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 | Note1=""TF"; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8324.70 | Gross profit | 675.52 | Gross loss | -9000.22 |
Profit factor | 0.08 | Expected payoff | -1664.94 | ||
Absolute drawdown | 8324.70 | Maximal drawdown | 9989.59 (85.64%) | Relative drawdown | 85.64% (9989.59) |
Total trades | 5 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
Largest | profit trade | 580.76 | loss trade | -8377.19 | |
Average | profit trade | 337.76 | loss trade | -3000.07 | |
Maximum | consecutive wins (profit in money) | 2 (675.52) | consecutive losses (loss in money) | 3 (-9000.22) | |
Maximal | consecutive profit (count of wins) | 675.52 (2) | consecutive loss (count of losses) | -9000.22 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 2.50 | 1.05597 | 0.00000 | 1.05557 | ||
2 | 2009.12.01 00:33 | t/p | 1 | 2.50 | 1.05557 | 0.00000 | 1.05557 | 94.76 | 10094.76 |
3 | 2009.12.01 01:00 | sell | 2 | 2.52 | 1.05391 | 0.00000 | 1.05351 | ||
4 | 2009.12.01 02:00 | sell | 3 | 7.57 | 1.05580 | 0.00000 | 1.05540 | ||
5 | 2009.12.01 03:00 | sell | 4 | 22.71 | 1.05607 | 0.00000 | 1.05567 | ||
6 | 2009.12.01 03:40 | close | 4 | 22.71 | 1.05580 | 0.00000 | 1.05567 | 580.76 | 10675.52 |
7 | 2009.12.01 03:42 | close | 3 | 7.57 | 1.05598 | 0.00000 | 1.05540 | -129.04 | 10546.48 |
8 | 2009.12.01 03:42 | close | 2 | 2.52 | 1.05598 | 0.00000 | 1.05351 | -493.99 | 10052.49 |
9 | 2009.12.01 04:00 | sell | 5 | 50.00 | 1.05467 | 0.00000 | 1.05427 | ||
10 | 2009.12.01 04:50 | close at stop | 5 | 50.00 | 1.05644 | 0.00000 | 1.05427 | -8377.19 | 1675.30 |