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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 144.63 | Gross profit | 242.09 | Gross loss | -97.46 |
| Profit factor | 2.48 | Expected payoff | 20.66 | ||
| Absolute drawdown | 33.98 | Maximal drawdown | 73.35 (0.72%) | Relative drawdown | 0.72% (73.35) |
| Total trades | 7 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 49.89 | loss trade | -49.26 | |
| Average | profit trade | 48.42 | loss trade | -48.73 | |
| Maximum | consecutive wins (profit in money) | 3 (144.16) | consecutive losses (loss in money) | 1 (-49.26) | |
| Maximal | consecutive profit (count of wins) | 144.16 (3) | consecutive loss (count of losses) | -49.26 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
| 2 | 2009.12.01 04:00 | modify | 1 | 0.10 | 0.99853 | 0.99353 | 1.00353 | ||
| 3 | 2009.12.01 08:00 | modify | 1 | 0.10 | 0.99904 | 0.99404 | 1.00404 | ||
| 4 | 2009.12.01 12:00 | modify | 1 | 0.10 | 0.99922 | 0.99422 | 1.00422 | ||
| 5 | 2009.12.01 14:20 | buy | 1 | 0.10 | 0.99922 | 0.99422 | 1.00422 | ||
| 6 | 2009.12.01 16:00 | sell limit | 2 | 0.10 | 1.01725 | 1.02225 | 1.01225 | ||
| 7 | 2009.12.01 20:00 | modify | 2 | 0.10 | 1.01689 | 1.02189 | 1.01189 | ||
| 8 | 2009.12.02 00:00 | modify | 2 | 0.10 | 1.01653 | 1.02153 | 1.01153 | ||
| 9 | 2009.12.02 04:00 | modify | 2 | 0.10 | 1.01617 | 1.02117 | 1.01117 | ||
| 10 | 2009.12.02 08:00 | modify | 2 | 0.10 | 1.01583 | 1.02083 | 1.01083 | ||
| 11 | 2009.12.02 12:00 | modify | 2 | 0.10 | 1.01549 | 1.02049 | 1.01049 | ||
| 12 | 2009.12.02 16:00 | modify | 2 | 0.10 | 1.01515 | 1.02015 | 1.01015 | ||
| 13 | 2009.12.02 20:00 | modify | 2 | 0.10 | 1.01482 | 1.01982 | 1.00982 | ||
| 14 | 2009.12.03 00:00 | modify | 2 | 0.10 | 1.01450 | 1.01950 | 1.00950 | ||
| 15 | 2009.12.03 04:00 | modify | 2 | 0.10 | 1.01419 | 1.01919 | 1.00919 | ||
| 16 | 2009.12.03 08:00 | modify | 2 | 0.10 | 1.01388 | 1.01888 | 1.00888 | ||
| 17 | 2009.12.03 12:00 | modify | 2 | 0.10 | 1.01340 | 1.01840 | 1.00840 | ||
| 18 | 2009.12.03 16:00 | modify | 2 | 0.10 | 1.01277 | 1.01777 | 1.00777 | ||
| 19 | 2009.12.03 20:00 | modify | 2 | 0.10 | 1.01216 | 1.01716 | 1.00716 | ||
| 20 | 2009.12.04 00:00 | modify | 2 | 0.10 | 1.01157 | 1.01657 | 1.00657 | ||
| 21 | 2009.12.04 04:00 | modify | 2 | 0.10 | 1.01101 | 1.01601 | 1.00601 | ||
| 22 | 2009.12.04 08:00 | modify | 2 | 0.10 | 1.01046 | 1.01546 | 1.00546 | ||
