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 | IAcceptTerms=1; Lots=0.01; ShowComments=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -0.90 | Gross profit | 0.31 | Gross loss | -1.21 |
| Profit factor | 0.26 | Expected payoff | -0.30 | ||
| Absolute drawdown | 0.97 | Maximal drawdown | 1.71 (0.02%) | Relative drawdown | 0.02% (1.71) |
| Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 0.24 | loss trade | -1.21 | |
| Average | profit trade | 0.16 | loss trade | -1.21 | |
| Maximum | consecutive wins (profit in money) | 1 (0.24) | consecutive losses (loss in money) | 1 (-1.21) | |
| Maximal | consecutive profit (count of wins) | 0.24 (1) | consecutive loss (count of losses) | -1.21 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy stop | 1 | 0.01 | 1.00750 | 1.00625 | 1.00875 | ||
| 2 | 2009.12.01 00:02 | sell stop | 2 | 0.01 | 1.00255 | 1.00380 | 1.00130 | ||
| 3 | 2009.12.01 01:05 | delete | 1 | 0.01 | 1.00750 | 1.00625 | 1.00875 | ||
| 4 | 2009.12.01 01:07 | delete | 2 | 0.01 | 1.00255 | 1.00380 | 1.00130 | ||
| 5 | 2009.12.01 23:00 | buy stop | 3 | 0.01 | 1.00133 | 1.00008 | 1.00258 | ||
| 6 | 2009.12.01 23:02 | sell stop | 4 | 0.01 | 0.99622 | 0.99747 | 0.99497 | ||
| 7 | 2009.12.02 00:00 | delete | 3 | 0.01 | 1.00133 | 1.00008 | 1.00258 | ||
| 8 | 2009.12.02 00:02 | delete | 4 | 0.01 | 0.99622 | 0.99747 | 0.99497 | ||
| 9 | 2009.12.02 00:05 | buy stop | 5 | 0.01 | 1.00131 | 1.00006 | 1.00256 | ||
| 10 | 2009.12.02 00:07 | sell stop | 6 | 0.01 | 0.99735 | 0.99860 | 0.99610 | ||
| 11 | 2009.12.02 01:07 | delete | 5 | 0.01 | 1.00131 | 1.00006 | 1.00256 | ||
| 12 | 2009.12.02 01:10 | delete | 6 | 0.01 | 0.99735 | 0.99860 | 0.99610 | ||
| 13 | 2009.12.02 23:00 | buy stop | 7 | 0.01 | 1.00381 | 1.00256 | 1.00506 | ||
| 14 | 2009.12.02 23:02 | sell stop | 8 | 0.01 | 1.00022 | 1.00147 | 0.99897 | ||
| 15 | 2009.12.03 00:00 | delete | 7 | 0.01 | 1.00381 | 1.00256 | 1.00506 | ||
| 16 | 2009.12.03 00:02 | delete | 8 | 0.01 | 1.00022 | 1.00147 | 0.99897 | ||
| 17 | 2009.12.03 00:05 | buy stop | 9 | 0.01 | 1.00369 | 1.00244 | 1.00494 | ||
| 18 | 2009.12.03 00:07 | sell stop | 10 | 0.01 | 1.00039 | 1.00164 | 0.99914 | ||
| 19 | 2009.12.03 00:45 | sell | 10 | 0.01 | 1.00039 | 1.00164 | 0.99914 | ||
| 20 | 2009.12.03 01:07 | delete | 9 | 0.01 | 1.00369 | 1.00244 | 1.00494 | ||
| 21 | 2009.12.03 01:20 | modify | 10 | 0.01 | 1.00039 | 1.00015 | 0.99914 | ||
| 22 | 2009.12.03 01:32 | s/l | 10 | 0.01 | 1.00015 | 1.00015 | 0.99914 | 0.24 | 10000.24 |
| 23 | 2009.12.03 23:00 | buy stop | 11 | 0.01 | 1.00260 | 1.00135 | 1.00385 | ||
| 24 | 2009.12.03 23:02 | sell stop | 12 | 0.01 | 0.99711 | 0.99836 | 0.99586 | ||
| 25 | 2009.12.04 00:00 | delete | 11 | 0.01 | 1.00260 | 1.00135 | 1.00385 | ||
