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 | dblLots=0.1; nRSIperiod=2; nTrendPeriod=200; nRSIlongEntry=65; nRSIlongExit=75; nStochLongEntry=20; nStopLoss=500; nTakeProfit=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -145.95 | Gross profit | 0.00 | Gross loss | -145.95 |
| Profit factor | 0.00 | Expected payoff | -48.65 | ||
| Absolute drawdown | 145.95 | Maximal drawdown | 175.17 (1.75%) | Relative drawdown | 1.75% (175.17) |
| Total trades | 3 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -48.78 | |
| Average | profit trade | 0.00 | loss trade | -48.65 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-145.95) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -145.95 (3) | |
| Average | consecutive wins | 0 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.08 00:00 | sell | 1 | 0.10 | 1.01942 | 1.02442 | 0.00000 | ||
| 2 | 2009.12.08 14:15 | s/l | 1 | 0.10 | 1.02442 | 1.02442 | 0.00000 | -48.78 | 9951.22 |
| 3 | 2009.12.08 14:15 | sell | 2 | 0.10 | 1.02473 | 1.02973 | 0.00000 | ||
| 4 | 2009.12.09 19:20 | s/l | 2 | 0.10 | 1.02973 | 1.02973 | 0.00000 | -48.61 | 9902.61 |
| 5 | 2009.12.09 19:20 | sell | 3 | 0.10 | 1.02991 | 1.03491 | 0.00000 | ||
| 6 | 2009.12.11 16:20 | s/l | 3 | 0.10 | 1.03491 | 1.03491 | 0.00000 | -48.56 | 9854.05 |