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=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -96.91 | Gross profit | 0.39 | Gross loss | -97.30 |
| Profit factor | 0.00 | Expected payoff | -16.15 | ||
| Absolute drawdown | 96.91 | Maximal drawdown | 96.91 (0.97%) | Relative drawdown | 0.97% (96.91) |
| Total trades | 6 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (16.67%) | Loss trades (% of total) | 5 (83.33%) | ||
| Largest | profit trade | 0.39 | loss trade | -20.02 | |
| Average | profit trade | 0.39 | loss trade | -19.46 | |
| Maximum | consecutive wins (profit in money) | 1 (0.39) | consecutive losses (loss in money) | 3 (-58.95) | |
| Maximal | consecutive profit (count of wins) | 0.39 (1) | consecutive loss (count of losses) | -58.95 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 09:00 | sell | 1 | 0.10 | 0.99712 | 0.99912 | 0.99412 | ||
| 2 | 2009.12.03 09:20 | s/l | 1 | 0.10 | 0.99912 | 0.99912 | 0.99412 | -20.02 | 9979.98 |
| 3 | 2009.12.11 00:00 | sell | 2 | 0.10 | 1.02573 | 1.02773 | 1.02273 | ||
| 4 | 2009.12.11 02:16 | s/l | 2 | 0.10 | 1.02773 | 1.02773 | 1.02273 | -19.46 | 9960.52 |
| 5 | 2009.12.11 11:00 | sell | 3 | 0.10 | 1.02503 | 1.02703 | 1.02203 | ||
| 6 | 2009.12.11 14:40 | s/l | 3 | 0.10 | 1.02703 | 1.02703 | 1.02203 | -19.47 | 9941.05 |
| 7 | 2009.12.15 10:00 | buy | 4 | 0.10 | 1.03966 | 1.03766 | 1.04266 | ||
| 8 | 2009.12.15 10:37 | modify | 4 | 0.10 | 1.03966 | 1.03970 | 1.04266 | ||
| 9 | 2009.12.15 10:45 | s/l | 4 | 0.10 | 1.03970 | 1.03970 | 1.04266 | 0.39 | 9941.44 |
| 10 | 2009.12.17 05:00 | buy | 5 | 0.10 | 1.04608 | 1.04408 | 1.04908 | ||
| 11 | 2009.12.17 05:07 | s/l | 5 | 0.10 | 1.04408 | 1.04408 | 1.04908 | -19.16 | 9922.28 |
| 12 | 2009.12.21 14:00 | sell | 6 | 0.10 | 1.04008 | 1.04208 | 1.03708 | ||
| 13 | 2009.12.21 14:32 | s/l | 6 | 0.10 | 1.04208 | 1.04208 | 1.03708 | -19.19 | 9903.09 |