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=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3292.49 | Gross profit | 2918.54 | Gross loss | -6211.04 |
| Profit factor | 0.47 | Expected payoff | -329.25 | ||
| Absolute drawdown | 3627.08 | Maximal drawdown | 4617.99 (42.02%) | Relative drawdown | 42.02% (4617.99) |
| Total trades | 10 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 3 (30.00%) | Loss trades (% of total) | 7 (70.00%) | ||
| Largest | profit trade | 990.91 | loss trade | -972.10 | |
| Average | profit trade | 972.85 | loss trade | -887.29 | |
| Maximum | consecutive wins (profit in money) | 2 (1927.63) | consecutive losses (loss in money) | 5 (-4816.29) | |
| Maximal | consecutive profit (count of wins) | 1927.63 (2) | consecutive loss (count of losses) | -4816.29 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 18:00 | buy | 1 | 1.00 | 1.00101 | 0.99101 | 1.01101 | ||
| 2 | 2009.12.04 15:20 | t/p | 1 | 1.00 | 1.01101 | 0.99101 | 1.01101 | 990.91 | 10990.91 |
| 3 | 2009.12.08 12:00 | sell | 2 | 1.00 | 1.01868 | 1.02868 | 1.00868 | ||
| 4 | 2009.12.08 20:50 | s/l | 2 | 1.00 | 1.02868 | 1.02868 | 1.00868 | -972.10 | 10018.81 |
| 5 | 2009.12.14 19:00 | sell | 3 | 1.00 | 1.03153 | 1.04153 | 1.02153 | ||
| 6 | 2009.12.15 17:20 | s/l | 3 | 1.00 | 1.04153 | 1.04153 | 1.02153 | -960.38 | 9058.43 |
| 7 | 2009.12.16 13:00 | sell | 4 | 1.00 | 1.03777 | 1.04777 | 1.02777 | ||
| 8 | 2009.12.17 05:50 | s/l | 4 | 1.00 | 1.04777 | 1.04777 | 1.02777 | -956.05 | 8102.38 |
| 9 | 2009.12.21 02:00 | sell | 5 | 1.00 | 1.04169 | 1.05169 | 1.03169 | ||
| 10 | 2009.12.21 02:00 | sell | 6 | 1.00 | 1.04169 | 1.05169 | 1.03169 | ||
| 11 | 2009.12.22 01:00 | buy | 7 | 1.00 | 1.04560 | 1.03560 | 1.05560 | ||
| 12 | 2009.12.22 02:00 | buy | 8 | 1.00 | 1.04535 | 1.03535 | 1.05535 | ||
| 13 | 2009.12.24 10:45 | s/l | 7 | 1.00 | 1.03560 | 1.03560 | 1.05560 | -963.64 | 7138.74 |
| 14 | 2009.12.24 10:50 | s/l | 8 | 1.00 | 1.03535 | 1.03535 | 1.05535 | -964.12 | 6174.62 |
| 15 | 2009.12.29 08:45 | t/p | 5 | 1.00 | 1.03169 | 1.05169 | 1.03169 | 963.82 | 7138.43 |
| 16 | 2009.12.29 08:45 | t/p | 6 | 1.00 | 1.03169 | 1.05169 | 1.03169 | 963.82 | 8102.25 |
| 17 | 2009.12.30 03:00 | buy | 9 | 1.00 | 1.03874 | 1.02874 | 1.04874 | ||
| 18 | 2009.12.31 09:00 | sell | 10 | 1.00 | 1.03079 | 1.04079 | 1.02079 | ||
| 19 | 2009.12.31 12:32 | s/l | 9 | 1.00 | 1.02874 | 1.02874 | 1.04874 | -970.66 | 7131.58 |
| 20 | 2009.12.31 18:57 | close at stop | 10 | 1.00 | 1.03518 | 1.04079 | 1.02079 | -424.08 | 6707.50 |