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 | LotSize=0.01; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=1; UseMoneyMgmt=true; RSIsetting=12; RSI_TF=240; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 695.67 | Gross profit | 695.67 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 347.83 | |||
| Absolute drawdown | 123.58 | Maximal drawdown | 250.43 (2.38%) | Relative drawdown | 2.38% (250.43) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 348.88 | loss trade | 0.00 | |
| Average | profit trade | 347.83 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (695.67) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 695.67 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.50 | 1.00496 | 0.00000 | 0.99804 | ||
| 2 | 2009.12.01 17:15 | t/p | 1 | 0.50 | 0.99804 | 0.00000 | 0.99804 | 346.79 | 10346.79 |
| 3 | 2009.12.10 16:00 | buy | 2 | 0.52 | 1.02496 | 0.00000 | 1.03188 | ||
| 4 | 2009.12.11 15:40 | t/p | 2 | 0.52 | 1.03188 | 0.00000 | 1.03188 | 348.88 | 10695.67 |