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 | Debug=false; MagicID=12345; MoneyManagement=""-------------------------------------""; Lots=0.1; mm0=""MM"; mm1="""; mm2="""; mm3="""; mm4="""; MM_Method=2; AccountIsMini=false; Risk=10; MIN_lots=0.1; MAX_lots=5; s0=""---StopLoss"; s1="""; s2="""; s3="""; StopLossMethod=2; StopLoss=30; TakeProfit=0; z0=""---ZigZag"; z1=""---ZigZag"; ExtDepth=100; ExtDeviation=75; ExtBackstep=15; z2=""NonLagZigZag_v2""; Price=0; Length=100; PctFilter=2; f0=""---FilterMethods---""; f1="""; f2="""; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3=""---Exit"; useZigZag_Exit=1; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f=""Wick""; Wick=0; w1=""Wait"; WaitSignal=3; h1=""Heiken"; has=""HAS"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0=""Stochastic"; K_Period=14; D_Period=3; Slowing=3; sto1=""Price"; sto2="""; sto3="""; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci=""CCI"; CCI_Period=34; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0=""NonLagDots"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0=""NonLagMA"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0=""---TrailingStop"; ts1="""; ts2="""; ts3="""; ts4="""; ts5="""; TrailingStopMethod=1; ts6=""2."; Trigger=10; ts7=""3."; BreakEvenLevel=30; LockInPips=5; ts8=""4."; BeginTrailingStop=35; SignalCandle=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -869.36 | Gross profit | 0.00 | Gross loss | -869.36 |
| Profit factor | 0.00 | Expected payoff | -144.89 | ||
| Absolute drawdown | 435.66 | Maximal drawdown | 435.66 (4.36%) | Relative drawdown | 4.36% (435.66) |
| Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 6 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -264.19 | |
| Average | profit trade | 0.00 | loss trade | -144.89 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 6 (-869.36) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -869.36 (6) | |
| Average | consecutive wins | 0 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 10:00 | buy | 1 | 1.00 | 0.99902 | 0.99731 | 0.00000 | ||
| 2 | 2009.12.03 10:50 | s/l | 1 | 1.00 | 0.99731 | 0.99731 | 0.00000 | -171.47 | 9828.53 |
| 3 | 2009.12.03 16:00 | buy | 2 | 0.98 | 1.00080 | 0.99811 | 0.00000 | ||
| 4 | 2009.12.03 17:20 | s/l | 2 | 0.98 | 0.99811 | 0.99811 | 0.00000 | -264.19 | 9564.34 |
| 5 | 2009.12.24 12:00 | buy | 3 | 0.96 | 1.03628 | 1.03406 | 0.00000 | ||
| 6 | 2009.12.24 12:00 | close | 3 | 0.96 | 1.03509 | 1.03406 | 0.00000 | -110.37 | 9453.97 |
| 7 | 2009.12.24 14:00 | buy | 4 | 0.95 | 1.03389 | 1.03228 | 0.00000 | ||
| 8 | 2009.12.24 14:00 | close | 4 | 0.95 | 1.03270 | 1.03228 | 0.00000 | -109.47 | 9344.50 |
| 9 | 2009.12.29 11:00 | buy | 5 | 0.93 | 1.03105 | 1.02936 | 0.00000 | ||
| 10 | 2009.12.29 11:00 | close | 5 | 0.93 | 1.02986 | 1.02936 | 0.00000 | -107.46 | 9237.04 |
| 11 | 2009.12.29 14:00 | buy | 6 | 0.92 | 1.03015 | 1.02812 | 0.00000 | ||
| 12 | 2009.12.29 14:00 | close | 6 | 0.92 | 1.02896 | 1.02812 | 0.00000 | -106.40 | 9130.64 |