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=1; StopLoss=1000; TakeProfit=1000; TrailingStop=0; OpenSlippage=3; CloseSlippage=30; ModifiedStopLoss=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -383.75 | Gross profit | 7810.74 | Gross loss | -8194.50 |
| Profit factor | 0.95 | Expected payoff | -6.29 | ||
| Absolute drawdown | 1084.78 | Maximal drawdown | 2248.08 (20.00%) | Relative drawdown | 20.00% (2248.08) |
| Total trades | 61 | Short positions (won %) | 30 (36.67%) | Long positions (won %) | 31 (35.48%) |
| Profit trades (% of total) | 22 (36.07%) | Loss trades (% of total) | 39 (63.93%) | ||
| Largest | profit trade | 981.78 | loss trade | -990.20 | |
| Average | profit trade | 355.03 | loss trade | -210.12 | |
| Maximum | consecutive wins (profit in money) | 4 (663.20) | consecutive losses (loss in money) | 6 (-1384.73) | |
| Maximal | consecutive profit (count of wins) | 1092.83 (2) | consecutive loss (count of losses) | -1384.73 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 1.00 | 1.00324 | 1.01324 | 0.99324 | ||
| 2 | 2009.12.01 07:00 | close | 1 | 1.00 | 1.00531 | 1.01324 | 0.99324 | -205.91 | 9794.09 |
| 3 | 2009.12.01 07:00 | buy | 2 | 1.00 | 1.00531 | 0.99531 | 1.01531 | ||
| 4 | 2009.12.01 10:00 | close | 2 | 1.00 | 1.00012 | 0.99531 | 1.01531 | -518.94 | 9275.15 |
| 5 | 2009.12.01 10:00 | sell | 3 | 1.00 | 1.00012 | 1.01012 | 0.99012 | ||
| 6 | 2009.12.02 09:00 | close | 3 | 1.00 | 0.99945 | 1.01012 | 0.99012 | 66.35 | 9341.50 |
| 7 | 2009.12.02 09:00 | buy | 4 | 1.00 | 0.99945 | 0.98945 | 1.00945 | ||
| 8 | 2009.12.03 01:00 | close | 4 | 1.00 | 1.00049 | 0.98945 | 1.00945 | 105.44 | 9446.93 |
| 9 | 2009.12.03 01:00 | sell | 5 | 1.00 | 1.00049 | 1.01049 | 0.99049 | ||
| 10 | 2009.12.03 14:00 | close | 5 | 1.00 | 0.99743 | 1.01049 | 0.99049 | 306.79 | 9753.72 |
| 11 | 2009.12.03 14:00 | buy | 6 | 1.00 | 0.99743 | 0.98743 | 1.00743 | ||
| 12 | 2009.12.04 14:00 | close | 6 | 1.00 | 0.99927 | 0.98743 | 1.00743 | 184.63 | 9938.35 |
| 13 | 2009.12.04 14:00 | sell | 7 | 1.00 | 0.99927 | 1.00927 | 0.98927 | ||
| 14 | 2009.12.04 14:50 | s/l | 7 | 1.00 | 1.00927 | 1.00927 | 0.98927 | -990.20 | 8948.15 |
| 15 | 2009.12.04 14:50 | sell | 8 | 1.00 | 1.00968 | 1.01968 | 0.99968 | ||
| 16 | 2009.12.04 15:00 | close | 8 | 1.00 | 1.00856 | 1.01968 | 0.99968 | 111.05 | 9059.20 |
