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=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -94.30 | Gross profit | 52.03 | Gross loss | -146.33 |
Profit factor | 0.36 | Expected payoff | -7.86 | ||
Absolute drawdown | 194.42 | Maximal drawdown | 246.45 (2.45%) | Relative drawdown | 2.45% (246.45) |
Total trades | 12 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
Largest | profit trade | 4.76 | loss trade | -146.33 | |
Average | profit trade | 4.73 | loss trade | -146.33 | |
Maximum | consecutive wins (profit in money) | 11 (52.03) | consecutive losses (loss in money) | 1 (-146.33) | |
Maximal | consecutive profit (count of wins) | 52.03 (11) | consecutive loss (count of losses) | -146.33 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 04:02 | sell | 1 | 0.10 | 1.05403 | 0.00000 | 1.05353 | ||
2 | 2009.12.07 16:26 | t/p | 1 | 0.10 | 1.05353 | 0.00000 | 1.05353 | 4.75 | 10004.75 |
3 | 2009.12.11 15:00 | buy | 2 | 0.10 | 1.05068 | 0.00000 | 1.05118 | ||
4 | 2009.12.11 15:10 | t/p | 2 | 0.10 | 1.05118 | 0.00000 | 1.05118 | 4.76 | 10009.51 |
5 | 2009.12.11 15:10 | buy | 3 | 0.10 | 1.05160 | 0.00000 | 1.05210 | ||
6 | 2009.12.11 15:15 | t/p | 3 | 0.10 | 1.05210 | 0.00000 | 1.05210 | 4.75 | 10014.26 |
7 | 2009.12.11 15:15 | buy | 4 | 0.10 | 1.05252 | 0.00000 | 1.05302 | ||
8 | 2009.12.11 15:20 | t/p | 4 | 0.10 | 1.05302 | 0.00000 | 1.05302 | 4.75 | 10019.01 |
9 | 2009.12.11 15:20 | buy | 5 | 0.10 | 1.05344 | 0.00000 | 1.05394 | ||
10 | 2009.12.11 15:37 | t/p | 5 | 0.10 | 1.05394 | 0.00000 | 1.05394 | 4.75 | 10023.76 |
11 | 2009.12.11 15:37 | buy | 6 | 0.10 | 1.05427 | 0.00000 | 1.05477 | ||
12 | 2009.12.11 16:15 | t/p | 6 | 0.10 | 1.05477 | 0.00000 | 1.05477 | 4.74 | 10028.50 |
13 | 2009.12.15 09:15 | buy | 7 | 0.10 | 1.06129 | 0.00000 | 1.06179 | ||
14 | 2009.12.15 09:20 | t/p | 7 | 0.10 | 1.06179 | 0.00000 | 1.06179 | 4.71 | 10033.21 |
15 | 2009.12.15 09:20 | buy | 8 | 0.10 | 1.06203 | 0.00000 | 1.06253 | ||
16 | 2009.12.15 09:50 | t/p | 8 | 0.10 | 1.06253 | 0.00000 | 1.06253 | 4.70 | 10037.91 |
17 | 2009.12.15 09:50 | buy | 9 | 0.10 | 1.06285 | 0.00000 | 1.06335 | ||
18 | 2009.12.15 12:10 | t/p | 9 | 0.10 | 1.06335 | 0.00000 | 1.06335 | 4.70 | 10042.61 |
19 | 2009.12.22 16:40 | buy | 10 | 0.10 | 1.06048 | 0.00000 | 1.06098 | ||
20 | 2009.12.22 16:45 | t/p | 10 | 0.10 | 1.06098 | 0.00000 | 1.06098 | 4.71 | 10047.32 |
21 | 2009.12.22 16:45 | buy | 11 | 0.10 | 1.06124 | 0.00000 | 1.06174 | ||
22 | 2009.12.22 16:50 | t/p | 11 | 0.10 | 1.06174 | 0.00000 | 1.06174 | 4.71 | 10052.03 |
23 | 2009.12.22 16:50 | buy | 12 | 0.10 | 1.06199 | 0.00000 | 1.06249 | ||
24 | 2009.12.30 11:10 | close | 12 | 0.10 | 1.04676 | 0.00000 | 1.06249 | -146.33 | 9905.70 |