Strategy Tester Report
Platinum v0-2
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 | MaxReqSwing=90; Margin=20; DeadBand=20; StopLoss=66; TakeProfit=34; MinLots=0.01; MaxLots=10; RiskFactor=0.075; SL_Reverse=false; TriggerTime=17; ExpirationTime="23:00"; magicno=888; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1275.12 | Gross profit | 416.66 | Gross loss | -1691.79 |
| Profit factor | 0.25 | Expected payoff | -212.52 | ||
| Absolute drawdown | 1377.38 | Maximal drawdown | 1474.66 (14.60%) | Relative drawdown | 14.60% (1474.66) |
| Total trades | 6 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
| Largest | profit trade | 224.65 | loss trade | -441.02 | |
| Average | profit trade | 208.33 | loss trade | -422.95 | |
| Maximum | consecutive wins (profit in money) | 1 (224.65) | consecutive losses (loss in money) | 2 (-871.96) | |
| Maximal | consecutive profit (count of wins) | 224.65 (1) | consecutive loss (count of losses) | -871.96 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 17:00 | buy stop | 1 | 0.70 | 1.05627 | 1.04967 | 1.05967 | ||
| 2 | 2009.12.03 17:00 | sell stop | 2 | 0.70 | 1.04803 | 1.05463 | 1.04463 | ||
| 3 | 2009.12.03 22:45 | buy | 1 | 0.70 | 1.05627 | 1.04967 | 1.05967 | ||
| 4 | 2009.12.03 23:02 | expiration | 2 | 0.70 | 1.04803 | 1.05463 | 1.04463 | ||
| 5 | 2009.12.04 13:10 | s/l | 1 | 0.70 | 1.04967 | 1.04967 | 1.05967 | -441.02 | 9558.98 |
| 6 | 2009.12.04 17:00 | buy stop | 3 | 0.70 | 1.05574 | 1.04914 | 1.05914 | ||
| 7 | 2009.12.04 17:00 | sell stop | 4 | 0.70 | 1.04527 | 1.05187 | 1.04187 | ||
| 8 | 2009.12.04 19:40 | buy | 3 | 0.70 | 1.05574 | 1.04914 | 1.05914 | ||
| 9 | 2009.12.04 20:50 | t/p | 3 | 0.70 | 1.05914 | 1.04914 | 1.05914 | 224.65 | 9783.63 |
| 10 | 2009.12.07 00:00 | expiration | 4 | 0.70 | 1.04527 | 1.05187 | 1.04187 | ||
| 11 | 2009.12.07 17:00 | buy stop | 5 | 0.70 | 1.06286 | 1.05626 | 1.06626 | ||
| 12 | 2009.12.07 17:00 | sell stop | 6 | 0.70 | 1.04988 | 1.05648 | 1.04648 | ||
| 13 | 2009.12.07 18:50 | sell | 6 | 0.70 | 1.04988 | 1.05648 | 1.04648 | ||
| 14 | 2009.12.07 23:02 | expiration | 5 | 0.70 | 1.06286 | 1.05626 | 1.06626 | ||
| 15 | 2009.12.08 14:15 | s/l | 6 | 0.70 | 1.05648 | 1.05648 | 1.04648 | -437.42 | 9346.21 |
| 16 | 2009.12.10 17:00 | buy stop | 7 | 0.70 | 1.05688 | 1.05028 | 1.06028 | ||
| 17 | 2009.12.10 17:00 | sell stop | 8 | 0.70 | 1.04977 | 1.05637 | 1.04637 | ||
| 18 | 2009.12.10 23:02 | expiration | 7 | 0.70 | 1.05688 | 1.05028 | 1.06028 | ||
| 19 | 2009.12.10 23:02 | expiration | 8 | 0.70 | 1.04977 | 1.05637 | 1.04637 | ||
| 20 | 2009.12.14 17:00 | buy stop | 9 | 0.70 | 1.06413 | 1.05753 | 1.06753 | ||
| 21 | 2009.12.14 17:00 | sell stop | 10 | 0.70 | 1.05589 | 1.06249 | 1.05249 | ||
| 22 | 2009.12.14 23:02 | expiration | 9 | 0.70 | 1.06413 | 1.05753 | 1.06753 | ||
| 23 | 2009.12.14 23:02 | expiration | 10 | 0.70 | 1.05589 | 1.06249 | 1.05249 | ||
| 24 | 2009.12.15 17:00 | buy stop | 11 | 0.70 | 1.06310 | 1.05650 | 1.06650 | ||
| 25 | 2009.12.15 17:00 | sell stop | 12 | 0.70 | 1.05708 | 1.06368 | 1.05368 | ||
| 26 | 2009.12.15 23:02 | expiration | 11 | 0.70 | 1.06310 | 1.05650 | 1.06650 | ||
| 27 | 2009.12.15 23:02 | expiration | 12 | 0.70 | 1.05708 | 1.06368 | 1.05368 | ||
| 28 | 2009.12.17 17:00 | buy stop | 13 | 0.70 | 1.07252 | 1.06592 | 1.07592 | ||
| 29 | 2009.12.17 17:00 | sell stop | 14 | 0.70 | 1.05970 | 1.06630 | 1.05630 | ||
| 30 | 2009.12.17 18:20 | buy | 13 | 0.70 | 1.07252 | 1.06592 | 1.07592 | ||
| 31 | 2009.12.17 23:02 | expiration | 14 | 0.70 | 1.05970 | 1.06630 | 1.05630 | ||
| 32 | 2009.12.18 03:16 | s/l | 13 | 0.70 | 1.06592 | 1.06592 | 1.07592 | -434.54 | 8911.67 |
| 33 | 2009.12.18 17:00 | buy stop | 15 | 0.60 | 1.07077 | 1.06417 | 1.07417 | ||
| 34 | 2009.12.18 17:00 | sell stop | 16 | 0.60 | 1.06471 | 1.07131 | 1.06131 | ||
| 35 | 2009.12.18 20:50 | sell | 16 | 0.60 | 1.06471 | 1.07131 | 1.06131 | ||
| 36 | 2009.12.21 00:00 | expiration | 15 | 0.60 | 1.07077 | 1.06417 | 1.07417 | ||
| 37 | 2009.12.21 12:45 | t/p | 16 | 0.60 | 1.06131 | 1.07131 | 1.06131 | 192.01 | 9103.68 |
| 38 | 2009.12.21 17:00 | buy stop | 17 | 0.60 | 1.06782 | 1.06122 | 1.07122 | ||
| 39 | 2009.12.21 17:00 | sell stop | 18 | 0.60 | 1.05549 | 1.06209 | 1.05209 | ||
| 40 | 2009.12.21 23:02 | expiration | 17 | 0.60 | 1.06782 | 1.06122 | 1.07122 | ||
| 41 | 2009.12.21 23:02 | expiration | 18 | 0.60 | 1.05549 | 1.06209 | 1.05209 | ||
| 42 | 2009.12.30 17:00 | buy stop | 19 | 0.60 | 1.05565 | 1.04905 | 1.05905 | ||
| 43 | 2009.12.30 17:00 | sell stop | 20 | 0.60 | 1.04191 | 1.04851 | 1.03851 | ||
| 44 | 2009.12.30 17:32 | buy | 19 | 0.60 | 1.05565 | 1.04905 | 1.05905 | ||
| 45 | 2009.12.30 23:03 | expiration | 20 | 0.60 | 1.04191 | 1.04851 | 1.03851 | ||
| 46 | 2009.12.31 09:20 | s/l | 19 | 0.60 | 1.04905 | 1.04905 | 1.05905 | -378.80 | 8724.88 |