| 17 | 2009.12.04 15:00 | buy | 9 | 1.00 | 1.00856 | 0.99856 | 1.01856 | ||
| 18 | 2009.12.04 20:45 | t/p | 9 | 1.00 | 1.01856 | 0.99856 | 1.01856 | 981.78 | 10040.98 |
| 19 | 2009.12.04 20:45 | buy | 10 | 1.00 | 1.01878 | 1.00878 | 1.02878 | ||
| 20 | 2009.12.07 19:00 | close | 10 | 1.00 | 1.01810 | 1.00878 | 1.02878 | -66.30 | 9974.68 |
| 21 | 2009.12.07 19:00 | sell | 11 | 1.00 | 1.01810 | 1.02810 | 1.00810 | ||
| 22 | 2009.12.08 04:00 | close | 11 | 1.00 | 1.01860 | 1.02810 | 1.00810 | -49.78 | 9924.90 |
| 23 | 2009.12.08 04:00 | buy | 12 | 1.00 | 1.01860 | 1.00860 | 1.02860 | ||
| 24 | 2009.12.09 00:00 | close | 12 | 1.00 | 1.02674 | 1.00860 | 1.02860 | 793.29 | 10718.19 |
| 25 | 2009.12.09 00:00 | sell | 13 | 1.00 | 1.02674 | 1.03674 | 1.01674 | ||
| 26 | 2009.12.09 01:00 | close | 13 | 1.00 | 1.02768 | 1.03674 | 1.01674 | -91.47 | 10626.72 |
| 27 | 2009.12.09 01:00 | buy | 14 | 1.00 | 1.02768 | 1.01768 | 1.03768 | ||
| 28 | 2009.12.10 02:00 | close | 14 | 1.00 | 1.02578 | 1.01768 | 1.03768 | -183.73 | 10442.99 |
| 29 | 2009.12.10 02:00 | sell | 15 | 1.00 | 1.02578 | 1.03578 | 1.01578 | ||
| 30 | 2009.12.10 06:00 | close | 15 | 1.00 | 1.02784 | 1.03578 | 1.01578 | -200.42 | 10242.57 |
| 31 | 2009.12.10 06:00 | buy | 16 | 1.00 | 1.02784 | 1.01784 | 1.03784 | ||
| 32 | 2009.12.10 09:00 | close | 16 | 1.00 | 1.02790 | 1.01784 | 1.03784 | 5.84 | 10248.41 |
| 33 | 2009.12.10 09:00 | sell | 17 | 1.00 | 1.02790 | 1.03790 | 1.01790 | ||
| 34 | 2009.12.10 10:00 | close | 17 | 1.00 | 1.02684 | 1.03790 | 1.01790 | 103.23 | 10351.64 |
| 35 | 2009.12.10 10:00 | buy | 18 | 1.00 | 1.02684 | 1.01684 | 1.03684 | ||
| 36 | 2009.12.10 12:00 | close | 18 | 1.00 | 1.02507 | 1.01684 | 1.03684 | -172.67 | 10178.97 |
| 37 | 2009.12.10 12:00 | sell | 19 | 1.00 | 1.02507 | 1.03507 | 1.01507 | ||
| 38 | 2009.12.10 14:00 | close | 19 | 1.00 | 1.02618 | 1.03507 | 1.01507 | -108.17 | 10070.80 |
| 39 | 2009.12.10 14:00 | buy | 20 | 1.00 | 1.02618 | 1.01618 | 1.03618 | ||
| 40 | 2009.12.11 16:50 | t/p | 20 | 1.00 | 1.03618 | 1.01618 | 1.03618 | 965.54 | 11036.34 |
| 41 | 2009.12.11 16:50 | buy | 21 | 1.00 | 1.03643 | 1.02643 | 1.04643 | ||
| 42 | 2009.12.14 02:00 | close | 21 | 1.00 | 1.03380 | 1.02643 | 1.04643 | -253.91 | 10782.44 |
