Strategy Tester Report
FrBestExp02_3_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; 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 | 3748.98 | Gross profit | 4188.75 | Gross loss | -439.77 |
Profit factor | 9.52 | Expected payoff | 374.90 | ||
Absolute drawdown | 583.46 | Maximal drawdown | 2451.92 (20.66%) | Relative drawdown | 20.66% (2451.92) |
Total trades | 10 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
Largest | profit trade | 1212.68 | loss trade | -439.77 | |
Average | profit trade | 465.42 | loss trade | -439.77 | |
Maximum | consecutive wins (profit in money) | 9 (4188.75) | consecutive losses (loss in money) | 1 (-439.77) | |
Maximal | consecutive profit (count of wins) | 4188.75 (9) | consecutive loss (count of losses) | -439.77 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.12 03:02 | buy | 1 | 1.00 | 1.19008 | 1.18008 | 1.20008 | ||
2 | 2009.01.12 05:15 | buy | 2 | 10.00 | 1.19270 | 1.18270 | 1.20270 | ||
3 | 2009.01.12 05:20 | close | 2 | 10.00 | 1.19336 | 1.18270 | 1.20270 | 553.06 | 10553.06 |
4 | 2009.01.12 05:20 | close | 1 | 1.00 | 1.19336 | 1.18008 | 1.20008 | 274.85 | 10827.91 |
5 | 2009.01.27 05:02 | buy | 3 | 1.00 | 1.22376 | 1.21376 | 1.23376 | ||
6 | 2009.01.27 08:02 | buy | 4 | 10.00 | 1.22591 | 1.21591 | 1.23591 | ||
7 | 2009.01.27 08:07 | close | 4 | 10.00 | 1.22646 | 1.21591 | 1.23591 | 448.45 | 11276.36 |
8 | 2009.01.27 08:07 | close | 3 | 1.00 | 1.22646 | 1.21376 | 1.23376 | 220.15 | 11496.51 |
9 | 2009.07.10 07:40 | buy | 5 | 1.00 | 1.16152 | 1.15152 | 1.17152 | ||
10 | 2009.07.10 09:20 | buy | 6 | 10.00 | 1.16398 | 1.15398 | 1.17398 | ||
11 | 2009.07.10 11:50 | close | 6 | 10.00 | 1.16457 | 1.15398 | 1.17398 | 506.62 | 12003.13 |
12 | 2009.07.10 11:50 | close | 5 | 1.00 | 1.16457 | 1.15152 | 1.17152 | 261.90 | 12265.03 |
13 | 2009.07.21 02:00 | buy | 7 | 1.00 | 1.10716 | 1.09716 | 1.11716 | ||
14 | 2009.07.21 08:45 | buy | 8 | 10.00 | 1.10911 | 1.09911 | 1.11911 | ||
15 | 2009.07.21 09:07 | close | 8 | 10.00 | 1.10965 | 1.09911 | 1.11911 | 486.64 | 12751.67 |
16 | 2009.07.21 09:07 | close | 7 | 1.00 | 1.10965 | 1.09716 | 1.11716 | 224.40 | 12976.07 |
17 | 2009.07.27 10:00 | buy | 9 | 1.00 | 1.08485 | 1.07485 | 1.09485 | ||
18 | 2009.07.27 11:50 | sell | 10 | 10.00 | 1.08156 | 1.09156 | 1.07156 | ||
19 | 2009.07.27 12:50 | close | 10 | 10.00 | 1.08025 | 1.09156 | 1.07156 | 1212.68 | 14188.75 |
20 | 2009.07.27 12:50 | close | 9 | 1.00 | 1.08010 | 1.07485 | 1.09485 | -439.77 | 13748.98 |