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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 64.28 | Gross profit | 64.28 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 32.14 | |||
| Absolute drawdown | 44.84 | Maximal drawdown | 44.84 (0.45%) | Relative drawdown | 0.45% (44.84) |
| Total trades | 2 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 34.09 | loss trade | 0.00 | |
| Average | profit trade | 32.14 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (64.28) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 64.28 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.11 07:40 | buy | 1 | 1.00 | 1.02641 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.11 07:50 | close | 1 | 1.00 | 1.02676 | 0.00000 | 0.00000 | 34.09 | 10034.09 |
| 3 | 2009.12.11 07:57 | buy | 2 | 1.00 | 1.02664 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.11 08:15 | close | 2 | 1.00 | 1.02695 | 0.00000 | 0.00000 | 30.19 | 10064.28 |