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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -182.94 | Gross profit | 789.29 | Gross loss | -972.23 |
| Profit factor | 0.81 | Expected payoff | -20.33 | ||
| Absolute drawdown | 478.12 | Maximal drawdown | 1112.06 (10.46%) | Relative drawdown | 10.46% (1112.06) |
| Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
| Largest | profit trade | 382.93 | loss trade | -441.00 | |
| Average | profit trade | 157.86 | loss trade | -243.06 | |
| Maximum | consecutive wins (profit in money) | 2 (505.79) | consecutive losses (loss in money) | 3 (-782.85) | |
| Maximal | consecutive profit (count of wins) | 505.79 (2) | consecutive loss (count of losses) | -782.85 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.11 16:00 | buy | 1 | 1.00 | 1.03229 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.14 03:00 | close | 1 | 1.00 | 1.03307 | 0.00000 | 0.00000 | 75.90 | 10075.90 |
| 3 | 2009.12.15 10:00 | buy | 2 | 1.00 | 1.03860 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.15 17:00 | close | 2 | 1.00 | 1.03890 | 0.00000 | 0.00000 | 28.88 | 10104.78 |
| 5 | 2009.12.15 18:00 | buy | 3 | 1.00 | 1.04218 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.15 22:00 | close | 3 | 1.00 | 1.04021 | 0.00000 | 0.00000 | -189.38 | 9915.40 |
| 7 | 2009.12.17 03:00 | buy | 4 | 1.00 | 1.04317 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.17 17:00 | close | 4 | 1.00 | 1.04718 | 0.00000 | 0.00000 | 382.93 | 10298.33 |
| 9 | 2009.12.21 17:00 | buy | 5 | 1.00 | 1.04395 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.22 02:00 | close | 5 | 1.00 | 1.04523 | 0.00000 | 0.00000 | 122.86 | 10421.18 |
| 11 | 2009.12.22 16:00 | buy | 6 | 1.00 | 1.04864 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.22 19:00 | close | 6 | 1.00 | 1.04678 | 0.00000 | 0.00000 | -177.69 | 10243.49 |
| 13 | 2009.12.24 17:00 | buy | 7 | 1.00 | 1.03837 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.28 01:00 | close | 7 | 1.00 | 1.03666 | 0.00000 | 0.00000 | -164.16 | 10079.33 |
| 15 | 2009.12.30 17:00 | buy | 8 | 1.00 | 1.04084 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.30 19:00 | close | 8 | 1.00 | 1.03627 | 0.00000 | 0.00000 | -441.00 | 9638.33 |
| 17 | 2009.12.31 16:00 | buy | 9 | 1.00 | 1.03321 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.31 18:57 | close at stop | 9 | 1.00 | 1.03506 | 0.00000 | 0.00000 | 178.73 | 9817.06 |