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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 12.37 | Gross profit | 29.11 | Gross loss | -16.74 |
| Profit factor | 1.74 | Expected payoff | 1.77 | ||
| Absolute drawdown | 6.92 | Maximal drawdown | 13.90 (0.14%) | Relative drawdown | 0.14% (13.90) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 14.77 | loss trade | -4.87 | |
| Average | profit trade | 14.56 | loss trade | -3.35 | |
| Maximum | consecutive wins (profit in money) | 2 (29.11) | consecutive losses (loss in money) | 4 (-13.66) | |
| Maximal | consecutive profit (count of wins) | 29.11 (2) | consecutive loss (count of losses) | -13.66 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 23:00 | buy | 1 | 0.01 | 1.00199 | 0.98699 | 1.01699 | ||
| 2 | 2009.12.03 05:00 | close | 1 | 0.01 | 0.99890 | 0.98699 | 1.01699 | -3.08 | 9996.92 |
| 3 | 2009.12.04 02:00 | buy | 2 | 0.01 | 1.00064 | 0.98564 | 1.01564 | ||
| 4 | 2009.12.04 19:26 | t/p | 2 | 0.01 | 1.01564 | 0.98564 | 1.01564 | 14.77 | 10011.69 |
| 5 | 2009.12.11 16:00 | buy | 3 | 0.01 | 1.03229 | 1.01729 | 1.04729 | ||
| 6 | 2009.12.17 04:20 | t/p | 3 | 0.01 | 1.04729 | 1.01729 | 1.04729 | 14.34 | 10026.04 |
| 7 | 2009.12.18 18:00 | buy | 4 | 0.01 | 1.04532 | 1.03032 | 1.06032 | ||
| 8 | 2009.12.21 01:00 | close | 4 | 0.01 | 1.04025 | 1.03032 | 1.06032 | -4.87 | 10021.17 |
| 9 | 2009.12.21 11:00 | buy | 5 | 0.01 | 1.04427 | 1.02927 | 1.05927 | ||
| 10 | 2009.12.21 14:00 | close | 5 | 0.01 | 1.04008 | 1.02927 | 1.05927 | -4.03 | 10017.14 |
| 11 | 2009.12.21 21:00 | buy | 6 | 0.01 | 1.04569 | 1.03069 | 1.06069 | ||
| 12 | 2009.12.23 15:00 | close | 6 | 0.01 | 1.04316 | 1.03069 | 1.06069 | -2.42 | 10014.72 |
| 13 | 2009.12.29 23:00 | buy | 7 | 0.01 | 1.03671 | 1.02171 | 1.05171 | ||
| 14 | 2009.12.31 03:00 | close | 7 | 0.01 | 1.03427 | 1.02171 | 1.05171 | -2.34 | 10012.37 |