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 | WithTrend=false; Pairs=""AUDJPY,AUDNZD,AUDUSD,CHFJPY,EURAUD,EURCAD,EURCHF,EURGBP,EURJPY,EURUSD,GBPCHF,GBPJPY,GBPUSD,NZDJPY,NZDUSD,USDCAD,USDCHF,USDJPY""; Lots=0.2; ProfitMade=130; LossLimit=100; BreakEven=0; TrailStop=0; KillLogging=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 128.76 | Gross profit | 524.26 | Gross loss | -395.50 |
| Profit factor | 1.33 | Expected payoff | 32.19 | ||
| Absolute drawdown | 224.60 | Maximal drawdown | 355.14 (3.51%) | Relative drawdown | 3.51% (355.14) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
| Largest | profit trade | 267.65 | loss trade | -206.90 | |
| Average | profit trade | 262.13 | loss trade | -197.75 | |
| Maximum | consecutive wins (profit in money) | 1 (267.65) | consecutive losses (loss in money) | 1 (-206.90) | |
| Maximal | consecutive profit (count of wins) | 267.65 (1) | consecutive loss (count of losses) | -206.90 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.10 00:00 | sell | 1 | 0.20 | 1.05481 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.10 00:00 | modify | 1 | 0.20 | 1.05481 | 1.06981 | 1.03681 | ||
| 3 | 2009.12.14 11:50 | close | 1 | 0.20 | 1.06485 | 1.06981 | 1.03681 | -188.61 | 9811.39 |
| 4 | 2009.12.18 00:00 | sell | 2 | 0.20 | 1.07068 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.18 00:00 | modify | 2 | 0.20 | 1.07068 | 1.08568 | 1.05268 | ||
| 6 | 2009.12.21 13:20 | close | 2 | 0.20 | 1.05654 | 1.08568 | 1.05268 | 267.65 | 10079.04 |
| 7 | 2009.12.28 00:00 | buy | 3 | 0.20 | 1.04804 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.28 00:00 | modify | 3 | 0.20 | 1.04804 | 1.03304 | 1.06604 | ||
| 9 | 2009.12.29 12:50 | close | 3 | 0.20 | 1.03732 | 1.03304 | 1.06604 | -206.90 | 9872.15 |
| 10 | 2009.12.30 00:00 | buy | 4 | 0.20 | 1.04408 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.30 00:00 | modify | 4 | 0.20 | 1.04408 | 1.02908 | 1.06208 | ||
| 12 | 2009.12.30 15:50 | close | 4 | 0.20 | 1.05765 | 1.02908 | 1.06208 | 256.61 | 10128.76 |