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; TakeProfit=150; StopLoss=100; TrailingStop=100; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 19.23 | Gross profit | 85.27 | Gross loss | -66.04 |
| Profit factor | 1.29 | Expected payoff | 2.75 | ||
| Absolute drawdown | 8.91 | Maximal drawdown | 57.21 (0.57%) | Relative drawdown | 0.57% (57.21) |
| Total trades | 7 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 28.62 | loss trade | -19.01 | |
| Average | profit trade | 28.42 | loss trade | -16.51 | |
| Maximum | consecutive wins (profit in money) | 2 (56.90) | consecutive losses (loss in money) | 3 (-47.03) | |
| Maximal | consecutive profit (count of wins) | 56.90 (2) | consecutive loss (count of losses) | -47.03 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 16:00 | buy | 1 | 0.20 | 1.05590 | 1.05490 | 1.05740 | ||
| 2 | 2009.12.03 16:15 | t/p | 1 | 0.20 | 1.05740 | 1.05490 | 1.05740 | 28.37 | 10028.37 |
| 3 | 2009.12.08 08:00 | sell | 2 | 0.20 | 1.05102 | 1.05202 | 1.04952 | ||
| 4 | 2009.12.08 08:10 | s/l | 2 | 0.20 | 1.05202 | 1.05202 | 1.04952 | -19.01 | 10009.36 |
| 5 | 2009.12.10 14:00 | sell | 3 | 0.20 | 1.05017 | 1.05117 | 1.04867 | ||
| 6 | 2009.12.10 14:50 | t/p | 3 | 0.20 | 1.04867 | 1.05117 | 1.04867 | 28.62 | 10037.98 |
| 7 | 2009.12.14 08:00 | buy | 4 | 0.20 | 1.05855 | 1.05755 | 1.06005 | ||
| 8 | 2009.12.14 09:10 | t/p | 4 | 0.20 | 1.06005 | 1.05755 | 1.06005 | 28.28 | 10066.26 |
| 9 | 2009.12.17 01:00 | sell | 5 | 0.20 | 1.06192 | 1.06292 | 1.06042 | ||
| 10 | 2009.12.17 02:10 | s/l | 5 | 0.20 | 1.06292 | 1.06292 | 1.06042 | -18.82 | 10047.44 |
| 11 | 2009.12.21 09:00 | sell | 6 | 0.20 | 1.06800 | 1.06900 | 1.06650 | ||
| 12 | 2009.12.21 09:20 | s/l | 6 | 0.20 | 1.06900 | 1.06900 | 1.06650 | -18.70 | 10028.74 |
| 13 | 2009.12.30 18:00 | buy | 7 | 0.10 | 1.05261 | 1.05161 | 1.05411 | ||
| 14 | 2009.12.30 18:07 | s/l | 7 | 0.10 | 1.05161 | 1.05161 | 1.05411 | -9.51 | 10019.23 |