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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1177.18 | Gross profit | 1720.67 | Gross loss | -2897.85 |
| Profit factor | 0.59 | Expected payoff | -51.18 | ||
| Absolute drawdown | 1581.35 | Maximal drawdown | 2143.59 (20.29%) | Relative drawdown | 20.29% (2143.59) |
| Total trades | 23 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
| Largest | profit trade | 242.48 | loss trade | -970.28 | |
| Average | profit trade | 86.03 | loss trade | -965.95 | |
| Maximum | consecutive wins (profit in money) | 10 (687.65) | consecutive losses (loss in money) | 2 (-1938.86) | |
| Maximal | consecutive profit (count of wins) | 712.50 (8) | consecutive loss (count of losses) | -1938.86 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 06:00 | buy | 1 | 1.00 | 1.00453 | 0.99453 | 0.00000 | ||
| 2 | 2009.12.01 07:00 | close | 1 | 1.00 | 1.00509 | 0.99453 | 0.00000 | 55.72 | 10055.72 |
| 3 | 2009.12.02 19:00 | sell | 2 | 1.00 | 1.00190 | 1.01190 | 0.00000 | ||
| 4 | 2009.12.02 20:00 | close | 2 | 1.00 | 1.00159 | 1.01190 | 0.00000 | 30.95 | 10086.67 |
| 5 | 2009.12.07 02:00 | sell | 3 | 1.00 | 1.01571 | 1.02571 | 0.00000 | ||
| 6 | 2009.12.07 04:00 | close | 3 | 1.00 | 1.01477 | 1.02571 | 0.00000 | 92.63 | 10179.30 |
| 7 | 2009.12.09 20:00 | sell | 4 | 1.00 | 1.02939 | 1.03939 | 0.00000 | ||
| 8 | 2009.12.09 21:00 | close | 4 | 1.00 | 1.02690 | 1.03939 | 0.00000 | 242.48 | 10421.78 |
| 9 | 2009.12.14 02:00 | sell | 5 | 1.00 | 1.03380 | 1.04380 | 0.00000 | ||
| 10 | 2009.12.14 03:00 | close | 5 | 1.00 | 1.03316 | 1.04380 | 0.00000 | 61.95 | 10483.73 |
| 11 | 2009.12.14 22:00 | buy | 6 | 1.00 | 1.03202 | 1.02202 | 0.00000 | ||
| 12 | 2009.12.15 03:00 | close | 6 | 1.00 | 1.03212 | 1.02202 | 0.00000 | 10.18 | 10493.92 |
| 13 | 2009.12.15 09:00 | sell | 7 | 1.00 | 1.03527 | 1.04527 | 0.00000 | ||
| 14 | 2009.12.15 10:00 | sell | 8 | 1.00 | 1.03847 | 1.04847 | 0.00000 | ||
| 15 | 2009.12.15 21:00 | sell | 9 | 1.00 | 1.04077 | 1.05077 | 0.00000 | ||
| 16 | 2009.12.15 22:00 | close | 9 | 1.00 | 1.04030 | 1.05077 | 0.00000 | 45.18 | 10539.10 |
| 17 | 2009.12.16 13:00 | close | 8 | 1.00 | 1.03786 | 1.04847 | 0.00000 | 58.08 | 10597.17 |
| 18 | 2009.12.16 15:00 | buy | 10 | 1.00 | 1.03933 | 1.02933 | 0.00000 | ||
| 19 | 2009.12.16 19:00 | buy | 11 | 1.00 | 1.03783 | 1.02783 | 0.00000 | ||
| 20 | 2009.12.16 21:00 | close | 10 | 1.00 | 1.03965 | 1.02933 | 0.00000 | 30.78 | 10627.95 |
| 21 | 2009.12.16 22:00 | close | 11 | 1.00 | 1.03845 | 1.02783 | 0.00000 | 59.70 | 10687.65 |
| 22 | 2009.12.17 03:50 | s/l | 7 | 1.00 | 1.04527 | 1.04527 | 0.00000 | -958.99 | 9728.66 |
| 23 | 2009.12.17 19:00 | sell | 12 | 1.00 | 1.04826 | 1.05826 | 0.00000 | ||
| 24 | 2009.12.17 20:00 | close | 12 | 1.00 | 1.04660 | 1.05826 | 0.00000 | 158.61 | 9887.27 |
| 25 | 2009.12.17 23:00 | buy | 13 | 1.00 | 1.04752 | 1.03752 | 0.00000 | ||
| 26 | 2009.12.18 07:00 | buy | 14 | 1.00 | 1.04168 | 1.03168 | 0.00000 | ||
| 27 | 2009.12.18 08:00 | close | 14 | 1.00 | 1.04221 | 1.03168 | 0.00000 | 50.85 | 9938.12 |
| 28 | 2009.12.21 01:00 | buy | 15 | 1.00 | 1.04034 | 1.03034 | 0.00000 | ||
| 29 | 2009.12.21 02:00 | close | 15 | 1.00 | 1.04169 | 1.03034 | 0.00000 | 129.60 | 10067.72 |
| 30 | 2009.12.22 13:00 | close | 13 | 1.00 | 1.04835 | 1.03752 | 0.00000 | 80.66 | 10148.38 |
| 31 | 2009.12.23 14:00 | buy | 16 | 1.00 | 1.04264 | 1.03264 | 0.00000 | ||
| 32 | 2009.12.23 15:00 | close | 16 | 1.00 | 1.04316 | 1.03264 | 0.00000 | 49.85 | 10198.23 |
| 33 | 2009.12.23 22:00 | buy | 17 | 1.00 | 1.03954 | 1.02954 | 0.00000 | ||
| 34 | 2009.12.24 01:00 | buy | 18 | 1.00 | 1.03915 | 1.02915 | 0.00000 | ||
| 35 | 2009.12.24 11:00 | buy | 19 | 1.00 | 1.03560 | 1.02560 | 0.00000 | ||
| 36 | 2009.12.24 16:00 | close | 19 | 1.00 | 1.03779 | 1.02560 | 0.00000 | 211.03 | 10409.26 |
| 37 | 2009.12.28 13:00 | buy | 20 | 1.00 | 1.03381 | 1.02381 | 0.00000 | ||
| 38 | 2009.12.28 16:00 | close | 20 | 1.00 | 1.03390 | 1.02381 | 0.00000 | 8.70 | 10417.96 |
| 39 | 2009.12.28 17:00 | buy | 21 | 1.00 | 1.03413 | 1.02413 | 0.00000 | ||
| 40 | 2009.12.28 19:00 | close | 21 | 1.00 | 1.03437 | 1.02413 | 0.00000 | 23.20 | 10441.16 |
| 41 | 2009.12.29 09:20 | s/l | 17 | 1.00 | 1.02954 | 1.02954 | 0.00000 | -968.57 | 9472.59 |
| 42 | 2009.12.29 10:37 | s/l | 18 | 1.00 | 1.02915 | 1.02915 | 0.00000 | -970.28 | 8502.30 |
| 43 | 2009.12.29 15:00 | buy | 22 | 1.00 | 1.03066 | 1.02066 | 0.00000 | ||
| 44 | 2009.12.29 16:00 | close | 22 | 1.00 | 1.03147 | 1.02066 | 0.00000 | 78.53 | 8580.83 |
| 45 | 2009.12.31 15:00 | buy | 23 | 1.00 | 1.03058 | 1.02058 | 0.00000 | ||
| 46 | 2009.12.31 16:00 | close | 23 | 1.00 | 1.03308 | 1.02058 | 0.00000 | 241.99 | 8822.82 |