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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; pATR=4; rChannel=20; Trailing=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -66.42 | Gross profit | 78.39 | Gross loss | -144.80 |
| Profit factor | 0.54 | Expected payoff | -16.60 | ||
| Absolute drawdown | 161.20 | Maximal drawdown | 356.80 (3.50%) | Relative drawdown | 3.50% (356.80) |
| Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 78.39 | loss trade | -59.59 | |
| Average | profit trade | 78.39 | loss trade | -48.27 | |
| Maximum | consecutive wins (profit in money) | 1 (78.39) | consecutive losses (loss in money) | 3 (-144.80) | |
| Maximal | consecutive profit (count of wins) | 78.39 (1) | consecutive loss (count of losses) | -144.80 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.05616 | 1.05118 | 0.00000 | ||
| 2 | 2009.12.01 08:37 | s/l | 1 | 0.10 | 1.05118 | 1.05118 | 0.00000 | -47.38 | 9952.62 |
| 3 | 2009.12.01 13:00 | buy | 2 | 0.10 | 1.04580 | 1.04186 | 0.00000 | ||
| 4 | 2009.12.01 17:15 | s/l | 2 | 0.10 | 1.04186 | 1.04186 | 0.00000 | -37.83 | 9914.79 |
| 5 | 2009.12.01 19:00 | buy | 3 | 0.10 | 1.04422 | 1.03823 | 0.00000 | ||
| 6 | 2009.12.29 12:50 | s/l | 3 | 0.10 | 1.03823 | 1.03823 | 0.00000 | -59.59 | 9855.20 |
| 7 | 2009.12.29 14:00 | buy | 4 | 0.10 | 1.03822 | 1.03482 | 0.00000 | ||
| 8 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04645 | 1.03482 | 0.00000 | 78.39 | 9933.58 |