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 | -67.27 | Gross profit | 78.13 | Gross loss | -145.41 |
| Profit factor | 0.54 | Expected payoff | -16.82 | ||
| Absolute drawdown | 162.10 | Maximal drawdown | 357.00 (3.50%) | Relative drawdown | 3.50% (357.00) |
| 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 | 78.13 | loss trade | -59.62 | |
| Average | profit trade | 78.13 | loss trade | -48.47 | |
| Maximum | consecutive wins (profit in money) | 1 (78.13) | consecutive losses (loss in money) | 3 (-145.41) | |
| Maximal | consecutive profit (count of wins) | 78.13 (1) | consecutive loss (count of losses) | -145.41 (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 | 1.05619 | 1.05118 | 0.00000 | ||
| 2 | 2009.12.01 08:37 | s/l | 1 | 0.10 | 1.05118 | 1.05118 | 0.00000 | -47.67 | 9952.33 |
| 3 | 2009.12.01 13:00 | buy | 2 | 0.10 | 1.04583 | 1.04186 | 0.00000 | ||
| 4 | 2009.12.01 17:15 | s/l | 2 | 0.10 | 1.04186 | 1.04186 | 0.00000 | -38.12 | 9914.21 |
| 5 | 2009.12.01 19:00 | buy | 3 | 0.10 | 1.04425 | 1.03823 | 0.00000 | ||
| 6 | 2009.12.29 12:50 | s/l | 3 | 0.10 | 1.03823 | 1.03823 | 0.00000 | -59.62 | 9854.59 |
| 7 | 2009.12.29 14:00 | buy | 4 | 0.10 | 1.03825 | 1.03482 | 0.00000 | ||
| 8 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04645 | 1.03482 | 0.00000 | 78.13 | 9932.73 |