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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -543.35 | Gross profit | 260.52 | Gross loss | -803.87 |
Profit factor | 0.32 | Expected payoff | -77.62 | ||
Absolute drawdown | 734.67 | Maximal drawdown | 948.41 (9.29%) | Relative drawdown | 9.29% (948.41) |
Total trades | 7 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
Largest | profit trade | 100.21 | loss trade | -473.45 | |
Average | profit trade | 52.10 | loss trade | -401.94 | |
Maximum | consecutive wins (profit in money) | 3 (127.23) | consecutive losses (loss in money) | 1 (-473.45) | |
Maximal | consecutive profit (count of wins) | 133.29 (2) | consecutive loss (count of losses) | -473.45 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell stop | 1 | 1.00 | 0.99926 | 1.00744 | 0.99826 | ||
2 | 2009.12.01 11:20 | sell | 1 | 1.00 | 0.99926 | 1.00744 | 0.99826 | ||
3 | 2009.12.01 17:15 | t/p | 1 | 1.00 | 0.99826 | 1.00744 | 0.99826 | 100.21 | 10100.21 |
4 | 2009.12.03 00:00 | sell stop | 2 | 1.00 | 0.99781 | 1.00255 | 0.99681 | ||
5 | 2009.12.03 07:50 | sell | 2 | 1.00 | 0.99781 | 1.00255 | 0.99681 | ||
6 | 2009.12.03 08:25 | modify | 2 | 1.00 | 0.99781 | 0.99748 | 0.99588 | ||
7 | 2009.12.03 08:27 | s/l | 2 | 1.00 | 0.99748 | 0.99748 | 0.99588 | 33.08 | 10133.29 |
8 | 2009.12.03 15:00 | sell stop | 3 | 1.00 | 0.99781 | 1.00255 | 0.99681 | ||
9 | 2009.12.03 15:07 | sell | 3 | 1.00 | 0.99781 | 1.00255 | 0.99681 | ||
10 | 2009.12.04 14:40 | s/l | 3 | 1.00 | 1.00255 | 1.00255 | 0.99681 | -473.45 | 9659.84 |
11 | 2009.12.21 00:00 | buy stop | 4 | 1.00 | 1.04954 | 1.03861 | 1.05054 | ||
12 | 2009.12.22 00:00 | modify | 4 | 1.00 | 1.04813 | 1.03917 | 1.05054 | ||
13 | 2009.12.22 12:20 | buy | 4 | 1.00 | 1.04813 | 1.03917 | 1.05054 | ||
14 | 2009.12.22 13:40 | modify | 4 | 1.00 | 1.04813 | 1.04852 | 1.05012 | ||
15 | 2009.12.22 14:00 | modify | 4 | 1.00 | 1.04813 | 1.04901 | 1.05061 | ||
16 | 2009.12.22 14:15 | s/l | 4 | 1.00 | 1.04901 | 1.04901 | 1.05061 | 83.90 | 9743.74 |
17 | 2009.12.24 00:00 | buy stop | 5 | 1.00 | 1.04971 | 1.03583 | 1.05071 | ||
18 | 2009.12.28 00:00 | modify | 5 | 1.00 | 1.03957 | 1.03196 | 1.05071 | ||
19 | 2009.12.29 00:00 | modify | 5 | 1.00 | 1.03881 | 1.03278 | 1.05071 | ||
20 | 2009.12.30 00:00 | modify | 5 | 1.00 | 1.03848 | 1.02781 | 1.05071 | ||
21 | 2009.12.30 01:45 | buy | 5 | 1.00 | 1.03848 | 1.02781 | 1.05071 | ||
22 | 2009.12.30 02:32 | modify | 5 | 1.00 | 1.03848 | 1.03864 | 1.04024 | ||
23 | 2009.12.30 02:50 | s/l | 5 | 1.00 | 1.03864 | 1.03864 | 1.04024 | 15.41 | 9759.15 |
24 | 2009.12.30 08:00 | buy stop | 6 | 1.00 | 1.03848 | 1.02781 | 1.03948 | ||
25 | 2009.12.30 08:37 | buy | 6 | 1.00 | 1.03848 | 1.02781 | 1.03948 | ||
26 | 2009.12.30 15:40 | modify | 6 | 1.00 | 1.03848 | 1.03863 | 1.04023 | ||
27 | 2009.12.30 16:00 | modify | 6 | 1.00 | 1.03848 | 1.03877 | 1.04037 | ||
28 | 2009.12.30 16:20 | s/l | 6 | 1.00 | 1.03877 | 1.03877 | 1.04037 | 27.92 | 9787.07 |
29 | 2009.12.30 19:00 | buy stop | 7 | 1.00 | 1.03848 | 1.02781 | 1.03948 | ||
30 | 2009.12.31 16:37 | buy | 7 | 1.00 | 1.03848 | 1.02781 | 1.03948 | ||
31 | 2009.12.31 18:57 | close at stop | 7 | 1.00 | 1.03506 | 1.02781 | 1.03948 | -330.42 | 9456.65 |