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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9920.08 | Gross profit | 2463.18 | Gross loss | -12383.25 |
| Profit factor | 0.20 | Expected payoff | -620.00 | ||
| Absolute drawdown | 9920.08 | Maximal drawdown | 10677.41 (99.26%) | Relative drawdown | 99.26% (10677.41) |
| Total trades | 16 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) | ||
| Largest | profit trade | 608.61 | loss trade | -4280.95 | |
| Average | profit trade | 410.53 | loss trade | -1238.33 | |
| Maximum | consecutive wins (profit in money) | 4 (1599.95) | consecutive losses (loss in money) | 5 (-1373.40) | |
| Maximal | consecutive profit (count of wins) | 1599.95 (4) | consecutive loss (count of losses) | -10625.94 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 1.00 | 1.00342 | 0.00000 | 0.99342 | ||
| 2 | 2009.12.01 16:00 | sell | 2 | 1.00 | 0.99982 | 0.00000 | 0.98982 | ||
| 3 | 2009.12.02 12:00 | buy | 3 | 1.00 | 0.99936 | 0.00000 | 1.00936 | ||
| 4 | 2009.12.03 08:00 | close | 3 | 1.00 | 0.99773 | 0.00000 | 1.00936 | -161.88 | 9838.11 |
| 5 | 2009.12.04 00:00 | buy | 4 | 1.00 | 1.00207 | 0.00000 | 1.01207 | ||
| 6 | 2009.12.04 01:00 | close | 4 | 1.00 | 0.99985 | 0.00000 | 1.01207 | -222.03 | 9616.08 |
| 7 | 2009.12.04 16:00 | buy | 5 | 1.00 | 1.00954 | 0.00000 | 1.01954 | ||
| 8 | 2009.12.04 17:00 | close | 5 | 1.00 | 1.01293 | 0.00000 | 1.01954 | 334.67 | 9950.75 |
| 9 | 2009.12.07 01:00 | buy | 6 | 1.00 | 1.01689 | 0.00000 | 1.02689 | ||
| 10 | 2009.12.07 21:00 | sell | 7 | 1.00 | 1.01933 | 0.00000 | 1.00933 | ||
| 11 | 2009.12.07 21:00 | close | 6 | 1.00 | 1.01933 | 0.00000 | 1.02689 | 239.37 | 10190.13 |
| 12 | 2009.12.07 23:00 | buy | 8 | 1.00 | 1.02071 | 0.00000 | 1.03071 | ||
| 13 | 2009.12.08 13:00 | buy | 9 | 1.00 | 1.02259 | 0.00000 | 1.03259 | ||
| 14 | 2009.12.09 16:00 | close | 8 | 1.00 | 1.02695 | 0.00000 | 1.03071 | 608.61 | 10798.74 |
| 15 | 2009.12.09 16:02 | close | 9 | 1.00 | 1.02687 | 0.00000 | 1.03259 | 417.30 | 11216.03 |
| 16 | 2009.12.09 19:00 | buy | 10 | 1.00 | 1.02954 | 0.00000 | 1.03954 | ||
| 17 | 2009.12.09 21:00 | buy | 11 | 1.00 | 1.02800 | 0.00000 | 1.03800 | ||
| 18 | 2009.12.10 17:00 | close | 10 | 1.00 | 1.02643 | 0.00000 | 1.03954 | -301.51 | 10914.53 |
| 19 | 2009.12.10 17:02 | close | 11 | 1.00 | 1.02585 | 0.00000 | 1.03800 | -208.10 | 10706.43 |
| 20 | 2009.12.11 17:00 | buy | 12 | 1.00 | 1.03543 | 0.00000 | 1.04543 | ||
| 21 | 2009.12.14 00:00 | buy | 13 | 1.00 | 1.03650 | 0.00000 | 1.04650 | ||
| 22 | 2009.12.14 18:00 | close | 12 | 1.00 | 1.03206 | 0.00000 | 1.04543 | -326.03 | 10380.40 |
| 23 | 2009.12.14 18:02 | close | 13 | 1.00 | 1.03207 | 0.00000 | 1.04650 | -429.23 | 9951.17 |
| 24 | 2009.12.14 21:00 | buy | 14 | 1.00 | 1.03305 | 0.00000 | 1.04305 | ||
| 25 | 2009.12.14 22:00 | close | 14 | 1.00 | 1.03193 | 0.00000 | 1.04305 | -108.53 | 9842.64 |
| 26 | 2009.12.15 07:00 | buy | 15 | 1.00 | 1.03467 | 0.00000 | 1.04467 | ||
| 27 | 2009.12.15 07:00 | buy | 16 | 1.00 | 1.03467 | 0.00000 | 1.04467 | ||
| 28 | 2009.12.16 12:00 | close | 15 | 1.00 | 1.03920 | 0.00000 | 1.04467 | 436.41 | 10279.04 |
| 29 | 2009.12.16 12:02 | close | 16 | 1.00 | 1.03910 | 0.00000 | 1.04467 | 426.82 | 10705.87 |
| 30 | 2009.12.17 02:46 | close at stop | 7 | 1.00 | 1.04440 | 0.00000 | 1.00933 | -2408.74 | 8297.13 |
| 31 | 2009.12.17 02:46 | close at stop | 2 | 1.00 | 1.04440 | 0.00000 | 0.98982 | -4280.95 | 4016.18 |
| 32 | 2009.12.17 02:46 | close at stop | 1 | 1.00 | 1.04440 | 0.00000 | 0.99342 | -3936.25 | 79.92 |