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 | _1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -175.95 | Gross profit | 89.02 | Gross loss | -264.96 |
| Profit factor | 0.34 | Expected payoff | -21.99 | ||
| Absolute drawdown | 273.97 | Maximal drawdown | 329.83 (3.28%) | Relative drawdown | 3.28% (329.83) |
| Total trades | 8 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 22.56 | loss trade | -216.71 | |
| Average | profit trade | 22.25 | loss trade | -66.24 | |
| Maximum | consecutive wins (profit in money) | 3 (67.31) | consecutive losses (loss in money) | 2 (-36.80) | |
| Maximal | consecutive profit (count of wins) | 67.31 (3) | consecutive loss (count of losses) | -216.71 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 0.10 | 1.00324 | 0.00000 | 1.00099 | ||
| 2 | 2009.12.01 01:05 | modify | 1 | 0.10 | 1.00324 | 1.00439 | 1.00099 | ||
| 3 | 2009.12.01 01:45 | s/l | 1 | 0.10 | 1.00439 | 1.00439 | 1.00099 | -11.45 | 9988.55 |
| 4 | 2009.12.01 08:00 | sell | 2 | 0.10 | 1.00395 | 0.00000 | 1.00170 | ||
| 5 | 2009.12.01 08:03 | modify | 2 | 0.10 | 1.00395 | 1.00436 | 1.00170 | ||
| 6 | 2009.12.01 09:16 | t/p | 2 | 0.10 | 1.00170 | 1.00436 | 1.00170 | 22.46 | 10011.01 |
| 7 | 2009.12.02 15:02 | buy | 3 | 0.10 | 1.00067 | 0.00000 | 1.00292 | ||
| 8 | 2009.12.04 14:45 | t/p | 3 | 0.10 | 1.00292 | 0.00000 | 1.00292 | 22.56 | 10033.57 |
| 9 | 2009.12.04 14:45 | buy | 4 | 0.10 | 1.00643 | 0.00000 | 1.00868 | ||
| 10 | 2009.12.04 14:50 | t/p | 4 | 0.10 | 1.00868 | 0.00000 | 1.00868 | 22.29 | 10055.86 |
| 11 | 2009.12.08 02:32 | sell | 5 | 0.10 | 1.01643 | 0.00000 | 1.01418 | ||
| 12 | 2009.12.23 19:00 | modify | 5 | 0.10 | 1.01643 | 1.04256 | 1.01418 | ||
| 13 | 2009.12.24 02:20 | modify | 5 | 0.10 | 1.01643 | 1.03933 | 1.01418 | ||
| 14 | 2009.12.24 04:00 | modify | 5 | 0.10 | 1.01643 | 1.03876 | 1.01418 | ||
| 15 | 2009.12.24 04:45 | s/l | 5 | 0.10 | 1.03876 | 1.03876 | 1.01418 | -216.71 | 9839.15 |
| 16 | 2009.12.28 02:00 | buy | 6 | 0.10 | 1.03853 | 0.00000 | 1.04078 | ||
| 17 | 2009.12.30 16:45 | t/p | 6 | 0.10 | 1.04078 | 0.00000 | 1.04078 | 21.71 | 9860.86 |
| 18 | 2009.12.30 19:00 | sell | 7 | 0.10 | 1.03627 | 0.00000 | 1.03402 | ||
| 19 | 2009.12.30 19:02 | modify | 7 | 0.10 | 1.03627 | 1.03790 | 1.03402 | ||
| 20 | 2009.12.30 22:00 | close | 7 | 0.10 | 1.03683 | 1.03790 | 1.03402 | -5.40 | 9855.46 |
| 21 | 2009.12.31 16:32 | buy | 8 | 0.10 | 1.03831 | 0.00000 | 1.04056 | ||
| 22 | 2009.12.31 18:57 | close at stop | 8 | 0.10 | 1.03506 | 0.00000 | 1.04056 | -31.40 | 9824.06 |