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; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=2; period=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -114.17 | Gross profit | 2.95 | Gross loss | -117.12 |
| Profit factor | 0.03 | Expected payoff | -38.06 | ||
| Absolute drawdown | 122.15 | Maximal drawdown | 149.99 (1.50%) | Relative drawdown | 1.50% (149.99) |
| 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 | 2.95 | loss trade | -63.41 | |
| Average | profit trade | 2.95 | loss trade | -58.56 | |
| Maximum | consecutive wins (profit in money) | 1 (2.95) | consecutive losses (loss in money) | 2 (-117.12) | |
| Maximal | consecutive profit (count of wins) | 2.95 (1) | consecutive loss (count of losses) | -117.12 (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 | 1.04566 | 0.00000 | 0.00000 | 2.95 | 10002.95 |
| 3 | 2009.12.09 05:00 | buy | 2 | 0.10 | 1.06207 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.10 05:00 | close | 2 | 0.10 | 1.05541 | 0.00000 | 0.00000 | -63.41 | 9939.54 |
| 5 | 2009.12.31 03:00 | buy | 3 | 0.10 | 1.05207 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -53.71 | 9885.83 |