Strategy Tester Report
e-NightTrade
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 | _Parameters_Trade=""-----"; nDayOfWeek=1; HourOpenPos=23; MinuteOpenPos=0; DepthHistory=14; RangeCutOff=19; StopLoss=68; TakeProfit=25; UseClosePos=false; HourClosePos=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -21.12 | Gross profit | 4.74 | Gross loss | -25.86 |
| Profit factor | 0.18 | Expected payoff | -3.52 | ||
| Absolute drawdown | 21.12 | Maximal drawdown | 23.50 (0.23%) | Relative drawdown | 0.23% (23.50) |
| Total trades | 6 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
| Largest | profit trade | 2.38 | loss trade | -6.56 | |
| Average | profit trade | 2.37 | loss trade | -6.46 | |
| Maximum | consecutive wins (profit in money) | 1 (2.38) | consecutive losses (loss in money) | 3 (-19.39) | |
| Maximal | consecutive profit (count of wins) | 2.38 (1) | consecutive loss (count of losses) | -19.39 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 23:00 | sell | 1 | 0.10 | 1.05104 | 1.05172 | 1.05079 | ||
| 2 | 2009.12.07 23:02 | t/p | 1 | 0.10 | 1.05079 | 1.05172 | 1.05079 | 2.38 | 10002.38 |
| 3 | 2009.12.07 23:02 | sell | 2 | 0.10 | 1.05022 | 1.05090 | 1.04997 | ||
| 4 | 2009.12.07 23:10 | s/l | 2 | 0.10 | 1.05090 | 1.05090 | 1.04997 | -6.47 | 9995.91 |
| 5 | 2009.12.14 23:00 | sell | 3 | 0.10 | 1.05867 | 1.05935 | 1.05842 | ||
| 6 | 2009.12.14 23:02 | t/p | 3 | 0.10 | 1.05842 | 1.05935 | 1.05842 | 2.36 | 9998.27 |
| 7 | 2009.12.14 23:02 | sell | 4 | 0.10 | 1.05795 | 1.05863 | 1.05770 | ||
| 8 | 2009.12.14 23:10 | s/l | 4 | 0.10 | 1.05863 | 1.05863 | 1.05770 | -6.43 | 9991.84 |
| 9 | 2009.12.21 23:00 | sell | 5 | 0.10 | 1.06204 | 1.06272 | 1.06179 | ||
| 10 | 2009.12.21 23:15 | s/l | 5 | 0.10 | 1.06272 | 1.06272 | 1.06179 | -6.40 | 9985.44 |
| 11 | 2009.12.28 23:00 | sell | 6 | 0.10 | 1.04274 | 1.04342 | 1.04249 | ||
| 12 | 2009.12.29 02:40 | s/l | 6 | 0.10 | 1.04342 | 1.04342 | 1.04249 | -6.56 | 9978.88 |