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; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2551.25 | Gross profit | 5641.31 | Gross loss | -3090.07 |
Profit factor | 1.83 | Expected payoff | 255.12 | ||
Absolute drawdown | 883.65 | Maximal drawdown | 2383.99 (20.73%) | Relative drawdown | 20.73% (2383.99) |
Total trades | 10 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 955.08 | loss trade | -962.89 | |
Average | profit trade | 940.22 | loss trade | -772.52 | |
Maximum | consecutive wins (profit in money) | 4 (3761.88) | consecutive losses (loss in money) | 2 (-1193.44) | |
Maximal | consecutive profit (count of wins) | 3761.88 (4) | consecutive loss (count of losses) | -1193.44 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 18:00 | buy | 1 | 1.00 | 1.04672 | 1.03672 | 1.05672 | ||
2 | 2009.12.03 16:00 | buy | 2 | 1.00 | 1.05567 | 1.04567 | 1.06567 | ||
3 | 2009.12.03 16:10 | t/p | 1 | 1.00 | 1.05672 | 1.03672 | 1.05672 | 943.22 | 10943.22 |
4 | 2009.12.04 13:50 | s/l | 2 | 1.00 | 1.04567 | 1.04567 | 1.06567 | -957.35 | 9985.86 |
5 | 2009.12.07 01:00 | buy | 3 | 1.00 | 1.05621 | 1.04621 | 1.06621 | ||
6 | 2009.12.08 20:50 | t/p | 3 | 1.00 | 1.06621 | 1.04621 | 1.06621 | 936.22 | 10922.08 |
7 | 2009.12.10 01:00 | sell | 4 | 1.00 | 1.05404 | 1.06404 | 1.04404 | ||
8 | 2009.12.14 02:00 | buy | 5 | 1.00 | 1.05964 | 1.04964 | 1.06964 | ||
9 | 2009.12.14 02:00 | buy | 6 | 1.00 | 1.05964 | 1.04964 | 1.06964 | ||
10 | 2009.12.14 11:50 | s/l | 4 | 1.00 | 1.06404 | 1.06404 | 1.04404 | -939.28 | 9982.80 |
11 | 2009.12.17 07:15 | t/p | 5 | 1.00 | 1.06964 | 1.04964 | 1.06964 | 929.42 | 10912.22 |
12 | 2009.12.17 07:15 | t/p | 6 | 1.00 | 1.06964 | 1.04964 | 1.06964 | 929.42 | 11841.64 |
13 | 2009.12.18 12:00 | sell | 7 | 1.00 | 1.06547 | 1.07547 | 1.05547 | ||
14 | 2009.12.21 13:50 | t/p | 7 | 1.00 | 1.05547 | 1.07547 | 1.05547 | 947.96 | 12789.60 |
15 | 2009.12.22 12:00 | sell | 8 | 1.00 | 1.05670 | 1.06670 | 1.04670 | ||
16 | 2009.12.24 11:03 | t/p | 8 | 1.00 | 1.04670 | 1.06670 | 1.04670 | 955.08 | 13744.68 |
17 | 2009.12.28 02:00 | buy | 9 | 1.00 | 1.04974 | 1.03974 | 1.05974 | ||
18 | 2009.12.29 12:40 | s/l | 9 | 1.00 | 1.03974 | 1.03974 | 1.05974 | -962.89 | 12781.79 |
19 | 2009.12.30 05:00 | buy | 10 | 1.00 | 1.04883 | 1.03883 | 1.05883 | ||
20 | 2009.12.31 18:57 | close at stop | 10 | 1.00 | 1.04645 | 1.03883 | 1.05883 | -230.54 | 12551.25 |