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 | StopLoss=0; TakeProfit=11; Percent=100; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9519.05 | Gross profit | 1069.63 | Gross loss | -10588.68 |
| Profit factor | 0.10 | Expected payoff | -3173.02 | ||
| Absolute drawdown | 9519.05 | Maximal drawdown | 10588.68 (95.66%) | Relative drawdown | 95.66% (10588.68) |
| Total trades | 3 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 548.71 | loss trade | -10588.68 | |
| Average | profit trade | 534.82 | loss trade | -10588.68 | |
| Maximum | consecutive wins (profit in money) | 2 (1069.63) | consecutive losses (loss in money) | 1 (-10588.68) | |
| Maximal | consecutive profit (count of wins) | 1069.63 (2) | consecutive loss (count of losses) | -10588.68 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 50.00 | 1.05597 | 0.00000 | 1.05586 | ||
| 2 | 2009.12.01 00:33 | t/p | 1 | 50.00 | 1.05586 | 0.00000 | 1.05586 | 520.92 | 10520.92 |
| 3 | 2009.12.01 00:33 | sell | 2 | 52.60 | 1.05505 | 0.00000 | 1.05494 | ||
| 4 | 2009.12.01 00:46 | t/p | 2 | 52.60 | 1.05494 | 0.00000 | 1.05494 | 548.71 | 11069.63 |
| 5 | 2009.12.01 00:46 | sell | 3 | 55.34 | 1.05370 | 0.00000 | 1.05359 | ||
| 6 | 2009.12.01 01:43 | close at stop | 3 | 55.34 | 1.05572 | 0.00000 | 1.05359 | -10588.68 | 480.95 |