Report Result : 038_UniversalSinglePositionTradingWithMoreStrategiesImplemented

Strategy Tester Report

Download 038_UniversalSinglePositionTradingWithMoreStrategiesImplemented

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		_STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	21.39	Gross profit	30.85	Gross loss	-9.46
Profit factor	3.26	Expected payoff	5.35
Absolute drawdown	10.77	Maximal drawdown	28.55 (0.28%)	Relative drawdown	0.28% (28.55)

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	18.38	loss trade	-4.74
Average		profit trade	15.43	loss trade	-4.73
Maximum		consecutive wins (profit in money)	2 (30.85)	consecutive losses (loss in money)	2 (-9.46)
Maximal		consecutive profit (count of wins)	30.85 (2)	consecutive loss (count of losses)	-9.46 (2)
Average		consecutive wins	2	consecutive losses	2

Desynced Forex