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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2392.89 | Gross profit | 669.97 | Gross loss | -3062.86 |
| Profit factor | 0.22 | Expected payoff | -239.29 | ||
| Absolute drawdown | 3798.78 | Maximal drawdown | 3817.27 (38.10%) | Relative drawdown | 38.10% (3817.27) |
| Total trades | 10 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 379.12 | loss trade | -1063.06 | |
| Average | profit trade | 133.99 | loss trade | -612.57 | |
| Maximum | consecutive wins (profit in money) | 5 (669.97) | consecutive losses (loss in money) | 5 (-3062.86) | |
| Maximal | consecutive profit (count of wins) | 669.97 (5) | consecutive loss (count of losses) | -3062.86 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:00 | buy | 1 | 0.30 | 1.00522 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 12:00 | sell | 2 | 0.30 | 1.00028 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.02 07:00 | sell | 3 | 0.30 | 0.99873 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.04 20:00 | buy | 4 | 0.30 | 1.01790 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.08 06:00 | sell | 5 | 0.30 | 1.01805 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.08 06:00 | close | 4 | 0.30 | 1.01805 | 0.00000 | 0.00000 | 4.72 | 10004.72 |
| 7 | 2009.12.08 06:00 | close | 1 | 0.30 | 1.01805 | 0.00000 | 0.00000 | 379.12 | 10383.84 |
| 8 | 2009.12.08 09:00 | buy | 6 | 0.30 | 1.02104 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.08 17:00 | buy | 7 | 0.30 | 1.02487 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.10 15:00 | close | 7 | 0.30 | 1.02518 | 0.00000 | 0.00000 | 9.66 | 10393.50 |
| 11 | 2009.12.10 15:00 | close | 6 | 0.30 | 1.02518 | 0.00000 | 0.00000 | 121.74 | 10515.24 |
| 12 | 2009.12.11 02:00 | sell | 8 | 0.30 | 1.02574 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.15 04:00 | buy | 9 | 0.20 | 1.03265 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.21 00:00 | close | 9 | 0.20 | 1.04067 | 0.00000 | 0.00000 | 154.72 | 10669.97 |
| 15 | 2009.12.21 20:00 | buy | 10 | 0.20 | 1.04555 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.31 18:57 | close at stop | 10 | 0.20 | 1.03506 | 0.00000 | 0.00000 | -201.50 | 10468.47 |
| 17 | 2009.12.31 18:57 | close at stop | 8 | 0.30 | 1.03519 | 0.00000 | 0.00000 | -278.02 | 10190.45 |
| 18 | 2009.12.31 18:57 | close at stop | 5 | 0.30 | 1.03519 | 0.00000 | 0.00000 | -501.92 | 9688.53 |
| 19 | 2009.12.31 18:57 | close at stop | 3 | 0.30 | 1.03519 | 0.00000 | 0.00000 | -1063.06 | 8625.47 |
| 20 | 2009.12.31 18:57 | close at stop | 2 | 0.30 | 1.03519 | 0.00000 | 0.00000 | -1018.35 | 7607.11 |