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=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 11.04 | Gross profit | 48.67 | Gross loss | -37.63 |
| Profit factor | 1.29 | Expected payoff | 0.92 | ||
| Absolute drawdown | 45.42 | Maximal drawdown | 80.43 (0.80%) | Relative drawdown | 0.80% (80.43) |
| Total trades | 12 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 5.01 | loss trade | -21.58 | |
| Average | profit trade | 4.87 | loss trade | -18.82 | |
| Maximum | consecutive wins (profit in money) | 6 (28.69) | consecutive losses (loss in money) | 1 (-21.58) | |
| Maximal | consecutive profit (count of wins) | 28.69 (6) | consecutive loss (count of losses) | -21.58 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:45 | sell | 1 | 0.10 | 1.00423 | 0.00000 | 1.00373 | ||
| 2 | 2009.12.01 08:03 | t/p | 1 | 0.10 | 1.00373 | 0.00000 | 1.00373 | 4.98 | 10004.98 |
| 3 | 2009.12.03 02:00 | sell | 2 | 0.10 | 0.99953 | 0.00000 | 0.99903 | ||
| 4 | 2009.12.03 07:40 | t/p | 2 | 0.10 | 0.99903 | 0.00000 | 0.99903 | 5.01 | 10009.99 |
| 5 | 2009.12.03 15:00 | buy | 3 | 0.10 | 0.99955 | 0.00000 | 1.00005 | ||
| 6 | 2009.12.03 15:15 | t/p | 3 | 0.10 | 1.00005 | 0.00000 | 1.00005 | 5.00 | 10014.99 |
| 7 | 2009.12.03 15:15 | buy | 4 | 0.10 | 1.00052 | 0.00000 | 1.00102 | ||
| 8 | 2009.12.03 15:20 | t/p | 4 | 0.10 | 1.00102 | 0.00000 | 1.00102 | 4.99 | 10019.98 |
| 9 | 2009.12.03 15:20 | buy | 5 | 0.10 | 1.00141 | 0.00000 | 1.00191 | ||
| 10 | 2009.12.04 08:05 | close | 5 | 0.10 | 0.99980 | 0.00000 | 1.00191 | -16.05 | 10003.93 |
| 11 | 2009.12.09 22:02 | sell | 6 | 0.10 | 1.02609 | 0.00000 | 1.02559 | ||
| 12 | 2009.12.10 01:32 | t/p | 6 | 0.10 | 1.02559 | 0.00000 | 1.02559 | 4.67 | 10008.60 |
| 13 | 2009.12.10 10:00 | sell | 7 | 0.10 | 1.02662 | 0.00000 | 1.02612 | ||
| 14 | 2009.12.10 11:20 | t/p | 7 | 0.10 | 1.02612 | 0.00000 | 1.02612 | 4.88 | 10013.48 |
| 15 | 2009.12.10 21:20 | sell | 8 | 0.10 | 1.02578 | 0.00000 | 1.02528 | ||
| 16 | 2009.12.11 10:20 | t/p | 8 | 0.10 | 1.02528 | 0.00000 | 1.02528 | 4.81 | 10018.29 |
| 17 | 2009.12.21 07:02 | buy | 9 | 0.10 | 1.04320 | 0.00000 | 1.04370 | ||
| 18 | 2009.12.21 09:40 | t/p | 9 | 0.10 | 1.04370 | 0.00000 | 1.04370 | 4.78 | 10023.07 |
| 19 | 2009.12.21 09:40 | buy | 10 | 0.10 | 1.04496 | 0.00000 | 1.04546 | ||
| 20 | 2009.12.21 09:45 | t/p | 10 | 0.10 | 1.04546 | 0.00000 | 1.04546 | 4.78 | 10027.85 |
| 21 | 2009.12.21 09:45 | buy | 11 | 0.10 | 1.04671 | 0.00000 | 1.04721 | ||
| 22 | 2009.12.21 09:50 | t/p | 11 | 0.10 | 1.04721 | 0.00000 | 1.04721 | 4.77 | 10032.62 |
| 23 | 2009.12.21 09:52 | buy | 12 | 0.10 | 1.04729 | 0.00000 | 1.04779 | ||
| 24 | 2009.12.22 04:02 | close | 12 | 0.10 | 1.04503 | 0.00000 | 1.04779 | -21.58 | 10011.04 |