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 | StopLoss=0; TakeProfit=11; Percent=100; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8950.60 | Gross profit | 1735.04 | Gross loss | -10685.64 |
Profit factor | 0.16 | Expected payoff | -2237.65 | ||
Absolute drawdown | 8950.60 | Maximal drawdown | 10685.64 (91.06%) | Relative drawdown | 91.06% (10685.64) |
Total trades | 4 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 609.85 | loss trade | -10685.64 | |
Average | profit trade | 578.35 | loss trade | -10685.64 | |
Maximum | consecutive wins (profit in money) | 3 (1735.04) | consecutive losses (loss in money) | 1 (-10685.64) | |
Maximal | consecutive profit (count of wins) | 1735.04 (3) | consecutive loss (count of losses) | -10685.64 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 50.00 | 1.00496 | 0.00000 | 1.00485 | ||
2 | 2009.12.01 00:33 | t/p | 1 | 50.00 | 1.00485 | 0.00000 | 1.00485 | 547.48 | 10547.48 |
3 | 2009.12.01 00:33 | sell | 2 | 52.73 | 1.00430 | 0.00000 | 1.00419 | ||
4 | 2009.12.01 00:40 | t/p | 2 | 52.73 | 1.00419 | 0.00000 | 1.00419 | 577.71 | 11125.19 |
5 | 2009.12.01 00:40 | sell | 3 | 55.62 | 1.00372 | 0.00000 | 1.00361 | ||
6 | 2009.12.01 00:46 | t/p | 3 | 55.62 | 1.00361 | 0.00000 | 1.00361 | 609.85 | 11735.04 |
7 | 2009.12.01 00:46 | sell | 4 | 58.67 | 1.00294 | 0.00000 | 1.00283 | ||
8 | 2009.12.01 01:45 | close at stop | 4 | 58.67 | 1.00477 | 0.00000 | 1.00283 | -10685.64 | 1049.40 |