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=100; StopLoss=3000; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -239.50 | Gross profit | 48.57 | Gross loss | -288.07 |
Profit factor | 0.17 | Expected payoff | -39.92 | ||
Absolute drawdown | 366.28 | Maximal drawdown | 386.20 (3.85%) | Relative drawdown | 3.85% (386.20) |
Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
Largest | profit trade | 10.14 | loss trade | -288.07 | |
Average | profit trade | 9.71 | loss trade | -288.07 | |
Maximum | consecutive wins (profit in money) | 3 (28.65) | consecutive losses (loss in money) | 1 (-288.07) | |
Maximal | consecutive profit (count of wins) | 28.65 (3) | consecutive loss (count of losses) | -288.07 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 19:00 | buy | 1 | 0.10 | 1.00309 | 0.97309 | 1.00409 | ||
2 | 2009.12.04 14:45 | t/p | 1 | 0.10 | 1.00409 | 0.97309 | 1.00409 | 10.14 | 10010.14 |
3 | 2009.12.04 22:00 | sell | 2 | 0.10 | 1.01682 | 1.04682 | 1.01582 | ||
4 | 2009.12.07 01:50 | t/p | 2 | 0.10 | 1.01582 | 1.04682 | 1.01582 | 9.78 | 10019.92 |
5 | 2009.12.07 01:50 | sell | 3 | 0.10 | 1.01406 | 1.04406 | 1.01306 | ||
6 | 2009.12.17 02:46 | s/l | 3 | 0.10 | 1.04406 | 1.04406 | 1.01306 | -288.07 | 9731.85 |
7 | 2009.12.17 02:46 | buy | 4 | 0.10 | 1.04440 | 1.01440 | 1.04540 | ||
8 | 2009.12.17 03:50 | t/p | 4 | 0.10 | 1.04540 | 1.01440 | 1.04540 | 9.56 | 9741.41 |
9 | 2009.12.18 04:00 | sell | 5 | 0.10 | 1.04026 | 1.07026 | 1.03926 | ||
10 | 2009.12.23 16:40 | t/p | 5 | 0.10 | 1.03926 | 1.07026 | 1.03926 | 9.41 | 9750.82 |
11 | 2009.12.29 20:00 | buy | 6 | 0.10 | 1.03798 | 1.00798 | 1.03898 | ||
12 | 2009.12.30 02:32 | t/p | 6 | 0.10 | 1.03898 | 1.00798 | 1.03898 | 9.68 | 9760.50 |