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 | Expert_Name=""----------"; MagicNumber=1234; StopLoss=100; TakeProfit=200; TrailingStop_Setting=""----------"; TrailingStopType=1; TrailingStop=40; Indicator_Setting=""----------"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; FastMAshift=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; SlowMAshift=0; CossDistance_Setting=""----------"; MinCrossDistance=0; MaxLookUp=0; Exit_Setting=""----------"; StopAndReverse=false; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting=""----------"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Pivot.Setting=""----------"; Use.Pivot.Filter=false; Order_Setting=""----------"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=10; Slippage=5; OpenOrder_Setting=""----------"; MaxOpenTrade=1; MinPriceDistance=5; Time_Parameters=""----------"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters=""----------"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting=""----------"; EnableAlert=false; SoundFilename=""alert.wav""; Testing_Parameters=""----------"; PrintControl=false; Show_Settings=true; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 344.14 | Gross profit | 624.51 | Gross loss | -280.37 |
| Profit factor | 2.23 | Expected payoff | 34.41 | ||
| Absolute drawdown | 18.00 | Maximal drawdown | 225.58 (2.13%) | Relative drawdown | 2.13% (225.58) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 7 (70.00%) | Loss trades (% of total) | 3 (30.00%) | ||
| Largest | profit trade | 193.48 | loss trade | -96.21 | |
| Average | profit trade | 89.22 | loss trade | -93.46 | |
| Maximum | consecutive wins (profit in money) | 6 (437.41) | consecutive losses (loss in money) | 2 (-187.87) | |
| Maximal | consecutive profit (count of wins) | 437.41 (6) | consecutive loss (count of losses) | -187.87 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 16:00 | buy | 1 | 1.00 | 1.05562 | 1.05460 | 1.05760 | ||
| 2 | 2009.12.03 16:10 | modify | 1 | 1.00 | 1.05562 | 1.05632 | 1.05760 | ||
| 3 | 2009.12.03 16:15 | modify | 1 | 1.00 | 1.05562 | 1.05710 | 1.05760 | ||
| 4 | 2009.12.03 16:20 | t/p | 1 | 1.00 | 1.05760 | 1.05710 | 1.05760 | 187.10 | 10187.10 |
| 5 | 2009.12.04 16:00 | sell | 2 | 1.00 | 1.04673 | 1.04770 | 1.04470 | ||
| 6 | 2009.12.04 16:10 | s/l | 2 | 1.00 | 1.04770 | 1.04770 | 1.04470 | -92.50 | 10094.60 |
| 7 | 2009.12.04 20:00 | buy | 3 | 1.00 | 1.05710 | 1.05610 | 1.05910 | ||
| 8 | 2009.12.04 20:15 | modify | 3 | 1.00 | 1.05710 | 1.05720 | 1.05910 | ||
| 9 | 2009.12.04 20:20 | modify | 3 | 1.00 | 1.05710 | 1.05758 | 1.05910 | ||
| 10 | 2009.12.04 20:27 | s/l | 3 | 1.00 | 1.05758 | 1.05758 | 1.05910 | 45.39 | 10139.99 |
| 11 | 2009.12.07 20:00 | sell | 4 | 1.00 | 1.05065 | 1.05170 | 1.04870 | ||
| 12 | 2009.12.07 20:07 | modify | 4 | 1.00 | 1.05065 | 1.05050 | 1.04870 | ||
| 13 | 2009.12.07 20:10 | s/l | 4 | 1.00 | 1.05050 | 1.05050 | 1.04870 | 14.27 | 10154.26 |
| 14 | 2009.12.08 15:00 | buy | 5 | 1.00 | 1.05725 | 1.05630 | 1.05930 | ||
| 15 | 2009.12.08 15:10 | modify | 5 | 1.00 | 1.05725 | 1.05743 | 1.05930 | ||
| 16 | 2009.12.08 15:15 | modify | 5 | 1.00 | 1.05725 | 1.05830 | 1.05930 | ||
| 17 | 2009.12.08 15:20 | t/p | 5 | 1.00 | 1.05930 | 1.05830 | 1.05930 | 193.48 | 10347.74 |
| 18 | 2009.12.09 23:00 | sell | 6 | 1.00 | 1.05455 | 1.05560 | 1.05260 | ||
| 19 | 2009.12.09 23:26 | modify | 6 | 1.00 | 1.05455 | 1.05439 | 1.05260 | ||
| 20 | 2009.12.09 23:30 | modify | 6 | 1.00 | 1.05455 | 1.05400 | 1.05260 | ||
| 21 | 2009.12.09 23:32 | modify | 6 | 1.00 | 1.05455 | 1.05387 | 1.05260 | ||
| 22 | 2009.12.09 23:37 | modify | 6 | 1.00 | 1.05455 | 1.05370 | 1.05260 | ||
| 23 | 2009.12.09 23:40 | s/l | 6 | 1.00 | 1.05370 | 1.05370 | 1.05260 | 80.63 | 10428.37 |
| 24 | 2009.12.11 20:00 | buy | 7 | 1.00 | 1.06065 | 1.05970 | 1.06270 | ||
| 25 | 2009.12.11 20:26 | modify | 7 | 1.00 | 1.06065 | 1.06086 | 1.06270 | ||
| 26 | 2009.12.11 20:32 | modify | 7 | 1.00 | 1.06065 | 1.06157 | 1.06270 | ||
| 27 | 2009.12.11 20:37 | modify | 7 | 1.00 | 1.06065 | 1.06174 | 1.06270 | ||
| 28 | 2009.12.11 20:40 | s/l | 7 | 1.00 | 1.06174 | 1.06174 | 1.06270 | 102.69 | 10531.06 |
| 29 | 2009.12.21 13:00 | sell | 8 | 1.00 | 1.06085 | 1.06190 | 1.05890 | ||
| 30 | 2009.12.21 13:05 | modify | 8 | 1.00 | 1.06085 | 1.06084 | 1.05890 | ||
| 31 | 2009.12.21 13:07 | s/l | 8 | 1.00 | 1.06084 | 1.06084 | 1.05890 | 0.95 | 10532.01 |
| 32 | 2009.12.30 07:00 | buy | 9 | 1.00 | 1.05101 | 1.05000 | 1.05300 | ||
| 33 | 2009.12.30 07:15 | s/l | 9 | 1.00 | 1.05000 | 1.05000 | 1.05300 | -96.21 | 10435.80 |
| 34 | 2009.12.31 18:00 | sell | 10 | 1.00 | 1.04614 | 1.04710 | 1.04410 | ||
| 35 | 2009.12.31 18:15 | s/l | 10 | 1.00 | 1.04710 | 1.04710 | 1.04410 | -91.66 | 10344.14 |