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; prsi=86; fastmacd=11; slowmacd=53; signalmacd=26; stochD=23; stochK=40; stochS=82; magic=888; slippage=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4181.06 | Gross profit | 4181.06 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 836.21 | |||
| Absolute drawdown | 302.69 | Maximal drawdown | 2052.83 (14.78%) | Relative drawdown | 14.78% (2052.83) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 3425.66 | loss trade | 0.00 | |
| Average | profit trade | 836.21 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (4181.06) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 4181.06 (5) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 21:00 | buy | 1 | 1.00 | 0.99885 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.14 01:00 | sell | 2 | 2.00 | 1.03423 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.14 01:00 | close by | 2 | 1.00 | 0.99885 | 0.00000 | 0.00000 | 3425.66 | 13425.66 |
| 4 | 2009.12.14 01:00 | sell | 3 | 1.00 | 1.03423 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.14 01:00 | close by | 1 | 0.00 | 0.99885 | 0.00000 | 0.00000 | 0.00 | 13425.66 |
| 6 | 2009.12.29 15:00 | buy | 4 | 2.00 | 1.03069 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.29 15:00 | close by | 4 | 1.00 | 1.03423 | 0.00000 | 0.00000 | 331.62 | 13757.28 |
| 8 | 2009.12.29 15:00 | buy | 5 | 1.00 | 1.03069 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.29 15:00 | close by | 3 | 0.00 | 1.03423 | 0.00000 | 0.00000 | 0.00 | 13757.28 |
| 10 | 2009.12.31 18:57 | close at stop | 5 | 1.00 | 1.03506 | 0.00000 | 0.00000 | 423.78 | 14181.06 |