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 | Lots=1; MAPeriod=6; RSIPeriod=10; ATRPeriod=28; ism=1.6; tpm=1; RSIUpperLevel=60; RSIUpperLimit=80; RSILowerLevel=39; RSILowerLimit=25; FastMAPeriod=5; SlowMAPeriod=24; SignalMAPeriod=14; MacdDiffBuy=0.5; MacdDiffSell=0.15; slippage=5; magicEA=11911; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -125.39 | Gross profit | 1184.45 | Gross loss | -1309.84 |
| Profit factor | 0.90 | Expected payoff | -15.67 | ||
| Absolute drawdown | 1582.04 | Maximal drawdown | 1582.04 (15.82%) | Relative drawdown | 15.82% (1582.04) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 422.38 | loss trade | -327.46 | |
| Average | profit trade | 296.11 | loss trade | -327.46 | |
| Maximum | consecutive wins (profit in money) | 4 (1184.45) | consecutive losses (loss in money) | 4 (-1309.84) | |
| Maximal | consecutive profit (count of wins) | 1184.45 (4) | consecutive loss (count of losses) | -1309.84 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 00:00 | buy | 1 | 1.00 | 1.05116 | 1.04773 | 1.05330 | ||
| 2 | 2009.12.03 00:00 | buy | 2 | 1.00 | 1.05116 | 1.04773 | 1.05438 | ||
| 3 | 2009.12.03 00:00 | buy | 3 | 1.00 | 1.05116 | 1.04773 | 1.05545 | ||
| 4 | 2009.12.03 00:00 | buy | 4 | 1.00 | 1.05116 | 1.04773 | 1.05652 | ||
| 5 | 2009.12.03 07:50 | s/l | 1 | 1.00 | 1.04773 | 1.04773 | 1.05330 | -327.46 | 9672.54 |
| 6 | 2009.12.03 07:50 | s/l | 2 | 1.00 | 1.04773 | 1.04773 | 1.05438 | -327.46 | 9345.08 |
| 7 | 2009.12.03 07:50 | s/l | 3 | 1.00 | 1.04773 | 1.04773 | 1.05545 | -327.46 | 9017.62 |
| 8 | 2009.12.03 07:50 | s/l | 4 | 1.00 | 1.04773 | 1.04773 | 1.05652 | -327.46 | 8690.16 |
| 9 | 2009.12.30 00:00 | buy | 5 | 1.00 | 1.04412 | 1.04128 | 1.04589 | ||
| 10 | 2009.12.30 00:00 | buy | 6 | 1.00 | 1.04412 | 1.04128 | 1.04678 | ||
| 11 | 2009.12.30 00:00 | buy | 7 | 1.00 | 1.04412 | 1.04128 | 1.04767 | ||
| 12 | 2009.12.30 00:00 | buy | 8 | 1.00 | 1.04412 | 1.04128 | 1.04855 | ||
| 13 | 2009.12.30 02:20 | t/p | 5 | 1.00 | 1.04589 | 1.04128 | 1.04589 | 169.22 | 8859.38 |
| 14 | 2009.12.30 02:20 | modify | 8 | 1.00 | 1.04412 | 1.04412 | 1.04855 | ||
| 15 | 2009.12.30 02:20 | modify | 7 | 1.00 | 1.04412 | 1.04412 | 1.04767 | ||
| 16 | 2009.12.30 02:20 | modify | 6 | 1.00 | 1.04412 | 1.04412 | 1.04678 | ||
| 17 | 2009.12.30 04:20 | t/p | 6 | 1.00 | 1.04678 | 1.04412 | 1.04678 | 254.09 | 9113.47 |
| 18 | 2009.12.30 04:20 | modify | 8 | 1.00 | 1.04412 | 1.04501 | 1.04855 | ||
| 19 | 2009.12.30 04:20 | modify | 7 | 1.00 | 1.04412 | 1.04501 | 1.04767 | ||
| 20 | 2009.12.30 04:40 | t/p | 7 | 1.00 | 1.04767 | 1.04501 | 1.04767 | 338.76 | 9452.23 |
| 21 | 2009.12.30 04:40 | modify | 8 | 1.00 | 1.04412 | 1.04589 | 1.04855 | ||
| 22 | 2009.12.30 04:45 | t/p | 8 | 1.00 | 1.04855 | 1.04589 | 1.04855 | 422.38 | 9874.61 |