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=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 | -1043.88 | Gross profit | 426.04 | Gross loss | -1469.92 |
| Profit factor | 0.29 | Expected payoff | -104.39 | ||
| Absolute drawdown | 2045.21 | Maximal drawdown | 2471.25 (23.70%) | Relative drawdown | 23.70% (2471.25) |
| Total trades | 10 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 47.55 | loss trade | -1469.92 | |
| Average | profit trade | 47.34 | loss trade | -1469.92 | |
| Maximum | consecutive wins (profit in money) | 9 (426.04) | consecutive losses (loss in money) | 1 (-1469.92) | |
| Maximal | consecutive profit (count of wins) | 426.04 (9) | consecutive loss (count of losses) | -1469.92 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 04:02 | sell | 1 | 1.00 | 1.05403 | 0.00000 | 1.05353 | ||
| 2 | 2009.12.07 16:26 | t/p | 1 | 1.00 | 1.05353 | 0.00000 | 1.05353 | 47.47 | 10047.47 |
| 3 | 2009.12.11 15:00 | buy | 2 | 1.00 | 1.05075 | 0.00000 | 1.05125 | ||
| 4 | 2009.12.11 15:10 | t/p | 2 | 1.00 | 1.05125 | 0.00000 | 1.05125 | 47.55 | 10095.02 |
| 5 | 2009.12.11 15:10 | buy | 3 | 1.00 | 1.05167 | 0.00000 | 1.05217 | ||
| 6 | 2009.12.11 15:15 | t/p | 3 | 1.00 | 1.05217 | 0.00000 | 1.05217 | 47.52 | 10142.54 |
| 7 | 2009.12.11 15:15 | buy | 4 | 1.00 | 1.05259 | 0.00000 | 1.05309 | ||
| 8 | 2009.12.11 15:20 | t/p | 4 | 1.00 | 1.05309 | 0.00000 | 1.05309 | 47.47 | 10190.01 |
| 9 | 2009.12.11 15:20 | buy | 5 | 1.00 | 1.05351 | 0.00000 | 1.05401 | ||
| 10 | 2009.12.11 15:37 | t/p | 5 | 1.00 | 1.05401 | 0.00000 | 1.05401 | 47.44 | 10237.45 |
| 11 | 2009.12.11 15:37 | buy | 6 | 1.00 | 1.05434 | 0.00000 | 1.05484 | ||
| 12 | 2009.12.11 16:15 | t/p | 6 | 1.00 | 1.05484 | 0.00000 | 1.05484 | 47.39 | 10284.84 |
| 13 | 2009.12.15 09:15 | buy | 7 | 1.00 | 1.06136 | 0.00000 | 1.06186 | ||
| 14 | 2009.12.15 09:45 | t/p | 7 | 1.00 | 1.06186 | 0.00000 | 1.06186 | 47.08 | 10331.92 |
| 15 | 2009.12.15 09:45 | buy | 8 | 1.00 | 1.06239 | 0.00000 | 1.06289 | ||
| 16 | 2009.12.15 10:20 | t/p | 8 | 1.00 | 1.06289 | 0.00000 | 1.06289 | 47.03 | 10378.95 |
| 17 | 2009.12.22 16:40 | buy | 9 | 1.00 | 1.06055 | 0.00000 | 1.06105 | ||
| 18 | 2009.12.22 16:50 | t/p | 9 | 1.00 | 1.06105 | 0.00000 | 1.06105 | 47.09 | 10426.04 |
| 19 | 2009.12.22 16:50 | buy | 10 | 1.00 | 1.06206 | 0.00000 | 1.06256 | ||
| 20 | 2009.12.30 11:10 | close | 10 | 1.00 | 1.04676 | 0.00000 | 1.06256 | -1469.92 | 8956.12 |