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=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -181.21 | Gross profit | 73.13 | Gross loss | -254.34 |
Profit factor | 0.29 | Expected payoff | -45.30 | ||
Absolute drawdown | 470.54 | Maximal drawdown | 531.52 (5.28%) | Relative drawdown | 5.28% (531.52) |
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 | 65.38 | loss trade | -130.90 | |
Average | profit trade | 36.56 | loss trade | -127.17 | |
Maximum | consecutive wins (profit in money) | 1 (65.38) | consecutive losses (loss in money) | 1 (-130.90) | |
Maximal | consecutive profit (count of wins) | 65.38 (1) | consecutive loss (count of losses) | -130.90 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.29 16:02 | buy | 1 | 1.00 | 1.03256 | 0.00000 | 0.00000 | ||
2 | 2009.12.29 17:05 | modify | 1 | 1.00 | 1.03256 | 1.03264 | 0.00000 | ||
3 | 2009.12.29 17:07 | s/l | 1 | 1.00 | 1.03264 | 1.03264 | 0.00000 | 7.75 | 10007.75 |
4 | 2009.12.30 08:20 | sell | 2 | 1.00 | 1.03764 | 0.00000 | 0.00000 | ||
5 | 2009.12.30 08:30 | close | 2 | 1.00 | 1.03900 | 0.00000 | 0.00000 | -130.90 | 9876.85 |
6 | 2009.12.30 13:07 | buy | 3 | 1.00 | 1.03990 | 0.00000 | 0.00000 | ||
7 | 2009.12.30 16:45 | modify | 3 | 1.00 | 1.03990 | 1.04058 | 0.00000 | ||
8 | 2009.12.30 17:02 | s/l | 3 | 1.00 | 1.04058 | 1.04058 | 0.00000 | 65.38 | 9942.23 |
9 | 2009.12.30 18:32 | sell | 4 | 1.00 | 1.03563 | 0.00000 | 0.00000 | ||
10 | 2009.12.30 18:35 | close | 4 | 1.00 | 1.03691 | 0.00000 | 0.00000 | -123.44 | 9818.79 |