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 | StopLoss=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2237.06 | Gross profit | 417.38 | Gross loss | -2654.44 |
Profit factor | 0.16 | Expected payoff | -559.26 | ||
Absolute drawdown | 4559.98 | Maximal drawdown | 5273.39 (49.22%) | Relative drawdown | 49.22% (5273.39) |
Total trades | 4 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 235.68 | loss trade | -2654.44 | |
Average | profit trade | 139.13 | loss trade | -2654.44 | |
Maximum | consecutive wins (profit in money) | 3 (417.38) | consecutive losses (loss in money) | 1 (-2654.44) | |
Maximal | consecutive profit (count of wins) | 417.38 (3) | consecutive loss (count of losses) | -2654.44 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 1.50 | 1.00012 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 17:15 | modify | 1 | 1.50 | 1.00012 | 0.99992 | 0.00000 | ||
3 | 2009.12.01 17:20 | modify | 1 | 1.50 | 1.00012 | 0.99918 | 0.00000 | ||
4 | 2009.12.01 17:50 | s/l | 1 | 1.50 | 0.99918 | 0.99918 | 0.00000 | 141.10 | 10141.10 |
5 | 2009.12.01 18:00 | sell | 2 | 1.50 | 0.99839 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 14:37 | modify | 2 | 1.50 | 0.99839 | 0.99808 | 0.00000 | ||
7 | 2009.12.03 14:45 | s/l | 2 | 1.50 | 0.99808 | 0.99808 | 0.00000 | 40.60 | 10181.70 |
8 | 2009.12.07 17:00 | sell | 3 | 1.50 | 1.01920 | 0.00000 | 0.00000 | ||
9 | 2009.12.07 18:50 | modify | 3 | 1.50 | 1.01920 | 1.01760 | 0.00000 | ||
10 | 2009.12.07 18:59 | s/l | 3 | 1.50 | 1.01760 | 1.01760 | 0.00000 | 235.68 | 10417.38 |
11 | 2009.12.08 01:00 | sell | 4 | 1.60 | 1.01840 | 0.00000 | 0.00000 | ||
12 | 2009.12.31 18:57 | close at stop | 4 | 1.60 | 1.03532 | 0.00000 | 0.00000 | -2654.44 | 7762.94 |