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=0.1; ZZbar=1; Closebar=3; CloseBars=5; Maxord=10; Sl=0; Tp=0; bu=0; Rew=0; ClosePos=1; Drive=false; _Bu=false; Autolot=true; magic=78977; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1306.31 | Gross profit | 1343.16 | Gross loss | -36.85 |
| Profit factor | 36.45 | Expected payoff | 217.72 | ||
| Absolute drawdown | 66.40 | Maximal drawdown | 2080.19 (16.81%) | Relative drawdown | 16.81% (2080.19) |
| Total trades | 6 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 499.70 | loss trade | -36.85 | |
| Average | profit trade | 268.63 | loss trade | -36.85 | |
| Maximum | consecutive wins (profit in money) | 4 (1092.39) | consecutive losses (loss in money) | 1 (-36.85) | |
| Maximal | consecutive profit (count of wins) | 1092.39 (4) | consecutive loss (count of losses) | -36.85 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | buy | 1 | 0.10 | 1.01561 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.07 01:00 | buy | 2 | 0.20 | 1.01596 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.21 00:00 | sell | 3 | 0.30 | 1.04067 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.21 01:00 | sell | 4 | 0.40 | 1.04025 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.21 02:00 | close | 1 | 0.10 | 1.04169 | 0.00000 | 0.00000 | 250.78 | 10250.78 |
| 6 | 2009.12.21 02:00 | close | 3 | 0.30 | 1.04195 | 0.00000 | 0.00000 | -36.85 | 10213.93 |
| 7 | 2009.12.21 03:00 | close | 2 | 0.20 | 1.04195 | 0.00000 | 0.00000 | 499.70 | 10713.63 |
| 8 | 2009.12.24 00:00 | sell | 5 | 0.50 | 1.03934 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.24 01:00 | sell | 6 | 0.60 | 1.03906 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.31 18:57 | close at stop | 6 | 0.60 | 1.03532 | 0.00000 | 0.00000 | 213.83 | 10927.46 |
| 11 | 2009.12.31 18:57 | close at stop | 5 | 0.50 | 1.03532 | 0.00000 | 0.00000 | 191.71 | 11119.17 |
| 12 | 2009.12.31 18:57 | close at stop | 4 | 0.40 | 1.03532 | 0.00000 | 0.00000 | 187.14 | 11306.31 |