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 | Метка1="-= Параметры PriceChannel_Stop_v6 =-"; PriceChannel_ChannelPeriod=26; PriceChannel_Risk=0.1; Метка2="-= Параметры самого эксперта =-"; Отступ_от_точки_стопа=20; TP=200; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -30.89 | Gross profit | 7.15 | Gross loss | -38.03 |
Profit factor | 0.19 | Expected payoff | -1.82 | ||
Absolute drawdown | 39.48 | Maximal drawdown | 39.48 (0.39%) | Relative drawdown | 0.39% (39.48) |
Total trades | 17 | Short positions (won %) | 17 (17.65%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (17.65%) | Loss trades (% of total) | 14 (82.35%) | ||
Largest | profit trade | 4.44 | loss trade | -7.87 | |
Average | profit trade | 2.38 | loss trade | -2.72 | |
Maximum | consecutive wins (profit in money) | 1 (4.44) | consecutive losses (loss in money) | 9 (-23.06) | |
Maximal | consecutive profit (count of wins) | 4.44 (1) | consecutive loss (count of losses) | -23.06 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 23:46 | sell | 1 | 0.10 | 1.04634 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 00:00 | close | 1 | 0.10 | 1.04716 | 0.00000 | 0.00000 | -7.87 | 9992.13 |
3 | 2009.12.02 23:47 | sell | 2 | 0.10 | 1.05087 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 00:00 | close | 2 | 0.10 | 1.05109 | 0.00000 | 0.00000 | -2.20 | 9989.93 |
5 | 2009.12.03 23:47 | sell | 3 | 0.10 | 1.05699 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 00:00 | close | 3 | 0.10 | 1.05707 | 0.00000 | 0.00000 | -0.80 | 9989.13 |
7 | 2009.12.07 23:47 | sell | 4 | 0.10 | 1.05150 | 0.00000 | 0.00000 | ||
8 | 2009.12.08 00:00 | close | 4 | 0.10 | 1.05145 | 0.00000 | 0.00000 | 0.44 | 9989.57 |
9 | 2009.12.08 23:47 | sell | 5 | 0.10 | 1.06302 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 00:00 | close | 5 | 0.10 | 1.06332 | 0.00000 | 0.00000 | -2.86 | 9986.72 |
11 | 2009.12.09 23:47 | sell | 6 | 0.10 | 1.05436 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 00:00 | close | 6 | 0.10 | 1.05498 | 0.00000 | 0.00000 | -5.99 | 9980.72 |
13 | 2009.12.10 23:47 | sell | 7 | 0.10 | 1.05089 | 0.00000 | 0.00000 | ||
14 | 2009.12.11 00:00 | close | 7 | 0.10 | 1.05104 | 0.00000 | 0.00000 | -1.47 | 9979.26 |
15 | 2009.12.14 23:47 | sell | 8 | 0.10 | 1.05930 | 0.00000 | 0.00000 | ||
16 | 2009.12.15 00:00 | close | 8 | 0.10 | 1.05954 | 0.00000 | 0.00000 | -2.31 | 9976.95 |
17 | 2009.12.15 23:47 | sell | 9 | 0.10 | 1.06076 | 0.00000 | 0.00000 | ||
18 | 2009.12.16 00:00 | close | 9 | 0.10 | 1.06086 | 0.00000 | 0.00000 | -0.98 | 9975.97 |
19 | 2009.12.16 23:47 | sell | 10 | 0.10 | 1.06112 | 0.00000 | 0.00000 | ||
20 | 2009.12.17 00:00 | close | 10 | 0.10 | 1.06134 | 0.00000 | 0.00000 | -2.18 | 9973.79 |
21 | 2009.12.17 23:47 | sell | 11 | 0.10 | 1.07064 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 00:00 | close | 11 | 0.10 | 1.07085 | 0.00000 | 0.00000 | -2.00 | 9971.79 |
23 | 2009.12.21 23:47 | sell | 12 | 0.10 | 1.06305 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 00:00 | close | 12 | 0.10 | 1.06313 | 0.00000 | 0.00000 | -0.79 | 9971.00 |
25 | 2009.12.22 23:46 | sell | 13 | 0.10 | 1.05628 | 0.00000 | 0.00000 | ||
26 | 2009.12.23 00:00 | close | 13 | 0.10 | 1.05675 | 0.00000 | 0.00000 | -4.49 | 9966.52 |
27 | 2009.12.23 23:47 | sell | 14 | 0.10 | 1.04901 | 0.00000 | 0.00000 | ||
28 | 2009.12.24 00:00 | close | 14 | 0.10 | 1.04876 | 0.00000 | 0.00000 | 2.27 | 9968.78 |
29 | 2009.12.28 23:47 | sell | 15 | 0.10 | 1.04300 | 0.00000 | 0.00000 | ||
30 | 2009.12.29 00:00 | close | 15 | 0.10 | 1.04318 | 0.00000 | 0.00000 | -1.77 | 9967.02 |
31 | 2009.12.29 23:47 | sell | 16 | 0.10 | 1.04381 | 0.00000 | 0.00000 | ||
32 | 2009.12.30 00:00 | close | 16 | 0.10 | 1.04405 | 0.00000 | 0.00000 | -2.34 | 9964.68 |
33 | 2009.12.30 23:46 | sell | 17 | 0.10 | 1.05563 | 0.00000 | 0.00000 | ||
34 | 2009.12.31 00:00 | close | 17 | 0.10 | 1.05515 | 0.00000 | 0.00000 | 4.44 | 9969.11 |