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 | period=720; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -369.30 | Gross profit | 0.10 | Gross loss | -369.39 |
| Profit factor | 0.00 | Expected payoff | -123.10 | ||
| Absolute drawdown | 475.10 | Maximal drawdown | 509.10 (5.07%) | Relative drawdown | 5.07% (509.10) |
| Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 0.10 | loss trade | -196.85 | |
| Average | profit trade | 0.10 | loss trade | -184.70 | |
| Maximum | consecutive wins (profit in money) | 1 (0.10) | consecutive losses (loss in money) | 2 (-369.39) | |
| Maximal | consecutive profit (count of wins) | 0.10 (1) | consecutive loss (count of losses) | -369.39 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:16 | sell | 1 | 0.10 | 1.04472 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.17 03:02 | close | 1 | 0.10 | 1.06568 | 0.00000 | 0.00000 | -196.85 | 9803.15 |
| 3 | 2009.12.17 03:05 | buy | 2 | 0.10 | 1.06548 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.23 18:00 | close | 2 | 0.10 | 1.04745 | 0.00000 | 0.00000 | -172.54 | 9630.61 |
| 5 | 2009.12.23 18:02 | sell | 3 | 0.10 | 1.04711 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 0.10 | 9630.70 |