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 | TrailingStop=200; 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 | 1040.17 | Gross profit | 1040.17 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 130.02 | |||
| Absolute drawdown | 3097.12 | Maximal drawdown | 4034.19 (36.89%) | Relative drawdown | 36.89% (4034.19) |
| 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 | 278.42 | loss trade | 0.00 | |
| Average | profit trade | 130.02 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 8 (1040.17) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1040.17 (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 14:15 | modify | 1 | 1.50 | 1.04689 | 1.04640 | 0.00000 | ||
| 3 | 2009.12.01 14:20 | modify | 1 | 1.50 | 1.04689 | 1.04495 | 0.00000 | ||
| 4 | 2009.12.01 14:50 | s/l | 1 | 1.50 | 1.04495 | 1.04495 | 0.00000 | 278.42 | 10278.42 |
| 5 | 2009.12.07 16:00 | sell | 2 | 1.50 | 1.05485 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.07 16:45 | modify | 2 | 1.50 | 1.05485 | 1.05427 | 0.00000 | ||
| 7 | 2009.12.07 16:50 | modify | 2 | 1.50 | 1.05485 | 1.05332 | 0.00000 | ||
| 8 | 2009.12.07 18:16 | s/l | 2 | 1.50 | 1.05332 | 1.05332 | 0.00000 | 217.81 | 10496.23 |
| 9 | 2009.12.09 04:00 | sell | 3 | 1.60 | 1.06191 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 13:10 | modify | 3 | 1.60 | 1.06191 | 1.06180 | 0.00000 | ||
| 11 | 2009.12.09 13:37 | s/l | 3 | 1.60 | 1.06180 | 1.06180 | 0.00000 | 16.58 | 10512.81 |
| 12 | 2009.12.10 12:00 | sell | 4 | 1.60 | 1.05119 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.10 14:50 | modify | 4 | 1.60 | 1.05119 | 1.05041 | 0.00000 | ||
| 14 | 2009.12.10 15:45 | s/l | 4 | 1.60 | 1.05041 | 1.05041 | 0.00000 | 118.79 | 10631.60 |
| 15 | 2009.12.11 11:00 | sell | 5 | 1.60 | 1.05011 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.23 17:50 | modify | 5 | 1.60 | 1.05011 | 1.04967 | 0.00000 | ||
| 17 | 2009.12.23 18:07 | modify | 5 | 1.60 | 1.05011 | 1.04963 | 0.00000 | ||
| 18 | 2009.12.23 18:50 | modify | 5 | 1.60 | 1.05011 | 1.04955 | 0.00000 | ||
| 19 | 2009.12.23 22:20 | s/l | 5 | 1.60 | 1.04955 | 1.04955 | 0.00000 | 83.87 | 10715.47 |
| 20 | 2009.12.24 09:00 | sell | 6 | 1.60 | 1.04738 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.24 14:20 | modify | 6 | 1.60 | 1.04738 | 1.04726 | 0.00000 | ||
| 22 | 2009.12.24 14:40 | s/l | 6 | 1.60 | 1.04726 | 1.04726 | 0.00000 | 18.34 | 10733.81 |
| 23 | 2009.12.29 10:00 | sell | 7 | 1.60 | 1.04049 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.29 12:50 | modify | 7 | 1.60 | 1.04049 | 1.03996 | 0.00000 | ||
| 25 | 2009.12.29 13:20 | s/l | 7 | 1.60 | 1.03996 | 1.03996 | 0.00000 | 81.54 | 10815.35 |
| 26 | 2009.12.31 01:00 | sell | 8 | 1.60 | 1.05476 | 0.00000 | 0.00000 | ||
| 27 | 2009.12.31 02:45 | modify | 8 | 1.60 | 1.05476 | 1.05420 | 0.00000 | ||
| 28 | 2009.12.31 02:50 | modify | 8 | 1.60 | 1.05476 | 1.05328 | 0.00000 | ||
| 29 | 2009.12.31 06:15 | s/l | 8 | 1.60 | 1.05328 | 1.05328 | 0.00000 | 224.82 | 11040.17 |