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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -104.35 | Gross profit | 0.00 | Gross loss | -104.35 |
Profit factor | 0.00 | Expected payoff | -52.17 | ||
Absolute drawdown | 104.35 | Maximal drawdown | 142.40 (1.42%) | Relative drawdown | 1.42% (142.40) |
Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 2 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -59.39 | |
Average | profit trade | 0.00 | loss trade | -52.17 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 2 (-104.35) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -104.35 (2) | |
Average | consecutive wins | 0 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 16:00 | sell | 1 | 0.20 | 1.04277 | 1.04512 | 1.03664 | ||
2 | 2009.12.01 21:20 | s/l | 1 | 0.20 | 1.04512 | 1.04512 | 1.03664 | -44.96 | 9955.04 |
3 | 2009.12.02 00:00 | buy | 2 | 0.20 | 1.04724 | 1.04414 | 1.05460 | ||
4 | 2009.12.02 06:32 | s/l | 2 | 0.20 | 1.04414 | 1.04414 | 1.05460 | -59.39 | 9895.65 |