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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10193.32 | Gross profit | 3886.88 | Gross loss | -14080.20 |
| Profit factor | 0.28 | Expected payoff | -1456.19 | ||
| Absolute drawdown | 10193.32 | Maximal drawdown | 11750.81 (101.67%) | Relative drawdown | 101.67% (11750.81) |
| Total trades | 7 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 2056.03 | loss trade | -9437.26 | |
| Average | profit trade | 1295.63 | loss trade | -3520.05 | |
| Maximum | consecutive wins (profit in money) | 2 (1830.85) | consecutive losses (loss in money) | 2 (-10041.19) | |
| Maximal | consecutive profit (count of wins) | 2056.03 (1) | consecutive loss (count of losses) | -10041.19 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 05:00 | buy | 1 | 1.00 | 1.05613 | 1.04613 | 1.06613 | ||
| 2 | 2009.12.01 08:10 | sell | 2 | 10.00 | 1.05273 | 1.06273 | 1.04273 | ||
| 3 | 2009.12.01 09:10 | close | 2 | 10.00 | 1.05057 | 1.06273 | 1.04273 | 2056.03 | 12056.03 |
| 4 | 2009.12.01 09:10 | close | 1 | 1.00 | 1.04979 | 1.04613 | 1.06613 | -603.93 | 11452.10 |
| 5 | 2009.12.11 01:00 | buy | 3 | 1.00 | 1.05209 | 1.04209 | 1.06209 | ||
| 6 | 2009.12.11 13:16 | sell | 4 | 10.00 | 1.04847 | 1.05847 | 1.03847 | ||
| 7 | 2009.12.11 17:15 | s/l | 4 | 10.00 | 1.05847 | 1.05847 | 1.03847 | -9437.26 | 2014.84 |
| 8 | 2009.12.11 17:15 | buy | 5 | 10.00 | 1.05963 | 1.04963 | 1.06963 | ||
| 9 | 2009.12.11 17:20 | close | 5 | 10.00 | 1.06071 | 1.04963 | 1.06963 | 1018.19 | 3033.03 |
| 10 | 2009.12.11 17:20 | close | 3 | 1.00 | 1.06071 | 1.04209 | 1.06209 | 812.66 | 3845.69 |
| 11 | 2009.12.16 07:20 | sell | 6 | 1.00 | 1.06078 | 1.07078 | 1.05078 | ||
| 12 | 2009.12.16 11:07 | sell | 7 | 10.00 | 1.05826 | 1.06826 | 1.04826 | ||
| 13 | 2009.12.16 11:20 | close at stop | 7 | 10.00 | 1.06239 | 1.06826 | 1.04826 | -3887.46 | -41.77 |
| 14 | 2009.12.16 11:20 | close at stop | 6 | 1.00 | 1.06239 | 1.07078 | 1.05078 | -151.55 | -193.32 |