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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3970.16 | Gross profit | 566.25 | Gross loss | -4536.41 |
| Profit factor | 0.12 | Expected payoff | -283.58 | ||
| Absolute drawdown | 5921.12 | Maximal drawdown | 6505.13 (61.46%) | Relative drawdown | 61.46% (6505.13) |
| Total trades | 14 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
| Largest | profit trade | 47.47 | loss trade | -2307.86 | |
| Average | profit trade | 47.19 | loss trade | -2268.21 | |
| Maximum | consecutive wins (profit in money) | 12 (566.25) | consecutive losses (loss in money) | 2 (-4536.41) | |
| Maximal | consecutive profit (count of wins) | 566.25 (12) | consecutive loss (count of losses) | -4536.41 (2) | |
| Average | consecutive wins | 12 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 15:37 | sell | 1 | 1.00 | 1.05653 | 0.00000 | 1.05603 | ||
| 2 | 2009.12.07 15:45 | t/p | 1 | 1.00 | 1.05603 | 0.00000 | 1.05603 | 47.35 | 10047.35 |
| 3 | 2009.12.11 15:17 | buy | 2 | 1.00 | 1.05265 | 0.00000 | 1.05315 | ||
| 4 | 2009.12.11 15:20 | t/p | 2 | 1.00 | 1.05315 | 0.00000 | 1.05315 | 47.47 | 10094.82 |
| 5 | 2009.12.11 15:22 | buy | 3 | 1.00 | 1.05327 | 0.00000 | 1.05377 | ||
| 6 | 2009.12.11 15:27 | buy | 4 | 1.00 | 1.05265 | 0.00000 | 1.05315 | ||
| 7 | 2009.12.11 15:27 | t/p | 4 | 1.00 | 1.05315 | 0.00000 | 1.05315 | 47.47 | 10142.29 |
| 8 | 2009.12.11 15:27 | buy | 5 | 1.00 | 1.05387 | 0.00000 | 1.05437 | ||
| 9 | 2009.12.11 15:32 | t/p | 3 | 1.00 | 1.05377 | 0.00000 | 1.05377 | 47.44 | 10189.73 |
| 10 | 2009.12.11 15:32 | buy | 6 | 1.00 | 1.05453 | 0.00000 | 1.05503 | ||
| 11 | 2009.12.11 16:15 | t/p | 5 | 1.00 | 1.05437 | 0.00000 | 1.05437 | 47.39 | 10237.12 |
| 12 | 2009.12.11 16:15 | t/p | 6 | 1.00 | 1.05503 | 0.00000 | 1.05503 | 47.39 | 10284.51 |
| 13 | 2009.12.14 16:50 | sell | 7 | 1.00 | 1.05979 | 0.00000 | 1.05929 | ||
| 14 | 2009.12.14 16:52 | sell | 8 | 1.00 | 1.06058 | 0.00000 | 1.06008 | ||
| 15 | 2009.12.14 17:20 | t/p | 8 | 1.00 | 1.06008 | 0.00000 | 1.06008 | 47.20 | 10331.71 |
| 16 | 2009.12.14 17:32 | t/p | 7 | 1.00 | 1.05929 | 0.00000 | 1.05929 | 47.24 | 10378.95 |
| 17 | 2009.12.17 16:15 | sell | 9 | 1.00 | 1.06817 | 0.00000 | 1.06767 | ||
| 18 | 2009.12.17 16:17 | sell | 10 | 1.00 | 1.06849 | 0.00000 | 1.06799 | ||
| 19 | 2009.12.17 16:20 | t/p | 9 | 1.00 | 1.06767 | 0.00000 | 1.06767 | 46.84 | 10425.79 |
| 20 | 2009.12.17 16:20 | t/p | 10 | 1.00 | 1.06799 | 0.00000 | 1.06799 | 46.83 | 10472.62 |
| 21 | 2009.12.17 16:20 | sell | 11 | 1.00 | 1.06688 | 0.00000 | 1.06638 | ||
| 22 | 2009.12.17 16:22 | sell | 12 | 1.00 | 1.06753 | 0.00000 | 1.06703 | ||
| 23 | 2009.12.18 03:10 | t/p | 12 | 1.00 | 1.06703 | 0.00000 | 1.06703 | 46.78 | 10519.40 |
| 24 | 2009.12.18 03:16 | t/p | 11 | 1.00 | 1.06638 | 0.00000 | 1.06638 | 46.86 | 10566.25 |
| 25 | 2009.12.18 17:15 | buy | 13 | 1.00 | 1.06963 | 0.00000 | 1.07013 | ||
| 26 | 2009.12.18 17:20 | buy | 14 | 1.00 | 1.07046 | 0.00000 | 1.07096 | ||
| 27 | 2009.12.31 18:57 | close at stop | 14 | 1.00 | 1.04645 | 0.00000 | 1.07096 | -2307.86 | 8258.39 |
| 28 | 2009.12.31 18:57 | close at stop | 13 | 1.00 | 1.04645 | 0.00000 | 1.07013 | -2228.55 | 6029.84 |