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 | GMMA0="Настройка GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Настройка EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="На каком баре работаем:"; TradeShift=1; SL="Настройки СтопЛосса:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Настройки Выхода:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -64.10 | Gross profit | 80.59 | Gross loss | -144.69 |
| Profit factor | 0.56 | Expected payoff | -6.41 | ||
| Absolute drawdown | 64.10 | Maximal drawdown | 123.32 (1.23%) | Relative drawdown | 1.23% (123.32) |
| Total trades | 10 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 22.07 | loss trade | -62.12 | |
| Average | profit trade | 13.43 | loss trade | -36.17 | |
| Maximum | consecutive wins (profit in money) | 4 (49.29) | consecutive losses (loss in money) | 2 (-119.03) | |
| Maximal | consecutive profit (count of wins) | 49.29 (4) | consecutive loss (count of losses) | -119.03 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 0.10 | 1.00342 | 1.00430 | 0.00000 | ||
| 2 | 2009.12.01 09:50 | close | 1 | 0.05 | 1.00029 | 1.00430 | 0.00000 | 15.65 | 10015.65 |
| 3 | 2009.12.01 09:50 | sell | 2 | 0.05 | 1.00342 | 1.00430 | 0.00000 | ||
| 4 | 2009.12.01 09:50 | close | 2 | 0.05 | 1.00029 | 1.00430 | 0.00000 | 15.65 | 10031.30 |
| 5 | 2009.12.04 14:00 | sell | 3 | 0.10 | 0.99927 | 1.00010 | 0.00000 | ||
| 6 | 2009.12.04 14:03 | s/l | 3 | 0.10 | 1.00010 | 1.00010 | 0.00000 | -8.30 | 10023.00 |
| 7 | 2009.12.10 18:00 | buy | 4 | 0.10 | 1.02718 | 1.02540 | 0.00000 | ||
| 8 | 2009.12.10 22:37 | s/l | 4 | 0.10 | 1.02540 | 1.02540 | 0.00000 | -17.36 | 10005.64 |
| 9 | 2009.12.11 15:00 | buy | 5 | 0.10 | 1.02889 | 1.02330 | 0.00000 | ||
| 10 | 2009.12.11 15:13 | close | 5 | 0.05 | 1.02942 | 1.02330 | 0.00000 | 2.57 | 10008.21 |
| 11 | 2009.12.11 15:13 | buy | 6 | 0.05 | 1.02889 | 1.02330 | 0.00000 | ||
| 12 | 2009.12.11 15:13 | close | 6 | 0.05 | 1.02942 | 1.02330 | 0.00000 | 2.57 | 10010.78 |
| 13 | 2009.12.16 23:00 | buy | 7 | 0.10 | 1.03862 | 1.03760 | 0.00000 | ||
| 14 | 2009.12.17 02:46 | close | 7 | 0.05 | 1.04321 | 1.03760 | 0.00000 | 22.07 | 10032.85 |
| 15 | 2009.12.17 02:46 | buy | 8 | 0.05 | 1.03862 | 1.03760 | 0.00000 | ||
| 16 | 2009.12.17 02:46 | close | 8 | 0.05 | 1.04321 | 1.03760 | 0.00000 | 22.07 | 10054.93 |
| 17 | 2009.12.18 17:00 | buy | 9 | 0.10 | 1.04737 | 1.04090 | 0.00000 | ||
| 18 | 2009.12.21 00:00 | s/l | 9 | 0.10 | 1.04090 | 1.04090 | 0.00000 | -62.12 | 9992.81 |
| 19 | 2009.12.21 10:00 | buy | 10 | 0.10 | 1.04652 | 1.04060 | 0.00000 | ||
| 20 | 2009.12.21 13:16 | s/l | 10 | 0.10 | 1.04060 | 1.04060 | 0.00000 | -56.91 | 9935.90 |