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 | 3185.47 | Gross profit | 5230.91 | Gross loss | -2045.44 |
Profit factor | 2.56 | Expected payoff | 187.38 | ||
Absolute drawdown | 516.13 | Maximal drawdown | 2318.52 (15.74%) | Relative drawdown | 15.74% (2318.52) |
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 | 1827.92 | loss trade | -1258.69 | |
Average | profit trade | 653.86 | loss trade | -227.27 | |
Maximum | consecutive wins (profit in money) | 4 (2623.28) | consecutive losses (loss in money) | 4 (-1535.29) | |
Maximal | consecutive profit (count of wins) | 2623.28 (4) | consecutive loss (count of losses) | -1535.29 (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 | 1.00457 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:00 | close | 1 | 1.00 | 1.00395 | 0.00000 | 0.00000 | -61.76 | 9938.24 |
3 | 2009.12.01 22:00 | buy | 2 | 1.00 | 0.99939 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 20:00 | close | 2 | 1.00 | 0.99856 | 0.00000 | 0.00000 | -81.54 | 9856.70 |
5 | 2009.12.03 22:00 | buy | 3 | 1.00 | 0.99991 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 04:00 | close | 3 | 1.00 | 1.00003 | 0.00000 | 0.00000 | 12.40 | 9869.10 |
7 | 2009.12.04 06:00 | buy | 4 | 1.00 | 1.00065 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 01:00 | close | 4 | 1.00 | 1.01570 | 0.00000 | 0.00000 | 1482.14 | 11351.24 |
9 | 2009.12.07 09:00 | buy | 5 | 1.00 | 1.01595 | 0.00000 | 0.00000 | ||
10 | 2009.12.07 12:00 | close | 5 | 1.00 | 1.02083 | 0.00000 | 0.00000 | 478.04 | 11829.28 |
11 | 2009.12.07 22:00 | buy | 6 | 1.00 | 1.01996 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 10:00 | close | 6 | 1.00 | 1.02662 | 0.00000 | 0.00000 | 650.71 | 12479.99 |
13 | 2009.12.10 17:00 | buy | 7 | 1.00 | 1.02656 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 22:00 | close | 7 | 1.00 | 1.02601 | 0.00000 | 0.00000 | -53.61 | 12426.38 |
15 | 2009.12.11 03:00 | buy | 8 | 1.00 | 1.02647 | 0.00000 | 0.00000 | ||
16 | 2009.12.11 10:00 | close | 8 | 1.00 | 1.02595 | 0.00000 | 0.00000 | -50.68 | 12375.70 |
17 | 2009.12.11 15:00 | buy | 9 | 1.00 | 1.02878 | 0.00000 | 0.00000 | ||
18 | 2009.12.17 16:00 | close | 9 | 1.00 | 1.04791 | 0.00000 | 0.00000 | 1827.92 | 14203.61 |
19 | 2009.12.18 08:00 | buy | 10 | 1.00 | 1.04234 | 0.00000 | 0.00000 | ||
20 | 2009.12.18 19:00 | close | 10 | 1.00 | 1.04338 | 0.00000 | 0.00000 | 99.68 | 14303.29 |
21 | 2009.12.21 04:00 | buy | 11 | 1.00 | 1.04253 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 08:00 | close | 11 | 1.00 | 1.04113 | 0.00000 | 0.00000 | -134.47 | 14168.82 |
23 | 2009.12.21 10:00 | buy | 12 | 1.00 | 1.04641 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 02:00 | close | 12 | 1.00 | 1.04523 | 0.00000 | 0.00000 | -112.49 | 14056.33 |
25 | 2009.12.22 08:00 | buy | 13 | 1.00 | 1.04638 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 15:00 | close | 13 | 1.00 | 1.04607 | 0.00000 | 0.00000 | -29.63 | 14026.70 |
27 | 2009.12.22 22:00 | buy | 14 | 1.00 | 1.04869 | 0.00000 | 0.00000 | ||
28 | 2009.12.28 10:00 | close | 14 | 1.00 | 1.03563 | 0.00000 | 0.00000 | -1258.69 | 12768.00 |
29 | 2009.12.28 18:00 | buy | 15 | 1.00 | 1.03419 | 0.00000 | 0.00000 | ||
30 | 2009.12.29 06:00 | close | 15 | 1.00 | 1.03527 | 0.00000 | 0.00000 | 104.72 | 12872.72 |
31 | 2009.12.29 15:00 | buy | 16 | 1.00 | 1.03070 | 0.00000 | 0.00000 | ||
32 | 2009.12.30 00:00 | close | 16 | 1.00 | 1.03666 | 0.00000 | 0.00000 | 575.32 | 13448.04 |
33 | 2009.12.30 01:00 | buy | 17 | 1.00 | 1.03779 | 0.00000 | 0.00000 | ||
34 | 2009.12.31 18:57 | close at stop | 17 | 1.00 | 1.03506 | 0.00000 | 0.00000 | -262.56 | 13185.47 |