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Strategy Tester Report

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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		slippage=5; shift=0; Lots=0.1; MaximumRisk=10; mm=0; WPRLen=100; WPRLevel=-50;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-31.05	Gross profit	378.51	Gross loss	-409.56
Profit factor	0.92	Expected payoff	-0.42
Absolute drawdown	111.54	Maximal drawdown	355.72 (3.45%)	Relative drawdown	3.45% (355.72)

Total trades	74	Short positions (won %)	37 (2.70%)	Long positions (won %)	37 (8.11%)
		Profit trades (% of total)	4 (5.41%)	Loss trades (% of total)	70 (94.59%)
Largest		profit trade	322.27	loss trade	-22.26
Average		profit trade	94.63	loss trade	-5.85
Maximum		consecutive wins (profit in money)	2 (53.40)	consecutive losses (loss in money)	40 (-222.67)
Maximal		consecutive profit (count of wins)	322.27 (1)	consecutive loss (count of losses)	-222.67 (40)
Average		consecutive wins	1	consecutive losses	18

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00508	0.00000	0.00000
2	2009.12.01 00:33	close	1	0.10	1.00430	0.00000	0.00000	-7.77	9992.23
3	2009.12.01 00:40	sell	2	0.10	1.00372	0.00000	0.00000
4	2009.12.01 01:45	close	2	0.10	1.00459	0.00000	0.00000	-8.66	9983.57
5	2009.12.01 01:50	buy	3	0.10	1.00501	0.00000	0.00000
6	2009.12.01 01:57	close	3	0.10	1.00433	0.00000	0.00000	-6.77	9976.80
7	2009.12.01 02:15	sell	4	0.10	1.00431	0.00000	0.00000
8	2009.12.01 02:17	close	4	0.10	1.00452	0.00000	0.00000	-2.09	9974.71
9	2009.12.01 02:32	buy	5	0.10	1.00525	0.00000	0.00000
10	2009.12.01 02:50	close	5	0.10	1.00421	0.00000	0.00000	-10.36	9964.35
11	2009.12.01 02:52	sell	6	0.10	1.00439	0.00000	0.00000
12	2009.12.01 02:57	close	6	0.10	1.00470	0.00000	0.00000	-3.09	9961.26
13	2009.12.01 03:05	buy	7	0.10	1.00462	0.00000	0.00000
14	2009.12.01 03:07	close	7	0.10	1.00426	0.00000	0.00000	-3.58	9957.68
15	2009.12.01 03:50	sell	8	0.10	1.00417	0.00000	0.00000
16	2009.12.01 03:57	close	8	0.10	1.00470	0.00000	0.00000	-5.28	9952.40
17	2009.12.01 03:59	buy	9	0.10	1.00468	0.00000	0.00000
18	2009.12.01 04:20	close	9	0.10	1.00436	0.00000	0.00000	-3.19	9949.21
19	2009.12.01 04:45	sell	10	0.10	1.00423	0.00000	0.00000
20	2009.12.01 05:10	close	10	0.10	1.00465	0.00000	0.00000	-4.18	9945.03
21	2009.12.01 05:12	buy	11	0.10	1.00456	0.00000	0.00000
22	2009.12.01 05:32	close	11	0.10	1.00400	0.00000	0.00000	-5.58	9939.45
23	2009.12.01 05:35	sell	12	0.10	1.00409	0.00000	0.00000
24	2009.12.01 05:45	close	12	0.10	1.00474	0.00000	0.00000	-6.47	9932.98
25	2009.12.01 05:47	buy	13	0.10	1.00465	0.00000	0.00000
26	2009.12.01 07:50	close	13	0.10	1.00361	0.00000	0.00000	-10.36	9922.62
