Strategy Tester Report
Sweet_Spot_Extreme
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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -685.89 | Gross profit | 146.24 | Gross loss | -832.13 |
| Profit factor | 0.18 | Expected payoff | -76.21 | ||
| Absolute drawdown | 937.87 | Maximal drawdown | 1096.57 (10.79%) | Relative drawdown | 10.79% (1096.57) |
| Total trades | 9 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 60.44 | loss trade | -289.13 | |
| Average | profit trade | 24.37 | loss trade | -277.38 | |
| Maximum | consecutive wins (profit in money) | 6 (146.24) | consecutive losses (loss in money) | 3 (-832.13) | |
| Maximal | consecutive profit (count of wins) | 146.24 (6) | consecutive loss (count of losses) | -832.13 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.22 15:50 | sell | 1 | 1.00 | 1.05957 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.22 16:02 | close | 1 | 1.00 | 1.05893 | 0.00000 | 0.00000 | 60.44 | 10060.44 |
| 3 | 2009.12.23 23:50 | sell | 2 | 1.00 | 1.04947 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.23 23:55 | sell | 3 | 1.00 | 1.04935 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.24 00:10 | close | 2 | 1.00 | 1.04936 | 0.00000 | 0.00000 | 9.36 | 10069.80 |
| 6 | 2009.12.24 00:15 | close | 3 | 1.00 | 1.04922 | 0.00000 | 0.00000 | 11.27 | 10081.08 |
| 7 | 2009.12.29 02:50 | sell | 4 | 1.00 | 1.04390 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.29 02:52 | sell | 5 | 1.00 | 1.04368 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.29 02:55 | sell | 6 | 1.00 | 1.04379 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.29 07:45 | close | 4 | 1.00 | 1.04370 | 0.00000 | 0.00000 | 19.16 | 10100.24 |
| 11 | 2009.12.29 07:50 | close | 5 | 1.00 | 1.04343 | 0.00000 | 0.00000 | 23.96 | 10124.20 |
| 12 | 2009.12.29 07:52 | close | 6 | 1.00 | 1.04356 | 0.00000 | 0.00000 | 22.04 | 10146.24 |
| 13 | 2009.12.31 01:46 | buy | 7 | 1.00 | 1.05439 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.31 01:53 | buy | 8 | 1.00 | 1.05445 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.31 01:59 | buy | 9 | 1.00 | 1.05447 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.31 03:00 | close | 7 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -281.52 | 9864.72 |
| 17 | 2009.12.31 03:00 | close | 9 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -289.13 | 9575.59 |
| 18 | 2009.12.31 03:03 | close | 8 | 1.00 | 1.05170 | 0.00000 | 0.00000 | -261.48 | 9314.11 |