Strategy Tester Report
Ichimoku_02
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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10426.20 | Gross profit | 2509.02 | Gross loss | -12935.22 |
| Profit factor | 0.19 | Expected payoff | -1158.47 | ||
| Absolute drawdown | 10426.20 | Maximal drawdown | 12682.68 (103.48%) | Relative drawdown | 103.48% (12682.68) |
| Total trades | 9 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 3 (33.33%) | Loss trades (% of total) | 6 (66.67%) | ||
| Largest | profit trade | 849.36 | loss trade | -3900.21 | |
| Average | profit trade | 836.34 | loss trade | -2155.87 | |
| Maximum | consecutive wins (profit in money) | 1 (849.36) | consecutive losses (loss in money) | 4 (-12621.65) | |
| Maximal | consecutive profit (count of wins) | 849.36 (1) | consecutive loss (count of losses) | -12621.65 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 20:00 | sell | 1 | 1.00 | 1.18810 | 0.00000 | 1.17810 | ||
| 2 | 2009.01.06 15:59 | t/p | 1 | 1.00 | 1.17810 | 0.00000 | 1.17810 | 849.36 | 10849.36 |
| 3 | 2009.01.07 17:00 | buy | 2 | 1.00 | 1.18902 | 0.00000 | 1.19902 | ||
| 4 | 2009.01.07 19:00 | close | 2 | 1.00 | 1.18810 | 0.00000 | 1.19902 | -77.43 | 10771.93 |
| 5 | 2009.01.08 00:00 | buy | 3 | 1.00 | 1.19404 | 0.00000 | 1.20404 | ||
| 6 | 2009.01.08 09:15 | t/p | 3 | 1.00 | 1.20404 | 0.00000 | 1.20404 | 829.75 | 11601.68 |
| 7 | 2009.01.08 19:00 | sell | 4 | 1.00 | 1.18517 | 0.00000 | 1.17517 | ||
| 8 | 2009.01.09 17:00 | buy | 5 | 1.00 | 1.19276 | 0.00000 | 1.20276 | ||
| 9 | 2009.01.09 19:00 | close | 5 | 1.00 | 1.18995 | 0.00000 | 1.20276 | -236.14 | 11365.54 |
| 10 | 2009.01.09 21:00 | sell | 6 | 1.00 | 1.18675 | 0.00000 | 1.17675 | ||
| 11 | 2009.01.12 04:00 | sell | 7 | 1.00 | 1.18845 | 0.00000 | 1.17845 | ||
| 12 | 2009.01.12 09:00 | buy | 8 | 1.00 | 1.19396 | 0.00000 | 1.20396 | ||
| 13 | 2009.01.12 16:20 | t/p | 8 | 1.00 | 1.20396 | 0.00000 | 1.20396 | 829.91 | 12195.45 |
| 14 | 2009.01.14 06:00 | sell | 9 | 1.00 | 1.21700 | 0.00000 | 1.20700 | ||
| 15 | 2009.01.14 14:50 | close at stop | 9 | 1.00 | 1.23324 | 0.00000 | 1.20700 | -1316.86 | 10878.59 |
| 16 | 2009.01.14 14:50 | close at stop | 7 | 1.00 | 1.23324 | 0.00000 | 1.17845 | -3633.08 | 7245.52 |
| 17 | 2009.01.14 14:50 | close at stop | 6 | 1.00 | 1.23324 | 0.00000 | 1.17675 | -3771.50 | 3474.01 |
| 18 | 2009.01.14 14:50 | close at stop | 4 | 1.00 | 1.23324 | 0.00000 | 1.17517 | -3900.21 | -426.20 |