27	2009.12.01 07:52	sell	14	0.10	1.00402	0.00000	0.00000
28	2009.12.01 07:57	close	14	0.10	1.00454	0.00000	0.00000	-5.18	9917.44
29	2009.12.03 23:02	buy	15	0.10	1.00181	0.00000	0.00000
30	2009.12.03 23:05	close	15	0.10	1.00159	0.00000	0.00000	-2.20	9915.24
31	2009.12.03 23:10	sell	16	0.10	1.00139	0.00000	0.00000
32	2009.12.04 14:40	close	16	0.10	1.00278	0.00000	0.00000	-13.94	9901.30
33	2009.12.04 14:45	buy	17	0.10	1.00629	0.00000	0.00000
34	2009.12.18 03:15	close	17	0.10	1.03974	0.00000	0.00000	322.27	10223.58
35	2009.12.18 03:20	sell	18	0.10	1.03862	0.00000	0.00000
36	2009.12.18 03:45	close	18	0.10	1.04050	0.00000	0.00000	-18.07	10205.51
37	2009.12.18 03:47	buy	19	0.10	1.04037	0.00000	0.00000
38	2009.12.18 04:45	close	19	0.10	1.03968	0.00000	0.00000	-6.64	10198.87
39	2009.12.18 04:47	sell	20	0.10	1.03989	0.00000	0.00000
40	2009.12.18 05:07	close	20	0.10	1.04013	0.00000	0.00000	-2.31	10196.56
41	2009.12.18 06:10	buy	21	0.10	1.04038	0.00000	0.00000
42	2009.12.21 00:00	close	21	0.10	1.04067	0.00000	0.00000	2.83	10199.38
43	2009.12.21 00:02	sell	22	0.10	1.04073	0.00000	0.00000
44	2009.12.21 01:40	close	22	0.10	1.04104	0.00000	0.00000	-2.98	10196.40
45	2009.12.21 01:45	buy	23	0.10	1.04149	0.00000	0.00000
46	2009.12.21 02:37	close	23	0.10	1.04080	0.00000	0.00000	-6.63	10189.77
47	2009.12.21 06:37	sell	24	0.10	1.04121	0.00000	0.00000
48	2009.12.21 06:40	close	24	0.10	1.04202	0.00000	0.00000	-7.77	10182.00
49	2009.12.21 06:42	buy	25	0.10	1.04188	0.00000	0.00000
50	2009.12.21 07:50	close	25	0.10	1.04104	0.00000	0.00000	-8.07	10173.93
51	2009.12.21 07:55	sell	26	0.10	1.04122	0.00000	0.00000
52	2009.12.21 07:57	close	26	0.10	1.04187	0.00000	0.00000	-6.24	10167.69
53	2009.12.21 08:02	buy	27	0.10	1.04203	0.00000	0.00000
54	2009.12.21 08:15	close	27	0.10	1.04103	0.00000	0.00000	-9.61	10158.08
55	2009.12.21 08:17	sell	28	0.10	1.04118	0.00000	0.00000
56	2009.12.21 08:45	close	28	0.10	1.04149	0.00000	0.00000	-2.98	10155.10
57	2009.12.21 08:50	buy	29	0.10	1.04178	0.00000	0.00000
58	2009.12.21 08:57	close	29	0.10	1.04127	0.00000	0.00000	-4.90	10150.20
59	2009.12.21 09:02	sell	30	0.10	1.04100	0.00000	0.00000
60	2009.12.21 09:10	close	30	0.10	1.04169	0.00000	0.00000	-6.62	10143.58
61	2009.12.21 09:12	buy	31	0.10	1.04155	0.00000	0.00000
62	2009.12.21 12:37	close	31	0.10	1.04151	0.00000	0.00000	-0.38	10143.20
63	2009.12.21 13:00	sell	32	0.10	1.04216	0.00000	0.00000
64	2009.12.21 15:40	close	32	0.10	1.04268	0.00000	0.00000	-4.99	10138.21
65	2009.12.21 15:45	buy	33	0.10	1.04308	0.00000	0.00000
66	2009.12.23 13:45	close	33	0.10	1.04366	0.00000	0.00000	5.64	10143.85
67	2009.12.23 13:47	sell	34	0.10	1.04402	0.00000	0.00000
