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 | TakeProfit=180; TrailingStop=30; StopLoss=70; UseStopLoss=false; slippage=3; HedgingTakeProfit=90; HedgingStopLoss=70; HedgingLevel=10; UseHedging=false; ShortEma=10; LongEma=80; ImmediateTrade=false; CounterTrend=false; Lots=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; Show_Settings=false; Summarized=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -79.82 | Gross profit | 528.72 | Gross loss | -608.54 |
| Profit factor | 0.87 | Expected payoff | -19.95 | ||
| Absolute drawdown | 790.53 | Maximal drawdown | 1482.22 (13.86%) | Relative drawdown | 13.86% (1482.22) |
| Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 178.27 | loss trade | -608.54 | |
| Average | profit trade | 176.24 | loss trade | -608.54 | |
| Maximum | consecutive wins (profit in money) | 3 (528.72) | consecutive losses (loss in money) | 1 (-608.54) | |
| Maximal | consecutive profit (count of wins) | 528.72 (3) | consecutive loss (count of losses) | -608.54 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 14:45 | buy | 1 | 1.00 | 1.00652 | 0.00000 | 1.00832 | ||
| 2 | 2009.12.04 14:50 | t/p | 1 | 1.00 | 1.00832 | 0.00000 | 1.00832 | 178.27 | 10178.27 |
| 3 | 2009.12.04 14:50 | buy | 2 | 1.00 | 1.01003 | 0.00000 | 1.01183 | ||
| 4 | 2009.12.04 16:45 | t/p | 2 | 1.00 | 1.01183 | 0.00000 | 1.01183 | 177.78 | 10356.05 |
| 5 | 2009.12.21 15:02 | buy | 3 | 1.00 | 1.04051 | 0.00000 | 1.04231 | ||
| 6 | 2009.12.21 15:20 | t/p | 3 | 1.00 | 1.04231 | 0.00000 | 1.04231 | 172.67 | 10528.72 |
| 7 | 2009.12.23 15:20 | buy | 4 | 1.00 | 1.04141 | 0.00000 | 1.04321 | ||
| 8 | 2009.12.31 18:57 | close at stop | 4 | 1.00 | 1.03506 | 0.00000 | 1.04321 | -608.54 | 9920.18 |