Strategy Tester Report
LSMA_Daily_EA
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 | Expert_Name=""LSMA_Daily""; LSMAShortPeriod=7; LSMALongPeriod=16; mm=""---Money"; Lots=1; MaxLots=100; UseMoneyManagement=false; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; fm="UseFreeMargin = false to use Account Balance"; UseFreeMargin=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -421.93 | Gross profit | 938.23 | Gross loss | -1360.16 |
Profit factor | 0.69 | Expected payoff | -140.64 | ||
Absolute drawdown | 2199.20 | Maximal drawdown | 3655.76 (31.91%) | Relative drawdown | 31.91% (3655.76) |
Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 938.23 | loss trade | -703.58 | |
Average | profit trade | 938.23 | loss trade | -680.08 | |
Maximum | consecutive wins (profit in money) | 1 (938.23) | consecutive losses (loss in money) | 2 (-1360.16) | |
Maximal | consecutive profit (count of wins) | 938.23 (1) | consecutive loss (count of losses) | -1360.16 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.09 00:00 | close | 1 | 1.00 | 1.06342 | 0.00000 | 0.00000 | -703.58 | 9296.42 |
3 | 2009.12.09 00:00 | buy | 2 | 1.00 | 1.06342 | 0.00000 | 0.00000 | ||
4 | 2009.12.23 00:00 | close | 2 | 1.00 | 1.05658 | 0.00000 | 0.00000 | -656.58 | 8639.84 |
5 | 2009.12.23 00:00 | sell | 3 | 1.00 | 1.05658 | 0.00000 | 0.00000 | ||
6 | 2009.12.31 18:57 | close at stop | 3 | 1.00 | 1.04672 | 0.00000 | 0.00000 | 938.23 | 9578.07 |