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 | ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join"; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 111.88 | Gross profit | 283.83 | Gross loss | -171.94 |
Profit factor | 1.65 | Expected payoff | 8.61 | ||
Absolute drawdown | 150.39 | Maximal drawdown | 178.86 (1.78%) | Relative drawdown | 1.78% (178.86) |
Total trades | 13 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 28.58 | loss trade | -65.99 | |
Average | profit trade | 28.38 | loss trade | -57.31 | |
Maximum | consecutive wins (profit in money) | 8 (226.78) | consecutive losses (loss in money) | 2 (-123.62) | |
Maximal | consecutive profit (count of wins) | 226.78 (8) | consecutive loss (count of losses) | -123.62 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 14:50 | buy | 1 | 0.10 | 1.05038 | 0.00000 | 1.05338 | ||
2 | 2009.12.04 17:32 | t/p | 1 | 0.10 | 1.05338 | 0.00000 | 1.05338 | 28.47 | 10028.47 |
3 | 2009.12.07 14:30 | buy | 2 | 0.10 | 1.05860 | 0.00000 | 1.06160 | ||
4 | 2009.12.08 08:40 | close | 2 | 0.10 | 1.05352 | 0.00000 | 1.06160 | -48.32 | 9980.15 |
5 | 2009.12.08 08:40 | sell | 3 | 0.10 | 1.05352 | 0.00000 | 1.05052 | ||
6 | 2009.12.08 10:50 | t/p | 3 | 0.10 | 1.05052 | 0.00000 | 1.05052 | 28.58 | 10008.73 |
7 | 2009.12.08 14:50 | sell | 4 | 0.10 | 1.05593 | 0.00000 | 1.05293 | ||
8 | 2009.12.09 03:25 | close | 4 | 0.10 | 1.06205 | 0.00000 | 1.05293 | -57.63 | 9951.10 |
9 | 2009.12.09 03:25 | buy | 5 | 0.10 | 1.06205 | 0.00000 | 1.06505 | ||
10 | 2009.12.10 02:50 | close | 5 | 0.10 | 1.05512 | 0.00000 | 1.06505 | -65.99 | 9885.11 |
11 | 2009.12.10 02:50 | sell | 6 | 0.10 | 1.05512 | 0.00000 | 1.05212 | ||
12 | 2009.12.10 11:50 | t/p | 6 | 0.10 | 1.05212 | 0.00000 | 1.05212 | 28.52 | 9913.63 |
13 | 2009.12.10 18:20 | sell | 7 | 0.10 | 1.05474 | 0.00000 | 1.05174 | ||
14 | 2009.12.10 20:15 | t/p | 7 | 0.10 | 1.05174 | 0.00000 | 1.05174 | 28.53 | 9942.16 |
15 | 2009.12.14 16:45 | buy | 8 | 0.10 | 1.06200 | 0.00000 | 1.06500 | ||
16 | 2009.12.15 13:37 | t/p | 8 | 0.10 | 1.06500 | 0.00000 | 1.06500 | 28.07 | 9970.22 |
17 | 2009.12.15 16:37 | buy | 9 | 0.10 | 1.05881 | 0.00000 | 1.06181 | ||
18 | 2009.12.15 17:45 | t/p | 9 | 0.10 | 1.06181 | 0.00000 | 1.06181 | 28.25 | 9998.47 |
19 | 2009.12.18 03:10 | buy | 10 | 0.10 | 1.06666 | 0.00000 | 1.06966 | ||
20 | 2009.12.18 10:20 | t/p | 10 | 0.10 | 1.06966 | 0.00000 | 1.06966 | 28.04 | 10026.51 |
21 | 2009.12.21 17:10 | sell | 11 | 0.10 | 1.05911 | 0.00000 | 1.05611 | ||
22 | 2009.12.22 12:07 | t/p | 11 | 0.10 | 1.05611 | 0.00000 | 1.05611 | 28.40 | 10054.91 |
23 | 2009.12.22 15:50 | sell | 12 | 0.10 | 1.05957 | 0.00000 | 1.05657 | ||
24 | 2009.12.22 17:50 | t/p | 12 | 0.10 | 1.05657 | 0.00000 | 1.05657 | 28.42 | 10083.33 |
25 | 2009.12.30 09:15 | buy | 13 | 0.10 | 1.04762 | 0.00000 | 1.05062 | ||
26 | 2009.12.30 15:10 | t/p | 13 | 0.10 | 1.05062 | 0.00000 | 1.05062 | 28.55 | 10111.88 |