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; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 7.98 | Gross profit | 7.98 | Gross loss | 0.00 |
Profit factor | Expected payoff | 2.66 | |||
Absolute drawdown | 3.40 | Maximal drawdown | 3.40 (0.03%) | Relative drawdown | 0.03% (3.40) |
Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 2.70 | loss trade | 0.00 | |
Average | profit trade | 2.66 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 3 (7.98) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 7.98 (3) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 3 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 14:22 | buy | 1 | 0.10 | 0.99937 | 0.99815 | 0.99964 | ||
2 | 2009.12.01 14:27 | t/p | 1 | 0.10 | 0.99964 | 0.99815 | 0.99964 | 2.70 | 10002.70 |
3 | 2009.12.08 06:17 | buy | 2 | 0.10 | 1.01810 | 1.01688 | 1.01837 | ||
4 | 2009.12.08 06:32 | t/p | 2 | 0.10 | 1.01837 | 1.01688 | 1.01837 | 2.65 | 10005.35 |
5 | 2009.12.11 08:35 | buy | 3 | 0.10 | 1.02632 | 1.02510 | 1.02659 | ||
6 | 2009.12.11 08:45 | t/p | 3 | 0.10 | 1.02659 | 1.02510 | 1.02659 | 2.63 | 10007.98 |