| 43 | 2009.12.14 02:00 | sell | 22 | 1.00 | 1.03380 | 1.04380 | 1.02380 | ||
| 44 | 2009.12.14 05:00 | close | 22 | 1.00 | 1.03467 | 1.04380 | 1.02380 | -84.08 | 10698.36 |
| 45 | 2009.12.14 05:00 | buy | 23 | 1.00 | 1.03467 | 1.02467 | 1.04467 | ||
| 46 | 2009.12.14 09:00 | close | 23 | 1.00 | 1.03040 | 1.02467 | 1.04467 | -414.40 | 10283.96 |
| 47 | 2009.12.14 09:00 | sell | 24 | 1.00 | 1.03040 | 1.04040 | 1.02040 | ||
| 48 | 2009.12.14 12:00 | close | 24 | 1.00 | 1.03387 | 1.04040 | 1.02040 | -335.63 | 9948.33 |
| 49 | 2009.12.14 12:00 | buy | 25 | 1.00 | 1.03387 | 1.02387 | 1.04387 | ||
| 50 | 2009.12.15 06:00 | close | 25 | 1.00 | 1.03225 | 1.02387 | 1.04387 | -156.44 | 9791.88 |
| 51 | 2009.12.15 06:00 | sell | 26 | 1.00 | 1.03225 | 1.04225 | 1.02225 | ||
| 52 | 2009.12.15 07:00 | close | 26 | 1.00 | 1.03370 | 1.04225 | 1.02225 | -140.27 | 9651.61 |
| 53 | 2009.12.15 07:00 | buy | 27 | 1.00 | 1.03370 | 1.02370 | 1.04370 | ||
| 54 | 2009.12.15 16:00 | close | 27 | 1.00 | 1.04009 | 1.02370 | 1.04370 | 614.37 | 10265.98 |
| 55 | 2009.12.15 16:00 | sell | 28 | 1.00 | 1.04009 | 1.05009 | 1.03009 | ||
| 56 | 2009.12.15 18:00 | close | 28 | 1.00 | 1.04227 | 1.05009 | 1.03009 | -209.16 | 10056.82 |
| 57 | 2009.12.15 18:00 | buy | 29 | 1.00 | 1.04227 | 1.03227 | 1.05227 | ||
| 58 | 2009.12.15 21:00 | close | 29 | 1.00 | 1.04077 | 1.03227 | 1.05227 | -144.12 | 9912.70 |
| 59 | 2009.12.15 21:00 | sell | 30 | 1.00 | 1.04077 | 1.05077 | 1.03077 | ||
| 60 | 2009.12.16 02:00 | close | 30 | 1.00 | 1.04079 | 1.05077 | 1.03077 | -2.61 | 9910.09 |
| 61 | 2009.12.16 02:00 | buy | 31 | 1.00 | 1.04079 | 1.03079 | 1.05079 | ||
| 62 | 2009.12.16 08:00 | close | 31 | 1.00 | 1.03995 | 1.03079 | 1.05079 | -80.77 | 9829.32 |
| 63 | 2009.12.16 08:00 | sell | 32 | 1.00 | 1.03995 | 1.04995 | 1.02995 | ||
| 64 | 2009.12.16 15:00 | close | 32 | 1.00 | 1.03946 | 1.04995 | 1.02995 | 47.14 | 9876.46 |
| 65 | 2009.12.16 15:00 | buy | 33 | 1.00 | 1.03946 | 1.02946 | 1.04946 | ||
| 66 | 2009.12.16 16:00 | close | 33 | 1.00 | 1.03650 | 1.02946 | 1.04946 | -285.58 | 9590.88 |
| 67 | 2009.12.16 16:00 | sell | 34 | 1.00 | 1.03650 | 1.04650 | 1.02650 | ||
| 68 | 2009.12.16 19:00 | close | 34 | 1.00 | 1.03796 | 1.04650 | 1.02650 | -140.66 | 9450.22 |
| 69 | 2009.12.16 19:00 | buy | 35 | 1.00 | 1.03796 | 1.02796 | 1.04796 | ||
