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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6.07 | Gross profit | 14.61 | Gross loss | -8.54 |
| Profit factor | 1.71 | Expected payoff | 3.04 | ||
| Absolute drawdown | 4.64 | Maximal drawdown | 22.61 (0.23%) | Relative drawdown | 0.23% (22.61) |
| Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 14.61 | loss trade | -8.54 | |
| Average | profit trade | 14.61 | loss trade | -8.54 | |
| Maximum | consecutive wins (profit in money) | 1 (14.61) | consecutive losses (loss in money) | 1 (-8.54) | |
| Maximal | consecutive profit (count of wins) | 14.61 (1) | consecutive loss (count of losses) | -8.54 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.24 12:00 | sell | 1 | 0.10 | 1.03509 | 1.03597 | 0.00000 | ||
| 2 | 2009.12.24 13:00 | modify | 1 | 0.10 | 1.03509 | 1.03459 | 0.00000 | ||
| 3 | 2009.12.24 14:00 | modify | 1 | 0.10 | 1.03509 | 1.03358 | 0.00000 | ||
| 4 | 2009.12.24 14:16 | s/l | 1 | 0.10 | 1.03358 | 1.03358 | 0.00000 | 14.61 | 10014.61 |
| 5 | 2009.12.29 10:00 | sell | 2 | 0.10 | 1.02953 | 1.03041 | 0.00000 | ||
| 6 | 2009.12.29 10:20 | s/l | 2 | 0.10 | 1.03041 | 1.03041 | 0.00000 | -8.54 | 10006.07 |