| 23 | 2009.12.04 12:00 | modify | 2 | 0.10 | 1.00993 | 1.01493 | 1.00493 | ||
| 24 | 2009.12.04 14:45 | t/p | 1 | 0.10 | 1.00422 | 0.99422 | 1.00422 | 49.89 | 10049.89 |
| 25 | 2009.12.04 15:15 | sell | 2 | 0.10 | 1.00993 | 1.01493 | 1.00493 | ||
| 26 | 2009.12.04 16:00 | buy limit | 3 | 0.10 | 0.99596 | 0.99096 | 1.00096 | ||
| 27 | 2009.12.04 19:13 | s/l | 2 | 0.10 | 1.01493 | 1.01493 | 1.00493 | -49.26 | 10000.63 |
| 28 | 2009.12.04 20:00 | modify | 3 | 0.10 | 0.99636 | 0.99136 | 1.00136 | ||
| 29 | 2009.12.07 00:00 | modify | 3 | 0.10 | 0.99697 | 0.99197 | 1.00197 | ||
| 30 | 2009.12.07 04:00 | modify | 3 | 0.10 | 0.99757 | 0.99257 | 1.00257 | ||
| 31 | 2009.12.07 08:00 | modify | 3 | 0.10 | 0.99815 | 0.99315 | 1.00315 | ||
| 32 | 2009.12.07 12:00 | modify | 3 | 0.10 | 0.99910 | 0.99410 | 1.00410 | ||
| 33 | 2009.12.07 16:00 | modify | 3 | 0.10 | 1.00001 | 0.99501 | 1.00501 | ||
| 34 | 2009.12.07 20:00 | modify | 3 | 0.10 | 1.00088 | 0.99588 | 1.00588 | ||
| 35 | 2009.12.08 00:00 | modify | 3 | 0.10 | 1.00173 | 0.99673 | 1.00673 | ||
| 36 | 2009.12.08 04:00 | modify | 3 | 0.10 | 1.00255 | 0.99755 | 1.00755 | ||
| 37 | 2009.12.08 08:00 | modify | 3 | 0.10 | 1.00333 | 0.99833 | 1.00833 | ||
| 38 | 2009.12.08 12:00 | modify | 3 | 0.10 | 1.00409 | 0.99909 | 1.00909 | ||
| 39 | 2009.12.08 16:00 | modify | 3 | 0.10 | 1.00510 | 1.00010 | 1.01010 | ||
| 40 | 2009.12.08 20:00 | modify | 3 | 0.10 | 1.00634 | 1.00134 | 1.01134 | ||
| 41 | 2009.12.09 00:00 | modify | 3 | 0.10 | 1.00774 | 1.00274 | 1.01274 | ||
| 42 | 2009.12.09 04:00 | modify | 3 | 0.10 | 1.00927 | 1.00427 | 1.01427 | ||
| 43 | 2009.12.09 08:00 | modify | 3 | 0.10 | 1.01069 | 1.00569 | 1.01569 | ||
| 44 | 2009.12.09 12:00 | modify | 3 | 0.10 | 1.01201 | 1.00701 | 1.01701 | ||
| 45 | 2009.12.09 16:00 | modify | 3 | 0.10 | 1.01323 | 1.00823 | 1.01823 | ||
| 46 | 2009.12.09 20:00 | modify | 3 | 0.10 | 1.01458 | 1.00958 | 1.01958 | ||
| 47 | 2009.12.10 00:00 | modify | 3 | 0.10 | 1.01582 | 1.01082 | 1.02082 | ||
| 48 | 2009.12.10 04:00 | modify | 3 | 0.10 | 1.01696 | 1.01196 | 1.02196 | ||
| 49 | 2009.12.10 08:00 | modify | 3 | 0.10 | 1.01801 | 1.01301 | 1.02301 | ||
| 50 | 2009.12.10 12:00 | modify | 3 | 0.10 | 1.01910 | 1.01410 | 1.02410 | ||
| 51 | 2009.12.10 16:00 | modify | 3 | 0.10 | 1.02009 | 1.01509 | 1.02509 | ||
| 52 | 2009.12.10 20:00 | modify | 3 | 0.10 | 1.02099 | 1.01599 | 1.02599 | ||
