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 | TakeProfit=25; Lots=1; TrailingStop=0; StopLoss=50; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2062.95 | Gross profit | 25.03 | Gross loss | -2087.98 |
| Profit factor | 0.01 | Expected payoff | -1031.47 | ||
| Absolute drawdown | 3511.16 | Maximal drawdown | 3536.19 (35.27%) | Relative drawdown | 35.27% (3536.19) |
| Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 25.03 | loss trade | -2087.98 | |
| Average | profit trade | 25.03 | loss trade | -2087.98 | |
| Maximum | consecutive wins (profit in money) | 1 (25.03) | consecutive losses (loss in money) | 1 (-2087.98) | |
| Maximal | consecutive profit (count of wins) | 25.03 (1) | consecutive loss (count of losses) | -2087.98 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 08:15 | sell | 1 | 1.00 | 0.99929 | 0.00000 | 0.99904 | ||
| 2 | 2009.12.04 14:30 | t/p | 1 | 1.00 | 0.99904 | 0.00000 | 0.99904 | 25.03 | 10025.03 |
| 3 | 2009.12.07 06:45 | sell | 2 | 1.00 | 1.01480 | 0.00000 | 1.01455 | ||
| 4 | 2009.12.31 18:57 | close at stop | 2 | 1.00 | 1.03625 | 0.00000 | 1.01455 | -2087.98 | 7937.05 |