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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -134.50 | Gross profit | 8.39 | Gross loss | -142.89 |
Profit factor | 0.06 | Expected payoff | -22.42 | ||
Absolute drawdown | 134.50 | Maximal drawdown | 138.44 (1.38%) | Relative drawdown | 1.38% (138.44) |
Total trades | 6 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 1 (16.67%) | Loss trades (% of total) | 5 (83.33%) | ||
Largest | profit trade | 8.39 | loss trade | -82.47 | |
Average | profit trade | 8.39 | loss trade | -28.58 | |
Maximum | consecutive wins (profit in money) | 1 (8.39) | consecutive losses (loss in money) | 4 (-114.89) | |
Maximal | consecutive profit (count of wins) | 8.39 (1) | consecutive loss (count of losses) | -114.89 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 10:00 | buy | 1 | 0.20 | 1.06465 | 1.06028 | 0.00000 | ||
2 | 2009.12.07 10:45 | s/l | 1 | 0.20 | 1.06028 | 1.06028 | 0.00000 | -82.47 | 9917.53 |
3 | 2009.12.09 02:00 | sell | 2 | 0.20 | 1.06356 | 1.06642 | 0.00000 | ||
4 | 2009.12.09 09:00 | close | 2 | 0.20 | 1.06401 | 1.06642 | 0.00000 | -8.46 | 9909.07 |
5 | 2009.12.11 03:00 | buy | 3 | 0.10 | 1.05225 | 1.05078 | 0.00000 | ||
6 | 2009.12.11 04:02 | s/l | 3 | 0.10 | 1.05078 | 1.05078 | 0.00000 | -13.99 | 9895.08 |
7 | 2009.12.17 23:00 | buy | 4 | 0.10 | 1.07174 | 1.06969 | 0.00000 | ||
8 | 2009.12.18 00:00 | close | 4 | 0.10 | 1.07068 | 1.06969 | 0.00000 | -9.97 | 9885.11 |
9 | 2009.12.22 06:00 | sell | 5 | 0.10 | 1.06175 | 1.06341 | 0.00000 | ||
10 | 2009.12.22 17:00 | close | 5 | 0.10 | 1.06086 | 1.06341 | 0.00000 | 8.39 | 9893.50 |
11 | 2009.12.29 03:00 | buy | 6 | 0.20 | 1.04448 | 1.04302 | 0.00000 | ||
12 | 2009.12.29 03:07 | s/l | 6 | 0.20 | 1.04302 | 1.04302 | 0.00000 | -28.00 | 9865.50 |