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=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Method=0; FastMAPeriod=9; FastMA_Shift=0; MiddleMA_Method=0; MiddleMAPeriod=14; MiddleMA_Shift=0; SlowMA_Method=0; SlowMAPeriod=29; SlowMA_Shift=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9809.61 | Gross profit | 8498.97 | Gross loss | -18308.58 |
| Profit factor | 0.46 | Expected payoff | -754.59 | ||
| Absolute drawdown | 9809.61 | Maximal drawdown | 13024.33 (98.56%) | Relative drawdown | 98.56% (13024.33) |
| Total trades | 13 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
| Largest | profit trade | 5849.45 | loss trade | -4845.84 | |
| Average | profit trade | 2124.74 | loss trade | -2034.29 | |
| Maximum | consecutive wins (profit in money) | 1 (5849.45) | consecutive losses (loss in money) | 4 (-7640.56) | |
| Maximal | consecutive profit (count of wins) | 5849.45 (1) | consecutive loss (count of losses) | -7640.56 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 10.00 | 1.00532 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 05:00 | close | 1 | 10.00 | 1.00411 | 0.00000 | 0.00000 | -1205.05 | 8794.95 |
| 3 | 2009.12.01 13:00 | sell | 2 | 10.00 | 1.00086 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 05:00 | close | 2 | 10.00 | 0.99899 | 0.00000 | 0.00000 | 1864.96 | 10659.91 |
| 5 | 2009.12.02 10:00 | sell | 3 | 10.00 | 0.99875 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 16:00 | close | 3 | 10.00 | 1.00034 | 0.00000 | 0.00000 | -1589.46 | 9070.45 |
| 7 | 2009.12.02 19:00 | buy | 4 | 10.00 | 1.00226 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 05:00 | close | 4 | 10.00 | 0.99890 | 0.00000 | 0.00000 | -3348.85 | 5721.60 |
| 9 | 2009.12.03 11:00 | sell | 5 | 10.00 | 0.99734 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 20:00 | close | 5 | 10.00 | 0.99892 | 0.00000 | 0.00000 | -1581.71 | 4139.89 |
| 11 | 2009.12.04 03:00 | buy | 6 | 10.00 | 1.00064 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 11:00 | close | 6 | 10.00 | 0.99952 | 0.00000 | 0.00000 | -1120.54 | 3019.35 |
| 13 | 2009.12.04 15:00 | buy | 7 | 10.00 | 1.00870 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 08:00 | close | 7 | 10.00 | 1.01463 | 0.00000 | 0.00000 | 5849.45 | 8868.80 |
| 15 | 2009.12.07 12:00 | buy | 8 | 10.00 | 1.02119 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 22:00 | close | 8 | 10.00 | 1.01983 | 0.00000 | 0.00000 | -1333.56 | 7535.24 |
| 17 | 2009.12.08 08:00 | sell | 9 | 10.00 | 1.01842 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 12:00 | close | 9 | 10.00 | 1.01904 | 0.00000 | 0.00000 | -608.42 | 6926.82 |
| 19 | 2009.12.08 17:00 | buy | 10 | 10.00 | 1.02510 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.09 07:00 | close | 10 | 10.00 | 1.02541 | 0.00000 | 0.00000 | 307.27 | 7234.09 |
| 21 | 2009.12.09 17:00 | sell | 11 | 10.00 | 1.02476 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 20:00 | close | 11 | 10.00 | 1.02975 | 0.00000 | 0.00000 | -4845.84 | 2388.25 |
| 23 | 2009.12.10 02:00 | buy | 12 | 10.00 | 1.02614 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 05:00 | close | 12 | 10.00 | 1.02663 | 0.00000 | 0.00000 | 477.29 | 2865.54 |
| 25 | 2009.12.10 10:00 | buy | 13 | 10.00 | 1.02698 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 15:15 | close at stop | 13 | 10.00 | 1.02424 | 0.00000 | 0.00000 | -2675.15 | 190.39 |