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 | lStopLoss=500; sStopLoss=500; lTakeProfit=40; sTakeProfit=40; lTrailingStop=500; sTrailingStop=500; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""ABBMD"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; Margin_Level=500; WilliamsH1_BUY=10; WilliamsH1_SELL=-200; WilliamsM30_BUY=10; WilliamsM30_SELL=-200; WilliamsM15_BUY=10; WilliamsM15_SELL=-200; WilliamsM5_BUY=-70; WilliamsM5_SELL=-30; RSIH1_BUY=75; RSIH1_SELL=25; RSIH4_BUY=99; RSIH4_SELL=11; RSID1_BUY=99; RSID1_SELL=11; MACDH4_BUY_FastEma=15; MACDH4_BUY_SlowEma=35; MACDH4_BUY_SMA=12; MACDH4_SELL_FastEma=15; MACDH4_SELL_SlowEma=35; MACDH4_SELL_SMA=12; MACDD1_BUY_FastEma=15; MACDD1_BUY_SlowEma=35; MACDD1_BUY_SMA=12; MACDD1_SELL_FastEma=15; MACDD1_SELL_SlowEma=35; MACDD1_SELL_SMA=12; BEARS=15; BULLS=15; FastMA=24; SlowMA=24; CLOSE_FastEma=15; CLOSE_SlowEma=35; CLOSE_SMA=12; CLOSE_RSI_LevelBUY=70; Close_RSI_LevelSELL=30; Close_RSI_Period=21; _Parameters_b_Lots=""Ïàðàìåòðû"; LotsWayChoice=1; LotsPercent=40; LotsDeltaDepo=500; LotsDepoForOne=500; LotsMax=1000; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2178.31 | Gross profit | 870.44 | Gross loss | -3048.75 |
| Profit factor | 0.29 | Expected payoff | -272.29 | ||
| Absolute drawdown | 3053.52 | Maximal drawdown | 3378.35 (32.72%) | Relative drawdown | 32.72% (3378.35) |
| Total trades | 8 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 164.48 | loss trade | -2165.62 | |
| Average | profit trade | 145.07 | loss trade | -1524.38 | |
| Maximum | consecutive wins (profit in money) | 4 (545.61) | consecutive losses (loss in money) | 1 (-2165.62) | |
| Maximal | consecutive profit (count of wins) | 545.61 (4) | consecutive loss (count of losses) | -2165.62 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 16:50 | sell | 1 | 4.00 | 0.99850 | 1.00366 | 0.99810 | ||
| 2 | 2009.12.01 17:15 | t/p | 1 | 4.00 | 0.99810 | 1.00366 | 0.99810 | 160.35 | 10160.35 |
| 3 | 2009.12.01 17:15 | sell | 2 | 4.10 | 0.99766 | 1.00282 | 0.99726 | ||
| 4 | 2009.12.01 17:20 | t/p | 2 | 4.10 | 0.99726 | 1.00282 | 0.99726 | 164.48 | 10324.83 |
| 5 | 2009.12.01 17:20 | sell | 3 | 4.20 | 0.99692 | 1.00208 | 0.99652 | ||
| 6 | 2009.12.02 17:20 | s/l | 3 | 4.20 | 1.00208 | 1.00208 | 0.99652 | -2165.62 | 8159.21 |
| 7 | 2009.12.03 09:20 | sell | 4 | 3.30 | 0.99806 | 1.00322 | 0.99766 | ||
| 8 | 2009.12.03 09:27 | t/p | 4 | 3.30 | 0.99766 | 1.00322 | 0.99766 | 132.33 | 8291.54 |
| 9 | 2009.12.03 09:50 | sell | 5 | 3.40 | 0.99793 | 1.00309 | 0.99753 | ||
| 10 | 2009.12.03 10:50 | t/p | 5 | 3.40 | 0.99753 | 1.00309 | 0.99753 | 136.35 | 8427.89 |
| 11 | 2009.12.03 11:45 | sell | 6 | 3.40 | 0.99732 | 1.00248 | 0.99692 | ||
| 12 | 2009.12.03 12:15 | t/p | 6 | 3.40 | 0.99692 | 1.00248 | 0.99692 | 136.42 | 8564.31 |
| 13 | 2009.12.03 12:50 | sell | 7 | 3.50 | 0.99714 | 1.00230 | 0.99674 | ||
| 14 | 2009.12.03 14:32 | t/p | 7 | 3.50 | 0.99674 | 1.00230 | 0.99674 | 140.51 | 8704.82 |
| 15 | 2009.12.03 14:32 | sell | 8 | 3.50 | 0.99620 | 1.00136 | 0.99580 | ||
| 16 | 2009.12.03 20:00 | close | 8 | 3.50 | 0.99872 | 1.00136 | 0.99580 | -883.13 | 7821.69 |