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 | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 10.65 | Gross profit | 205.92 | Gross loss | -195.27 |
Profit factor | 1.05 | Expected payoff | 2.66 | ||
Absolute drawdown | 234.84 | Maximal drawdown | 234.84 (2.35%) | Relative drawdown | 2.35% (234.84) |
Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 194.37 | loss trade | -100.98 | |
Average | profit trade | 102.96 | loss trade | -97.64 | |
Maximum | consecutive wins (profit in money) | 2 (205.92) | consecutive losses (loss in money) | 2 (-195.27) | |
Maximal | consecutive profit (count of wins) | 205.92 (2) | consecutive loss (count of losses) | -195.27 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 15:00 | buy | 1 | 1.00 | 1.00845 | 1.00750 | 1.01050 | ||
2 | 2009.12.04 15:02 | s/l | 1 | 1.00 | 1.00750 | 1.00750 | 1.01050 | -94.29 | 9905.71 |
3 | 2009.12.23 17:00 | sell | 2 | 1.00 | 1.03875 | 1.03980 | 1.03680 | ||
4 | 2009.12.23 17:20 | s/l | 2 | 1.00 | 1.03980 | 1.03980 | 1.03680 | -100.98 | 9804.73 |
5 | 2009.12.30 03:00 | buy | 3 | 1.00 | 1.03873 | 1.03770 | 1.04070 | ||
6 | 2009.12.30 03:20 | modify | 3 | 1.00 | 1.03873 | 1.03885 | 1.04070 | ||
7 | 2009.12.30 04:20 | s/l | 3 | 1.00 | 1.03885 | 1.03885 | 1.04070 | 11.55 | 9816.28 |
8 | 2009.12.31 01:00 | sell | 4 | 1.00 | 1.03621 | 1.03720 | 1.03420 | ||
9 | 2009.12.31 01:45 | modify | 4 | 1.00 | 1.03621 | 1.03612 | 1.03420 | ||
10 | 2009.12.31 01:50 | modify | 4 | 1.00 | 1.03621 | 1.03579 | 1.03420 | ||
11 | 2009.12.31 02:15 | modify | 4 | 1.00 | 1.03621 | 1.03568 | 1.03420 | ||
12 | 2009.12.31 02:20 | modify | 4 | 1.00 | 1.03621 | 1.03545 | 1.03420 | ||
13 | 2009.12.31 02:40 | modify | 4 | 1.00 | 1.03621 | 1.03528 | 1.03420 | ||
14 | 2009.12.31 02:45 | modify | 4 | 1.00 | 1.03621 | 1.03496 | 1.03420 | ||
15 | 2009.12.31 02:50 | t/p | 4 | 1.00 | 1.03420 | 1.03496 | 1.03420 | 194.37 | 10010.65 |