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 | -171.94 | Gross profit | 51.60 | Gross loss | -223.54 |
Profit factor | 0.23 | Expected payoff | -14.33 | ||
Absolute drawdown | 272.87 | Maximal drawdown | 324.46 (3.23%) | Relative drawdown | 3.23% (324.46) |
Total trades | 12 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
Largest | profit trade | 4.77 | loss trade | -223.54 | |
Average | profit trade | 4.69 | loss trade | -223.54 | |
Maximum | consecutive wins (profit in money) | 11 (51.60) | consecutive losses (loss in money) | 1 (-223.54) | |
Maximal | consecutive profit (count of wins) | 51.60 (11) | consecutive loss (count of losses) | -223.54 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 07:45 | sell | 1 | 0.10 | 1.04819 | 0.00000 | 1.04769 | ||
2 | 2009.12.03 08:20 | t/p | 1 | 0.10 | 1.04769 | 0.00000 | 1.04769 | 4.77 | 10004.77 |
3 | 2009.12.07 04:02 | sell | 2 | 0.10 | 1.05403 | 0.00000 | 1.05353 | ||
4 | 2009.12.07 16:26 | t/p | 2 | 0.10 | 1.05353 | 0.00000 | 1.05353 | 4.75 | 10009.52 |
5 | 2009.12.10 05:20 | buy | 3 | 0.10 | 1.05776 | 0.00000 | 1.05826 | ||
6 | 2009.12.11 17:15 | t/p | 3 | 0.10 | 1.05826 | 0.00000 | 1.05826 | 4.65 | 10014.17 |
7 | 2009.12.15 09:15 | buy | 4 | 0.10 | 1.06136 | 0.00000 | 1.06186 | ||
8 | 2009.12.15 09:45 | t/p | 4 | 0.10 | 1.06186 | 0.00000 | 1.06186 | 4.71 | 10018.88 |
9 | 2009.12.15 09:45 | buy | 5 | 0.10 | 1.06239 | 0.00000 | 1.06289 | ||
10 | 2009.12.15 10:20 | t/p | 5 | 0.10 | 1.06289 | 0.00000 | 1.06289 | 4.70 | 10023.58 |
11 | 2009.12.16 09:16 | sell | 6 | 0.10 | 1.06043 | 0.00000 | 1.05993 | ||
12 | 2009.12.16 09:50 | t/p | 6 | 0.10 | 1.05993 | 0.00000 | 1.05993 | 4.72 | 10028.30 |
13 | 2009.12.16 09:50 | sell | 7 | 0.10 | 1.05931 | 0.00000 | 1.05881 | ||
14 | 2009.12.16 11:07 | t/p | 7 | 0.10 | 1.05881 | 0.00000 | 1.05881 | 4.72 | 10033.02 |
15 | 2009.12.16 20:15 | buy | 8 | 0.10 | 1.06170 | 0.00000 | 1.06220 | ||
16 | 2009.12.16 20:20 | t/p | 8 | 0.10 | 1.06220 | 0.00000 | 1.06220 | 4.70 | 10037.72 |
17 | 2009.12.16 20:20 | buy | 9 | 0.10 | 1.06295 | 0.00000 | 1.06345 | ||
18 | 2009.12.16 20:50 | t/p | 9 | 0.10 | 1.06345 | 0.00000 | 1.06345 | 4.70 | 10042.42 |
19 | 2009.12.16 20:52 | buy | 10 | 0.10 | 1.06384 | 0.00000 | 1.06434 | ||
20 | 2009.12.17 02:50 | t/p | 10 | 0.10 | 1.06434 | 0.00000 | 1.06434 | 4.50 | 10046.93 |
21 | 2009.12.18 17:15 | buy | 11 | 0.10 | 1.06926 | 0.00000 | 1.06976 | ||
22 | 2009.12.18 17:20 | t/p | 11 | 0.10 | 1.06976 | 0.00000 | 1.06976 | 4.67 | 10051.60 |
23 | 2009.12.18 17:20 | buy | 12 | 0.10 | 1.07009 | 0.00000 | 1.07059 | ||
24 | 2009.12.30 11:10 | close | 12 | 0.10 | 1.04676 | 0.00000 | 1.07059 | -223.54 | 9828.06 |