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=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1007.83 | Gross profit | 447.22 | Gross loss | -1455.05 |
| Profit factor | 0.31 | Expected payoff | -91.62 | ||
| Absolute drawdown | 1022.30 | Maximal drawdown | 1022.30 (10.22%) | Relative drawdown | 10.22% (1022.30) |
| Total trades | 11 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
| Largest | profit trade | 447.22 | loss trade | -147.28 | |
| Average | profit trade | 447.22 | loss trade | -145.51 | |
| Maximum | consecutive wins (profit in money) | 1 (447.22) | consecutive losses (loss in money) | 6 (-877.54) | |
| Maximal | consecutive profit (count of wins) | 447.22 (1) | consecutive loss (count of losses) | -877.54 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | sell | 1 | 0.50 | 1.01535 | 1.01835 | 0.00000 | ||
| 2 | 2009.12.07 01:20 | s/l | 1 | 0.50 | 1.01835 | 1.01835 | 0.00000 | -147.28 | 9852.72 |
| 3 | 2009.12.07 01:20 | sell | 2 | 0.50 | 1.01732 | 1.02032 | 0.00000 | ||
| 4 | 2009.12.07 09:35 | s/l | 2 | 0.50 | 1.02032 | 1.02032 | 0.00000 | -146.82 | 9705.90 |
| 5 | 2009.12.07 09:35 | sell | 3 | 0.50 | 1.02052 | 1.02352 | 0.00000 | ||
| 6 | 2009.12.07 09:59 | s/l | 3 | 0.50 | 1.02352 | 1.02352 | 0.00000 | -146.38 | 9559.52 |
| 7 | 2009.12.07 09:59 | sell | 4 | 0.50 | 1.02354 | 1.02654 | 0.00000 | ||
| 8 | 2009.12.08 14:20 | s/l | 4 | 0.50 | 1.02654 | 1.02654 | 0.00000 | -146.40 | 9413.12 |
| 9 | 2009.12.14 00:00 | buy | 5 | 0.50 | 1.03650 | 1.03350 | 0.00000 | ||
| 10 | 2009.12.14 01:20 | s/l | 5 | 0.50 | 1.03350 | 1.03350 | 0.00000 | -145.18 | 9267.94 |
| 11 | 2009.12.14 01:20 | buy | 6 | 0.50 | 1.03445 | 1.03145 | 0.00000 | ||
| 12 | 2009.12.14 05:50 | s/l | 6 | 0.50 | 1.03145 | 1.03145 | 0.00000 | -145.48 | 9122.46 |
| 13 | 2009.12.14 05:50 | buy | 7 | 0.50 | 1.03227 | 1.02927 | 0.00000 | ||
| 14 | 2009.12.21 05:52 | close | 7 | 0.50 | 1.04155 | 1.02927 | 0.00000 | 447.22 | 9569.69 |
| 15 | 2009.12.21 05:55 | buy | 8 | 0.50 | 1.04266 | 1.03966 | 0.00000 | ||
| 16 | 2009.12.21 13:50 | s/l | 8 | 0.50 | 1.03966 | 1.03966 | 0.00000 | -144.32 | 9425.37 |
| 17 | 2009.12.21 13:50 | buy | 9 | 0.50 | 1.04054 | 1.03754 | 0.00000 | ||
| 18 | 2009.12.23 16:46 | s/l | 9 | 0.50 | 1.03754 | 1.03754 | 0.00000 | -144.13 | 9281.24 |
| 19 | 2009.12.28 00:00 | sell | 10 | 0.50 | 1.03617 | 1.03917 | 0.00000 | ||
| 20 | 2009.12.28 01:20 | s/l | 10 | 0.50 | 1.03917 | 1.03917 | 0.00000 | -144.33 | 9136.91 |
| 21 | 2009.12.28 01:20 | sell | 11 | 0.50 | 1.03803 | 1.04103 | 0.00000 | ||
| 22 | 2009.12.30 16:40 | s/l | 11 | 0.50 | 1.04103 | 1.04103 | 0.00000 | -144.74 | 8992.17 |