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; ProfitLockTriggerLevel=20; 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; EACommentName=""Gods"; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -171.35 | Gross profit | 41.36 | Gross loss | -212.72 |
Profit factor | 0.19 | Expected payoff | -42.84 | ||
Absolute drawdown | 269.44 | Maximal drawdown | 292.33 (2.92%) | Relative drawdown | 2.92% (292.33) |
Total trades | 4 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 41.07 | loss trade | -199.30 | |
Average | profit trade | 20.68 | loss trade | -106.36 | |
Maximum | consecutive wins (profit in money) | 2 (41.36) | consecutive losses (loss in money) | 2 (-212.72) | |
Maximal | consecutive profit (count of wins) | 41.36 (2) | consecutive loss (count of losses) | -212.72 (2) | |
Average | consecutive wins | 2 | 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 | 1.01959 | 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 | 2009.12.22 07:50 | modify | 3 | 0.10 | 1.04642 | 1.04645 | 0.00000 | ||
7 | 2009.12.22 07:57 | s/l | 3 | 0.10 | 1.04645 | 1.04645 | 0.00000 | 0.29 | 9787.57 |
8 | 2009.12.28 21:00 | sell | 4 | 0.10 | 1.03496 | 0.00000 | 0.00000 | ||
9 | 2009.12.29 10:00 | close | 4 | 0.10 | 1.03072 | 0.00000 | 0.00000 | 41.07 | 9828.65 |