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 | Lots=1; StopLoss=70; Slippage=3; DecreaseFactor=3; MagicNumber=77777; Stop=10; MAPeriod=10; MaximumRisk=0.08; EA_Name=""EK"; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 39.82 | Gross profit | 1371.64 | Gross loss | -1331.82 |
| Profit factor | 1.03 | Expected payoff | 0.71 | ||
| Absolute drawdown | 220.37 | Maximal drawdown | 879.47 (8.22%) | Relative drawdown | 8.22% (879.47) |
| Total trades | 56 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 35 (80.00%) |
| Profit trades (% of total) | 39 (69.64%) | Loss trades (% of total) | 17 (30.36%) | ||
| Largest | profit trade | 138.10 | loss trade | -81.18 | |
| Average | profit trade | 35.17 | loss trade | -78.34 | |
| Maximum | consecutive wins (profit in money) | 14 (518.44) | consecutive losses (loss in money) | 8 (-618.91) | |
| Maximal | consecutive profit (count of wins) | 518.44 (14) | consecutive loss (count of losses) | -618.91 (8) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:50 | sell | 1 | 1.00 | 1.00489 | 1.00570 | 0.00000 | ||
| 2 | 2009.12.01 01:52 | close | 1 | 1.00 | 1.00472 | 1.00570 | 0.00000 | 16.92 | 10016.92 |
| 3 | 2009.12.01 05:15 | sell | 2 | 1.00 | 1.00482 | 1.00563 | 0.00000 | ||
| 4 | 2009.12.01 05:27 | close | 2 | 1.00 | 1.00458 | 1.00563 | 0.00000 | 23.89 | 10040.81 |
| 5 | 2009.12.01 23:00 | buy | 3 | 1.00 | 0.99943 | 0.99862 | 0.00000 | ||
| 6 | 2009.12.01 23:45 | close | 3 | 1.00 | 0.99954 | 0.99862 | 0.00000 | 11.01 | 10051.82 |
| 7 | 2009.12.01 23:57 | buy | 4 | 1.00 | 0.99959 | 0.99878 | 0.00000 | ||
| 8 | 2009.12.02 00:20 | s/l | 4 | 1.00 | 0.99878 | 0.99878 | 0.00000 | -80.70 | 9971.12 |
| 9 | 2009.12.02 06:15 | buy | 5 | 1.00 | 0.99884 | 0.99803 | 0.00000 | ||
| 10 | 2009.12.02 06:32 | s/l | 5 | 1.00 | 0.99803 | 0.99803 | 0.00000 | -81.16 | 9889.96 |
| 11 | 2009.12.02 08:07 | buy | 6 | 1.00 | 0.99883 | 0.99802 | 0.00000 | ||
| 12 | 2009.12.02 08:10 | close | 6 | 1.00 | 0.99954 | 0.99802 | 0.00000 | 71.03 | 9960.99 |
| 13 | 2009.12.02 09:15 | buy | 7 | 1.00 | 0.99885 | 0.99804 | 0.00000 | ||
| 14 | 2009.12.02 09:32 | s/l | 7 | 1.00 | 0.99804 | 0.99804 | 0.00000 | -81.18 | 9879.81 |
| 15 | 2009.12.02 10:35 | buy | 8 | 1.00 | 0.99905 | 0.99824 | 0.00000 | ||
| 16 | 2009.12.02 10:50 | s/l | 8 | 1.00 | 0.99824 | 0.99824 | 0.00000 | -81.15 | 9798.66 |
| 17 | 2009.12.02 13:02 | buy | 9 | 1.00 | 0.99878 | 0.99797 | 0.00000 | ||
| 18 | 2009.12.02 13:10 | close | 9 | 1.00 | 0.99900 | 0.99797 | 0.00000 | 22.02 | 9820.68 |
| 19 | 2009.12.02 13:50 | buy | 10 | 1.00 | 0.99886 | 0.99805 | 0.00000 | ||
| 20 | 2009.12.02 13:57 | close | 10 | 1.00 | 0.99902 | 0.99805 | 0.00000 | 16.02 | 9836.70 |
