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 | Lots=1; MaximumRisk=0.12; DecreaseFactor=3; StopLoss=400; JuiceLevel=0.0005; AllBars=240; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2005.92 | Gross profit | 698.18 | Gross loss | -2704.10 |
| Profit factor | 0.26 | Expected payoff | -222.88 | ||
| Absolute drawdown | 2005.92 | Maximal drawdown | 2183.62 (21.45%) | Relative drawdown | 21.45% (2183.62) |
| Total trades | 9 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 519.50 | loss trade | -937.15 | |
| Average | profit trade | 174.54 | loss trade | -540.82 | |
| Maximum | consecutive wins (profit in money) | 3 (600.85) | consecutive losses (loss in money) | 2 (-950.01) | |
| Maximal | consecutive profit (count of wins) | 600.85 (3) | consecutive loss (count of losses) | -950.01 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.09 21:20 | sell | 1 | 2.40 | 1.02549 | 1.02949 | 0.00000 | ||
| 2 | 2009.12.10 09:32 | s/l | 1 | 2.40 | 1.02949 | 1.02949 | 0.00000 | -937.15 | 9062.85 |
| 3 | 2009.12.14 15:20 | sell | 2 | 2.20 | 1.03177 | 1.03577 | 0.00000 | ||
| 4 | 2009.12.14 17:00 | close | 2 | 2.20 | 1.03156 | 1.03577 | 0.00000 | 44.79 | 9107.64 |
| 5 | 2009.12.21 03:37 | buy | 3 | 2.20 | 1.04326 | 1.03926 | 0.00000 | ||
| 6 | 2009.12.21 13:00 | sell | 4 | 2.00 | 1.04216 | 1.04616 | 0.00000 | ||
| 7 | 2009.12.21 13:50 | close | 4 | 2.00 | 1.03946 | 1.04616 | 0.00000 | 519.50 | 9627.14 |
| 8 | 2009.12.21 13:52 | sell | 5 | 2.00 | 1.03962 | 1.04362 | 0.00000 | ||
| 9 | 2009.12.21 14:02 | close | 5 | 2.00 | 1.03943 | 1.04362 | 0.00000 | 36.56 | 9663.70 |
| 10 | 2009.12.21 14:07 | s/l | 3 | 2.20 | 1.03926 | 1.03926 | 0.00000 | -846.82 | 8816.88 |
| 11 | 2009.12.24 15:50 | buy | 6 | 2.10 | 1.03836 | 1.03436 | 0.00000 | ||
| 12 | 2009.12.24 15:52 | close | 6 | 2.10 | 1.03785 | 1.03436 | 0.00000 | -103.19 | 8713.69 |
| 13 | 2009.12.28 08:15 | buy | 7 | 1.00 | 1.03669 | 1.03269 | 0.00000 | ||
| 14 | 2009.12.28 08:50 | close | 7 | 1.00 | 1.03770 | 1.03269 | 0.00000 | 97.33 | 8811.02 |
| 15 | 2009.12.28 08:52 | buy | 8 | 2.10 | 1.03762 | 1.03362 | 0.00000 | ||
| 16 | 2009.12.28 08:55 | close | 8 | 2.10 | 1.03760 | 1.03362 | 0.00000 | -4.05 | 8806.97 |
| 17 | 2009.12.28 08:57 | buy | 9 | 2.10 | 1.03742 | 1.03342 | 0.00000 | ||
| 18 | 2009.12.28 12:50 | s/l | 9 | 2.10 | 1.03342 | 1.03342 | 0.00000 | -812.89 | 7994.08 |