| 53 | 2009.12.11 00:00 | modify | 3 | 0.10 | 1.02181 | 1.01681 | 1.02681 | ||
| 54 | 2009.12.11 04:00 | modify | 3 | 0.10 | 1.02256 | 1.01756 | 1.02756 | ||
| 55 | 2009.12.11 08:00 | modify | 3 | 0.10 | 1.02324 | 1.01824 | 1.02824 | ||
| 56 | 2009.12.11 12:00 | modify | 3 | 0.10 | 1.02385 | 1.01885 | 1.02885 | ||
| 57 | 2009.12.11 13:20 | buy | 3 | 0.10 | 1.02385 | 1.01885 | 1.02885 | ||
| 58 | 2009.12.11 15:13 | t/p | 3 | 0.10 | 1.02885 | 1.01885 | 1.02885 | 48.57 | 10049.20 |
| 59 | 2009.12.11 16:00 | buy limit | 4 | 0.10 | 1.02340 | 1.01840 | 1.02840 | ||
| 60 | 2009.12.14 00:00 | modify | 4 | 0.10 | 1.02352 | 1.01852 | 1.02852 | ||
| 61 | 2009.12.14 04:00 | modify | 4 | 0.10 | 1.02364 | 1.01864 | 1.02864 | ||
| 62 | 2009.12.14 08:00 | modify | 4 | 0.10 | 1.02376 | 1.01876 | 1.02876 | ||
| 63 | 2009.12.14 12:00 | modify | 4 | 0.10 | 1.02387 | 1.01887 | 1.02887 | ||
| 64 | 2009.12.14 16:00 | modify | 4 | 0.10 | 1.02399 | 1.01899 | 1.02899 | ||
| 65 | 2009.12.14 20:00 | modify | 4 | 0.10 | 1.02410 | 1.01910 | 1.02910 | ||
| 66 | 2009.12.15 00:00 | modify | 4 | 0.10 | 1.02421 | 1.01921 | 1.02921 | ||
| 67 | 2009.12.15 04:00 | modify | 4 | 0.10 | 1.02433 | 1.01933 | 1.02933 | ||
| 68 | 2009.12.15 08:00 | modify | 4 | 0.10 | 1.02444 | 1.01944 | 1.02944 | ||
| 69 | 2009.12.15 12:00 | modify | 4 | 0.10 | 1.02474 | 1.01974 | 1.02974 | ||
| 70 | 2009.12.15 16:00 | modify | 4 | 0.10 | 1.02518 | 1.02018 | 1.03018 | ||
| 71 | 2009.12.15 20:00 | modify | 4 | 0.10 | 1.02582 | 1.02082 | 1.03082 | ||
| 72 | 2009.12.16 00:00 | modify | 4 | 0.10 | 1.02643 | 1.02143 | 1.03143 | ||
| 73 | 2009.12.16 04:00 | modify | 4 | 0.10 | 1.02702 | 1.02202 | 1.03202 | ||
| 74 | 2009.12.16 08:00 | modify | 4 | 0.10 | 1.02759 | 1.02259 | 1.03259 | ||
| 75 | 2009.12.16 12:00 | modify | 4 | 0.10 | 1.02814 | 1.02314 | 1.03314 | ||
| 76 | 2009.12.16 16:00 | modify | 4 | 0.10 | 1.02867 | 1.02367 | 1.03367 | ||
| 77 | 2009.12.16 20:00 | modify | 4 | 0.10 | 1.02918 | 1.02418 | 1.03418 | ||
| 78 | 2009.12.17 00:00 | modify | 4 | 0.10 | 1.02967 | 1.02467 | 1.03467 | ||
| 79 | 2009.12.17 04:00 | modify | 4 | 0.10 | 1.03039 | 1.02539 | 1.03539 | ||
| 80 | 2009.12.17 08:00 | modify | 4 | 0.10 | 1.03135 | 1.02635 | 1.03635 | ||
| 81 | 2009.12.17 12:00 | modify | 4 | 0.10 | 1.03257 | 1.02757 | 1.03757 | ||
| 82 | 2009.12.17 16:00 | modify | 4 | 0.10 | 1.03371 | 1.02871 | 1.03871 | ||
