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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10390.50 | Gross profit | 14819.14 | Gross loss | -25209.64 |
| Profit factor | 0.59 | Expected payoff | -1484.36 | ||
| Absolute drawdown | 10390.50 | Maximal drawdown | 26543.46 (101.49%) | Relative drawdown | 101.49% (26543.46) |
| Total trades | 7 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 9202.57 | loss trade | -13080.44 | |
| Average | profit trade | 4939.71 | loss trade | -6302.41 | |
| Maximum | consecutive wins (profit in money) | 2 (5616.57) | consecutive losses (loss in money) | 3 (-23156.17) | |
| Maximal | consecutive profit (count of wins) | 9202.57 (1) | consecutive loss (count of losses) | -23156.17 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 10.00 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 02:00 | close | 1 | 10.00 | 1.04634 | 0.00000 | 0.00000 | 9202.57 | 19202.57 |
| 3 | 2009.12.02 10:00 | sell | 2 | 10.00 | 1.04486 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 16:00 | close | 2 | 10.00 | 1.04701 | 0.00000 | 0.00000 | -2053.47 | 17149.10 |
| 5 | 2009.12.02 16:00 | buy | 3 | 10.00 | 1.04701 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 08:00 | close | 3 | 10.00 | 1.04819 | 0.00000 | 0.00000 | 1094.73 | 18243.83 |
| 7 | 2009.12.03 14:00 | buy | 4 | 10.00 | 1.04990 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 11:00 | close | 4 | 10.00 | 1.05468 | 0.00000 | 0.00000 | 4521.84 | 22765.67 |
| 9 | 2009.12.04 16:00 | sell | 5 | 10.00 | 1.04673 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.07 00:00 | close | 5 | 10.00 | 1.05625 | 0.00000 | 0.00000 | -9013.96 | 13751.71 |
| 11 | 2009.12.07 06:00 | buy | 6 | 10.00 | 1.05596 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 09:00 | close | 6 | 10.00 | 1.05484 | 0.00000 | 0.00000 | -1061.77 | 12689.94 |
| 13 | 2009.12.07 12:00 | buy | 7 | 10.00 | 1.06184 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 18:50 | close at stop | 7 | 10.00 | 1.04813 | 0.00000 | 0.00000 | -13080.44 | -390.50 |