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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3.89 | Gross profit | 4.72 | Gross loss | -8.61 |
Profit factor | 0.55 | Expected payoff | -1.30 | ||
Absolute drawdown | 7.67 | Maximal drawdown | 7.67 (0.08%) | Relative drawdown | 0.08% (7.67) |
Total trades | 3 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 4.72 | loss trade | -4.37 | |
Average | profit trade | 4.72 | loss trade | -4.30 | |
Maximum | consecutive wins (profit in money) | 1 (4.72) | consecutive losses (loss in money) | 1 (-4.37) | |
Maximal | consecutive profit (count of wins) | 4.72 (1) | consecutive loss (count of losses) | -4.37 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.11 00:10 | sell stop | 1 | 0.10 | 1.05058 | 1.05104 | 1.05008 | ||
2 | 2009.12.11 09:20 | sell | 1 | 0.10 | 1.05058 | 1.05104 | 1.05008 | ||
3 | 2009.12.11 09:27 | s/l | 1 | 0.10 | 1.05104 | 1.05104 | 1.05008 | -4.37 | 9995.63 |
4 | 2009.12.14 00:02 | sell stop | 2 | 0.10 | 1.06018 | 1.06059 | 1.05968 | ||
5 | 2009.12.14 00:10 | sell | 2 | 0.10 | 1.06018 | 1.06059 | 1.05968 | ||
6 | 2009.12.14 00:15 | t/p | 2 | 0.10 | 1.05968 | 1.06059 | 1.05968 | 4.72 | 10000.35 |
7 | 2009.12.17 00:15 | sell stop | 3 | 0.10 | 1.06099 | 1.06144 | 1.06049 | ||
8 | 2009.12.17 01:37 | sell | 3 | 0.10 | 1.06099 | 1.06144 | 1.06049 | ||
9 | 2009.12.17 01:40 | s/l | 3 | 0.10 | 1.06144 | 1.06144 | 1.06049 | -4.24 | 9996.11 |
10 | 2009.12.30 00:40 | sell stop | 4 | 0.10 | 1.04341 | 1.04390 | 1.04291 | ||
11 | 2009.12.31 00:00 | delete | 4 | 0.10 | 1.04341 | 1.04390 | 1.04291 |