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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -73.06 | Gross profit | 204.89 | Gross loss | -277.95 |
| Profit factor | 0.74 | Expected payoff | -24.35 | ||
| Absolute drawdown | 2217.51 | Maximal drawdown | 2376.32 (23.39%) | Relative drawdown | 23.39% (2376.32) |
| Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 106.04 | loss trade | -277.95 | |
| Average | profit trade | 102.45 | loss trade | -277.95 | |
| Maximum | consecutive wins (profit in money) | 2 (204.89) | consecutive losses (loss in money) | 1 (-277.95) | |
| Maximal | consecutive profit (count of wins) | 204.89 (2) | consecutive loss (count of losses) | -277.95 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy | 1 | 0.80 | 1.05469 | 0.00000 | 1.05609 | ||
| 2 | 2009.12.01 02:33 | t/p | 1 | 0.80 | 1.05609 | 0.00000 | 1.05609 | 106.04 | 10106.04 |
| 3 | 2009.12.02 05:00 | sell | 2 | 0.81 | 1.04454 | 0.00000 | 1.04314 | ||
| 4 | 2009.12.28 17:26 | t/p | 2 | 0.81 | 1.04314 | 0.00000 | 1.04314 | 98.85 | 10204.89 |
| 5 | 2009.12.29 22:00 | sell | 3 | 0.82 | 1.04370 | 0.00000 | 1.04230 | ||
| 6 | 2009.12.31 18:57 | close at stop | 3 | 0.82 | 1.04723 | 0.00000 | 1.04230 | -277.95 | 9926.94 |