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 | k=5; period=24; exp=0; open.close=0; SL_pp=0; visualize=true; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5337.47 | Gross profit | 1479.57 | Gross loss | -6817.04 |
| Profit factor | 0.22 | Expected payoff | -444.79 | ||
| Absolute drawdown | 6873.75 | Maximal drawdown | 7447.33 (70.43%) | Relative drawdown | 70.43% (7447.33) |
| Total trades | 12 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 1 (8.33%) | Loss trades (% of total) | 11 (91.67%) | ||
| Largest | profit trade | 1479.57 | loss trade | -1269.21 | |
| Average | profit trade | 1479.57 | loss trade | -619.73 | |
| Maximum | consecutive wins (profit in money) | 1 (1479.57) | consecutive losses (loss in money) | 9 (-6724.27) | |
| Maximal | consecutive profit (count of wins) | 1479.57 (1) | consecutive loss (count of losses) | -6724.27 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 14:40 | buy | 1 | 1.00 | 1.05220 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 13:16 | close | 1 | 1.00 | 1.04664 | 0.00000 | 0.00000 | -531.88 | 9468.12 |
| 3 | 2009.12.04 13:16 | sell | 2 | 1.00 | 1.04664 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.04 19:50 | close | 2 | 1.00 | 1.05750 | 0.00000 | 0.00000 | -1026.95 | 8441.17 |
| 5 | 2009.12.04 19:50 | buy | 3 | 1.00 | 1.05750 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.08 02:00 | close | 3 | 1.00 | 1.04938 | 0.00000 | 0.00000 | -775.11 | 7666.07 |
| 7 | 2009.12.08 02:00 | sell | 4 | 1.00 | 1.04938 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.08 19:10 | close | 4 | 1.00 | 1.06287 | 0.00000 | 0.00000 | -1269.21 | 6396.86 |
| 9 | 2009.12.08 19:10 | buy | 5 | 1.00 | 1.06287 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 16:50 | close | 5 | 1.00 | 1.05422 | 0.00000 | 0.00000 | -821.17 | 5575.69 |
| 11 | 2009.12.09 16:50 | sell | 6 | 1.00 | 1.05422 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.11 17:15 | close | 6 | 1.00 | 1.05907 | 0.00000 | 0.00000 | -459.45 | 5116.23 |
| 13 | 2009.12.11 17:15 | buy | 7 | 1.00 | 1.05907 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.15 05:16 | close | 7 | 1.00 | 1.05545 | 0.00000 | 0.00000 | -344.30 | 4771.94 |
| 15 | 2009.12.15 05:16 | sell | 8 | 1.00 | 1.05545 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.17 03:50 | close | 8 | 1.00 | 1.06672 | 0.00000 | 0.00000 | -1058.01 | 3713.92 |
| 17 | 2009.12.17 03:50 | buy | 9 | 1.00 | 1.06672 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.21 11:45 | close | 9 | 1.00 | 1.06208 | 0.00000 | 0.00000 | -438.20 | 3275.73 |
| 19 | 2009.12.21 11:45 | sell | 10 | 1.00 | 1.06208 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.30 02:26 | close | 10 | 1.00 | 1.04656 | 0.00000 | 0.00000 | 1479.57 | 4755.29 |
| 21 | 2009.12.30 02:26 | buy | 11 | 1.00 | 1.04656 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.31 18:00 | close | 11 | 1.00 | 1.04614 | 0.00000 | 0.00000 | -42.12 | 4713.17 |
| 23 | 2009.12.31 18:00 | sell | 12 | 1.00 | 1.04614 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.31 18:57 | close at stop | 12 | 1.00 | 1.04667 | 0.00000 | 0.00000 | -50.64 | 4662.53 |