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=150; StopLoss=70; Lots=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.53 | Gross profit | 188.79 | Gross loss | -211.32 |
Profit factor | 0.89 | Expected payoff | -0.51 | ||
Absolute drawdown | 69.54 | Maximal drawdown | 80.90 (0.81%) | Relative drawdown | 0.81% (80.90) |
Total trades | 44 | Short positions (won %) | 22 (31.82%) | Long positions (won %) | 22 (27.27%) |
Profit trades (% of total) | 13 (29.55%) | Loss trades (% of total) | 31 (70.45%) | ||
Largest | profit trade | 15.04 | loss trade | -7.02 | |
Average | profit trade | 14.52 | loss trade | -6.82 | |
Maximum | consecutive wins (profit in money) | 2 (28.99) | consecutive losses (loss in money) | 10 (-69.40) | |
Maximal | consecutive profit (count of wins) | 28.99 (2) | consecutive loss (count of losses) | -69.40 (10) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 11:00 | sell | 1 | 0.10 | 1.00054 | 1.00124 | 0.99904 | ||
2 | 2009.12.01 12:15 | s/l | 1 | 0.10 | 1.00124 | 1.00124 | 0.99904 | -6.99 | 9993.01 |
3 | 2009.12.01 17:00 | sell | 2 | 0.10 | 0.99893 | 0.99963 | 0.99743 | ||
4 | 2009.12.01 17:20 | t/p | 2 | 0.10 | 0.99743 | 0.99963 | 0.99743 | 15.04 | 10008.05 |
5 | 2009.12.02 11:00 | sell | 3 | 0.10 | 0.99842 | 0.99912 | 0.99692 | ||
6 | 2009.12.02 11:32 | s/l | 3 | 0.10 | 0.99912 | 0.99912 | 0.99692 | -7.01 | 10001.04 |
7 | 2009.12.02 17:00 | sell | 4 | 0.10 | 0.99938 | 1.00008 | 0.99788 | ||
8 | 2009.12.02 17:05 | s/l | 4 | 0.10 | 1.00008 | 1.00008 | 0.99788 | -7.00 | 9994.04 |
9 | 2009.12.03 11:00 | buy | 5 | 0.10 | 0.99763 | 0.99693 | 0.99913 | ||
10 | 2009.12.03 11:20 | s/l | 5 | 0.10 | 0.99693 | 0.99693 | 0.99913 | -7.02 | 9987.02 |
11 | 2009.12.03 17:00 | sell | 6 | 0.10 | 0.99854 | 0.99924 | 0.99704 | ||
12 | 2009.12.03 17:45 | s/l | 6 | 0.10 | 0.99924 | 0.99924 | 0.99704 | -7.01 | 9980.01 |
13 | 2009.12.04 11:00 | buy | 7 | 0.10 | 0.99981 | 0.99911 | 1.00131 | ||
14 | 2009.12.04 13:20 | s/l | 7 | 0.10 | 0.99911 | 0.99911 | 1.00131 | -7.01 | 9973.00 |
15 | 2009.12.04 17:00 | buy | 8 | 0.10 | 1.01322 | 1.01252 | 1.01472 | ||
16 | 2009.12.04 17:02 | s/l | 8 | 0.10 | 1.01252 | 1.01252 | 1.01472 | -6.92 | 9966.08 |
17 | 2009.12.07 11:00 | buy | 9 | 0.10 | 1.02127 | 1.02057 | 1.02277 | ||
18 | 2009.12.07 11:20 | s/l | 9 | 0.10 | 1.02057 | 1.02057 | 1.02277 | -6.86 | 9959.22 |
19 | 2009.12.07 17:00 | sell | 10 | 0.10 | 1.01920 | 1.01990 | 1.01770 | ||
20 | 2009.12.07 17:03 | s/l | 10 | 0.10 | 1.01990 | 1.01990 | 1.01770 | -6.87 | 9952.35 |
21 | 2009.12.08 11:00 | sell | 11 | 0.10 | 1.01766 | 1.01836 | 1.01616 | ||
22 | 2009.12.08 11:33 | s/l | 11 | 0.10 | 1.01836 | 1.01836 | 1.01616 | -6.87 | 9945.48 |
