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=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1248.09 | Gross profit | 1248.09 | Gross loss | 0.00 |
Profit factor | Expected payoff | 156.01 | |||
Absolute drawdown | 3098.99 | Maximal drawdown | 3969.03 (36.51%) | Relative drawdown | 36.51% (3969.03) |
Total trades | 8 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 293.30 | loss trade | 0.00 | |
Average | profit trade | 156.01 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 8 (1248.09) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 1248.09 (8) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 8 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 1.50 | 1.04689 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 11:20 | modify | 1 | 1.50 | 1.04689 | 1.04680 | 0.00000 | ||
3 | 2009.12.01 11:37 | modify | 1 | 1.50 | 1.04689 | 1.04678 | 0.00000 | ||
4 | 2009.12.01 12:20 | s/l | 1 | 1.50 | 1.04678 | 1.04678 | 0.00000 | 15.76 | 10015.76 |
5 | 2009.12.07 16:00 | sell | 2 | 1.50 | 1.05485 | 0.00000 | 0.00000 | ||
6 | 2009.12.07 16:40 | modify | 2 | 1.50 | 1.05485 | 1.05452 | 0.00000 | ||
7 | 2009.12.07 16:45 | modify | 2 | 1.50 | 1.05485 | 1.05382 | 0.00000 | ||
8 | 2009.12.07 16:50 | modify | 2 | 1.50 | 1.05485 | 1.05287 | 0.00000 | ||
9 | 2009.12.07 18:16 | s/l | 2 | 1.50 | 1.05287 | 1.05287 | 0.00000 | 281.99 | 10297.75 |
10 | 2009.12.09 04:00 | sell | 3 | 1.50 | 1.06191 | 0.00000 | 0.00000 | ||
11 | 2009.12.09 11:50 | modify | 3 | 1.50 | 1.06191 | 1.06166 | 0.00000 | ||
12 | 2009.12.09 12:50 | modify | 3 | 1.50 | 1.06191 | 1.06160 | 0.00000 | ||
13 | 2009.12.09 13:03 | modify | 3 | 1.50 | 1.06191 | 1.06151 | 0.00000 | ||
14 | 2009.12.09 13:10 | modify | 3 | 1.50 | 1.06191 | 1.06135 | 0.00000 | ||
15 | 2009.12.09 13:37 | s/l | 3 | 1.50 | 1.06135 | 1.06135 | 0.00000 | 79.14 | 10376.89 |
16 | 2009.12.10 12:00 | sell | 4 | 1.60 | 1.05119 | 0.00000 | 0.00000 | ||
17 | 2009.12.10 14:45 | modify | 4 | 1.60 | 1.05119 | 1.05087 | 0.00000 | ||
18 | 2009.12.10 14:50 | modify | 4 | 1.60 | 1.05119 | 1.04996 | 0.00000 | ||
19 | 2009.12.10 15:45 | s/l | 4 | 1.60 | 1.04996 | 1.04996 | 0.00000 | 187.40 | 10564.29 |
20 | 2009.12.11 11:00 | sell | 5 | 1.60 | 1.05011 | 0.00000 | 0.00000 | ||
21 | 2009.12.23 17:50 | modify | 5 | 1.60 | 1.05011 | 1.04922 | 0.00000 | ||
22 | 2009.12.23 18:07 | modify | 5 | 1.60 | 1.05011 | 1.04918 | 0.00000 | ||
23 | 2009.12.23 18:50 | modify | 5 | 1.60 | 1.05011 | 1.04910 | 0.00000 | ||
24 | 2009.12.23 22:20 | s/l | 5 | 1.60 | 1.04910 | 1.04910 | 0.00000 | 152.54 | 10716.83 |
25 | 2009.12.24 09:00 | sell | 6 | 1.60 | 1.04738 | 0.00000 | 0.00000 | ||
26 | 2009.12.24 12:50 | modify | 6 | 1.60 | 1.04738 | 1.04700 | 0.00000 | ||
27 | 2009.12.24 14:20 | modify | 6 | 1.60 | 1.04738 | 1.04681 | 0.00000 | ||
28 | 2009.12.24 14:40 | s/l | 6 | 1.60 | 1.04681 | 1.04681 | 0.00000 | 87.12 | 10803.95 |
29 | 2009.12.29 10:00 | sell | 7 | 1.60 | 1.04049 | 0.00000 | 0.00000 | ||
30 | 2009.12.29 12:50 | modify | 7 | 1.60 | 1.04049 | 1.03951 | 0.00000 | ||
31 | 2009.12.29 13:20 | s/l | 7 | 1.60 | 1.03951 | 1.03951 | 0.00000 | 150.84 | 10954.79 |
32 | 2009.12.31 01:00 | sell | 8 | 1.60 | 1.05476 | 0.00000 | 0.00000 | ||
33 | 2009.12.31 02:40 | modify | 8 | 1.60 | 1.05476 | 1.05444 | 0.00000 | ||
34 | 2009.12.31 02:45 | modify | 8 | 1.60 | 1.05476 | 1.05375 | 0.00000 | ||
35 | 2009.12.31 02:50 | modify | 8 | 1.60 | 1.05476 | 1.05283 | 0.00000 | ||
36 | 2009.12.31 06:15 | s/l | 8 | 1.60 | 1.05283 | 1.05283 | 0.00000 | 293.30 | 11248.09 |