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 | Risk=25; Lots=0.1; Slippage=3; AccountIsMicro=false; UseMoneyManagement=false; DuplicateOrders=false; TakeProfit=15; TrailStopLoss=10; AllowPip=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2.73 | Gross profit | 291.32 | Gross loss | -294.06 |
| Profit factor | 0.99 | Expected payoff | -1.37 | ||
| Absolute drawdown | 2.75 | Maximal drawdown | 2.75 (0.03%) | Relative drawdown | 0.03% (2.75) |
| Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 291.32 | loss trade | -294.06 | |
| Average | profit trade | 291.32 | loss trade | -294.06 | |
| Maximum | consecutive wins (profit in money) | 1 (291.32) | consecutive losses (loss in money) | 1 (-294.06) | |
| Maximal | consecutive profit (count of wins) | 291.32 (1) | consecutive loss (count of losses) | -294.06 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.00507 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | sell | 2 | 0.10 | 1.00496 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.31 18:57 | close at stop | 2 | 0.10 | 1.03517 | 0.00000 | 0.00000 | -294.06 | 9705.94 |
| 4 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.03506 | 0.00000 | 0.00000 | 291.32 | 9997.27 |