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 | Lots=1; ProfitEntry=5; ProfitExit=100; ProfitIncrease=50; MaxProfitExit=500; MaxTrades=50; BalanceDelta=20; BucksPerPip=1; dFreeMargin=1500; Slippage=2; log=0; Version=""1.1""; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8911.16 | Gross profit | 1733.24 | Gross loss | -10644.40 |
| Profit factor | 0.16 | Expected payoff | -240.84 | ||
| Absolute drawdown | 8911.16 | Maximal drawdown | 8911.16 (89.11%) | Relative drawdown | 89.11% (8911.16) |
| Total trades | 37 | Short positions (won %) | 29 (0.00%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 8 (21.62%) | Loss trades (% of total) | 29 (78.38%) | ||
| Largest | profit trade | 228.32 | loss trade | -450.63 | |
| Average | profit trade | 216.66 | loss trade | -367.05 | |
| Maximum | consecutive wins (profit in money) | 7 (1504.92) | consecutive losses (loss in money) | 27 (-10089.55) | |
| Maximal | consecutive profit (count of wins) | 1504.92 (7) | consecutive loss (count of losses) | -10089.55 (27) | |
| Average | consecutive wins | 4 | consecutive losses | 15 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.00507 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:02 | sell | 2 | 1.00 | 1.00471 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:07 | sell | 3 | 1.00 | 1.00466 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 00:15 | buy | 4 | 1.00 | 1.00516 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 00:17 | buy | 5 | 1.00 | 1.00511 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 00:20 | buy | 6 | 1.00 | 1.00530 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.01 00:22 | buy | 7 | 1.00 | 1.00520 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 00:25 | buy | 8 | 1.00 | 1.00525 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.01 00:27 | buy | 9 | 1.00 | 1.00522 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 00:30 | buy | 10 | 1.00 | 1.00519 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.01 00:33 | sell | 11 | 1.00 | 1.00430 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.01 00:36 | sell | 12 | 1.00 | 1.00450 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.01 00:40 | sell | 13 | 1.00 | 1.00372 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.01 00:43 | sell | 14 | 1.00 | 1.00391 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.01 00:46 | sell | 15 | 1.00 | 1.00294 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.01 00:50 | sell | 16 | 1.00 | 1.00333 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.01 00:53 | sell | 17 | 1.00 | 1.00313 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.01 00:59 | sell | 18 | 1.00 | 1.00326 | 0.00000 | 0.00000 | ||
| 19 | 2009.12.01 01:00 | sell | 19 | 1.00 | 1.00324 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.01 01:05 | sell | 20 | 1.00 | 1.00330 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.01 01:07 | sell | 21 | 1.00 | 1.00318 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.01 01:10 | sell | 22 | 1.00 | 1.00348 | 0.00000 | 0.00000 | ||
| 23 | 2009.12.01 01:12 | sell | 23 | 1.00 | 1.00342 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.01 01:15 | sell | 24 | 1.00 | 1.00366 | 0.00000 | 0.00000 | ||
| 25 | 2009.12.01 01:17 | sell | 25 | 1.00 | 1.00360 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.01 01:20 | sell | 26 | 1.00 | 1.00384 | 0.00000 | 0.00000 | ||
| 27 | 2009.12.01 01:25 | sell | 27 | 1.00 | 1.00378 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.01 01:30 | sell | 28 | 1.00 | 1.00354 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.01 01:32 | sell | 29 | 1.00 | 1.00350 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.01 01:35 | sell | 30 | 1.00 | 1.00364 | 0.00000 | 0.00000 | ||
| 31 | 2009.12.01 01:37 | sell | 31 | 1.00 | 1.00336 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.01 01:40 | sell | 32 | 1.00 | 1.00406 | 0.00000 | 0.00000 | ||
| 33 | 2009.12.01 01:42 | sell | 33 | 1.00 | 1.00392 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.01 01:45 | sell | 34 | 1.00 | 1.00447 | 0.00000 | 0.00000 | ||
| 35 | 2009.12.01 01:47 | sell | 35 | 1.00 | 1.00433 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.01 02:10 | sell | 36 | 1.00 | 1.00459 | 0.00000 | 0.00000 | ||
