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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Method=0; FastMAPeriod=9; FastMA_Shift=0; MiddleMA_Method=0; MiddleMAPeriod=14; MiddleMA_Shift=0; SlowMA_Method=0; SlowMAPeriod=29; SlowMA_Shift=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9718.22 | Gross profit | 16266.81 | Gross loss | -25985.03 |
| Profit factor | 0.63 | Expected payoff | -1214.78 | ||
| Absolute drawdown | 9718.22 | Maximal drawdown | 27789.34 (99.00%) | Relative drawdown | 99.00% (27789.34) |
| Total trades | 8 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
| Largest | profit trade | 9680.35 | loss trade | -11011.83 | |
| Average | profit trade | 5422.27 | loss trade | -5197.01 | |
| Maximum | consecutive wins (profit in money) | 2 (6586.46) | consecutive losses (loss in money) | 4 (-24408.36) | |
| Maximal | consecutive profit (count of wins) | 9680.35 (1) | consecutive loss (count of losses) | -24408.36 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 10.00 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 02:00 | close | 1 | 10.00 | 1.04584 | 0.00000 | 0.00000 | 9680.35 | 19680.35 |
| 3 | 2009.12.02 10:00 | sell | 2 | 10.00 | 1.04486 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 16:00 | close | 2 | 10.00 | 1.04651 | 0.00000 | 0.00000 | -1576.67 | 18103.68 |
| 5 | 2009.12.02 16:00 | buy | 3 | 10.00 | 1.04651 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 08:00 | close | 3 | 10.00 | 1.04819 | 0.00000 | 0.00000 | 1585.84 | 19689.52 |
| 7 | 2009.12.03 14:00 | buy | 4 | 10.00 | 1.04940 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 11:00 | close | 4 | 10.00 | 1.05468 | 0.00000 | 0.00000 | 5000.62 | 24690.14 |
| 9 | 2009.12.04 16:00 | sell | 5 | 10.00 | 1.04673 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.07 00:00 | close | 5 | 10.00 | 1.05575 | 0.00000 | 0.00000 | -8549.33 | 16140.81 |
| 11 | 2009.12.07 06:00 | buy | 6 | 10.00 | 1.05546 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 09:00 | close | 6 | 10.00 | 1.05484 | 0.00000 | 0.00000 | -587.77 | 15553.04 |
| 13 | 2009.12.07 12:00 | buy | 7 | 10.00 | 1.06134 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 19:00 | close | 7 | 10.00 | 1.04978 | 0.00000 | 0.00000 | -11011.83 | 4541.21 |
| 15 | 2009.12.07 23:00 | sell | 8 | 10.00 | 1.05104 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.08 08:50 | close at stop | 8 | 10.00 | 1.05553 | 0.00000 | 0.00000 | -4259.43 | 281.78 |