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 | mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -734.11 | Gross profit | 57.56 | Gross loss | -791.67 |
| Profit factor | 0.07 | Expected payoff | -61.18 | ||
| Absolute drawdown | 1166.47 | Maximal drawdown | 1226.83 (12.19%) | Relative drawdown | 12.19% (1226.83) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
| Largest | profit trade | 14.16 | loss trade | -263.89 | |
| Average | profit trade | 6.40 | loss trade | -263.89 | |
| Maximum | consecutive wins (profit in money) | 9 (57.56) | consecutive losses (loss in money) | 3 (-791.67) | |
| Maximal | consecutive profit (count of wins) | 57.56 (9) | consecutive loss (count of losses) | -791.67 (3) | |
| Average | consecutive wins | 9 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:30 | buy | 1 | 0.10 | 1.00543 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:30 | buy | 2 | 0.10 | 1.00543 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:30 | buy | 3 | 0.10 | 1.00543 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 06:10 | close | 1 | 0.10 | 1.00576 | 0.00000 | 0.00000 | 3.28 | 10003.28 |
| 5 | 2009.12.01 06:10 | close | 3 | 0.10 | 1.00576 | 0.00000 | 0.00000 | 3.28 | 10006.56 |
| 6 | 2009.12.01 06:15 | close | 2 | 0.10 | 1.00657 | 0.00000 | 0.00000 | 11.33 | 10017.89 |
| 7 | 2009.12.01 07:45 | buy | 4 | 0.10 | 1.00477 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 07:45 | buy | 5 | 0.10 | 1.00477 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.01 07:45 | buy | 6 | 0.10 | 1.00477 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 14:45 | close | 4 | 0.10 | 1.00617 | 0.00000 | 0.00000 | 14.16 | 10032.05 |
| 11 | 2009.12.04 14:45 | close | 6 | 0.10 | 1.00617 | 0.00000 | 0.00000 | 14.16 | 10046.21 |
| 12 | 2009.12.04 14:47 | close | 5 | 0.10 | 1.00500 | 0.00000 | 0.00000 | 2.54 | 10048.74 |
| 13 | 2009.12.04 15:30 | sell | 7 | 0.10 | 1.00855 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 15:30 | sell | 8 | 0.10 | 1.00855 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.04 15:30 | sell | 9 | 0.10 | 1.00855 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.04 15:50 | close | 7 | 0.10 | 1.00822 | 0.00000 | 0.00000 | 3.27 | 10052.01 |
| 17 | 2009.12.04 15:50 | close | 9 | 0.10 | 1.00822 | 0.00000 | 0.00000 | 3.27 | 10055.28 |
| 18 | 2009.12.04 15:55 | close | 8 | 0.10 | 1.00832 | 0.00000 | 0.00000 | 2.28 | 10057.56 |
| 19 | 2009.12.04 15:57 | sell | 10 | 0.10 | 1.00828 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.04 15:57 | sell | 11 | 0.10 | 1.00828 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.04 15:57 | sell | 12 | 0.10 | 1.00828 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.31 18:57 | close at stop | 12 | 0.10 | 1.03541 | 0.00000 | 0.00000 | -263.89 | 9793.67 |
| 23 | 2009.12.31 18:57 | close at stop | 11 | 0.10 | 1.03541 | 0.00000 | 0.00000 | -263.89 | 9529.78 |
| 24 | 2009.12.31 18:57 | close at stop | 10 | 0.10 | 1.03541 | 0.00000 | 0.00000 | -263.89 | 9265.89 |