| 70 | 2009.12.17 05:50 | t/p | 35 | 1.00 | 1.04796 | 1.02796 | 1.04796 | 955.57 | 10405.79 |
| 71 | 2009.12.17 11:00 | buy | 36 | 1.00 | 1.04861 | 1.03861 | 1.05861 | ||
| 72 | 2009.12.17 16:00 | close | 36 | 1.00 | 1.04791 | 1.03861 | 1.05861 | -66.80 | 10338.99 |
| 73 | 2009.12.17 16:00 | sell | 37 | 1.00 | 1.04791 | 1.05791 | 1.03791 | ||
| 74 | 2009.12.17 23:00 | close | 37 | 1.00 | 1.04765 | 1.05791 | 1.03791 | 24.82 | 10363.81 |
| 75 | 2009.12.17 23:00 | buy | 38 | 1.00 | 1.04765 | 1.03765 | 1.05765 | ||
| 76 | 2009.12.18 02:00 | close | 38 | 1.00 | 1.04287 | 1.03765 | 1.05765 | -457.86 | 9905.95 |
| 77 | 2009.12.18 02:00 | sell | 39 | 1.00 | 1.04287 | 1.05287 | 1.03287 | ||
| 78 | 2009.12.18 07:00 | close | 39 | 1.00 | 1.04181 | 1.05287 | 1.03287 | 101.75 | 10007.70 |
| 79 | 2009.12.18 07:00 | buy | 40 | 1.00 | 1.04181 | 1.03181 | 1.05181 | ||
| 80 | 2009.12.21 14:00 | close | 40 | 1.00 | 1.04008 | 1.03181 | 1.05181 | -165.84 | 9841.87 |
| 81 | 2009.12.21 14:00 | sell | 41 | 1.00 | 1.04008 | 1.05008 | 1.03008 | ||
| 82 | 2009.12.21 16:00 | close | 41 | 1.00 | 1.04302 | 1.05008 | 1.03008 | -281.87 | 9560.00 |
| 83 | 2009.12.21 16:00 | buy | 42 | 1.00 | 1.04302 | 1.03302 | 1.05302 | ||
| 84 | 2009.12.22 19:00 | close | 42 | 1.00 | 1.04678 | 1.03302 | 1.05302 | 359.69 | 9919.69 |
| 85 | 2009.12.22 19:00 | sell | 43 | 1.00 | 1.04678 | 1.05678 | 1.03678 | ||
| 86 | 2009.12.23 02:00 | close | 43 | 1.00 | 1.04864 | 1.05678 | 1.03678 | -178.06 | 9741.63 |
| 87 | 2009.12.23 02:00 | buy | 44 | 1.00 | 1.04864 | 1.03864 | 1.05864 | ||
| 88 | 2009.12.23 03:00 | close | 44 | 1.00 | 1.04759 | 1.03864 | 1.05864 | -100.23 | 9641.40 |
| 89 | 2009.12.23 03:00 | sell | 45 | 1.00 | 1.04759 | 1.05759 | 1.03759 | ||
| 90 | 2009.12.23 16:46 | t/p | 45 | 1.00 | 1.03759 | 1.05759 | 1.03759 | 963.93 | 10605.33 |
| 91 | 2009.12.23 17:00 | sell | 46 | 1.00 | 1.03875 | 1.04875 | 1.02875 | ||
| 92 | 2009.12.24 16:00 | close | 46 | 1.00 | 1.03801 | 1.04875 | 1.02875 | 69.21 | 10674.54 |
| 93 | 2009.12.24 16:00 | buy | 47 | 1.00 | 1.03801 | 1.02801 | 1.04801 | ||
| 94 | 2009.12.28 03:00 | close | 47 | 1.00 | 1.03443 | 1.02801 | 1.04801 | -345.09 | 10329.45 |
| 95 | 2009.12.28 03:00 | sell | 48 | 1.00 | 1.03443 | 1.04443 | 1.02443 | ||
| 96 | 2009.12.28 06:00 | close | 48 | 1.00 | 1.03700 | 1.04443 | 1.02443 | -247.83 | 10081.62 |
