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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -87.70 | Gross profit | 0.00 | Gross loss | -87.70 |
| Profit factor | 0.00 | Expected payoff | -9.74 | ||
| Absolute drawdown | 87.70 | Maximal drawdown | 92.27 (0.92%) | Relative drawdown | 0.92% (92.27) |
| Total trades | 9 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 5 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 9 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -9.97 | |
| Average | profit trade | 0.00 | loss trade | -9.74 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 9 (-87.70) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -87.70 (9) | |
| Average | consecutive wins | 0 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:00 | buy stop | 1 | 0.10 | 1.00511 | 1.00411 | 0.00000 | ||
| 2 | 2009.12.01 03:02 | sell stop | 2 | 0.10 | 1.00388 | 1.00488 | 0.00000 | ||
| 3 | 2009.12.01 03:15 | buy | 1 | 0.10 | 1.00511 | 1.00411 | 0.00000 | ||
| 4 | 2009.12.01 04:50 | s/l | 1 | 0.10 | 1.00411 | 1.00411 | 0.00000 | -9.97 | 9990.03 |
| 5 | 2009.12.01 04:50 | sell | 2 | 0.10 | 1.00388 | 1.00488 | 0.00000 | ||
| 6 | 2009.12.01 05:15 | s/l | 2 | 0.10 | 1.00488 | 1.00488 | 0.00000 | -9.95 | 9980.08 |
| 7 | 2009.12.08 03:00 | buy stop | 3 | 0.10 | 1.01800 | 1.01700 | 0.00000 | ||
| 8 | 2009.12.08 03:03 | buy | 3 | 0.10 | 1.01800 | 1.01700 | 0.00000 | ||
| 9 | 2009.12.08 03:03 | sell stop | 4 | 0.10 | 1.01730 | 1.01830 | 0.00000 | ||
| 10 | 2009.12.08 06:50 | s/l | 3 | 0.10 | 1.01700 | 1.01700 | 0.00000 | -9.84 | 9970.24 |
| 11 | 2009.12.08 06:50 | sell | 4 | 0.10 | 1.01730 | 1.01830 | 0.00000 | ||
| 12 | 2009.12.08 07:15 | s/l | 4 | 0.10 | 1.01830 | 1.01830 | 0.00000 | -9.81 | 9960.43 |
| 13 | 2009.12.15 03:00 | buy stop | 5 | 0.10 | 1.03286 | 1.03186 | 0.00000 | ||
| 14 | 2009.12.15 03:02 | sell stop | 6 | 0.10 | 1.03169 | 1.03269 | 0.00000 | ||
| 15 | 2009.12.15 03:15 | buy | 5 | 0.10 | 1.03286 | 1.03186 | 0.00000 | ||
| 16 | 2009.12.15 05:37 | s/l | 5 | 0.10 | 1.03186 | 1.03186 | 0.00000 | -9.69 | 9950.74 |
| 17 | 2009.12.18 22:00 | delete | 6 | 0.10 | 1.03169 | 1.03269 | 0.00000 | ||
| 18 | 2009.12.22 03:00 | buy stop | 7 | 0.10 | 1.04581 | 1.04481 | 0.00000 | ||
| 19 | 2009.12.22 03:05 | sell stop | 8 | 0.10 | 1.04469 | 1.04569 | 0.00000 | ||
| 20 | 2009.12.22 03:10 | buy | 7 | 0.10 | 1.04581 | 1.04481 | 0.00000 | ||
| 21 | 2009.12.22 08:32 | s/l | 7 | 0.10 | 1.04481 | 1.04481 | 0.00000 | -9.57 | 9941.17 |
| 22 | 2009.12.22 08:32 | sell | 8 | 0.10 | 1.04469 | 1.04569 | 0.00000 | ||
| 23 | 2009.12.22 08:45 | s/l | 8 | 0.10 | 1.04569 | 1.04569 | 0.00000 | -9.56 | 9931.61 |
| 24 | 2009.12.29 03:00 | buy stop | 9 | 0.10 | 1.03630 | 1.03530 | 0.00000 | ||
| 25 | 2009.12.29 03:02 | sell stop | 10 | 0.10 | 1.03502 | 1.03602 | 0.00000 | ||
| 26 | 2009.12.29 04:10 | buy | 9 | 0.10 | 1.03630 | 1.03530 | 0.00000 | ||
| 27 | 2009.12.29 05:50 | s/l | 9 | 0.10 | 1.03530 | 1.03530 | 0.00000 | -9.66 | 9921.95 |
| 28 | 2009.12.29 06:32 | sell | 10 | 0.10 | 1.03502 | 1.03602 | 0.00000 | ||
| 29 | 2009.12.29 17:15 | s/l | 10 | 0.10 | 1.03602 | 1.03602 | 0.00000 | -9.65 | 9912.30 |