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 | expName=""Anubis""; Lots=1; CCIthres=80; CCIPeriod=11; Stoploss=100; breakeven=65; M_FastEMA=20; M_ShowEMA=50; M_Signal=2; RFactor=0.6; closeK=2; thres=28; stdK=2.9; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -270.88 | Gross profit | 93.28 | Gross loss | -364.16 |
| Profit factor | 0.26 | Expected payoff | -33.86 | ||
| Absolute drawdown | 413.58 | Maximal drawdown | 680.91 (6.63%) | Relative drawdown | 6.63% (680.91) |
| Total trades | 8 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 93.28 | loss trade | -95.98 | |
| Average | profit trade | 93.28 | loss trade | -52.02 | |
| Maximum | consecutive wins (profit in money) | 1 (93.28) | consecutive losses (loss in money) | 7 (-364.16) | |
| Maximal | consecutive profit (count of wins) | 93.28 (1) | consecutive loss (count of losses) | -364.16 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.22 21:00 | buy | 1 | 1.00 | 1.05579 | 1.05479 | 1.06832 | ||
| 2 | 2009.12.22 22:00 | modify | 1 | 1.00 | 1.05579 | 1.05579 | 1.06832 | ||
| 3 | 2009.12.23 01:50 | s/l | 1 | 1.00 | 1.05579 | 1.05579 | 1.06832 | -0.66 | 9999.34 |
| 4 | 2009.12.23 15:00 | buy | 2 | 1.00 | 1.05173 | 1.05073 | 1.06639 | ||
| 5 | 2009.12.23 15:15 | s/l | 2 | 1.00 | 1.05073 | 1.05073 | 1.06639 | -95.23 | 9904.11 |
| 6 | 2009.12.23 20:00 | buy | 3 | 0.60 | 1.04796 | 1.04696 | 1.06396 | ||
| 7 | 2009.12.24 02:00 | modify | 3 | 0.60 | 1.04796 | 1.04796 | 1.06396 | ||
| 8 | 2009.12.24 03:20 | s/l | 3 | 0.60 | 1.04796 | 1.04796 | 1.06396 | -1.18 | 9902.93 |
| 9 | 2009.12.28 21:00 | buy | 4 | 1.00 | 1.04297 | 1.04197 | 1.06339 | ||
| 10 | 2009.12.28 21:20 | s/l | 4 | 1.00 | 1.04197 | 1.04197 | 1.06339 | -95.98 | 9806.95 |
| 11 | 2009.12.30 14:00 | sell | 5 | 0.60 | 1.04861 | 1.04961 | 1.03212 | ||
| 12 | 2009.12.30 14:20 | s/l | 5 | 0.60 | 1.04961 | 1.04961 | 1.03212 | -57.16 | 9749.79 |
| 13 | 2009.12.30 17:00 | sell | 6 | 0.60 | 1.05062 | 1.05162 | 1.03542 | ||
| 14 | 2009.12.30 17:10 | s/l | 6 | 0.60 | 1.05162 | 1.05162 | 1.03542 | -57.00 | 9692.79 |
| 15 | 2009.12.30 18:00 | sell | 7 | 0.60 | 1.05217 | 1.05317 | 1.03697 | ||
| 16 | 2009.12.30 18:15 | s/l | 7 | 0.60 | 1.05317 | 1.05317 | 1.03697 | -56.95 | 9635.84 |
| 17 | 2009.12.30 22:00 | sell | 8 | 0.60 | 1.05533 | 1.05633 | 1.04056 | ||
| 18 | 2009.12.31 02:00 | modify | 8 | 0.60 | 1.05533 | 1.05533 | 1.04056 | ||
| 19 | 2009.12.31 07:00 | close | 8 | 0.60 | 1.05368 | 1.05533 | 1.04056 | 93.28 | 9729.12 |