| 97 | 2009.12.28 06:00 | buy | 49 | 1.00 | 1.03700 | 1.02700 | 1.04700 | ||
| 98 | 2009.12.28 13:00 | close | 49 | 1.00 | 1.03372 | 1.02700 | 1.04700 | -317.30 | 9764.32 |
| 99 | 2009.12.28 13:00 | sell | 50 | 1.00 | 1.03372 | 1.04372 | 1.02372 | ||
| 100 | 2009.12.29 02:00 | close | 50 | 1.00 | 1.03592 | 1.04372 | 1.02372 | -213.06 | 9551.26 |
| 101 | 2009.12.29 02:00 | buy | 51 | 1.00 | 1.03592 | 1.02592 | 1.04592 | ||
| 102 | 2009.12.29 07:00 | close | 51 | 1.00 | 1.03538 | 1.02592 | 1.04592 | -52.15 | 9499.11 |
| 103 | 2009.12.29 07:00 | sell | 52 | 1.00 | 1.03538 | 1.04538 | 1.02538 | ||
| 104 | 2009.12.29 12:00 | close | 52 | 1.00 | 1.03208 | 1.04538 | 1.02538 | 319.74 | 9818.85 |
| 105 | 2009.12.29 12:00 | buy | 53 | 1.00 | 1.03208 | 1.02208 | 1.04208 | ||
| 106 | 2009.12.30 08:00 | close | 53 | 1.00 | 1.03766 | 1.02208 | 1.04208 | 538.25 | 10357.09 |
| 107 | 2009.12.30 08:00 | sell | 54 | 1.00 | 1.03766 | 1.04766 | 1.02766 | ||
| 108 | 2009.12.30 13:00 | close | 54 | 1.00 | 1.03886 | 1.04766 | 1.02766 | -115.51 | 10241.58 |
| 109 | 2009.12.30 13:00 | buy | 55 | 1.00 | 1.03886 | 1.02886 | 1.04886 | ||
| 110 | 2009.12.30 15:00 | close | 55 | 1.00 | 1.03797 | 1.02886 | 1.04886 | -85.74 | 10155.84 |
| 111 | 2009.12.30 15:00 | sell | 56 | 1.00 | 1.03797 | 1.04797 | 1.02797 | ||
| 112 | 2009.12.30 16:00 | close | 56 | 1.00 | 1.03940 | 1.04797 | 1.02797 | -137.58 | 10018.26 |
| 113 | 2009.12.30 16:00 | buy | 57 | 1.00 | 1.03940 | 1.02940 | 1.04940 | ||
| 114 | 2009.12.30 19:00 | close | 57 | 1.00 | 1.03627 | 1.02940 | 1.04940 | -302.04 | 9716.22 |
| 115 | 2009.12.30 19:00 | sell | 58 | 1.00 | 1.03627 | 1.04627 | 1.02627 | ||
| 116 | 2009.12.30 22:00 | close | 58 | 1.00 | 1.03679 | 1.04627 | 1.02627 | -50.15 | 9666.07 |
| 117 | 2009.12.30 22:00 | buy | 59 | 1.00 | 1.03679 | 1.02679 | 1.04679 | ||
| 118 | 2009.12.31 03:00 | close | 59 | 1.00 | 1.03427 | 1.02679 | 1.04679 | -242.16 | 9423.91 |
| 119 | 2009.12.31 03:00 | sell | 60 | 1.00 | 1.03427 | 1.04427 | 1.02427 | ||
| 120 | 2009.12.31 17:00 | close | 60 | 1.00 | 1.03367 | 1.04427 | 1.02427 | 58.05 | 9481.96 |
| 121 | 2009.12.31 17:00 | buy | 61 | 1.00 | 1.03367 | 1.02367 | 1.04367 | ||
| 122 | 2009.12.31 18:57 | close at stop | 61 | 1.00 | 1.03506 | 1.02367 | 1.04367 | 134.29 | 9616.25 |