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=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; 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 | 109.87 | Gross profit | 114.05 | Gross loss | -4.18 |
Profit factor | 27.29 | Expected payoff | 27.47 | ||
Absolute drawdown | 43.82 | Maximal drawdown | 85.11 (0.84%) | Relative drawdown | 0.84% (85.11) |
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 57.40 | loss trade | -3.48 | |
Average | profit trade | 57.03 | loss trade | -2.09 | |
Maximum | consecutive wins (profit in money) | 2 (114.05) | consecutive losses (loss in money) | 2 (-4.18) | |
Maximal | consecutive profit (count of wins) | 114.05 (2) | consecutive loss (count of losses) | -4.18 (2) | |
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 | 1.00590 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:05 | sell | 2 | 0.02 | 1.00476 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:43 | sell | 3 | 0.02 | 1.00391 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 01:42 | close | 2 | 0.02 | 1.00511 | 0.00000 | 0.00000 | -0.70 | 9999.30 |
5 | 2009.12.01 01:45 | close | 3 | 0.02 | 1.00566 | 0.00000 | 0.00000 | -3.48 | 9995.82 |
6 | 2009.12.01 01:47 | buy | 4 | 0.02 | 1.00552 | 0.00000 | 0.00000 | ||
7 | 2009.12.31 18:57 | close at stop | 4 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 57.40 | 10053.22 |
8 | 2009.12.31 18:57 | close at stop | 1 | 0.02 | 1.03506 | 0.00000 | 0.00000 | 56.66 | 10109.87 |