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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 742.27 | Gross profit | 742.27 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 185.57 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 378.59 (3.55%) | Relative drawdown | 3.55% (378.59) |
| Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 319.22 | loss trade | 0.00 | |
| Average | profit trade | 185.57 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (742.27) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 742.27 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy stop | 1 | 1.00 | 1.06118 | 1.05316 | 1.06218 | ||
| 2 | 2009.12.02 00:00 | modify | 1 | 1.00 | 1.05774 | 1.04053 | 1.06218 | ||
| 3 | 2009.12.03 00:00 | modify | 1 | 1.00 | 1.05141 | 1.04312 | 1.06218 | ||
| 4 | 2009.12.03 14:40 | buy | 1 | 1.00 | 1.05141 | 1.04312 | 1.06218 | ||
| 5 | 2009.12.03 15:00 | modify | 1 | 1.00 | 1.05141 | 1.05389 | 1.05549 | ||
| 6 | 2009.12.03 15:02 | s/l | 1 | 1.00 | 1.05389 | 1.05389 | 1.05549 | 235.44 | 10235.44 |
| 7 | 2009.12.08 00:00 | buy stop | 2 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 8 | 2009.12.08 20:15 | buy | 2 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 9 | 2009.12.08 20:45 | t/p | 2 | 1.00 | 1.06587 | 1.04812 | 1.06587 | 93.80 | 10329.24 |
| 10 | 2009.12.08 22:00 | buy stop | 3 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 11 | 2009.12.09 00:20 | buy | 3 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 12 | 2009.12.09 00:37 | t/p | 3 | 1.00 | 1.06587 | 1.04812 | 1.06587 | 93.81 | 10423.05 |
| 13 | 2009.12.10 00:00 | buy stop | 4 | 1.00 | 1.06599 | 1.05137 | 1.06699 | ||
| 14 | 2009.12.11 00:00 | modify | 4 | 1.00 | 1.05819 | 1.04776 | 1.06699 | ||
| 15 | 2009.12.11 17:15 | buy | 4 | 1.00 | 1.05819 | 1.04776 | 1.06699 | ||
| 16 | 2009.12.11 20:00 | modify | 4 | 1.00 | 1.05819 | 1.05998 | 1.06158 | ||
| 17 | 2009.12.11 20:32 | t/p | 4 | 1.00 | 1.06158 | 1.05998 | 1.06158 | 319.22 | 10742.27 |
| 18 | 2009.12.21 00:00 | buy stop | 5 | 1.00 | 1.07242 | 1.06270 | 1.07342 | ||
| 19 | 2009.12.22 00:00 | modify | 5 | 1.00 | 1.06973 | 1.05348 | 1.07342 | ||
| 20 | 2009.12.23 00:00 | modify | 5 | 1.00 | 1.06331 | 1.05402 | 1.07342 | ||
| 21 | 2009.12.24 00:00 | modify | 5 | 1.00 | 1.05765 | 1.04690 | 1.07342 | ||
| 22 | 2009.12.28 00:00 | delete | 5 | 1.00 | 1.05765 | 1.04690 | 1.07342 | ||
| 23 | 2009.12.31 00:00 | sell stop | 6 | 1.00 | 1.04340 | 1.05766 | 1.04240 | ||