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 | Debug=false; MagicID=12345; MoneyManagement=""-------------------------------------""; Lots=0.1; mm0=""MM"; mm1="""; mm2="""; mm3="""; mm4="""; MM_Method=2; AccountIsMini=false; Risk=10; MIN_lots=0.1; MAX_lots=5; s0=""---StopLoss"; s1="""; s2="""; s3="""; StopLossMethod=2; StopLoss=30; TakeProfit=0; z0=""---ZigZag"; z1=""---ZigZag"; ExtDepth=100; ExtDeviation=75; ExtBackstep=15; z2=""NonLagZigZag_v2""; Price=0; Length=100; PctFilter=2; f0=""---FilterMethods---""; f1="""; f2="""; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3=""---Exit"; useZigZag_Exit=1; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f=""Wick""; Wick=0; w1=""Wait"; WaitSignal=3; h1=""Heiken"; has=""HAS"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0=""Stochastic"; K_Period=14; D_Period=3; Slowing=3; sto1=""Price"; sto2="""; sto3="""; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci=""CCI"; CCI_Period=34; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0=""NonLagDots"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0=""NonLagMA"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0=""---TrailingStop"; ts1="""; ts2="""; ts3="""; ts4="""; ts5="""; TrailingStopMethod=1; ts6=""2."; Trigger=10; ts7=""3."; BreakEvenLevel=30; LockInPips=5; ts8=""4."; BeginTrailingStop=35; SignalCandle=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -803.41 | Gross profit | 0.00 | Gross loss | -803.41 |
| Profit factor | 0.00 | Expected payoff | -73.04 | ||
| Absolute drawdown | 755.58 | Maximal drawdown | 1069.66 (10.37%) | Relative drawdown | 10.37% (1069.66) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 11 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -238.26 | |
| Average | profit trade | 0.00 | loss trade | -73.04 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 11 (-803.41) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -803.41 (11) | |
| Average | consecutive wins | 0 | consecutive losses | 11 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 19:00 | buy | 1 | 1.00 | 1.04430 | 1.04260 | 0.00000 | ||
| 2 | 2009.12.01 19:45 | s/l | 1 | 1.00 | 1.04260 | 1.04260 | 0.00000 | -163.10 | 9836.90 |
| 3 | 2009.12.21 15:00 | buy | 2 | 0.98 | 1.05586 | 1.05468 | 0.00000 | ||
| 4 | 2009.12.21 15:00 | close | 2 | 0.98 | 1.05559 | 1.05468 | 0.00000 | -25.07 | 9811.83 |
| 5 | 2009.12.21 17:00 | buy | 3 | 0.98 | 1.05796 | 1.05540 | 0.00000 | ||
| 6 | 2009.12.22 12:07 | s/l | 3 | 0.98 | 1.05540 | 1.05540 | 0.00000 | -238.26 | 9573.57 |
| 7 | 2009.12.23 15:00 | buy | 4 | 0.96 | 1.05175 | 1.04916 | 0.00000 | ||
| 8 | 2009.12.23 15:00 | close | 4 | 0.96 | 1.05148 | 1.04916 | 0.00000 | -24.65 | 9548.92 |
| 9 | 2009.12.23 20:00 | buy | 5 | 0.95 | 1.04798 | 1.04725 | 0.00000 | ||
| 10 | 2009.12.23 20:07 | s/l | 5 | 0.95 | 1.04725 | 1.04725 | 0.00000 | -66.22 | 9482.70 |
| 11 | 2009.12.24 12:00 | buy | 6 | 0.95 | 1.04730 | 1.04580 | 0.00000 | ||
| 12 | 2009.12.24 12:00 | close | 6 | 0.95 | 1.04703 | 1.04580 | 0.00000 | -24.50 | 9458.20 |
| 13 | 2009.12.28 16:00 | buy | 7 | 0.95 | 1.04611 | 1.04474 | 0.00000 | ||
| 14 | 2009.12.28 16:40 | s/l | 7 | 0.95 | 1.04474 | 1.04474 | 0.00000 | -124.58 | 9333.62 |
| 15 | 2009.12.28 18:00 | buy | 8 | 0.93 | 1.04325 | 1.04218 | 0.00000 | ||
| 16 | 2009.12.28 18:00 | close | 8 | 0.93 | 1.04298 | 1.04218 | 0.00000 | -24.08 | 9309.54 |
| 17 | 2009.12.28 20:00 | buy | 9 | 0.93 | 1.04346 | 1.04273 | 0.00000 | ||
| 18 | 2009.12.28 20:15 | s/l | 9 | 0.93 | 1.04273 | 1.04273 | 0.00000 | -65.12 | 9244.42 |
| 19 | 2009.12.29 13:00 | buy | 10 | 0.92 | 1.03876 | 1.03763 | 0.00000 | ||
| 20 | 2009.12.29 13:00 | close | 10 | 0.92 | 1.03849 | 1.03763 | 0.00000 | -23.92 | 9220.50 |
| 21 | 2009.12.29 16:00 | buy | 11 | 0.92 | 1.03932 | 1.03683 | 0.00000 | ||
| 22 | 2009.12.29 16:00 | close | 11 | 0.92 | 1.03905 | 1.03683 | 0.00000 | -23.91 | 9196.59 |