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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -12.86 | Gross profit | 0.00 | Gross loss | -12.86 |
Profit factor | 0.00 | Expected payoff | -4.29 | ||
Absolute drawdown | 12.86 | Maximal drawdown | 12.86 (0.13%) | Relative drawdown | 0.13% (12.86) |
Total trades | 3 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4.58 | |
Average | profit trade | 0.00 | loss trade | -4.29 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-12.86) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -12.86 (3) | |
Average | consecutive wins | 0 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.10 00:15 | sell stop | 1 | 0.10 | 1.02573 | 1.02617 | 1.02523 | ||
2 | 2009.12.10 00:50 | sell | 1 | 0.10 | 1.02573 | 1.02617 | 1.02523 | ||
3 | 2009.12.10 01:02 | s/l | 1 | 0.10 | 1.02617 | 1.02617 | 1.02523 | -4.29 | 9995.71 |
4 | 2009.12.11 00:15 | sell stop | 2 | 0.10 | 1.02558 | 1.02599 | 1.02508 | ||
5 | 2009.12.11 00:37 | sell | 2 | 0.10 | 1.02558 | 1.02599 | 1.02508 | ||
6 | 2009.12.11 00:45 | s/l | 2 | 0.10 | 1.02599 | 1.02599 | 1.02508 | -3.99 | 9991.72 |
7 | 2009.12.23 00:40 | sell stop | 3 | 0.10 | 1.04784 | 1.04832 | 1.04734 | ||
8 | 2009.12.23 02:33 | sell | 3 | 0.10 | 1.04784 | 1.04832 | 1.04734 | ||
9 | 2009.12.23 03:40 | s/l | 3 | 0.10 | 1.04832 | 1.04832 | 1.04734 | -4.58 | 9987.14 |