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 | lTakeProfit=20; sTakeProfit=20; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""Generate"; Slippage=1; UseHourTrade=false; FromHourTrade=14; ToHourTrade=16; UseSound=false; NameFileSound=""alert.wav""; Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -732.10 | Gross profit | 216.09 | Gross loss | -948.19 |
| Profit factor | 0.23 | Expected payoff | -56.32 | ||
| Absolute drawdown | 3050.30 | Maximal drawdown | 3241.05 (31.80%) | Relative drawdown | 31.80% (3241.05) |
| Total trades | 13 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
| Largest | profit trade | 19.26 | loss trade | -948.19 | |
| Average | profit trade | 18.01 | loss trade | -948.19 | |
| Maximum | consecutive wins (profit in money) | 12 (216.09) | consecutive losses (loss in money) | 1 (-948.19) | |
| Maximal | consecutive profit (count of wins) | 216.09 (12) | consecutive loss (count of losses) | -948.19 (1) | |
| Average | consecutive wins | 12 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 1.05577 | ||
| 2 | 2009.12.01 00:40 | t/p | 1 | 1.00 | 1.05577 | 0.00000 | 1.05577 | 18.95 | 10018.95 |
| 3 | 2009.12.01 00:40 | sell | 2 | 1.00 | 1.05447 | 0.00000 | 1.05427 | ||
| 4 | 2009.12.01 08:10 | t/p | 2 | 1.00 | 1.05427 | 0.00000 | 1.05427 | 18.98 | 10037.93 |
| 5 | 2009.12.01 08:10 | sell | 3 | 1.00 | 1.05273 | 0.00000 | 1.05253 | ||
| 6 | 2009.12.01 08:16 | t/p | 3 | 1.00 | 1.05253 | 0.00000 | 1.05253 | 19.01 | 10056.94 |
| 7 | 2009.12.01 08:16 | sell | 4 | 1.00 | 1.05143 | 0.00000 | 1.05123 | ||
| 8 | 2009.12.01 09:10 | t/p | 4 | 1.00 | 1.05123 | 0.00000 | 1.05123 | 19.04 | 10075.98 |
| 9 | 2009.12.01 09:10 | sell | 5 | 1.00 | 1.04979 | 0.00000 | 1.04959 | ||
| 10 | 2009.12.01 09:16 | t/p | 5 | 1.00 | 1.04959 | 0.00000 | 1.04959 | 19.06 | 10095.04 |
| 11 | 2009.12.01 09:16 | sell | 6 | 1.00 | 1.04839 | 0.00000 | 1.04819 | ||
| 12 | 2009.12.01 09:50 | t/p | 6 | 1.00 | 1.04819 | 0.00000 | 1.04819 | 19.09 | 10114.13 |
| 13 | 2009.12.01 09:50 | sell | 7 | 1.00 | 1.04675 | 0.00000 | 1.04655 | ||
| 14 | 2009.12.01 10:10 | t/p | 7 | 1.00 | 1.04655 | 0.00000 | 1.04655 | 19.11 | 10133.24 |
| 15 | 2009.12.01 10:10 | sell | 8 | 1.00 | 1.04551 | 0.00000 | 1.04531 | ||
| 16 | 2009.12.01 14:15 | t/p | 8 | 1.00 | 1.04531 | 0.00000 | 1.04531 | 19.14 | 10152.38 |
| 17 | 2009.12.01 14:15 | sell | 9 | 1.00 | 1.04376 | 0.00000 | 1.04356 | ||
| 18 | 2009.12.01 14:20 | t/p | 9 | 1.00 | 1.04356 | 0.00000 | 1.04356 | 19.17 | 10171.55 |
| 19 | 2009.12.01 14:20 | sell | 10 | 1.00 | 1.04231 | 0.00000 | 1.04211 | ||
| 20 | 2009.12.01 17:20 | t/p | 10 | 1.00 | 1.04211 | 0.00000 | 1.04211 | 19.20 | 10190.75 |
| 21 | 2009.12.01 17:20 | sell | 11 | 1.00 | 1.04054 | 0.00000 | 1.04034 | ||
| 22 | 2009.12.29 12:45 | t/p | 11 | 1.00 | 1.04034 | 0.00000 | 1.04034 | 6.08 | 10196.83 |
| 23 | 2009.12.29 12:45 | sell | 12 | 1.00 | 1.03865 | 0.00000 | 1.03845 | ||
| 24 | 2009.12.29 12:50 | t/p | 12 | 1.00 | 1.03845 | 0.00000 | 1.03845 | 19.26 | 10216.09 |
| 25 | 2009.12.29 12:50 | sell | 13 | 1.00 | 1.03732 | 0.00000 | 1.03712 | ||
| 26 | 2009.12.31 18:57 | close at stop | 13 | 1.00 | 1.04723 | 0.00000 | 1.03712 | -948.19 | 9267.90 |