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 | mm=1; reinv=10; MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; UseStopLoss=false; StopLoss=200; UseTakeProfit=false; TakeProfit=600; UseTrailingStop=false; TrailingStop=30; maxLots=50; emergencystoploss=true; stoponslowstoch=true; TPonWPR=true; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1448.78 | Gross profit | 1693.12 | Gross loss | -244.34 |
Profit factor | 6.93 | Expected payoff | 482.93 | ||
Absolute drawdown | 544.46 | Maximal drawdown | 544.46 (5.44%) | Relative drawdown | 5.44% (544.46) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 881.10 | loss trade | -244.34 | |
Average | profit trade | 846.56 | loss trade | -244.34 | |
Maximum | consecutive wins (profit in money) | 2 (1693.12) | consecutive losses (loss in money) | 1 (-244.34) | |
Maximal | consecutive profit (count of wins) | 1693.12 (2) | consecutive loss (count of losses) | -244.34 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.09 17:00 | sell | 1 | 1.00 | 1.02476 | 0.00000 | 0.00000 | ||
2 | 2009.12.09 21:00 | close | 1 | 1.00 | 1.02727 | 0.00000 | 0.00000 | -244.34 | 9755.66 |
3 | 2009.12.10 14:00 | buy | 2 | 1.00 | 1.02642 | 0.00000 | 0.00000 | ||
4 | 2009.12.11 18:00 | close | 2 | 1.00 | 1.03554 | 0.00000 | 0.00000 | 881.10 | 10636.76 |
5 | 2009.12.14 10:00 | buy | 3 | 1.10 | 1.03189 | 0.00000 | 0.00000 | ||
6 | 2009.12.15 12:00 | close | 3 | 1.10 | 1.03956 | 0.00000 | 0.00000 | 812.03 | 11448.78 |