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 | Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; 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 | 24.66 | Gross profit | 323.89 | Gross loss | -299.23 |
| Profit factor | 1.08 | Expected payoff | 2.47 | ||
| Absolute drawdown | 125.68 | Maximal drawdown | 299.50 (2.90%) | Relative drawdown | 2.90% (299.50) |
| Total trades | 10 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 3 (30.00%) | Loss trades (% of total) | 7 (70.00%) | ||
| Largest | profit trade | 161.92 | loss trade | -97.53 | |
| Average | profit trade | 107.96 | loss trade | -42.75 | |
| Maximum | consecutive wins (profit in money) | 2 (323.84) | consecutive losses (loss in money) | 3 (-198.18) | |
| Maximal | consecutive profit (count of wins) | 323.84 (2) | consecutive loss (count of losses) | -198.18 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 20:00 | sell | 1 | 0.10 | 0.99747 | 1.00370 | 0.50000 | ||
| 2 | 2009.12.02 09:00 | close | 1 | 0.10 | 1.00042 | 1.00370 | 0.50000 | -29.56 | 9970.44 |
| 3 | 2009.12.04 15:00 | buy | 2 | 0.20 | 1.00953 | 1.00390 | 1.50000 | ||
| 4 | 2009.12.04 15:00 | buy | 3 | 0.20 | 1.00953 | 0.99910 | 1.50000 | ||
| 5 | 2009.12.04 20:00 | close | 2 | 0.20 | 1.01777 | 1.00390 | 1.50000 | 161.92 | 10132.36 |
| 6 | 2009.12.04 20:00 | close | 3 | 0.20 | 1.01777 | 0.99910 | 1.50000 | 161.92 | 10294.28 |
| 7 | 2009.12.08 17:00 | buy | 4 | 0.10 | 1.02593 | 1.01930 | 1.50000 | ||
| 8 | 2009.12.09 11:00 | close | 4 | 0.10 | 1.02383 | 1.01930 | 1.50000 | -20.46 | 10273.82 |
| 9 | 2009.12.11 17:00 | buy | 5 | 0.20 | 1.03543 | 1.02960 | 1.50000 | ||
| 10 | 2009.12.11 17:00 | buy | 6 | 0.20 | 1.03543 | 1.02560 | 1.50000 | ||
| 11 | 2009.12.14 07:00 | close | 5 | 0.20 | 1.03129 | 1.02960 | 1.50000 | -80.19 | 10193.63 |
| 12 | 2009.12.14 09:00 | close | 6 | 0.20 | 1.03040 | 1.02560 | 1.50000 | -97.53 | 10096.10 |
| 13 | 2009.12.15 14:00 | buy | 7 | 0.10 | 1.04193 | 1.03640 | 1.50000 | ||
| 14 | 2009.12.16 09:00 | close | 7 | 0.10 | 1.04193 | 1.03640 | 1.50000 | 0.05 | 10096.15 |
| 15 | 2009.12.23 18:00 | sell | 8 | 0.10 | 1.03799 | 1.04320 | 0.50000 | ||
| 16 | 2009.12.23 18:00 | sell | 9 | 0.10 | 1.03799 | 1.04710 | 0.50000 | ||
| 17 | 2009.12.24 10:00 | close | 8 | 0.10 | 1.03893 | 1.04320 | 0.50000 | -9.26 | 10086.89 |
| 18 | 2009.12.24 10:00 | close | 9 | 0.10 | 1.03893 | 1.04710 | 0.50000 | -9.26 | 10077.63 |
| 19 | 2009.12.24 14:00 | sell | 10 | 0.10 | 1.03270 | 1.03820 | 0.50000 | ||
| 20 | 2009.12.24 15:40 | s/l | 10 | 0.10 | 1.03820 | 1.03820 | 0.50000 | -52.97 | 10024.66 |