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=200; TakeProfitMode=false; TakeProfit=700; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -254.82 | Gross profit | 326.03 | Gross loss | -580.85 |
| Profit factor | 0.56 | Expected payoff | -127.41 | ||
| Absolute drawdown | 281.20 | Maximal drawdown | 1003.22 (9.36%) | Relative drawdown | 9.36% (1003.22) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 326.03 | loss trade | -580.85 | |
| Average | profit trade | 326.03 | loss trade | -580.85 | |
| Maximum | consecutive wins (profit in money) | 1 (326.03) | consecutive losses (loss in money) | 1 (-580.85) | |
| Maximal | consecutive profit (count of wins) | 326.03 (1) | consecutive loss (count of losses) | -580.85 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.18 01:00 | sell | 1 | 1.00 | 1.04625 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.18 14:00 | close | 1 | 1.00 | 1.04285 | 0.00000 | 0.00000 | 326.03 | 10326.03 |
| 3 | 2009.12.29 07:00 | buy | 2 | 1.00 | 1.03551 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.29 10:00 | close | 2 | 1.00 | 1.02953 | 0.00000 | 0.00000 | -580.85 | 9745.18 |