| 21 | 2009.12.02 14:15 | buy | 11 | 1.00 | 0.99876 | 0.99795 | 0.00000 | ||
| 22 | 2009.12.02 14:33 | close | 11 | 1.00 | 0.99939 | 0.99795 | 0.00000 | 63.04 | 9899.74 |
| 23 | 2009.12.03 15:07 | buy | 12 | 1.00 | 0.99791 | 0.99710 | 0.00000 | ||
| 24 | 2009.12.03 15:10 | close | 12 | 1.00 | 0.99929 | 0.99710 | 0.00000 | 138.10 | 10037.84 |
| 25 | 2009.12.07 17:03 | sell | 13 | 1.00 | 1.01974 | 1.02055 | 0.00000 | ||
| 26 | 2009.12.07 17:50 | close | 13 | 1.00 | 1.01961 | 1.02055 | 0.00000 | 12.75 | 10050.59 |
| 27 | 2009.12.09 16:50 | buy | 14 | 1.00 | 1.02425 | 1.02344 | 0.00000 | ||
| 28 | 2009.12.09 16:52 | close | 14 | 1.00 | 1.02474 | 1.02344 | 0.00000 | 47.82 | 10098.41 |
| 29 | 2009.12.09 23:06 | sell | 15 | 1.00 | 1.02640 | 1.02721 | 0.00000 | ||
| 30 | 2009.12.09 23:10 | close | 15 | 1.00 | 1.02614 | 1.02721 | 0.00000 | 25.34 | 10123.75 |
| 31 | 2009.12.10 11:00 | sell | 16 | 1.00 | 1.02705 | 1.02786 | 0.00000 | ||
| 32 | 2009.12.10 11:05 | close | 16 | 1.00 | 1.02686 | 1.02786 | 0.00000 | 18.50 | 10142.25 |
| 33 | 2009.12.10 11:07 | sell | 17 | 1.00 | 1.02709 | 1.02790 | 0.00000 | ||
| 34 | 2009.12.10 11:10 | close | 17 | 1.00 | 1.02652 | 1.02790 | 0.00000 | 55.53 | 10197.78 |
| 35 | 2009.12.11 04:20 | buy | 18 | 1.00 | 1.02612 | 1.02531 | 0.00000 | ||
| 36 | 2009.12.11 04:27 | close | 18 | 1.00 | 1.02634 | 1.02531 | 0.00000 | 21.44 | 10219.22 |
| 37 | 2009.12.11 04:32 | buy | 19 | 1.00 | 1.02598 | 1.02517 | 0.00000 | ||
| 38 | 2009.12.11 04:45 | close | 19 | 1.00 | 1.02609 | 1.02517 | 0.00000 | 10.72 | 10229.94 |
| 39 | 2009.12.14 03:12 | sell | 20 | 1.00 | 1.03298 | 1.03379 | 0.00000 | ||
| 40 | 2009.12.14 03:20 | close | 20 | 1.00 | 1.03275 | 1.03379 | 0.00000 | 22.27 | 10252.21 |
| 41 | 2009.12.14 03:45 | sell | 21 | 1.00 | 1.03312 | 1.03393 | 0.00000 | ||
| 42 | 2009.12.14 04:03 | close | 21 | 1.00 | 1.03265 | 1.03393 | 0.00000 | 45.51 | 10297.72 |
| 43 | 2009.12.15 02:07 | buy | 22 | 1.00 | 1.03198 | 1.03117 | 0.00000 | ||
| 44 | 2009.12.15 02:15 | close | 22 | 1.00 | 1.03218 | 1.03117 | 0.00000 | 19.38 | 10317.10 |
| 45 | 2009.12.16 08:26 | sell | 23 | 1.00 | 1.04097 | 1.04178 | 0.00000 | ||
| 46 | 2009.12.16 08:45 | s/l | 23 | 1.00 | 1.04178 | 1.04178 | 0.00000 | -77.73 | 10239.37 |
| 47 | 2009.12.18 08:10 | buy | 24 | 1.00 | 1.04323 | 1.04242 | 0.00000 | ||
| 48 | 2009.12.18 08:15 | close | 24 | 1.00 | 1.04368 | 1.04242 | 0.00000 | 43.12 | 10282.49 |
| 49 | 2009.12.18 08:27 | buy | 25 | 1.00 | 1.04328 | 1.04247 | 0.00000 | ||
| 50 | 2009.12.18 08:37 | close | 25 | 1.00 | 1.04360 | 1.04247 | 0.00000 | 30.66 | 10313.15 |
