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 | k=5; period=24; exp=0; open.close=0; SL_pp=0; visualize=true; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -746.11 | Gross profit | 2529.15 | Gross loss | -3275.26 |
Profit factor | 0.77 | Expected payoff | -82.90 | ||
Absolute drawdown | 937.46 | Maximal drawdown | 3252.83 (26.41%) | Relative drawdown | 26.41% (3252.83) |
Total trades | 9 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 3 (33.33%) | Loss trades (% of total) | 6 (66.67%) | ||
Largest | profit trade | 1680.17 | loss trade | -1006.12 | |
Average | profit trade | 843.05 | loss trade | -545.88 | |
Maximum | consecutive wins (profit in money) | 1 (1680.17) | consecutive losses (loss in money) | 3 (-1250.84) | |
Maximal | consecutive profit (count of wins) | 1680.17 (1) | consecutive loss (count of losses) | -1250.84 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 14:45 | buy | 1 | 1.00 | 1.00628 | 0.00000 | 0.00000 | ||
2 | 2009.12.11 13:20 | close | 1 | 1.00 | 1.02344 | 0.00000 | 0.00000 | 1680.17 | 11680.17 |
3 | 2009.12.11 13:20 | sell | 2 | 1.00 | 1.02344 | 0.00000 | 0.00000 | ||
4 | 2009.12.11 15:30 | close | 2 | 1.00 | 1.03144 | 0.00000 | 0.00000 | -775.61 | 10904.56 |
5 | 2009.12.11 15:30 | buy | 3 | 1.00 | 1.03144 | 0.00000 | 0.00000 | ||
6 | 2009.12.16 17:20 | close | 3 | 1.00 | 1.03429 | 0.00000 | 0.00000 | 277.04 | 11181.59 |
7 | 2009.12.16 17:20 | sell | 4 | 1.00 | 1.03429 | 0.00000 | 0.00000 | ||
8 | 2009.12.17 03:45 | close | 4 | 1.00 | 1.04478 | 0.00000 | 0.00000 | -1006.12 | 10175.47 |
9 | 2009.12.17 03:45 | buy | 5 | 1.00 | 1.04478 | 0.00000 | 0.00000 | ||
10 | 2009.12.23 13:50 | close | 5 | 1.00 | 1.04223 | 0.00000 | 0.00000 | -242.69 | 9932.78 |
11 | 2009.12.23 13:50 | sell | 6 | 1.00 | 1.04223 | 0.00000 | 0.00000 | ||
12 | 2009.12.29 17:15 | close | 6 | 1.00 | 1.03626 | 0.00000 | 0.00000 | 571.95 | 10504.73 |
13 | 2009.12.29 17:15 | buy | 7 | 1.00 | 1.03626 | 0.00000 | 0.00000 | ||
14 | 2009.12.31 07:33 | close | 7 | 1.00 | 1.03277 | 0.00000 | 0.00000 | -335.95 | 10168.78 |
15 | 2009.12.31 07:33 | sell | 8 | 1.00 | 1.03277 | 0.00000 | 0.00000 | ||
16 | 2009.12.31 16:37 | close | 8 | 1.00 | 1.03866 | 0.00000 | 0.00000 | -567.08 | 9601.70 |
17 | 2009.12.31 16:37 | buy | 9 | 1.00 | 1.03866 | 0.00000 | 0.00000 | ||
18 | 2009.12.31 18:57 | close at stop | 9 | 1.00 | 1.03506 | 0.00000 | 0.00000 | -347.81 | 9253.89 |