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; TakeProfit=30; TrailingStop=15; kor=0.09; per=56; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 14.18 | Gross profit | 14.18 | Gross loss | 0.00 |
Profit factor | Expected payoff | 2.84 | |||
Absolute drawdown | 8.36 | Maximal drawdown | 17.85 (0.18%) | Relative drawdown | 0.18% (17.85) |
Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 2.86 | loss trade | 0.00 | |
Average | profit trade | 2.84 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 5 (14.18) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 14.18 (5) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 5 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.14 15:40 | sell | 1 | 0.10 | 1.06336 | 0.00000 | 1.06306 | ||
2 | 2009.12.14 15:50 | t/p | 1 | 0.10 | 1.06306 | 0.00000 | 1.06306 | 2.83 | 10002.83 |
3 | 2009.12.22 21:15 | buy | 2 | 0.10 | 1.05697 | 0.00000 | 1.05727 | ||
4 | 2009.12.22 21:40 | t/p | 2 | 0.10 | 1.05727 | 0.00000 | 1.05727 | 2.84 | 10005.67 |
5 | 2009.12.23 21:00 | buy | 3 | 0.10 | 1.04850 | 0.00000 | 1.04880 | ||
6 | 2009.12.23 22:20 | t/p | 3 | 0.10 | 1.04880 | 0.00000 | 1.04880 | 2.86 | 10008.53 |
7 | 2009.12.23 22:27 | buy | 4 | 0.10 | 1.04916 | 0.00000 | 1.04946 | ||
8 | 2009.12.23 23:50 | t/p | 4 | 0.10 | 1.04946 | 0.00000 | 1.04946 | 2.85 | 10011.38 |
9 | 2009.12.28 22:02 | buy | 5 | 0.10 | 1.04368 | 0.00000 | 1.04398 | ||
10 | 2009.12.29 03:20 | t/p | 5 | 0.10 | 1.04398 | 0.00000 | 1.04398 | 2.80 | 10014.18 |