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 | _______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5561.97 | Gross profit | 3769.58 | Gross loss | -9331.55 |
| Profit factor | 0.40 | Expected payoff | -150.32 | ||
| Absolute drawdown | 6023.32 | Maximal drawdown | 6023.32 (60.23%) | Relative drawdown | 60.23% (6023.32) |
| Total trades | 37 | Short positions (won %) | 18 (27.78%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 12 (32.43%) | Loss trades (% of total) | 25 (67.57%) | ||
| Largest | profit trade | 999.52 | loss trade | -744.88 | |
| Average | profit trade | 314.13 | loss trade | -373.26 | |
| Maximum | consecutive wins (profit in money) | 2 (533.46) | consecutive losses (loss in money) | 5 (-2278.09) | |
| Maximal | consecutive profit (count of wins) | 999.52 (1) | consecutive loss (count of losses) | -2278.09 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 06:15 | buy | 1 | 1.00 | 1.00776 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 08:16 | close | 1 | 1.00 | 1.00223 | 0.00000 | 0.00000 | -551.77 | 9448.23 |
| 3 | 2009.12.01 08:16 | sell | 2 | 1.00 | 1.00223 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 08:20 | close | 2 | 1.00 | 1.00171 | 0.00000 | 0.00000 | 51.22 | 9499.45 |
| 5 | 2009.12.02 08:20 | buy | 3 | 1.00 | 1.00171 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 01:20 | close | 3 | 1.00 | 0.99941 | 0.00000 | 0.00000 | -228.65 | 9270.79 |
| 7 | 2009.12.03 01:20 | sell | 4 | 1.00 | 0.99941 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 14:50 | close | 4 | 1.00 | 1.00118 | 0.00000 | 0.00000 | -176.79 | 9094.00 |
| 9 | 2009.12.03 14:50 | buy | 5 | 1.00 | 1.00118 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 08:20 | close | 5 | 1.00 | 0.99888 | 0.00000 | 0.00000 | -229.76 | 8864.24 |
| 11 | 2009.12.04 08:20 | sell | 6 | 1.00 | 0.99888 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 14:40 | close | 6 | 1.00 | 1.00385 | 0.00000 | 0.00000 | -495.09 | 8369.15 |
| 13 | 2009.12.04 14:40 | buy | 7 | 1.00 | 1.00385 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 05:32 | close | 7 | 1.00 | 1.01398 | 0.00000 | 0.00000 | 999.52 | 9368.67 |
| 15 | 2009.12.07 05:32 | sell | 8 | 1.00 | 1.01398 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 09:10 | close | 8 | 1.00 | 1.01865 | 0.00000 | 0.00000 | -458.45 | 8910.22 |
| 17 | 2009.12.07 09:10 | buy | 9 | 1.00 | 1.01865 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.07 18:45 | close | 9 | 1.00 | 1.01730 | 0.00000 | 0.00000 | -132.70 | 8777.52 |
| 19 | 2009.12.07 18:45 | sell | 10 | 1.00 | 1.01730 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 08:20 | close | 10 | 1.00 | 1.02144 | 0.00000 | 0.00000 | -406.00 | 8371.52 |
| 21 | 2009.12.08 08:20 | buy | 11 | 1.00 | 1.02144 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 09:50 | close | 11 | 1.00 | 1.02399 | 0.00000 | 0.00000 | 249.53 | 8621.04 |
| 23 | 2009.12.09 09:50 | sell | 12 | 1.00 | 1.02399 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.09 15:20 | close | 12 | 1.00 | 1.02906 | 0.00000 | 0.00000 | -492.68 | 8128.36 |
| 25 | 2009.12.09 15:20 | buy | 13 | 1.00 | 1.02906 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 11:50 | close | 13 | 1.00 | 1.02504 | 0.00000 | 0.00000 | -390.69 | 7737.67 |
| 27 | 2009.12.10 11:50 | sell | 14 | 1.00 | 1.02504 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 19:20 | close | 14 | 1.00 | 1.02954 | 0.00000 | 0.00000 | -437.09 | 7300.58 |
| 29 | 2009.12.10 19:20 | buy | 15 | 1.00 | 1.02954 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.11 09:50 | close | 15 | 1.00 | 1.02501 | 0.00000 | 0.00000 | -441.45 | 6859.12 |
| 31 | 2009.12.11 09:50 | sell | 16 | 1.00 | 1.02501 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.11 14:45 | close | 16 | 1.00 | 1.02847 | 0.00000 | 0.00000 | -336.42 | 6522.70 |
