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 | dblLots=0.1; nRSIperiod=2; nTrendPeriod=200; nRSIlongEntry=65; nRSIlongExit=75; nStochLongEntry=20; nStopLoss=500; nTakeProfit=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -94.02 | Gross profit | 0.00 | Gross loss | -94.02 |
| Profit factor | 0.00 | Expected payoff | -47.01 | ||
| Absolute drawdown | 94.02 | Maximal drawdown | 164.97 (1.64%) | Relative drawdown | 1.64% (164.97) |
| Total trades | 2 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 2 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -47.09 | |
| Average | profit trade | 0.00 | loss trade | -47.01 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 2 (-94.02) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -94.02 (2) | |
| Average | consecutive wins | 0 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | sell | 1 | 0.10 | 1.05561 | 1.06061 | 0.00000 | ||
| 2 | 2009.12.07 09:33 | s/l | 1 | 0.10 | 1.06061 | 1.06061 | 0.00000 | -47.09 | 9952.91 |
| 3 | 2009.12.07 09:33 | sell | 2 | 0.10 | 1.06117 | 1.06617 | 0.00000 | ||
| 4 | 2009.12.08 20:20 | s/l | 2 | 0.10 | 1.06617 | 1.06617 | 0.00000 | -46.93 | 9905.98 |