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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 331.76 | Gross profit | 331.76 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 33.18 | |||
| Absolute drawdown | 245.45 | Maximal drawdown | 372.44 (3.67%) | Relative drawdown | 3.67% (372.44) |
| Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 10 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 59.03 | loss trade | 0.00 | |
| Average | profit trade | 33.18 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 10 (331.76) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 331.76 (10) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 10 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.15 07:20 | buy | 1 | 1.00 | 1.05780 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.15 08:45 | close | 1 | 1.00 | 1.05836 | 0.00000 | 0.00000 | 52.91 | 10052.91 |
| 3 | 2009.12.15 08:47 | buy | 2 | 1.00 | 1.05882 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.15 08:50 | close | 2 | 1.00 | 1.05932 | 0.00000 | 0.00000 | 47.20 | 10100.11 |
| 5 | 2009.12.15 08:52 | buy | 3 | 1.00 | 1.05946 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.15 09:05 | close | 3 | 1.00 | 1.05962 | 0.00000 | 0.00000 | 15.10 | 10115.21 |
| 7 | 2009.12.16 16:00 | buy | 4 | 1.00 | 1.05982 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.16 19:50 | close | 4 | 1.00 | 1.06011 | 0.00000 | 0.00000 | 27.36 | 10142.57 |
| 9 | 2009.12.18 12:02 | buy | 5 | 1.00 | 1.06723 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.18 14:50 | close | 5 | 1.00 | 1.06763 | 0.00000 | 0.00000 | 37.47 | 10180.04 |
| 11 | 2009.12.18 16:15 | buy | 6 | 1.00 | 1.06636 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.18 16:20 | close | 6 | 1.00 | 1.06665 | 0.00000 | 0.00000 | 27.19 | 10207.23 |
| 13 | 2009.12.18 16:22 | buy | 7 | 1.00 | 1.06671 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.18 16:40 | close | 7 | 1.00 | 1.06734 | 0.00000 | 0.00000 | 59.03 | 10266.26 |
| 15 | 2009.12.18 16:42 | buy | 8 | 1.00 | 1.06789 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.18 16:45 | close | 8 | 1.00 | 1.06804 | 0.00000 | 0.00000 | 14.04 | 10280.30 |
| 17 | 2009.12.18 16:47 | buy | 9 | 1.00 | 1.06859 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.18 16:50 | close | 9 | 1.00 | 1.06874 | 0.00000 | 0.00000 | 14.04 | 10294.34 |
| 19 | 2009.12.18 16:57 | buy | 10 | 1.00 | 1.06859 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.18 17:15 | close | 10 | 1.00 | 1.06899 | 0.00000 | 0.00000 | 37.42 | 10331.76 |