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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -143.13 | Gross profit | 78.15 | Gross loss | -221.28 |
Profit factor | 0.35 | Expected payoff | -13.01 | ||
Absolute drawdown | 170.36 | Maximal drawdown | 201.15 (2.01%) | Relative drawdown | 2.01% (201.15) |
Total trades | 11 | Short positions (won %) | 11 (18.18%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (18.18%) | Loss trades (% of total) | 9 (81.82%) | ||
Largest | profit trade | 73.95 | loss trade | -57.62 | |
Average | profit trade | 39.08 | loss trade | -24.59 | |
Maximum | consecutive wins (profit in money) | 1 (73.95) | consecutive losses (loss in money) | 5 (-110.68) | |
Maximal | consecutive profit (count of wins) | 73.95 (1) | consecutive loss (count of losses) | -110.68 (5) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.00012 | 1.00648 | 0.00000 | ||
2 | 2009.12.02 15:00 | close | 1 | 0.10 | 0.99969 | 1.00648 | 0.00000 | 4.20 | 10004.20 |
3 | 2009.12.03 08:00 | sell | 2 | 0.10 | 0.99773 | 1.00229 | 0.00000 | ||
4 | 2009.12.03 16:00 | close | 2 | 0.10 | 0.99974 | 1.00229 | 0.00000 | -20.11 | 9984.09 |
5 | 2009.12.11 11:00 | sell | 3 | 0.10 | 1.02503 | 1.02749 | 0.00000 | ||
6 | 2009.12.11 14:50 | s/l | 3 | 0.10 | 1.02749 | 1.02749 | 0.00000 | -23.91 | 9960.18 |
7 | 2009.12.16 13:00 | sell | 4 | 0.10 | 1.03777 | 1.04233 | 0.00000 | ||
8 | 2009.12.16 21:00 | close | 4 | 0.10 | 1.03978 | 1.04233 | 0.00000 | -19.33 | 9940.85 |
9 | 2009.12.18 02:00 | sell | 5 | 0.10 | 1.04287 | 1.05046 | 0.00000 | ||
10 | 2009.12.18 15:00 | close | 5 | 0.10 | 1.04496 | 1.05046 | 0.00000 | -20.00 | 9920.85 |
11 | 2009.12.21 14:00 | sell | 6 | 0.10 | 1.04008 | 1.04578 | 0.00000 | ||
12 | 2009.12.21 16:00 | close | 6 | 0.10 | 1.04293 | 1.04578 | 0.00000 | -27.33 | 9893.52 |
13 | 2009.12.23 12:00 | sell | 7 | 0.10 | 1.04608 | 1.04998 | 0.00000 | ||
14 | 2009.12.24 17:00 | close | 7 | 0.10 | 1.03837 | 1.04998 | 0.00000 | 73.95 | 9967.47 |
15 | 2009.12.28 03:00 | sell | 8 | 0.10 | 1.03443 | 1.04078 | 0.00000 | ||
16 | 2009.12.28 09:00 | close | 8 | 0.10 | 1.03718 | 1.04078 | 0.00000 | -26.51 | 9940.96 |
17 | 2009.12.28 14:00 | sell | 9 | 0.10 | 1.03316 | 1.03879 | 0.00000 | ||
18 | 2009.12.29 00:00 | close | 9 | 0.10 | 1.03542 | 1.03879 | 0.00000 | -21.93 | 9919.03 |
19 | 2009.12.29 09:00 | sell | 10 | 0.10 | 1.03098 | 1.03696 | 0.00000 | ||
20 | 2009.12.29 17:20 | s/l | 10 | 0.10 | 1.03696 | 1.03696 | 0.00000 | -57.62 | 9861.41 |
21 | 2009.12.31 02:00 | sell | 11 | 0.10 | 1.03538 | 1.04010 | 0.00000 | ||
22 | 2009.12.31 18:00 | close | 11 | 0.10 | 1.03585 | 1.04010 | 0.00000 | -4.54 | 9856.87 |