Strategy Tester Report
SilverTrendTrader_v6
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 | MAPeriod=120; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=5; SignalOfFullCandle=0; FridayNightHour=16; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1941.78 | Gross profit | 135.81 | Gross loss | -2077.59 |
| Profit factor | 0.07 | Expected payoff | -176.53 | ||
| Absolute drawdown | 2204.50 | Maximal drawdown | 2937.86 (27.37%) | Relative drawdown | 27.37% (2937.86) |
| Total trades | 11 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 5 (0.00%) |
| Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
| Largest | profit trade | 135.81 | loss trade | -742.12 | |
| Average | profit trade | 135.81 | loss trade | -207.76 | |
| Maximum | consecutive wins (profit in money) | 1 (135.81) | consecutive losses (loss in money) | 6 (-1023.87) | |
| Maximal | consecutive profit (count of wins) | 135.81 (1) | consecutive loss (count of losses) | -1053.72 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 22:00 | buy | 1 | 1.00 | 1.04687 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 06:00 | close | 1 | 1.00 | 1.04502 | 0.00000 | 0.00000 | -177.69 | 9822.31 |
| 3 | 2009.12.03 04:00 | sell | 2 | 1.00 | 1.04888 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 07:00 | close | 2 | 1.00 | 1.05118 | 0.00000 | 0.00000 | -218.80 | 9603.51 |
| 5 | 2009.12.04 08:00 | sell | 3 | 1.00 | 1.05529 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.04 20:00 | close | 3 | 1.00 | 1.05717 | 0.00000 | 0.00000 | -177.83 | 9425.68 |
| 7 | 2009.12.07 05:00 | sell | 4 | 1.00 | 1.05487 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.07 06:00 | close | 4 | 1.00 | 1.05555 | 0.00000 | 0.00000 | -64.42 | 9361.26 |
| 9 | 2009.12.09 04:00 | sell | 5 | 1.00 | 1.06191 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 08:00 | close | 5 | 1.00 | 1.06487 | 0.00000 | 0.00000 | -277.97 | 9083.29 |
| 11 | 2009.12.10 05:00 | buy | 6 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.10 11:00 | close | 6 | 1.00 | 1.05451 | 0.00000 | 0.00000 | -107.16 | 8976.13 |
| 13 | 2009.12.22 06:00 | sell | 7 | 1.00 | 1.06175 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.22 17:00 | close | 7 | 1.00 | 1.06031 | 0.00000 | 0.00000 | 135.81 | 9111.94 |
| 15 | 2009.12.24 02:00 | buy | 8 | 1.00 | 1.04929 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.24 03:00 | close | 8 | 1.00 | 1.04840 | 0.00000 | 0.00000 | -84.89 | 9027.05 |
| 17 | 2009.12.24 06:00 | buy | 9 | 1.00 | 1.04917 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.24 08:00 | close | 9 | 1.00 | 1.04797 | 0.00000 | 0.00000 | -114.51 | 8912.54 |
| 19 | 2009.12.29 03:00 | buy | 10 | 1.00 | 1.04393 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.29 08:00 | close | 10 | 1.00 | 1.04276 | 0.00000 | 0.00000 | -112.20 | 8800.34 |
| 21 | 2009.12.30 11:00 | sell | 11 | 1.00 | 1.04725 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.30 19:00 | close | 11 | 1.00 | 1.05508 | 0.00000 | 0.00000 | -742.12 | 8058.22 |