Strategy Tester Report
tttttt_v1
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 | 18.98 | Gross profit | 95.13 | Gross loss | -76.15 |
| Profit factor | 1.25 | Expected payoff | 2.11 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 70.45 (0.70%) | Relative drawdown | 0.70% (70.45) |
| 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 | 19.15 | loss trade | -19.24 | |
| Average | profit trade | 19.03 | loss trade | -19.04 | |
| Maximum | consecutive wins (profit in money) | 4 (76.15) | consecutive losses (loss in money) | 3 (-57.19) | |
| Maximal | consecutive profit (count of wins) | 76.15 (4) | consecutive loss (count of losses) | -57.19 (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 11:20 | t/p | 1 | 0.10 | 1.04489 | 1.04889 | 1.04489 | 19.14 | 10019.14 |
| 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 | 19.15 | 10038.29 |
| 5 | 2009.12.08 16:00 | buy | 3 | 0.10 | 1.05970 | 1.05770 | 1.06170 | ||
| 6 | 2009.12.08 18:16 | t/p | 3 | 0.10 | 1.06170 | 1.05770 | 1.06170 | 18.84 | 10057.13 |
| 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 | 10076.15 |
| 9 | 2009.12.11 20:00 | buy | 5 | 0.10 | 1.06073 | 1.05873 | 1.06273 | ||
| 10 | 2009.12.14 00:15 | s/l | 5 | 0.10 | 1.05873 | 1.05873 | 1.06273 | -18.96 | 10057.19 |
| 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 | 10076.17 |
| 13 | 2009.12.22 20:00 | sell | 7 | 0.10 | 1.05445 | 1.05645 | 1.05245 | ||
| 14 | 2009.12.22 21:15 | s/l | 7 | 0.10 | 1.05645 | 1.05645 | 1.05245 | -18.93 | 10057.24 |
| 15 | 2009.12.23 14:00 | sell | 8 | 0.10 | 1.04923 | 1.05123 | 1.04723 | ||
| 16 | 2009.12.23 14:40 | s/l | 8 | 0.10 | 1.05123 | 1.05123 | 1.04723 | -19.02 | 10038.22 |
| 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 | -19.24 | 10018.98 |