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 | x="Настройки MACD:"; FastEMA=12; SlowEMA=24; predel=6; x1="Настройки MA:"; SMA1=50; SMA2=100; otstup=10; x2="Значение баров для расчета Стоп-Лосс :"; stoplossbars=6; x3="Коэффициент для расчета профит уровня и закрытия половины позиций:"; pprofitum=2; x4="фильтр по ADX:"; enable=0; periodADX=14; Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -923.02 | Gross profit | 948.60 | Gross loss | -1871.62 |
| Profit factor | 0.51 | Expected payoff | -131.86 | ||
| Absolute drawdown | 1701.40 | Maximal drawdown | 2431.47 (22.66%) | Relative drawdown | 22.66% (2431.47) |
| Total trades | 7 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 687.51 | loss trade | -477.70 | |
| Average | profit trade | 474.30 | loss trade | -374.32 | |
| Maximum | consecutive wins (profit in money) | 2 (948.60) | consecutive losses (loss in money) | 5 (-1871.62) | |
| Maximal | consecutive profit (count of wins) | 948.60 (2) | consecutive loss (count of losses) | -1871.62 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 1.00 | 1.00342 | 1.00737 | 0.00000 | ||
| 2 | 2009.12.03 23:00 | buy | 2 | 1.00 | 1.00131 | 0.99783 | 0.00000 | ||
| 3 | 2009.12.04 14:30 | s/l | 2 | 1.00 | 0.99783 | 0.99783 | 0.00000 | -348.37 | 9651.64 |
| 4 | 2009.12.04 14:50 | s/l | 1 | 1.00 | 1.00737 | 1.00737 | 0.00000 | -394.57 | 9257.07 |
| 5 | 2009.12.10 18:00 | buy | 3 | 1.00 | 1.02724 | 1.02367 | 0.00000 | ||
| 6 | 2009.12.11 13:20 | s/l | 3 | 1.00 | 1.02367 | 1.02367 | 0.00000 | -348.33 | 8908.74 |
| 7 | 2009.12.11 14:00 | sell | 4 | 1.00 | 1.02407 | 1.02718 | 0.00000 | ||
| 8 | 2009.12.11 14:45 | s/l | 4 | 1.00 | 1.02718 | 1.02718 | 0.00000 | -302.65 | 8606.09 |
| 9 | 2009.12.11 16:00 | buy | 5 | 1.00 | 1.03246 | 1.02340 | 0.00000 | ||
| 10 | 2009.12.21 01:00 | sell | 6 | 1.00 | 1.04025 | 1.04525 | 0.00000 | ||
| 11 | 2009.12.21 09:45 | s/l | 6 | 1.00 | 1.04525 | 1.04525 | 0.00000 | -477.70 | 8128.39 |
| 12 | 2009.12.23 14:00 | sell | 7 | 1.00 | 1.04255 | 1.04957 | 0.00000 | ||
| 13 | 2009.12.31 18:57 | close at stop | 7 | 1.00 | 1.03536 | 1.04957 | 0.00000 | 687.51 | 8815.90 |
| 14 | 2009.12.31 18:57 | close at stop | 5 | 1.00 | 1.03506 | 1.02340 | 0.00000 | 261.09 | 9076.99 |