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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3204.86 | Gross profit | 5240.17 | Gross loss | -2035.31 |
Profit factor | 2.57 | Expected payoff | 188.52 | ||
Absolute drawdown | 511.64 | Maximal drawdown | 2314.20 (15.70%) | Relative drawdown | 15.70% (2314.20) |
Total trades | 17 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 8 (47.06%) | Loss trades (% of total) | 9 (52.94%) | ||
Largest | profit trade | 1829.46 | loss trade | -1257.13 | |
Average | profit trade | 655.02 | loss trade | -226.15 | |
Maximum | consecutive wins (profit in money) | 4 (2627.90) | consecutive losses (loss in money) | 4 (-1530.76) | |
Maximal | consecutive profit (count of wins) | 2627.90 (4) | consecutive loss (count of losses) | -1530.76 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:00 | buy | 1 | 1.00 | 1.00456 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:00 | close | 1 | 1.00 | 1.00395 | 0.00000 | 0.00000 | -60.76 | 9939.24 |
3 | 2009.12.01 22:00 | buy | 2 | 1.00 | 0.99938 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 20:00 | close | 2 | 1.00 | 0.99856 | 0.00000 | 0.00000 | -80.14 | 9859.10 |
5 | 2009.12.03 22:00 | buy | 3 | 1.00 | 0.99990 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 04:00 | close | 3 | 1.00 | 1.00003 | 0.00000 | 0.00000 | 13.49 | 9872.59 |
7 | 2009.12.04 06:00 | buy | 4 | 1.00 | 1.00064 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 01:00 | close | 4 | 1.00 | 1.01570 | 0.00000 | 0.00000 | 1483.21 | 11355.81 |
9 | 2009.12.07 09:00 | buy | 5 | 1.00 | 1.01594 | 0.00000 | 0.00000 | ||
10 | 2009.12.07 12:00 | close | 5 | 1.00 | 1.02083 | 0.00000 | 0.00000 | 479.02 | 11834.83 |
11 | 2009.12.07 22:00 | buy | 6 | 1.00 | 1.01995 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 10:00 | close | 6 | 1.00 | 1.02662 | 0.00000 | 0.00000 | 652.18 | 12487.01 |
13 | 2009.12.10 17:00 | buy | 7 | 1.00 | 1.02655 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 22:00 | close | 7 | 1.00 | 1.02601 | 0.00000 | 0.00000 | -52.63 | 12434.38 |
15 | 2009.12.11 03:00 | buy | 8 | 1.00 | 1.02646 | 0.00000 | 0.00000 | ||
16 | 2009.12.11 10:00 | close | 8 | 1.00 | 1.02595 | 0.00000 | 0.00000 | -49.71 | 12384.67 |
17 | 2009.12.11 15:00 | buy | 9 | 1.00 | 1.02877 | 0.00000 | 0.00000 | ||
18 | 2009.12.17 16:00 | close | 9 | 1.00 | 1.04791 | 0.00000 | 0.00000 | 1829.46 | 14214.13 |
19 | 2009.12.18 08:00 | buy | 10 | 1.00 | 1.04233 | 0.00000 | 0.00000 | ||
20 | 2009.12.18 19:00 | close | 10 | 1.00 | 1.04338 | 0.00000 | 0.00000 | 100.63 | 14314.76 |
21 | 2009.12.21 04:00 | buy | 11 | 1.00 | 1.04252 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 08:00 | close | 11 | 1.00 | 1.04113 | 0.00000 | 0.00000 | -133.51 | 14181.25 |
23 | 2009.12.21 10:00 | buy | 12 | 1.00 | 1.04640 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 02:00 | close | 12 | 1.00 | 1.04523 | 0.00000 | 0.00000 | -111.44 | 14069.80 |
25 | 2009.12.22 08:00 | buy | 13 | 1.00 | 1.04637 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 15:00 | close | 13 | 1.00 | 1.04607 | 0.00000 | 0.00000 | -28.68 | 14041.12 |
27 | 2009.12.22 22:00 | buy | 14 | 1.00 | 1.04868 | 0.00000 | 0.00000 | ||
28 | 2009.12.28 10:00 | close | 14 | 1.00 | 1.03563 | 0.00000 | 0.00000 | -1257.13 | 12783.99 |
29 | 2009.12.28 18:00 | buy | 15 | 1.00 | 1.03418 | 0.00000 | 0.00000 | ||
30 | 2009.12.29 06:00 | close | 15 | 1.00 | 1.03527 | 0.00000 | 0.00000 | 105.79 | 12889.78 |
31 | 2009.12.29 15:00 | buy | 16 | 1.00 | 1.03069 | 0.00000 | 0.00000 | ||
32 | 2009.12.30 00:00 | close | 16 | 1.00 | 1.03666 | 0.00000 | 0.00000 | 576.38 | 13466.16 |
33 | 2009.12.30 01:00 | buy | 17 | 1.00 | 1.03778 | 0.00000 | 0.00000 | ||
34 | 2009.12.31 18:57 | close at stop | 17 | 1.00 | 1.03506 | 0.00000 | 0.00000 | -261.31 | 13204.86 |