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=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -16.49 | Gross profit | 374.81 | Gross loss | -391.30 |
| Profit factor | 0.96 | Expected payoff | -2.36 | ||
| Absolute drawdown | 229.44 | Maximal drawdown | 268.24 (2.67%) | Relative drawdown | 2.67% (268.24) |
| Total trades | 7 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 125.33 | loss trade | -99.63 | |
| Average | profit trade | 124.94 | loss trade | -97.83 | |
| Maximum | consecutive wins (profit in money) | 2 (249.48) | consecutive losses (loss in money) | 2 (-198.67) | |
| Maximal | consecutive profit (count of wins) | 249.48 (2) | consecutive loss (count of losses) | -198.67 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 1.00 | 1.00480 | 1.00380 | 1.00610 | ||
| 2 | 2009.12.01 00:40 | s/l | 1 | 1.00 | 1.00380 | 1.00380 | 1.00610 | -99.63 | 9900.37 |
| 3 | 2009.12.04 14:45 | sell | 2 | 1.00 | 1.00617 | 1.00717 | 1.00487 | ||
| 4 | 2009.12.04 14:50 | s/l | 2 | 1.00 | 1.00717 | 1.00717 | 1.00487 | -99.04 | 9801.33 |
| 5 | 2009.12.21 15:02 | buy | 3 | 1.00 | 1.04025 | 1.03925 | 1.04155 | ||
| 6 | 2009.12.21 15:15 | t/p | 3 | 1.00 | 1.04155 | 1.03925 | 1.04155 | 124.79 | 9926.12 |
| 7 | 2009.12.23 15:20 | buy | 4 | 1.00 | 1.04115 | 1.04015 | 1.04245 | ||
| 8 | 2009.12.23 15:45 | t/p | 4 | 1.00 | 1.04245 | 1.04015 | 1.04245 | 124.69 | 10050.81 |
| 9 | 2009.12.23 16:00 | buy | 5 | 1.00 | 1.04279 | 1.04179 | 1.04409 | ||
| 10 | 2009.12.23 16:10 | s/l | 5 | 1.00 | 1.04179 | 1.04179 | 1.04409 | -96.03 | 9954.78 |
| 11 | 2009.12.30 02:00 | sell | 6 | 1.00 | 1.03863 | 1.03963 | 1.03733 | ||
| 12 | 2009.12.30 07:50 | t/p | 6 | 1.00 | 1.03733 | 1.03963 | 1.03733 | 125.33 | 10080.11 |
| 13 | 2009.12.31 00:00 | buy | 7 | 1.00 | 1.03654 | 1.03554 | 1.03784 | ||
| 14 | 2009.12.31 01:50 | s/l | 7 | 1.00 | 1.03554 | 1.03554 | 1.03784 | -96.60 | 9983.51 |