Strategy Tester Report
gaps
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 | min_gapsize=1; lotsize_gap=0.1; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 214.80 | Gross profit | 218.52 | Gross loss | -3.72 |
| Profit factor | 58.74 | Expected payoff | 71.60 | ||
| Absolute drawdown | 22.01 | Maximal drawdown | 205.94 (2.00%) | Relative drawdown | 2.00% (205.94) |
| Total trades | 3 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 217.02 | loss trade | -3.72 | |
| Average | profit trade | 109.26 | loss trade | -3.72 | |
| Maximum | consecutive wins (profit in money) | 1 (217.02) | consecutive losses (loss in money) | 1 (-3.72) | |
| Maximal | consecutive profit (count of wins) | 217.02 (1) | consecutive loss (count of losses) | -3.72 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.18 01:00 | sell | 1 | 0.10 | 1.07012 | 0.00000 | 0.00089 | ||
| 2 | 2009.12.21 00:00 | sell | 2 | 0.10 | 1.06759 | 0.00000 | 1.06743 | ||
| 3 | 2009.12.21 01:15 | t/p | 2 | 0.10 | 1.06743 | 0.00000 | 1.06743 | 1.50 | 10001.50 |
| 4 | 2009.12.28 00:00 | buy | 3 | 0.10 | 1.04873 | 0.00000 | 1.04834 | ||
| 5 | 2009.12.28 00:20 | t/p | 3 | 0.10 | 1.04834 | 0.00000 | 1.04834 | -3.72 | 9997.78 |
| 6 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04734 | 0.00000 | 0.00089 | 217.02 | 10214.80 |