68	2009.12.30 01:50	close	34	0.10	1.03900	0.00000	0.00000	47.77	10191.62
69	2009.12.30 02:20	buy	35	0.10	1.03890	0.00000	0.00000
70	2009.12.30 02:22	close	35	0.10	1.03864	0.00000	0.00000	-2.50	10189.12
71	2009.12.30 02:25	sell	36	0.10	1.03871	0.00000	0.00000
72	2009.12.30 02:32	close	36	0.10	1.03917	0.00000	0.00000	-4.43	10184.69
73	2009.12.30 02:35	buy	37	0.10	1.03912	0.00000	0.00000
74	2009.12.30 02:50	close	37	0.10	1.03862	0.00000	0.00000	-4.81	10179.88
75	2009.12.30 02:52	sell	38	0.10	1.03871	0.00000	0.00000
76	2009.12.30 02:57	close	38	0.10	1.03891	0.00000	0.00000	-1.93	10177.95
77	2009.12.30 03:10	buy	39	0.10	1.03902	0.00000	0.00000
78	2009.12.30 04:20	close	39	0.10	1.03869	0.00000	0.00000	-3.18	10174.77
79	2009.12.30 04:25	sell	40	0.10	1.03873	0.00000	0.00000
80	2009.12.30 04:27	close	40	0.10	1.03898	0.00000	0.00000	-2.41	10172.36
81	2009.12.30 04:27	buy	41	0.10	1.03919	0.00000	0.00000
82	2009.12.30 04:50	close	41	0.10	1.03858	0.00000	0.00000	-5.87	10166.49
83	2009.12.30 04:52	sell	42	0.10	1.03874	0.00000	0.00000
84	2009.12.30 04:57	close	42	0.10	1.03902	0.00000	0.00000	-2.69	10163.80
85	2009.12.30 04:59	buy	43	0.10	1.03890	0.00000	0.00000
86	2009.12.30 05:05	close	43	0.10	1.03874	0.00000	0.00000	-1.54	10162.26
87	2009.12.30 05:10	sell	44	0.10	1.03862	0.00000	0.00000
88	2009.12.30 05:46	close	44	0.10	1.03901	0.00000	0.00000	-3.75	10158.51
89	2009.12.30 05:50	buy	45	0.10	1.03889	0.00000	0.00000
90	2009.12.30 05:56	close	45	0.10	1.03866	0.00000	0.00000	-2.21	10156.30
91	2009.12.30 06:10	sell	46	0.10	1.03870	0.00000	0.00000
92	2009.12.30 06:50	close	46	0.10	1.03892	0.00000	0.00000	-2.12	10154.18
93	2009.12.30 12:50	buy	47	0.10	1.03912	0.00000	0.00000
94	2009.12.30 12:52	close	47	0.10	1.03860	0.00000	0.00000	-5.01	10149.17
95	2009.12.30 12:57	sell	48	0.10	1.03820	0.00000	0.00000
96	2009.12.30 15:20	close	48	0.10	1.03894	0.00000	0.00000	-7.12	10142.05
97	2009.12.30 15:40	buy	49	0.10	1.03916	0.00000	0.00000
98	2009.12.30 16:37	close	49	0.10	1.03852	0.00000	0.00000	-6.16	10135.89
99	2009.12.30 18:05	sell	50	0.10	1.03850	0.00000	0.00000
100	2009.12.30 18:07	close	50	0.10	1.03938	0.00000	0.00000	-8.47	10127.42
101	2009.12.30 21:10	buy	51	0.10	1.03753	0.00000	0.00000
102	2009.12.30 21:26	close	51	0.10	1.03703	0.00000	0.00000	-4.82	10122.60
103	2009.12.30 21:30	sell	52	0.10	1.03702	0.00000	0.00000
104	2009.12.30 21:37	close	52	0.10	1.03746	0.00000	0.00000	-4.24	10118.36
105	2009.12.30 22:00	buy	53	0.10	1.03669	0.00000	0.00000
106	2009.12.30 22:37	close	53	0.10	1.03611	0.00000	0.00000	-5.60	10112.76
107	2009.12.31 02:20	sell	54	0.10	1.03494	0.00000	0.00000
108	2009.12.31 02:22	close	54	0.10	1.03517	0.00000	0.00000	-2.22	10110.54
