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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1659.44 | Gross profit | 1808.40 | Gross loss | -148.96 |
| Profit factor | 12.14 | Expected payoff | 118.53 | ||
| Absolute drawdown | 4092.77 | Maximal drawdown | 4973.73 (45.71%) | Relative drawdown | 45.71% (4973.73) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
| Largest | profit trade | 153.00 | loss trade | -145.14 | |
| Average | profit trade | 150.70 | loss trade | -74.48 | |
| Maximum | consecutive wins (profit in money) | 12 (1808.40) | consecutive losses (loss in money) | 2 (-148.96) | |
| Maximal | consecutive profit (count of wins) | 1808.40 (12) | consecutive loss (count of losses) | -148.96 (2) | |
| Average | consecutive wins | 12 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 15:00 | buy | 1 | 1.00 | 1.05518 | 0.00000 | 1.05678 | ||
| 2 | 2009.12.03 15:00 | sell | 2 | 1.00 | 1.05440 | 0.00000 | 1.05280 | ||
| 3 | 2009.12.03 16:15 | t/p | 1 | 1.00 | 1.05678 | 0.00000 | 1.05678 | 151.30 | 10151.30 |
| 4 | 2009.12.03 17:20 | t/p | 2 | 1.00 | 1.05280 | 0.00000 | 1.05280 | 152.10 | 10303.40 |
| 5 | 2009.12.04 14:32 | buy | 3 | 1.00 | 1.04464 | 0.00000 | 1.04624 | ||
| 6 | 2009.12.04 14:32 | sell | 4 | 1.00 | 1.04386 | 0.00000 | 1.04226 | ||
| 7 | 2009.12.04 14:45 | t/p | 3 | 1.00 | 1.04624 | 0.00000 | 1.04624 | 152.68 | 10456.08 |
| 8 | 2009.12.04 14:45 | buy | 5 | 1.00 | 1.04876 | 0.00000 | 1.05036 | ||
| 9 | 2009.12.04 14:45 | sell | 6 | 1.00 | 1.04798 | 0.00000 | 1.04638 | ||
| 10 | 2009.12.04 15:02 | t/p | 5 | 1.00 | 1.05036 | 0.00000 | 1.05036 | 152.24 | 10608.32 |
| 11 | 2009.12.04 15:32 | t/p | 6 | 1.00 | 1.04638 | 0.00000 | 1.04638 | 153.00 | 10761.32 |
| 12 | 2009.12.04 19:20 | buy | 7 | 1.00 | 1.05593 | 0.00000 | 1.05753 | ||
| 13 | 2009.12.04 19:20 | sell | 8 | 1.00 | 1.05515 | 0.00000 | 1.05355 | ||
| 14 | 2009.12.04 20:15 | t/p | 7 | 1.00 | 1.05753 | 0.00000 | 1.05753 | 151.28 | 10912.60 |
| 15 | 2009.12.07 16:40 | t/p | 8 | 1.00 | 1.05355 | 0.00000 | 1.05355 | 151.46 | 11064.06 |
| 16 | 2009.12.07 19:00 | buy | 9 | 1.00 | 1.05056 | 0.00000 | 1.05216 | ||
| 17 | 2009.12.07 19:00 | sell | 10 | 1.00 | 1.04978 | 0.00000 | 1.04818 | ||
| 18 | 2009.12.07 20:40 | t/p | 9 | 1.00 | 1.05216 | 0.00000 | 1.05216 | 152.05 | 11216.11 |
| 19 | 2009.12.23 17:50 | t/p | 10 | 1.00 | 1.04818 | 0.00000 | 1.04818 | 145.18 | 11361.29 |
| 20 | 2009.12.29 09:15 | t/p | 4 | 1.00 | 1.04226 | 0.00000 | 1.04226 | 142.71 | 11504.00 |
| 21 | 2009.12.30 06:00 | buy | 11 | 1.00 | 1.05129 | 0.00000 | 1.05289 | ||
| 22 | 2009.12.30 06:00 | sell | 12 | 1.00 | 1.05051 | 0.00000 | 1.04891 | ||
| 23 | 2009.12.30 08:15 | t/p | 12 | 1.00 | 1.04891 | 0.00000 | 1.04891 | 152.54 | 11656.54 |
| 24 | 2009.12.30 15:20 | t/p | 11 | 1.00 | 1.05289 | 0.00000 | 1.05289 | 151.86 | 11808.40 |
| 25 | 2009.12.31 17:20 | buy | 13 | 1.00 | 1.04649 | 0.00000 | 1.04809 | ||
| 26 | 2009.12.31 17:20 | sell | 14 | 1.00 | 1.04571 | 0.00000 | 1.04411 | ||
| 27 | 2009.12.31 18:57 | close at stop | 14 | 1.00 | 1.04723 | 0.00000 | 1.04411 | -145.14 | 11663.26 |
| 28 | 2009.12.31 18:57 | close at stop | 13 | 1.00 | 1.04645 | 0.00000 | 1.04809 | -3.82 | 11659.44 |