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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 599.47 | Gross profit | 744.43 | Gross loss | -144.96 |
Profit factor | 5.14 | Expected payoff | 21.41 | ||
Absolute drawdown | 120.00 | Maximal drawdown | 218.93 (2.14%) | Relative drawdown | 2.14% (218.93) |
Total trades | 28 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 27 (92.59%) |
Profit trades (% of total) | 26 (92.86%) | Loss trades (% of total) | 2 (7.14%) | ||
Largest | profit trade | 110.18 | loss trade | -89.98 | |
Average | profit trade | 28.63 | loss trade | -72.48 | |
Maximum | consecutive wins (profit in money) | 25 (710.46) | consecutive losses (loss in money) | 2 (-144.96) | |
Maximal | consecutive profit (count of wins) | 710.46 (25) | consecutive loss (count of losses) | -144.96 (2) | |
Average | consecutive wins | 13 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 00:15 | buy | 1 | 1.00 | 1.00110 | 0.00000 | 0.00000 | ||
2 | 2009.12.03 00:20 | buy | 2 | 1.00 | 1.00058 | 0.00000 | 0.00000 | ||
3 | 2009.12.03 00:22 | buy | 3 | 1.00 | 1.00084 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 00:27 | close | 2 | 1.00 | 1.00092 | 0.00000 | 0.00000 | 33.97 | 10033.97 |
5 | 2009.12.03 00:45 | close | 1 | 1.00 | 1.00020 | 0.00000 | 0.00000 | -89.98 | 9943.99 |
6 | 2009.12.03 00:47 | close | 3 | 1.00 | 1.00029 | 0.00000 | 0.00000 | -54.98 | 9889.01 |
7 | 2009.12.04 14:40 | sell | 4 | 0.70 | 1.00266 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 14:42 | close | 4 | 0.70 | 1.00167 | 0.00000 | 0.00000 | 69.18 | 9958.19 |
9 | 2009.12.08 23:37 | buy | 5 | 1.00 | 1.02451 | 0.00000 | 0.00000 | ||
10 | 2009.12.08 23:40 | close | 5 | 1.00 | 1.02564 | 0.00000 | 0.00000 | 110.18 | 10068.37 |
11 | 2009.12.14 01:15 | buy | 6 | 1.00 | 1.03384 | 0.00000 | 0.00000 | ||
12 | 2009.12.14 01:20 | buy | 7 | 1.00 | 1.03344 | 0.00000 | 0.00000 | ||
13 | 2009.12.14 01:22 | buy | 8 | 1.00 | 1.03364 | 0.00000 | 0.00000 | ||
14 | 2009.12.14 01:27 | close | 7 | 1.00 | 1.03366 | 0.00000 | 0.00000 | 21.28 | 10089.65 |
15 | 2009.12.14 01:32 | buy | 9 | 1.00 | 1.03312 | 0.00000 | 0.00000 | ||
16 | 2009.12.14 01:40 | close | 9 | 1.00 | 1.03332 | 0.00000 | 0.00000 | 19.36 | 10109.01 |
17 | 2009.12.14 01:42 | buy | 10 | 1.00 | 1.03340 | 0.00000 | 0.00000 | ||
18 | 2009.12.14 01:45 | close | 10 | 1.00 | 1.03360 | 0.00000 | 0.00000 | 19.35 | 10128.36 |
19 | 2009.12.14 01:47 | buy | 11 | 1.00 | 1.03369 | 0.00000 | 0.00000 | ||
20 | 2009.12.14 01:50 | close | 8 | 1.00 | 1.03389 | 0.00000 | 0.00000 | 24.18 | 10152.54 |
21 | 2009.12.14 01:57 | buy | 12 | 1.00 | 1.03369 | 0.00000 | 0.00000 | ||
22 | 2009.12.14 01:59 | close | 11 | 1.00 | 1.03386 | 0.00000 | 0.00000 | 16.44 | 10168.98 |
23 | 2009.12.14 02:00 | close | 12 | 1.00 | 1.03380 | 0.00000 | 0.00000 | 10.64 | 10179.62 |
