Strategy Tester Report
Super_Carry_Trade_ver1
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 | EA_MAGIC_NUM=511112; StartHour=19; LadderHeight=400; CarryBuffer=200; Slippage=3; TakeProfit=10; StopLoss=0; MoneyManagement=false; RiskPercent=0.5; Lots=0.1; MaxLots=15; MinLots=0.01; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 267.66 | Gross profit | 350.33 | Gross loss | -82.67 |
| Profit factor | 4.24 | Expected payoff | 66.92 | ||
| Absolute drawdown | 76.51 | Maximal drawdown | 356.94 (3.47%) | Relative drawdown | 3.47% (356.94) |
| Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 125.92 | loss trade | -82.67 | |
| Average | profit trade | 116.78 | loss trade | -82.67 | |
| Maximum | consecutive wins (profit in money) | 3 (350.33) | consecutive losses (loss in money) | 1 (-82.67) | |
| Maximal | consecutive profit (count of wins) | 350.33 (3) | consecutive loss (count of losses) | -82.67 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 19:00 | buy | 1 | 0.10 | 1.04426 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.29 19:00 | buy | 2 | 0.10 | 1.04156 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.29 19:00 | buy | 3 | 0.10 | 1.04156 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.30 19:00 | close | 3 | 0.10 | 1.05485 | 0.00000 | 0.00000 | 125.92 | 10125.92 |
| 5 | 2009.12.30 19:00 | close | 2 | 0.10 | 1.05485 | 0.00000 | 0.00000 | 125.92 | 10251.85 |
| 6 | 2009.12.30 19:00 | close | 1 | 0.10 | 1.05485 | 0.00000 | 0.00000 | 98.48 | 10350.33 |
| 7 | 2009.12.30 19:00 | buy | 4 | 0.10 | 1.05508 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -82.67 | 10267.66 |