Strategy Tester Report
FrBestExp02_1_maloma_mod
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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10611.00 | Gross profit | 2111.00 | Gross loss | -12722.00 |
| Profit factor | 0.17 | Expected payoff | -1515.86 | ||
| Absolute drawdown | 10611.00 | Maximal drawdown | 11963.02 (105.38%) | Relative drawdown | 105.38% (11963.02) |
| Total trades | 7 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
| Largest | profit trade | 1237.67 | loss trade | -8375.56 | |
| Average | profit trade | 527.75 | loss trade | -4240.67 | |
| Maximum | consecutive wins (profit in money) | 2 (652.21) | consecutive losses (loss in money) | 2 (-12184.14) | |
| Maximal | consecutive profit (count of wins) | 1237.67 (1) | consecutive loss (count of losses) | -12184.14 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.07 01:00 | buy | 1 | 1.00 | 1.18509 | 1.17509 | 1.19509 | ||
| 2 | 2009.01.07 08:50 | sell | 2 | 10.00 | 1.18110 | 1.19110 | 1.17110 | ||
| 3 | 2009.01.07 14:20 | close | 2 | 10.00 | 1.17964 | 1.19110 | 1.17110 | 1237.67 | 11237.67 |
| 4 | 2009.01.07 14:20 | close | 1 | 1.00 | 1.17875 | 1.17509 | 1.19509 | -537.86 | 10699.81 |
| 5 | 2009.01.07 15:10 | buy | 3 | 1.00 | 1.18259 | 1.17259 | 1.19259 | ||
| 6 | 2009.01.07 15:45 | buy | 4 | 10.00 | 1.18637 | 1.17637 | 1.19637 | ||
| 7 | 2009.01.07 15:50 | close | 4 | 10.00 | 1.18673 | 1.17637 | 1.19637 | 303.35 | 11003.16 |
| 8 | 2009.01.07 15:50 | close | 3 | 1.00 | 1.18673 | 1.17259 | 1.19259 | 348.86 | 11352.02 |
| 9 | 2009.01.07 15:52 | buy | 5 | 1.00 | 1.18679 | 1.17679 | 1.19679 | ||
| 10 | 2009.01.07 16:07 | sell | 6 | 10.00 | 1.18305 | 1.19305 | 1.17305 | ||
| 11 | 2009.01.07 16:20 | s/l | 6 | 10.00 | 1.19305 | 1.19305 | 1.17305 | -8375.56 | 2976.46 |
| 12 | 2009.01.07 16:20 | buy | 7 | 10.00 | 1.19395 | 1.18395 | 1.20395 | ||
| 13 | 2009.01.07 16:27 | close at stop | 7 | 10.00 | 1.18942 | 1.18395 | 1.20395 | -3808.58 | -832.12 |
| 14 | 2009.01.07 16:27 | close at stop | 5 | 1.00 | 1.18942 | 1.17679 | 1.19679 | 221.12 | -611.00 |