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; p=23; TakeProfit=980; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -207.78 | Gross profit | 123.02 | Gross loss | -330.80 |
Profit factor | 0.37 | Expected payoff | -34.63 | ||
Absolute drawdown | 981.32 | Maximal drawdown | 1050.51 (10.43%) | Relative drawdown | 10.43% (1050.51) |
Total trades | 6 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 66.32 | loss trade | -194.05 | |
Average | profit trade | 41.01 | loss trade | -110.27 | |
Maximum | consecutive wins (profit in money) | 2 (118.43) | consecutive losses (loss in money) | 3 (-330.80) | |
Maximal | consecutive profit (count of wins) | 118.43 (2) | consecutive loss (count of losses) | -330.80 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 04:00 | sell | 1 | 0.10 | 1.01468 | 0.00000 | 1.00488 | ||
2 | 2009.12.07 15:00 | sell | 2 | 0.10 | 1.02144 | 0.00000 | 1.01164 | ||
3 | 2009.12.11 19:00 | sell | 3 | 0.10 | 1.03388 | 0.00000 | 1.02408 | ||
4 | 2009.12.15 16:00 | sell | 4 | 0.10 | 1.04009 | 0.00000 | 1.03029 | ||
5 | 2009.12.15 19:00 | sell | 5 | 0.10 | 1.04156 | 0.00000 | 1.03176 | ||
6 | 2009.12.24 15:00 | close | 5 | 0.10 | 1.03462 | 0.00000 | 1.03176 | 66.32 | 10066.32 |
7 | 2009.12.24 15:00 | close | 4 | 0.10 | 1.03462 | 0.00000 | 1.03029 | 52.11 | 10118.43 |
8 | 2009.12.24 15:00 | close | 3 | 0.10 | 1.03462 | 0.00000 | 1.02408 | -8.05 | 10110.37 |
9 | 2009.12.24 15:00 | close | 2 | 0.10 | 1.03462 | 0.00000 | 1.01164 | -128.71 | 9981.67 |
10 | 2009.12.24 15:00 | close | 1 | 0.10 | 1.03462 | 0.00000 | 1.00488 | -194.05 | 9787.62 |
11 | 2009.12.24 15:00 | buy | 6 | 0.10 | 1.03462 | 0.00000 | 1.04442 | ||
12 | 2009.12.31 18:57 | close at stop | 6 | 0.10 | 1.03506 | 0.00000 | 1.04442 | 4.60 | 9792.22 |