Strategy Tester Report
st+L+2stor-V1_M
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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 962.37 | Gross profit | 962.37 | Gross loss | 0.00 |
Profit factor | Expected payoff | 56.61 | |||
Absolute drawdown | 185.75 | Maximal drawdown | 318.70 (3.05%) | Relative drawdown | 3.05% (318.70) |
Total trades | 17 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 17 (100.00%) |
Profit trades (% of total) | 17 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 106.67 | loss trade | 0.00 | |
Average | profit trade | 56.61 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 17 (962.37) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 962.37 (17) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 17 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.15 07:20 | buy | 1 | 1.00 | 1.05717 | 0.00000 | 0.00000 | ||
2 | 2009.12.15 08:40 | close | 1 | 1.00 | 1.05741 | 0.00000 | 0.00000 | 22.70 | 10022.70 |
3 | 2009.12.15 08:42 | buy | 2 | 1.00 | 1.05724 | 0.00000 | 0.00000 | ||
4 | 2009.12.15 08:45 | close | 2 | 1.00 | 1.05836 | 0.00000 | 0.00000 | 105.82 | 10128.52 |
5 | 2009.12.15 08:47 | buy | 3 | 1.00 | 1.05819 | 0.00000 | 0.00000 | ||
6 | 2009.12.15 08:50 | close | 3 | 1.00 | 1.05932 | 0.00000 | 0.00000 | 106.67 | 10235.19 |
7 | 2009.12.15 08:52 | buy | 4 | 1.00 | 1.05883 | 0.00000 | 0.00000 | ||
8 | 2009.12.15 08:55 | close | 4 | 1.00 | 1.05900 | 0.00000 | 0.00000 | 16.05 | 10251.24 |
9 | 2009.12.15 08:57 | buy | 5 | 1.00 | 1.05819 | 0.00000 | 0.00000 | ||
10 | 2009.12.15 08:59 | close | 5 | 1.00 | 1.05914 | 0.00000 | 0.00000 | 89.70 | 10340.94 |
11 | 2009.12.16 16:00 | buy | 6 | 1.00 | 1.05919 | 0.00000 | 0.00000 | ||
12 | 2009.12.16 16:15 | close | 6 | 1.00 | 1.05941 | 0.00000 | 0.00000 | 20.77 | 10361.71 |
13 | 2009.12.16 16:36 | buy | 7 | 1.00 | 1.05915 | 0.00000 | 0.00000 | ||
14 | 2009.12.16 18:45 | close | 7 | 1.00 | 1.05930 | 0.00000 | 0.00000 | 14.16 | 10375.87 |
15 | 2009.12.18 12:02 | buy | 8 | 1.00 | 1.06660 | 0.00000 | 0.00000 | ||
16 | 2009.12.18 13:20 | close | 8 | 1.00 | 1.06726 | 0.00000 | 0.00000 | 61.84 | 10437.71 |
17 | 2009.12.18 13:22 | buy | 9 | 1.00 | 1.06702 | 0.00000 | 0.00000 | ||
18 | 2009.12.18 14:50 | close | 9 | 1.00 | 1.06763 | 0.00000 | 0.00000 | 57.14 | 10494.85 |
19 | 2009.12.18 16:15 | buy | 10 | 1.00 | 1.06573 | 0.00000 | 0.00000 | ||
20 | 2009.12.18 16:20 | close | 10 | 1.00 | 1.06665 | 0.00000 | 0.00000 | 86.25 | 10581.10 |
21 | 2009.12.18 16:22 | buy | 11 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 16:25 | close | 11 | 1.00 | 1.06629 | 0.00000 | 0.00000 | 19.69 | 10600.79 |
23 | 2009.12.18 16:27 | buy | 12 | 1.00 | 1.06537 | 0.00000 | 0.00000 | ||
24 | 2009.12.18 16:27 | close | 12 | 1.00 | 1.06633 | 0.00000 | 0.00000 | 90.03 | 10690.82 |
25 | 2009.12.18 16:30 | buy | 13 | 1.00 | 1.06652 | 0.00000 | 0.00000 | ||
26 | 2009.12.18 16:35 | close | 13 | 1.00 | 1.06665 | 0.00000 | 0.00000 | 12.19 | 10703.01 |
27 | 2009.12.18 16:37 | buy | 14 | 1.00 | 1.06633 | 0.00000 | 0.00000 | ||
28 | 2009.12.18 16:40 | close | 14 | 1.00 | 1.06734 | 0.00000 | 0.00000 | 94.63 | 10797.64 |
29 | 2009.12.18 16:42 | buy | 15 | 1.00 | 1.06726 | 0.00000 | 0.00000 | ||
30 | 2009.12.18 16:45 | close | 15 | 1.00 | 1.06804 | 0.00000 | 0.00000 | 73.03 | 10870.67 |
31 | 2009.12.18 16:47 | buy | 16 | 1.00 | 1.06796 | 0.00000 | 0.00000 | ||
32 | 2009.12.18 16:50 | close | 16 | 1.00 | 1.06874 | 0.00000 | 0.00000 | 72.98 | 10943.65 |
33 | 2009.12.18 16:57 | buy | 17 | 1.00 | 1.06796 | 0.00000 | 0.00000 | ||
34 | 2009.12.18 17:10 | close | 17 | 1.00 | 1.06816 | 0.00000 | 0.00000 | 18.72 | 10962.37 |