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 | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; ExpertMagicNumber=2002; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -241.94 | Gross profit | 131.76 | Gross loss | -373.70 |
| Profit factor | 0.35 | Expected payoff | -21.99 | ||
| Absolute drawdown | 358.68 | Maximal drawdown | 387.66 (3.87%) | Relative drawdown | 3.87% (387.66) |
| Total trades | 11 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
| Largest | profit trade | 19.07 | loss trade | -222.78 | |
| Average | profit trade | 18.82 | loss trade | -93.42 | |
| Maximum | consecutive wins (profit in money) | 3 (56.50) | consecutive losses (loss in money) | 2 (-78.91) | |
| Maximal | consecutive profit (count of wins) | 56.50 (3) | consecutive loss (count of losses) | -222.78 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 21:00 | buy | 1 | 0.10 | 1.05143 | 0.00000 | 1.05343 | ||
| 2 | 2009.12.03 14:45 | t/p | 1 | 0.10 | 1.05343 | 0.00000 | 1.05343 | 18.78 | 10018.78 |
| 3 | 2009.12.07 19:00 | sell | 2 | 0.10 | 1.04978 | 0.00000 | 1.04778 | ||
| 4 | 2009.12.08 15:00 | close | 2 | 0.10 | 1.05739 | 0.00000 | 1.04778 | -72.01 | 9946.78 |
| 5 | 2009.12.08 15:00 | buy | 3 | 0.10 | 1.05739 | 0.00000 | 1.05939 | ||
| 6 | 2009.12.08 15:20 | t/p | 3 | 0.10 | 1.05939 | 0.00000 | 1.05939 | 18.87 | 9965.65 |
| 7 | 2009.12.11 18:00 | buy | 4 | 0.10 | 1.05862 | 0.00000 | 1.06062 | ||
| 8 | 2009.12.11 19:50 | t/p | 4 | 0.10 | 1.06062 | 0.00000 | 1.06062 | 18.85 | 9984.50 |
| 9 | 2009.12.15 10:00 | buy | 5 | 0.10 | 1.06222 | 0.00000 | 1.06422 | ||
| 10 | 2009.12.15 12:20 | t/p | 5 | 0.10 | 1.06422 | 0.00000 | 1.06422 | 18.78 | 10003.28 |
| 11 | 2009.12.16 14:00 | sell | 6 | 0.10 | 1.05899 | 0.00000 | 1.05699 | ||
| 12 | 2009.12.16 16:00 | sell | 7 | 0.10 | 1.05904 | 0.00000 | 1.05704 | ||
| 13 | 2009.12.16 21:00 | close | 7 | 0.10 | 1.06321 | 0.00000 | 1.05704 | -39.22 | 9964.06 |
| 14 | 2009.12.16 21:00 | close | 6 | 0.10 | 1.06321 | 0.00000 | 1.05699 | -39.69 | 9924.37 |
| 15 | 2009.12.16 21:00 | buy | 8 | 0.10 | 1.06321 | 0.00000 | 1.06521 | ||
| 16 | 2009.12.17 03:07 | t/p | 8 | 0.10 | 1.06521 | 0.00000 | 1.06521 | 18.58 | 9942.95 |
| 17 | 2009.12.18 13:00 | sell | 9 | 0.10 | 1.06529 | 0.00000 | 1.06329 | ||
| 18 | 2009.12.18 16:07 | t/p | 9 | 0.10 | 1.06329 | 0.00000 | 1.06329 | 18.82 | 9961.77 |
| 19 | 2009.12.21 10:00 | buy | 10 | 0.10 | 1.06968 | 0.00000 | 1.07168 | ||
| 20 | 2009.12.30 03:00 | buy | 11 | 0.10 | 1.04644 | 0.00000 | 1.04844 | ||
| 21 | 2009.12.30 04:45 | t/p | 11 | 0.10 | 1.04844 | 0.00000 | 1.04844 | 19.07 | 9980.84 |
| 22 | 2009.12.31 18:57 | close at stop | 10 | 0.10 | 1.04645 | 0.00000 | 1.07168 | -222.78 | 9758.06 |