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 | x="Настройки BB:"; BB1=20; BB2=20; BB3=20; x1="Настройки RSI:"; RSI=14; predel=6; otstup=10; Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 335.70 | Gross profit | 888.23 | Gross loss | -552.53 |
| Profit factor | 1.61 | Expected payoff | 41.96 | ||
| Absolute drawdown | 462.39 | Maximal drawdown | 780.84 (7.57%) | Relative drawdown | 7.57% (780.84) |
| Total trades | 8 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 439.82 | loss trade | -292.77 | |
| Average | profit trade | 222.06 | loss trade | -138.13 | |
| Maximum | consecutive wins (profit in money) | 3 (706.48) | consecutive losses (loss in money) | 3 (-378.16) | |
| Maximal | consecutive profit (count of wins) | 706.48 (3) | consecutive loss (count of losses) | -378.16 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 14:00 | buy | 1 | 1.00 | 1.04631 | 1.04449 | 0.00000 | ||
| 2 | 2009.12.01 14:15 | s/l | 1 | 1.00 | 1.04449 | 1.04449 | 0.00000 | -174.37 | 9825.63 |
| 3 | 2009.12.21 17:00 | buy | 2 | 1.00 | 1.05803 | 1.05339 | 0.00000 | ||
| 4 | 2009.12.21 20:00 | modify | 2 | 1.00 | 1.05803 | 1.05803 | 0.00000 | ||
| 5 | 2009.12.21 20:00 | close | 2 | 0.50 | 1.06189 | 1.05803 | 0.00000 | 181.75 | 10007.38 |
| 6 | 2009.12.21 20:00 | buy | 3 | 0.50 | 1.05803 | 1.05803 | 0.00000 | ||
| 7 | 2009.12.22 09:20 | s/l | 3 | 0.50 | 1.05803 | 1.05803 | 0.00000 | -0.28 | 10007.10 |
| 8 | 2009.12.23 15:00 | buy | 4 | 1.00 | 1.05182 | 1.04875 | 0.00000 | ||
| 9 | 2009.12.23 17:02 | s/l | 4 | 1.00 | 1.04875 | 1.04875 | 0.00000 | -292.77 | 9714.33 |
| 10 | 2009.12.24 15:00 | buy | 5 | 1.00 | 1.04872 | 1.04452 | 0.00000 | ||
| 11 | 2009.12.28 00:00 | close | 5 | 1.00 | 1.04784 | 1.04452 | 0.00000 | -85.11 | 9629.22 |
| 12 | 2009.12.29 16:00 | buy | 6 | 1.00 | 1.03939 | 1.03642 | 0.00000 | ||
| 13 | 2009.12.29 18:00 | modify | 6 | 1.00 | 1.03939 | 1.03939 | 0.00000 | ||
| 14 | 2009.12.29 18:00 | close | 6 | 0.50 | 1.04011 | 1.03939 | 0.00000 | 34.61 | 9663.83 |
| 15 | 2009.12.29 18:00 | buy | 7 | 0.50 | 1.03939 | 1.03939 | 0.00000 | ||
| 16 | 2009.12.30 05:00 | close | 7 | 0.50 | 1.04862 | 1.03939 | 0.00000 | 439.82 | 10103.65 |
| 17 | 2009.12.30 17:00 | sell | 8 | 1.00 | 1.05062 | 1.05775 | 0.00000 | ||
| 18 | 2009.12.31 10:00 | close | 8 | 1.00 | 1.04817 | 1.05775 | 0.00000 | 232.05 | 10335.70 |