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 | Magic=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1461.73 | Gross profit | 1461.73 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 146.17 | |||
| Absolute drawdown | 992.51 | Maximal drawdown | 1670.05 (15.64%) | Relative drawdown | 15.64% (1670.05) |
| Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 10 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 320.91 | loss trade | 0.00 | |
| Average | profit trade | 146.17 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 10 (1461.73) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1461.73 (10) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 10 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 22:00 | buy | 1 | 0.30 | 1.05026 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 17:00 | sell | 2 | 0.30 | 1.04999 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.07 01:00 | buy | 3 | 0.30 | 1.05612 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.08 14:00 | close | 1 | 0.30 | 1.05394 | 0.00000 | 0.00000 | 102.89 | 10102.89 |
| 5 | 2009.12.08 18:00 | buy | 4 | 0.30 | 1.06000 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.09 16:00 | close | 4 | 0.30 | 1.06203 | 0.00000 | 0.00000 | 57.03 | 10159.92 |
| 7 | 2009.12.09 16:00 | close | 3 | 0.30 | 1.06203 | 0.00000 | 0.00000 | 166.32 | 10326.24 |
| 8 | 2009.12.09 20:00 | sell | 5 | 0.30 | 1.05807 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.11 12:00 | close | 5 | 0.30 | 1.05001 | 0.00000 | 0.00000 | 230.17 | 10556.41 |
| 10 | 2009.12.11 21:00 | buy | 6 | 0.30 | 1.06077 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.15 02:00 | sell | 7 | 0.30 | 1.05872 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.16 07:00 | close | 6 | 0.30 | 1.06155 | 0.00000 | 0.00000 | 21.11 | 10577.51 |
| 13 | 2009.12.16 14:00 | sell | 8 | 0.30 | 1.05899 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.28 03:00 | close | 8 | 0.30 | 1.04777 | 0.00000 | 0.00000 | 320.91 | 10898.43 |
| 15 | 2009.12.28 03:00 | close | 7 | 0.30 | 1.04777 | 0.00000 | 0.00000 | 313.15 | 11211.58 |
| 16 | 2009.12.28 03:00 | close | 2 | 0.30 | 1.04777 | 0.00000 | 0.00000 | 62.94 | 11274.52 |
| 17 | 2009.12.30 02:00 | buy | 9 | 0.30 | 1.04566 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.31 09:00 | close | 9 | 0.30 | 1.05035 | 0.00000 | 0.00000 | 133.03 | 11407.55 |
| 19 | 2009.12.31 13:00 | sell | 10 | 0.30 | 1.04846 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.31 18:57 | close at stop | 10 | 0.30 | 1.04657 | 0.00000 | 0.00000 | 54.18 | 11461.73 |