| 51 | 2009.12.18 08:40 | buy | 26 | 1.00 | 1.04276 | 1.04195 | 0.00000 | ||
| 52 | 2009.12.18 08:42 | close | 26 | 1.00 | 1.04289 | 1.04195 | 0.00000 | 12.47 | 10325.62 |
| 53 | 2009.12.18 08:45 | buy | 27 | 1.00 | 1.04204 | 1.04123 | 0.00000 | ||
| 54 | 2009.12.18 08:47 | close | 27 | 1.00 | 1.04217 | 1.04123 | 0.00000 | 12.47 | 10338.09 |
| 55 | 2009.12.18 08:50 | buy | 28 | 1.00 | 1.04109 | 1.04028 | 0.00000 | ||
| 56 | 2009.12.18 08:52 | close | 28 | 1.00 | 1.04146 | 1.04028 | 0.00000 | 35.53 | 10373.62 |
| 57 | 2009.12.18 08:55 | buy | 29 | 1.00 | 1.04133 | 1.04052 | 0.00000 | ||
| 58 | 2009.12.18 08:57 | close | 29 | 1.00 | 1.04193 | 1.04052 | 0.00000 | 57.59 | 10431.21 |
| 59 | 2009.12.18 08:59 | buy | 30 | 1.00 | 1.04235 | 1.04154 | 0.00000 | ||
| 60 | 2009.12.18 09:07 | close | 30 | 1.00 | 1.04257 | 1.04154 | 0.00000 | 21.10 | 10452.31 |
| 61 | 2009.12.18 12:32 | buy | 31 | 1.00 | 1.04184 | 1.04103 | 0.00000 | ||
| 62 | 2009.12.18 12:40 | close | 31 | 1.00 | 1.04237 | 1.04103 | 0.00000 | 50.85 | 10503.16 |
| 63 | 2009.12.18 13:32 | buy | 32 | 1.00 | 1.04149 | 1.04068 | 0.00000 | ||
| 64 | 2009.12.18 13:35 | close | 32 | 1.00 | 1.04160 | 1.04068 | 0.00000 | 10.56 | 10513.72 |
| 65 | 2009.12.18 13:37 | buy | 33 | 1.00 | 1.04127 | 1.04046 | 0.00000 | ||
| 66 | 2009.12.18 13:40 | close | 33 | 1.00 | 1.04226 | 1.04046 | 0.00000 | 94.99 | 10608.71 |
| 67 | 2009.12.21 07:00 | buy | 34 | 1.00 | 1.04239 | 1.04158 | 0.00000 | ||
| 68 | 2009.12.21 07:02 | close | 34 | 1.00 | 1.04286 | 1.04158 | 0.00000 | 45.07 | 10653.78 |
| 69 | 2009.12.21 07:15 | buy | 35 | 1.00 | 1.04240 | 1.04159 | 0.00000 | ||
| 70 | 2009.12.21 07:32 | close | 35 | 1.00 | 1.04281 | 1.04159 | 0.00000 | 39.32 | 10693.10 |
| 71 | 2009.12.21 07:40 | buy | 36 | 1.00 | 1.04239 | 1.04158 | 0.00000 | ||
| 72 | 2009.12.21 07:50 | s/l | 36 | 1.00 | 1.04158 | 1.04158 | 0.00000 | -77.81 | 10615.29 |
| 73 | 2009.12.22 03:00 | sell | 37 | 1.00 | 1.04507 | 1.04588 | 0.00000 | ||
| 74 | 2009.12.22 03:15 | s/l | 37 | 1.00 | 1.04588 | 1.04588 | 0.00000 | -77.43 | 10537.86 |
| 75 | 2009.12.22 04:00 | sell | 38 | 1.00 | 1.04517 | 1.04598 | 0.00000 | ||
| 76 | 2009.12.22 07:40 | s/l | 38 | 1.00 | 1.04598 | 1.04598 | 0.00000 | -77.42 | 10460.44 |
| 77 | 2009.12.22 10:03 | sell | 39 | 1.00 | 1.04563 | 1.04644 | 0.00000 | ||
| 78 | 2009.12.22 10:16 | s/l | 39 | 1.00 | 1.04644 | 1.04644 | 0.00000 | -77.38 | 10383.06 |
| 79 | 2009.12.22 19:10 | sell | 40 | 1.00 | 1.04765 | 1.04846 | 0.00000 | ||
| 80 | 2009.12.22 19:20 | s/l | 40 | 1.00 | 1.04846 | 1.04846 | 0.00000 | -77.23 | 10305.83 |
| 81 | 2009.12.22 20:00 | sell | 41 | 1.00 | 1.04757 | 1.04838 | 0.00000 | ||
