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 | StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=6; UseOptimizedValues=true; Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -226.34 | Gross profit | 312.47 | Gross loss | -538.81 |
| Profit factor | 0.58 | Expected payoff | -12.57 | ||
| Absolute drawdown | 526.79 | Maximal drawdown | 526.79 (5.27%) | Relative drawdown | 5.27% (526.79) |
| Total trades | 18 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 7 (38.89%) | Loss trades (% of total) | 11 (61.11%) | ||
| Largest | profit trade | 155.26 | loss trade | -50.06 | |
| Average | profit trade | 44.64 | loss trade | -48.98 | |
| Maximum | consecutive wins (profit in money) | 2 (156.22) | consecutive losses (loss in money) | 4 (-199.77) | |
| Maximal | consecutive profit (count of wins) | 156.22 (2) | consecutive loss (count of losses) | -199.77 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:15 | buy limit | 1 | 1.00 | 1.00516 | 1.00466 | 1.00688 | ||
| 2 | 2009.12.01 07:45 | buy | 1 | 1.00 | 1.00516 | 1.00466 | 1.00688 | ||
| 3 | 2009.12.01 07:47 | s/l | 1 | 1.00 | 1.00466 | 1.00466 | 1.00688 | -49.77 | 9950.23 |
| 4 | 2009.12.02 08:57 | buy limit | 2 | 1.00 | 0.99930 | 0.99880 | 1.00101 | ||
| 5 | 2009.12.02 09:10 | buy | 2 | 1.00 | 0.99930 | 0.99880 | 1.00101 | ||
| 6 | 2009.12.02 09:15 | s/l | 2 | 1.00 | 0.99880 | 0.99880 | 1.00101 | -50.06 | 9900.17 |
| 7 | 2009.12.02 14:40 | buy limit | 3 | 1.00 | 0.99926 | 0.99876 | 1.00115 | ||
| 8 | 2009.12.02 15:12 | expiration | 3 | 1.00 | 0.99926 | 0.99876 | 1.00115 | ||
| 9 | 2009.12.04 10:15 | buy limit | 4 | 1.00 | 1.00025 | 0.99975 | 1.00188 | ||
| 10 | 2009.12.04 10:40 | buy | 4 | 1.00 | 1.00025 | 0.99975 | 1.00188 | ||
| 11 | 2009.12.04 10:45 | s/l | 4 | 1.00 | 0.99975 | 0.99975 | 1.00188 | -50.02 | 9850.15 |
| 12 | 2009.12.04 14:37 | sell limit | 5 | 1.00 | 0.99902 | 0.99952 | 0.99561 | ||
| 13 | 2009.12.04 14:40 | sell | 5 | 1.00 | 0.99902 | 0.99952 | 0.99561 | ||
| 14 | 2009.12.04 14:42 | s/l | 5 | 1.00 | 0.99952 | 0.99952 | 0.99561 | -49.92 | 9800.23 |
| 15 | 2009.12.08 08:10 | buy limit | 6 | 1.00 | 1.01864 | 1.01814 | 1.02054 | ||
| 16 | 2009.12.08 08:42 | expiration | 6 | 1.00 | 1.01864 | 1.01814 | 1.02054 | ||
| 17 | 2009.12.08 12:03 | buy limit | 7 | 1.00 | 1.01920 | 1.01870 | 1.02082 | ||
| 18 | 2009.12.08 12:35 | expiration | 7 | 1.00 | 1.01920 | 1.01870 | 1.02082 | ||
| 19 | 2009.12.09 07:17 | buy | 8 | 1.00 | 1.02671 | 1.02617 | 1.02791 | ||
| 20 | 2009.12.09 07:20 | modify | 8 | 1.00 | 1.02671 | 1.02672 | 1.02791 | ||
| 21 | 2009.12.09 07:27 | s/l | 8 | 1.00 | 1.02672 | 1.02672 | 1.02791 | 0.97 | 9801.20 |
