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; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1827.87 | Gross profit | 1827.87 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 609.29 | |||
| Absolute drawdown | 593.47 | Maximal drawdown | 1761.00 (13.66%) | Relative drawdown | 13.66% (1761.00) |
| Total trades | 3 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1684.12 | loss trade | 0.00 | |
| Average | profit trade | 609.29 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (1827.87) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1827.87 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 17:00 | buy | 1 | 1.00 | 1.02039 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.24 16:00 | sell | 2 | 2.00 | 1.03779 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.24 16:00 | close by | 2 | 1.00 | 1.02039 | 0.00000 | 0.00000 | 1684.12 | 11684.12 |
| 4 | 2009.12.24 16:00 | sell | 3 | 1.00 | 1.03779 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.24 16:00 | close by | 1 | 0.00 | 1.02039 | 0.00000 | 0.00000 | 0.00 | 11684.12 |
| 6 | 2009.12.31 18:57 | close at stop | 3 | 1.00 | 1.03625 | 0.00000 | 0.00000 | 143.76 | 11827.87 |