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 | MAGICMA=20050610; lots=0.1; StopLoss=200; TakeProfit=200; checkhour=8; checkminute=0; days2check=7; checkmode=1; profitK=2; lossK=2; offsetK=2; closemode=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 0.29 | Gross profit | 77.83 | Gross loss | -77.54 |
| Profit factor | 1.00 | Expected payoff | 0.04 | ||
| Absolute drawdown | 13.40 | Maximal drawdown | 42.60 (0.42%) | Relative drawdown | 0.42% (42.60) |
| Total trades | 8 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 19.78 | loss trade | -19.58 | |
| Average | profit trade | 19.46 | loss trade | -19.38 | |
| Maximum | consecutive wins (profit in money) | 2 (38.75) | consecutive losses (loss in money) | 2 (-38.71) | |
| Maximal | consecutive profit (count of wins) | 38.75 (2) | consecutive loss (count of losses) | -38.71 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 15:00 | buy | 1 | 0.10 | 1.00846 | 1.00646 | 1.01046 | ||
| 2 | 2009.12.04 15:20 | t/p | 1 | 0.10 | 1.01046 | 1.00646 | 1.01046 | 19.78 | 10019.78 |
| 3 | 2009.12.07 10:00 | buy | 2 | 0.10 | 1.02352 | 1.02152 | 1.02552 | ||
| 4 | 2009.12.07 10:20 | s/l | 2 | 0.10 | 1.02152 | 1.02152 | 1.02552 | -19.58 | 10000.20 |
| 5 | 2009.12.08 19:00 | buy | 3 | 0.10 | 1.02619 | 1.02419 | 1.02819 | ||
| 6 | 2009.12.08 20:20 | t/p | 3 | 0.10 | 1.02819 | 1.02419 | 1.02819 | 19.45 | 10019.65 |
| 7 | 2009.12.11 17:00 | buy | 4 | 0.10 | 1.03436 | 1.03236 | 1.03636 | ||
| 8 | 2009.12.11 17:20 | t/p | 4 | 0.10 | 1.03636 | 1.03236 | 1.03636 | 19.30 | 10038.95 |
| 9 | 2009.12.15 14:00 | buy | 5 | 0.10 | 1.04086 | 1.03886 | 1.04286 | ||
| 10 | 2009.12.15 15:20 | s/l | 5 | 0.10 | 1.03886 | 1.03886 | 1.04286 | -19.25 | 10019.70 |
| 11 | 2009.12.23 17:00 | sell | 6 | 0.10 | 1.03875 | 1.04075 | 1.03675 | ||
| 12 | 2009.12.23 18:20 | t/p | 6 | 0.10 | 1.03675 | 1.04075 | 1.03675 | 19.30 | 10039.00 |
| 13 | 2009.12.24 14:00 | sell | 7 | 0.10 | 1.03270 | 1.03470 | 1.03070 | ||
| 14 | 2009.12.24 14:50 | s/l | 7 | 0.10 | 1.03470 | 1.03470 | 1.03070 | -19.32 | 10019.68 |
| 15 | 2009.12.29 13:00 | sell | 8 | 0.10 | 1.02904 | 1.03104 | 1.02704 | ||
| 16 | 2009.12.29 14:16 | s/l | 8 | 0.10 | 1.03104 | 1.03104 | 1.02704 | -19.39 | 10000.29 |