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 | expName=""Anubis""; Lots=1; CCIthres=80; CCIPeriod=11; Stoploss=100; breakeven=65; M_FastEMA=20; M_ShowEMA=50; M_Signal=2; RFactor=0.6; closeK=2; thres=28; stdK=2.9; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -610.37 | Gross profit | 230.62 | Gross loss | -840.99 |
Profit factor | 0.27 | Expected payoff | -35.90 | ||
Absolute drawdown | 764.03 | Maximal drawdown | 780.12 (7.79%) | Relative drawdown | 7.79% (780.12) |
Total trades | 17 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 5 (29.41%) | Loss trades (% of total) | 12 (70.59%) | ||
Largest | profit trade | 230.62 | loss trade | -100.22 | |
Average | profit trade | 46.12 | loss trade | -70.08 | |
Maximum | consecutive wins (profit in money) | 2 (0.00) | consecutive losses (loss in money) | 7 (-397.79) | |
Maximal | consecutive profit (count of wins) | 230.62 (1) | consecutive loss (count of losses) | -397.79 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 19:00 | buy | 1 | 1.00 | 0.99889 | 0.99789 | 1.01070 | ||
2 | 2009.12.01 19:20 | s/l | 1 | 1.00 | 0.99789 | 0.99789 | 1.01070 | -100.22 | 9899.78 |
3 | 2009.12.02 02:00 | buy | 2 | 0.60 | 0.99882 | 0.99782 | 1.01047 | ||
4 | 2009.12.02 09:37 | s/l | 2 | 0.60 | 0.99782 | 0.99782 | 1.01047 | -60.13 | 9839.65 |
5 | 2009.12.03 10:00 | buy | 3 | 0.60 | 0.99798 | 0.99698 | 1.00826 | ||
6 | 2009.12.03 11:20 | s/l | 3 | 0.60 | 0.99698 | 0.99698 | 1.00826 | -60.20 | 9779.45 |
7 | 2009.12.03 13:00 | buy | 4 | 0.60 | 0.99719 | 0.99619 | 1.00780 | ||
8 | 2009.12.03 14:37 | s/l | 4 | 0.60 | 0.99619 | 0.99619 | 1.00780 | -60.26 | 9719.19 |
9 | 2009.12.08 16:00 | sell | 5 | 0.60 | 1.02295 | 1.02395 | 0.99706 | ||
10 | 2009.12.08 16:15 | s/l | 5 | 0.60 | 1.02395 | 1.02395 | 0.99706 | -58.60 | 9660.59 |
11 | 2009.12.11 19:00 | sell | 6 | 0.60 | 1.03388 | 1.03488 | 1.01934 | ||
12 | 2009.12.11 19:20 | s/l | 6 | 0.60 | 1.03488 | 1.03488 | 1.01934 | -57.96 | 9602.63 |
13 | 2009.12.15 19:00 | sell | 7 | 0.60 | 1.04156 | 1.04256 | 1.02995 | ||
14 | 2009.12.15 22:00 | modify | 7 | 0.60 | 1.04156 | 1.04156 | 1.02995 | ||
15 | 2009.12.16 02:20 | s/l | 7 | 0.60 | 1.04156 | 1.04156 | 1.02995 | -0.42 | 9602.21 |
16 | 2009.12.17 15:00 | sell | 8 | 1.00 | 1.04940 | 1.05040 | 1.03218 | ||
17 | 2009.12.17 16:00 | modify | 8 | 1.00 | 1.04940 | 1.04940 | 1.03218 | ||
18 | 2009.12.17 17:50 | s/l | 8 | 1.00 | 1.04940 | 1.04940 | 1.03218 | 0.00 | 9602.21 |
19 | 2009.12.21 19:00 | sell | 9 | 1.00 | 1.04348 | 1.04448 | 1.02991 | ||
20 | 2009.12.21 19:10 | s/l | 9 | 1.00 | 1.04448 | 1.04448 | 1.02991 | -95.70 | 9506.51 |
21 | 2009.12.22 18:00 | sell | 10 | 0.60 | 1.04850 | 1.04950 | 1.03922 | ||
22 | 2009.12.22 19:00 | modify | 10 | 0.60 | 1.04850 | 1.04850 | 1.03922 | ||
23 | 2009.12.22 19:20 | s/l | 10 | 0.60 | 1.04850 | 1.04850 | 1.03922 | 0.00 | 9506.51 |
24 | 2009.12.22 21:00 | sell | 11 | 1.00 | 1.04804 | 1.04904 | 1.03844 | ||
25 | 2009.12.22 22:50 | s/l | 11 | 1.00 | 1.04904 | 1.04904 | 1.03844 | -95.32 | 9411.19 |
26 | 2009.12.23 02:00 | sell | 12 | 0.60 | 1.04842 | 1.04942 | 1.03861 | ||
27 | 2009.12.23 03:00 | modify | 12 | 0.60 | 1.04842 | 1.04842 | 1.03861 | ||
28 | 2009.12.23 03:40 | s/l | 12 | 0.60 | 1.04842 | 1.04842 | 1.03861 | 0.00 | 9411.19 |
29 | 2009.12.24 04:00 | buy | 13 | 1.00 | 1.03813 | 1.03713 | 1.04696 | ||
30 | 2009.12.24 05:00 | modify | 13 | 1.00 | 1.03813 | 1.03813 | 1.04696 | ||
31 | 2009.12.24 07:20 | s/l | 13 | 1.00 | 1.03813 | 1.03813 | 1.04696 | 0.00 | 9411.19 |
32 | 2009.12.28 16:00 | buy | 14 | 1.00 | 1.03405 | 1.03305 | 1.04674 | ||
33 | 2009.12.28 17:37 | s/l | 14 | 1.00 | 1.03305 | 1.03305 | 1.04674 | -96.80 | 9314.39 |
34 | 2009.12.29 21:00 | sell | 15 | 0.60 | 1.03670 | 1.03770 | 1.02024 | ||
35 | 2009.12.30 00:46 | s/l | 15 | 0.60 | 1.03770 | 1.03770 | 1.02024 | -58.23 | 9256.17 |
36 | 2009.12.30 18:00 | sell | 16 | 0.60 | 1.03906 | 1.04006 | 1.02365 | ||
37 | 2009.12.30 19:00 | modify | 16 | 0.60 | 1.03906 | 1.03906 | 1.02365 | ||
38 | 2009.12.31 05:00 | close | 16 | 0.60 | 1.03506 | 1.03906 | 1.02365 | 230.62 | 9486.79 |
39 | 2009.12.31 13:00 | buy | 17 | 1.00 | 1.03054 | 1.02954 | 1.04163 | ||
40 | 2009.12.31 13:20 | s/l | 17 | 1.00 | 1.02954 | 1.02954 | 1.04163 | -97.16 | 9389.63 |