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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -19.07 | Gross profit | 7.35 | Gross loss | -26.41 |
| Profit factor | 0.28 | Expected payoff | -2.12 | ||
| Absolute drawdown | 28.86 | Maximal drawdown | 36.74 (0.37%) | Relative drawdown | 0.37% (36.74) |
| Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 0.94 | loss trade | -26.41 | |
| Average | profit trade | 0.92 | loss trade | -26.41 | |
| Maximum | consecutive wins (profit in money) | 8 (7.35) | consecutive losses (loss in money) | 1 (-26.41) | |
| Maximal | consecutive profit (count of wins) | 7.35 (8) | consecutive loss (count of losses) | -26.41 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 15:20 | buy | 1 | 0.01 | 1.05687 | 0.00000 | 1.05787 | ||
| 2 | 2009.12.03 16:20 | t/p | 1 | 0.01 | 1.05787 | 0.00000 | 1.05787 | 0.94 | 10000.94 |
| 3 | 2009.12.03 16:20 | buy | 2 | 0.01 | 1.05891 | 0.00000 | 1.05991 | ||
| 4 | 2009.12.07 09:33 | t/p | 2 | 0.01 | 1.05991 | 0.00000 | 1.05991 | 0.92 | 10001.86 |
| 5 | 2009.12.07 09:33 | buy | 3 | 0.01 | 1.06181 | 0.00000 | 1.06281 | ||
| 6 | 2009.12.07 09:46 | t/p | 3 | 0.01 | 1.06281 | 0.00000 | 1.06281 | 0.94 | 10002.80 |
| 7 | 2009.12.07 09:46 | buy | 4 | 0.01 | 1.06480 | 0.00000 | 1.06580 | ||
| 8 | 2009.12.08 20:45 | t/p | 4 | 0.01 | 1.06580 | 0.00000 | 1.06580 | 0.93 | 10003.73 |
| 9 | 2009.12.08 20:45 | buy | 5 | 0.01 | 1.06673 | 0.00000 | 1.06773 | ||
| 10 | 2009.12.17 05:10 | t/p | 5 | 0.01 | 1.06773 | 0.00000 | 1.06773 | 0.83 | 10004.56 |
| 11 | 2009.12.17 05:10 | buy | 6 | 0.01 | 1.06851 | 0.00000 | 1.06951 | ||
| 12 | 2009.12.17 07:10 | t/p | 6 | 0.01 | 1.06951 | 0.00000 | 1.06951 | 0.93 | 10005.49 |
| 13 | 2009.12.17 07:10 | buy | 7 | 0.01 | 1.07021 | 0.00000 | 1.07121 | ||
| 14 | 2009.12.17 11:20 | t/p | 7 | 0.01 | 1.07121 | 0.00000 | 1.07121 | 0.93 | 10006.42 |
| 15 | 2009.12.17 11:20 | buy | 8 | 0.01 | 1.07217 | 0.00000 | 1.07317 | ||
| 16 | 2009.12.17 11:50 | t/p | 8 | 0.01 | 1.07317 | 0.00000 | 1.07317 | 0.93 | 10007.35 |
| 17 | 2009.12.17 11:50 | buy | 9 | 0.01 | 1.07394 | 0.00000 | 1.07494 | ||
| 18 | 2009.12.31 18:57 | close at stop | 9 | 0.01 | 1.04645 | 0.00000 | 1.07494 | -26.41 | 9980.93 |