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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 359.28 | Gross profit | 497.24 | Gross loss | -137.96 |
Profit factor | 3.60 | Expected payoff | 44.91 | ||
Absolute drawdown | 594.05 | Maximal drawdown | 908.16 (8.81%) | Relative drawdown | 8.81% (908.16) |
Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
Largest | profit trade | 99.49 | loss trade | -125.62 | |
Average | profit trade | 82.87 | loss trade | -68.98 | |
Maximum | consecutive wins (profit in money) | 4 (304.50) | consecutive losses (loss in money) | 2 (-137.96) | |
Maximal | consecutive profit (count of wins) | 304.50 (4) | consecutive loss (count of losses) | -137.96 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.00509 | 0.00000 | 1.00609 | ||
2 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.00609 | 0.00000 | 1.00609 | 99.34 | 10099.34 |
3 | 2009.12.04 14:45 | sell | 2 | 1.00 | 1.00617 | 0.00000 | 1.00517 | ||
4 | 2009.12.04 14:47 | t/p | 2 | 1.00 | 1.00517 | 0.00000 | 1.00517 | 99.49 | 10198.83 |
5 | 2009.12.21 15:02 | buy | 3 | 1.00 | 1.04029 | 0.00000 | 1.04129 | ||
6 | 2009.12.21 15:05 | close | 3 | 1.00 | 1.04039 | 0.00000 | 1.04129 | 9.61 | 10208.44 |
7 | 2009.12.21 15:07 | buy | 4 | 1.00 | 1.04006 | 0.00000 | 1.04106 | ||
8 | 2009.12.21 15:10 | t/p | 4 | 1.00 | 1.04106 | 0.00000 | 1.04106 | 96.06 | 10304.50 |
9 | 2009.12.21 15:10 | sell | 5 | 1.00 | 1.04108 | 0.00000 | 1.04008 | ||
10 | 2009.12.23 15:20 | close | 5 | 1.00 | 1.04119 | 0.00000 | 1.04008 | -12.34 | 10292.16 |
11 | 2009.12.23 15:22 | sell | 6 | 1.00 | 1.04152 | 0.00000 | 1.04052 | ||
12 | 2009.12.23 16:00 | close | 6 | 1.00 | 1.04283 | 0.00000 | 1.04052 | -125.62 | 10166.54 |
13 | 2009.12.30 02:00 | sell | 7 | 1.00 | 1.03863 | 0.00000 | 1.03763 | ||
14 | 2009.12.30 07:50 | t/p | 7 | 1.00 | 1.03763 | 0.00000 | 1.03763 | 96.41 | 10262.95 |
15 | 2009.12.31 00:00 | buy | 8 | 1.00 | 1.03658 | 0.00000 | 1.03758 | ||
16 | 2009.12.31 16:32 | t/p | 8 | 1.00 | 1.03758 | 0.00000 | 1.03758 | 96.33 | 10359.28 |