| 26 | 2009.12.04 00:02 | delete | 12 | 0.01 | 0.99711 | 0.99836 | 0.99586 | ||
| 27 | 2009.12.04 00:05 | buy stop | 13 | 0.01 | 1.00291 | 1.00166 | 1.00416 | ||
| 28 | 2009.12.04 00:07 | sell stop | 14 | 0.01 | 0.99719 | 0.99844 | 0.99594 | ||
| 29 | 2009.12.04 01:07 | delete | 13 | 0.01 | 1.00291 | 1.00166 | 1.00416 | ||
| 30 | 2009.12.04 01:10 | delete | 14 | 0.01 | 0.99719 | 0.99844 | 0.99594 | ||
| 31 | 2009.12.07 00:00 | buy stop | 15 | 0.01 | 1.02028 | 1.01903 | 1.02153 | ||
| 32 | 2009.12.07 00:02 | sell stop | 16 | 0.01 | 1.01485 | 1.01610 | 1.01360 | ||
| 33 | 2009.12.07 01:02 | delete | 15 | 0.01 | 1.02028 | 1.01903 | 1.02153 | ||
| 34 | 2009.12.07 01:05 | delete | 16 | 0.01 | 1.01485 | 1.01610 | 1.01360 | ||
| 35 | 2009.12.07 23:00 | buy stop | 17 | 0.01 | 1.02227 | 1.02102 | 1.02352 | ||
| 36 | 2009.12.07 23:02 | sell stop | 18 | 0.01 | 1.01549 | 1.01674 | 1.01424 | ||
| 37 | 2009.12.08 00:00 | delete | 17 | 0.01 | 1.02227 | 1.02102 | 1.02352 | ||
| 38 | 2009.12.08 00:02 | delete | 18 | 0.01 | 1.01549 | 1.01674 | 1.01424 | ||
| 39 | 2009.12.08 00:05 | buy stop | 19 | 0.01 | 1.02227 | 1.02102 | 1.02352 | ||
| 40 | 2009.12.08 00:07 | sell stop | 20 | 0.01 | 1.01769 | 1.01894 | 1.01644 | ||
| 41 | 2009.12.08 01:10 | delete | 19 | 0.01 | 1.02227 | 1.02102 | 1.02352 | ||
| 42 | 2009.12.08 01:13 | delete | 20 | 0.01 | 1.01769 | 1.01894 | 1.01644 | ||
| 43 | 2009.12.08 23:00 | buy stop | 21 | 0.01 | 1.03003 | 1.02878 | 1.03128 | ||
| 44 | 2009.12.08 23:02 | sell stop | 22 | 0.01 | 1.02491 | 1.02616 | 1.02366 | ||
| 45 | 2009.12.08 23:32 | sell | 22 | 0.01 | 1.02491 | 1.02616 | 1.02366 | ||
| 46 | 2009.12.08 23:45 | s/l | 22 | 0.01 | 1.02616 | 1.02616 | 1.02366 | -1.21 | 9999.03 |
| 47 | 2009.12.09 00:00 | delete | 21 | 0.01 | 1.03003 | 1.02878 | 1.03128 | ||
| 48 | 2009.12.09 00:02 | buy stop | 23 | 0.01 | 1.02975 | 1.02850 | 1.03100 | ||
| 49 | 2009.12.09 00:05 | sell stop | 24 | 0.01 | 1.02312 | 1.02437 | 1.02187 | ||
| 50 | 2009.12.09 01:05 | delete | 23 | 0.01 | 1.02975 | 1.02850 | 1.03100 | ||
| 51 | 2009.12.09 01:07 | delete | 24 | 0.01 | 1.02312 | 1.02437 | 1.02187 | ||
| 52 | 2009.12.09 23:00 | buy stop | 25 | 0.01 | 1.03095 | 1.02970 | 1.03220 | ||
| 53 | 2009.12.09 23:03 | sell stop | 26 | 0.01 | 1.02423 | 1.02548 | 1.02298 | ||
| 54 | 2009.12.10 00:00 | delete | 25 | 0.01 | 1.03095 | 1.02970 | 1.03220 | ||
| 55 | 2009.12.10 00:02 | delete | 26 | 0.01 | 1.02423 | 1.02548 | 1.02298 | ||
| 56 | 2009.12.10 00:05 | buy stop | 27 | 0.01 | 1.02844 | 1.02719 | 1.02969 | ||
| 57 | 2009.12.10 00:07 | sell stop | 28 | 0.01 | 1.02423 | 1.02548 | 1.02298 | ||
| 58 | 2009.12.10 01:07 | delete | 27 | 0.01 | 1.02844 | 1.02719 | 1.02969 | ||
| 59 | 2009.12.10 01:10 | delete | 28 | 0.01 | 1.02423 | 1.02548 | 1.02298 | ||
