Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
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=0.1; ZZbar=1; Closebar=3; CloseBars=5; Maxord=10; Sl=0; Tp=0; bu=0; Rew=0; ClosePos=1; Drive=false; _Bu=false; Autolot=true; magic=78977; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -877.04 | Gross profit | 0.00 | Gross loss | -877.04 |
Profit factor | 0.00 | Expected payoff | -219.26 | ||
Absolute drawdown | 957.10 | Maximal drawdown | 1456.54 (13.87%) | Relative drawdown | 13.87% (1456.54) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -328.35 | |
Average | profit trade | 0.00 | loss trade | -219.26 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-877.04) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -877.04 (4) | |
Average | consecutive wins | 0 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 00:00 | buy | 1 | 0.10 | 1.05718 | 0.00000 | 0.00000 | ||
2 | 2009.12.04 01:00 | buy | 2 | 0.20 | 1.05614 | 0.00000 | 0.00000 | ||
3 | 2009.12.31 00:00 | buy | 3 | 0.30 | 1.05526 | 0.00000 | 0.00000 | ||
4 | 2009.12.31 01:00 | buy | 4 | 0.40 | 1.05504 | 0.00000 | 0.00000 | ||
5 | 2009.12.31 18:57 | close at stop | 4 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -328.35 | 9671.65 |
6 | 2009.12.31 18:57 | close at stop | 3 | 0.30 | 1.04645 | 0.00000 | 0.00000 | -252.57 | 9419.08 |
7 | 2009.12.31 18:57 | close at stop | 2 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -190.78 | 9228.30 |
8 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -105.33 | 9122.96 |