23 | 2009.12.08 17:00 | buy | 12 | 0.10 | 1.02503 | 1.02433 | 1.02653 | ||
24 | 2009.12.08 17:15 | s/l | 12 | 0.10 | 1.02433 | 1.02433 | 1.02653 | -6.83 | 9938.65 |
25 | 2009.12.09 11:00 | sell | 13 | 0.10 | 1.02383 | 1.02453 | 1.02233 | ||
26 | 2009.12.09 11:32 | t/p | 13 | 0.10 | 1.02233 | 1.02453 | 1.02233 | 14.68 | 9953.33 |
27 | 2009.12.09 17:00 | sell | 14 | 0.10 | 1.02476 | 1.02546 | 1.02326 | ||
28 | 2009.12.09 17:10 | s/l | 14 | 0.10 | 1.02546 | 1.02546 | 1.02326 | -6.82 | 9946.51 |
29 | 2009.12.10 11:00 | sell | 15 | 0.10 | 1.02705 | 1.02775 | 1.02555 | ||
30 | 2009.12.10 11:20 | t/p | 15 | 0.10 | 1.02555 | 1.02775 | 1.02555 | 14.63 | 9961.14 |
31 | 2009.12.10 17:00 | buy | 16 | 0.10 | 1.02672 | 1.02602 | 1.02822 | ||
32 | 2009.12.10 17:02 | s/l | 16 | 0.10 | 1.02602 | 1.02602 | 1.02822 | -6.82 | 9954.32 |
33 | 2009.12.11 11:00 | sell | 17 | 0.10 | 1.02503 | 1.02573 | 1.02353 | ||
34 | 2009.12.11 14:40 | s/l | 17 | 0.10 | 1.02573 | 1.02573 | 1.02353 | -6.82 | 9947.50 |
35 | 2009.12.11 17:00 | buy | 18 | 0.10 | 1.03453 | 1.03383 | 1.03603 | ||
36 | 2009.12.11 17:20 | t/p | 18 | 0.10 | 1.03603 | 1.03383 | 1.03603 | 14.47 | 9961.97 |
37 | 2009.12.14 11:00 | buy | 19 | 0.10 | 1.03122 | 1.03052 | 1.03272 | ||
38 | 2009.12.14 11:45 | t/p | 19 | 0.10 | 1.03272 | 1.03052 | 1.03272 | 14.52 | 9976.49 |
39 | 2009.12.14 17:00 | sell | 20 | 0.10 | 1.03145 | 1.03215 | 1.02995 | ||
40 | 2009.12.14 17:10 | s/l | 20 | 0.10 | 1.03215 | 1.03215 | 1.02995 | -6.78 | 9969.71 |
41 | 2009.12.15 11:00 | buy | 21 | 0.10 | 1.04015 | 1.03945 | 1.04165 | ||
42 | 2009.12.15 11:20 | s/l | 21 | 0.10 | 1.03945 | 1.03945 | 1.04165 | -6.74 | 9962.97 |
43 | 2009.12.15 17:00 | sell | 22 | 0.10 | 1.03890 | 1.03960 | 1.03740 | ||
44 | 2009.12.15 17:05 | s/l | 22 | 0.10 | 1.03960 | 1.03960 | 1.03740 | -6.73 | 9956.24 |
45 | 2009.12.16 11:00 | sell | 23 | 0.10 | 1.03948 | 1.04018 | 1.03798 | ||
46 | 2009.12.16 12:20 | t/p | 23 | 0.10 | 1.03798 | 1.04018 | 1.03798 | 14.45 | 9970.69 |
47 | 2009.12.16 17:00 | sell | 24 | 0.10 | 1.03584 | 1.03654 | 1.03434 | ||
48 | 2009.12.16 18:15 | s/l | 24 | 0.10 | 1.03654 | 1.03654 | 1.03434 | -6.75 | 9963.94 |
49 | 2009.12.17 11:00 | buy | 25 | 0.10 | 1.04868 | 1.04798 | 1.05018 | ||
50 | 2009.12.17 11:07 | s/l | 25 | 0.10 | 1.04798 | 1.04798 | 1.05018 | -6.68 | 9957.26 |
51 | 2009.12.17 17:00 | sell | 26 | 0.10 | 1.04718 | 1.04788 | 1.04568 | ||
52 | 2009.12.17 17:10 | s/l | 26 | 0.10 | 1.04788 | 1.04788 | 1.04568 | -6.68 | 9950.58 |
53 | 2009.12.18 11:00 | sell | 27 | 0.10 | 1.04115 | 1.04185 | 1.03965 | ||
54 | 2009.12.18 11:15 | s/l | 27 | 0.10 | 1.04185 | 1.04185 | 1.03965 | -6.72 | 9943.86 |
55 | 2009.12.18 17:00 | buy | 28 | 0.10 | 1.04742 | 1.04672 | 1.04892 | ||
