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 | -626.47 | Gross profit | 21.34 | Gross loss | -647.81 |
| Profit factor | 0.03 | Expected payoff | -52.21 | ||
| Absolute drawdown | 629.74 | Maximal drawdown | 729.79 (7.23%) | Relative drawdown | 7.23% (729.79) |
| Total trades | 12 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 8.02 | loss trade | -210.64 | |
| Average | profit trade | 5.33 | loss trade | -80.98 | |
| Maximum | consecutive wins (profit in money) | 2 (10.20) | consecutive losses (loss in money) | 4 (-130.10) | |
| Maximal | consecutive profit (count of wins) | 10.20 (2) | consecutive loss (count of losses) | -388.96 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
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| # | 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 10:00 | close | 1 | 0.10 | 1.04564 | 1.05590 | 0.50000 | 3.11 | 10003.11 |
| 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 | -178.32 | 9824.79 |
| 6 | 2009.12.04 20:00 | close | 3 | 0.20 | 1.05772 | 1.05970 | 0.50000 | -210.64 | 9614.15 |
| 7 | 2009.12.08 19:00 | buy | 4 | 0.10 | 1.06237 | 1.05220 | 1.50000 | ||
| 8 | 2009.12.08 20:00 | buy | 5 | 0.10 | 1.06493 | 1.05080 | 1.50000 | ||
| 9 | 2009.12.09 09:00 | close | 4 | 0.10 | 1.06323 | 1.05220 | 1.50000 | 8.02 | 9622.18 |
| 10 | 2009.12.09 09:00 | close | 5 | 0.10 | 1.06323 | 1.05080 | 1.50000 | -16.06 | 9606.12 |
| 11 | 2009.12.11 20:00 | buy | 6 | 0.20 | 1.06127 | 1.05090 | 1.50000 | ||
| 12 | 2009.12.11 20:00 | buy | 7 | 0.20 | 1.06127 | 1.04790 | 1.50000 | ||
| 13 | 2009.12.14 09:00 | close | 6 | 0.20 | 1.06002 | 1.05090 | 1.50000 | -23.71 | 9582.41 |
| 14 | 2009.12.14 09:00 | close | 7 | 0.20 | 1.06002 | 1.04790 | 1.50000 | -23.71 | 9558.70 |
| 15 | 2009.12.21 15:00 | sell | 8 | 0.10 | 1.05559 | 1.06490 | 0.50000 | ||
| 16 | 2009.12.21 20:00 | close | 8 | 0.10 | 1.06267 | 1.06490 | 0.50000 | -66.62 | 9492.08 |
| 17 | 2009.12.23 14:00 | sell | 9 | 0.10 | 1.04923 | 1.05770 | 0.50000 | ||
| 18 | 2009.12.23 14:00 | sell | 10 | 0.10 | 1.04923 | 1.05980 | 0.50000 | ||
| 19 | 2009.12.24 10:00 | close | 9 | 0.10 | 1.04868 | 1.05770 | 0.50000 | 5.10 | 9497.18 |
| 20 | 2009.12.24 10:00 | close | 10 | 0.10 | 1.04868 | 1.05980 | 0.50000 | 5.10 | 9502.28 |
| 21 | 2009.12.29 15:00 | sell | 11 | 0.10 | 1.03667 | 1.04390 | 0.50000 | ||
| 22 | 2009.12.29 17:00 | close | 11 | 0.10 | 1.04231 | 1.04390 | 0.50000 | -54.11 | 9448.17 |
| 23 | 2009.12.30 19:00 | buy | 12 | 0.10 | 1.05563 | 1.04530 | 1.50000 | ||
| 24 | 2009.12.31 10:00 | close | 12 | 0.10 | 1.04783 | 1.04530 | 1.50000 | -74.64 | 9373.53 |