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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -137.76 | Gross profit | 280.38 | Gross loss | -418.14 |
| Profit factor | 0.67 | Expected payoff | -10.60 | ||
| Absolute drawdown | 421.78 | Maximal drawdown | 479.71 (4.77%) | Relative drawdown | 4.77% (479.71) |
| Total trades | 13 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 8 (61.54%) | Loss trades (% of total) | 5 (38.46%) | ||
| Largest | profit trade | 158.21 | loss trade | -123.82 | |
| Average | profit trade | 35.05 | loss trade | -83.63 | |
| Maximum | consecutive wins (profit in money) | 6 (266.14) | consecutive losses (loss in money) | 5 (-418.14) | |
| Maximal | consecutive profit (count of wins) | 266.14 (6) | consecutive loss (count of losses) | -418.14 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 01:00 | close | 1 | 0.10 | 1.04657 | 0.00000 | 0.00000 | 3.06 | 10003.06 |
| 3 | 2009.12.02 01:02 | buy | 2 | 0.10 | 1.04643 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 10:00 | close | 2 | 0.10 | 1.04761 | 0.00000 | 0.00000 | 11.18 | 10014.24 |
| 5 | 2009.12.03 10:05 | sell | 3 | 0.10 | 1.04847 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 15:00 | close | 3 | 0.10 | 1.05472 | 0.00000 | 0.00000 | -59.26 | 9954.98 |
| 7 | 2009.12.03 15:02 | buy | 4 | 0.10 | 1.05369 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 14:00 | close | 4 | 0.10 | 1.04658 | 0.00000 | 0.00000 | -67.97 | 9887.01 |
| 9 | 2009.12.04 14:02 | sell | 5 | 0.10 | 1.04648 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 21:00 | close | 5 | 0.10 | 1.05960 | 0.00000 | 0.00000 | -123.82 | 9763.19 |
| 11 | 2009.12.04 21:02 | buy | 6 | 0.10 | 1.05954 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 17:00 | close | 6 | 0.10 | 1.05083 | 0.00000 | 0.00000 | -82.92 | 9680.27 |
| 13 | 2009.12.07 17:02 | sell | 7 | 0.10 | 1.05086 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.08 16:00 | close | 7 | 0.10 | 1.05978 | 0.00000 | 0.00000 | -84.17 | 9596.10 |
| 15 | 2009.12.08 16:02 | buy | 8 | 0.10 | 1.05995 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.09 14:00 | close | 8 | 0.10 | 1.06074 | 0.00000 | 0.00000 | 7.42 | 9603.52 |
| 17 | 2009.12.09 14:02 | sell | 9 | 0.10 | 1.06071 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.11 18:00 | close | 9 | 0.10 | 1.05864 | 0.00000 | 0.00000 | 19.55 | 9623.07 |
| 19 | 2009.12.11 18:02 | buy | 10 | 0.10 | 1.05723 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.21 13:00 | close | 10 | 0.10 | 1.06085 | 0.00000 | 0.00000 | 33.89 | 9656.97 |
| 21 | 2009.12.21 13:02 | sell | 11 | 0.10 | 1.06072 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.30 00:00 | close | 11 | 0.10 | 1.04420 | 0.00000 | 0.00000 | 158.21 | 9815.18 |
| 23 | 2009.12.30 00:02 | buy | 12 | 0.10 | 1.04418 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.31 10:00 | close | 12 | 0.10 | 1.04783 | 0.00000 | 0.00000 | 34.75 | 9849.92 |
| 25 | 2009.12.31 10:02 | sell | 13 | 0.10 | 1.04806 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.31 18:57 | close at stop | 13 | 0.10 | 1.04677 | 0.00000 | 0.00000 | 12.32 | 9862.24 |