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 | 739.56 | Gross profit | 739.56 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 369.78 | |||
| Absolute drawdown | 1182.01 | Maximal drawdown | 1359.70 (13.36%) | Relative drawdown | 13.36% (1359.70) |
| Total trades | 2 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 498.25 | loss trade | 0.00 | |
| Average | profit trade | 369.78 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (739.56) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 739.56 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.11 01:00 | sell | 1 | 1.00 | 1.02605 | 1.03605 | 1.01605 | ||
| 2 | 2009.12.11 10:32 | sell | 2 | 10.00 | 1.02409 | 1.03409 | 1.01409 | ||
| 3 | 2009.12.11 13:20 | close | 2 | 10.00 | 1.02358 | 1.03409 | 1.01409 | 498.25 | 10498.25 |
| 4 | 2009.12.11 13:20 | close | 1 | 1.00 | 1.02358 | 1.03605 | 1.01605 | 241.31 | 10739.56 |