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 | PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8.41 | Gross profit | 346.53 | Gross loss | -338.11 |
Profit factor | 1.02 | Expected payoff | 0.53 | ||
Absolute drawdown | 286.47 | Maximal drawdown | 368.86 (3.66%) | Relative drawdown | 3.66% (368.86) |
Total trades | 16 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
Largest | profit trade | 139.22 | loss trade | -99.99 | |
Average | profit trade | 43.32 | loss trade | -42.26 | |
Maximum | consecutive wins (profit in money) | 3 (227.07) | consecutive losses (loss in money) | 4 (-162.55) | |
Maximal | consecutive profit (count of wins) | 227.07 (3) | consecutive loss (count of losses) | -162.55 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 19:00 | buy | 1 | 0.10 | 1.04953 | 0.00000 | 0.00000 | ||
2 | 2009.12.04 14:00 | close | 1 | 0.10 | 1.04658 | 0.00000 | 0.00000 | -28.45 | 9971.55 |
3 | 2009.12.04 14:00 | sell | 2 | 0.10 | 1.04658 | 0.00000 | 0.00000 | ||
4 | 2009.12.04 20:00 | close | 2 | 0.10 | 1.05715 | 0.00000 | 0.00000 | -99.99 | 9871.56 |
5 | 2009.12.04 20:00 | buy | 3 | 0.10 | 1.05715 | 0.00000 | 0.00000 | ||
6 | 2009.12.07 15:00 | close | 3 | 0.10 | 1.05543 | 0.00000 | 0.00000 | -16.37 | 9855.19 |
7 | 2009.12.07 15:00 | sell | 4 | 0.10 | 1.05543 | 0.00000 | 0.00000 | ||
8 | 2009.12.08 15:00 | close | 4 | 0.10 | 1.05730 | 0.00000 | 0.00000 | -17.74 | 9837.45 |
9 | 2009.12.08 15:00 | buy | 5 | 0.10 | 1.05730 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 12:00 | close | 5 | 0.10 | 1.05987 | 0.00000 | 0.00000 | 24.18 | 9861.64 |
11 | 2009.12.09 12:00 | sell | 6 | 0.10 | 1.05987 | 0.00000 | 0.00000 | ||
12 | 2009.12.11 18:00 | close | 6 | 0.10 | 1.05853 | 0.00000 | 0.00000 | 12.47 | 9874.11 |
13 | 2009.12.11 18:00 | buy | 7 | 0.10 | 1.05853 | 0.00000 | 0.00000 | ||
14 | 2009.12.14 18:00 | close | 7 | 0.10 | 1.05892 | 0.00000 | 0.00000 | 3.61 | 9877.72 |
15 | 2009.12.14 18:00 | sell | 8 | 0.10 | 1.05892 | 0.00000 | 0.00000 | ||
16 | 2009.12.15 12:00 | close | 8 | 0.10 | 1.06289 | 0.00000 | 0.00000 | -37.40 | 9840.33 |
17 | 2009.12.15 12:00 | buy | 9 | 0.10 | 1.06289 | 0.00000 | 0.00000 | ||
18 | 2009.12.16 18:00 | close | 9 | 0.10 | 1.05777 | 0.00000 | 0.00000 | -48.47 | 9791.86 |
19 | 2009.12.16 18:00 | sell | 10 | 0.10 | 1.05777 | 0.00000 | 0.00000 | ||
20 | 2009.12.16 21:00 | close | 10 | 0.10 | 1.06312 | 0.00000 | 0.00000 | -50.32 | 9741.54 |
21 | 2009.12.16 21:00 | buy | 11 | 0.10 | 1.06312 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 04:00 | close | 11 | 0.10 | 1.06684 | 0.00000 | 0.00000 | 34.61 | 9776.15 |
23 | 2009.12.18 04:00 | sell | 12 | 0.10 | 1.06684 | 0.00000 | 0.00000 | ||
24 | 2009.12.21 20:00 | close | 12 | 0.10 | 1.06210 | 0.00000 | 0.00000 | 44.58 | 9820.73 |
25 | 2009.12.21 20:00 | buy | 13 | 0.10 | 1.06210 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 11:00 | close | 13 | 0.10 | 1.05794 | 0.00000 | 0.00000 | -39.39 | 9781.35 |
27 | 2009.12.22 11:00 | sell | 14 | 0.10 | 1.05794 | 0.00000 | 0.00000 | ||
28 | 2009.12.29 21:00 | close | 14 | 0.10 | 1.04338 | 0.00000 | 0.00000 | 139.22 | 9920.57 |
29 | 2009.12.29 21:00 | buy | 15 | 0.10 | 1.04338 | 0.00000 | 0.00000 | ||
30 | 2009.12.31 08:00 | close | 15 | 0.10 | 1.04964 | 0.00000 | 0.00000 | 59.38 | 9979.94 |
31 | 2009.12.31 08:00 | sell | 16 | 0.10 | 1.04964 | 0.00000 | 0.00000 | ||
32 | 2009.12.31 18:57 | close at stop | 16 | 0.10 | 1.04666 | 0.00000 | 0.00000 | 28.47 | 10008.41 |