Strategy Tester Report
Firebird_ v057
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 | MA_length=10; Percent=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 400.08 | Gross profit | 402.92 | Gross loss | -2.84 |
| Profit factor | 141.87 | Expected payoff | 28.58 | ||
| Absolute drawdown | 47.14 | Maximal drawdown | 143.17 (1.41%) | Relative drawdown | 1.41% (143.17) |
| Total trades | 14 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 60.64 | loss trade | -2.84 | |
| Average | profit trade | 30.99 | loss trade | -2.84 | |
| Maximum | consecutive wins (profit in money) | 10 (285.40) | consecutive losses (loss in money) | 1 (-2.84) | |
| Maximal | consecutive profit (count of wins) | 285.40 (10) | consecutive loss (count of losses) | -2.84 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:16 | buy | 1 | 1.00 | 1.04493 | 1.04293 | 1.04523 | ||
| 2 | 2009.12.01 10:26 | t/p | 1 | 1.00 | 1.04523 | 1.04293 | 1.04523 | 28.70 | 10028.70 |
| 3 | 2009.12.04 13:50 | buy | 2 | 1.00 | 1.04588 | 1.04388 | 1.04618 | ||
| 4 | 2009.12.04 13:57 | t/p | 2 | 1.00 | 1.04618 | 1.04388 | 1.04618 | 28.67 | 10057.37 |
| 5 | 2009.12.04 14:32 | buy | 3 | 1.00 | 1.04407 | 1.04207 | 1.04437 | ||
| 6 | 2009.12.04 14:35 | t/p | 3 | 1.00 | 1.04437 | 1.04207 | 1.04437 | 28.72 | 10086.09 |
| 7 | 2009.12.04 14:35 | buy | 4 | 1.00 | 1.04466 | 1.04266 | 1.04496 | ||
| 8 | 2009.12.04 14:37 | buy | 5 | 1.00 | 1.04348 | 1.04148 | 1.04378 | ||
| 9 | 2009.12.04 14:40 | t/p | 4 | 1.00 | 1.04496 | 1.04266 | 1.04496 | 28.67 | 10114.76 |
| 10 | 2009.12.04 14:40 | t/p | 5 | 1.00 | 1.04378 | 1.04148 | 1.04378 | 28.67 | 10143.43 |
| 11 | 2009.12.11 17:20 | sell | 6 | 1.00 | 1.06071 | 1.06271 | 1.06041 | ||
| 12 | 2009.12.11 17:22 | t/p | 6 | 1.00 | 1.06041 | 1.06271 | 1.06041 | 28.31 | 10171.74 |
| 13 | 2009.12.21 13:45 | buy | 7 | 1.00 | 1.05601 | 1.05401 | 1.05631 | ||
| 14 | 2009.12.21 13:50 | buy | 8 | 1.00 | 1.05480 | 1.05280 | 1.05510 | ||
| 15 | 2009.12.21 13:52 | t/p | 8 | 1.00 | 1.05510 | 1.05280 | 1.05510 | 28.43 | 10200.17 |
| 16 | 2009.12.21 13:52 | buy | 9 | 1.00 | 1.05541 | 1.05341 | 1.05571 | ||
| 17 | 2009.12.21 13:52 | modify | 7 | 1.00 | 1.05601 | 1.05471 | 1.05601 | ||
| 18 | 2009.12.21 13:52 | modify | 9 | 1.00 | 1.05541 | 1.05471 | 1.05601 | ||
| 19 | 2009.12.21 13:55 | buy | 10 | 1.00 | 1.05510 | 1.05310 | 1.05540 | ||
| 20 | 2009.12.21 13:57 | t/p | 10 | 1.00 | 1.05540 | 1.05310 | 1.05540 | 28.41 | 10228.58 |
| 21 | 2009.12.21 14:02 | t/p | 7 | 1.00 | 1.05601 | 1.05471 | 1.05601 | 0.00 | 10228.58 |
| 22 | 2009.12.21 14:02 | t/p | 9 | 1.00 | 1.05601 | 1.05471 | 1.05601 | 56.82 | 10285.40 |
| 23 | 2009.12.21 14:15 | buy | 11 | 1.00 | 1.05525 | 1.05325 | 1.05555 | ||
| 24 | 2009.12.21 14:20 | buy | 12 | 1.00 | 1.05458 | 1.05258 | 1.05488 | ||
| 25 | 2009.12.21 14:20 | modify | 11 | 1.00 | 1.05525 | 1.05392 | 1.05522 | ||
| 26 | 2009.12.21 14:20 | modify | 12 | 1.00 | 1.05458 | 1.05392 | 1.05522 | ||
| 27 | 2009.12.21 14:27 | t/p | 11 | 1.00 | 1.05522 | 1.05392 | 1.05522 | -2.84 | 10282.56 |
| 28 | 2009.12.21 14:27 | t/p | 12 | 1.00 | 1.05522 | 1.05392 | 1.05522 | 60.64 | 10343.20 |
| 29 | 2009.12.21 14:32 | buy | 13 | 1.00 | 1.05503 | 1.05303 | 1.05533 | ||
| 30 | 2009.12.21 14:40 | t/p | 13 | 1.00 | 1.05533 | 1.05303 | 1.05533 | 28.42 | 10371.62 |
| 31 | 2009.12.21 15:50 | buy | 14 | 1.00 | 1.05370 | 1.05170 | 1.05400 | ||
| 32 | 2009.12.21 15:57 | t/p | 14 | 1.00 | 1.05400 | 1.05170 | 1.05400 | 28.46 | 10400.08 |