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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -50.59 | Gross profit | 14.15 | Gross loss | -64.74 |
| Profit factor | 0.22 | Expected payoff | -8.43 | ||
| Absolute drawdown | 50.59 | Maximal drawdown | 88.37 (0.88%) | Relative drawdown | 0.88% (88.37) |
| Total trades | 6 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (16.67%) | Loss trades (% of total) | 5 (83.33%) | ||
| Largest | profit trade | 14.15 | loss trade | -13.05 | |
| Average | profit trade | 14.15 | loss trade | -12.95 | |
| Maximum | consecutive wins (profit in money) | 1 (14.15) | consecutive losses (loss in money) | 5 (-64.74) | |
| Maximal | consecutive profit (count of wins) | 14.15 (1) | consecutive loss (count of losses) | -64.74 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 1.04825 | 0.00000 | ||
| 2 | 2009.12.01 15:00 | modify | 1 | 0.10 | 1.04689 | 1.04541 | 0.00000 | ||
| 3 | 2009.12.01 15:02 | s/l | 1 | 0.10 | 1.04541 | 1.04541 | 0.00000 | 14.15 | 10014.15 |
| 4 | 2009.12.04 14:00 | sell | 2 | 0.10 | 1.04658 | 1.04794 | 0.00000 | ||
| 5 | 2009.12.04 14:15 | s/l | 2 | 0.10 | 1.04794 | 1.04794 | 0.00000 | -12.97 | 10001.18 |
| 6 | 2009.12.10 13:00 | sell | 3 | 0.10 | 1.05038 | 1.05174 | 0.00000 | ||
| 7 | 2009.12.10 13:03 | s/l | 3 | 0.10 | 1.05174 | 1.05174 | 0.00000 | -12.92 | 9988.26 |
| 8 | 2009.12.21 15:00 | sell | 4 | 0.10 | 1.05559 | 1.05695 | 0.00000 | ||
| 9 | 2009.12.21 15:02 | s/l | 4 | 0.10 | 1.05695 | 1.05695 | 0.00000 | -12.86 | 9975.40 |
| 10 | 2009.12.23 14:00 | sell | 5 | 0.10 | 1.04923 | 1.05059 | 0.00000 | ||
| 11 | 2009.12.23 14:33 | s/l | 5 | 0.10 | 1.05059 | 1.05059 | 0.00000 | -12.94 | 9962.46 |
| 12 | 2009.12.29 10:00 | sell | 6 | 0.10 | 1.04049 | 1.04185 | 0.00000 | ||
| 13 | 2009.12.29 10:15 | s/l | 6 | 0.10 | 1.04185 | 1.04185 | 0.00000 | -13.05 | 9949.41 |