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 | BALANCE_INIT=2000; Lots=0.1; StepTP=11; total=6; doClose=false; XL=0.87; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -35.02 | Gross profit | 3512.14 | Gross loss | -3547.16 |
| Profit factor | 0.99 | Expected payoff | -5.84 | ||
| Absolute drawdown | 35.29 | Maximal drawdown | 35.29 (0.35%) | Relative drawdown | 0.35% (35.29) |
| Total trades | 6 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 1174.58 | loss trade | -1186.25 | |
| Average | profit trade | 1170.71 | loss trade | -1182.39 | |
| Maximum | consecutive wins (profit in money) | 1 (1174.58) | consecutive losses (loss in money) | 1 (-1186.25) | |
| Maximal | consecutive profit (count of wins) | 1174.58 (1) | consecutive loss (count of losses) | -1186.25 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.40 | 1.00496 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | buy | 2 | 0.40 | 1.00508 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:02 | sell | 3 | 0.40 | 1.00471 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 00:02 | buy | 4 | 0.40 | 1.00483 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 00:05 | sell | 5 | 0.40 | 1.00476 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 00:05 | buy | 6 | 0.40 | 1.00488 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.31 18:57 | close at stop | 6 | 0.40 | 1.03506 | 0.00000 | 0.00000 | 1172.65 | 11172.65 |
| 8 | 2009.12.31 18:57 | close at stop | 5 | 0.40 | 1.03518 | 0.00000 | 0.00000 | -1184.32 | 9988.33 |
| 9 | 2009.12.31 18:57 | close at stop | 4 | 0.40 | 1.03506 | 0.00000 | 0.00000 | 1174.58 | 11162.90 |
| 10 | 2009.12.31 18:57 | close at stop | 3 | 0.40 | 1.03518 | 0.00000 | 0.00000 | -1186.25 | 9976.65 |
| 11 | 2009.12.31 18:57 | close at stop | 2 | 0.40 | 1.03506 | 0.00000 | 0.00000 | 1164.92 | 11141.57 |
| 12 | 2009.12.31 18:57 | close at stop | 1 | 0.40 | 1.03518 | 0.00000 | 0.00000 | -1176.59 | 9964.98 |