Strategy Tester Report
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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 | MAGICMA=20050610; lots=0.1; StopLoss=200; TakeProfit=200; checkhour=8; checkminute=0; days2check=7; checkmode=1; profitK=2; lossK=2; offsetK=2; closemode=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 19.01 | Gross profit | 95.15 | Gross loss | -76.14 |
Profit factor | 1.25 | Expected payoff | 2.11 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 71.66 (0.71%) | Relative drawdown | 0.71% (71.66) |
Total trades | 9 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
Largest | profit trade | 19.16 | loss trade | -19.25 | |
Average | profit trade | 19.03 | loss trade | -19.03 | |
Maximum | consecutive wins (profit in money) | 4 (76.17) | consecutive losses (loss in money) | 3 (-57.18) | |
Maximal | consecutive profit (count of wins) | 76.17 (4) | consecutive loss (count of losses) | -57.18 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 1.04889 | 1.04489 | ||
2 | 2009.12.01 10:16 | t/p | 1 | 0.10 | 1.04489 | 1.04889 | 1.04489 | 19.15 | 10019.15 |
3 | 2009.12.04 14:00 | sell | 2 | 0.10 | 1.04658 | 1.04858 | 1.04458 | ||
4 | 2009.12.04 14:32 | t/p | 2 | 0.10 | 1.04458 | 1.04858 | 1.04458 | 19.16 | 10038.31 |
5 | 2009.12.08 16:00 | buy | 3 | 0.10 | 1.05957 | 1.05757 | 1.06157 | ||
6 | 2009.12.08 16:20 | t/p | 3 | 0.10 | 1.06157 | 1.05757 | 1.06157 | 18.84 | 10057.15 |
7 | 2009.12.09 21:00 | sell | 4 | 0.10 | 1.05378 | 1.05578 | 1.05178 | ||
8 | 2009.12.09 21:16 | t/p | 4 | 0.10 | 1.05178 | 1.05578 | 1.05178 | 19.02 | 10076.17 |
9 | 2009.12.11 20:00 | buy | 5 | 0.10 | 1.06060 | 1.05860 | 1.06260 | ||
10 | 2009.12.14 00:15 | s/l | 5 | 0.10 | 1.05860 | 1.05860 | 1.06260 | -18.96 | 10057.21 |
11 | 2009.12.21 14:00 | sell | 6 | 0.10 | 1.05594 | 1.05794 | 1.05394 | ||
12 | 2009.12.21 15:50 | t/p | 6 | 0.10 | 1.05394 | 1.05794 | 1.05394 | 18.98 | 10076.19 |
13 | 2009.12.22 20:00 | sell | 7 | 0.10 | 1.05445 | 1.05645 | 1.05245 | ||
14 | 2009.12.22 21:20 | s/l | 7 | 0.10 | 1.05645 | 1.05645 | 1.05245 | -18.92 | 10057.27 |
15 | 2009.12.23 14:00 | sell | 8 | 0.10 | 1.04923 | 1.05123 | 1.04723 | ||
16 | 2009.12.23 14:46 | s/l | 8 | 0.10 | 1.05123 | 1.05123 | 1.04723 | -19.01 | 10038.26 |
17 | 2009.12.29 15:00 | sell | 9 | 0.10 | 1.03667 | 1.03867 | 1.03467 | ||
18 | 2009.12.29 15:45 | s/l | 9 | 0.10 | 1.03867 | 1.03867 | 1.03467 | -19.25 | 10019.01 |