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 | Expert_Name=""----"; LotSize=0.3; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; MA_Type=0; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -278.55 | Gross profit | 484.38 | Gross loss | -762.93 |
Profit factor | 0.63 | Expected payoff | -18.57 | ||
Absolute drawdown | 354.06 | Maximal drawdown | 838.34 (8.00%) | Relative drawdown | 8.00% (838.34) |
Total trades | 15 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
Largest | profit trade | 229.85 | loss trade | -237.31 | |
Average | profit trade | 60.55 | loss trade | -108.99 | |
Maximum | consecutive wins (profit in money) | 2 (231.85) | consecutive losses (loss in money) | 3 (-196.87) | |
Maximal | consecutive profit (count of wins) | 231.85 (2) | consecutive loss (count of losses) | -237.31 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.30 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 15:00 | close | 1 | 0.30 | 1.04794 | 0.00000 | 0.00000 | 229.85 | 10229.85 |
3 | 2009.12.03 01:00 | sell | 2 | 0.30 | 1.04918 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 11:00 | close | 2 | 0.30 | 1.04911 | 0.00000 | 0.00000 | 2.00 | 10231.85 |
5 | 2009.12.04 13:00 | sell | 3 | 0.30 | 1.05225 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 20:00 | close | 3 | 0.30 | 1.05714 | 0.00000 | 0.00000 | -138.77 | 10093.08 |
7 | 2009.12.07 09:00 | buy | 4 | 0.30 | 1.05504 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 15:00 | close | 4 | 0.30 | 1.05543 | 0.00000 | 0.00000 | 11.09 | 10104.17 |
9 | 2009.12.09 01:00 | buy | 5 | 0.30 | 1.06485 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 12:00 | close | 5 | 0.30 | 1.05987 | 0.00000 | 0.00000 | -140.96 | 9963.21 |
11 | 2009.12.10 03:00 | buy | 6 | 0.30 | 1.05507 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 08:00 | close | 6 | 0.30 | 1.05532 | 0.00000 | 0.00000 | 7.11 | 9970.32 |
13 | 2009.12.11 04:00 | sell | 7 | 0.30 | 1.05096 | 0.00000 | 0.00000 | ||
14 | 2009.12.11 16:00 | close | 7 | 0.30 | 1.05268 | 0.00000 | 0.00000 | -49.02 | 9921.30 |
15 | 2009.12.14 08:00 | buy | 8 | 0.30 | 1.05831 | 0.00000 | 0.00000 | ||
16 | 2009.12.14 18:00 | close | 8 | 0.30 | 1.05892 | 0.00000 | 0.00000 | 17.28 | 9938.58 |
17 | 2009.12.15 00:00 | buy | 9 | 0.30 | 1.05957 | 0.00000 | 0.00000 | ||
18 | 2009.12.15 17:00 | close | 9 | 0.30 | 1.05977 | 0.00000 | 0.00000 | 5.66 | 9944.24 |
19 | 2009.12.16 05:00 | buy | 10 | 0.30 | 1.06122 | 0.00000 | 0.00000 | ||
20 | 2009.12.16 10:00 | close | 10 | 0.30 | 1.05972 | 0.00000 | 0.00000 | -42.46 | 9901.78 |
21 | 2009.12.17 18:00 | buy | 11 | 0.30 | 1.07134 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 04:00 | close | 11 | 0.30 | 1.06684 | 0.00000 | 0.00000 | -126.85 | 9774.93 |
23 | 2009.12.21 00:00 | buy | 12 | 0.30 | 1.06779 | 0.00000 | 0.00000 | ||
24 | 2009.12.21 04:00 | close | 12 | 0.30 | 1.06681 | 0.00000 | 0.00000 | -27.56 | 9747.37 |
25 | 2009.12.22 18:00 | sell | 13 | 0.30 | 1.05524 | 0.00000 | 0.00000 | ||
26 | 2009.12.28 00:00 | close | 13 | 0.30 | 1.04804 | 0.00000 | 0.00000 | 205.93 | 9953.30 |
27 | 2009.12.29 05:00 | sell | 14 | 0.30 | 1.04356 | 0.00000 | 0.00000 | ||
28 | 2009.12.29 21:00 | close | 14 | 0.30 | 1.04337 | 0.00000 | 0.00000 | 5.46 | 9958.76 |
29 | 2009.12.30 11:00 | sell | 15 | 0.30 | 1.04725 | 0.00000 | 0.00000 | ||
30 | 2009.12.30 21:00 | close | 15 | 0.30 | 1.05560 | 0.00000 | 0.00000 | -237.31 | 9721.45 |