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 | S1a="---------------- Settings"; Shift1=1; Shift2=2; S1b="---------------- Settings"; SignalTimeFrame=15; RSIPeriod1=9; b01="Buy when between these and rising"; RSIBuyLevel1=50; RSIBuyLevel1a=70; s01="Sell when between these and decreasing"; RSISellLevel1=50; RSISellLevel1a=30; S2b="---------------- 2nD Settings"; S2c="---------Show the trend"; RSIPeriod2=9; S2d="If Under-Over allow to trade"; RSIBuyLevel2=30; RSISellLevel2=70; MainTimeFrame=240; S2e="If Under-Over allow to trade"; MACDFast2=12; MACDSlow2=26; MACDSMA2=9; MACDBuyLevel2=0; MACDSellLevel2=0; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; ReverseSystem=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -184.60 | Gross profit | 75.23 | Gross loss | -259.83 |
| Profit factor | 0.29 | Expected payoff | -23.07 | ||
| Absolute drawdown | 899.14 | Maximal drawdown | 919.08 (9.17%) | Relative drawdown | 9.17% (919.08) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 2 (25.00%) | Loss trades (% of total) | 6 (75.00%) | ||
| Largest | profit trade | 44.69 | loss trade | -143.05 | |
| Average | profit trade | 37.62 | loss trade | -43.31 | |
| Maximum | consecutive wins (profit in money) | 2 (75.23) | consecutive losses (loss in money) | 6 (-259.83) | |
| Maximal | consecutive profit (count of wins) | 75.23 (2) | consecutive loss (count of losses) | -259.83 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.21 19:00 | buy | 1 | 0.10 | 1.06129 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.23 23:00 | buy | 2 | 0.10 | 1.04863 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.24 00:00 | buy | 3 | 0.10 | 1.04879 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.24 01:00 | buy | 4 | 0.10 | 1.04880 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.24 02:00 | buy | 5 | 0.10 | 1.04926 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.24 15:00 | buy | 6 | 0.10 | 1.04858 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.29 00:00 | buy | 7 | 0.10 | 1.04321 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.29 17:00 | buy | 8 | 0.10 | 1.04173 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.31 18:57 | close at stop | 8 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 44.69 | 10044.69 |
| 10 | 2009.12.31 18:57 | close at stop | 7 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 30.55 | 10075.23 |
| 11 | 2009.12.31 18:57 | close at stop | 6 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -21.07 | 10054.16 |
| 12 | 2009.12.31 18:57 | close at stop | 5 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -27.57 | 10026.59 |
| 13 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -23.18 | 10003.40 |
| 14 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -23.08 | 9980.32 |
| 15 | 2009.12.31 18:57 | close at stop | 2 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -21.86 | 9958.45 |
| 16 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -143.05 | 9815.40 |