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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1076.77 | Gross profit | 479.01 | Gross loss | -1555.78 |
| Profit factor | 0.31 | Expected payoff | -179.46 | ||
| Absolute drawdown | 1076.77 | Maximal drawdown | 1732.30 (16.26%) | Relative drawdown | 16.26% (1732.30) |
| Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 193.25 | loss trade | -552.82 | |
| Average | profit trade | 159.67 | loss trade | -518.59 | |
| Maximum | consecutive wins (profit in money) | 2 (368.07) | consecutive losses (loss in money) | 2 (-1069.24) | |
| Maximal | consecutive profit (count of wins) | 368.07 (2) | consecutive loss (count of losses) | -1069.24 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 15:00 | buy | 1 | 1.50 | 1.05504 | 1.05140 | 0.00000 | ||
| 2 | 2009.12.03 16:15 | modify | 1 | 1.50 | 1.05504 | 1.05550 | 0.00000 | ||
| 3 | 2009.12.03 16:20 | modify | 1 | 1.50 | 1.05504 | 1.05627 | 0.00000 | ||
| 4 | 2009.12.03 16:45 | s/l | 1 | 1.50 | 1.05627 | 1.05627 | 0.00000 | 174.82 | 10174.82 |
| 5 | 2009.12.04 15:00 | sell | 2 | 1.50 | 1.04867 | 1.05231 | 0.00000 | ||
| 6 | 2009.12.04 15:32 | modify | 2 | 1.50 | 1.04867 | 1.04755 | 0.00000 | ||
| 7 | 2009.12.04 15:37 | modify | 2 | 1.50 | 1.04867 | 1.04732 | 0.00000 | ||
| 8 | 2009.12.04 15:50 | s/l | 2 | 1.50 | 1.04732 | 1.04732 | 0.00000 | 193.25 | 10368.07 |
| 9 | 2009.12.07 19:00 | sell | 3 | 1.60 | 1.04978 | 1.05342 | 0.00000 | ||
| 10 | 2009.12.07 20:45 | s/l | 3 | 1.60 | 1.05342 | 1.05342 | 0.00000 | -552.82 | 9815.25 |
| 11 | 2009.12.09 22:00 | sell | 4 | 1.50 | 1.05427 | 1.05791 | 0.00000 | ||
| 12 | 2009.12.10 05:20 | s/l | 4 | 1.50 | 1.05791 | 1.05791 | 0.00000 | -516.42 | 9298.83 |
| 13 | 2009.12.11 19:00 | buy | 5 | 1.40 | 1.05930 | 1.05566 | 0.00000 | ||
| 14 | 2009.12.11 20:32 | modify | 5 | 1.40 | 1.05930 | 1.05997 | 0.00000 | ||
| 15 | 2009.12.11 20:37 | modify | 5 | 1.40 | 1.05930 | 1.06014 | 0.00000 | ||
| 16 | 2009.12.11 21:40 | s/l | 5 | 1.40 | 1.06014 | 1.06014 | 0.00000 | 110.94 | 9409.77 |
| 17 | 2009.12.30 06:00 | buy | 6 | 1.40 | 1.05115 | 1.04751 | 0.00000 | ||
| 18 | 2009.12.30 08:50 | s/l | 6 | 1.40 | 1.04751 | 1.04751 | 0.00000 | -486.54 | 8923.23 |