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; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; map2=5; mash2=1; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9895.17 | Gross profit | 0.00 | Gross loss | -9895.17 |
| Profit factor | 0.00 | Expected payoff | -4947.59 | ||
| Absolute drawdown | 9895.17 | Maximal drawdown | 10076.70 (98.97%) | Relative drawdown | 98.97% (10076.70) |
| Total trades | 2 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 2 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -9195.05 | |
| Average | profit trade | 0.00 | loss trade | -4947.59 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 2 (-9895.17) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9895.17 (2) | |
| Average | consecutive wins | 0 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 05:00 | buy | 1 | 1.00 | 1.05573 | 1.04573 | 1.06573 | ||
| 2 | 2009.12.01 06:20 | buy | 2 | 10.00 | 1.05803 | 1.04803 | 1.06803 | ||
| 3 | 2009.12.01 09:16 | close at stop | 2 | 10.00 | 1.04839 | 1.04803 | 1.06803 | -9195.05 | 804.95 |
| 4 | 2009.12.01 09:16 | close at stop | 1 | 1.00 | 1.04839 | 1.04573 | 1.06573 | -700.12 | 104.83 |