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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 451.78 | Gross profit | 2561.62 | Gross loss | -2109.84 |
| Profit factor | 1.21 | Expected payoff | 19.64 | ||
| Absolute drawdown | 40.36 | Maximal drawdown | 1025.56 (9.16%) | Relative drawdown | 9.16% (1025.56) |
| Total trades | 23 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 8 (34.78%) | Loss trades (% of total) | 15 (65.22%) | ||
| Largest | profit trade | 674.54 | loss trade | -210.89 | |
| Average | profit trade | 320.20 | loss trade | -140.66 | |
| Maximum | consecutive wins (profit in money) | 2 (996.76) | consecutive losses (loss in money) | 5 (-642.89) | |
| Maximal | consecutive profit (count of wins) | 996.76 (2) | consecutive loss (count of losses) | -642.89 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:00 | sell | 1 | 1.00 | 1.00395 | 1.00515 | 1.00070 | ||
| 2 | 2009.12.01 09:50 | t/p | 1 | 1.00 | 1.00070 | 1.00515 | 1.00070 | 324.95 | 10324.95 |
| 3 | 2009.12.02 00:00 | buy | 2 | 1.00 | 0.99975 | 0.99825 | 1.00343 | ||
| 4 | 2009.12.02 04:20 | s/l | 2 | 1.00 | 0.99825 | 0.99825 | 1.00343 | -150.30 | 10174.65 |
| 5 | 2009.12.03 08:00 | sell | 3 | 1.00 | 0.99773 | 0.99923 | 0.99345 | ||
| 6 | 2009.12.03 12:00 | modify | 3 | 1.00 | 0.99773 | 0.99763 | 0.99345 | ||
| 7 | 2009.12.03 13:15 | s/l | 3 | 1.00 | 0.99763 | 0.99763 | 0.99345 | 10.02 | 10184.67 |
| 8 | 2009.12.04 00:00 | buy | 4 | 1.00 | 1.00098 | 0.99898 | 1.00610 | ||
| 9 | 2009.12.04 08:20 | s/l | 4 | 1.00 | 0.99898 | 0.99898 | 1.00610 | -200.23 | 9984.44 |
| 10 | 2009.12.04 16:00 | buy | 5 | 1.00 | 1.00845 | 1.00715 | 1.01171 | ||
| 11 | 2009.12.04 16:40 | t/p | 5 | 1.00 | 1.01171 | 1.00715 | 1.01171 | 322.22 | 10306.66 |
| 12 | 2009.12.08 08:00 | buy | 6 | 1.00 | 1.01852 | 1.01602 | 1.02544 | ||
| 13 | 2009.12.08 14:20 | t/p | 6 | 1.00 | 1.02544 | 1.01602 | 1.02544 | 674.54 | 10981.20 |
| 14 | 2009.12.08 20:00 | buy | 7 | 1.00 | 1.02776 | 1.01586 | 1.06307 | ||
| 15 | 2009.12.09 20:00 | modify | 7 | 1.00 | 1.02776 | 1.02786 | 1.06307 | ||
| 16 | 2009.12.09 20:00 | modify | 7 | 1.00 | 1.02776 | 1.02729 | 1.03550 | ||
| 17 | 2009.12.09 20:45 | s/l | 7 | 1.00 | 1.02729 | 1.02729 | 1.03550 | -45.36 | 10935.84 |
| 18 | 2009.12.10 00:00 | sell | 8 | 1.00 | 1.02578 | 1.02758 | 1.02072 | ||
| 19 | 2009.12.10 05:20 | s/l | 8 | 1.00 | 1.02758 | 1.02758 | 1.02072 | -175.14 | 10760.70 |
| 20 | 2009.12.10 12:00 | sell | 9 | 1.00 | 1.02507 | 1.02647 | 1.02137 | ||
