Strategy Tester Report
Emily_v8
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 | Note1=""TF"; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8332.25 | Gross profit | 779.94 | Gross loss | -9112.19 |
| Profit factor | 0.09 | Expected payoff | -925.81 | ||
| Absolute drawdown | 8332.25 | Maximal drawdown | 9161.59 (84.60%) | Relative drawdown | 84.60% (9161.59) |
| Total trades | 9 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 265.13 | loss trade | -8782.69 | |
| Average | profit trade | 111.42 | loss trade | -4556.10 | |
| Maximum | consecutive wins (profit in money) | 7 (779.94) | consecutive losses (loss in money) | 2 (-9112.19) | |
| Maximal | consecutive profit (count of wins) | 779.94 (7) | consecutive loss (count of losses) | -9112.19 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:00 | sell | 1 | 2.50 | 1.18720 | 0.00000 | 1.18680 | ||
| 2 | 2009.01.05 17:07 | t/p | 1 | 2.50 | 1.18680 | 0.00000 | 1.18680 | 84.26 | 10084.26 |
| 3 | 2009.01.05 18:00 | sell | 2 | 2.52 | 1.19170 | 0.00000 | 1.19130 | ||
| 4 | 2009.01.05 18:15 | t/p | 2 | 2.52 | 1.19130 | 0.00000 | 1.19130 | 84.66 | 10168.92 |
| 5 | 2009.01.05 19:00 | sell | 3 | 2.54 | 1.19130 | 0.00000 | 1.19090 | ||
| 6 | 2009.01.05 19:15 | t/p | 3 | 2.54 | 1.19090 | 0.00000 | 1.19090 | 85.33 | 10254.25 |
| 7 | 2009.01.05 20:00 | sell | 4 | 2.56 | 1.18810 | 0.00000 | 1.18770 | ||
| 8 | 2009.01.05 20:02 | t/p | 4 | 2.56 | 1.18770 | 0.00000 | 1.18770 | 86.24 | 10340.49 |
| 9 | 2009.01.05 21:00 | sell | 5 | 2.58 | 1.18930 | 0.00000 | 1.18890 | ||
| 10 | 2009.01.05 21:02 | t/p | 5 | 2.58 | 1.18890 | 0.00000 | 1.18890 | 86.84 | 10427.33 |
| 11 | 2009.01.05 22:00 | sell | 6 | 2.60 | 1.18985 | 0.00000 | 1.18945 | ||
| 12 | 2009.01.05 22:10 | t/p | 6 | 2.60 | 1.18945 | 0.00000 | 1.18945 | 87.48 | 10514.81 |
| 13 | 2009.01.05 23:00 | sell | 7 | 2.62 | 1.18885 | 0.00000 | 1.18845 | ||
| 14 | 2009.01.06 00:00 | sell | 8 | 7.89 | 1.19093 | 0.00000 | 1.19053 | ||
| 15 | 2009.01.06 00:10 | t/p | 8 | 7.89 | 1.19053 | 0.00000 | 1.19053 | 265.13 | 10779.94 |
| 16 | 2009.01.06 00:10 | close | 7 | 2.62 | 1.19034 | 0.00000 | 1.18845 | -329.50 | 10450.44 |
| 17 | 2009.01.06 01:00 | sell | 9 | 50.00 | 1.18775 | 0.00000 | 1.18735 | ||
| 18 | 2009.01.06 01:15 | close at stop | 9 | 50.00 | 1.18984 | 0.00000 | 1.18735 | -8782.69 | 1667.75 |