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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9879.18 | Gross profit | 988.93 | Gross loss | -10868.11 |
| Profit factor | 0.09 | Expected payoff | -3293.06 | ||
| Absolute drawdown | 9879.18 | Maximal drawdown | 10093.80 (98.82%) | Relative drawdown | 98.82% (10093.80) |
| Total trades | 3 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 988.93 | loss trade | -9903.15 | |
| Average | profit trade | 988.93 | loss trade | -5434.06 | |
| Maximum | consecutive wins (profit in money) | 1 (988.93) | consecutive losses (loss in money) | 1 (-9903.15) | |
| Maximal | consecutive profit (count of wins) | 988.93 (1) | consecutive loss (count of losses) | -9903.15 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 02:07 | buy | 1 | 1.00 | 1.00097 | 0.99097 | 1.01097 | ||
| 2 | 2009.12.04 14:30 | sell | 2 | 10.00 | 0.99754 | 1.00754 | 0.98754 | ||
| 3 | 2009.12.04 14:50 | s/l | 2 | 10.00 | 1.00754 | 1.00754 | 0.98754 | -9903.15 | 96.85 |
| 4 | 2009.12.04 15:20 | t/p | 1 | 1.00 | 1.01097 | 0.99097 | 1.01097 | 988.93 | 1085.78 |
| 5 | 2009.12.11 01:00 | sell | 3 | 1.00 | 1.02605 | 1.03605 | 1.01605 | ||
| 6 | 2009.12.11 16:50 | s/l | 3 | 1.00 | 1.03605 | 1.03605 | 1.01605 | -964.96 | 120.82 |