| 21 | 2009.12.10 13:20 | s/l | 9 | 1.00 | 1.02647 | 1.02647 | 1.02137 | -136.35 | 10624.35 |
| 22 | 2009.12.11 16:00 | buy | 10 | 1.00 | 1.03226 | 1.03086 | 1.03561 | ||
| 23 | 2009.12.11 16:50 | t/p | 10 | 1.00 | 1.03561 | 1.03086 | 1.03561 | 323.30 | 10947.65 |
| 24 | 2009.12.15 08:00 | buy | 11 | 1.00 | 1.03371 | 1.03251 | 1.03650 | ||
| 25 | 2009.12.15 08:16 | s/l | 11 | 1.00 | 1.03251 | 1.03251 | 1.03650 | -116.25 | 10831.40 |
| 26 | 2009.12.16 04:00 | sell | 12 | 1.00 | 1.04037 | 1.04197 | 1.03596 | ||
| 27 | 2009.12.16 05:02 | s/l | 12 | 1.00 | 1.04197 | 1.04197 | 1.03596 | -153.55 | 10677.85 |
| 28 | 2009.12.16 08:00 | sell | 13 | 1.00 | 1.03995 | 1.04155 | 1.03554 | ||
| 29 | 2009.12.16 08:40 | s/l | 13 | 1.00 | 1.04155 | 1.04155 | 1.03554 | -153.61 | 10524.24 |
| 30 | 2009.12.17 04:00 | buy | 14 | 1.00 | 1.04505 | 1.04265 | 1.05154 | ||
| 31 | 2009.12.17 12:00 | modify | 14 | 1.00 | 1.04505 | 1.04515 | 1.05154 | ||
| 32 | 2009.12.17 16:00 | close | 14 | 1.00 | 1.04791 | 1.04515 | 1.05154 | 272.92 | 10797.16 |
| 33 | 2009.12.21 00:00 | sell | 15 | 1.00 | 1.04067 | 1.04287 | 1.03428 | ||
| 34 | 2009.12.21 03:20 | s/l | 15 | 1.00 | 1.04287 | 1.04287 | 1.03428 | -210.89 | 10586.27 |
| 35 | 2009.12.22 12:00 | buy | 16 | 1.00 | 1.04707 | 1.04597 | 1.04972 | ||
| 36 | 2009.12.22 13:50 | t/p | 16 | 1.00 | 1.04972 | 1.04597 | 1.04972 | 252.45 | 10838.72 |
| 37 | 2009.12.22 16:00 | buy | 17 | 1.00 | 1.04861 | 1.04751 | 1.05126 | ||
| 38 | 2009.12.22 18:20 | s/l | 17 | 1.00 | 1.04751 | 1.04751 | 1.05126 | -105.04 | 10733.68 |
| 39 | 2009.12.23 00:00 | sell | 18 | 1.00 | 1.04824 | 1.04974 | 1.04423 | ||
| 40 | 2009.12.23 04:20 | s/l | 18 | 1.00 | 1.04974 | 1.04974 | 1.04423 | -142.89 | 10590.79 |
| 41 | 2009.12.23 12:00 | sell | 19 | 1.00 | 1.04608 | 1.04688 | 1.04416 | ||
| 42 | 2009.12.23 12:20 | s/l | 19 | 1.00 | 1.04688 | 1.04688 | 1.04416 | -76.41 | 10514.38 |
| 43 | 2009.12.28 08:00 | sell | 20 | 1.00 | 1.03552 | 1.03742 | 1.03017 | ||
| 44 | 2009.12.28 08:45 | s/l | 20 | 1.00 | 1.03742 | 1.03742 | 1.03017 | -183.14 | 10331.24 |
| 45 | 2009.12.29 00:00 | buy | 21 | 1.00 | 1.03539 | 1.03399 | 1.03881 | ||
| 46 | 2009.12.29 08:13 | s/l | 21 | 1.00 | 1.03399 | 1.03399 | 1.03881 | -135.41 | 10195.83 |
| 47 | 2009.12.29 16:00 | buy | 22 | 1.00 | 1.03157 | 1.02997 | 1.03552 | ||
| 48 | 2009.12.29 17:15 | t/p | 22 | 1.00 | 1.03552 | 1.02997 | 1.03552 | 381.22 | 10577.05 |
| 49 | 2009.12.30 16:00 | buy | 23 | 1.00 | 1.03928 | 1.03798 | 1.04241 | ||
| 50 | 2009.12.30 18:10 | s/l | 23 | 1.00 | 1.03798 | 1.03798 | 1.04241 | -125.27 | 10451.78 |