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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1749.04 | Gross profit | 1081.47 | Gross loss | -2830.51 |
| Profit factor | 0.38 | Expected payoff | -218.63 | ||
| Absolute drawdown | 4922.55 | Maximal drawdown | 5175.53 (50.48%) | Relative drawdown | 50.48% (5175.53) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 158.47 | loss trade | -2830.51 | |
| Average | profit trade | 154.50 | loss trade | -2830.51 | |
| Maximum | consecutive wins (profit in money) | 7 (1081.47) | consecutive losses (loss in money) | 1 (-2830.51) | |
| Maximal | consecutive profit (count of wins) | 1081.47 (7) | consecutive loss (count of losses) | -2830.51 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 14:45 | buy | 1 | 1.00 | 1.00639 | 0.00000 | 1.00799 | ||
| 2 | 2009.12.04 14:45 | sell | 2 | 1.00 | 1.00617 | 0.00000 | 1.00457 | ||
| 3 | 2009.12.04 14:50 | t/p | 1 | 1.00 | 1.00799 | 0.00000 | 1.00799 | 158.47 | 10158.47 |
| 4 | 2009.12.21 15:02 | buy | 3 | 1.00 | 1.04038 | 0.00000 | 1.04198 | ||
| 5 | 2009.12.21 15:02 | sell | 4 | 1.00 | 1.04016 | 0.00000 | 1.03856 | ||
| 6 | 2009.12.21 15:20 | t/p | 3 | 1.00 | 1.04198 | 0.00000 | 1.04198 | 153.49 | 10311.96 |
| 7 | 2009.12.23 16:40 | t/p | 4 | 1.00 | 1.03856 | 0.00000 | 1.03856 | 152.73 | 10464.69 |
| 8 | 2009.12.30 02:00 | buy | 5 | 1.00 | 1.03885 | 0.00000 | 1.04045 | ||
| 9 | 2009.12.30 02:00 | sell | 6 | 1.00 | 1.03863 | 0.00000 | 1.03703 | ||
| 10 | 2009.12.30 08:50 | t/p | 6 | 1.00 | 1.03703 | 0.00000 | 1.03703 | 154.40 | 10619.09 |
| 11 | 2009.12.30 16:45 | t/p | 5 | 1.00 | 1.04045 | 0.00000 | 1.04045 | 153.68 | 10772.77 |
| 12 | 2009.12.31 00:00 | buy | 7 | 1.00 | 1.03667 | 0.00000 | 1.03827 | ||
| 13 | 2009.12.31 00:00 | sell | 8 | 1.00 | 1.03645 | 0.00000 | 1.03485 | ||
| 14 | 2009.12.31 02:45 | t/p | 8 | 1.00 | 1.03485 | 0.00000 | 1.03485 | 154.64 | 10927.41 |
| 15 | 2009.12.31 16:37 | t/p | 7 | 1.00 | 1.03827 | 0.00000 | 1.03827 | 154.06 | 11081.47 |
| 16 | 2009.12.31 18:57 | close at stop | 2 | 1.00 | 1.03528 | 0.00000 | 1.00457 | -2830.51 | 8250.96 |