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 | x="Настройки BB:"; BB1=20; BB2=20; BB3=20; x1="Настройки RSI:"; RSI=14; predel=6; otstup=10; Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -570.72 | Gross profit | 291.32 | Gross loss | -862.04 |
| Profit factor | 0.34 | Expected payoff | -57.07 | ||
| Absolute drawdown | 570.72 | Maximal drawdown | 922.30 (8.91%) | Relative drawdown | 8.91% (922.30) |
| Total trades | 10 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 151.76 | loss trade | -302.25 | |
| Average | profit trade | 72.83 | loss trade | -143.67 | |
| Maximum | consecutive wins (profit in money) | 2 (152.26) | consecutive losses (loss in money) | 3 (-354.35) | |
| Maximal | consecutive profit (count of wins) | 152.26 (2) | consecutive loss (count of losses) | -507.34 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 22:00 | sell | 1 | 1.00 | 1.01682 | 1.01919 | 0.00000 | ||
| 2 | 2009.12.07 02:00 | modify | 1 | 1.00 | 1.01682 | 1.01682 | 0.00000 | ||
| 3 | 2009.12.07 02:00 | close | 1 | 0.50 | 1.01591 | 1.01682 | 0.00000 | 44.44 | 10044.44 |
| 4 | 2009.12.07 02:00 | sell | 2 | 0.50 | 1.01682 | 1.01682 | 0.00000 | ||
| 5 | 2009.12.07 09:03 | s/l | 2 | 0.50 | 1.01682 | 1.01682 | 0.00000 | -0.35 | 10044.10 |
| 6 | 2009.12.11 19:00 | sell | 3 | 1.00 | 1.03388 | 1.03679 | 0.00000 | ||
| 7 | 2009.12.14 08:00 | modify | 3 | 1.00 | 1.03388 | 1.03388 | 0.00000 | ||
| 8 | 2009.12.14 08:00 | close | 3 | 0.50 | 1.03192 | 1.03388 | 0.00000 | 94.62 | 10138.72 |
| 9 | 2009.12.14 08:00 | sell | 4 | 0.50 | 1.03388 | 1.03388 | 0.00000 | ||
| 10 | 2009.12.14 11:50 | s/l | 4 | 0.50 | 1.03388 | 1.03388 | 0.00000 | -0.35 | 10138.37 |
| 11 | 2009.12.15 13:00 | sell | 5 | 1.00 | 1.03951 | 1.04111 | 0.00000 | ||
| 12 | 2009.12.15 13:20 | s/l | 5 | 1.00 | 1.04111 | 1.04111 | 0.00000 | -153.68 | 9984.69 |
| 13 | 2009.12.23 20:00 | buy | 6 | 1.00 | 1.03783 | 1.03574 | 0.00000 | ||
| 14 | 2009.12.24 10:45 | s/l | 6 | 1.00 | 1.03574 | 1.03574 | 0.00000 | -200.32 | 9784.37 |
| 15 | 2009.12.24 15:00 | buy | 7 | 1.00 | 1.03464 | 1.03187 | 0.00000 | ||
| 16 | 2009.12.24 16:00 | modify | 7 | 1.00 | 1.03464 | 1.03464 | 0.00000 | ||
| 17 | 2009.12.24 16:00 | close | 7 | 0.50 | 1.03779 | 1.03464 | 0.00000 | 151.76 | 9936.13 |
| 18 | 2009.12.24 16:00 | buy | 8 | 0.50 | 1.03464 | 1.03464 | 0.00000 | ||
| 19 | 2009.12.28 02:50 | s/l | 8 | 0.50 | 1.03464 | 1.03464 | 0.00000 | 0.50 | 9936.62 |
| 20 | 2009.12.29 12:00 | buy | 9 | 1.00 | 1.03206 | 1.02895 | 0.00000 | ||
| 21 | 2009.12.29 12:50 | s/l | 9 | 1.00 | 1.02895 | 1.02895 | 0.00000 | -302.25 | 9634.37 |
| 22 | 2009.12.31 09:00 | buy | 10 | 1.00 | 1.03099 | 1.02888 | 0.00000 | ||
| 23 | 2009.12.31 12:20 | s/l | 10 | 1.00 | 1.02888 | 1.02888 | 0.00000 | -205.09 | 9429.28 |