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 | BALANCE_INIT=2000; Lots=0.1; StepTP=11; total=6; doClose=false; XL=0.87; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -76.56 | Gross profit | 1056.45 | Gross loss | -1133.01 |
| Profit factor | 0.93 | Expected payoff | -12.76 | ||
| Absolute drawdown | 76.63 | Maximal drawdown | 76.63 (0.77%) | Relative drawdown | 0.77% (76.63) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 352.92 | loss trade | -378.43 | |
| Average | profit trade | 352.15 | loss trade | -377.67 | |
| Maximum | consecutive wins (profit in money) | 1 (352.92) | consecutive losses (loss in money) | 1 (-378.43) | |
| Maximal | consecutive profit (count of wins) | 352.92 (1) | consecutive loss (count of losses) | -378.43 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.40 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | buy | 2 | 0.40 | 1.05613 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:02 | sell | 3 | 0.40 | 1.05596 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 00:02 | buy | 4 | 0.40 | 1.05612 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 00:05 | sell | 5 | 0.40 | 1.05592 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 00:05 | buy | 6 | 0.40 | 1.05608 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.31 18:57 | close at stop | 6 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -376.52 | 9623.48 |
| 8 | 2009.12.31 18:57 | close at stop | 5 | 0.40 | 1.04661 | 0.00000 | 0.00000 | 351.01 | 9974.48 |
| 9 | 2009.12.31 18:57 | close at stop | 4 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -378.05 | 9596.43 |
| 10 | 2009.12.31 18:57 | close at stop | 3 | 0.40 | 1.04661 | 0.00000 | 0.00000 | 352.53 | 9948.96 |
| 11 | 2009.12.31 18:57 | close at stop | 2 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -378.43 | 9570.53 |
| 12 | 2009.12.31 18:57 | close at stop | 1 | 0.40 | 1.04661 | 0.00000 | 0.00000 | 352.92 | 9923.44 |