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=0.02; maxcount=10; pipstep=50; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=1000; use_sessionSL=false; sessionSL=300; useinvalues=false; inmax=0; inmin=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 138.48 | Gross profit | 367.26 | Gross loss | -228.78 |
Profit factor | 1.61 | Expected payoff | 13.85 | ||
Absolute drawdown | 13.85 | Maximal drawdown | 84.73 (0.83%) | Relative drawdown | 0.83% (84.73) |
Total trades | 10 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 64.80 | loss trade | -59.21 | |
Average | profit trade | 61.21 | loss trade | -57.20 | |
Maximum | consecutive wins (profit in money) | 3 (180.81) | consecutive losses (loss in money) | 3 (-169.57) | |
Maximal | consecutive profit (count of wins) | 180.81 (3) | consecutive loss (count of losses) | -169.57 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:02 | buy | 1 | 0.02 | 1.00483 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:05 | sell | 2 | 0.02 | 1.00476 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:36 | buy | 3 | 0.02 | 1.00462 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:43 | buy | 4 | 0.02 | 1.00403 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:50 | buy | 5 | 0.02 | 1.00345 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 03:22 | sell | 6 | 0.02 | 1.00533 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 06:17 | sell | 7 | 0.02 | 1.00630 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 06:22 | sell | 8 | 0.02 | 1.00683 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 08:20 | buy | 9 | 0.02 | 1.00266 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 09:20 | buy | 10 | 0.02 | 1.00169 | 0.00000 | 0.00000 | ||
11 | 2009.12.31 18:57 | close at stop | 10 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 64.80 | 10064.80 |
12 | 2009.12.31 18:57 | close at stop | 9 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 62.93 | 10127.72 |
13 | 2009.12.31 18:57 | close at stop | 8 | 0.02 | 1.03518 | 0.00000 | 0.00000 | -55.21 | 10072.51 |
14 | 2009.12.31 18:57 | close at stop | 7 | 0.02 | 1.03518 | 0.00000 | 0.00000 | -56.24 | 10016.27 |
15 | 2009.12.31 18:57 | close at stop | 6 | 0.02 | 1.03518 | 0.00000 | 0.00000 | -58.11 | 9958.15 |
16 | 2009.12.31 18:57 | close at stop | 5 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 61.40 | 10019.55 |
17 | 2009.12.31 18:57 | close at stop | 4 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 60.28 | 10079.83 |
18 | 2009.12.31 18:57 | close at stop | 3 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 59.14 | 10138.96 |
19 | 2009.12.31 18:57 | close at stop | 2 | 0.02 | 1.03518 | 0.00000 | 0.00000 | -59.21 | 10079.75 |
20 | 2009.12.31 18:57 | close at stop | 1 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 58.73 | 10138.48 |