24 | 2009.12.14 02:02 | close | 6 | 1.00 | 1.03434 | 0.00000 | 0.00000 | 48.34 | 10227.96 |
25 | 2009.12.14 02:15 | buy | 13 | 1.00 | 1.03327 | 0.00000 | 0.00000 | ||
26 | 2009.12.14 02:17 | buy | 14 | 1.00 | 1.03348 | 0.00000 | 0.00000 | ||
27 | 2009.12.14 02:20 | buy | 15 | 1.00 | 1.03244 | 0.00000 | 0.00000 | ||
28 | 2009.12.14 02:22 | close | 15 | 1.00 | 1.03268 | 0.00000 | 0.00000 | 23.24 | 10251.20 |
29 | 2009.12.14 02:25 | buy | 16 | 1.00 | 1.03265 | 0.00000 | 0.00000 | ||
30 | 2009.12.14 02:27 | close | 16 | 1.00 | 1.03309 | 0.00000 | 0.00000 | 42.59 | 10293.79 |
31 | 2009.12.14 02:27 | buy | 17 | 1.00 | 1.03268 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 02:40 | close | 17 | 1.00 | 1.03282 | 0.00000 | 0.00000 | 13.56 | 10307.35 |
33 | 2009.12.14 02:50 | close | 13 | 1.00 | 1.03348 | 0.00000 | 0.00000 | 20.32 | 10327.67 |
34 | 2009.12.14 04:20 | close | 14 | 1.00 | 1.03395 | 0.00000 | 0.00000 | 45.46 | 10373.13 |
35 | 2009.12.17 16:50 | buy | 18 | 1.00 | 1.04582 | 0.00000 | 0.00000 | ||
36 | 2009.12.17 16:52 | close | 18 | 1.00 | 1.04608 | 0.00000 | 0.00000 | 24.85 | 10397.98 |
37 | 2009.12.30 07:20 | buy | 19 | 1.00 | 1.03774 | 0.00000 | 0.00000 | ||
38 | 2009.12.30 07:22 | buy | 20 | 1.00 | 1.03796 | 0.00000 | 0.00000 | ||
39 | 2009.12.30 07:25 | buy | 21 | 1.00 | 1.03785 | 0.00000 | 0.00000 | ||
40 | 2009.12.30 07:27 | close | 19 | 1.00 | 1.03800 | 0.00000 | 0.00000 | 25.05 | 10423.03 |
41 | 2009.12.30 07:27 | close | 21 | 1.00 | 1.03800 | 0.00000 | 0.00000 | 14.45 | 10437.48 |
42 | 2009.12.30 07:32 | close | 20 | 1.00 | 1.03816 | 0.00000 | 0.00000 | 19.26 | 10456.74 |
43 | 2009.12.30 07:50 | buy | 22 | 1.00 | 1.03737 | 0.00000 | 0.00000 | ||
44 | 2009.12.30 07:52 | buy | 23 | 1.00 | 1.03756 | 0.00000 | 0.00000 | ||
45 | 2009.12.30 07:55 | buy | 24 | 1.00 | 1.03747 | 0.00000 | 0.00000 | ||
46 | 2009.12.30 07:57 | close | 22 | 1.00 | 1.03758 | 0.00000 | 0.00000 | 20.24 | 10476.98 |
47 | 2009.12.30 07:57 | close | 24 | 1.00 | 1.03758 | 0.00000 | 0.00000 | 10.60 | 10487.58 |
48 | 2009.12.30 07:59 | close | 23 | 1.00 | 1.03767 | 0.00000 | 0.00000 | 10.60 | 10498.18 |
49 | 2009.12.30 08:50 | buy | 25 | 1.00 | 1.03622 | 0.00000 | 0.00000 | ||
50 | 2009.12.30 08:52 | buy | 26 | 1.00 | 1.03664 | 0.00000 | 0.00000 | ||
51 | 2009.12.30 08:52 | close | 25 | 1.00 | 1.03646 | 0.00000 | 0.00000 | 23.16 | 10521.34 |
52 | 2009.12.30 08:55 | buy | 27 | 1.00 | 1.03643 | 0.00000 | 0.00000 | ||
53 | 2009.12.30 08:57 | close | 26 | 1.00 | 1.03688 | 0.00000 | 0.00000 | 23.15 | 10544.49 |
54 | 2009.12.30 08:59 | buy | 28 | 1.00 | 1.03653 | 0.00000 | 0.00000 | ||
55 | 2009.12.30 09:10 | close | 27 | 1.00 | 1.03687 | 0.00000 | 0.00000 | 42.44 | 10586.93 |
56 | 2009.12.30 09:12 | close | 28 | 1.00 | 1.03666 | 0.00000 | 0.00000 | 12.54 | 10599.47 |