Strategy Tester Report
SimpleGrail
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 | StopLoss=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10177.88 | Gross profit | 614.69 | Gross loss | -10792.57 |
| Profit factor | 0.06 | Expected payoff | -3392.63 | ||
| Absolute drawdown | 10177.88 | Maximal drawdown | 11047.71 (101.64%) | Relative drawdown | 101.64% (11047.71) |
| Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 418.75 | loss trade | -10792.57 | |
| Average | profit trade | 307.35 | loss trade | -10792.57 | |
| Maximum | consecutive wins (profit in money) | 2 (614.69) | consecutive losses (loss in money) | 1 (-10792.57) | |
| Maximal | consecutive profit (count of wins) | 614.69 (2) | consecutive loss (count of losses) | -10792.57 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.06 04:00 | buy | 1 | 1.50 | 1.19297 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.06 06:03 | modify | 1 | 1.50 | 1.19297 | 1.19320 | 0.00000 | ||
| 3 | 2009.01.06 06:10 | modify | 1 | 1.50 | 1.19297 | 1.19387 | 0.00000 | ||
| 4 | 2009.01.06 06:16 | modify | 1 | 1.50 | 1.19297 | 1.19453 | 0.00000 | ||
| 5 | 2009.01.06 07:15 | s/l | 1 | 1.50 | 1.19453 | 1.19453 | 0.00000 | 195.94 | 10195.94 |
| 6 | 2009.01.06 15:00 | sell | 2 | 1.50 | 1.18502 | 0.00000 | 0.00000 | ||
| 7 | 2009.01.06 15:15 | modify | 2 | 1.50 | 1.18502 | 1.18409 | 0.00000 | ||
| 8 | 2009.01.06 15:20 | modify | 2 | 1.50 | 1.18502 | 1.18172 | 0.00000 | ||
| 9 | 2009.01.06 15:27 | s/l | 2 | 1.50 | 1.18172 | 1.18172 | 0.00000 | 418.75 | 10614.69 |
| 10 | 2009.01.06 16:00 | sell | 3 | 1.60 | 1.17603 | 0.00000 | 0.00000 | ||
| 11 | 2009.01.15 16:20 | close at stop | 3 | 1.60 | 1.26104 | 0.00000 | 0.00000 | -10792.57 | -177.88 |