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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 54.91 | Gross profit | 84.03 | Gross loss | -29.12 |
| Profit factor | 2.89 | Expected payoff | 27.45 | ||
| Absolute drawdown | 33.50 | Maximal drawdown | 86.91 (0.86%) | Relative drawdown | 0.86% (86.91) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 84.03 | loss trade | -29.12 | |
| Average | profit trade | 84.03 | loss trade | -29.12 | |
| Maximum | consecutive wins (profit in money) | 1 (84.03) | consecutive losses (loss in money) | 1 (-29.12) | |
| Maximal | consecutive profit (count of wins) | 84.03 (1) | consecutive loss (count of losses) | -29.12 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:00 | buy | 1 | 0.20 | 1.00468 | 1.00322 | 1.00793 | ||
| 2 | 2009.12.01 08:00 | sell | 2 | 0.20 | 1.00395 | 1.00548 | 0.99975 | ||
| 3 | 2009.12.01 08:10 | s/l | 1 | 0.20 | 1.00322 | 1.00322 | 1.00793 | -29.12 | 9970.88 |
| 4 | 2009.12.01 10:20 | t/p | 2 | 0.20 | 0.99975 | 1.00548 | 0.99975 | 84.03 | 10054.91 |