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 | -2841.34 | Gross profit | 265.88 | Gross loss | -3107.22 |
| Profit factor | 0.09 | Expected payoff | -710.33 | ||
| Absolute drawdown | 2841.87 | Maximal drawdown | 3058.56 (29.94%) | Relative drawdown | 29.94% (3058.56) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
| Largest | profit trade | 257.08 | loss trade | -2297.79 | |
| Average | profit trade | 132.94 | loss trade | -1553.61 | |
| Maximum | consecutive wins (profit in money) | 1 (257.08) | consecutive losses (loss in money) | 1 (-2297.79) | |
| Maximal | consecutive profit (count of wins) | 257.08 (1) | consecutive loss (count of losses) | -2297.79 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.04767 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 14:20 | sell | 2 | 3.00 | 1.04231 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.02 18:15 | close | 1 | 0.10 | 1.04860 | 0.00000 | 0.00000 | 8.80 | 10008.80 |
| 4 | 2009.12.02 18:17 | buy | 3 | 3.00 | 1.04906 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.02 18:20 | close | 2 | 3.00 | 1.05035 | 0.00000 | 0.00000 | -2297.79 | 7711.01 |
| 6 | 2009.12.02 18:27 | sell | 4 | 3.00 | 1.04828 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.31 18:57 | close at stop | 4 | 3.00 | 1.04723 | 0.00000 | 0.00000 | 257.08 | 7968.09 |
| 8 | 2009.12.31 18:57 | close at stop | 3 | 3.00 | 1.04645 | 0.00000 | 0.00000 | -809.43 | 7158.66 |