Strategy Tester Report
5MRsiPointBackUSDJPY
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | breakeven=15; addbreak=4; MagicNumber=222; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=20; UseTrailingStop=false; TrailingStop=15; UseDayOfWeek=false; FromDayTrade=1; ToDayTrade=5; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2063.30 | Gross profit | 2063.30 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 2063.30 | |||
| Absolute drawdown | 320.90 | Maximal drawdown | 941.71 (8.04%) | Relative drawdown | 8.04% (941.71) |
| Total trades | 1 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 2063.30 | loss trade | 0.00 | |
| Average | profit trade | 2063.30 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 1 (2063.30) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 2063.30 (1) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 1 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.02.17 12:00 | sell | 1 | 0.10 | 1.26498 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04699 | 0.00000 | 0.00000 | 2063.30 | 12063.30 |