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; UseProfitLockStop=true; ProfitLockTriggerPips=25; ProfitLockStopLevel=3; 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 | -140.73 | Gross profit | 51.88 | Gross loss | -192.61 |
Profit factor | 0.27 | Expected payoff | -28.15 | ||
Absolute drawdown | 249.44 | Maximal drawdown | 282.87 (2.82%) | Relative drawdown | 2.82% (282.87) |
Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 51.30 | loss trade | -189.25 | |
Average | profit trade | 17.29 | loss trade | -96.31 | |
Maximum | consecutive wins (profit in money) | 3 (51.88) | consecutive losses (loss in money) | 2 (-192.61) | |
Maximal | consecutive profit (count of wins) | 51.88 (3) | consecutive loss (count of losses) | -192.61 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | 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 | 1.01854 | 0.00000 | 0.00000 | -189.25 | 9810.75 |
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 | 1.04230 | 0.00000 | 0.00000 | -3.36 | 9807.39 |
5 | 2009.12.22 02:00 | buy | 3 | 0.10 | 1.04537 | 0.00000 | 0.00000 | ||
6 | 2009.12.22 02:15 | modify | 3 | 0.10 | 1.04537 | 1.04540 | 0.00000 | ||
7 | 2009.12.22 02:45 | s/l | 3 | 0.10 | 1.04540 | 1.04540 | 0.00000 | 0.29 | 9807.68 |
8 | 2009.12.22 04:00 | buy | 4 | 0.10 | 1.04531 | 0.00000 | 0.00000 | ||
9 | 2009.12.22 06:37 | modify | 4 | 0.10 | 1.04531 | 1.04534 | 0.00000 | ||
10 | 2009.12.22 06:45 | s/l | 4 | 0.10 | 1.04534 | 1.04534 | 0.00000 | 0.29 | 9807.97 |
11 | 2009.12.28 21:00 | sell | 5 | 0.10 | 1.03496 | 0.00000 | 0.00000 | ||
12 | 2009.12.29 10:00 | close | 5 | 0.10 | 1.02967 | 0.00000 | 0.00000 | 51.30 | 9859.27 |