| 60 | 2009.12.10 23:00 | buy stop | 29 | 0.01 | 1.02827 | 1.02702 | 1.02952 | ||
| 61 | 2009.12.10 23:02 | sell stop | 30 | 0.01 | 1.02420 | 1.02545 | 1.02295 | ||
| 62 | 2009.12.11 00:00 | delete | 29 | 0.01 | 1.02827 | 1.02702 | 1.02952 | ||
| 63 | 2009.12.11 00:02 | delete | 30 | 0.01 | 1.02420 | 1.02545 | 1.02295 | ||
| 64 | 2009.12.11 00:05 | buy stop | 31 | 0.01 | 1.02810 | 1.02685 | 1.02935 | ||
| 65 | 2009.12.11 00:07 | sell stop | 32 | 0.01 | 1.02419 | 1.02544 | 1.02294 | ||
| 66 | 2009.12.11 01:07 | delete | 31 | 0.01 | 1.02810 | 1.02685 | 1.02935 | ||
| 67 | 2009.12.11 01:10 | delete | 32 | 0.01 | 1.02419 | 1.02544 | 1.02294 | ||
| 68 | 2009.12.14 00:00 | buy stop | 33 | 0.01 | 1.03629 | 1.03504 | 1.03754 | ||
| 69 | 2009.12.14 00:02 | sell stop | 34 | 0.01 | 1.03256 | 1.03381 | 1.03131 | ||
| 70 | 2009.12.14 01:02 | delete | 33 | 0.01 | 1.03629 | 1.03504 | 1.03754 | ||
| 71 | 2009.12.14 01:05 | delete | 34 | 0.01 | 1.03256 | 1.03381 | 1.03131 | ||
| 72 | 2009.12.14 23:00 | buy stop | 35 | 0.01 | 1.03363 | 1.03238 | 1.03488 | ||
| 73 | 2009.12.14 23:02 | sell stop | 36 | 0.01 | 1.03042 | 1.03167 | 1.02917 | ||
| 74 | 2009.12.15 00:00 | delete | 35 | 0.01 | 1.03363 | 1.03238 | 1.03488 | ||
| 75 | 2009.12.15 00:02 | delete | 36 | 0.01 | 1.03042 | 1.03167 | 1.02917 | ||
| 76 | 2009.12.15 00:05 | buy stop | 37 | 0.01 | 1.03358 | 1.03233 | 1.03483 | ||
| 77 | 2009.12.15 00:07 | sell stop | 38 | 0.01 | 1.03006 | 1.03131 | 1.02881 | ||
| 78 | 2009.12.15 01:10 | delete | 37 | 0.01 | 1.03358 | 1.03233 | 1.03483 | ||
| 79 | 2009.12.15 01:13 | delete | 38 | 0.01 | 1.03006 | 1.03131 | 1.02881 | ||
| 80 | 2009.12.15 23:00 | buy stop | 39 | 0.01 | 1.04289 | 1.04164 | 1.04414 | ||
| 81 | 2009.12.15 23:03 | sell stop | 40 | 0.01 | 1.03910 | 1.04035 | 1.03785 | ||
| 82 | 2009.12.16 00:00 | delete | 39 | 0.01 | 1.04289 | 1.04164 | 1.04414 | ||
| 83 | 2009.12.16 00:02 | delete | 40 | 0.01 | 1.03910 | 1.04035 | 1.03785 | ||
| 84 | 2009.12.16 00:05 | buy stop | 41 | 0.01 | 1.04223 | 1.04098 | 1.04348 | ||
| 85 | 2009.12.16 00:07 | sell stop | 42 | 0.01 | 1.03911 | 1.04036 | 1.03786 | ||
| 86 | 2009.12.16 01:07 | delete | 41 | 0.01 | 1.04223 | 1.04098 | 1.04348 | ||
| 87 | 2009.12.16 01:10 | delete | 42 | 0.01 | 1.03911 | 1.04036 | 1.03786 | ||
| 88 | 2009.12.16 23:00 | buy stop | 43 | 0.01 | 1.04176 | 1.04051 | 1.04301 | ||
| 89 | 2009.12.16 23:02 | sell stop | 44 | 0.01 | 1.03423 | 1.03548 | 1.03298 | ||
| 90 | 2009.12.17 00:00 | delete | 43 | 0.01 | 1.04176 | 1.04051 | 1.04301 | ||
| 91 | 2009.12.17 00:02 | delete | 44 | 0.01 | 1.03423 | 1.03548 | 1.03298 | ||
| 92 | 2009.12.17 00:05 | buy stop | 45 | 0.01 | 1.04124 | 1.03999 | 1.04249 | ||
