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 | SuspendAfterClose=false; StartLots=0.01; UseMM=false; PipsBetweenTrades=20; TakeProfitPips=2; ReverseTrading=false; ShowComments=false; CloseM=false; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10976.16 | Gross profit | 734.06 | Gross loss | -11710.22 |
Profit factor | 0.06 | Expected payoff | -784.01 | ||
Absolute drawdown | 10976.16 | Maximal drawdown | 17823.15 (105.79%) | Relative drawdown | 105.79% (17823.15) |
Total trades | 14 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 6 (42.86%) | Loss trades (% of total) | 8 (57.14%) | ||
Largest | profit trade | 404.00 | loss trade | -9695.98 | |
Average | profit trade | 122.34 | loss trade | -1463.78 | |
Maximum | consecutive wins (profit in money) | 3 (60.62) | consecutive losses (loss in money) | 3 (-10360.79) | |
Maximal | consecutive profit (count of wins) | 669.92 (2) | consecutive loss (count of losses) | -10360.79 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.01 | 1.00510 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:02 | sell | 2 | 0.01 | 1.00471 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:20 | buy | 3 | 0.02 | 1.00533 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:33 | sell | 4 | 0.04 | 1.00430 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:40 | sell | 5 | 0.08 | 1.00372 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:46 | sell | 6 | 0.16 | 1.00294 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 03:20 | buy | 7 | 0.32 | 1.00571 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 06:15 | buy | 8 | 0.64 | 1.00671 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 06:20 | buy | 9 | 1.28 | 1.00751 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 08:16 | sell | 10 | 2.56 | 1.00223 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 09:10 | sell | 11 | 5.12 | 1.00198 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 09:16 | sell | 12 | 10.24 | 1.00116 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 09:45 | sell | 13 | 20.48 | 1.00088 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 14:20 | sell | 14 | 40.96 | 0.99882 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 14:50 | close at stop | 14 | 40.96 | 1.00119 | 0.00000 | 0.00000 | -9695.98 | 304.02 |
16 | 2009.12.01 14:50 | close at stop | 13 | 20.48 | 1.00119 | 0.00000 | 0.00000 | -634.13 | -330.11 |
17 | 2009.12.01 14:50 | close at stop | 12 | 10.24 | 1.00119 | 0.00000 | 0.00000 | -30.68 | -360.79 |
18 | 2009.12.01 14:50 | close at stop | 11 | 5.12 | 1.00119 | 0.00000 | 0.00000 | 404.00 | 43.21 |
19 | 2009.12.01 14:50 | close at stop | 10 | 2.56 | 1.00119 | 0.00000 | 0.00000 | 265.92 | 309.13 |
20 | 2009.12.01 14:50 | close at stop | 9 | 1.28 | 1.00105 | 0.00000 | 0.00000 | -826.01 | -516.88 |
21 | 2009.12.01 14:50 | close at stop | 8 | 0.64 | 1.00105 | 0.00000 | 0.00000 | -361.86 | -878.74 |
22 | 2009.12.01 14:50 | close at stop | 7 | 0.32 | 1.00105 | 0.00000 | 0.00000 | -148.96 | -1027.70 |
23 | 2009.12.01 14:50 | close at stop | 6 | 0.16 | 1.00119 | 0.00000 | 0.00000 | 27.97 | -999.73 |
24 | 2009.12.01 14:50 | close at stop | 5 | 0.08 | 1.00119 | 0.00000 | 0.00000 | 20.22 | -979.51 |
25 | 2009.12.01 14:50 | close at stop | 4 | 0.04 | 1.00119 | 0.00000 | 0.00000 | 12.43 | -967.08 |
26 | 2009.12.01 14:50 | close at stop | 3 | 0.02 | 1.00105 | 0.00000 | 0.00000 | -8.55 | -975.63 |
27 | 2009.12.01 14:50 | close at stop | 2 | 0.01 | 1.00119 | 0.00000 | 0.00000 | 3.52 | -972.11 |
28 | 2009.12.01 14:50 | close at stop | 1 | 0.01 | 1.00105 | 0.00000 | 0.00000 | -4.05 | -976.16 |