Strategy Tester Report
FT_MultiCandlleSystem4
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 | GrafOpen=5; GrafOpenSize=100; GrafOpenEnable=1; GrafClose=6; GrafCloseSize=100; GrafCloseEnable=1; GrafMon1=6; GrafMon1Size=100; GrafMon1Enable=1; GrafMon2=7; GrafMon2Size=100; GrafMon2Enable=1; SLTimeFream=7; SL=0; TPTimeFream=7; TP=0; Lots=0.1; mn=1; MG=564651; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 9.41 | Gross profit | 89.32 | Gross loss | -79.91 |
Profit factor | 1.12 | Expected payoff | 0.43 | ||
Absolute drawdown | 17.19 | Maximal drawdown | 36.10 (0.36%) | Relative drawdown | 0.36% (36.10) |
Total trades | 22 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 9.25 | loss trade | -9.26 | |
Average | profit trade | 8.12 | loss trade | -7.26 | |
Maximum | consecutive wins (profit in money) | 3 (24.76) | consecutive losses (loss in money) | 4 (-30.33) | |
Maximal | consecutive profit (count of wins) | 24.76 (3) | consecutive loss (count of losses) | -30.33 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.04.13 06:00 | buy | 1 | 0.10 | 1.22575 | 1.22516 | 1.22634 | ||
2 | 2009.04.13 06:20 | s/l | 1 | 0.10 | 1.22516 | 1.22516 | 1.22634 | -4.81 | 9995.19 |
3 | 2009.04.13 06:20 | buy | 2 | 0.10 | 1.22511 | 1.22452 | 1.22570 | ||
4 | 2009.04.13 07:20 | s/l | 2 | 0.10 | 1.22452 | 1.22452 | 1.22570 | -4.82 | 9990.37 |
5 | 2009.06.02 07:00 | buy | 3 | 0.10 | 1.09153 | 1.09059 | 1.09247 | ||
6 | 2009.06.02 07:45 | t/p | 3 | 0.10 | 1.09247 | 1.09059 | 1.09247 | 8.60 | 9998.97 |
7 | 2009.06.02 07:45 | buy | 4 | 0.10 | 1.09285 | 1.09191 | 1.09379 | ||
8 | 2009.06.02 08:15 | t/p | 4 | 0.10 | 1.09379 | 1.09191 | 1.09379 | 8.59 | 10007.56 |
9 | 2009.12.07 01:00 | buy | 5 | 0.10 | 1.05611 | 1.05531 | 1.05691 | ||
10 | 2009.12.07 01:15 | t/p | 5 | 0.10 | 1.05691 | 1.05531 | 1.05691 | 7.57 | 10015.13 |
11 | 2009.12.07 01:15 | buy | 6 | 0.10 | 1.05718 | 1.05638 | 1.05798 | ||
12 | 2009.12.07 01:27 | s/l | 6 | 0.10 | 1.05638 | 1.05638 | 1.05798 | -7.57 | 10007.56 |
13 | 2009.12.07 01:27 | buy | 7 | 0.10 | 1.05635 | 1.05555 | 1.05715 | ||
14 | 2009.12.07 01:40 | s/l | 7 | 0.10 | 1.05555 | 1.05555 | 1.05715 | -7.58 | 9999.98 |
15 | 2009.12.07 01:40 | buy | 8 | 0.10 | 1.05532 | 1.05452 | 1.05612 | ||
16 | 2009.12.07 01:45 | s/l | 8 | 0.10 | 1.05452 | 1.05452 | 1.05612 | -7.58 | 9992.40 |
17 | 2009.12.07 01:45 | buy | 9 | 0.10 | 1.05439 | 1.05359 | 1.05519 | ||
18 | 2009.12.07 01:50 | s/l | 9 | 0.10 | 1.05359 | 1.05359 | 1.05519 | -7.60 | 9984.80 |
19 | 2009.12.07 01:50 | buy | 10 | 0.10 | 1.05315 | 1.05235 | 1.05395 | ||
20 | 2009.12.07 01:57 | t/p | 10 | 0.10 | 1.05395 | 1.05235 | 1.05395 | 7.59 | 9992.39 |
21 | 2009.12.07 01:57 | buy | 11 | 0.10 | 1.05439 | 1.05359 | 1.05519 | ||
22 | 2009.12.07 01:59 | t/p | 11 | 0.10 | 1.05519 | 1.05359 | 1.05519 | 7.58 | 9999.97 |
23 | 2009.12.07 01:59 | buy | 12 | 0.10 | 1.05554 | 1.05474 | 1.05634 | ||
24 | 2009.12.07 03:15 | s/l | 12 | 0.10 | 1.05474 | 1.05474 | 1.05634 | -7.58 | 9992.39 |
25 | 2009.12.07 03:15 | buy | 13 | 0.10 | 1.05459 | 1.05379 | 1.05539 | ||
26 | 2009.12.07 03:20 | s/l | 13 | 0.10 | 1.05379 | 1.05379 | 1.05539 | -7.59 | 9984.80 |
27 | 2009.12.07 03:20 | buy | 14 | 0.10 | 1.05388 | 1.05308 | 1.05468 | ||
28 | 2009.12.07 04:45 | t/p | 14 | 0.10 | 1.05468 | 1.05308 | 1.05468 | 7.59 | 9992.39 |
29 | 2009.12.15 04:00 | sell | 15 | 0.10 | 1.05849 | 1.05931 | 1.05767 | ||
30 | 2009.12.15 05:03 | t/p | 15 | 0.10 | 1.05767 | 1.05931 | 1.05767 | 7.76 | 10000.15 |
31 | 2009.12.15 05:03 | sell | 16 | 0.10 | 1.05695 | 1.05777 | 1.05613 | ||
32 | 2009.12.15 05:16 | t/p | 16 | 0.10 | 1.05613 | 1.05777 | 1.05613 | 7.77 | 10007.92 |
33 | 2009.12.15 05:16 | sell | 17 | 0.10 | 1.05545 | 1.05627 | 1.05463 | ||
34 | 2009.12.15 05:26 | s/l | 17 | 0.10 | 1.05627 | 1.05627 | 1.05463 | -7.76 | 10000.16 |
35 | 2009.12.15 05:26 | sell | 18 | 0.10 | 1.05631 | 1.05713 | 1.05549 | ||
36 | 2009.12.15 05:50 | t/p | 18 | 0.10 | 1.05549 | 1.05713 | 1.05549 | 7.77 | 10007.93 |
37 | 2009.12.15 05:50 | sell | 19 | 0.10 | 1.05508 | 1.05590 | 1.05426 | ||
38 | 2009.12.15 06:10 | s/l | 19 | 0.10 | 1.05590 | 1.05590 | 1.05426 | -7.76 | 10000.17 |
39 | 2009.12.28 08:00 | buy | 20 | 0.10 | 1.04676 | 1.04579 | 1.04773 | ||
40 | 2009.12.28 08:26 | t/p | 20 | 0.10 | 1.04773 | 1.04579 | 1.04773 | 9.25 | 10009.42 |
41 | 2009.12.28 08:26 | buy | 21 | 0.10 | 1.04826 | 1.04729 | 1.04923 | ||
42 | 2009.12.28 09:02 | t/p | 21 | 0.10 | 1.04923 | 1.04729 | 1.04923 | 9.25 | 10018.67 |
43 | 2009.12.28 11:00 | buy | 22 | 0.10 | 1.04851 | 1.04754 | 1.04948 | ||
44 | 2009.12.28 12:20 | s/l | 22 | 0.10 | 1.04754 | 1.04754 | 1.04948 | -9.26 | 10009.41 |