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 | DMILevels=25; ADXLevel=15; lots=0.1; StopLoss=60; Slippage=4; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -17.51 | Gross profit | 0.00 | Gross loss | -17.51 |
| Profit factor | 0.00 | Expected payoff | -5.84 | ||
| Absolute drawdown | 17.51 | Maximal drawdown | 17.51 (0.18%) | Relative drawdown | 0.18% (17.51) |
| Total trades | 3 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -5.88 | |
| Average | profit trade | 0.00 | loss trade | -5.84 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-17.51) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -17.51 (3) | |
| Average | consecutive wins | 0 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.08 01:00 | sell | 1 | 0.10 | 1.01840 | 1.01900 | 0.00000 | ||
| 2 | 2009.12.08 01:03 | s/l | 1 | 0.10 | 1.01900 | 1.01900 | 0.00000 | -5.88 | 9994.12 |
| 3 | 2009.12.08 01:03 | sell | 2 | 0.10 | 1.01905 | 1.01965 | 0.00000 | ||
| 4 | 2009.12.08 01:16 | s/l | 2 | 0.10 | 1.01965 | 1.01965 | 0.00000 | -5.88 | 9988.24 |
| 5 | 2009.12.18 15:00 | buy | 3 | 0.10 | 1.04491 | 1.04431 | 0.00000 | ||
| 6 | 2009.12.18 15:10 | s/l | 3 | 0.10 | 1.04431 | 1.04431 | 0.00000 | -5.75 | 9982.49 |