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 | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -400.41 | Gross profit | 47.25 | Gross loss | -447.66 |
Profit factor | 0.11 | Expected payoff | -66.73 | ||
Absolute drawdown | 400.41 | Maximal drawdown | 517.62 (5.12%) | Relative drawdown | 5.12% (517.62) |
Total trades | 6 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 23.71 | loss trade | -223.83 | |
Average | profit trade | 11.81 | loss trade | -223.83 | |
Maximum | consecutive wins (profit in money) | 4 (47.25) | consecutive losses (loss in money) | 2 (-447.66) | |
Maximal | consecutive profit (count of wins) | 47.25 (4) | consecutive loss (count of losses) | -447.66 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:02 | sell stop | 1 | 0.50 | 1.05555 | 0.00000 | 1.05505 | ||
2 | 2009.12.01 00:02 | sell stop | 2 | 0.50 | 1.05555 | 0.00000 | 1.05405 | ||
3 | 2009.12.01 00:33 | sell | 1 | 0.50 | 1.05555 | 0.00000 | 1.05505 | ||
4 | 2009.12.01 00:33 | sell | 2 | 0.50 | 1.05555 | 0.00000 | 1.05405 | ||
5 | 2009.12.01 00:33 | modify | 1 | 0.50 | 1.05555 | 1.05872 | 1.05505 | ||
6 | 2009.12.01 00:33 | modify | 2 | 0.50 | 1.05555 | 1.05872 | 1.05405 | ||
7 | 2009.12.01 00:40 | modify | 1 | 0.50 | 1.05555 | 1.05555 | 1.05505 | ||
8 | 2009.12.01 00:40 | modify | 2 | 0.50 | 1.05555 | 1.05555 | 1.05405 | ||
9 | 2009.12.01 00:46 | t/p | 1 | 0.50 | 1.05505 | 1.05555 | 1.05505 | 23.71 | 10023.71 |
10 | 2009.12.01 01:43 | s/l | 2 | 0.50 | 1.05555 | 1.05555 | 1.05405 | 0.00 | 10023.71 |
11 | 2009.12.16 14:47 | buy stop | 3 | 0.50 | 1.06099 | 0.00000 | 1.06149 | ||
12 | 2009.12.16 14:47 | buy stop | 4 | 0.50 | 1.06099 | 0.00000 | 1.06249 | ||
13 | 2009.12.16 14:59 | buy | 3 | 0.50 | 1.06099 | 0.00000 | 1.06149 | ||
14 | 2009.12.16 14:59 | buy | 4 | 0.50 | 1.06099 | 0.00000 | 1.06249 | ||
15 | 2009.12.16 14:59 | modify | 3 | 0.50 | 1.06099 | 1.05726 | 1.06149 | ||
16 | 2009.12.16 14:59 | modify | 4 | 0.50 | 1.06099 | 1.05726 | 1.06249 | ||
17 | 2009.12.16 15:10 | t/p | 3 | 0.50 | 1.06149 | 1.05726 | 1.06149 | 23.54 | 10047.25 |
18 | 2009.12.16 15:10 | modify | 4 | 0.50 | 1.06099 | 1.06099 | 1.06249 | ||
19 | 2009.12.16 15:40 | s/l | 4 | 0.50 | 1.06099 | 1.06099 | 1.06249 | 0.00 | 10047.25 |
20 | 2009.12.16 15:45 | sell stop | 5 | 0.50 | 1.05837 | 0.00000 | 1.05787 | ||
21 | 2009.12.16 15:45 | sell stop | 6 | 0.50 | 1.05837 | 0.00000 | 1.05687 | ||
22 | 2009.12.16 15:50 | sell | 5 | 0.50 | 1.05837 | 0.00000 | 1.05787 | ||
23 | 2009.12.16 15:50 | sell | 6 | 0.50 | 1.05837 | 0.00000 | 1.05687 | ||
24 | 2009.12.16 15:50 | modify | 5 | 0.50 | 1.05837 | 1.06373 | 1.05787 | ||
25 | 2009.12.16 15:50 | modify | 6 | 0.50 | 1.05837 | 1.06373 | 1.05687 | ||
26 | 2009.12.16 19:00 | modify | 5 | 0.50 | 1.05837 | 1.06313 | 1.05787 | ||
27 | 2009.12.16 19:00 | modify | 6 | 0.50 | 1.05837 | 1.06313 | 1.05687 | ||
28 | 2009.12.16 20:20 | s/l | 5 | 0.50 | 1.06313 | 1.06313 | 1.05787 | -223.83 | 9823.42 |
29 | 2009.12.16 20:20 | s/l | 6 | 0.50 | 1.06313 | 1.06313 | 1.05687 | -223.83 | 9599.59 |