| 93 | 2009.12.17 00:07 | sell stop | 46 | 0.01 | 1.03702 | 1.03827 | 1.03577 | ||
| 94 | 2009.12.17 01:07 | delete | 45 | 0.01 | 1.04124 | 1.03999 | 1.04249 | ||
| 95 | 2009.12.17 01:10 | delete | 46 | 0.01 | 1.03702 | 1.03827 | 1.03577 | ||
| 96 | 2009.12.17 23:00 | buy stop | 47 | 0.01 | 1.04891 | 1.04766 | 1.05016 | ||
| 97 | 2009.12.17 23:02 | sell stop | 48 | 0.01 | 1.04368 | 1.04493 | 1.04243 | ||
| 98 | 2009.12.18 00:00 | delete | 47 | 0.01 | 1.04891 | 1.04766 | 1.05016 | ||
| 99 | 2009.12.18 00:02 | delete | 48 | 0.01 | 1.04368 | 1.04493 | 1.04243 | ||
| 100 | 2009.12.18 00:05 | buy stop | 49 | 0.01 | 1.04896 | 1.04771 | 1.05021 | ||
| 101 | 2009.12.18 00:07 | sell stop | 50 | 0.01 | 1.04500 | 1.04625 | 1.04375 | ||
| 102 | 2009.12.18 00:20 | buy | 49 | 0.01 | 1.04896 | 1.04771 | 1.05021 | ||
| 103 | 2009.12.18 00:20 | modify | 49 | 0.01 | 1.04896 | 1.04903 | 1.05021 | ||
| 104 | 2009.12.18 00:22 | s/l | 49 | 0.01 | 1.04903 | 1.04903 | 1.05021 | 0.07 | 9999.10 |
| 105 | 2009.12.18 01:10 | delete | 50 | 0.01 | 1.04500 | 1.04625 | 1.04375 | ||
| 106 | 2009.12.21 00:00 | buy stop | 51 | 0.01 | 1.04580 | 1.04455 | 1.04705 | ||
| 107 | 2009.12.21 01:02 | delete | 51 | 0.01 | 1.04580 | 1.04455 | 1.04705 | ||
| 108 | 2009.12.21 23:00 | buy stop | 52 | 0.01 | 1.04870 | 1.04745 | 1.04995 | ||
| 109 | 2009.12.21 23:02 | sell stop | 53 | 0.01 | 1.04376 | 1.04501 | 1.04251 | ||
| 110 | 2009.12.22 00:00 | delete | 52 | 0.01 | 1.04870 | 1.04745 | 1.04995 | ||
| 111 | 2009.12.22 00:02 | delete | 53 | 0.01 | 1.04376 | 1.04501 | 1.04251 | ||
| 112 | 2009.12.22 00:05 | buy stop | 54 | 0.01 | 1.04876 | 1.04751 | 1.05001 | ||
| 113 | 2009.12.22 00:07 | sell stop | 55 | 0.01 | 1.04424 | 1.04549 | 1.04299 | ||
| 114 | 2009.12.22 01:07 | delete | 54 | 0.01 | 1.04876 | 1.04751 | 1.05001 | ||
| 115 | 2009.12.22 01:10 | delete | 55 | 0.01 | 1.04424 | 1.04549 | 1.04299 | ||
| 116 | 2009.12.22 23:00 | buy stop | 56 | 0.01 | 1.05054 | 1.04929 | 1.05179 | ||
| 117 | 2009.12.22 23:02 | sell stop | 57 | 0.01 | 1.04642 | 1.04767 | 1.04517 | ||
| 118 | 2009.12.23 00:00 | delete | 56 | 0.01 | 1.05054 | 1.04929 | 1.05179 | ||
| 119 | 2009.12.23 00:03 | delete | 57 | 0.01 | 1.04642 | 1.04767 | 1.04517 | ||
| 120 | 2009.12.23 00:06 | buy stop | 58 | 0.01 | 1.05119 | 1.04994 | 1.05244 | ||
| 121 | 2009.12.23 00:10 | sell stop | 59 | 0.01 | 1.04662 | 1.04787 | 1.04537 | ||
| 122 | 2009.12.23 01:10 | delete | 58 | 0.01 | 1.05119 | 1.04994 | 1.05244 | ||
| 123 | 2009.12.23 01:13 | delete | 59 | 0.01 | 1.04662 | 1.04787 | 1.04537 | ||
| 124 | 2009.12.23 23:00 | buy stop | 60 | 0.01 | 1.04119 | 1.03994 | 1.04244 | ||
| 125 | 2009.12.23 23:02 | sell stop | 61 | 0.01 | 1.03636 | 1.03761 | 1.03511 | ||
| 126 | 2009.12.24 00:00 | delete | 60 | 0.01 | 1.04119 | 1.03994 | 1.04244 | ||
