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=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; 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 | -36.91 | Gross profit | 1.76 | Gross loss | -38.67 |
| Profit factor | 0.05 | Expected payoff | -9.23 | ||
| Absolute drawdown | 75.42 | Maximal drawdown | 144.50 (1.44%) | Relative drawdown | 1.44% (144.50) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 1.76 | loss trade | -19.20 | |
| Average | profit trade | 1.76 | loss trade | -12.89 | |
| Maximum | consecutive wins (profit in money) | 1 (1.76) | consecutive losses (loss in money) | 3 (-38.67) | |
| Maximal | consecutive profit (count of wins) | 1.76 (1) | consecutive loss (count of losses) | -38.67 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 0.02 | 1.05615 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:05 | sell | 2 | 0.02 | 1.05592 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:43 | sell | 3 | 0.02 | 1.05466 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 01:46 | close | 2 | 0.02 | 1.05499 | 0.00000 | 0.00000 | 1.76 | 10001.76 |
| 5 | 2009.12.01 01:50 | close | 3 | 0.02 | 1.05555 | 0.00000 | 0.00000 | -1.69 | 10000.07 |
| 6 | 2009.12.01 01:53 | buy | 4 | 0.02 | 1.05541 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.31 18:57 | close at stop | 4 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -17.78 | 9982.29 |
| 8 | 2009.12.31 18:57 | close at stop | 1 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -19.20 | 9963.09 |