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=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -477.43 | Gross profit | 0.00 | Gross loss | -477.43 |
Profit factor | 0.00 | Expected payoff | -12.90 | ||
Absolute drawdown | 488.90 | Maximal drawdown | 488.90 (4.89%) | Relative drawdown | 4.89% (488.90) |
Total trades | 37 | Short positions (won %) | 22 (0.00%) | Long positions (won %) | 15 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 37 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -16.91 | |
Average | profit trade | 0.00 | loss trade | -12.90 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 37 (-477.43) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -477.43 (37) | |
Average | consecutive wins | 0 | consecutive losses | 37 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 16:00 | sell | 1 | 0.10 | 0.99982 | 1.00151 | 1.00001 | ||
2 | 2009.12.01 16:07 | s/l | 1 | 0.10 | 1.00151 | 1.00151 | 1.00001 | -16.87 | 9983.13 |
3 | 2009.12.02 02:00 | sell | 2 | 0.10 | 0.99867 | 1.00036 | 0.99886 | ||
4 | 2009.12.02 02:15 | s/l | 2 | 0.10 | 1.00036 | 1.00036 | 0.99886 | -16.89 | 9966.24 |
5 | 2009.12.02 11:00 | sell | 3 | 0.10 | 0.99842 | 1.00011 | 0.99861 | ||
6 | 2009.12.02 11:32 | s/l | 3 | 0.10 | 1.00011 | 1.00011 | 0.99861 | -16.90 | 9949.34 |
7 | 2009.12.03 22:00 | buy | 4 | 0.10 | 1.00097 | 0.99928 | 1.00078 | ||
8 | 2009.12.03 22:45 | t/p | 4 | 0.10 | 1.00078 | 0.99928 | 1.00078 | -1.90 | 9947.44 |
9 | 2009.12.04 07:00 | buy | 5 | 0.10 | 1.00195 | 1.00026 | 1.00176 | ||
10 | 2009.12.04 07:40 | s/l | 5 | 0.10 | 1.00026 | 1.00026 | 1.00176 | -16.90 | 9930.54 |
11 | 2009.12.04 08:00 | sell | 6 | 0.10 | 0.99996 | 1.00165 | 1.00015 | ||
12 | 2009.12.04 08:20 | t/p | 6 | 0.10 | 1.00015 | 1.00165 | 1.00015 | -1.90 | 9928.64 |
13 | 2009.12.04 12:00 | buy | 7 | 0.10 | 1.00120 | 0.99951 | 1.00101 | ||
14 | 2009.12.04 12:50 | s/l | 7 | 0.10 | 0.99951 | 0.99951 | 1.00101 | -16.91 | 9911.73 |
15 | 2009.12.07 07:00 | buy | 8 | 0.10 | 1.01633 | 1.01464 | 1.01614 | ||
16 | 2009.12.07 07:15 | s/l | 8 | 0.10 | 1.01464 | 1.01464 | 1.01614 | -16.66 | 9895.07 |
17 | 2009.12.07 22:00 | buy | 9 | 0.10 | 1.02102 | 1.01933 | 1.02083 | ||
18 | 2009.12.07 23:50 | s/l | 9 | 0.10 | 1.01933 | 1.01933 | 1.02083 | -16.58 | 9878.49 |
19 | 2009.12.08 02:00 | sell | 10 | 0.10 | 1.01740 | 1.01909 | 1.01759 | ||
20 | 2009.12.08 02:02 | s/l | 10 | 0.10 | 1.01909 | 1.01909 | 1.01759 | -16.59 | 9861.90 |
21 | 2009.12.08 07:00 | sell | 11 | 0.10 | 1.01771 | 1.01940 | 1.01790 | ||
22 | 2009.12.08 07:15 | s/l | 11 | 0.10 | 1.01940 | 1.01940 | 1.01790 | -16.57 | 9845.33 |
23 | 2009.12.09 10:00 | sell | 12 | 0.10 | 1.02446 | 1.02615 | 1.02465 | ||
24 | 2009.12.09 10:02 | s/l | 12 | 0.10 | 1.02615 | 1.02615 | 1.02465 | -16.47 | 9828.86 |
25 | 2009.12.09 14:00 | buy | 13 | 0.10 | 1.02722 | 1.02553 | 1.02703 | ||
26 | 2009.12.09 14:03 | s/l | 13 | 0.10 | 1.02553 | 1.02553 | 1.02703 | -16.49 | 9812.37 |
27 | 2009.12.09 15:00 | buy | 14 | 0.10 | 1.02705 | 1.02536 | 1.02686 | ||
28 | 2009.12.09 15:15 | t/p | 14 | 0.10 | 1.02686 | 1.02536 | 1.02686 | -1.85 | 9810.52 |
29 | 2009.12.09 22:00 | sell | 15 | 0.10 | 1.02632 | 1.02801 | 1.02651 | ||
30 | 2009.12.09 22:50 | s/l | 15 | 0.10 | 1.02801 | 1.02801 | 1.02651 | -16.44 | 9794.08 |
31 | 2009.12.10 10:00 | sell | 16 | 0.10 | 1.02662 | 1.02831 | 1.02681 | ||
32 | 2009.12.10 10:10 | s/l | 16 | 0.10 | 1.02831 | 1.02831 | 1.02681 | -16.43 | 9777.65 |
