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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 83.09 | Gross profit | 334.09 | Gross loss | -251.00 |
| Profit factor | 1.33 | Expected payoff | 8.31 | ||
| Absolute drawdown | 61.96 | Maximal drawdown | 286.50 (2.77%) | Relative drawdown | 2.77% (286.50) |
| Total trades | 10 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 178.82 | loss trade | -80.84 | |
| Average | profit trade | 66.82 | loss trade | -50.20 | |
| Maximum | consecutive wins (profit in money) | 3 (52.10) | consecutive losses (loss in money) | 4 (-186.94) | |
| Maximal | consecutive profit (count of wins) | 281.99 (2) | consecutive loss (count of losses) | -186.94 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 15:00 | buy | 1 | 0.20 | 1.00867 | 1.00100 | 1.50000 | ||
| 2 | 2009.12.04 15:00 | buy | 2 | 0.20 | 1.00867 | 0.99830 | 1.50000 | ||
| 3 | 2009.12.04 19:00 | close | 1 | 0.20 | 1.01390 | 1.00100 | 1.50000 | 103.17 | 10103.17 |
| 4 | 2009.12.04 20:00 | close | 2 | 0.20 | 1.01777 | 0.99830 | 1.50000 | 178.82 | 10281.99 |
| 5 | 2009.12.08 19:00 | buy | 3 | 0.10 | 1.02640 | 1.01750 | 1.50000 | ||
| 6 | 2009.12.08 20:00 | buy | 4 | 0.10 | 1.02799 | 1.01620 | 1.50000 | ||
| 7 | 2009.12.09 11:00 | close | 3 | 0.10 | 1.02383 | 1.01750 | 1.50000 | -25.05 | 10256.94 |
| 8 | 2009.12.09 11:00 | close | 4 | 0.10 | 1.02383 | 1.01620 | 1.50000 | -40.58 | 10216.36 |
| 9 | 2009.12.11 16:00 | buy | 5 | 0.20 | 1.03249 | 1.02270 | 1.50000 | ||
| 10 | 2009.12.11 17:00 | buy | 6 | 0.20 | 1.03457 | 1.02670 | 1.50000 | ||
| 11 | 2009.12.14 09:00 | close | 6 | 0.20 | 1.03040 | 1.02670 | 1.50000 | -80.84 | 10135.52 |
| 12 | 2009.12.14 09:00 | close | 5 | 0.20 | 1.03040 | 1.02270 | 1.50000 | -40.47 | 10095.05 |
| 13 | 2009.12.15 14:00 | buy | 7 | 0.10 | 1.04107 | 1.03360 | 1.50000 | ||
| 14 | 2009.12.16 09:00 | close | 7 | 0.10 | 1.04193 | 1.03360 | 1.50000 | 8.30 | 10103.35 |
| 15 | 2009.12.23 16:00 | sell | 8 | 0.10 | 1.04270 | 1.04970 | 0.50000 | ||
| 16 | 2009.12.23 18:00 | close | 8 | 0.10 | 1.03832 | 1.04970 | 0.50000 | 42.18 | 10145.53 |
| 17 | 2009.12.23 18:00 | sell | 9 | 0.10 | 1.03799 | 1.04710 | 0.50000 | ||
| 18 | 2009.12.24 09:00 | close | 9 | 0.10 | 1.03780 | 1.04710 | 0.50000 | 1.62 | 10147.15 |
| 19 | 2009.12.29 14:00 | sell | 10 | 0.10 | 1.02896 | 1.03560 | 0.50000 | ||
| 20 | 2009.12.29 17:15 | s/l | 10 | 0.10 | 1.03560 | 1.03560 | 0.50000 | -64.06 | 10083.09 |