109	2009.12.31 02:25	buy	55	0.10	1.03512	0.00000	0.00000
110	2009.12.31 02:40	close	55	0.10	1.03477	0.00000	0.00000	-3.38	10107.16
111	2009.12.31 02:42	sell	56	0.10	1.03488	0.00000	0.00000
112	2009.12.31 04:50	close	56	0.10	1.03516	0.00000	0.00000	-2.70	10104.46
113	2009.12.31 04:55	buy	57	0.10	1.03512	0.00000	0.00000
114	2009.12.31 04:57	close	57	0.10	1.03487	0.00000	0.00000	-2.42	10102.04
115	2009.12.31 04:59	sell	58	0.10	1.03490	0.00000	0.00000
116	2009.12.31 05:02	close	58	0.10	1.03509	0.00000	0.00000	-1.84	10100.20
117	2009.12.31 05:07	buy	59	0.10	1.03513	0.00000	0.00000
118	2009.12.31 05:10	close	59	0.10	1.03484	0.00000	0.00000	-2.80	10097.40
119	2009.12.31 05:12	sell	60	0.10	1.03488	0.00000	0.00000
120	2009.12.31 06:32	close	60	0.10	1.03515	0.00000	0.00000	-2.61	10094.79
121	2009.12.31 06:35	buy	61	0.10	1.03509	0.00000	0.00000
122	2009.12.31 06:40	close	61	0.10	1.03484	0.00000	0.00000	-2.42	10092.37
123	2009.12.31 06:42	sell	62	0.10	1.03490	0.00000	0.00000
124	2009.12.31 07:20	close	62	0.10	1.03521	0.00000	0.00000	-2.99	10089.38
125	2009.12.31 07:25	buy	63	0.10	1.03514	0.00000	0.00000
126	2009.12.31 07:27	close	63	0.10	1.03479	0.00000	0.00000	-3.38	10086.00
127	2009.12.31 07:27	sell	64	0.10	1.03491	0.00000	0.00000
128	2009.12.31 16:15	close	64	0.10	1.03571	0.00000	0.00000	-7.72	10078.28
129	2009.12.31 16:17	buy	65	0.10	1.03539	0.00000	0.00000
130	2009.12.31 16:50	close	65	0.10	1.03309	0.00000	0.00000	-22.26	10056.02
131	2009.12.31 16:52	sell	66	0.10	1.03408	0.00000	0.00000
132	2009.12.31 16:57	close	66	0.10	1.03520	0.00000	0.00000	-10.82	10045.20
133	2009.12.31 17:20	buy	67	0.10	1.03530	0.00000	0.00000
134	2009.12.31 17:22	close	67	0.10	1.03481	0.00000	0.00000	-4.74	10040.46
135	2009.12.31 17:27	sell	68	0.10	1.03445	0.00000	0.00000
136	2009.12.31 17:27	close	68	0.10	1.03509	0.00000	0.00000	-6.18	10034.28
137	2009.12.31 17:30	buy	69	0.10	1.03511	0.00000	0.00000
138	2009.12.31 17:32	close	69	0.10	1.03345	0.00000	0.00000	-16.06	10018.22
139	2009.12.31 17:35	sell	70	0.10	1.03367	0.00000	0.00000
140	2009.12.31 17:45	close	70	0.10	1.03516	0.00000	0.00000	-14.39	10003.83
141	2009.12.31 17:50	buy	71	0.10	1.03584	0.00000	0.00000
142	2009.12.31 17:57	close	71	0.10	1.03481	0.00000	0.00000	-9.95	9993.88
143	2009.12.31 18:20	sell	72	0.10	1.03454	0.00000	0.00000
144	2009.12.31 18:27	close	72	0.10	1.03535	0.00000	0.00000	-7.82	9986.06
145	2009.12.31 18:27	buy	73	0.10	1.03532	0.00000	0.00000
146	2009.12.31 18:50	close	73	0.10	1.03413	0.00000	0.00000	-11.51	9974.55
147	2009.12.31 18:52	sell	74	0.10	1.03460	0.00000	0.00000
148	2009.12.31 18:57	close	74	0.10	1.03518	0.00000	0.00000	-5.60	9968.95