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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -99.33 | Gross profit | 7.85 | Gross loss | -107.18 |
Profit factor | 0.07 | Expected payoff | -33.11 | ||
Absolute drawdown | 107.31 | Maximal drawdown | 144.84 (1.44%) | Relative drawdown | 1.44% (144.84) |
Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 7.85 | loss trade | -58.35 | |
Average | profit trade | 7.85 | loss trade | -53.59 | |
Maximum | consecutive wins (profit in money) | 1 (7.85) | consecutive losses (loss in money) | 2 (-107.18) | |
Maximal | consecutive profit (count of wins) | 7.85 (1) | consecutive loss (count of losses) | -107.18 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 23:00 | sell | 1 | 0.10 | 1.04597 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 06:00 | close | 1 | 0.10 | 1.04515 | 0.00000 | 0.00000 | 7.85 | 10007.85 |
3 | 2009.12.09 05:00 | buy | 2 | 0.10 | 1.06156 | 0.00000 | 0.00000 | ||
4 | 2009.12.10 05:00 | close | 2 | 0.10 | 1.05541 | 0.00000 | 0.00000 | -58.35 | 9949.50 |
5 | 2009.12.31 03:00 | buy | 3 | 0.10 | 1.05156 | 0.00000 | 0.00000 | ||
6 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -48.83 | 9900.67 |