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 | Lots=1; MaximumRisk=0.12; DecreaseFactor=3; StopLoss=400; JuiceLevel=0.0005; AllBars=240; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1165.57 | Gross profit | 2047.62 | Gross loss | -3213.19 |
| Profit factor | 0.64 | Expected payoff | -129.51 | ||
| Absolute drawdown | 1254.53 | Maximal drawdown | 2518.99 (22.36%) | Relative drawdown | 22.36% (2518.99) |
| Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
| Largest | profit trade | 1428.42 | loss trade | -1028.79 | |
| Average | profit trade | 409.52 | loss trade | -803.30 | |
| Maximum | consecutive wins (profit in money) | 3 (67.97) | consecutive losses (loss in money) | 3 (-2306.03) | |
| Maximal | consecutive profit (count of wins) | 1979.65 (2) | consecutive loss (count of losses) | -2306.03 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 03:20 | sell | 1 | 2.40 | 1.05377 | 1.05777 | 0.00000 | ||
| 2 | 2009.12.07 09:10 | s/l | 1 | 2.40 | 1.05777 | 1.05777 | 0.00000 | -907.16 | 9092.84 |
| 3 | 2009.12.07 14:33 | sell | 2 | 2.20 | 1.05630 | 1.06030 | 0.00000 | ||
| 4 | 2009.12.08 02:13 | close | 2 | 2.20 | 1.04948 | 1.06030 | 0.00000 | 1428.42 | 10521.26 |
| 5 | 2009.12.10 09:20 | sell | 3 | 2.50 | 1.05451 | 1.05851 | 0.00000 | ||
| 6 | 2009.12.10 11:20 | close | 3 | 2.50 | 1.05219 | 1.05851 | 0.00000 | 551.23 | 11072.49 |
| 7 | 2009.12.10 18:15 | buy | 4 | 2.70 | 1.05409 | 1.05009 | 0.00000 | ||
| 8 | 2009.12.10 20:50 | s/l | 4 | 2.70 | 1.05009 | 1.05009 | 0.00000 | -1028.79 | 10043.70 |
| 9 | 2009.12.14 16:50 | sell | 5 | 2.40 | 1.05979 | 1.06379 | 0.00000 | ||
| 10 | 2009.12.15 12:10 | s/l | 5 | 2.40 | 1.06379 | 1.06379 | 0.00000 | -903.76 | 9139.94 |
| 11 | 2009.12.17 16:20 | sell | 6 | 1.00 | 1.06688 | 1.07088 | 0.00000 | ||
| 12 | 2009.12.17 17:20 | s/l | 6 | 1.00 | 1.07088 | 1.07088 | 0.00000 | -373.48 | 8766.46 |
| 13 | 2009.12.28 08:26 | buy | 7 | 1.00 | 1.04840 | 1.04440 | 0.00000 | ||
| 14 | 2009.12.28 08:35 | close | 7 | 1.00 | 1.04863 | 1.04440 | 0.00000 | 21.93 | 8788.39 |
| 15 | 2009.12.28 08:40 | buy | 8 | 2.10 | 1.04879 | 1.04479 | 0.00000 | ||
| 16 | 2009.12.28 08:45 | close | 8 | 2.10 | 1.04891 | 1.04479 | 0.00000 | 24.02 | 8812.41 |
| 17 | 2009.12.28 08:50 | buy | 9 | 2.10 | 1.04907 | 1.04507 | 0.00000 | ||
| 18 | 2009.12.28 08:59 | close | 9 | 2.10 | 1.04918 | 1.04507 | 0.00000 | 22.02 | 8834.43 |