56 | 2009.12.18 17:15 | s/l | 28 | 0.10 | 1.04672 | 1.04672 | 1.04892 | -6.69 | 9937.17 |
57 | 2009.12.21 11:00 | buy | 29 | 0.10 | 1.04443 | 1.04373 | 1.04593 | ||
58 | 2009.12.21 11:15 | s/l | 29 | 0.10 | 1.04373 | 1.04373 | 1.04593 | -6.71 | 9930.46 |
59 | 2009.12.21 17:00 | buy | 30 | 0.10 | 1.04411 | 1.04341 | 1.04561 | ||
60 | 2009.12.21 17:32 | t/p | 30 | 0.10 | 1.04561 | 1.04341 | 1.04561 | 14.34 | 9944.80 |
61 | 2009.12.22 11:00 | buy | 31 | 0.10 | 1.04648 | 1.04578 | 1.04798 | ||
62 | 2009.12.22 12:20 | t/p | 31 | 0.10 | 1.04798 | 1.04578 | 1.04798 | 14.31 | 9959.11 |
63 | 2009.12.22 17:00 | buy | 32 | 0.10 | 1.04924 | 1.04854 | 1.05074 | ||
64 | 2009.12.22 17:59 | s/l | 32 | 0.10 | 1.04854 | 1.04854 | 1.05074 | -6.68 | 9952.43 |
65 | 2009.12.23 11:00 | sell | 33 | 0.10 | 1.04804 | 1.04874 | 1.04654 | ||
66 | 2009.12.23 11:50 | t/p | 33 | 0.10 | 1.04654 | 1.04874 | 1.04654 | 14.34 | 9966.77 |
67 | 2009.12.23 17:00 | sell | 34 | 0.10 | 1.03875 | 1.03945 | 1.03725 | ||
68 | 2009.12.23 17:10 | s/l | 34 | 0.10 | 1.03945 | 1.03945 | 1.03725 | -6.73 | 9960.04 |
69 | 2009.12.24 11:00 | sell | 35 | 0.10 | 1.03551 | 1.03621 | 1.03401 | ||
70 | 2009.12.24 12:50 | t/p | 35 | 0.10 | 1.03401 | 1.03621 | 1.03401 | 14.51 | 9974.55 |
71 | 2009.12.24 17:00 | buy | 36 | 0.10 | 1.03853 | 1.03783 | 1.04003 | ||
72 | 2009.12.24 17:10 | s/l | 36 | 0.10 | 1.03783 | 1.03783 | 1.04003 | -6.75 | 9967.80 |
73 | 2009.12.28 11:00 | sell | 37 | 0.10 | 1.03505 | 1.03575 | 1.03355 | ||
74 | 2009.12.28 13:50 | t/p | 37 | 0.10 | 1.03355 | 1.03575 | 1.03355 | 14.52 | 9982.32 |
75 | 2009.12.28 17:00 | buy | 38 | 0.10 | 1.03433 | 1.03363 | 1.03583 | ||
76 | 2009.12.28 17:32 | s/l | 38 | 0.10 | 1.03363 | 1.03363 | 1.03583 | -6.77 | 9975.55 |
77 | 2009.12.29 11:00 | sell | 39 | 0.10 | 1.02986 | 1.03056 | 1.02836 | ||
78 | 2009.12.29 11:15 | s/l | 39 | 0.10 | 1.03056 | 1.03056 | 1.02836 | -6.79 | 9968.76 |
79 | 2009.12.29 17:00 | buy | 40 | 0.10 | 1.03253 | 1.03183 | 1.03403 | ||
80 | 2009.12.29 17:10 | t/p | 40 | 0.10 | 1.03403 | 1.03183 | 1.03403 | 14.49 | 9983.25 |
81 | 2009.12.30 11:00 | buy | 41 | 0.10 | 1.03690 | 1.03620 | 1.03840 | ||
82 | 2009.12.30 11:02 | s/l | 41 | 0.10 | 1.03620 | 1.03620 | 1.03840 | -6.75 | 9976.50 |
83 | 2009.12.30 17:00 | buy | 42 | 0.10 | 1.04100 | 1.04030 | 1.04250 | ||
84 | 2009.12.30 17:02 | s/l | 42 | 0.10 | 1.04030 | 1.04030 | 1.04250 | -6.73 | 9969.77 |
85 | 2009.12.31 11:00 | buy | 43 | 0.10 | 1.03142 | 1.03072 | 1.03292 | ||
86 | 2009.12.31 11:10 | s/l | 43 | 0.10 | 1.03072 | 1.03072 | 1.03292 | -6.79 | 9962.98 |
87 | 2009.12.31 17:00 | buy | 44 | 0.10 | 1.03374 | 1.03304 | 1.03524 | ||
88 | 2009.12.31 17:50 | t/p | 44 | 0.10 | 1.03524 | 1.03304 | 1.03524 | 14.49 | 9977.47 |