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 | MAGIC=363278; PARAMETERS_TRADE=""PARAMETERS"; Lots=0.1; Slippage=4; lStopLoss=60; sStopLoss=60; lTakeProfit=100; sTakeProfit=100; lTrailingStop=50; sTrailingStop=50; PARAMETERS_EXPERT=""PARAMETERS"; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""easyLMA""; UseSound=false; NameFileSound=""alert.wav""; UseHourTrade=false; FromHourTrade=8; ToHourTrade=19; PARAMETERS_INDICATOR_ONE=""Moving"; MAsmallMode=1; MAsmall=55; MAbig=200; MAbigMode=1; PARAMETERS_INDICATOR_TWO=""Stochastic""; KPeriod=14; DPeriod=5; Slowing=5; PARAMETERS_INDICATOR_THREE=""Parabolic"; Step=0.008; Maximum=0.05; PARAMETERS_INDICATOR_FOUR=""Parabolic"; Step2=0.02; Maximum2=0.2; PARAMETERS_INDICATOR_FIVE=""I_XO_A_H""; BoxSize=34; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -89.37 | Gross profit | 4.34 | Gross loss | -93.71 |
| Profit factor | 0.05 | Expected payoff | -8.94 | ||
| Absolute drawdown | 89.37 | Maximal drawdown | 89.37 (0.89%) | Relative drawdown | 0.89% (89.37) |
| Total trades | 10 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
| Largest | profit trade | 3.30 | loss trade | -11.75 | |
| Average | profit trade | 2.17 | loss trade | -11.71 | |
| Maximum | consecutive wins (profit in money) | 1 (3.30) | consecutive losses (loss in money) | 4 (-46.90) | |
| Maximal | consecutive profit (count of wins) | 3.30 (1) | consecutive loss (count of losses) | -46.90 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 05:20 | sell | 1 | 0.10 | 1.05455 | 1.05579 | 1.05355 | ||
| 2 | 2009.12.01 05:40 | s/l | 1 | 0.10 | 1.05579 | 1.05579 | 1.05355 | -11.74 | 9988.26 |
| 3 | 2009.12.07 09:46 | buy | 2 | 0.10 | 1.06480 | 1.06356 | 1.06580 | ||
| 4 | 2009.12.07 09:50 | s/l | 2 | 0.10 | 1.06356 | 1.06356 | 1.06580 | -11.67 | 9976.59 |
| 5 | 2009.12.08 17:00 | buy | 3 | 0.10 | 1.06082 | 1.05958 | 1.06182 | ||
| 6 | 2009.12.08 17:07 | modify | 3 | 0.10 | 1.06082 | 1.06093 | 1.06182 | ||
| 7 | 2009.12.08 17:10 | s/l | 3 | 0.10 | 1.06093 | 1.06093 | 1.06182 | 1.04 | 9977.63 |
| 8 | 2009.12.08 17:10 | buy | 4 | 0.10 | 1.06125 | 1.06001 | 1.06225 | ||
| 9 | 2009.12.08 17:15 | s/l | 4 | 0.10 | 1.06001 | 1.06001 | 1.06225 | -11.70 | 9965.93 |
| 10 | 2009.12.08 17:15 | buy | 5 | 0.10 | 1.06064 | 1.05940 | 1.06164 | ||
| 11 | 2009.12.08 17:20 | s/l | 5 | 0.10 | 1.05940 | 1.05940 | 1.06164 | -11.70 | 9954.23 |
| 12 | 2009.12.08 17:22 | buy | 6 | 0.10 | 1.06023 | 1.05899 | 1.06123 | ||
| 13 | 2009.12.08 17:50 | modify | 6 | 0.10 | 1.06023 | 1.06058 | 1.06123 | ||
| 14 | 2009.12.08 17:57 | s/l | 6 | 0.10 | 1.06058 | 1.06058 | 1.06123 | 3.30 | 9957.53 |
| 15 | 2009.12.08 17:57 | buy | 7 | 0.10 | 1.06115 | 1.05991 | 1.06215 | ||
| 16 | 2009.12.08 18:00 | s/l | 7 | 0.10 | 1.05991 | 1.05991 | 1.06215 | -11.70 | 9945.83 |
| 17 | 2009.12.14 01:50 | buy | 8 | 0.10 | 1.06069 | 1.05945 | 1.06169 | ||
| 18 | 2009.12.14 01:57 | s/l | 8 | 0.10 | 1.05945 | 1.05945 | 1.06169 | -11.71 | 9934.12 |
| 19 | 2009.12.22 20:00 | sell | 9 | 0.10 | 1.05445 | 1.05569 | 1.05345 | ||
| 20 | 2009.12.22 20:20 | s/l | 9 | 0.10 | 1.05569 | 1.05569 | 1.05345 | -11.75 | 9922.37 |
| 21 | 2009.12.22 20:20 | sell | 10 | 0.10 | 1.05512 | 1.05636 | 1.05412 | ||
| 22 | 2009.12.22 21:10 | s/l | 10 | 0.10 | 1.05636 | 1.05636 | 1.05412 | -11.74 | 9910.63 |