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=0.1; Risk=0.1; Sl=100; Tp=0; bu=0; magic=78977; PriseShift=10; AutoLot=false; CloseEndDay=true; BU=false; MaPeriod=22; MaShift=1; Fast=12; Slow=26; Signal=9; MacdShift=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -44.34 | Gross profit | 40.62 | Gross loss | -84.96 |
| Profit factor | 0.48 | Expected payoff | -4.43 | ||
| Absolute drawdown | 69.97 | Maximal drawdown | 71.30 (0.71%) | Relative drawdown | 0.71% (71.30) |
| Total trades | 10 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 7 (14.29%) |
| Profit trades (% of total) | 1 (10.00%) | Loss trades (% of total) | 9 (90.00%) | ||
| Largest | profit trade | 40.62 | loss trade | -11.64 | |
| Average | profit trade | 40.62 | loss trade | -9.44 | |
| Maximum | consecutive wins (profit in money) | 1 (40.62) | consecutive losses (loss in money) | 7 (-61.90) | |
| Maximal | consecutive profit (count of wins) | 40.62 (1) | consecutive loss (count of losses) | -61.90 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 01:00 | buy | 1 | 0.10 | 1.04940 | 1.04818 | 0.00000 | ||
| 2 | 2009.12.03 01:20 | s/l | 1 | 0.10 | 1.04818 | 1.04818 | 0.00000 | -11.64 | 9988.36 |
| 3 | 2009.12.07 03:00 | buy | 2 | 0.10 | 1.05590 | 1.05468 | 0.00000 | ||
| 4 | 2009.12.07 03:15 | s/l | 2 | 0.10 | 1.05468 | 1.05468 | 0.00000 | -11.57 | 9976.79 |
| 5 | 2009.12.07 23:00 | sell | 3 | 0.10 | 1.05104 | 1.05226 | 0.00000 | ||
| 6 | 2009.12.07 23:00 | close | 3 | 0.10 | 1.05126 | 1.05226 | 0.00000 | -2.09 | 9974.70 |
| 7 | 2009.12.08 20:00 | buy | 4 | 0.10 | 1.06437 | 1.06315 | 0.00000 | ||
| 8 | 2009.12.08 22:15 | s/l | 4 | 0.10 | 1.06315 | 1.06315 | 0.00000 | -11.48 | 9963.22 |
| 9 | 2009.12.09 23:00 | sell | 5 | 0.10 | 1.05455 | 1.05577 | 0.00000 | ||
| 10 | 2009.12.09 23:00 | close | 5 | 0.10 | 1.05477 | 1.05577 | 0.00000 | -2.09 | 9961.13 |
| 11 | 2009.12.14 00:00 | buy | 6 | 0.10 | 1.06040 | 1.05918 | 0.00000 | ||
| 12 | 2009.12.14 00:15 | s/l | 6 | 0.10 | 1.05918 | 1.05918 | 0.00000 | -11.52 | 9949.61 |
| 13 | 2009.12.15 16:00 | buy | 7 | 0.10 | 1.06168 | 1.06046 | 0.00000 | ||
| 14 | 2009.12.15 16:15 | s/l | 7 | 0.10 | 1.06046 | 1.06046 | 0.00000 | -11.51 | 9938.10 |
| 15 | 2009.12.17 04:00 | buy | 8 | 0.10 | 1.06661 | 1.06539 | 0.00000 | ||
| 16 | 2009.12.17 23:00 | close | 8 | 0.10 | 1.07096 | 1.06539 | 0.00000 | 40.62 | 9978.72 |
| 17 | 2009.12.18 16:00 | sell | 9 | 0.10 | 1.06388 | 1.06510 | 0.00000 | ||
| 18 | 2009.12.18 16:15 | s/l | 9 | 0.10 | 1.06510 | 1.06510 | 0.00000 | -11.44 | 9967.28 |
| 19 | 2009.12.30 07:00 | buy | 10 | 0.10 | 1.05107 | 1.04985 | 0.00000 | ||
| 20 | 2009.12.30 07:15 | s/l | 10 | 0.10 | 1.04985 | 1.04985 | 0.00000 | -11.62 | 9955.66 |