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 | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -454.48 | Gross profit | 0.00 | Gross loss | -454.48 |
| Profit factor | 0.00 | Expected payoff | -56.81 | ||
| Absolute drawdown | 454.48 | Maximal drawdown | 491.47 (4.90%) | Relative drawdown | 4.90% (491.47) |
| Total trades | 8 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 8 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -57.20 | |
| Average | profit trade | 0.00 | loss trade | -56.81 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 8 (-454.48) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -454.48 (8) | |
| Average | consecutive wins | 0 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:00 | sell | 1 | 1.00 | 1.05467 | 1.05527 | 1.05387 | ||
| 2 | 2009.12.01 04:40 | s/l | 1 | 1.00 | 1.05527 | 1.05527 | 1.05387 | -56.85 | 9943.15 |
| 3 | 2009.12.03 08:00 | sell | 2 | 1.00 | 1.04819 | 1.04879 | 1.04739 | ||
| 4 | 2009.12.03 08:10 | s/l | 2 | 1.00 | 1.04879 | 1.04879 | 1.04739 | -57.20 | 9885.95 |
| 5 | 2009.12.09 17:00 | sell | 3 | 1.00 | 1.05478 | 1.05538 | 1.05398 | ||
| 6 | 2009.12.09 17:15 | s/l | 3 | 1.00 | 1.05538 | 1.05538 | 1.05398 | -56.83 | 9829.12 |
| 7 | 2009.12.14 15:00 | buy | 4 | 1.00 | 1.06562 | 1.06502 | 1.06642 | ||
| 8 | 2009.12.14 15:03 | s/l | 4 | 1.00 | 1.06502 | 1.06502 | 1.06642 | -56.35 | 9772.77 |
| 9 | 2009.12.16 10:00 | sell | 5 | 1.00 | 1.05972 | 1.06032 | 1.05892 | ||
| 10 | 2009.12.16 10:07 | s/l | 5 | 1.00 | 1.06032 | 1.06032 | 1.05892 | -56.59 | 9716.18 |
| 11 | 2009.12.22 01:00 | sell | 6 | 1.00 | 1.06152 | 1.06212 | 1.06072 | ||
| 12 | 2009.12.22 01:10 | s/l | 6 | 1.00 | 1.06212 | 1.06212 | 1.06072 | -56.48 | 9659.70 |
| 13 | 2009.12.28 01:00 | sell | 7 | 1.00 | 1.04817 | 1.04877 | 1.04737 | ||
| 14 | 2009.12.28 01:03 | s/l | 7 | 1.00 | 1.04877 | 1.04877 | 1.04737 | -57.20 | 9602.50 |
| 15 | 2009.12.31 07:00 | buy | 8 | 1.00 | 1.05361 | 1.05301 | 1.05441 | ||
| 16 | 2009.12.31 07:07 | s/l | 8 | 1.00 | 1.05301 | 1.05301 | 1.05441 | -56.98 | 9545.52 |