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 | TakeProfit=50; Lots=1; InitialStop=10; TrailingStop=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1582.07 | Gross profit | 2633.56 | Gross loss | -4215.63 |
| Profit factor | 0.62 | Expected payoff | -51.03 | ||
| Absolute drawdown | 1822.98 | Maximal drawdown | 2700.69 (24.83%) | Relative drawdown | 24.83% (2700.69) |
| Total trades | 31 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 10 (32.26%) | Loss trades (% of total) | 21 (67.74%) | ||
| Largest | profit trade | 675.13 | loss trade | -591.53 | |
| Average | profit trade | 263.36 | loss trade | -200.74 | |
| Maximum | consecutive wins (profit in money) | 3 (1170.01) | consecutive losses (loss in money) | 6 (-1465.13) | |
| Maximal | consecutive profit (count of wins) | 1170.01 (3) | consecutive loss (count of losses) | -1465.13 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 1.00 | 1.00012 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 00:00 | close | 1 | 1.00 | 0.99981 | 0.00000 | 0.00000 | 30.32 | 10030.32 |
| 3 | 2009.12.02 20:00 | buy | 2 | 1.00 | 1.00166 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 01:00 | close | 2 | 1.00 | 1.00049 | 0.00000 | 0.00000 | -115.46 | 9914.86 |
| 5 | 2009.12.03 08:00 | sell | 3 | 1.00 | 0.99773 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 16:00 | close | 3 | 1.00 | 0.99977 | 0.00000 | 0.00000 | -204.05 | 9710.81 |
| 7 | 2009.12.03 23:00 | buy | 4 | 1.00 | 1.00117 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 01:00 | close | 4 | 1.00 | 0.99985 | 0.00000 | 0.00000 | -131.53 | 9579.29 |
| 9 | 2009.12.04 02:00 | buy | 5 | 1.00 | 1.00067 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 03:00 | close | 5 | 1.00 | 1.00028 | 0.00000 | 0.00000 | -38.99 | 9540.30 |
| 11 | 2009.12.04 15:00 | buy | 6 | 1.00 | 1.00850 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 00:00 | close | 6 | 1.00 | 1.01535 | 0.00000 | 0.00000 | 675.13 | 10215.43 |
| 13 | 2009.12.07 11:00 | buy | 7 | 1.00 | 1.02114 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 15:00 | close | 7 | 1.00 | 1.02144 | 0.00000 | 0.00000 | 29.37 | 10244.80 |
| 15 | 2009.12.08 14:00 | buy | 8 | 1.00 | 1.02207 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.08 23:00 | close | 8 | 1.00 | 1.02685 | 0.00000 | 0.00000 | 465.50 | 10710.30 |
| 17 | 2009.12.09 19:00 | buy | 9 | 1.00 | 1.02851 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.09 21:00 | close | 9 | 1.00 | 1.02681 | 0.00000 | 0.00000 | -165.56 | 10544.74 |
| 19 | 2009.12.10 07:00 | buy | 10 | 1.00 | 1.02871 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.10 08:00 | close | 10 | 1.00 | 1.02727 | 0.00000 | 0.00000 | -140.18 | 10404.56 |
| 21 | 2009.12.11 09:00 | buy | 11 | 1.00 | 1.02702 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.11 10:00 | close | 11 | 1.00 | 1.02595 | 0.00000 | 0.00000 | -104.29 | 10300.27 |
| 23 | 2009.12.11 11:00 | sell | 12 | 1.00 | 1.02503 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.11 15:00 | close | 12 | 1.00 | 1.02881 | 0.00000 | 0.00000 | -367.41 | 9932.86 |
| 25 | 2009.12.11 16:00 | buy | 13 | 1.00 | 1.03232 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.11 22:00 | close | 13 | 1.00 | 1.03398 | 0.00000 | 0.00000 | 160.54 | 10093.40 |
