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=0.02; maxcount=10; pipstep=50; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=1000; use_sessionSL=false; sessionSL=300; useinvalues=false; inmax=0; inmin=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -56.92 | Gross profit | 53.98 | Gross loss | -110.90 |
| Profit factor | 0.49 | Expected payoff | -5.69 | ||
| Absolute drawdown | 133.53 | Maximal drawdown | 289.12 (2.85%) | Relative drawdown | 2.85% (289.12) |
| Total trades | 10 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 7 (0.00%) |
| Profit trades (% of total) | 3 (30.00%) | Loss trades (% of total) | 7 (70.00%) | ||
| Largest | profit trade | 19.33 | loss trade | -20.06 | |
| Average | profit trade | 17.99 | loss trade | -15.84 | |
| Maximum | consecutive wins (profit in money) | 2 (37.17) | consecutive losses (loss in money) | 3 (-52.74) | |
| Maximal | consecutive profit (count of wins) | 37.17 (2) | consecutive loss (count of losses) | -52.74 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 0.02 | 1.05660 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:05 | sell | 2 | 0.02 | 1.05592 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:36 | buy | 3 | 0.02 | 1.05588 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 00:43 | buy | 4 | 0.02 | 1.05530 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 00:50 | buy | 5 | 0.02 | 1.05473 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 02:50 | sell | 6 | 0.02 | 1.05646 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.01 06:22 | sell | 7 | 0.02 | 1.05724 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 08:13 | buy | 8 | 0.02 | 1.05370 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.01 08:20 | buy | 9 | 0.02 | 1.05272 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 09:06 | buy | 10 | 0.02 | 1.05183 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.31 18:57 | close at stop | 10 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -10.94 | 9989.06 |
| 12 | 2009.12.31 18:57 | close at stop | 9 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -12.64 | 9976.42 |
| 13 | 2009.12.31 18:57 | close at stop | 8 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -14.52 | 9961.89 |
| 14 | 2009.12.31 18:57 | close at stop | 7 | 0.02 | 1.04709 | 0.00000 | 0.00000 | 19.33 | 9981.22 |
| 15 | 2009.12.31 18:57 | close at stop | 6 | 0.02 | 1.04709 | 0.00000 | 0.00000 | 17.84 | 9999.06 |
| 16 | 2009.12.31 18:57 | close at stop | 5 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -16.48 | 9982.58 |
| 17 | 2009.12.31 18:57 | close at stop | 4 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -17.57 | 9965.01 |
| 18 | 2009.12.31 18:57 | close at stop | 3 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -18.68 | 9946.33 |
| 19 | 2009.12.31 18:57 | close at stop | 2 | 0.02 | 1.04709 | 0.00000 | 0.00000 | 16.81 | 9963.14 |
| 20 | 2009.12.31 18:57 | close at stop | 1 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -20.06 | 9943.08 |