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=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; isTradeDay=false; isTrace=false; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 45.96 | Gross profit | 106.65 | Gross loss | -60.69 |
Profit factor | 1.76 | Expected payoff | 9.19 | ||
Absolute drawdown | 42.38 | Maximal drawdown | 94.71 (0.94%) | Relative drawdown | 0.94% (94.71) |
Total trades | 5 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 35.92 | loss trade | -60.69 | |
Average | profit trade | 26.66 | loss trade | -60.69 | |
Maximum | consecutive wins (profit in money) | 2 (62.13) | consecutive losses (loss in money) | 1 (-60.69) | |
Maximal | consecutive profit (count of wins) | 62.13 (2) | consecutive loss (count of losses) | -60.69 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | sell | 1 | 0.10 | 1.00324 | 1.00859 | 1.00043 | ||
2 | 2009.12.01 09:50 | t/p | 1 | 0.10 | 1.00043 | 1.00859 | 1.00043 | 28.09 | 10028.09 |
3 | 2009.12.03 01:00 | sell | 2 | 0.10 | 1.00049 | 1.00370 | 0.99885 | ||
4 | 2009.12.03 07:40 | t/p | 2 | 0.10 | 0.99885 | 1.00370 | 0.99885 | 16.43 | 10044.52 |
5 | 2009.12.08 01:00 | sell | 3 | 0.10 | 1.01840 | 1.02462 | 1.01383 | ||
6 | 2009.12.08 14:15 | s/l | 3 | 0.10 | 1.02462 | 1.02462 | 1.01383 | -60.69 | 9983.83 |
7 | 2009.12.10 01:00 | buy | 4 | 0.10 | 1.02614 | 1.02172 | 1.02984 | ||
8 | 2009.12.10 09:37 | t/p | 4 | 0.10 | 1.02984 | 1.02172 | 1.02984 | 35.92 | 10019.75 |
9 | 2009.12.28 01:00 | sell | 5 | 0.10 | 1.03666 | 1.04154 | 1.03395 | ||
10 | 2009.12.28 12:45 | t/p | 5 | 0.10 | 1.03395 | 1.04154 | 1.03395 | 26.21 | 10045.96 |