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 | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; ExpertMagicNumber=2002; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -67.63 | Gross profit | 156.16 | Gross loss | -223.79 |
Profit factor | 0.70 | Expected payoff | -6.15 | ||
Absolute drawdown | 291.38 | Maximal drawdown | 366.14 (3.63%) | Relative drawdown | 3.63% (366.14) |
Total trades | 11 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
Largest | profit trade | 20.07 | loss trade | -112.48 | |
Average | profit trade | 19.52 | loss trade | -74.60 | |
Maximum | consecutive wins (profit in money) | 4 (76.86) | consecutive losses (loss in money) | 2 (-187.53) | |
Maximal | consecutive profit (count of wins) | 76.86 (4) | consecutive loss (count of losses) | -187.53 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 02:00 | buy | 1 | 0.10 | 1.00474 | 0.00000 | 1.00674 | ||
2 | 2009.12.01 06:20 | t/p | 1 | 0.10 | 1.00674 | 0.00000 | 1.00674 | 19.86 | 10019.86 |
3 | 2009.12.01 08:00 | sell | 2 | 0.10 | 1.00395 | 0.00000 | 1.00195 | ||
4 | 2009.12.01 09:16 | t/p | 2 | 0.10 | 1.00195 | 0.00000 | 1.00195 | 19.98 | 10039.84 |
5 | 2009.12.02 21:00 | buy | 3 | 0.10 | 1.00248 | 0.00000 | 1.00448 | ||
6 | 2009.12.04 14:45 | t/p | 3 | 0.10 | 1.00448 | 0.00000 | 1.00448 | 20.07 | 10059.91 |
7 | 2009.12.11 11:00 | sell | 4 | 0.10 | 1.02503 | 0.00000 | 1.02303 | ||
8 | 2009.12.11 15:00 | close | 4 | 0.10 | 1.02876 | 0.00000 | 1.02303 | -36.26 | 10023.65 |
9 | 2009.12.11 15:00 | buy | 5 | 0.10 | 1.02876 | 0.00000 | 1.03076 | ||
10 | 2009.12.11 15:30 | t/p | 5 | 0.10 | 1.03076 | 0.00000 | 1.03076 | 19.39 | 10043.04 |
11 | 2009.12.16 18:00 | sell | 6 | 0.10 | 1.03549 | 0.00000 | 1.03349 | ||
12 | 2009.12.18 05:00 | sell | 7 | 0.10 | 1.03938 | 0.00000 | 1.03738 | ||
13 | 2009.12.18 17:00 | close | 7 | 0.10 | 1.04724 | 0.00000 | 1.03738 | -75.05 | 9967.99 |
14 | 2009.12.18 17:00 | close | 6 | 0.10 | 1.04724 | 0.00000 | 1.03349 | -112.48 | 9855.51 |
15 | 2009.12.18 17:00 | buy | 8 | 0.10 | 1.04724 | 0.00000 | 1.04924 | ||
16 | 2009.12.21 10:00 | buy | 9 | 0.10 | 1.04639 | 0.00000 | 1.04839 | ||
17 | 2009.12.22 13:26 | t/p | 9 | 0.10 | 1.04839 | 0.00000 | 1.04839 | 19.12 | 9874.63 |
18 | 2009.12.22 13:45 | t/p | 8 | 0.10 | 1.04924 | 0.00000 | 1.04924 | 19.16 | 9893.79 |
19 | 2009.12.23 14:00 | sell | 10 | 0.10 | 1.04255 | 0.00000 | 1.04055 | ||
20 | 2009.12.23 16:15 | t/p | 10 | 0.10 | 1.04055 | 0.00000 | 1.04055 | 19.22 | 9913.01 |
21 | 2009.12.31 02:00 | sell | 11 | 0.10 | 1.03538 | 0.00000 | 1.03338 | ||
22 | 2009.12.31 07:33 | t/p | 11 | 0.10 | 1.03338 | 0.00000 | 1.03338 | 19.36 | 9932.37 |