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; Risk=0.1; Sl=100; Tp=0; bu=0; magic=78977; PriseShift=10; AutoLot=false; CloseEndDay=true; BU=false; MaPeriod=22; MaShift=1; Fast=12; Slow=26; Signal=9; MacdShift=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -76.09 | Gross profit | 16.80 | Gross loss | -92.89 |
| Profit factor | 0.18 | Expected payoff | -8.45 | ||
| Absolute drawdown | 76.09 | Maximal drawdown | 103.98 (1.04%) | Relative drawdown | 1.04% (103.98) |
| Total trades | 9 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (11.11%) | Loss trades (% of total) | 8 (88.89%) | ||
| Largest | profit trade | 16.80 | loss trade | -11.92 | |
| Average | profit trade | 16.80 | loss trade | -11.61 | |
| Maximum | consecutive wins (profit in money) | 1 (16.80) | consecutive losses (loss in money) | 5 (-57.20) | |
| Maximal | consecutive profit (count of wins) | 16.80 (1) | consecutive loss (count of losses) | -57.20 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:00 | buy | 1 | 0.10 | 1.00456 | 1.00337 | 0.00000 | ||
| 2 | 2009.12.01 08:03 | s/l | 1 | 0.10 | 1.00337 | 1.00337 | 0.00000 | -11.86 | 9988.14 |
| 3 | 2009.12.03 10:00 | sell | 2 | 0.10 | 0.99783 | 0.99902 | 0.00000 | ||
| 4 | 2009.12.03 14:45 | s/l | 2 | 0.10 | 0.99902 | 0.99902 | 0.00000 | -11.91 | 9976.23 |
| 5 | 2009.12.04 04:00 | buy | 3 | 0.10 | 1.00022 | 0.99903 | 0.00000 | ||
| 6 | 2009.12.04 08:20 | s/l | 3 | 0.10 | 0.99903 | 0.99903 | 0.00000 | -11.92 | 9964.31 |
| 7 | 2009.12.17 08:00 | buy | 4 | 0.10 | 1.04567 | 1.04448 | 0.00000 | ||
| 8 | 2009.12.17 23:00 | close | 4 | 0.10 | 1.04743 | 1.04448 | 0.00000 | 16.80 | 9981.11 |
| 9 | 2009.12.18 09:00 | sell | 5 | 0.10 | 1.04231 | 1.04350 | 0.00000 | ||
| 10 | 2009.12.18 12:50 | s/l | 5 | 0.10 | 1.04350 | 1.04350 | 0.00000 | -11.40 | 9969.71 |
| 11 | 2009.12.22 00:00 | buy | 6 | 0.10 | 1.04613 | 1.04494 | 0.00000 | ||
| 12 | 2009.12.22 02:50 | s/l | 6 | 0.10 | 1.04494 | 1.04494 | 0.00000 | -11.39 | 9958.32 |
| 13 | 2009.12.23 19:00 | sell | 7 | 0.10 | 1.03739 | 1.03858 | 0.00000 | ||
| 14 | 2009.12.23 19:37 | s/l | 7 | 0.10 | 1.03858 | 1.03858 | 0.00000 | -11.46 | 9946.86 |
| 15 | 2009.12.30 02:00 | buy | 8 | 0.10 | 1.03882 | 1.03763 | 0.00000 | ||
| 16 | 2009.12.30 07:20 | s/l | 8 | 0.10 | 1.03763 | 1.03763 | 0.00000 | -11.47 | 9935.39 |
| 17 | 2009.12.31 07:00 | sell | 9 | 0.10 | 1.03446 | 1.03565 | 0.00000 | ||
| 18 | 2009.12.31 16:15 | s/l | 9 | 0.10 | 1.03565 | 1.03565 | 0.00000 | -11.48 | 9923.91 |