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=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 | 129.98 | Gross profit | 486.71 | Gross loss | -356.73 |
| Profit factor | 1.36 | Expected payoff | 10.83 | ||
| Absolute drawdown | 434.63 | Maximal drawdown | 804.21 (7.76%) | Relative drawdown | 7.76% (804.21) |
| 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 | 50.05 | loss trade | -206.19 | |
| Average | profit trade | 48.67 | loss trade | -178.37 | |
| Maximum | consecutive wins (profit in money) | 6 (286.90) | consecutive losses (loss in money) | 1 (-206.19) | |
| Maximal | consecutive profit (count of wins) | 286.90 (6) | consecutive loss (count of losses) | -206.19 (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 | 1.00 | 1.00423 | 0.00000 | 1.00373 | ||
| 2 | 2009.12.01 08:03 | t/p | 1 | 1.00 | 1.00373 | 0.00000 | 1.00373 | 49.82 | 10049.82 |
| 3 | 2009.12.03 02:00 | sell | 2 | 1.00 | 0.99953 | 0.00000 | 0.99903 | ||
| 4 | 2009.12.03 05:02 | t/p | 2 | 1.00 | 0.99903 | 0.00000 | 0.99903 | 50.05 | 10099.87 |
| 5 | 2009.12.03 15:00 | buy | 3 | 1.00 | 0.99945 | 0.00000 | 0.99995 | ||
| 6 | 2009.12.03 15:15 | t/p | 3 | 1.00 | 0.99995 | 0.00000 | 0.99995 | 49.99 | 10149.86 |
| 7 | 2009.12.03 15:15 | buy | 4 | 1.00 | 1.00042 | 0.00000 | 1.00092 | ||
| 8 | 2009.12.03 15:20 | t/p | 4 | 1.00 | 1.00092 | 0.00000 | 1.00092 | 49.95 | 10199.81 |
| 9 | 2009.12.03 15:20 | buy | 5 | 1.00 | 1.00131 | 0.00000 | 1.00181 | ||
| 10 | 2009.12.04 08:05 | close | 5 | 1.00 | 0.99980 | 0.00000 | 1.00181 | -150.54 | 10049.28 |
| 11 | 2009.12.09 22:02 | sell | 6 | 1.00 | 1.02609 | 0.00000 | 1.02559 | ||
| 12 | 2009.12.10 01:32 | t/p | 6 | 1.00 | 1.02559 | 0.00000 | 1.02559 | 46.70 | 10095.98 |
| 13 | 2009.12.10 10:00 | sell | 7 | 1.00 | 1.02662 | 0.00000 | 1.02612 | ||
| 14 | 2009.12.10 11:20 | t/p | 7 | 1.00 | 1.02612 | 0.00000 | 1.02612 | 48.76 | 10144.74 |
| 15 | 2009.12.10 21:20 | sell | 8 | 1.00 | 1.02578 | 0.00000 | 1.02528 | ||
| 16 | 2009.12.11 09:50 | t/p | 8 | 1.00 | 1.02528 | 0.00000 | 1.02528 | 48.07 | 10192.80 |
| 17 | 2009.12.21 07:02 | buy | 9 | 1.00 | 1.04310 | 0.00000 | 1.04360 | ||
| 18 | 2009.12.21 09:40 | t/p | 9 | 1.00 | 1.04360 | 0.00000 | 1.04360 | 47.87 | 10240.67 |
| 19 | 2009.12.21 09:40 | buy | 10 | 1.00 | 1.04486 | 0.00000 | 1.04536 | ||
| 20 | 2009.12.21 09:45 | t/p | 10 | 1.00 | 1.04536 | 0.00000 | 1.04536 | 47.79 | 10288.46 |
| 21 | 2009.12.21 09:45 | buy | 11 | 1.00 | 1.04661 | 0.00000 | 1.04711 | ||
| 22 | 2009.12.21 09:50 | t/p | 11 | 1.00 | 1.04711 | 0.00000 | 1.04711 | 47.71 | 10336.17 |
| 23 | 2009.12.21 09:52 | buy | 12 | 1.00 | 1.04719 | 0.00000 | 1.04769 | ||
| 24 | 2009.12.22 04:02 | close | 12 | 1.00 | 1.04503 | 0.00000 | 1.04769 | -206.19 | 10129.98 |