Strategy Tester Report
TheMasterMind2
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 | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind2"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10002.82 | Gross profit | 2897.06 | Gross loss | -12899.89 |
Profit factor | 0.22 | Expected payoff | -555.71 | ||
Absolute drawdown | 10002.82 | Maximal drawdown | 13318.33 (100.02%) | Relative drawdown | 100.02% (13318.33) |
Total trades | 18 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 9 (0.00%) |
Profit trades (% of total) | 3 (16.67%) | Loss trades (% of total) | 15 (83.33%) | ||
Largest | profit trade | 973.98 | loss trade | -2093.52 | |
Average | profit trade | 965.69 | loss trade | -859.99 | |
Maximum | consecutive wins (profit in money) | 3 (2897.06) | consecutive losses (loss in money) | 9 (-4460.67) | |
Maximal | consecutive profit (count of wins) | 2897.06 (3) | consecutive loss (count of losses) | -8439.22 (6) | |
Average | consecutive wins | 3 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.13 07:00 | sell | 1 | 1.30 | 1.22100 | 1.24100 | 0.00000 | ||
2 | 2009.01.13 07:02 | sell | 2 | 1.30 | 1.22111 | 1.24111 | 0.00000 | ||
3 | 2009.01.13 07:05 | sell | 3 | 1.30 | 1.22101 | 1.24101 | 0.00000 | ||
4 | 2009.01.14 16:45 | s/l | 1 | 1.30 | 1.24100 | 1.24100 | 0.00000 | -2093.52 | 7906.48 |
5 | 2009.01.14 16:45 | s/l | 2 | 1.30 | 1.24111 | 1.24111 | 0.00000 | -2093.52 | 5812.95 |
6 | 2009.01.14 16:45 | s/l | 3 | 1.30 | 1.24101 | 1.24101 | 0.00000 | -2093.52 | 3719.43 |
7 | 2009.03.02 00:00 | sell | 4 | 0.50 | 1.27760 | 1.29760 | 0.00000 | ||
8 | 2009.03.02 00:02 | sell | 5 | 0.50 | 1.27747 | 1.29747 | 0.00000 | ||
9 | 2009.03.02 00:05 | sell | 6 | 0.40 | 1.27759 | 1.29759 | 0.00000 | ||
10 | 2009.03.03 17:02 | s/l | 4 | 0.50 | 1.29760 | 1.29760 | 0.00000 | -770.94 | 2948.48 |
11 | 2009.03.03 17:02 | s/l | 5 | 0.50 | 1.29747 | 1.29747 | 0.00000 | -770.94 | 2177.54 |
12 | 2009.03.03 17:02 | s/l | 6 | 0.40 | 1.29759 | 1.29759 | 0.00000 | -616.76 | 1560.78 |
13 | 2009.04.20 16:00 | sell | 7 | 0.20 | 1.23710 | 1.25710 | 0.00000 | ||
14 | 2009.04.20 16:02 | sell | 8 | 0.20 | 1.23795 | 1.25795 | 0.00000 | ||
15 | 2009.04.20 16:05 | sell | 9 | 0.20 | 1.23774 | 1.25774 | 0.00000 | ||
16 | 2009.05.04 05:00 | close | 7 | 0.20 | 1.18066 | 1.25710 | 0.00000 | 954.43 | 2515.22 |
17 | 2009.05.04 05:02 | close | 8 | 0.20 | 1.18037 | 1.25795 | 0.00000 | 973.98 | 3489.20 |
18 | 2009.05.04 05:05 | close | 9 | 0.20 | 1.18047 | 1.25774 | 0.00000 | 968.64 | 4457.84 |
19 | 2009.05.04 05:07 | buy | 10 | 0.60 | 1.18028 | 1.16028 | 0.00000 | ||
20 | 2009.05.04 05:10 | buy | 11 | 0.60 | 1.18075 | 1.16075 | 0.00000 | ||
21 | 2009.05.04 05:12 | buy | 12 | 0.50 | 1.18065 | 1.16065 | 0.00000 | ||
22 | 2009.05.08 12:50 | s/l | 11 | 0.60 | 1.16075 | 1.16075 | 0.00000 | -1035.98 | 3421.86 |
23 | 2009.05.08 12:50 | s/l | 12 | 0.50 | 1.16065 | 1.16065 | 0.00000 | -863.32 | 2558.54 |
24 | 2009.05.08 13:10 | s/l | 10 | 0.60 | 1.16028 | 1.16028 | 0.00000 | -1036.08 | 1522.45 |
25 | 2009.05.22 02:00 | buy | 13 | 0.20 | 1.13444 | 1.11444 | 0.00000 | ||
26 | 2009.05.22 02:02 | buy | 14 | 0.20 | 1.13455 | 1.11455 | 0.00000 | ||
27 | 2009.05.22 02:05 | buy | 15 | 0.20 | 1.13474 | 1.11474 | 0.00000 | ||
28 | 2009.05.27 02:15 | s/l | 15 | 0.20 | 1.11474 | 1.11474 | 0.00000 | -359.18 | 1163.27 |
29 | 2009.05.27 02:20 | s/l | 13 | 0.20 | 1.11444 | 1.11444 | 0.00000 | -359.31 | 803.96 |
30 | 2009.05.27 02:20 | s/l | 14 | 0.20 | 1.11455 | 1.11455 | 0.00000 | -359.31 | 444.65 |
31 | 2009.07.14 12:00 | buy | 16 | 0.10 | 1.14646 | 1.12646 | 0.00000 | ||
32 | 2009.07.14 12:02 | buy | 17 | 0.10 | 1.14688 | 1.12688 | 0.00000 | ||
33 | 2009.07.14 12:05 | buy | 18 | 0.10 | 1.14672 | 1.12672 | 0.00000 | ||
34 | 2009.07.15 08:20 | close at stop | 18 | 0.10 | 1.12984 | 1.12672 | 0.00000 | -149.45 | 295.20 |
35 | 2009.07.15 08:20 | close at stop | 17 | 0.10 | 1.12984 | 1.12688 | 0.00000 | -150.87 | 144.33 |
36 | 2009.07.15 08:20 | close at stop | 16 | 0.10 | 1.12984 | 1.12646 | 0.00000 | -147.15 | -2.82 |