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 | TakeProfit=180; TrailingStop=30; StopLoss=70; UseStopLoss=false; slippage=3; HedgingTakeProfit=90; HedgingStopLoss=70; HedgingLevel=10; UseHedging=false; ShortEma=10; LongEma=80; ImmediateTrade=false; CounterTrend=false; Lots=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; Show_Settings=false; Summarized=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 20.03 | Gross profit | 1533.02 | Gross loss | -1512.99 |
| Profit factor | 1.01 | Expected payoff | 2.00 | ||
| Absolute drawdown | 949.77 | Maximal drawdown | 2596.56 (22.29%) | Relative drawdown | 22.29% (2596.56) |
| Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 171.76 | loss trade | -1512.99 | |
| Average | profit trade | 170.34 | loss trade | -1512.99 | |
| Maximum | consecutive wins (profit in money) | 9 (1533.02) | consecutive losses (loss in money) | 1 (-1512.99) | |
| Maximal | consecutive profit (count of wins) | 1533.02 (9) | consecutive loss (count of losses) | -1512.99 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 15:00 | buy | 1 | 1.00 | 1.05518 | 0.00000 | 1.05698 | ||
| 2 | 2009.12.03 16:15 | t/p | 1 | 1.00 | 1.05698 | 0.00000 | 1.05698 | 170.22 | 10170.22 |
| 3 | 2009.12.04 14:32 | buy | 2 | 1.00 | 1.04464 | 0.00000 | 1.04644 | ||
| 4 | 2009.12.04 14:45 | t/p | 2 | 1.00 | 1.04644 | 0.00000 | 1.04644 | 171.76 | 10341.98 |
| 5 | 2009.12.04 15:00 | buy | 3 | 1.00 | 1.04945 | 0.00000 | 1.05125 | ||
| 6 | 2009.12.04 15:07 | t/p | 3 | 1.00 | 1.05125 | 0.00000 | 1.05125 | 171.19 | 10513.17 |
| 7 | 2009.12.04 15:10 | buy | 4 | 1.00 | 1.05037 | 0.00000 | 1.05217 | ||
| 8 | 2009.12.04 17:32 | t/p | 4 | 1.00 | 1.05217 | 0.00000 | 1.05217 | 170.80 | 10683.97 |
| 9 | 2009.12.04 19:20 | buy | 5 | 1.00 | 1.05593 | 0.00000 | 1.05773 | ||
| 10 | 2009.12.04 20:20 | t/p | 5 | 1.00 | 1.05773 | 0.00000 | 1.05773 | 170.14 | 10854.11 |
| 11 | 2009.12.07 19:00 | buy | 6 | 1.00 | 1.05056 | 0.00000 | 1.05236 | ||
| 12 | 2009.12.07 20:45 | t/p | 6 | 1.00 | 1.05236 | 0.00000 | 1.05236 | 170.96 | 11025.07 |
| 13 | 2009.12.08 14:15 | buy | 7 | 1.00 | 1.05748 | 0.00000 | 1.05928 | ||
| 14 | 2009.12.08 15:20 | t/p | 7 | 1.00 | 1.05928 | 0.00000 | 1.05928 | 169.88 | 11194.95 |
| 15 | 2009.12.09 21:03 | buy | 8 | 1.00 | 1.05369 | 0.00000 | 1.05549 | ||
| 16 | 2009.12.10 04:50 | t/p | 8 | 1.00 | 1.05549 | 0.00000 | 1.05549 | 168.57 | 11363.52 |
| 17 | 2009.12.11 18:20 | buy | 9 | 1.00 | 1.05981 | 0.00000 | 1.06161 | ||
| 18 | 2009.12.11 20:32 | t/p | 9 | 1.00 | 1.06161 | 0.00000 | 1.06161 | 169.50 | 11533.02 |
| 19 | 2009.12.21 12:20 | buy | 10 | 1.00 | 1.06220 | 0.00000 | 1.06400 | ||
| 20 | 2009.12.31 18:57 | close at stop | 10 | 1.00 | 1.04645 | 0.00000 | 1.06400 | -1512.99 | 10020.03 |