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 | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=false; StartHour=2; StopHour=15; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2225.04 | Gross profit | 1330.51 | Gross loss | -3555.55 |
| Profit factor | 0.37 | Expected payoff | -148.34 | ||
| Absolute drawdown | 3807.30 | Maximal drawdown | 4375.03 (41.40%) | Relative drawdown | 41.40% (4375.03) |
| Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 4 (26.67%) | Loss trades (% of total) | 11 (73.33%) | ||
| Largest | profit trade | 1200.43 | loss trade | -896.81 | |
| Average | profit trade | 332.63 | loss trade | -323.23 | |
| Maximum | consecutive wins (profit in money) | 2 (1200.99) | consecutive losses (loss in money) | 10 (-3533.70) | |
| Maximal | consecutive profit (count of wins) | 1200.99 (2) | consecutive loss (count of losses) | -3533.70 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 16:00 | close | 1 | 1.00 | 1.04681 | 0.00000 | 0.00000 | 7.83 | 10007.83 |
| 3 | 2009.12.03 16:00 | buy | 2 | 1.00 | 1.05590 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.04 13:00 | close | 2 | 1.00 | 1.05225 | 0.00000 | 0.00000 | -347.26 | 9660.57 |
| 5 | 2009.12.04 14:00 | sell | 3 | 1.00 | 1.04658 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.04 19:00 | close | 3 | 1.00 | 1.05223 | 0.00000 | 0.00000 | -536.95 | 9123.62 |
| 7 | 2009.12.04 21:00 | buy | 4 | 1.00 | 1.05972 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.07 09:00 | close | 4 | 1.00 | 1.05484 | 0.00000 | 0.00000 | -463.01 | 8660.62 |
| 9 | 2009.12.07 10:00 | buy | 5 | 1.00 | 1.06431 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.07 16:00 | close | 5 | 1.00 | 1.05485 | 0.00000 | 0.00000 | -896.81 | 7763.81 |
| 11 | 2009.12.07 18:00 | sell | 6 | 1.00 | 1.05068 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.08 09:00 | close | 6 | 1.00 | 1.05556 | 0.00000 | 0.00000 | -462.12 | 7301.68 |
| 13 | 2009.12.08 16:00 | buy | 7 | 1.00 | 1.05990 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.09 13:00 | close | 7 | 1.00 | 1.05965 | 0.00000 | 0.00000 | -23.97 | 7277.72 |
| 15 | 2009.12.09 18:00 | sell | 8 | 1.00 | 1.05500 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.10 07:00 | close | 8 | 1.00 | 1.05770 | 0.00000 | 0.00000 | -254.71 | 7023.01 |
| 17 | 2009.12.10 12:00 | sell | 9 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.11 16:00 | close | 9 | 1.00 | 1.05292 | 0.00000 | 0.00000 | -164.11 | 6858.90 |
| 19 | 2009.12.11 18:00 | buy | 10 | 1.00 | 1.05876 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.14 19:00 | close | 10 | 1.00 | 1.05763 | 0.00000 | 0.00000 | -107.22 | 6751.68 |
| 21 | 2009.12.15 13:00 | buy | 11 | 1.00 | 1.06363 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.16 00:00 | close | 11 | 1.00 | 1.06069 | 0.00000 | 0.00000 | -277.56 | 6474.13 |
| 23 | 2009.12.17 04:00 | buy | 12 | 1.00 | 1.06683 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.18 04:00 | close | 12 | 1.00 | 1.06684 | 0.00000 | 0.00000 | 0.56 | 6474.69 |
| 25 | 2009.12.21 13:00 | sell | 13 | 1.00 | 1.06085 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.28 00:00 | close | 13 | 1.00 | 1.04828 | 0.00000 | 0.00000 | 1200.43 | 7675.12 |
| 27 | 2009.12.28 17:00 | sell | 14 | 1.00 | 1.04338 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.29 21:00 | close | 14 | 1.00 | 1.04361 | 0.00000 | 0.00000 | -21.85 | 7653.27 |
| 29 | 2009.12.30 05:00 | buy | 15 | 1.00 | 1.04906 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.31 09:00 | close | 15 | 1.00 | 1.05035 | 0.00000 | 0.00000 | 121.69 | 7774.96 |