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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -498.87 | Gross profit | 69.09 | Gross loss | -567.96 |
| Profit factor | 0.12 | Expected payoff | -49.89 | ||
| Absolute drawdown | 502.14 | Maximal drawdown | 599.27 (5.94%) | Relative drawdown | 5.94% (599.27) |
| Total trades | 10 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 29.34 | loss trade | -208.02 | |
| Average | profit trade | 17.27 | loss trade | -94.66 | |
| Maximum | consecutive wins (profit in money) | 2 (42.71) | consecutive losses (loss in money) | 3 (-391.54) | |
| Maximal | consecutive profit (count of wins) | 42.71 (2) | consecutive loss (count of losses) | -391.54 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 14:00 | sell | 1 | 0.10 | 1.04597 | 1.05590 | 0.50000 | ||
| 2 | 2009.12.02 09:00 | close | 1 | 0.10 | 1.04651 | 1.05590 | 0.50000 | -5.17 | 9994.83 |
| 3 | 2009.12.04 14:00 | sell | 2 | 0.20 | 1.04658 | 1.05600 | 0.50000 | ||
| 4 | 2009.12.04 14:00 | sell | 3 | 0.20 | 1.04658 | 1.05970 | 0.50000 | ||
| 5 | 2009.12.04 19:40 | s/l | 2 | 0.20 | 1.05600 | 1.05600 | 0.50000 | -178.35 | 9816.48 |
| 6 | 2009.12.04 20:00 | close | 3 | 0.20 | 1.05758 | 1.05970 | 0.50000 | -208.02 | 9608.46 |
| 7 | 2009.12.08 16:00 | buy | 4 | 0.10 | 1.06010 | 1.04990 | 1.50000 | ||
| 8 | 2009.12.09 09:00 | close | 4 | 0.10 | 1.06323 | 1.04990 | 1.50000 | 29.34 | 9637.80 |
| 9 | 2009.12.11 19:00 | buy | 5 | 0.20 | 1.05930 | 1.04590 | 1.50000 | ||
| 10 | 2009.12.14 09:00 | close | 5 | 0.20 | 1.06002 | 1.04590 | 1.50000 | 13.37 | 9651.17 |
| 11 | 2009.12.21 15:00 | sell | 6 | 0.10 | 1.05559 | 1.06490 | 0.50000 | ||
| 12 | 2009.12.21 20:00 | close | 6 | 0.10 | 1.06253 | 1.06490 | 0.50000 | -65.32 | 9585.85 |
| 13 | 2009.12.23 14:00 | sell | 7 | 0.10 | 1.04923 | 1.05770 | 0.50000 | ||
| 14 | 2009.12.23 14:00 | sell | 8 | 0.10 | 1.04923 | 1.05980 | 0.50000 | ||
| 15 | 2009.12.24 09:00 | close | 7 | 0.10 | 1.04802 | 1.05770 | 0.50000 | 11.52 | 9597.37 |
| 16 | 2009.12.24 12:00 | close | 8 | 0.10 | 1.04767 | 1.05980 | 0.50000 | 14.86 | 9612.23 |
| 17 | 2009.12.29 15:00 | sell | 9 | 0.10 | 1.03667 | 1.04390 | 0.50000 | ||
| 18 | 2009.12.29 17:00 | close | 9 | 0.10 | 1.04217 | 1.04390 | 0.50000 | -52.77 | 9559.46 |
| 19 | 2009.12.30 16:00 | buy | 10 | 0.10 | 1.05391 | 1.04360 | 1.50000 | ||
| 20 | 2009.12.31 10:00 | close | 10 | 0.10 | 1.04783 | 1.04360 | 1.50000 | -58.33 | 9501.13 |