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 | MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4827.66 | Gross profit | 2154.49 | Gross loss | -6982.15 |
| Profit factor | 0.31 | Expected payoff | -402.31 | ||
| Absolute drawdown | 6174.92 | Maximal drawdown | 9177.88 (70.58%) | Relative drawdown | 70.58% (9177.88) |
| Total trades | 12 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 1084.61 | loss trade | -2877.88 | |
| Average | profit trade | 538.62 | loss trade | -872.77 | |
| Maximum | consecutive wins (profit in money) | 2 (1759.10) | consecutive losses (loss in money) | 5 (-4194.37) | |
| Maximal | consecutive profit (count of wins) | 1759.10 (2) | consecutive loss (count of losses) | -4194.37 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 5.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 23:00 | close | 1 | 5.00 | 1.04607 | 0.00000 | 0.00000 | 391.94 | 10391.94 |
| 3 | 2009.12.08 02:00 | sell | 2 | 5.20 | 1.04938 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.08 09:00 | close | 2 | 5.20 | 1.05522 | 0.00000 | 0.00000 | -2877.88 | 7514.06 |
| 5 | 2009.12.09 01:00 | buy | 3 | 3.80 | 1.06475 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.09 05:00 | close | 3 | 3.80 | 1.06143 | 0.00000 | 0.00000 | -1188.59 | 6325.47 |
| 7 | 2009.12.10 12:00 | sell | 4 | 0.10 | 1.05119 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.10 19:00 | close | 4 | 0.10 | 1.05353 | 0.00000 | 0.00000 | -22.21 | 6303.26 |
| 9 | 2009.12.11 12:37 | sell | 5 | 0.10 | 1.04942 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.11 17:00 | close | 5 | 0.10 | 1.05492 | 0.00000 | 0.00000 | -52.14 | 6251.12 |
| 11 | 2009.12.14 12:00 | buy | 6 | 0.10 | 1.06459 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.14 18:00 | close | 6 | 0.10 | 1.05892 | 0.00000 | 0.00000 | -53.55 | 6197.57 |
| 13 | 2009.12.17 11:00 | buy | 7 | 0.10 | 1.07059 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.17 23:00 | close | 7 | 0.10 | 1.07096 | 0.00000 | 0.00000 | 3.45 | 6201.02 |
| 15 | 2009.12.21 16:00 | sell | 8 | 3.10 | 1.05522 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.21 20:00 | close | 8 | 3.10 | 1.06199 | 0.00000 | 0.00000 | -1976.20 | 4224.82 |
| 17 | 2009.12.22 08:00 | sell | 9 | 2.10 | 1.06074 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.23 06:00 | close | 9 | 2.10 | 1.05734 | 0.00000 | 0.00000 | 674.49 | 4899.31 |
| 19 | 2009.12.23 12:20 | sell | 10 | 2.40 | 1.05320 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.24 17:00 | close | 10 | 2.40 | 1.04845 | 0.00000 | 0.00000 | 1084.61 | 5983.92 |
| 21 | 2009.12.29 10:00 | sell | 11 | 3.00 | 1.04049 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.29 19:00 | close | 11 | 3.00 | 1.04143 | 0.00000 | 0.00000 | -270.78 | 5713.14 |
| 23 | 2009.12.30 16:00 | buy | 12 | 2.90 | 1.05337 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.31 03:00 | close | 12 | 2.90 | 1.05143 | 0.00000 | 0.00000 | -540.80 | 5172.34 |