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 | Expert_Name=""----"; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -207.92 | Gross profit | 138.41 | Gross loss | -346.33 |
Profit factor | 0.40 | Expected payoff | -13.86 | ||
Absolute drawdown | 209.26 | Maximal drawdown | 358.01 (3.53%) | Relative drawdown | 3.53% (358.01) |
Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 3 (20.00%) | Loss trades (% of total) | 12 (80.00%) | ||
Largest | profit trade | 72.39 | loss trade | -63.19 | |
Average | profit trade | 46.14 | loss trade | -28.86 | |
Maximum | consecutive wins (profit in money) | 1 (72.39) | consecutive losses (loss in money) | 5 (-118.65) | |
Maximal | consecutive profit (count of wins) | 72.39 (1) | consecutive loss (count of losses) | -119.89 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 15:00 | close | 1 | 0.10 | 1.04838 | 0.00000 | 0.00000 | 72.39 | 10072.39 |
3 | 2009.12.03 01:00 | sell | 2 | 0.10 | 1.04918 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 11:00 | close | 2 | 0.10 | 1.04955 | 0.00000 | 0.00000 | -3.53 | 10068.86 |
5 | 2009.12.04 13:00 | sell | 3 | 0.10 | 1.05225 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 20:00 | close | 3 | 0.10 | 1.05758 | 0.00000 | 0.00000 | -50.40 | 10018.46 |
7 | 2009.12.07 09:00 | buy | 4 | 0.10 | 1.05548 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 15:00 | close | 4 | 0.10 | 1.05543 | 0.00000 | 0.00000 | -0.47 | 10017.99 |
9 | 2009.12.09 01:00 | buy | 5 | 0.10 | 1.06529 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 12:00 | close | 5 | 0.10 | 1.05987 | 0.00000 | 0.00000 | -51.14 | 9966.85 |
11 | 2009.12.10 18:00 | sell | 6 | 0.10 | 1.05174 | 0.00000 | 0.00000 | ||
12 | 2009.12.11 16:00 | close | 6 | 0.10 | 1.05312 | 0.00000 | 0.00000 | -13.11 | 9953.74 |
13 | 2009.12.14 08:00 | buy | 7 | 0.10 | 1.05875 | 0.00000 | 0.00000 | ||
14 | 2009.12.14 18:00 | close | 7 | 0.10 | 1.05892 | 0.00000 | 0.00000 | 1.61 | 9955.35 |
15 | 2009.12.15 00:00 | buy | 8 | 0.10 | 1.06001 | 0.00000 | 0.00000 | ||
16 | 2009.12.15 06:00 | close | 8 | 0.10 | 1.05559 | 0.00000 | 0.00000 | -41.87 | 9913.48 |
17 | 2009.12.16 05:00 | buy | 9 | 0.10 | 1.06166 | 0.00000 | 0.00000 | ||
18 | 2009.12.16 10:00 | close | 9 | 0.10 | 1.05972 | 0.00000 | 0.00000 | -18.31 | 9895.17 |
19 | 2009.12.17 18:00 | buy | 10 | 0.10 | 1.07178 | 0.00000 | 0.00000 | ||
20 | 2009.12.18 04:00 | close | 10 | 0.10 | 1.06684 | 0.00000 | 0.00000 | -46.40 | 9848.77 |
21 | 2009.12.21 00:00 | buy | 11 | 0.10 | 1.06823 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 04:00 | close | 11 | 0.10 | 1.06681 | 0.00000 | 0.00000 | -13.31 | 9835.46 |
23 | 2009.12.22 18:00 | sell | 12 | 0.10 | 1.05524 | 0.00000 | 0.00000 | ||
24 | 2009.12.28 00:00 | close | 12 | 0.10 | 1.04848 | 0.00000 | 0.00000 | 64.41 | 9899.87 |
25 | 2009.12.29 05:00 | sell | 13 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
26 | 2009.12.29 21:00 | close | 13 | 0.10 | 1.04381 | 0.00000 | 0.00000 | -2.40 | 9897.47 |
27 | 2009.12.30 11:00 | sell | 14 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
28 | 2009.12.30 16:00 | close | 14 | 0.10 | 1.05391 | 0.00000 | 0.00000 | -63.19 | 9834.28 |
29 | 2009.12.31 07:00 | buy | 15 | 0.10 | 1.05407 | 0.00000 | 0.00000 | ||
30 | 2009.12.31 08:00 | close | 15 | 0.10 | 1.04964 | 0.00000 | 0.00000 | -42.20 | 9792.08 |