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; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -47.60 | Gross profit | 27.25 | Gross loss | -74.85 |
Profit factor | 0.36 | Expected payoff | -2.16 | ||
Absolute drawdown | 47.60 | Maximal drawdown | 47.60 (0.48%) | Relative drawdown | 0.48% (47.60) |
Total trades | 22 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 11 (36.36%) |
Profit trades (% of total) | 8 (36.36%) | Loss trades (% of total) | 14 (63.64%) | ||
Largest | profit trade | 3.49 | loss trade | -5.51 | |
Average | profit trade | 3.41 | loss trade | -5.35 | |
Maximum | consecutive wins (profit in money) | 3 (10.22) | consecutive losses (loss in money) | 4 (-21.08) | |
Maximal | consecutive profit (count of wins) | 10.22 (3) | consecutive loss (count of losses) | -21.08 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | sell | 1 | 0.10 | 1.00476 | 1.00531 | 1.00441 | ||
2 | 2009.12.01 00:20 | s/l | 1 | 0.10 | 1.00531 | 1.00531 | 1.00441 | -5.47 | 9994.53 |
3 | 2009.12.02 00:05 | buy | 2 | 0.10 | 0.99963 | 0.99908 | 0.99998 | ||
4 | 2009.12.02 00:20 | s/l | 2 | 0.10 | 0.99908 | 0.99908 | 0.99998 | -5.51 | 9989.02 |
5 | 2009.12.03 00:05 | sell | 3 | 0.10 | 1.00156 | 1.00211 | 1.00121 | ||
6 | 2009.12.03 00:15 | t/p | 3 | 0.10 | 1.00121 | 1.00211 | 1.00121 | 3.49 | 9992.51 |
7 | 2009.12.04 00:05 | buy | 4 | 0.10 | 1.00094 | 1.00039 | 1.00129 | ||
8 | 2009.12.04 00:15 | s/l | 4 | 0.10 | 1.00039 | 1.00039 | 1.00129 | -5.50 | 9987.01 |
9 | 2009.12.07 00:05 | sell | 5 | 0.10 | 1.01532 | 1.01587 | 1.01497 | ||
10 | 2009.12.07 00:20 | s/l | 5 | 0.10 | 1.01587 | 1.01587 | 1.01497 | -5.41 | 9981.60 |
11 | 2009.12.08 00:05 | sell | 6 | 0.10 | 1.01937 | 1.01992 | 1.01902 | ||
12 | 2009.12.08 00:20 | t/p | 6 | 0.10 | 1.01902 | 1.01992 | 1.01902 | 3.44 | 9985.04 |
13 | 2009.12.09 00:05 | sell | 7 | 0.10 | 1.02616 | 1.02671 | 1.02581 | ||
14 | 2009.12.09 00:10 | s/l | 7 | 0.10 | 1.02671 | 1.02671 | 1.02581 | -5.36 | 9979.68 |
15 | 2009.12.10 00:05 | buy | 8 | 0.10 | 1.02597 | 1.02542 | 1.02632 | ||
16 | 2009.12.10 00:20 | t/p | 8 | 0.10 | 1.02632 | 1.02542 | 1.02632 | 3.42 | 9983.10 |
17 | 2009.12.11 00:05 | buy | 9 | 0.10 | 1.02581 | 1.02526 | 1.02616 | ||
18 | 2009.12.11 00:50 | t/p | 9 | 0.10 | 1.02616 | 1.02526 | 1.02616 | 3.41 | 9986.51 |
19 | 2009.12.14 00:05 | sell | 10 | 0.10 | 1.03508 | 1.03563 | 1.03473 | ||
20 | 2009.12.14 00:15 | t/p | 10 | 0.10 | 1.03473 | 1.03563 | 1.03473 | 3.39 | 9989.90 |
21 | 2009.12.15 00:05 | buy | 11 | 0.10 | 1.03182 | 1.03127 | 1.03217 | ||
22 | 2009.12.15 00:20 | s/l | 11 | 0.10 | 1.03127 | 1.03127 | 1.03217 | -5.34 | 9984.56 |
23 | 2009.12.16 00:05 | sell | 12 | 0.10 | 1.04038 | 1.04093 | 1.04003 | ||
24 | 2009.12.16 01:15 | s/l | 12 | 0.10 | 1.04093 | 1.04093 | 1.04003 | -5.28 | 9979.28 |
25 | 2009.12.17 00:05 | buy | 13 | 0.10 | 1.03896 | 1.03841 | 1.03931 | ||
26 | 2009.12.17 00:20 | s/l | 13 | 0.10 | 1.03841 | 1.03841 | 1.03931 | -5.29 | 9973.99 |
27 | 2009.12.18 00:05 | sell | 14 | 0.10 | 1.04700 | 1.04755 | 1.04665 | ||
28 | 2009.12.18 00:07 | t/p | 14 | 0.10 | 1.04665 | 1.04755 | 1.04665 | 3.35 | 9977.34 |
29 | 2009.12.21 00:05 | buy | 15 | 0.10 | 1.04077 | 1.04022 | 1.04112 | ||
30 | 2009.12.21 00:15 | s/l | 15 | 0.10 | 1.04022 | 1.04022 | 1.04112 | -5.29 | 9972.05 |
31 | 2009.12.22 00:05 | sell | 16 | 0.10 | 1.04589 | 1.04644 | 1.04554 | ||
32 | 2009.12.22 00:15 | s/l | 16 | 0.10 | 1.04644 | 1.04644 | 1.04554 | -5.25 | 9966.80 |
33 | 2009.12.23 00:06 | sell | 17 | 0.10 | 1.04813 | 1.04868 | 1.04778 | ||
34 | 2009.12.23 00:50 | s/l | 17 | 0.10 | 1.04868 | 1.04868 | 1.04778 | -5.24 | 9961.56 |
35 | 2009.12.24 00:05 | buy | 18 | 0.10 | 1.03956 | 1.03901 | 1.03991 | ||
36 | 2009.12.24 00:20 | s/l | 18 | 0.10 | 1.03901 | 1.03901 | 1.03991 | -5.30 | 9956.26 |
37 | 2009.12.28 00:05 | buy | 19 | 0.10 | 1.03647 | 1.03592 | 1.03682 | ||
38 | 2009.12.28 00:15 | t/p | 19 | 0.10 | 1.03682 | 1.03592 | 1.03682 | 3.37 | 9959.63 |
39 | 2009.12.29 00:05 | buy | 20 | 0.10 | 1.03537 | 1.03482 | 1.03572 | ||
40 | 2009.12.29 01:16 | t/p | 20 | 0.10 | 1.03572 | 1.03482 | 1.03572 | 3.38 | 9963.01 |
41 | 2009.12.30 00:05 | sell | 21 | 0.10 | 1.03668 | 1.03723 | 1.03633 | ||
42 | 2009.12.30 00:40 | s/l | 21 | 0.10 | 1.03723 | 1.03723 | 1.03633 | -5.30 | 9957.71 |
43 | 2009.12.31 00:05 | buy | 22 | 0.10 | 1.03657 | 1.03602 | 1.03692 | ||
44 | 2009.12.31 00:20 | s/l | 22 | 0.10 | 1.03602 | 1.03602 | 1.03692 | -5.31 | 9952.40 |