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 | Lots=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 241.26 | Gross profit | 1242.16 | Gross loss | -1000.91 |
| Profit factor | 1.24 | Expected payoff | 26.81 | ||
| Absolute drawdown | 587.91 | Maximal drawdown | 1453.07 (13.37%) | Relative drawdown | 13.37% (1453.07) |
| Total trades | 9 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 2 (22.22%) | Loss trades (% of total) | 7 (77.78%) | ||
| Largest | profit trade | 898.26 | loss trade | -146.00 | |
| Average | profit trade | 621.08 | loss trade | -142.99 | |
| Maximum | consecutive wins (profit in money) | 1 (898.26) | consecutive losses (loss in money) | 4 (-570.78) | |
| Maximal | consecutive profit (count of wins) | 898.26 (1) | consecutive loss (count of losses) | -570.78 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | buy | 1 | 0.50 | 1.05586 | 1.05286 | 0.00000 | ||
| 2 | 2009.12.07 16:35 | s/l | 1 | 0.50 | 1.05286 | 1.05286 | 0.00000 | -142.48 | 9857.52 |
| 3 | 2009.12.07 16:35 | buy | 2 | 0.50 | 1.05306 | 1.05006 | 0.00000 | ||
| 4 | 2009.12.07 18:45 | s/l | 2 | 0.50 | 1.05006 | 1.05006 | 0.00000 | -142.87 | 9714.65 |
| 5 | 2009.12.07 18:45 | buy | 3 | 0.50 | 1.05014 | 1.04714 | 0.00000 | ||
| 6 | 2009.12.14 18:47 | close | 3 | 0.50 | 1.05749 | 1.04714 | 0.00000 | 343.90 | 10058.55 |
| 7 | 2009.12.14 18:50 | buy | 4 | 0.50 | 1.05713 | 1.05413 | 0.00000 | ||
| 8 | 2009.12.21 15:50 | s/l | 4 | 0.50 | 1.05413 | 1.05413 | 0.00000 | -146.00 | 9912.55 |
| 9 | 2009.12.21 15:50 | sell | 5 | 0.50 | 1.05349 | 1.05649 | 0.00000 | ||
| 10 | 2009.12.21 16:10 | s/l | 5 | 0.50 | 1.05649 | 1.05649 | 0.00000 | -141.97 | 9770.58 |
| 11 | 2009.12.21 16:10 | sell | 6 | 0.50 | 1.05629 | 1.05929 | 0.00000 | ||
| 12 | 2009.12.21 17:10 | s/l | 6 | 0.50 | 1.05929 | 1.05929 | 0.00000 | -141.60 | 9628.98 |
| 13 | 2009.12.21 17:10 | sell | 7 | 0.50 | 1.05911 | 1.06211 | 0.00000 | ||
| 14 | 2009.12.21 19:10 | s/l | 7 | 0.50 | 1.06211 | 1.06211 | 0.00000 | -141.21 | 9487.77 |
| 15 | 2009.12.21 19:10 | sell | 8 | 0.50 | 1.06205 | 1.06505 | 0.00000 | ||
| 16 | 2009.12.28 19:12 | close | 8 | 0.50 | 1.04330 | 1.06505 | 0.00000 | 898.26 | 10386.03 |
| 17 | 2009.12.28 19:15 | buy | 9 | 0.50 | 1.04299 | 1.03999 | 0.00000 | ||
| 18 | 2009.12.29 09:50 | s/l | 9 | 0.50 | 1.03999 | 1.03999 | 0.00000 | -144.78 | 10241.26 |