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=1; MAPeriod=6; RSIPeriod=10; ATRPeriod=28; ism=1.6; tpm=1; RSIUpperLevel=60; RSIUpperLimit=80; RSILowerLevel=39; RSILowerLimit=25; FastMAPeriod=5; SlowMAPeriod=24; SignalMAPeriod=14; MacdDiffBuy=0.5; MacdDiffSell=0.15; slippage=5; magicEA=11911; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -900.20 | Gross profit | 0.00 | Gross loss | -900.20 |
Profit factor | 0.00 | Expected payoff | -225.05 | ||
Absolute drawdown | 900.20 | Maximal drawdown | 900.20 (9.00%) | Relative drawdown | 9.00% (900.20) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -225.05 | |
Average | profit trade | 0.00 | loss trade | -225.05 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-900.20) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -900.20 (4) | |
Average | consecutive wins | 0 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 00:00 | buy | 1 | 1.00 | 1.00207 | 0.99982 | 1.00348 | ||
2 | 2009.12.04 00:00 | buy | 2 | 1.00 | 1.00207 | 0.99982 | 1.00418 | ||
3 | 2009.12.04 00:00 | buy | 3 | 1.00 | 1.00207 | 0.99982 | 1.00488 | ||
4 | 2009.12.04 00:00 | buy | 4 | 1.00 | 1.00207 | 0.99982 | 1.00559 | ||
5 | 2009.12.04 00:20 | s/l | 1 | 1.00 | 0.99982 | 0.99982 | 1.00348 | -225.05 | 9774.95 |
6 | 2009.12.04 00:20 | s/l | 2 | 1.00 | 0.99982 | 0.99982 | 1.00418 | -225.05 | 9549.90 |
7 | 2009.12.04 00:20 | s/l | 3 | 1.00 | 0.99982 | 0.99982 | 1.00488 | -225.05 | 9324.85 |
8 | 2009.12.04 00:20 | s/l | 4 | 1.00 | 0.99982 | 0.99982 | 1.00559 | -225.05 | 9099.80 |