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; StartHour=0; EndHour=8; TargetLevel=200; MagicNumber=17589; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -31.11 | Gross profit | 125.76 | Gross loss | -156.86 |
| Profit factor | 0.80 | Expected payoff | -3.46 | ||
| Absolute drawdown | 49.29 | Maximal drawdown | 236.76 (2.32%) | Relative drawdown | 2.32% (236.76) |
| Total trades | 9 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 125.22 | loss trade | -74.11 | |
| Average | profit trade | 20.96 | loss trade | -52.29 | |
| Maximum | consecutive wins (profit in money) | 5 (125.62) | consecutive losses (loss in money) | 2 (-121.56) | |
| Maximal | consecutive profit (count of wins) | 125.62 (5) | consecutive loss (count of losses) | -121.56 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 08:17 | buy | 1 | 0.10 | 1.00106 | 0.99600 | 0.00000 | ||
| 2 | 2009.12.02 17:20 | modify | 1 | 0.10 | 1.00106 | 1.00107 | 0.00000 | ||
| 3 | 2009.12.02 17:27 | s/l | 1 | 0.10 | 1.00107 | 1.00107 | 0.00000 | 0.10 | 10000.10 |
| 4 | 2009.12.07 09:10 | buy | 2 | 0.10 | 1.01865 | 1.00988 | 0.00000 | ||
| 5 | 2009.12.07 09:45 | modify | 2 | 0.10 | 1.01865 | 1.01866 | 0.00000 | ||
| 6 | 2009.12.07 16:32 | s/l | 2 | 0.10 | 1.01866 | 1.01866 | 0.00000 | 0.10 | 10000.20 |
| 7 | 2009.12.08 08:20 | buy | 3 | 0.10 | 1.02144 | 1.01282 | 0.00000 | ||
| 8 | 2009.12.08 14:10 | modify | 3 | 0.10 | 1.02144 | 1.02145 | 0.00000 | ||
| 9 | 2009.12.11 15:13 | modify | 3 | 0.10 | 1.02144 | 1.02742 | 0.00000 | ||
| 10 | 2009.12.15 09:10 | modify | 3 | 0.10 | 1.02144 | 1.03435 | 0.00000 | ||
| 11 | 2009.12.16 17:20 | s/l | 3 | 0.10 | 1.03435 | 1.03435 | 0.00000 | 125.22 | 10125.42 |
| 12 | 2009.12.21 09:40 | buy | 4 | 0.10 | 1.04581 | 1.03529 | 0.00000 | ||
| 13 | 2009.12.21 09:50 | modify | 4 | 0.10 | 1.04581 | 1.04582 | 0.00000 | ||
| 14 | 2009.12.21 09:57 | s/l | 4 | 0.10 | 1.04582 | 1.04582 | 0.00000 | 0.10 | 10125.52 |
| 15 | 2009.12.22 08:07 | buy | 5 | 0.10 | 1.04813 | 1.04276 | 0.00000 | ||
| 16 | 2009.12.22 13:40 | modify | 5 | 0.10 | 1.04813 | 1.04814 | 0.00000 | ||
| 17 | 2009.12.22 14:33 | s/l | 5 | 0.10 | 1.04814 | 1.04814 | 0.00000 | 0.10 | 10125.62 |
| 18 | 2009.12.29 17:05 | sell | 6 | 0.10 | 1.03319 | 1.04039 | 0.00000 | ||
| 19 | 2009.12.29 17:27 | close | 6 | 0.10 | 1.03685 | 1.04039 | 0.00000 | -35.30 | 10090.32 |
| 20 | 2009.12.29 17:27 | buy | 7 | 0.10 | 1.03685 | 1.03146 | 0.00000 | ||
| 21 | 2009.12.30 03:20 | modify | 7 | 0.10 | 1.03685 | 1.03686 | 0.00000 | ||
| 22 | 2009.12.30 08:50 | s/l | 7 | 0.10 | 1.03686 | 1.03686 | 0.00000 | 0.14 | 10090.46 |
| 23 | 2009.12.30 09:02 | sell | 8 | 0.10 | 1.03605 | 1.04372 | 0.00000 | ||
| 24 | 2009.12.30 15:50 | close | 8 | 0.10 | 1.04099 | 1.04372 | 0.00000 | -47.45 | 10043.01 |
| 25 | 2009.12.30 15:50 | buy | 9 | 0.10 | 1.04099 | 1.03332 | 0.00000 | ||
| 26 | 2009.12.31 07:33 | s/l | 9 | 0.10 | 1.03332 | 1.03332 | 0.00000 | -74.11 | 9968.89 |