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 | TakeProfit=7; Lots=0.1; TrailingStop=5; StopLoss=30; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -268.17 | Gross profit | 3.04 | Gross loss | -271.21 |
Profit factor | 0.01 | Expected payoff | -53.63 | ||
Absolute drawdown | 412.06 | Maximal drawdown | 415.50 (4.15%) | Relative drawdown | 4.15% (415.50) |
Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 0.95 | loss trade | -271.21 | |
Average | profit trade | 0.76 | loss trade | -271.21 | |
Maximum | consecutive wins (profit in money) | 4 (3.04) | consecutive losses (loss in money) | 1 (-271.21) | |
Maximal | consecutive profit (count of wins) | 3.04 (4) | consecutive loss (count of losses) | -271.21 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.00496 | 0.00000 | 1.00489 | ||
2 | 2009.12.01 00:46 | t/p | 1 | 0.10 | 1.00489 | 0.00000 | 1.00489 | 0.70 | 10000.70 |
3 | 2009.12.01 00:56 | sell | 2 | 0.10 | 1.00372 | 0.00000 | 1.00365 | ||
4 | 2009.12.01 08:16 | t/p | 2 | 0.10 | 1.00365 | 0.00000 | 1.00365 | 0.70 | 10001.40 |
5 | 2009.12.01 08:16 | buy | 3 | 0.10 | 1.00342 | 0.00000 | 1.00349 | ||
6 | 2009.12.01 08:45 | t/p | 3 | 0.10 | 1.00349 | 0.00000 | 1.00349 | 0.69 | 10002.09 |
7 | 2009.12.01 08:45 | buy | 4 | 0.10 | 1.00479 | 0.00000 | 1.00486 | ||
8 | 2009.12.04 14:45 | t/p | 4 | 0.10 | 1.00486 | 0.00000 | 1.00486 | 0.95 | 10003.04 |
9 | 2009.12.04 15:00 | sell | 5 | 0.10 | 1.00834 | 0.00000 | 1.00827 | ||
10 | 2009.12.31 18:57 | close at stop | 5 | 0.10 | 1.03625 | 0.00000 | 1.00827 | -271.21 | 9731.83 |