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 | Risk=25; Lots=0.1; Slippage=3; AccountIsMicro=false; UseMoneyManagement=false; DuplicateOrders=false; TakeProfit=15; TrailStopLoss=10; AllowPip=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8.30 | Gross profit | 87.27 | Gross loss | -95.57 |
| Profit factor | 0.91 | Expected payoff | -4.15 | ||
| Absolute drawdown | 8.31 | Maximal drawdown | 8.31 (0.08%) | Relative drawdown | 0.08% (8.31) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 87.27 | loss trade | -95.57 | |
| Average | profit trade | 87.27 | loss trade | -95.57 | |
| Maximum | consecutive wins (profit in money) | 1 (87.27) | consecutive losses (loss in money) | 1 (-95.57) | |
| Maximal | consecutive profit (count of wins) | 87.27 (1) | consecutive loss (count of losses) | -95.57 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.05623 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | sell | 2 | 0.10 | 1.05597 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.31 18:57 | close at stop | 2 | 0.10 | 1.04671 | 0.00000 | 0.00000 | 87.27 | 10087.27 |
| 4 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -95.57 | 9991.70 |