| 82 | 2009.12.22 20:20 | s/l | 41 | 1.00 | 1.04838 | 1.04838 | 0.00000 | -77.25 | 10228.58 |
| 83 | 2009.12.23 00:26 | sell | 42 | 1.00 | 1.04819 | 1.04900 | 0.00000 | ||
| 84 | 2009.12.23 01:32 | s/l | 42 | 1.00 | 1.04900 | 1.04900 | 0.00000 | -77.20 | 10151.38 |
| 85 | 2009.12.23 03:40 | sell | 43 | 1.00 | 1.04842 | 1.04923 | 0.00000 | ||
| 86 | 2009.12.23 04:10 | s/l | 43 | 1.00 | 1.04923 | 1.04923 | 0.00000 | -77.19 | 10074.19 |
| 87 | 2009.12.23 07:05 | sell | 44 | 1.00 | 1.04837 | 1.04918 | 0.00000 | ||
| 88 | 2009.12.23 08:20 | close | 44 | 1.00 | 1.04788 | 1.04918 | 0.00000 | 46.76 | 10120.95 |
| 89 | 2009.12.23 08:45 | sell | 45 | 1.00 | 1.04864 | 1.04945 | 0.00000 | ||
| 90 | 2009.12.23 09:15 | close | 45 | 1.00 | 1.04848 | 1.04945 | 0.00000 | 15.26 | 10136.21 |
| 91 | 2009.12.23 09:40 | sell | 46 | 1.00 | 1.04874 | 1.04955 | 0.00000 | ||
| 92 | 2009.12.23 09:50 | s/l | 46 | 1.00 | 1.04955 | 1.04955 | 0.00000 | -77.17 | 10059.04 |
| 93 | 2009.12.23 10:00 | sell | 47 | 1.00 | 1.04858 | 1.04939 | 0.00000 | ||
| 94 | 2009.12.23 10:02 | s/l | 47 | 1.00 | 1.04939 | 1.04939 | 0.00000 | -77.18 | 9981.86 |
| 95 | 2009.12.24 16:16 | buy | 48 | 1.00 | 1.03636 | 1.03555 | 0.00000 | ||
| 96 | 2009.12.24 16:20 | close | 48 | 1.00 | 1.03653 | 1.03555 | 0.00000 | 16.40 | 9998.26 |
| 97 | 2009.12.28 09:59 | buy | 49 | 1.00 | 1.03580 | 1.03499 | 0.00000 | ||
| 98 | 2009.12.28 10:15 | s/l | 49 | 1.00 | 1.03499 | 1.03499 | 0.00000 | -78.27 | 9919.99 |
| 99 | 2009.12.28 19:00 | buy | 50 | 1.00 | 1.03448 | 1.03367 | 0.00000 | ||
| 100 | 2009.12.28 19:20 | s/l | 50 | 1.00 | 1.03367 | 1.03367 | 0.00000 | -78.37 | 9841.62 |
| 101 | 2009.12.28 20:32 | buy | 51 | 1.00 | 1.03407 | 1.03326 | 0.00000 | ||
| 102 | 2009.12.28 20:40 | close | 51 | 1.00 | 1.03442 | 1.03326 | 0.00000 | 33.84 | 9875.46 |
| 103 | 2009.12.28 20:42 | buy | 52 | 1.00 | 1.03442 | 1.03361 | 0.00000 | ||
| 104 | 2009.12.28 20:45 | close | 52 | 1.00 | 1.03477 | 1.03361 | 0.00000 | 33.82 | 9909.28 |
| 105 | 2009.12.29 16:00 | buy | 53 | 1.00 | 1.03158 | 1.03077 | 0.00000 | ||
| 106 | 2009.12.29 16:10 | close | 53 | 1.00 | 1.03186 | 1.03077 | 0.00000 | 27.14 | 9936.42 |
| 107 | 2009.12.29 16:12 | buy | 54 | 1.00 | 1.03185 | 1.03104 | 0.00000 | ||
| 108 | 2009.12.29 16:15 | close | 54 | 1.00 | 1.03222 | 1.03104 | 0.00000 | 35.85 | 9972.27 |
| 109 | 2009.12.29 16:27 | buy | 55 | 1.00 | 1.03207 | 1.03126 | 0.00000 | ||
| 110 | 2009.12.29 16:45 | close | 55 | 1.00 | 1.03225 | 1.03126 | 0.00000 | 17.44 | 9989.71 |
| 111 | 2009.12.30 08:32 | sell | 56 | 1.00 | 1.03814 | 1.03895 | 0.00000 | ||
| 112 | 2009.12.30 08:40 | close | 56 | 1.00 | 1.03762 | 1.03895 | 0.00000 | 50.11 | 10039.82 |