| 83 | 2009.12.17 20:00 | modify | 4 | 0.10 | 1.03478 | 1.02978 | 1.03978 | ||
| 84 | 2009.12.18 00:00 | modify | 4 | 0.10 | 1.03579 | 1.03079 | 1.04079 | ||
| 85 | 2009.12.18 04:00 | modify | 4 | 0.10 | 1.03673 | 1.03173 | 1.04173 | ||
| 86 | 2009.12.18 08:00 | modify | 4 | 0.10 | 1.03761 | 1.03261 | 1.04261 | ||
| 87 | 2009.12.18 12:00 | modify | 4 | 0.10 | 1.03844 | 1.03344 | 1.04344 | ||
| 88 | 2009.12.18 16:00 | modify | 4 | 0.10 | 1.03921 | 1.03421 | 1.04421 | ||
| 89 | 2009.12.18 20:00 | modify | 4 | 0.10 | 1.03994 | 1.03494 | 1.04494 | ||
| 90 | 2009.12.21 01:02 | buy | 4 | 0.10 | 1.03994 | 1.03494 | 1.04494 | ||
| 91 | 2009.12.21 04:00 | sell limit | 5 | 0.10 | 1.05062 | 1.05562 | 1.04562 | ||
| 92 | 2009.12.21 08:00 | modify | 5 | 0.10 | 1.05051 | 1.05551 | 1.04551 | ||
| 93 | 2009.12.21 09:45 | t/p | 4 | 0.10 | 1.04494 | 1.03494 | 1.04494 | 47.78 | 10096.98 |
| 94 | 2009.12.21 12:00 | modify | 5 | 0.10 | 1.05041 | 1.05541 | 1.04541 | ||
| 95 | 2009.12.21 16:00 | modify | 5 | 0.10 | 1.05021 | 1.05521 | 1.04521 | ||
| 96 | 2009.12.21 20:00 | modify | 5 | 0.10 | 1.05001 | 1.05501 | 1.04501 | ||
| 97 | 2009.12.22 00:00 | modify | 5 | 0.10 | 1.04982 | 1.05482 | 1.04482 | ||
| 98 | 2009.12.22 04:00 | modify | 5 | 0.10 | 1.04963 | 1.05463 | 1.04463 | ||
| 99 | 2009.12.22 08:00 | modify | 5 | 0.10 | 1.04944 | 1.05444 | 1.04444 | ||
| 100 | 2009.12.22 12:00 | modify | 5 | 0.10 | 1.04925 | 1.05425 | 1.04425 | ||
| 101 | 2009.12.22 13:45 | sell | 5 | 0.10 | 1.04925 | 1.05425 | 1.04425 | ||
| 102 | 2009.12.22 16:00 | buy limit | 6 | 0.10 | 1.03928 | 1.03428 | 1.04428 | ||
| 103 | 2009.12.22 20:00 | modify | 6 | 0.10 | 1.03938 | 1.03438 | 1.04438 | ||
| 104 | 2009.12.23 00:00 | modify | 6 | 0.10 | 1.03948 | 1.03448 | 1.04448 | ||
| 105 | 2009.12.23 04:00 | modify | 6 | 0.10 | 1.03958 | 1.03458 | 1.04458 | ||
| 106 | 2009.12.23 08:00 | modify | 6 | 0.10 | 1.03968 | 1.03468 | 1.04468 | ||
| 107 | 2009.12.23 12:00 | modify | 6 | 0.10 | 1.03977 | 1.03477 | 1.04477 | ||
| 108 | 2009.12.23 13:45 | t/p | 5 | 0.10 | 1.04425 | 1.05425 | 1.04425 | 47.81 | 10144.79 |
| 109 | 2009.12.23 16:00 | modify | 6 | 0.10 | 1.03987 | 1.03487 | 1.04487 | ||
| 110 | 2009.12.23 16:20 | buy | 6 | 0.10 | 1.03987 | 1.03487 | 1.04487 | ||
| 111 | 2009.12.23 20:00 | sell limit | 7 | 0.10 | 1.05025 | 1.05525 | 1.04525 | ||
| 112 | 2009.12.24 00:00 | modify | 7 | 0.10 | 1.05012 | 1.05512 | 1.04512 | ||
