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 | TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9.25 | Gross profit | 28.58 | Gross loss | -37.83 |
Profit factor | 0.76 | Expected payoff | -3.08 | ||
Absolute drawdown | 47.40 | Maximal drawdown | 58.65 (0.59%) | Relative drawdown | 0.59% (58.65) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 28.58 | loss trade | -18.97 | |
Average | profit trade | 28.58 | loss trade | -18.91 | |
Maximum | consecutive wins (profit in money) | 1 (28.58) | consecutive losses (loss in money) | 2 (-37.83) | |
Maximal | consecutive profit (count of wins) | 28.58 (1) | consecutive loss (count of losses) | -37.83 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 01:00 | buy | 1 | 0.10 | 1.05639 | 1.05439 | 1.05939 | ||
2 | 2009.12.07 01:45 | s/l | 1 | 0.10 | 1.05439 | 1.05439 | 1.05939 | -18.97 | 9981.03 |
3 | 2009.12.16 18:00 | sell | 2 | 0.10 | 1.05777 | 1.05977 | 1.05477 | ||
4 | 2009.12.16 18:50 | s/l | 2 | 0.10 | 1.05977 | 1.05977 | 1.05477 | -18.86 | 9962.17 |
5 | 2009.12.30 02:00 | buy | 3 | 0.10 | 1.04593 | 1.04393 | 1.04893 | ||
6 | 2009.12.30 04:40 | modify | 3 | 0.10 | 1.04593 | 1.04670 | 1.04893 | ||
7 | 2009.12.30 04:45 | modify | 3 | 0.10 | 1.04593 | 1.04760 | 1.04893 | ||
8 | 2009.12.30 04:50 | t/p | 3 | 0.10 | 1.04893 | 1.04760 | 1.04893 | 28.58 | 9990.75 |