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 | MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1899.88 | Gross profit | 1096.48 | Gross loss | -2996.36 |
| Profit factor | 0.37 | Expected payoff | -158.32 | ||
| Absolute drawdown | 2566.49 | Maximal drawdown | 3525.52 (32.17%) | Relative drawdown | 32.17% (3525.52) |
| Total trades | 12 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 509.53 | loss trade | -851.43 | |
| Average | profit trade | 274.12 | loss trade | -374.55 | |
| Maximum | consecutive wins (profit in money) | 2 (566.49) | consecutive losses (loss in money) | 4 (-2019.86) | |
| Maximal | consecutive profit (count of wins) | 566.49 (2) | consecutive loss (count of losses) | -2019.86 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.50 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.03 02:00 | close | 1 | 0.50 | 1.04984 | 0.00000 | 0.00000 | 291.01 | 10291.01 |
| 3 | 2009.12.03 02:02 | buy | 2 | 0.50 | 1.04978 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.07 00:00 | close | 2 | 0.50 | 1.05561 | 0.00000 | 0.00000 | 275.48 | 10566.49 |
| 5 | 2009.12.07 07:00 | buy | 3 | 0.50 | 1.05650 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.08 02:00 | close | 3 | 0.50 | 1.04938 | 0.00000 | 0.00000 | -339.58 | 10226.91 |
| 7 | 2009.12.08 02:03 | sell | 4 | 0.50 | 1.04943 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.08 21:00 | close | 4 | 0.50 | 1.06761 | 0.00000 | 0.00000 | -851.43 | 9375.48 |
| 9 | 2009.12.08 21:02 | buy | 5 | 0.50 | 1.06744 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.10 00:00 | close | 5 | 0.50 | 1.05481 | 0.00000 | 0.00000 | -600.01 | 8775.48 |
| 11 | 2009.12.10 00:02 | sell | 6 | 0.40 | 1.05490 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.14 00:00 | close | 6 | 0.40 | 1.06096 | 0.00000 | 0.00000 | -228.85 | 8546.63 |
| 13 | 2009.12.14 00:02 | buy | 7 | 0.40 | 1.06137 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.15 10:00 | close | 7 | 0.40 | 1.06192 | 0.00000 | 0.00000 | 20.46 | 8567.09 |
| 15 | 2009.12.15 18:00 | buy | 8 | 0.40 | 1.06285 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.16 18:00 | close | 8 | 0.40 | 1.05777 | 0.00000 | 0.00000 | -192.36 | 8374.72 |
| 17 | 2009.12.16 18:02 | sell | 9 | 0.40 | 1.05782 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.17 06:00 | close | 9 | 0.40 | 1.06950 | 0.00000 | 0.00000 | -437.40 | 7937.32 |
| 19 | 2009.12.17 06:02 | buy | 10 | 0.40 | 1.06979 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.18 16:00 | close | 10 | 0.40 | 1.06388 | 0.00000 | 0.00000 | -222.47 | 7714.85 |
| 21 | 2009.12.18 16:02 | sell | 11 | 0.40 | 1.06307 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.30 08:00 | close | 11 | 0.40 | 1.04965 | 0.00000 | 0.00000 | 509.53 | 8224.38 |
| 23 | 2009.12.30 08:02 | buy | 12 | 0.40 | 1.04968 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.31 18:57 | close at stop | 12 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -124.26 | 8100.12 |