| 113 | 2009.12.24 04:00 | modify | 7 | 0.10 | 1.04999 | 1.05499 | 1.04499 | ||
| 114 | 2009.12.24 08:00 | modify | 7 | 0.10 | 1.04986 | 1.05486 | 1.04486 | ||
| 115 | 2009.12.24 11:15 | s/l | 6 | 0.10 | 1.03487 | 1.03487 | 1.04487 | -48.20 | 10096.59 |
| 116 | 2009.12.24 12:00 | modify | 7 | 0.10 | 1.04957 | 1.05457 | 1.04457 | ||
| 117 | 2009.12.24 16:00 | modify | 7 | 0.10 | 1.04910 | 1.05410 | 1.04410 | ||
| 118 | 2009.12.28 00:00 | modify | 7 | 0.10 | 1.04864 | 1.05364 | 1.04364 | ||
| 119 | 2009.12.28 04:00 | modify | 7 | 0.10 | 1.04819 | 1.05319 | 1.04319 | ||
| 120 | 2009.12.28 08:00 | modify | 7 | 0.10 | 1.04775 | 1.05275 | 1.04275 | ||
| 121 | 2009.12.28 12:00 | modify | 7 | 0.10 | 1.04732 | 1.05232 | 1.04232 | ||
| 122 | 2009.12.28 16:00 | modify | 7 | 0.10 | 1.04691 | 1.05191 | 1.04191 | ||
| 123 | 2009.12.28 20:00 | modify | 7 | 0.10 | 1.04650 | 1.05150 | 1.04150 | ||
| 124 | 2009.12.29 00:00 | modify | 7 | 0.10 | 1.04611 | 1.05111 | 1.04111 | ||
| 125 | 2009.12.29 04:00 | modify | 7 | 0.10 | 1.04573 | 1.05073 | 1.04073 | ||
| 126 | 2009.12.29 08:00 | modify | 7 | 0.10 | 1.04536 | 1.05036 | 1.04036 | ||
| 127 | 2009.12.29 12:00 | modify | 7 | 0.10 | 1.04477 | 1.04977 | 1.03977 | ||
| 128 | 2009.12.29 16:00 | modify | 7 | 0.10 | 1.04401 | 1.04901 | 1.03901 | ||
| 129 | 2009.12.29 20:00 | modify | 7 | 0.10 | 1.04328 | 1.04828 | 1.03828 | ||
| 130 | 2009.12.30 00:00 | modify | 7 | 0.10 | 1.04258 | 1.04758 | 1.03758 | ||
| 131 | 2009.12.30 04:00 | modify | 7 | 0.10 | 1.04192 | 1.04692 | 1.03692 | ||
| 132 | 2009.12.30 08:00 | modify | 7 | 0.10 | 1.04129 | 1.04629 | 1.03629 | ||
| 133 | 2009.12.30 12:00 | modify | 7 | 0.10 | 1.04068 | 1.04568 | 1.03568 | ||
| 134 | 2009.12.30 16:00 | modify | 7 | 0.10 | 1.04010 | 1.04510 | 1.03510 | ||
| 135 | 2009.12.30 16:40 | sell | 7 | 0.10 | 1.04010 | 1.04510 | 1.03510 | ||
| 136 | 2009.12.30 20:00 | buy limit | 8 | 0.10 | 1.02795 | 1.02295 | 1.03295 | ||
| 137 | 2009.12.31 00:00 | modify | 8 | 0.10 | 1.02808 | 1.02308 | 1.03308 | ||
| 138 | 2009.12.31 02:20 | t/p | 7 | 0.10 | 1.03510 | 1.04510 | 1.03510 | 48.04 | 10144.63 |
| 139 | 2009.12.31 04:00 | modify | 8 | 0.10 | 1.02820 | 1.02320 | 1.03320 | ||
| 140 | 2009.12.31 08:00 | modify | 8 | 0.10 | 1.02833 | 1.02333 | 1.03333 | ||
| 141 | 2009.12.31 12:00 | modify | 8 | 0.10 | 1.02845 | 1.02345 | 1.03345 | ||
| 142 | 2009.12.31 16:00 | modify | 8 | 0.10 | 1.02847 | 1.02347 | 1.03347 | ||