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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -250.24 | Gross profit | 41.07 | Gross loss | -291.31 |
| Profit factor | 0.14 | Expected payoff | -62.56 | ||
| Absolute drawdown | 352.54 | Maximal drawdown | 375.43 (3.75%) | Relative drawdown | 3.75% (375.43) |
| Total trades | 4 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 41.07 | loss trade | -199.30 | |
| Average | profit trade | 41.07 | loss trade | -97.10 | |
| Maximum | consecutive wins (profit in money) | 1 (41.07) | consecutive losses (loss in money) | 3 (-291.31) | |
| Maximal | consecutive profit (count of wins) | 41.07 (1) | consecutive loss (count of losses) | -291.31 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 23:00 | sell | 1 | 0.10 | 0.99932 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.08 01:00 | close | 1 | 0.10 | 1.01959 | 0.00000 | 0.00000 | -199.30 | 9800.70 |
| 3 | 2009.12.21 03:00 | sell | 2 | 0.10 | 1.04195 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.21 13:00 | close | 2 | 0.10 | 1.04335 | 0.00000 | 0.00000 | -13.42 | 9787.28 |
| 5 | 2009.12.22 02:00 | buy | 3 | 0.10 | 1.04642 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.24 17:00 | close | 3 | 0.10 | 1.03824 | 0.00000 | 0.00000 | -78.59 | 9708.69 |
| 7 | 2009.12.28 21:00 | sell | 4 | 0.10 | 1.03496 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.29 10:00 | close | 4 | 0.10 | 1.03072 | 0.00000 | 0.00000 | 41.07 | 9749.76 |