| 33 | 2009.12.11 14:45 | buy | 17 | 1.00 | 1.02847 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.14 02:20 | close | 17 | 1.00 | 1.03226 | 0.00000 | 0.00000 | 367.66 | 6890.36 |
| 35 | 2009.12.14 02:20 | sell | 18 | 1.00 | 1.03226 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.15 03:15 | close | 18 | 1.00 | 1.03397 | 0.00000 | 0.00000 | -166.07 | 6724.29 |
| 37 | 2009.12.15 03:15 | buy | 19 | 1.00 | 1.03397 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.16 10:07 | close | 19 | 1.00 | 1.03914 | 0.00000 | 0.00000 | 498.02 | 7222.31 |
| 39 | 2009.12.16 10:07 | sell | 20 | 1.00 | 1.03914 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.16 20:32 | close | 20 | 1.00 | 1.04152 | 0.00000 | 0.00000 | -228.51 | 6993.80 |
| 41 | 2009.12.16 20:32 | buy | 21 | 1.00 | 1.04152 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.17 20:10 | close | 21 | 1.00 | 1.04592 | 0.00000 | 0.00000 | 422.17 | 7415.97 |
| 43 | 2009.12.17 20:10 | sell | 22 | 1.00 | 1.04592 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.18 13:20 | close | 22 | 1.00 | 1.04475 | 0.00000 | 0.00000 | 111.30 | 7527.26 |
| 45 | 2009.12.18 13:20 | buy | 23 | 1.00 | 1.04475 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.21 00:00 | close | 23 | 1.00 | 1.04067 | 0.00000 | 0.00000 | -391.57 | 7135.70 |
| 47 | 2009.12.21 00:00 | sell | 24 | 1.00 | 1.04067 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.21 09:40 | close | 24 | 1.00 | 1.04581 | 0.00000 | 0.00000 | -491.49 | 6644.21 |
| 49 | 2009.12.21 09:40 | buy | 25 | 1.00 | 1.04581 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.21 13:50 | close | 25 | 1.00 | 1.03935 | 0.00000 | 0.00000 | -621.54 | 6022.67 |
| 51 | 2009.12.21 13:50 | sell | 26 | 1.00 | 1.03935 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.21 17:32 | close | 26 | 1.00 | 1.04715 | 0.00000 | 0.00000 | -744.88 | 5277.79 |
| 53 | 2009.12.21 17:32 | buy | 27 | 1.00 | 1.04715 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.23 11:20 | close | 27 | 1.00 | 1.04684 | 0.00000 | 0.00000 | -28.62 | 5249.17 |
| 55 | 2009.12.23 11:20 | sell | 28 | 1.00 | 1.04684 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.24 15:50 | close | 28 | 1.00 | 1.03944 | 0.00000 | 0.00000 | 709.84 | 5959.01 |
| 57 | 2009.12.24 15:50 | buy | 29 | 1.00 | 1.03944 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.28 12:20 | close | 29 | 1.00 | 1.03429 | 0.00000 | 0.00000 | -496.94 | 5462.07 |
| 59 | 2009.12.28 12:20 | sell | 30 | 1.00 | 1.03429 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.28 23:46 | close | 30 | 1.00 | 1.03659 | 0.00000 | 0.00000 | -221.88 | 5240.19 |
| 61 | 2009.12.28 23:46 | buy | 31 | 1.00 | 1.03659 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.29 07:45 | close | 31 | 1.00 | 1.03456 | 0.00000 | 0.00000 | -195.72 | 5044.46 |
| 63 | 2009.12.29 07:45 | sell | 32 | 1.00 | 1.03456 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.29 17:05 | close | 32 | 1.00 | 1.03438 | 0.00000 | 0.00000 | 17.40 | 5061.86 |
| 65 | 2009.12.29 17:05 | buy | 33 | 1.00 | 1.03438 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.30 08:45 | close | 33 | 1.00 | 1.03688 | 0.00000 | 0.00000 | 241.61 | 5303.47 |
| 67 | 2009.12.30 08:45 | sell | 34 | 1.00 | 1.03688 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.30 15:50 | close | 34 | 1.00 | 1.04099 | 0.00000 | 0.00000 | -394.82 | 4908.65 |
| 69 | 2009.12.30 15:50 | buy | 35 | 1.00 | 1.04099 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.30 18:20 | close | 35 | 1.00 | 1.03507 | 0.00000 | 0.00000 | -571.94 | 4336.71 |
| 71 | 2009.12.30 18:20 | sell | 36 | 1.00 | 1.03507 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.31 16:02 | close | 36 | 1.00 | 1.03453 | 0.00000 | 0.00000 | 50.12 | 4386.83 |
| 73 | 2009.12.31 16:02 | buy | 37 | 1.00 | 1.03453 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.31 18:57 | close at stop | 37 | 1.00 | 1.03506 | 0.00000 | 0.00000 | 51.20 | 4438.03 |