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 | GMMA0="Настройка GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Настройка EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="На каком баре работаем:"; TradeShift=1; SL="Настройки СтопЛосса:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Настройки Выхода:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -78.60 | Gross profit | 12.48 | Gross loss | -91.08 |
| Profit factor | 0.14 | Expected payoff | -15.72 | ||
| Absolute drawdown | 78.60 | Maximal drawdown | 78.60 (0.79%) | Relative drawdown | 0.79% (78.60) |
| Total trades | 5 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 6.24 | loss trade | -39.29 | |
| Average | profit trade | 6.24 | loss trade | -30.36 | |
| Maximum | consecutive wins (profit in money) | 2 (12.48) | consecutive losses (loss in money) | 2 (-59.93) | |
| Maximal | consecutive profit (count of wins) | 12.48 (2) | consecutive loss (count of losses) | -59.93 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 09:00 | sell | 1 | 0.10 | 1.04633 | 1.04960 | 0.00000 | ||
| 2 | 2009.12.03 10:15 | s/l | 1 | 0.10 | 1.04960 | 1.04960 | 0.00000 | -31.15 | 9968.85 |
| 3 | 2009.12.16 21:00 | buy | 2 | 0.10 | 1.06369 | 1.05730 | 0.00000 | ||
| 4 | 2009.12.17 03:02 | close | 2 | 0.05 | 1.06504 | 1.05730 | 0.00000 | 6.24 | 9975.09 |
| 5 | 2009.12.17 03:02 | buy | 3 | 0.05 | 1.06369 | 1.05730 | 0.00000 | ||
| 6 | 2009.12.17 03:02 | close | 3 | 0.05 | 1.06504 | 1.05730 | 0.00000 | 6.24 | 9981.33 |
| 7 | 2009.12.21 03:00 | buy | 4 | 0.10 | 1.06810 | 1.06590 | 0.00000 | ||
| 8 | 2009.12.21 04:32 | s/l | 4 | 0.10 | 1.06590 | 1.06590 | 0.00000 | -20.64 | 9960.69 |
| 9 | 2009.12.21 09:00 | buy | 5 | 0.10 | 1.06878 | 1.06460 | 0.00000 | ||
| 10 | 2009.12.21 11:15 | s/l | 5 | 0.10 | 1.06460 | 1.06460 | 0.00000 | -39.29 | 9921.40 |