10156.83 |
| 17 | 2009.12.07 21:00 | buy | 9 | 1.00 | 1.01944 | 1.01833 | 1.02044 | ||
| 18 | 2009.12.07 21:02 | buy | 10 | 1.00 | 1.01898 | 1.01787 | 1.01998 | ||
| 19 | 2009.12.07 21:15 | close | 10 | 1.00 | 1.01954 | 1.01787 | 1.01998 | 54.93 | 10211.76 |
| 20 | 2009.12.07 21:40 | close | 9 | 1.00 | 1.02001 | 1.01833 | 1.02044 | 55.88 | 10267.64 |
| 21 | 2009.12.08 21:00 | sell | 11 | 1.00 | 1.02830 | 1.02941 | 1.02730 | ||
| 22 | 2009.12.08 21:03 | sell | 12 | 1.00 | 1.02789 | 1.02900 | 1.02689 | ||
| 23 | 2009.12.08 21:10 | close | 11 | 1.00 | 1.02770 | 1.02941 | 1.02730 | 58.38 | 10326.02 |
| 24 | 2009.12.08 21:16 | close | 12 | 1.00 | 1.02729 | 1.02900 | 1.02689 | 58.41 | 10384.43 |
| 25 | 2009.12.09 21:00 | buy | 13 | 1.00 | 1.02692 | 1.02581 | 1.02792 | ||
| 26 | 2009.12.09 21:02 | buy | 14 | 1.00 | 1.02685 | 1.02574 | 1.02785 | ||
| 27 | 2009.12.09 21:20 | s/l | 13 | 1.00 | 1.02581 | 1.02581 | 1.02792 | -108.25 | 10276.18 |
| 28 | 2009.12.09 21:20 | s/l | 14 | 1.00 | 1.02574 | 1.02574 | 1.02785 | -108.24 | 10167.94 |
| 29 | 2009.12.10 21:00 | sell | 15 | 1.00 | 1.02656 | 1.02767 | 1.02556 | ||
| 30 | 2009.12.10 21:02 | sell | 16 | 1.00 | 1.02653 | 1.02764 | 1.02553 | ||
| 31 | 2009.12.10 21:20 | close | 15 | 1.00 | 1.02589 | 1.02767 | 1.02556 | 65.31 | 10233.25 |
| 32 | 2009.12.10 21:22 | close | 16 | 1.00 | 1.02604 | 1.02764 | 1.02553 | 47.76 | 10281.01 |
| 33 | 2009.12.11 21:00 | sell | 17 | 1.00 | 1.03419 | 1.03530 | 1.03319 | ||
| 34 | 2009.12.11 21:02 | sell | 18 | 1.00 | 1.03445 | 1.03556 | 1.03345 | ||
| 35 | 2009.12.11 22:07 | close | 18 | 1.00 | 1.03398 | 1.03556 | 1.03345 | 45.46 | 10326.47 |
| 36 | 2009.12.14 00:00 | s/l | 17 | 1.00 | 1.03530 | 1.03530 | 1.03319 | -107.99 | 10218.48 |
| 37 | 2009.12.14 21:00 | buy | 19 | 1.00 | 1.03197 | 1.03086 | 1.03297 | ||
| 38 | 2009.12.14 21:02 | buy | 20 | 1.00 | 1.03160 | 1.03049 | 1.03260 | ||
| 39 | 2009.12.14 21:15 | close | 20 | 1.00 | 1.03205 | 1.03049 | 1.03260 | 43.60 | 10262.08 |
| 40 | 2009.12.15 02:50 | close | 19 | 1.00 | 1.03247 | 1.03086 | 1.03297 | 48.83 | 10310.90 |
| 41 | 2009.12.15 21:00 | buy | 21 | 1.00 | 1.04088 | 1.03977 | 1.04188 | ||
| 42 | 2009.12.15 21:02 | buy | 22 | 1.00 | 1.04085 | 1.03974 | 1.04185 | ||
| 43 | 2009.12.16 01:20 | close | 21 | 1.00 | 1.04137 | 1.03977 | 1.04188 | 47.45 | 10358.35 |
| 44 | 2009.12.16 02:20 | close | 22 | 1.00 | 1.04158 | 1.03974 | 1.04185 | 70.49 | 10428.84 |
| 45 | 2009.12.16 21:00 | buy | 23 | 1.00 | 1.03976 | 1.03865 | 1.04076 | ||
| 46 | 2009.12.16 21:02 | buy | 24 | 1.00 | 1.03994 | 1.03883 | 1.04094 | ||
| 47 | 2009.12.16 21:20 | s/l | 23 | 1.00 | 1.03865 | 1.03865 | 1.04076 | -106.90 | 10321.94 |