| 22 | 2009.12.09 07:27 | buy limit | 9 | 1.00 | 1.02667 | 1.02617 | 1.02862 | ||
| 23 | 2009.12.09 07:57 | expiration | 9 | 1.00 | 1.02667 | 1.02617 | 1.02862 | ||
| 24 | 2009.12.09 14:10 | sell limit | 10 | 1.00 | 1.02494 | 1.02544 | 1.02280 | ||
| 25 | 2009.12.09 14:26 | sell | 10 | 1.00 | 1.02494 | 1.02544 | 1.02280 | ||
| 26 | 2009.12.09 14:32 | modify | 10 | 1.00 | 1.02494 | 1.02493 | 1.02280 | ||
| 27 | 2009.12.09 14:45 | s/l | 10 | 1.00 | 1.02493 | 1.02493 | 1.02280 | 0.97 | 9802.17 |
| 28 | 2009.12.09 16:50 | sell limit | 11 | 1.00 | 1.02494 | 1.02544 | 1.02294 | ||
| 29 | 2009.12.09 16:57 | sell | 11 | 1.00 | 1.02494 | 1.02544 | 1.02294 | ||
| 30 | 2009.12.09 17:10 | s/l | 11 | 1.00 | 1.02544 | 1.02544 | 1.02294 | -48.75 | 9753.42 |
| 31 | 2009.12.10 08:20 | sell limit | 12 | 1.00 | 1.02661 | 1.02711 | 1.02489 | ||
| 32 | 2009.12.10 08:27 | sell | 12 | 1.00 | 1.02661 | 1.02711 | 1.02489 | ||
| 33 | 2009.12.10 08:35 | s/l | 12 | 1.00 | 1.02711 | 1.02711 | 1.02489 | -48.68 | 9704.74 |
| 34 | 2009.12.10 10:15 | buy limit | 13 | 1.00 | 1.02735 | 1.02685 | 1.02909 | ||
| 35 | 2009.12.10 10:30 | buy | 13 | 1.00 | 1.02735 | 1.02685 | 1.02909 | ||
| 36 | 2009.12.10 10:50 | s/l | 13 | 1.00 | 1.02685 | 1.02685 | 1.02909 | -48.70 | 9656.04 |
| 37 | 2009.12.10 17:20 | buy limit | 14 | 1.00 | 1.02689 | 1.02639 | 1.02894 | ||
| 38 | 2009.12.10 17:32 | buy | 14 | 1.00 | 1.02689 | 1.02639 | 1.02894 | ||
| 39 | 2009.12.10 17:37 | s/l | 14 | 1.00 | 1.02639 | 1.02639 | 1.02894 | -48.72 | 9607.32 |
| 40 | 2009.12.10 17:50 | buy limit | 15 | 1.00 | 1.02689 | 1.02639 | 1.02862 | ||
| 41 | 2009.12.10 18:02 | buy | 15 | 1.00 | 1.02689 | 1.02639 | 1.02862 | ||
| 42 | 2009.12.10 18:20 | modify | 15 | 1.00 | 1.02689 | 1.02690 | 1.02862 | ||
| 43 | 2009.12.10 18:50 | s/l | 15 | 1.00 | 1.02690 | 1.02690 | 1.02862 | 0.97 | 9608.29 |
| 44 | 2009.12.14 15:20 | sell limit | 16 | 1.00 | 1.03231 | 1.03281 | 1.03057 | ||
| 45 | 2009.12.14 15:45 | sell | 16 | 1.00 | 1.03231 | 1.03281 | 1.03057 | ||
| 46 | 2009.12.14 16:15 | s/l | 16 | 1.00 | 1.03281 | 1.03281 | 1.03057 | -48.41 | 9559.88 |
| 47 | 2009.12.14 18:20 | sell limit | 17 | 1.00 | 1.03183 | 1.03233 | 1.03012 | ||
| 48 | 2009.12.14 18:52 | expiration | 17 | 1.00 | 1.03183 | 1.03233 | 1.03012 | ||
| 49 | 2009.12.17 17:15 | buy limit | 18 | 1.00 | 1.04784 | 1.04734 | 1.04944 | ||
| 50 | 2009.12.17 17:37 | buy | 18 | 1.00 | 1.04784 | 1.04734 | 1.04944 | ||
| 51 | 2009.12.17 17:40 | modify | 18 | 1.00 | 1.04784 | 1.04785 | 1.04944 | ||
| 52 | 2009.12.17 18:02 | t/p | 18 | 1.00 | 1.04944 | 1.04785 | 1.04944 | 152.38 | 9712.26 |
