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 | comment2=""***"; Lots=0.1; Stop_Loss=0; Take_Profit=0; Slippage=5; Order_Comment=""Simple"; Magic=112607; Order_Arrow_Color=Black; comment3=""***"; Long_MA_Period=200; Long_MA_Method=0; Long_MA_Applied_Price=4; Short_MA_Period=50; Short_MA_Method=0; Short_MA_Applied_Price=4; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -191.55 | Gross profit | 85.13 | Gross loss | -276.68 |
| Profit factor | 0.31 | Expected payoff | -38.31 | ||
| Absolute drawdown | 351.17 | Maximal drawdown | 396.42 (3.95%) | Relative drawdown | 3.95% (396.42) |
| Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 85.13 | loss trade | -94.23 | |
| Average | profit trade | 85.13 | loss trade | -69.17 | |
| Maximum | consecutive wins (profit in money) | 1 (85.13) | consecutive losses (loss in money) | 4 (-276.68) | |
| Maximal | consecutive profit (count of wins) | 85.13 (1) | consecutive loss (count of losses) | -276.68 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:00 | sell | 1 | 0.10 | 1.04554 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.07 09:00 | close | 1 | 0.10 | 1.05513 | 0.00000 | 0.00000 | -90.95 | 9909.05 |
| 3 | 2009.12.07 09:00 | buy | 2 | 0.10 | 1.05513 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.08 11:00 | close | 2 | 0.10 | 1.05018 | 0.00000 | 0.00000 | -47.23 | 9861.82 |
| 5 | 2009.12.08 11:00 | sell | 3 | 0.10 | 1.05018 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.08 18:00 | close | 3 | 0.10 | 1.06017 | 0.00000 | 0.00000 | -94.23 | 9767.59 |
| 7 | 2009.12.08 18:00 | buy | 4 | 0.10 | 1.06017 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.23 02:00 | close | 4 | 0.10 | 1.05566 | 0.00000 | 0.00000 | -44.27 | 9723.32 |
| 9 | 2009.12.23 02:00 | sell | 5 | 0.10 | 1.05566 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.31 18:57 | close at stop | 5 | 0.10 | 1.04674 | 0.00000 | 0.00000 | 85.13 | 9808.45 |