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; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -631.68 | Gross profit | 564.49 | Gross loss | -1196.17 |
| Profit factor | 0.47 | Expected payoff | -70.19 | ||
| Absolute drawdown | 913.37 | Maximal drawdown | 1062.62 (10.47%) | Relative drawdown | 10.47% (1062.62) |
| Total trades | 9 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 95.35 | loss trade | -809.35 | |
| Average | profit trade | 94.08 | loss trade | -398.72 | |
| Maximum | consecutive wins (profit in money) | 2 (188.26) | consecutive losses (loss in money) | 1 (-809.35) | |
| Maximal | consecutive profit (count of wins) | 188.26 (2) | consecutive loss (count of losses) | -809.35 (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 | 0.50 | 1.05134 | 0.00000 | 1.05334 | ||
| 2 | 2009.12.02 21:05 | modify | 1 | 0.50 | 1.05134 | 1.04444 | 1.05334 | ||
| 3 | 2009.12.03 14:45 | t/p | 1 | 0.50 | 1.05334 | 1.04444 | 1.05334 | 93.93 | 10093.93 |
| 4 | 2009.12.07 19:00 | sell | 2 | 0.50 | 1.04978 | 0.00000 | 1.04778 | ||
| 5 | 2009.12.07 19:02 | modify | 2 | 0.50 | 1.04978 | 1.06705 | 1.04778 | ||
| 6 | 2009.12.08 20:50 | s/l | 2 | 0.50 | 1.06705 | 1.06705 | 1.04778 | -809.35 | 9284.59 |
| 7 | 2009.12.11 18:00 | buy | 3 | 0.50 | 1.05853 | 0.00000 | 1.06053 | ||
| 8 | 2009.12.11 18:02 | modify | 3 | 0.50 | 1.05853 | 1.05202 | 1.06053 | ||
| 9 | 2009.12.11 19:45 | t/p | 3 | 0.50 | 1.06053 | 1.05202 | 1.06053 | 94.29 | 9378.88 |
| 10 | 2009.12.15 10:00 | buy | 4 | 0.50 | 1.06213 | 0.00000 | 1.06413 | ||
| 11 | 2009.12.15 10:02 | modify | 4 | 0.50 | 1.06213 | 1.05360 | 1.06413 | ||
| 12 | 2009.12.15 12:15 | t/p | 4 | 0.50 | 1.06413 | 1.05360 | 1.06413 | 93.97 | 9472.85 |
| 13 | 2009.12.16 14:00 | sell | 5 | 0.50 | 1.05899 | 0.00000 | 1.05699 | ||
| 14 | 2009.12.16 14:02 | modify | 5 | 0.50 | 1.05899 | 1.06423 | 1.05699 | ||
| 15 | 2009.12.16 20:50 | s/l | 5 | 0.50 | 1.06423 | 1.06423 | 1.05699 | -246.15 | 9226.70 |
| 16 | 2009.12.16 21:00 | buy | 6 | 0.50 | 1.06312 | 0.00000 | 1.06512 | ||
| 17 | 2009.12.16 21:02 | modify | 6 | 0.50 | 1.06312 | 1.05520 | 1.06512 | ||
| 18 | 2009.12.17 03:07 | t/p | 6 | 0.50 | 1.06512 | 1.05520 | 1.06512 | 92.89 | 9319.59 |
| 19 | 2009.12.18 13:00 | sell | 7 | 0.50 | 1.06529 | 0.00000 | 1.06329 | ||
| 20 | 2009.12.18 13:02 | modify | 7 | 0.50 | 1.06529 | 1.07098 | 1.06329 | ||
| 21 | 2009.12.18 16:02 | t/p | 7 | 0.50 | 1.06329 | 1.07098 | 1.06329 | 94.05 | 9413.64 |
| 22 | 2009.12.21 10:00 | buy | 8 | 0.50 | 1.06959 | 0.00000 | 1.07159 | ||
| 23 | 2009.12.21 10:02 | modify | 8 | 0.50 | 1.06959 | 1.06659 | 1.07159 | ||
| 24 | 2009.12.21 10:50 | s/l | 8 | 0.50 | 1.06659 | 1.06659 | 1.07159 | -140.67 | 9272.97 |
| 25 | 2009.12.30 03:00 | buy | 9 | 0.50 | 1.04635 | 0.00000 | 1.04835 | ||
| 26 | 2009.12.30 03:02 | modify | 9 | 0.50 | 1.04635 | 1.03977 | 1.04835 | ||
| 27 | 2009.12.30 04:45 | t/p | 9 | 0.50 | 1.04835 | 1.03977 | 1.04835 | 95.35 | 9368.32 |