| 53 | 2009.12.18 16:02 | sell limit | 19 | 1.00 | 1.04186 | 1.04236 | 1.04021 | ||
| 54 | 2009.12.18 16:10 | sell | 19 | 1.00 | 1.04186 | 1.04236 | 1.04021 | ||
| 55 | 2009.12.18 16:15 | s/l | 19 | 1.00 | 1.04236 | 1.04236 | 1.04021 | -47.94 | 9664.32 |
| 56 | 2009.12.21 07:50 | sell limit | 20 | 1.00 | 1.04180 | 1.04230 | 1.03984 | ||
| 57 | 2009.12.21 08:02 | sell | 20 | 1.00 | 1.04180 | 1.04230 | 1.03984 | ||
| 58 | 2009.12.21 08:15 | modify | 20 | 1.00 | 1.04180 | 1.04179 | 1.03984 | ||
| 59 | 2009.12.21 08:50 | s/l | 20 | 1.00 | 1.04179 | 1.04179 | 1.03984 | 0.96 | 9665.28 |
| 60 | 2009.12.21 11:20 | sell limit | 21 | 1.00 | 1.04367 | 1.04417 | 1.04164 | ||
| 61 | 2009.12.21 11:52 | expiration | 21 | 1.00 | 1.04367 | 1.04417 | 1.04164 | ||
| 62 | 2009.12.21 16:15 | buy limit | 22 | 1.00 | 1.04365 | 1.04315 | 1.04541 | ||
| 63 | 2009.12.21 16:47 | expiration | 22 | 1.00 | 1.04365 | 1.04315 | 1.04541 | ||
| 64 | 2009.12.21 17:03 | buy limit | 23 | 1.00 | 1.04365 | 1.04315 | 1.04579 | ||
| 65 | 2009.12.21 17:35 | expiration | 23 | 1.00 | 1.04365 | 1.04315 | 1.04579 | ||
| 66 | 2009.12.22 07:45 | buy limit | 24 | 1.00 | 1.04600 | 1.04550 | 1.04787 | ||
| 67 | 2009.12.22 08:15 | buy | 24 | 1.00 | 1.04600 | 1.04550 | 1.04787 | ||
| 68 | 2009.12.22 08:20 | s/l | 24 | 1.00 | 1.04550 | 1.04550 | 1.04787 | -47.84 | 9617.44 |
| 69 | 2009.12.22 15:15 | buy limit | 25 | 1.00 | 1.04722 | 1.04672 | 1.04885 | ||
| 70 | 2009.12.22 15:32 | buy | 25 | 1.00 | 1.04722 | 1.04672 | 1.04885 | ||
| 71 | 2009.12.22 15:40 | modify | 25 | 1.00 | 1.04722 | 1.04723 | 1.04885 | ||
| 72 | 2009.12.22 16:02 | t/p | 25 | 1.00 | 1.04885 | 1.04723 | 1.04885 | 155.26 | 9772.70 |
| 73 | 2009.12.23 09:45 | buy limit | 26 | 1.00 | 1.04856 | 1.04806 | 1.05048 | ||
| 74 | 2009.12.23 10:17 | expiration | 26 | 1.00 | 1.04856 | 1.04806 | 1.05048 | ||
| 75 | 2009.12.28 08:20 | buy limit | 27 | 1.00 | 1.03649 | 1.03599 | 1.03835 | ||
| 76 | 2009.12.28 08:52 | expiration | 27 | 1.00 | 1.03649 | 1.03599 | 1.03835 | ||
| 77 | 2009.12.30 18:10 | sell limit | 28 | 1.00 | 1.03898 | 1.03948 | 1.03654 | ||
| 78 | 2009.12.30 18:42 | expiration | 28 | 1.00 | 1.03898 | 1.03948 | 1.03654 | ||
| 79 | 2009.12.31 16:52 | buy limit | 29 | 1.00 | 1.03351 | 1.03301 | 1.03542 | ||
| 80 | 2009.12.31 17:02 | buy | 29 | 1.00 | 1.03351 | 1.03301 | 1.03542 | ||
| 81 | 2009.12.31 17:10 | modify | 29 | 1.00 | 1.03351 | 1.03352 | 1.03542 | ||
| 82 | 2009.12.31 17:32 | s/l | 29 | 1.00 | 1.03352 | 1.03352 | 1.03542 | 0.96 | 9773.66 |
| 83 | 2009.12.31 17:40 | buy limit | 30 | 1.00 | 1.03351 | 1.03301 | 1.03570 | ||
| 84 | 2009.12.31 18:12 | expiration | 30 | 1.00 | 1.03351 | 1.03301 | 1.03570 | ||