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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -169.53 | Gross profit | 46.94 | Gross loss | -216.47 |
Profit factor | 0.22 | Expected payoff | -15.41 | ||
Absolute drawdown | 270.39 | Maximal drawdown | 321.71 (3.20%) | Relative drawdown | 3.20% (321.71) |
Total trades | 11 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 4.77 | loss trade | -216.47 | |
Average | profit trade | 4.69 | loss trade | -216.47 | |
Maximum | consecutive wins (profit in money) | 10 (46.94) | consecutive losses (loss in money) | 1 (-216.47) | |
Maximal | consecutive profit (count of wins) | 46.94 (10) | consecutive loss (count of losses) | -216.47 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 07:45 | sell | 1 | 0.10 | 1.04819 | 0.00000 | 1.04769 | ||
2 | 2009.12.03 08:20 | t/p | 1 | 0.10 | 1.04769 | 0.00000 | 1.04769 | 4.77 | 10004.77 |
3 | 2009.12.07 04:02 | sell | 2 | 0.10 | 1.05403 | 0.00000 | 1.05353 | ||
4 | 2009.12.07 16:26 | t/p | 2 | 0.10 | 1.05353 | 0.00000 | 1.05353 | 4.75 | 10009.52 |
5 | 2009.12.10 05:20 | buy | 3 | 0.10 | 1.05785 | 0.00000 | 1.05835 | ||
6 | 2009.12.11 17:15 | t/p | 3 | 0.10 | 1.05835 | 0.00000 | 1.05835 | 4.65 | 10014.17 |
7 | 2009.12.15 09:15 | buy | 4 | 0.10 | 1.06145 | 0.00000 | 1.06195 | ||
8 | 2009.12.15 09:45 | t/p | 4 | 0.10 | 1.06195 | 0.00000 | 1.06195 | 4.71 | 10018.88 |
9 | 2009.12.15 09:45 | buy | 5 | 0.10 | 1.06248 | 0.00000 | 1.06298 | ||
10 | 2009.12.15 10:20 | t/p | 5 | 0.10 | 1.06298 | 0.00000 | 1.06298 | 4.70 | 10023.58 |
11 | 2009.12.16 09:16 | sell | 6 | 0.10 | 1.06043 | 0.00000 | 1.05993 | ||
12 | 2009.12.16 09:50 | t/p | 6 | 0.10 | 1.05993 | 0.00000 | 1.05993 | 4.72 | 10028.30 |
13 | 2009.12.16 09:50 | sell | 7 | 0.10 | 1.05931 | 0.00000 | 1.05881 | ||
14 | 2009.12.16 11:07 | t/p | 7 | 0.10 | 1.05881 | 0.00000 | 1.05881 | 4.73 | 10033.03 |
15 | 2009.12.16 20:15 | buy | 8 | 0.10 | 1.06179 | 0.00000 | 1.06229 | ||
16 | 2009.12.16 20:20 | t/p | 8 | 0.10 | 1.06229 | 0.00000 | 1.06229 | 4.71 | 10037.74 |
17 | 2009.12.16 20:20 | buy | 9 | 0.10 | 1.06304 | 0.00000 | 1.06354 | ||
18 | 2009.12.16 20:50 | t/p | 9 | 0.10 | 1.06354 | 0.00000 | 1.06354 | 4.70 | 10042.44 |
19 | 2009.12.16 20:52 | buy | 10 | 0.10 | 1.06393 | 0.00000 | 1.06443 | ||
20 | 2009.12.17 02:50 | t/p | 10 | 0.10 | 1.06443 | 0.00000 | 1.06443 | 4.49 | 10046.94 |
21 | 2009.12.18 17:15 | buy | 11 | 0.10 | 1.06935 | 0.00000 | 1.06985 | ||
22 | 2009.12.30 11:10 | close | 11 | 0.10 | 1.04676 | 0.00000 | 1.06985 | -216.47 | 9830.47 |