| 127 | 2009.12.24 00:02 | delete | 61 | 0.01 | 1.03636 | 1.03761 | 1.03511 | ||
| 128 | 2009.12.24 00:05 | buy stop | 62 | 0.01 | 1.04130 | 1.04005 | 1.04255 | ||
| 129 | 2009.12.24 00:07 | sell stop | 63 | 0.01 | 1.03727 | 1.03852 | 1.03602 | ||
| 130 | 2009.12.24 01:07 | delete | 62 | 0.01 | 1.04130 | 1.04005 | 1.04255 | ||
| 131 | 2009.12.24 01:10 | delete | 63 | 0.01 | 1.03727 | 1.03852 | 1.03602 | ||
| 132 | 2009.12.28 00:00 | buy stop | 64 | 0.01 | 1.04015 | 1.03890 | 1.04140 | ||
| 133 | 2009.12.28 00:02 | sell stop | 65 | 0.01 | 1.03508 | 1.03633 | 1.03383 | ||
| 134 | 2009.12.28 01:02 | delete | 64 | 0.01 | 1.04015 | 1.03890 | 1.04140 | ||
| 135 | 2009.12.28 01:05 | delete | 65 | 0.01 | 1.03508 | 1.03633 | 1.03383 | ||
| 136 | 2009.12.28 23:00 | buy stop | 66 | 0.01 | 1.03634 | 1.03509 | 1.03759 | ||
| 137 | 2009.12.28 23:02 | sell stop | 67 | 0.01 | 1.03292 | 1.03417 | 1.03167 | ||
| 138 | 2009.12.29 00:00 | delete | 66 | 0.01 | 1.03634 | 1.03509 | 1.03759 | ||
| 139 | 2009.12.29 00:02 | delete | 67 | 0.01 | 1.03292 | 1.03417 | 1.03167 | ||
| 140 | 2009.12.29 00:05 | buy stop | 68 | 0.01 | 1.03663 | 1.03538 | 1.03788 | ||
| 141 | 2009.12.29 00:07 | sell stop | 69 | 0.01 | 1.03310 | 1.03435 | 1.03185 | ||
| 142 | 2009.12.29 01:10 | delete | 68 | 0.01 | 1.03663 | 1.03538 | 1.03788 | ||
| 143 | 2009.12.29 01:13 | delete | 69 | 0.01 | 1.03310 | 1.03435 | 1.03185 | ||
| 144 | 2009.12.29 23:00 | buy stop | 70 | 0.01 | 1.03944 | 1.03819 | 1.04069 | ||
| 145 | 2009.12.29 23:02 | sell stop | 71 | 0.01 | 1.03484 | 1.03609 | 1.03359 | ||
| 146 | 2009.12.30 00:00 | delete | 70 | 0.01 | 1.03944 | 1.03819 | 1.04069 | ||
| 147 | 2009.12.30 00:02 | delete | 71 | 0.01 | 1.03484 | 1.03609 | 1.03359 | ||
| 148 | 2009.12.30 00:05 | buy stop | 72 | 0.01 | 1.03828 | 1.03703 | 1.03953 | ||
| 149 | 2009.12.30 00:07 | sell stop | 73 | 0.01 | 1.03484 | 1.03609 | 1.03359 | ||
| 150 | 2009.12.30 01:07 | delete | 72 | 0.01 | 1.03828 | 1.03703 | 1.03953 | ||
| 151 | 2009.12.30 01:10 | delete | 73 | 0.01 | 1.03484 | 1.03609 | 1.03359 | ||
| 152 | 2009.12.30 23:00 | buy stop | 74 | 0.01 | 1.03894 | 1.03769 | 1.04019 | ||
| 153 | 2009.12.30 23:03 | sell stop | 75 | 0.01 | 1.03514 | 1.03639 | 1.03389 | ||
| 154 | 2009.12.31 00:00 | delete | 74 | 0.01 | 1.03894 | 1.03769 | 1.04019 | ||
| 155 | 2009.12.31 00:02 | delete | 75 | 0.01 | 1.03514 | 1.03639 | 1.03389 | ||
| 156 | 2009.12.31 00:05 | buy stop | 76 | 0.01 | 1.03892 | 1.03767 | 1.04017 | ||
| 157 | 2009.12.31 00:07 | sell stop | 77 | 0.01 | 1.03514 | 1.03639 | 1.03389 | ||
| 158 | 2009.12.31 01:07 | delete | 76 | 0.01 | 1.03892 | 1.03767 | 1.04017 | ||
| 159 | 2009.12.31 01:10 | delete | 77 | 0.01 | 1.03514 | 1.03639 | 1.03389 | ||