| 48 | 2009.12.16 21:20 | s/l | 24 | 1.00 | 1.03883 | 1.03883 | 1.04094 | -106.91 | 10215.03 |
| 49 | 2009.12.17 21:00 | buy | 25 | 1.00 | 1.04651 | 1.04540 | 1.04751 | ||
| 50 | 2009.12.17 21:03 | buy | 26 | 1.00 | 1.04615 | 1.04504 | 1.04715 | ||
| 51 | 2009.12.17 21:20 | close | 26 | 1.00 | 1.04668 | 1.04504 | 1.04715 | 50.64 | 10265.67 |
| 52 | 2009.12.17 21:26 | close | 25 | 1.00 | 1.04696 | 1.04540 | 1.04751 | 42.98 | 10308.65 |
| 53 | 2009.12.18 21:00 | sell | 27 | 1.00 | 1.04285 | 1.04396 | 1.04185 | ||
| 54 | 2009.12.18 21:03 | sell | 28 | 1.00 | 1.04248 | 1.04359 | 1.04148 | ||
| 55 | 2009.12.18 21:10 | close | 27 | 1.00 | 1.04230 | 1.04396 | 1.04185 | 52.77 | 10361.42 |
| 56 | 2009.12.18 21:16 | close | 28 | 1.00 | 1.04193 | 1.04359 | 1.04148 | 52.79 | 10414.21 |
| 57 | 2009.12.21 21:00 | sell | 29 | 1.00 | 1.04556 | 1.04667 | 1.04456 | ||
| 58 | 2009.12.21 21:02 | sell | 30 | 1.00 | 1.04553 | 1.04664 | 1.04453 | ||
| 59 | 2009.12.21 21:15 | s/l | 29 | 1.00 | 1.04667 | 1.04667 | 1.04456 | -106.04 | 10308.17 |
| 60 | 2009.12.21 21:15 | s/l | 30 | 1.00 | 1.04664 | 1.04664 | 1.04453 | -106.05 | 10202.12 |
| 61 | 2009.12.22 21:00 | sell | 31 | 1.00 | 1.04804 | 1.04915 | 1.04704 | ||
| 62 | 2009.12.22 21:02 | sell | 32 | 1.00 | 1.04783 | 1.04894 | 1.04683 | ||
| 63 | 2009.12.22 22:07 | s/l | 32 | 1.00 | 1.04894 | 1.04894 | 1.04683 | -105.82 | 10096.30 |
| 64 | 2009.12.22 23:15 | s/l | 31 | 1.00 | 1.04915 | 1.04915 | 1.04704 | -105.78 | 9990.52 |
| 65 | 2009.12.23 21:00 | buy | 33 | 1.00 | 1.03941 | 1.03830 | 1.04041 | ||
| 66 | 2009.12.23 21:02 | buy | 34 | 1.00 | 1.03976 | 1.03865 | 1.04076 | ||
| 67 | 2009.12.23 22:50 | s/l | 34 | 1.00 | 1.03865 | 1.03865 | 1.04076 | -106.89 | 9883.63 |
| 68 | 2009.12.23 23:40 | close | 33 | 1.00 | 1.03985 | 1.03830 | 1.04041 | 42.31 | 9925.94 |
| 69 | 2009.12.28 21:00 | sell | 35 | 1.00 | 1.03496 | 1.03607 | 1.03396 | ||
| 70 | 2009.12.28 21:20 | close | 35 | 1.00 | 1.03440 | 1.03607 | 1.03396 | 54.14 | 9980.08 |
| 71 | 2009.12.29 21:00 | sell | 36 | 1.00 | 1.03670 | 1.03781 | 1.03570 | ||
| 72 | 2009.12.29 21:02 | sell | 37 | 1.00 | 1.03675 | 1.03786 | 1.03575 | ||
| 73 | 2009.12.29 21:20 | close | 36 | 1.00 | 1.03607 | 1.03781 | 1.03570 | 60.81 | 10040.89 |
| 74 | 2009.12.29 21:22 | close | 37 | 1.00 | 1.03623 | 1.03786 | 1.03575 | 50.18 | 10091.07 |
| 75 | 2009.12.30 21:00 | buy | 38 | 1.00 | 1.03697 | 1.03586 | 1.03797 | ||
| 76 | 2009.12.30 21:03 | buy | 39 | 1.00 | 1.03732 | 1.03621 | 1.03832 | ||
| 77 | 2009.12.30 21:10 | close | 38 | 1.00 | 1.03741 | 1.03586 | 1.03797 | 42.41 | 10133.48 |
| 78 | 2009.12.30 22:32 | s/l | 39 | 1.00 | 1.03621 | 1.03621 | 1.03832 | -107.12 | 10026.36 |