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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=80; UseTrailingStop=false; TrailingStopType=1; TrailingStop=25; TakeProfit=0; Slippage=3; SignalCandle=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2950.85 | Gross profit | 3748.91 | Gross loss | -798.06 |
| Profit factor | 4.70 | Expected payoff | 268.26 | ||
| Absolute drawdown | 856.30 | Maximal drawdown | 2107.88 (14.66%) | Relative drawdown | 14.66% (2107.88) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (9.09%) |
| Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
| Largest | profit trade | 3748.91 | loss trade | -80.25 | |
| Average | profit trade | 3748.91 | loss trade | -79.81 | |
| Maximum | consecutive wins (profit in money) | 1 (3748.91) | consecutive losses (loss in money) | 10 (-798.06) | |
| Maximal | consecutive profit (count of wins) | 3748.91 (1) | consecutive loss (count of losses) | -798.06 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 10 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.00516 | 1.00436 | 0.00000 | ||
| 2 | 2009.12.01 00:33 | s/l | 1 | 1.00 | 1.00436 | 1.00436 | 0.00000 | -79.66 | 9920.34 |
| 3 | 2009.12.01 00:33 | buy | 2 | 1.00 | 1.00450 | 1.00370 | 0.00000 | ||
| 4 | 2009.12.01 00:46 | s/l | 2 | 1.00 | 1.00370 | 1.00370 | 0.00000 | -79.76 | 9840.58 |
| 5 | 2009.12.01 00:46 | buy | 3 | 1.00 | 1.00314 | 1.00234 | 0.00000 | ||
| 6 | 2009.12.01 08:16 | s/l | 3 | 1.00 | 1.00234 | 1.00234 | 0.00000 | -79.82 | 9760.76 |
| 7 | 2009.12.01 08:16 | buy | 4 | 1.00 | 1.00243 | 1.00163 | 0.00000 | ||
| 8 | 2009.12.01 09:16 | s/l | 4 | 1.00 | 1.00163 | 1.00163 | 0.00000 | -79.90 | 9680.86 |
| 9 | 2009.12.01 09:16 | buy | 5 | 1.00 | 1.00136 | 1.00056 | 0.00000 | ||
| 10 | 2009.12.01 09:50 | s/l | 5 | 1.00 | 1.00056 | 1.00056 | 0.00000 | -79.99 | 9600.87 |
| 11 | 2009.12.01 09:50 | buy | 6 | 1.00 | 1.00025 | 0.99945 | 0.00000 | ||
| 12 | 2009.12.01 11:20 | s/l | 6 | 1.00 | 0.99945 | 0.99945 | 0.00000 | -80.06 | 9520.81 |
| 13 | 2009.12.01 11:20 | buy | 7 | 1.00 | 0.99942 | 0.99862 | 0.00000 | ||
| 14 | 2009.12.01 16:50 | s/l | 7 | 1.00 | 0.99862 | 0.99862 | 0.00000 | -80.12 | 9440.69 |
| 15 | 2009.12.01 16:50 | buy | 8 | 1.00 | 0.99870 | 0.99790 | 0.00000 | ||
| 16 | 2009.12.01 17:15 | s/l | 8 | 1.00 | 0.99790 | 0.99790 | 0.00000 | -80.18 | 9360.51 |
| 17 | 2009.12.01 17:15 | buy | 9 | 1.00 | 0.99786 | 0.99706 | 0.00000 | ||
| 18 | 2009.12.01 17:20 | s/l | 9 | 1.00 | 0.99706 | 0.99706 | 0.00000 | -80.25 | 9280.26 |
| 19 | 2009.12.01 17:20 | buy | 10 | 1.00 | 0.99712 | 0.99632 | 0.00000 | ||
| 20 | 2009.12.03 14:32 | s/l | 10 | 1.00 | 0.99632 | 0.99632 | 0.00000 | -78.32 | 9201.94 |
| 21 | 2009.12.03 14:32 | buy | 11 | 1.00 | 0.99640 | 0.99560 | 0.00000 | ||
| 22 | 2009.12.31 18:57 | close at stop | 11 | 1.00 | 1.03506 | 0.99560 | 0.00000 | 3748.91 | 12950.85 |