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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -27.74 | Gross profit | 2.39 | Gross loss | -30.13 |
| Profit factor | 0.08 | Expected payoff | -3.47 | ||
| Absolute drawdown | 28.16 | Maximal drawdown | 34.98 (0.35%) | Relative drawdown | 0.35% (34.98) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (12.50%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 2.39 | loss trade | -9.18 | |
| Average | profit trade | 2.39 | loss trade | -4.30 | |
| Maximum | consecutive wins (profit in money) | 1 (2.39) | consecutive losses (loss in money) | 5 (-21.31) | |
| Maximal | consecutive profit (count of wins) | 2.39 (1) | consecutive loss (count of losses) | -21.31 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 00:00 | buy | 1 | 0.01 | 1.05105 | 1.03605 | 1.06605 | ||
| 2 | 2009.12.04 16:00 | close | 1 | 0.01 | 1.04673 | 1.03605 | 1.06605 | -4.14 | 9995.86 |
| 3 | 2009.12.04 21:00 | buy | 2 | 0.01 | 1.05941 | 1.04441 | 1.07441 | ||
| 4 | 2009.12.07 19:00 | close | 2 | 0.01 | 1.04978 | 1.04441 | 1.07441 | -9.18 | 9986.68 |
| 5 | 2009.12.08 15:00 | buy | 3 | 0.01 | 1.05722 | 1.04222 | 1.07222 | ||
| 6 | 2009.12.09 21:00 | close | 3 | 0.01 | 1.05378 | 1.04222 | 1.07222 | -3.27 | 9983.41 |
| 7 | 2009.12.11 19:00 | buy | 4 | 0.01 | 1.05879 | 1.04379 | 1.07379 | ||
| 8 | 2009.12.15 07:00 | close | 4 | 0.01 | 1.05642 | 1.04379 | 1.07379 | -2.26 | 9981.15 |
| 9 | 2009.12.15 11:00 | buy | 5 | 0.01 | 1.06151 | 1.04651 | 1.07651 | ||
| 10 | 2009.12.16 17:00 | close | 5 | 0.01 | 1.05892 | 1.04651 | 1.07651 | -2.46 | 9978.69 |
| 11 | 2009.12.16 23:00 | buy | 6 | 0.01 | 1.06130 | 1.04630 | 1.07630 | ||
| 12 | 2009.12.18 16:00 | close | 6 | 0.01 | 1.06388 | 1.04630 | 1.07630 | 2.39 | 9981.08 |
| 13 | 2009.12.21 10:00 | buy | 7 | 0.01 | 1.06951 | 1.05451 | 1.08451 | ||
| 14 | 2009.12.21 12:00 | close | 7 | 0.01 | 1.06281 | 1.05451 | 1.08451 | -6.30 | 9974.78 |
| 15 | 2009.12.30 05:00 | buy | 8 | 0.01 | 1.04875 | 1.03375 | 1.06375 | ||
| 16 | 2009.12.31 18:00 | close | 8 | 0.01 | 1.04614 | 1.03375 | 1.06375 | -2.52 | 9972.26 |