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; prsi=86; fastmacd=11; slowmacd=53; signalmacd=26; stochD=23; stochK=40; stochS=82; magic=888; slippage=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2102.35 | Gross profit | 2729.12 | Gross loss | -626.77 |
Profit factor | 4.35 | Expected payoff | 420.47 | ||
Absolute drawdown | 244.77 | Maximal drawdown | 2527.23 (19.14%) | Relative drawdown | 19.14% (2527.23) |
Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 1764.45 | loss trade | -626.77 | |
Average | profit trade | 682.28 | loss trade | -626.77 | |
Maximum | consecutive wins (profit in money) | 4 (2729.12) | consecutive losses (loss in money) | 1 (-626.77) | |
Maximal | consecutive profit (count of wins) | 2729.12 (4) | consecutive loss (count of losses) | -626.77 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 19:00 | buy | 1 | 1.00 | 1.04433 | 0.00000 | 0.00000 | ||
2 | 2009.12.09 00:00 | sell | 2 | 2.00 | 1.06315 | 0.00000 | 0.00000 | ||
3 | 2009.12.09 00:00 | close by | 2 | 1.00 | 1.04433 | 0.00000 | 0.00000 | 1764.45 | 11764.45 |
4 | 2009.12.09 00:00 | sell | 3 | 1.00 | 1.06315 | 0.00000 | 0.00000 | ||
5 | 2009.12.09 00:00 | close by | 1 | 0.00 | 1.04433 | 0.00000 | 0.00000 | 0.00 | 11764.45 |
6 | 2009.12.23 16:00 | buy | 4 | 2.00 | 1.05294 | 0.00000 | 0.00000 | ||
7 | 2009.12.23 16:00 | close by | 4 | 1.00 | 1.06315 | 0.00000 | 0.00000 | 964.68 | 12729.12 |
8 | 2009.12.23 16:00 | buy | 5 | 1.00 | 1.05294 | 0.00000 | 0.00000 | ||
9 | 2009.12.23 16:00 | close by | 3 | 0.00 | 1.06315 | 0.00000 | 0.00000 | 0.00 | 12729.12 |
10 | 2009.12.31 18:57 | close at stop | 5 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -626.77 | 12102.35 |