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 | MagicNumber=6290102; Lots=0.1; Slippage=3; lTakeProfit=0; sTakeProfit=0; lStopLoss=0; sStopLoss=0; lTrailingStop=0; sTrailingStop=0; FrMarg=3000; porog=500; per=14; d=3; test=0; workb=-50; works=50; pred=100; sliv=-2000; mm=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1959.77 | Gross profit | 9.88 | Gross loss | -1969.65 |
| Profit factor | 0.01 | Expected payoff | -653.26 | ||
| Absolute drawdown | 2004.37 | Maximal drawdown | 2127.81 (21.02%) | Relative drawdown | 21.02% (2127.81) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 9.88 | loss trade | -1507.52 | |
| Average | profit trade | 9.88 | loss trade | -984.82 | |
| Maximum | consecutive wins (profit in money) | 1 (9.88) | consecutive losses (loss in money) | 2 (-1969.65) | |
| Maximal | consecutive profit (count of wins) | 9.88 (1) | consecutive loss (count of losses) | -1969.65 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.04719 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 17:15 | sell | 2 | 3.00 | 1.04149 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.02 14:50 | close | 1 | 0.10 | 1.04823 | 0.00000 | 0.00000 | 9.88 | 10009.88 |
| 4 | 2009.12.02 14:52 | buy | 3 | 3.00 | 1.04794 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.31 18:57 | close at stop | 3 | 3.00 | 1.04645 | 0.00000 | 0.00000 | -462.13 | 9547.75 |
| 6 | 2009.12.31 18:57 | close at stop | 2 | 3.00 | 1.04675 | 0.00000 | 0.00000 | -1507.52 | 8040.23 |