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 | MagicNumber=6290102; Lots=0.1; Slippage=3; lTakeProfit=0; sTakeProfit=0; lStopLoss=0; sStopLoss=0; lTrailingStop=0; sTrailingStop=0; FrMarg=3000; porog=500; per=14; d=3; test=0; workb=-50; works=50; pred=100; sliv=-2000; mm=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1509.09 | Gross profit | 4451.50 | Gross loss | -5960.59 |
| Profit factor | 0.75 | Expected payoff | -251.52 | ||
| Absolute drawdown | 1511.07 | Maximal drawdown | 2392.98 (21.99%) | Relative drawdown | 21.99% (2392.98) |
| Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 3644.13 | loss trade | -3898.06 | |
| Average | profit trade | 1112.87 | loss trade | -2980.30 | |
| Maximum | consecutive wins (profit in money) | 3 (807.37) | consecutive losses (loss in money) | 1 (-3898.06) | |
| Maximal | consecutive profit (count of wins) | 3644.13 (1) | consecutive loss (count of losses) | -3898.06 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.00036 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 15:20 | sell | 2 | 3.00 | 1.01119 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.04 15:27 | close | 1 | 0.10 | 1.00856 | 0.00000 | 0.00000 | 81.55 | 10081.55 |
| 4 | 2009.12.04 15:30 | close | 2 | 3.00 | 1.00879 | 0.00000 | 0.00000 | 713.73 | 10795.28 |
| 5 | 2009.12.07 10:00 | sell | 3 | 0.10 | 1.02340 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.08 20:50 | buy | 4 | 3.00 | 1.02882 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.09 11:32 | close | 3 | 0.10 | 1.02215 | 0.00000 | 0.00000 | 12.09 | 10807.37 |
| 8 | 2009.12.09 11:35 | sell | 5 | 3.00 | 1.02202 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.09 11:37 | close | 4 | 3.00 | 1.02179 | 0.00000 | 0.00000 | -2062.53 | 8744.83 |
| 10 | 2009.12.09 11:40 | buy | 6 | 3.00 | 1.02261 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.31 18:57 | close at stop | 6 | 3.00 | 1.03506 | 0.00000 | 0.00000 | 3644.13 | 12388.96 |
| 12 | 2009.12.31 18:57 | close at stop | 5 | 3.00 | 1.03530 | 0.00000 | 0.00000 | -3898.06 | 8490.91 |