| 37 | 2009.12.01 02:15 | sell | 37 | 1.00 | 1.00431 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.01 06:20 | close at stop | 37 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -314.65 | 9685.35 |
| 39 | 2009.12.01 06:20 | close at stop | 36 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -286.85 | 9398.50 |
| 40 | 2009.12.01 06:20 | close at stop | 35 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -312.66 | 9085.84 |
| 41 | 2009.12.01 06:20 | close at stop | 34 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -298.77 | 8787.07 |
| 42 | 2009.12.01 06:20 | close at stop | 33 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -353.36 | 8433.71 |
| 43 | 2009.12.01 06:20 | close at stop | 32 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -339.46 | 8094.25 |
| 44 | 2009.12.01 06:20 | close at stop | 31 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -408.94 | 7685.31 |
| 45 | 2009.12.01 06:20 | close at stop | 30 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -381.15 | 7304.16 |
| 46 | 2009.12.01 06:20 | close at stop | 29 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -395.05 | 6909.11 |
| 47 | 2009.12.01 06:20 | close at stop | 28 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -391.07 | 6518.04 |
| 48 | 2009.12.01 06:20 | close at stop | 27 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -367.25 | 6150.79 |
| 49 | 2009.12.01 06:20 | close at stop | 26 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -361.30 | 5789.49 |
| 50 | 2009.12.01 06:20 | close at stop | 25 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -385.12 | 5404.37 |
| 51 | 2009.12.01 06:20 | close at stop | 24 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -379.16 | 5025.21 |
| 52 | 2009.12.01 06:20 | close at stop | 23 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -402.99 | 4622.22 |
| 53 | 2009.12.01 06:20 | close at stop | 22 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -397.03 | 4225.19 |
| 54 | 2009.12.01 06:20 | close at stop | 21 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -426.81 | 3798.38 |
| 55 | 2009.12.01 06:20 | close at stop | 20 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -414.90 | 3383.48 |
| 56 | 2009.12.01 06:20 | close at stop | 19 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -420.85 | 2962.63 |
| 57 | 2009.12.01 06:20 | close at stop | 18 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -418.87 | 2543.76 |
| 58 | 2009.12.01 06:20 | close at stop | 17 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -431.77 | 2111.99 |
| 59 | 2009.12.01 06:20 | close at stop | 16 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -411.92 | 1700.07 |
| 60 | 2009.12.01 06:20 | close at stop | 15 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -450.63 | 1249.44 |
| 61 | 2009.12.01 06:20 | close at stop | 14 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -354.35 | 895.09 |
| 62 | 2009.12.01 06:20 | close at stop | 13 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -373.21 | 521.88 |
| 63 | 2009.12.01 06:20 | close at stop | 12 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -295.79 | 226.09 |
| 64 | 2009.12.01 06:20 | close at stop | 11 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -315.64 | -89.55 |
| 65 | 2009.12.01 06:20 | close at stop | 10 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 216.41 | 126.86 |
| 66 | 2009.12.01 06:20 | close at stop | 9 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 213.43 | 340.29 |
| 67 | 2009.12.01 06:20 | close at stop | 8 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 210.45 | 550.74 |
| 68 | 2009.12.01 06:20 | close at stop | 7 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 215.41 | 766.15 |
| 69 | 2009.12.01 06:20 | close at stop | 6 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 205.49 | 971.64 |
| 70 | 2009.12.01 06:20 | close at stop | 5 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 224.35 | 1195.99 |
| 71 | 2009.12.01 06:20 | close at stop | 4 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 219.38 | 1415.37 |
| 72 | 2009.12.01 06:20 | close at stop | 3 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -279.91 | 1135.46 |
| 73 | 2009.12.01 06:20 | close at stop | 2 | 1.00 | 1.00748 | 0.00000 | 0.00000 | -274.94 | 860.52 |
| 74 | 2009.12.01 06:20 | close at stop | 1 | 1.00 | 1.00737 | 0.00000 | 0.00000 | 228.32 | 1088.84 |