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=100; StopLoss=3000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -260.34 | Gross profit | 85.21 | Gross loss | -345.55 |
| Profit factor | 0.25 | Expected payoff | -23.67 | ||
| Absolute drawdown | 268.32 | Maximal drawdown | 348.92 (3.46%) | Relative drawdown | 3.46% (348.92) |
| Total trades | 11 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
| Largest | profit trade | 9.58 | loss trade | -289.07 | |
| Average | profit trade | 9.47 | loss trade | -172.77 | |
| Maximum | consecutive wins (profit in money) | 8 (75.65) | consecutive losses (loss in money) | 1 (-289.07) | |
| Maximal | consecutive profit (count of wins) | 75.65 (8) | consecutive loss (count of losses) | -289.07 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 19:20 | buy | 1 | 0.10 | 1.05016 | 1.02016 | 1.05116 | ||
| 2 | 2009.12.02 20:50 | t/p | 1 | 0.10 | 1.05116 | 1.02016 | 1.05116 | 9.51 | 10009.51 |
| 3 | 2009.12.04 14:00 | sell | 2 | 0.10 | 1.04658 | 1.07658 | 1.04558 | ||
| 4 | 2009.12.04 14:32 | t/p | 2 | 0.10 | 1.04558 | 1.07658 | 1.04558 | 9.58 | 10019.09 |
| 5 | 2009.12.07 18:00 | sell | 3 | 0.10 | 1.05068 | 1.08068 | 1.04968 | ||
| 6 | 2009.12.07 18:50 | t/p | 3 | 0.10 | 1.04968 | 1.08068 | 1.04968 | 9.54 | 10028.63 |
| 7 | 2009.12.08 14:15 | buy | 4 | 0.10 | 1.05688 | 1.02688 | 1.05788 | ||
| 8 | 2009.12.08 14:32 | t/p | 4 | 0.10 | 1.05788 | 1.02688 | 1.05788 | 9.44 | 10038.07 |
| 9 | 2009.12.09 02:00 | sell | 5 | 0.10 | 1.06356 | 1.09356 | 1.06256 | ||
| 10 | 2009.12.09 03:15 | t/p | 5 | 0.10 | 1.06256 | 1.09356 | 1.06256 | 9.41 | 10047.48 |
| 11 | 2009.12.11 17:10 | buy | 6 | 0.10 | 1.05717 | 1.02717 | 1.05817 | ||
| 12 | 2009.12.11 17:15 | t/p | 6 | 0.10 | 1.05817 | 1.02717 | 1.05817 | 9.45 | 10056.93 |
| 13 | 2009.12.15 10:00 | buy | 7 | 0.10 | 1.06210 | 1.03210 | 1.06310 | ||
| 14 | 2009.12.15 10:20 | t/p | 7 | 0.10 | 1.06310 | 1.03210 | 1.06310 | 9.41 | 10066.34 |
| 15 | 2009.12.16 21:00 | buy | 8 | 0.10 | 1.06309 | 1.03309 | 1.06409 | ||
| 16 | 2009.12.17 02:50 | t/p | 8 | 0.10 | 1.06409 | 1.03309 | 1.06409 | 9.31 | 10075.65 |
| 17 | 2009.12.21 09:20 | buy | 9 | 0.10 | 1.06919 | 1.03919 | 1.07019 | ||
| 18 | 2009.12.29 12:45 | s/l | 9 | 0.10 | 1.03919 | 1.03919 | 1.07019 | -289.07 | 9786.58 |
| 19 | 2009.12.30 01:00 | buy | 10 | 0.10 | 1.04444 | 1.01444 | 1.04544 | ||
| 20 | 2009.12.30 01:50 | t/p | 10 | 0.10 | 1.04544 | 1.01444 | 1.04544 | 9.56 | 9796.14 |
| 21 | 2009.12.31 14:37 | buy | 11 | 0.10 | 1.05236 | 1.02236 | 1.05336 | ||
| 22 | 2009.12.31 18:57 | close at stop | 11 | 0.10 | 1.04645 | 1.02236 | 1.05336 | -56.48 | 9739.66 |