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 | smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -66.82 | Gross profit | 9.45 | Gross loss | -76.27 |
| Profit factor | 0.12 | Expected payoff | -9.55 | ||
| Absolute drawdown | 66.82 | Maximal drawdown | 66.82 (0.67%) | Relative drawdown | 0.67% (66.82) |
| Total trades | 7 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 4.74 | loss trade | -15.37 | |
| Average | profit trade | 4.72 | loss trade | -15.25 | |
| Maximum | consecutive wins (profit in money) | 1 (4.74) | consecutive losses (loss in money) | 3 (-45.60) | |
| Maximal | consecutive profit (count of wins) | 4.74 (1) | consecutive loss (count of losses) | -45.60 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:00 | sell | 1 | 0.10 | 1.04554 | 1.04715 | 1.04504 | ||
| 2 | 2009.12.01 12:20 | s/l | 1 | 0.10 | 1.04715 | 1.04715 | 1.04504 | -15.37 | 9984.63 |
| 3 | 2009.12.07 09:00 | buy | 2 | 0.10 | 1.05548 | 1.05387 | 1.05598 | ||
| 4 | 2009.12.07 09:03 | t/p | 2 | 0.10 | 1.05598 | 1.05387 | 1.05598 | 4.74 | 9989.37 |
| 5 | 2009.12.08 11:00 | sell | 3 | 0.10 | 1.05018 | 1.05179 | 1.04968 | ||
| 6 | 2009.12.08 11:45 | s/l | 3 | 0.10 | 1.05179 | 1.05179 | 1.04968 | -15.30 | 9974.07 |
| 7 | 2009.12.08 18:03 | buy | 4 | 0.10 | 1.06141 | 1.05980 | 1.06191 | ||
| 8 | 2009.12.08 18:32 | t/p | 4 | 0.10 | 1.06191 | 1.05980 | 1.06191 | 4.71 | 9978.78 |
| 9 | 2009.12.11 19:00 | sell | 5 | 0.10 | 1.05866 | 1.06027 | 1.05816 | ||
| 10 | 2009.12.11 19:15 | s/l | 5 | 0.10 | 1.06027 | 1.06027 | 1.05816 | -15.18 | 9963.60 |
| 11 | 2009.12.11 21:02 | buy | 6 | 0.10 | 1.06150 | 1.05989 | 1.06200 | ||
| 12 | 2009.12.11 21:45 | s/l | 6 | 0.10 | 1.05989 | 1.05989 | 1.06200 | -15.19 | 9948.41 |
| 13 | 2009.12.23 02:00 | sell | 7 | 0.10 | 1.05566 | 1.05727 | 1.05516 | ||
| 14 | 2009.12.23 03:59 | s/l | 7 | 0.10 | 1.05727 | 1.05727 | 1.05516 | -15.23 | 9933.18 |