| 27 | 2009.12.15 07:00 | buy | 14 | 1.00 | 1.03364 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.15 17:00 | close | 14 | 1.00 | 1.03890 | 0.00000 | 0.00000 | 506.30 | 10599.70 |
| 29 | 2009.12.15 18:00 | buy | 15 | 1.00 | 1.04221 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.15 19:00 | close | 15 | 1.00 | 1.04156 | 0.00000 | 0.00000 | -62.41 | 10537.29 |
| 31 | 2009.12.16 17:00 | sell | 16 | 1.00 | 1.03584 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.17 00:00 | close | 16 | 1.00 | 1.03879 | 0.00000 | 0.00000 | -286.06 | 10251.23 |
| 33 | 2009.12.17 03:00 | buy | 17 | 1.00 | 1.04320 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.17 10:00 | close | 17 | 1.00 | 1.04568 | 0.00000 | 0.00000 | 237.17 | 10488.40 |
| 35 | 2009.12.17 11:00 | buy | 18 | 1.00 | 1.04855 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.17 13:00 | close | 18 | 1.00 | 1.04864 | 0.00000 | 0.00000 | 8.58 | 10496.98 |
| 37 | 2009.12.18 04:00 | sell | 19 | 1.00 | 1.04026 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.18 14:00 | close | 19 | 1.00 | 1.04288 | 0.00000 | 0.00000 | -251.23 | 10245.75 |
| 39 | 2009.12.21 01:00 | sell | 20 | 1.00 | 1.04025 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.21 10:00 | close | 20 | 1.00 | 1.04644 | 0.00000 | 0.00000 | -591.53 | 9654.22 |
| 41 | 2009.12.21 15:00 | sell | 21 | 1.00 | 1.04052 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.21 17:00 | close | 21 | 1.00 | 1.04398 | 0.00000 | 0.00000 | -331.42 | 9322.80 |
| 43 | 2009.12.21 20:00 | buy | 22 | 1.00 | 1.04558 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.22 01:00 | close | 22 | 1.00 | 1.04548 | 0.00000 | 0.00000 | -9.07 | 9313.74 |
| 45 | 2009.12.22 12:00 | buy | 23 | 1.00 | 1.04713 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.22 15:00 | close | 23 | 1.00 | 1.04607 | 0.00000 | 0.00000 | -101.33 | 9212.41 |
| 47 | 2009.12.22 16:00 | buy | 24 | 1.00 | 1.04867 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.22 19:00 | close | 24 | 1.00 | 1.04678 | 0.00000 | 0.00000 | -180.55 | 9031.86 |
| 49 | 2009.12.23 14:00 | sell | 25 | 1.00 | 1.04255 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.24 02:00 | close | 25 | 1.00 | 1.03927 | 0.00000 | 0.00000 | 313.53 | 9345.39 |
| 51 | 2009.12.24 12:00 | sell | 26 | 1.00 | 1.03509 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.24 17:00 | close | 26 | 1.00 | 1.03840 | 0.00000 | 0.00000 | -318.76 | 9026.63 |
| 53 | 2009.12.28 13:00 | sell | 27 | 1.00 | 1.03372 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.28 19:00 | close | 27 | 1.00 | 1.03453 | 0.00000 | 0.00000 | -78.30 | 8948.33 |
| 55 | 2009.12.29 09:00 | sell | 28 | 1.00 | 1.03098 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.29 18:00 | close | 28 | 1.00 | 1.03665 | 0.00000 | 0.00000 | -546.95 | 8401.38 |
| 57 | 2009.12.30 02:00 | buy | 29 | 1.00 | 1.03879 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.30 03:00 | close | 29 | 1.00 | 1.03862 | 0.00000 | 0.00000 | -16.37 | 8385.01 |
| 59 | 2009.12.30 17:00 | buy | 30 | 1.00 | 1.04087 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.30 18:00 | close | 30 | 1.00 | 1.03906 | 0.00000 | 0.00000 | -174.20 | 8210.81 |
| 61 | 2009.12.31 02:00 | sell | 31 | 1.00 | 1.03538 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.31 16:00 | close | 31 | 1.00 | 1.03324 | 0.00000 | 0.00000 | 207.12 | 8417.93 |