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 | LotSize=0.01; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=1; UseMoneyMgmt=true; RSIsetting=12; RSI_TF=240; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -877.24 | Gross profit | 553.80 | Gross loss | -1431.03 |
Profit factor | 0.39 | Expected payoff | -175.45 | ||
Absolute drawdown | 1709.67 | Maximal drawdown | 1845.48 (18.21%) | Relative drawdown | 18.21% (1845.48) |
Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
Largest | profit trade | 283.05 | loss trade | -744.62 | |
Average | profit trade | 276.90 | loss trade | -477.01 | |
Maximum | consecutive wins (profit in money) | 2 (553.80) | consecutive losses (loss in money) | 3 (-1431.03) | |
Maximal | consecutive profit (count of wins) | 553.80 (2) | consecutive loss (count of losses) | -1431.03 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 16:00 | sell | 1 | 0.50 | 1.04637 | 0.00000 | 1.03962 | ||
2 | 2009.12.09 04:00 | close | 1 | 0.50 | 1.06216 | 0.00000 | 1.03962 | -744.62 | 9255.38 |
3 | 2009.12.09 04:00 | buy | 2 | 0.46 | 1.06216 | 0.00000 | 1.06891 | ||
4 | 2009.12.09 04:02 | modify | 2 | 0.46 | 1.06216 | 1.05065 | 1.06891 | ||
5 | 2009.12.09 17:00 | modify | 2 | 0.46 | 1.06216 | 1.05341 | 1.06891 | ||
6 | 2009.12.09 21:03 | s/l | 2 | 0.46 | 1.05341 | 1.05341 | 1.06891 | -382.28 | 8873.10 |
7 | 2009.12.11 08:00 | sell | 3 | 0.44 | 1.05226 | 0.00000 | 1.04551 | ||
8 | 2009.12.14 20:00 | close | 3 | 0.44 | 1.05958 | 0.00000 | 1.04551 | -304.14 | 8568.97 |
9 | 2009.12.14 20:00 | buy | 4 | 0.43 | 1.05958 | 0.00000 | 1.06633 | ||
10 | 2009.12.17 03:50 | t/p | 4 | 0.43 | 1.06633 | 0.00000 | 1.06633 | 270.75 | 8839.71 |
11 | 2009.12.23 04:00 | sell | 5 | 0.44 | 1.05674 | 0.00000 | 1.04999 | ||
12 | 2009.12.23 13:50 | t/p | 5 | 0.44 | 1.04999 | 0.00000 | 1.04999 | 283.05 | 9122.76 |