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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -929.84 | Gross profit | 289.92 | Gross loss | -1219.76 |
| Profit factor | 0.24 | Expected payoff | -103.32 | ||
| Absolute drawdown | 1500.62 | Maximal drawdown | 1646.68 (16.23%) | Relative drawdown | 16.23% (1646.68) |
| Total trades | 9 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 82.30 | loss trade | -683.89 | |
| Average | profit trade | 48.32 | loss trade | -406.59 | |
| Maximum | consecutive wins (profit in money) | 6 (289.92) | consecutive losses (loss in money) | 3 (-1219.76) | |
| Maximal | consecutive profit (count of wins) | 289.92 (6) | consecutive loss (count of losses) | -1219.76 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:00 | sell | 1 | 0.30 | 1.04554 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.03 23:00 | buy | 2 | 0.30 | 1.05727 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.04 20:00 | buy | 3 | 0.30 | 1.05707 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.07 10:00 | buy | 4 | 0.30 | 1.06400 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.07 13:00 | buy | 5 | 0.30 | 1.06270 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.16 14:00 | close | 3 | 0.30 | 1.05899 | 0.00000 | 0.00000 | 53.26 | 10053.26 |
| 7 | 2009.12.16 14:00 | close | 2 | 0.30 | 1.05899 | 0.00000 | 0.00000 | 47.49 | 10100.75 |
| 8 | 2009.12.16 21:00 | buy | 6 | 0.30 | 1.06304 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.17 22:00 | buy | 7 | 0.30 | 1.07025 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.18 16:00 | close | 6 | 0.30 | 1.06388 | 0.00000 | 0.00000 | 23.24 | 10123.99 |
| 11 | 2009.12.18 16:00 | close | 5 | 0.30 | 1.06388 | 0.00000 | 0.00000 | 31.80 | 10155.79 |
| 12 | 2009.12.21 16:00 | sell | 8 | 0.30 | 1.05522 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.23 07:00 | sell | 9 | 0.30 | 1.05629 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.30 16:00 | close | 9 | 0.30 | 1.05340 | 0.00000 | 0.00000 | 82.30 | 10238.09 |
| 15 | 2009.12.30 16:00 | close | 8 | 0.30 | 1.05340 | 0.00000 | 0.00000 | 51.83 | 10289.92 |
| 16 | 2009.12.31 18:57 | close at stop | 7 | 0.30 | 1.04645 | 0.00000 | 0.00000 | -683.89 | 9606.03 |
| 17 | 2009.12.31 18:57 | close at stop | 4 | 0.30 | 1.04645 | 0.00000 | 0.00000 | -506.06 | 9099.97 |
| 18 | 2009.12.31 18:57 | close at stop | 1 | 0.30 | 1.04658 | 0.00000 | 0.00000 | -29.81 | 9070.16 |