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 | lots=1; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3622.63 | Gross profit | 787.37 | Gross loss | -4410.00 |
| Profit factor | 0.18 | Expected payoff | -329.33 | ||
| Absolute drawdown | 4530.23 | Maximal drawdown | 4778.49 (46.63%) | Relative drawdown | 46.63% (4778.49) |
| Total trades | 11 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 787.37 | loss trade | -1687.66 | |
| Average | profit trade | 131.23 | loss trade | -882.00 | |
| Maximum | consecutive wins (profit in money) | 3 (787.37) | consecutive losses (loss in money) | 1 (-1687.66) | |
| Maximal | consecutive profit (count of wins) | 787.37 (3) | consecutive loss (count of losses) | -1687.66 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 09:00 | sell | 1 | 1.00 | 1.04587 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.07 02:00 | buy | 2 | 2.00 | 1.05562 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.07 02:00 | close by | 2 | 1.00 | 1.04587 | 0.00000 | 0.00000 | -923.80 | 9076.20 |
| 4 | 2009.12.07 02:00 | buy | 3 | 1.00 | 1.05562 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.07 02:00 | close by | 1 | 0.00 | 1.04587 | 0.00000 | 0.00000 | 0.00 | 9076.20 |
| 6 | 2009.12.11 08:00 | sell | 4 | 2.00 | 1.05226 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.11 08:00 | close by | 4 | 1.00 | 1.05562 | 0.00000 | 0.00000 | -320.94 | 8755.26 |
| 8 | 2009.12.11 08:00 | sell | 5 | 1.00 | 1.05226 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.11 08:00 | close by | 3 | 0.00 | 1.05562 | 0.00000 | 0.00000 | 0.00 | 8755.26 |
| 10 | 2009.12.18 01:00 | buy | 6 | 2.00 | 1.07032 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.18 01:00 | close by | 6 | 1.00 | 1.05226 | 0.00000 | 0.00000 | -1687.66 | 7067.60 |
| 12 | 2009.12.18 01:00 | buy | 7 | 1.00 | 1.07032 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.18 01:00 | close by | 5 | 0.00 | 1.05226 | 0.00000 | 0.00000 | 0.00 | 7067.60 |
| 14 | 2009.12.22 17:00 | sell | 8 | 2.00 | 1.06008 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.22 17:00 | close by | 8 | 1.00 | 1.07032 | 0.00000 | 0.00000 | -966.34 | 6101.25 |
| 16 | 2009.12.22 17:00 | sell | 9 | 1.00 | 1.06008 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.22 17:00 | close by | 7 | 0.00 | 1.07032 | 0.00000 | 0.00000 | 0.00 | 6101.25 |
| 18 | 2009.12.31 05:00 | buy | 10 | 2.00 | 1.05180 | 0.00000 | 0.00000 | ||
| 19 | 2009.12.31 05:00 | close by | 10 | 1.00 | 1.06008 | 0.00000 | 0.00000 | 787.37 | 6888.62 |
| 20 | 2009.12.31 05:00 | buy | 11 | 1.00 | 1.05180 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.31 05:00 | close by | 9 | 0.00 | 1.06008 | 0.00000 | 0.00000 | 0.00 | 6888.62 |
| 22 | 2009.12.31 18:57 | close at stop | 11 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -511.25 | 6377.37 |