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; map=25; mash=1; 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 | 6091.55 | Gross profit | 6580.79 | Gross loss | -489.24 |
Profit factor | 13.45 | Expected payoff | 507.63 | ||
Absolute drawdown | 5104.52 | Maximal drawdown | 10565.73 (68.34%) | Relative drawdown | 68.34% (10565.73) |
Total trades | 12 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
Largest | profit trade | 1488.71 | loss trade | -489.24 | |
Average | profit trade | 598.25 | loss trade | -489.24 | |
Maximum | consecutive wins (profit in money) | 9 (5672.91) | consecutive losses (loss in money) | 1 (-489.24) | |
Maximal | consecutive profit (count of wins) | 5672.91 (9) | consecutive loss (count of losses) | -489.24 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | 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 | 1.02364 | 1.03409 | 1.01409 | 439.61 | 10439.61 |
4 | 2009.12.11 13:20 | close | 1 | 1.00 | 1.02364 | 1.03605 | 1.01605 | 235.43 | 10675.04 |
5 | 2009.12.14 05:02 | sell | 3 | 1.00 | 1.03468 | 1.04468 | 1.02468 | ||
6 | 2009.12.14 05:20 | sell | 4 | 10.00 | 1.03212 | 1.04212 | 1.02212 | ||
7 | 2009.12.14 05:45 | close | 4 | 10.00 | 1.03177 | 1.04212 | 1.02212 | 339.22 | 11014.26 |
8 | 2009.12.14 05:45 | close | 3 | 1.00 | 1.03177 | 1.04468 | 1.02468 | 282.04 | 11296.30 |
9 | 2009.12.16 10:32 | sell | 5 | 1.00 | 1.04055 | 1.05055 | 1.03055 | ||
10 | 2009.12.16 11:15 | sell | 6 | 10.00 | 1.03871 | 1.04871 | 1.02871 | ||
11 | 2009.12.16 12:20 | close | 6 | 10.00 | 1.03774 | 1.04871 | 1.02871 | 934.72 | 12231.02 |
12 | 2009.12.16 12:20 | close | 5 | 1.00 | 1.03774 | 1.05055 | 1.03055 | 270.78 | 12501.80 |
13 | 2009.12.17 23:50 | sell | 7 | 1.00 | 1.04668 | 1.05668 | 1.03668 | ||
14 | 2009.12.18 01:15 | sell | 8 | 10.00 | 1.04474 | 1.05474 | 1.03474 | ||
15 | 2009.12.18 01:20 | close | 8 | 10.00 | 1.04332 | 1.05474 | 1.03474 | 1361.04 | 13862.84 |
16 | 2009.12.18 01:20 | close | 7 | 1.00 | 1.04332 | 1.05668 | 1.03668 | 321.36 | 14184.20 |
17 | 2009.12.24 02:00 | buy | 9 | 1.00 | 1.03931 | 1.02931 | 1.04931 | ||
18 | 2009.12.24 10:40 | sell | 10 | 10.00 | 1.03599 | 1.04599 | 1.02599 | ||
19 | 2009.12.24 11:20 | close | 10 | 10.00 | 1.03445 | 1.04599 | 1.02599 | 1488.71 | 15672.91 |
20 | 2009.12.24 11:20 | close | 9 | 1.00 | 1.03425 | 1.02931 | 1.04931 | -489.24 | 15183.67 |
21 | 2009.12.28 08:00 | buy | 11 | 1.00 | 1.03572 | 1.02572 | 1.04572 | ||
22 | 2009.12.28 08:45 | buy | 12 | 10.00 | 1.03761 | 1.02761 | 1.04761 | ||
23 | 2009.12.29 17:32 | close | 12 | 10.00 | 1.03829 | 1.02761 | 1.04761 | 659.87 | 15843.54 |
24 | 2009.12.29 17:32 | close | 11 | 1.00 | 1.03829 | 1.02572 | 1.04572 | 248.02 | 16091.55 |