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 | Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; 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 | -519.23 | Gross profit | 117.00 | Gross loss | -636.23 |
| Profit factor | 0.18 | Expected payoff | -39.94 | ||
| Absolute drawdown | 522.50 | Maximal drawdown | 600.09 (5.95%) | Relative drawdown | 5.95% (600.09) |
| Total trades | 13 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
| Largest | profit trade | 65.24 | loss trade | -247.59 | |
| Average | profit trade | 29.25 | loss trade | -70.69 | |
| Maximum | consecutive wins (profit in money) | 2 (27.48) | consecutive losses (loss in money) | 3 (-412.41) | |
| Maximal | consecutive profit (count of wins) | 65.24 (1) | consecutive loss (count of losses) | -412.41 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 16:00 | sell | 1 | 0.10 | 1.04277 | 1.05010 | 0.50000 | ||
| 2 | 2009.12.02 09:00 | close | 1 | 0.10 | 1.04628 | 1.05010 | 0.50000 | -33.55 | 9966.45 |
| 3 | 2009.12.04 14:00 | sell | 2 | 0.20 | 1.04658 | 1.05350 | 0.50000 | ||
| 4 | 2009.12.04 14:00 | sell | 3 | 0.20 | 1.04658 | 1.05970 | 0.50000 | ||
| 5 | 2009.12.04 17:32 | s/l | 2 | 0.20 | 1.05350 | 1.05350 | 0.50000 | -131.27 | 9835.18 |
| 6 | 2009.12.04 20:50 | s/l | 3 | 0.20 | 1.05970 | 1.05970 | 0.50000 | -247.59 | 9587.59 |
| 7 | 2009.12.08 16:00 | buy | 4 | 0.10 | 1.05987 | 1.05230 | 1.50000 | ||
| 8 | 2009.12.08 21:00 | close | 4 | 0.10 | 1.06683 | 1.05230 | 1.50000 | 65.24 | 9652.83 |
| 9 | 2009.12.09 17:00 | sell | 5 | 0.10 | 1.05478 | 1.06280 | 0.50000 | ||
| 10 | 2009.12.10 09:00 | close | 5 | 0.10 | 1.05713 | 1.06280 | 0.50000 | -22.23 | 9630.60 |
| 11 | 2009.12.11 18:00 | buy | 6 | 0.20 | 1.05873 | 1.05100 | 1.50000 | ||
| 12 | 2009.12.11 20:00 | buy | 7 | 0.20 | 1.06090 | 1.04750 | 1.50000 | ||
| 13 | 2009.12.14 09:00 | close | 6 | 0.20 | 1.06002 | 1.05100 | 1.50000 | 24.28 | 9654.88 |
| 14 | 2009.12.14 09:00 | close | 7 | 0.20 | 1.06002 | 1.04750 | 1.50000 | -16.66 | 9638.23 |
| 15 | 2009.12.21 17:00 | sell | 8 | 0.10 | 1.05769 | 1.06460 | 0.50000 | ||
| 16 | 2009.12.22 00:00 | close | 8 | 0.10 | 1.06337 | 1.06460 | 0.50000 | -53.42 | 9584.81 |
| 17 | 2009.12.22 21:00 | sell | 9 | 0.10 | 1.05554 | 1.06240 | 0.50000 | ||
| 18 | 2009.12.23 09:00 | close | 9 | 0.10 | 1.05653 | 1.06240 | 0.50000 | -9.37 | 9575.44 |
| 19 | 2009.12.23 14:00 | sell | 10 | 0.10 | 1.04923 | 1.05550 | 0.50000 | ||
| 20 | 2009.12.23 14:00 | sell | 11 | 0.10 | 1.04923 | 1.05980 | 0.50000 | ||
| 21 | 2009.12.24 09:00 | close | 10 | 0.10 | 1.04779 | 1.05550 | 0.50000 | 13.74 | 9589.18 |
| 22 | 2009.12.24 09:00 | close | 11 | 0.10 | 1.04779 | 1.05980 | 0.50000 | 13.74 | 9602.92 |
| 23 | 2009.12.29 15:00 | sell | 12 | 0.10 | 1.03667 | 1.04200 | 0.50000 | ||
| 24 | 2009.12.29 16:46 | s/l | 12 | 0.10 | 1.04200 | 1.04200 | 0.50000 | -51.15 | 9551.77 |
| 25 | 2009.12.30 19:00 | buy | 13 | 0.10 | 1.05526 | 1.04490 | 1.50000 | ||
| 26 | 2009.12.31 10:00 | close | 13 | 0.10 | 1.04783 | 1.04490 | 1.50000 | -70.99 | 9480.77 |