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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10913.83 | Gross profit | 10044.61 | Gross loss | -20958.44 |
| Profit factor | 0.48 | Expected payoff | -682.11 | ||
| Absolute drawdown | 10913.83 | Maximal drawdown | 15660.16 (106.20%) | Relative drawdown | 106.20% (15660.16) |
| Total trades | 16 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
| Largest | profit trade | 6065.28 | loss trade | -4633.18 | |
| Average | profit trade | 2008.92 | loss trade | -1905.31 | |
| Maximum | consecutive wins (profit in money) | 1 (6065.28) | consecutive losses (loss in money) | 4 (-6763.62) | |
| Maximal | consecutive profit (count of wins) | 6065.28 (1) | consecutive loss (count of losses) | -6763.62 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 10.00 | 1.00510 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 05:00 | close | 1 | 10.00 | 1.00411 | 0.00000 | 0.00000 | -985.95 | 9014.05 |
| 3 | 2009.12.01 13:00 | sell | 2 | 10.00 | 1.00086 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 05:00 | close | 2 | 10.00 | 0.99877 | 0.00000 | 0.00000 | 2084.65 | 11098.70 |
| 5 | 2009.12.02 10:00 | sell | 3 | 10.00 | 0.99875 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 16:00 | close | 3 | 10.00 | 1.00012 | 0.00000 | 0.00000 | -1369.84 | 9728.86 |
| 7 | 2009.12.02 19:00 | buy | 4 | 10.00 | 1.00204 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 05:00 | close | 4 | 10.00 | 0.99890 | 0.00000 | 0.00000 | -3131.58 | 6597.28 |
| 9 | 2009.12.03 11:00 | sell | 5 | 10.00 | 0.99734 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 20:00 | close | 5 | 10.00 | 0.99870 | 0.00000 | 0.00000 | -1361.77 | 5235.51 |
| 11 | 2009.12.04 03:00 | buy | 6 | 10.00 | 1.00042 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 11:00 | close | 6 | 10.00 | 0.99952 | 0.00000 | 0.00000 | -900.43 | 4335.08 |
| 13 | 2009.12.04 15:00 | buy | 7 | 10.00 | 1.00848 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 08:00 | close | 7 | 10.00 | 1.01463 | 0.00000 | 0.00000 | 6065.28 | 10400.36 |
| 15 | 2009.12.07 12:00 | buy | 8 | 10.00 | 1.02097 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 22:00 | close | 8 | 10.00 | 1.01983 | 0.00000 | 0.00000 | -1117.83 | 9282.53 |
| 17 | 2009.12.08 08:00 | sell | 9 | 10.00 | 1.01842 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 12:00 | close | 9 | 10.00 | 1.01882 | 0.00000 | 0.00000 | -392.61 | 8889.92 |
| 19 | 2009.12.08 17:00 | buy | 10 | 10.00 | 1.02488 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.09 07:00 | close | 10 | 10.00 | 1.02541 | 0.00000 | 0.00000 | 520.83 | 9410.75 |
| 21 | 2009.12.09 17:00 | sell | 11 | 10.00 | 1.02476 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 20:00 | close | 11 | 10.00 | 1.02953 | 0.00000 | 0.00000 | -4633.18 | 4777.57 |
| 23 | 2009.12.10 02:00 | buy | 12 | 10.00 | 1.02592 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 05:00 | close | 12 | 10.00 | 1.02663 | 0.00000 | 0.00000 | 691.58 | 5469.15 |
| 25 | 2009.12.10 10:00 | buy | 13 | 10.00 | 1.02676 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 16:00 | close | 13 | 10.00 | 1.02488 | 0.00000 | 0.00000 | -1834.36 | 3634.79 |
| 27 | 2009.12.10 20:00 | sell | 14 | 10.00 | 1.02669 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 23:00 | close | 14 | 10.00 | 1.02599 | 0.00000 | 0.00000 | 682.27 | 4317.06 |
| 29 | 2009.12.11 05:00 | sell | 15 | 10.00 | 1.02607 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.11 09:00 | close | 15 | 10.00 | 1.02700 | 0.00000 | 0.00000 | -905.55 | 3411.51 |
| 31 | 2009.12.11 13:00 | sell | 16 | 10.00 | 1.02437 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.11 14:50 | close at stop | 16 | 10.00 | 1.02882 | 0.00000 | 0.00000 | -4325.34 | -913.83 |