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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; pATR=4; rChannel=20; Trailing=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -374.99 | Gross profit | 96.50 | Gross loss | -471.49 |
| Profit factor | 0.20 | Expected payoff | -31.25 | ||
| Absolute drawdown | 445.38 | Maximal drawdown | 535.83 (5.31%) | Relative drawdown | 5.31% (535.83) |
| Total trades | 12 | Short positions (won %) | 8 (12.50%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
| Largest | profit trade | 66.39 | loss trade | -74.35 | |
| Average | profit trade | 48.25 | loss trade | -47.15 | |
| Maximum | consecutive wins (profit in money) | 1 (66.39) | consecutive losses (loss in money) | 7 (-326.62) | |
| Maximal | consecutive profit (count of wins) | 66.39 (1) | consecutive loss (count of losses) | -326.62 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.00496 | 1.00785 | 0.00000 | ||
| 2 | 2009.12.04 14:50 | s/l | 1 | 0.10 | 1.00785 | 1.00785 | 0.00000 | -29.02 | 9970.98 |
| 3 | 2009.12.04 19:00 | sell | 2 | 0.10 | 1.01390 | 1.01782 | 0.00000 | ||
| 4 | 2009.12.04 19:50 | s/l | 2 | 0.10 | 1.01782 | 1.01782 | 0.00000 | -38.50 | 9932.48 |
| 5 | 2009.12.04 22:00 | sell | 3 | 0.10 | 1.01682 | 1.02161 | 0.00000 | ||
| 6 | 2009.12.07 09:45 | s/l | 3 | 0.10 | 1.02161 | 1.02161 | 0.00000 | -46.94 | 9885.54 |
| 7 | 2009.12.07 12:00 | sell | 4 | 0.10 | 1.02083 | 1.02847 | 0.00000 | ||
| 8 | 2009.12.08 20:50 | s/l | 4 | 0.10 | 1.02847 | 1.02847 | 0.00000 | -74.35 | 9811.20 |
| 9 | 2009.12.08 22:00 | sell | 5 | 0.10 | 1.02689 | 1.03058 | 0.00000 | ||
| 10 | 2009.12.11 15:30 | s/l | 5 | 0.10 | 1.03058 | 1.03058 | 0.00000 | -36.18 | 9775.02 |
| 11 | 2009.12.11 19:00 | sell | 6 | 0.10 | 1.03388 | 1.04026 | 0.00000 | ||
| 12 | 2009.12.15 10:32 | s/l | 6 | 0.10 | 1.04026 | 1.04026 | 0.00000 | -61.46 | 9713.56 |
| 13 | 2009.12.15 13:00 | sell | 7 | 0.10 | 1.03951 | 1.04367 | 0.00000 | ||
| 14 | 2009.12.17 03:02 | s/l | 7 | 0.10 | 1.04367 | 1.04367 | 0.00000 | -40.18 | 9673.38 |
| 15 | 2009.12.17 07:00 | sell | 8 | 0.10 | 1.04649 | 1.05121 | 0.00000 | ||
| 16 | 2009.12.18 06:00 | close | 8 | 0.10 | 1.03958 | 1.05121 | 0.00000 | 66.39 | 9739.78 |
| 17 | 2009.12.18 07:00 | buy | 9 | 0.10 | 1.04169 | 1.03621 | 0.00000 | ||
| 18 | 2009.12.23 18:20 | s/l | 9 | 0.10 | 1.03621 | 1.03621 | 0.00000 | -52.77 | 9687.00 |
| 19 | 2009.12.23 20:00 | buy | 10 | 0.10 | 1.03773 | 1.03284 | 0.00000 | ||
| 20 | 2009.12.24 13:45 | s/l | 10 | 0.10 | 1.03284 | 1.03284 | 0.00000 | -47.23 | 9639.77 |
| 21 | 2009.12.24 15:00 | buy | 11 | 0.10 | 1.03454 | 1.02991 | 0.00000 | ||
| 22 | 2009.12.29 09:20 | s/l | 11 | 0.10 | 1.02991 | 1.02991 | 0.00000 | -44.87 | 9594.90 |
| 23 | 2009.12.29 12:00 | buy | 12 | 0.10 | 1.03196 | 1.02668 | 0.00000 | ||
| 24 | 2009.12.31 18:57 | close at stop | 12 | 0.10 | 1.03506 | 1.02668 | 0.00000 | 30.11 | 9625.01 |