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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -358.18 | Gross profit | 277.10 | Gross loss | -635.28 |
| Profit factor | 0.44 | Expected payoff | -27.55 | ||
| Absolute drawdown | 609.98 | Maximal drawdown | 892.77 (8.68%) | Relative drawdown | 8.68% (892.77) |
| Total trades | 13 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
| Largest | profit trade | 53.39 | loss trade | -223.51 | |
| Average | profit trade | 27.71 | loss trade | -211.76 | |
| Maximum | consecutive wins (profit in money) | 10 (277.10) | consecutive losses (loss in money) | 3 (-635.28) | |
| Maximal | consecutive profit (count of wins) | 277.10 (10) | consecutive loss (count of losses) | -635.28 (3) | |
| Average | consecutive wins | 10 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.22 15:50 | sell | 1 | 1.00 | 1.05957 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.22 15:52 | close | 1 | 1.00 | 1.05929 | 0.00000 | 0.00000 | 26.43 | 10026.43 |
| 3 | 2009.12.23 23:50 | sell | 2 | 1.00 | 1.04947 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.23 23:55 | sell | 3 | 1.00 | 1.04935 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.23 23:57 | close | 2 | 1.00 | 1.04921 | 0.00000 | 0.00000 | 24.78 | 10051.21 |
| 6 | 2009.12.23 23:59 | close | 3 | 1.00 | 1.04879 | 0.00000 | 0.00000 | 53.39 | 10104.60 |
| 7 | 2009.12.29 02:50 | sell | 4 | 1.00 | 1.04390 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.29 02:52 | sell | 5 | 1.00 | 1.04368 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.29 02:55 | sell | 6 | 1.00 | 1.04379 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.29 02:57 | close | 4 | 1.00 | 1.04366 | 0.00000 | 0.00000 | 23.00 | 10127.60 |
| 11 | 2009.12.29 02:57 | close | 6 | 1.00 | 1.04366 | 0.00000 | 0.00000 | 12.46 | 10140.06 |
| 12 | 2009.12.29 02:59 | sell | 7 | 1.00 | 1.04369 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.29 03:02 | close | 5 | 1.00 | 1.04326 | 0.00000 | 0.00000 | 40.26 | 10180.32 |
| 14 | 2009.12.29 03:05 | close | 7 | 1.00 | 1.04336 | 0.00000 | 0.00000 | 31.63 | 10211.95 |
| 15 | 2009.12.29 03:20 | sell | 8 | 1.00 | 1.04406 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.29 03:25 | sell | 9 | 1.00 | 1.04396 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.29 03:27 | close | 8 | 1.00 | 1.04386 | 0.00000 | 0.00000 | 19.16 | 10231.11 |
| 18 | 2009.12.29 03:27 | sell | 10 | 1.00 | 1.04404 | 0.00000 | 0.00000 | ||
| 19 | 2009.12.29 04:40 | close | 10 | 1.00 | 1.04387 | 0.00000 | 0.00000 | 16.29 | 10247.40 |
| 20 | 2009.12.29 04:46 | close | 9 | 1.00 | 1.04365 | 0.00000 | 0.00000 | 29.70 | 10277.10 |
| 21 | 2009.12.31 01:46 | buy | 11 | 1.00 | 1.05370 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.31 01:53 | buy | 12 | 1.00 | 1.05376 | 0.00000 | 0.00000 | ||
| 23 | 2009.12.31 01:59 | buy | 13 | 1.00 | 1.05378 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.31 03:00 | close | 11 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -215.90 | 10061.20 |
| 25 | 2009.12.31 03:00 | close | 13 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -223.51 | 9837.69 |
| 26 | 2009.12.31 03:03 | close | 12 | 1.00 | 1.05170 | 0.00000 | 0.00000 | -195.87 | 9641.82 |