Strategy Tester Report
Emily_v1
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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9098.14 | Gross profit | 2838.89 | Gross loss | -11937.03 |
| Profit factor | 0.24 | Expected payoff | -649.87 | ||
| Absolute drawdown | 9098.14 | Maximal drawdown | 11561.94 (92.76%) | Relative drawdown | 92.76% (11561.94) |
| Total trades | 14 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 14 (42.86%) |
| Profit trades (% of total) | 6 (42.86%) | Loss trades (% of total) | 8 (57.14%) | ||
| Largest | profit trade | 1232.74 | loss trade | -3899.91 | |
| Average | profit trade | 473.15 | loss trade | -1492.13 | |
| Maximum | consecutive wins (profit in money) | 3 (880.05) | consecutive losses (loss in money) | 5 (-11410.22) | |
| Maximal | consecutive profit (count of wins) | 1544.25 (2) | consecutive loss (count of losses) | -11410.22 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:00 | buy | 1 | 2.50 | 1.18809 | 1.17999 | 1.19049 | ||
| 2 | 2009.01.05 17:07 | buy | 2 | 3.75 | 1.18749 | 1.17939 | 1.18989 | ||
| 3 | 2009.01.05 17:10 | close | 2 | 3.75 | 1.18896 | 1.17939 | 1.18989 | 463.64 | 10463.64 |
| 4 | 2009.01.05 17:12 | close | 1 | 2.50 | 1.18849 | 1.17999 | 1.19049 | 84.14 | 10547.78 |
| 5 | 2009.01.05 17:15 | buy | 3 | 2.63 | 1.19127 | 1.18317 | 1.19367 | ||
| 6 | 2009.01.05 17:17 | buy | 4 | 3.96 | 1.19080 | 1.18270 | 1.19320 | ||
| 7 | 2009.01.05 17:20 | close | 4 | 3.96 | 1.19180 | 1.18270 | 1.19320 | 332.27 | 10880.05 |
| 8 | 2009.01.05 17:22 | close | 3 | 2.63 | 1.19085 | 1.18317 | 1.19367 | -92.76 | 10787.29 |
| 9 | 2009.01.05 17:25 | buy | 5 | 2.69 | 1.19222 | 1.18412 | 1.19462 | ||
| 10 | 2009.01.05 17:27 | buy | 6 | 4.05 | 1.19080 | 1.18270 | 1.19320 | ||
| 11 | 2009.01.05 17:32 | buy | 7 | 6.08 | 1.18999 | 1.18189 | 1.19239 | ||
| 12 | 2009.01.05 17:37 | buy | 8 | 9.12 | 1.18949 | 1.18139 | 1.19189 | ||
| 13 | 2009.01.05 17:40 | close | 8 | 9.12 | 1.19110 | 1.18139 | 1.19189 | 1232.74 | 12020.03 |
| 14 | 2009.01.05 17:42 | close | 7 | 6.08 | 1.19060 | 1.18189 | 1.19239 | 311.51 | 12331.54 |
| 15 | 2009.01.05 17:42 | close | 6 | 4.05 | 1.19060 | 1.18270 | 1.19320 | -68.03 | 12263.51 |
| 16 | 2009.01.05 17:42 | close | 5 | 2.69 | 1.19060 | 1.18412 | 1.19462 | -366.02 | 11897.49 |
| 17 | 2009.01.05 17:45 | buy | 9 | 2.97 | 1.19349 | 1.18539 | 1.19589 | ||
| 18 | 2009.01.05 17:47 | buy | 10 | 4.46 | 1.19299 | 1.18489 | 1.19539 | ||
| 19 | 2009.01.05 17:50 | close | 10 | 4.46 | 1.19410 | 1.18489 | 1.19539 | 414.59 | 12312.08 |
| 20 | 2009.01.05 17:52 | close | 9 | 2.97 | 1.19310 | 1.18539 | 1.19589 | -97.08 | 12215.00 |
| 21 | 2009.01.05 17:55 | buy | 11 | 3.05 | 1.19449 | 1.18639 | 1.19689 | ||
| 22 | 2009.01.05 17:57 | buy | 12 | 4.58 | 1.19299 | 1.18489 | 1.19539 | ||
| 23 | 2009.01.05 17:59 | buy | 13 | 6.87 | 1.19249 | 1.18439 | 1.19489 | ||
| 24 | 2009.01.05 18:15 | buy | 14 | 10.31 | 1.19149 | 1.18339 | 1.19389 | ||
| 25 | 2009.01.05 20:07 | close at stop | 14 | 10.31 | 1.18700 | 1.18339 | 1.19389 | -3899.91 | 8315.09 |
| 26 | 2009.01.05 20:07 | close at stop | 13 | 6.87 | 1.18700 | 1.18439 | 1.19489 | -3177.45 | 5137.64 |
| 27 | 2009.01.05 20:07 | close at stop | 12 | 4.58 | 1.18700 | 1.18489 | 1.19539 | -2311.22 | 2826.42 |
| 28 | 2009.01.05 20:07 | close at stop | 11 | 3.05 | 1.18700 | 1.18639 | 1.19689 | -1924.56 | 901.86 |