33 | 2009.12.10 22:00 | sell | 17 | 0.10 | 1.02601 | 1.02770 | 1.02620 | ||
34 | 2009.12.11 02:16 | s/l | 17 | 0.10 | 1.02770 | 1.02770 | 1.02620 | -16.51 | 9761.14 |
35 | 2009.12.11 08:00 | buy | 18 | 0.10 | 1.02787 | 1.02618 | 1.02768 | ||
36 | 2009.12.11 08:32 | s/l | 18 | 0.10 | 1.02618 | 1.02618 | 1.02768 | -16.47 | 9744.67 |
37 | 2009.12.11 09:00 | buy | 19 | 0.10 | 1.02805 | 1.02636 | 1.02786 | ||
38 | 2009.12.11 09:10 | s/l | 19 | 0.10 | 1.02636 | 1.02636 | 1.02786 | -16.47 | 9728.20 |
39 | 2009.12.14 05:00 | buy | 20 | 0.10 | 1.03564 | 1.03395 | 1.03545 | ||
40 | 2009.12.14 05:10 | s/l | 20 | 0.10 | 1.03395 | 1.03395 | 1.03545 | -16.34 | 9711.86 |
41 | 2009.12.14 16:00 | sell | 21 | 0.10 | 1.03198 | 1.03367 | 1.03217 | ||
42 | 2009.12.14 16:15 | s/l | 21 | 0.10 | 1.03367 | 1.03367 | 1.03217 | -16.35 | 9695.51 |
43 | 2009.12.14 23:00 | sell | 22 | 0.10 | 1.03146 | 1.03315 | 1.03165 | ||
44 | 2009.12.14 23:20 | s/l | 22 | 0.10 | 1.03315 | 1.03315 | 1.03165 | -16.36 | 9679.15 |
45 | 2009.12.15 18:00 | buy | 23 | 0.10 | 1.04324 | 1.04155 | 1.04305 | ||
46 | 2009.12.15 18:02 | s/l | 23 | 0.10 | 1.04155 | 1.04155 | 1.04305 | -16.23 | 9662.92 |
47 | 2009.12.16 08:00 | sell | 24 | 0.10 | 1.03995 | 1.04164 | 1.04014 | ||
48 | 2009.12.16 08:20 | s/l | 24 | 0.10 | 1.04164 | 1.04164 | 1.04014 | -16.23 | 9646.69 |
49 | 2009.12.17 23:00 | buy | 25 | 0.10 | 1.04862 | 1.04693 | 1.04843 | ||
50 | 2009.12.17 23:45 | s/l | 25 | 0.10 | 1.04693 | 1.04693 | 1.04843 | -16.14 | 9630.55 |
51 | 2009.12.18 01:00 | sell | 26 | 0.10 | 1.04625 | 1.04794 | 1.04644 | ||
52 | 2009.12.18 01:02 | s/l | 26 | 0.10 | 1.04794 | 1.04794 | 1.04644 | -16.12 | 9614.43 |
53 | 2009.12.18 14:00 | buy | 27 | 0.10 | 1.04391 | 1.04222 | 1.04372 | ||
54 | 2009.12.18 14:45 | t/p | 27 | 0.10 | 1.04372 | 1.04222 | 1.04372 | -1.82 | 9612.61 |
55 | 2009.12.21 08:00 | sell | 28 | 0.10 | 1.04113 | 1.04282 | 1.04132 | ||
56 | 2009.12.21 08:02 | s/l | 28 | 0.10 | 1.04282 | 1.04282 | 1.04132 | -16.21 | 9596.40 |
57 | 2009.12.21 13:00 | sell | 29 | 0.10 | 1.04216 | 1.04385 | 1.04235 | ||
58 | 2009.12.21 13:10 | t/p | 29 | 0.10 | 1.04235 | 1.04385 | 1.04235 | -1.83 | 9594.57 |
59 | 2009.12.22 10:00 | sell | 30 | 0.10 | 1.04473 | 1.04642 | 1.04492 | ||
60 | 2009.12.22 10:03 | s/l | 30 | 0.10 | 1.04642 | 1.04642 | 1.04492 | -16.15 | 9578.42 |
61 | 2009.12.22 22:00 | buy | 31 | 0.10 | 1.04975 | 1.04806 | 1.04956 | ||
62 | 2009.12.22 22:32 | s/l | 31 | 0.10 | 1.04806 | 1.04806 | 1.04956 | -16.13 | 9562.29 |
63 | 2009.12.23 04:00 | buy | 32 | 0.10 | 1.05006 | 1.04837 | 1.04987 | ||
64 | 2009.12.23 06:50 | s/l | 32 | 0.10 | 1.04837 | 1.04837 | 1.04987 | -16.12 | 9546.17 |
65 | 2009.12.24 03:00 | sell | 33 | 0.10 | 1.03862 | 1.04031 | 1.03881 | ||
66 | 2009.12.24 03:37 | t/p | 33 | 0.10 | 1.03881 | 1.04031 | 1.03881 | -1.83 | 9544.34 |
67 | 2009.12.24 08:00 | sell | 34 | 0.10 | 1.03821 | 1.03990 | 1.03840 | ||
68 | 2009.12.24 08:45 | t/p | 34 | 0.10 | 1.03840 | 1.03990 | 1.03840 | -1.83 | 9542.51 |
69 | 2009.12.30 19:00 | sell | 35 | 0.10 | 1.03627 | 1.03796 | 1.03646 | ||
70 | 2009.12.30 19:20 | s/l | 35 | 0.10 | 1.03796 | 1.03796 | 1.03646 | -16.27 | 9526.24 |
71 | 2009.12.31 00:00 | sell | 36 | 0.10 | 1.03645 | 1.03814 | 1.03664 | ||
72 | 2009.12.31 01:50 | t/p | 36 | 0.10 | 1.03664 | 1.03814 | 1.03664 | -1.83 | 9524.41 |
73 | 2009.12.31 02:00 | sell | 37 | 0.10 | 1.03538 | 1.03707 | 1.03557 | ||
74 | 2009.12.31 02:50 | t/p | 37 | 0.10 | 1.03557 | 1.03707 | 1.03557 | -1.84 | 9522.57 |