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 | TakeProfit=130; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1727.98 | Gross profit | 1727.98 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 123.43 | |||
| Absolute drawdown | 224.27 | Maximal drawdown | 1033.49 (9.56%) | Relative drawdown | 9.56% (1033.49) |
| Total trades | 14 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 14 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 124.26 | loss trade | 0.00 | |
| Average | profit trade | 123.43 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 14 (1727.98) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1727.98 (14) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 14 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 1.00 | 1.05602 | 0.00000 | 1.05732 | ||
| 2 | 2009.12.01 06:20 | t/p | 1 | 1.00 | 1.05732 | 0.00000 | 1.05732 | 122.92 | 10122.92 |
| 3 | 2009.12.03 15:00 | sell | 2 | 1.00 | 1.05440 | 0.00000 | 1.05310 | ||
| 4 | 2009.12.03 15:50 | t/p | 2 | 1.00 | 1.05310 | 0.00000 | 1.05310 | 123.45 | 10246.37 |
| 5 | 2009.12.04 14:32 | buy | 3 | 1.00 | 1.04392 | 0.00000 | 1.04522 | ||
| 6 | 2009.12.04 14:40 | t/p | 3 | 1.00 | 1.04522 | 0.00000 | 1.04522 | 124.26 | 10370.63 |
| 7 | 2009.12.04 14:45 | sell | 4 | 1.00 | 1.04798 | 0.00000 | 1.04668 | ||
| 8 | 2009.12.04 15:20 | t/p | 4 | 1.00 | 1.04668 | 0.00000 | 1.04668 | 124.24 | 10494.87 |
| 9 | 2009.12.04 19:20 | sell | 5 | 1.00 | 1.05515 | 0.00000 | 1.05385 | ||
| 10 | 2009.12.07 01:50 | t/p | 5 | 1.00 | 1.05385 | 0.00000 | 1.05385 | 123.44 | 10618.31 |
| 11 | 2009.12.07 19:00 | buy | 6 | 1.00 | 1.04984 | 0.00000 | 1.05114 | ||
| 12 | 2009.12.07 20:15 | t/p | 6 | 1.00 | 1.05114 | 0.00000 | 1.05114 | 123.67 | 10741.98 |
| 13 | 2009.12.08 14:15 | sell | 7 | 1.00 | 1.05670 | 0.00000 | 1.05540 | ||
| 14 | 2009.12.09 16:50 | t/p | 7 | 1.00 | 1.05540 | 0.00000 | 1.05540 | 123.31 | 10865.29 |
| 15 | 2009.12.09 21:03 | buy | 8 | 1.00 | 1.05297 | 0.00000 | 1.05427 | ||
| 16 | 2009.12.09 21:50 | t/p | 8 | 1.00 | 1.05427 | 0.00000 | 1.05427 | 123.31 | 10988.60 |
| 17 | 2009.12.09 22:00 | buy | 9 | 1.00 | 1.05433 | 0.00000 | 1.05563 | ||
| 18 | 2009.12.10 05:05 | t/p | 9 | 1.00 | 1.05563 | 0.00000 | 1.05563 | 122.01 | 11110.61 |
| 19 | 2009.12.11 18:20 | sell | 10 | 1.00 | 1.05903 | 0.00000 | 1.05773 | ||
| 20 | 2009.12.14 00:20 | t/p | 10 | 1.00 | 1.05773 | 0.00000 | 1.05773 | 122.98 | 11233.59 |
| 21 | 2009.12.21 12:20 | buy | 11 | 1.00 | 1.06148 | 0.00000 | 1.06278 | ||
| 22 | 2009.12.21 19:20 | t/p | 11 | 1.00 | 1.06278 | 0.00000 | 1.06278 | 122.27 | 11355.86 |
| 23 | 2009.12.30 06:00 | sell | 12 | 1.00 | 1.05051 | 0.00000 | 1.04921 | ||
| 24 | 2009.12.30 07:20 | t/p | 12 | 1.00 | 1.04921 | 0.00000 | 1.04921 | 123.91 | 11479.77 |
| 25 | 2009.12.31 17:20 | buy | 13 | 1.00 | 1.04577 | 0.00000 | 1.04707 | ||
| 26 | 2009.12.31 17:27 | t/p | 13 | 1.00 | 1.04707 | 0.00000 | 1.04707 | 124.13 | 11603.90 |
| 27 | 2009.12.31 17:59 | buy | 14 | 1.00 | 1.04615 | 0.00000 | 1.04745 | ||
| 28 | 2009.12.31 18:20 | t/p | 14 | 1.00 | 1.04745 | 0.00000 | 1.04745 | 124.08 | 11727.98 |