Strategy Tester Report
Level Scalper v4
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 | pips=10; lots=0.1; FixedSpread=4; NbLevels=5; ContinueTrading=false; CloseAllOrders=false; UseEntryTime=false; EntryTime=0; note=""EA"; WhatCorner=1; FontColor=Black; FontSize=10; FontType="Calibri"; MoveUpDown=15; SideDistance=2; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 22.32 | Gross profit | 56.66 | Gross loss | -34.34 |
Profit factor | 1.65 | Expected payoff | 3.72 | ||
Absolute drawdown | 34.82 | Maximal drawdown | 34.82 (0.35%) | Relative drawdown | 0.35% (34.82) |
Total trades | 6 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
Largest | profit trade | 18.88 | loss trade | -34.34 | |
Average | profit trade | 11.33 | loss trade | -34.34 | |
Maximum | consecutive wins (profit in money) | 5 (56.66) | consecutive losses (loss in money) | 1 (-34.34) | |
Maximal | consecutive profit (count of wins) | 56.66 (5) | consecutive loss (count of losses) | -34.34 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 17:00 | buy stop | 1 | 0.10 | 1.18854 | 1.18535 | 1.19079 | ||
2 | 2009.01.05 17:00 | buy stop | 2 | 0.10 | 1.18899 | 1.18535 | 1.19079 | ||
3 | 2009.01.05 17:00 | buy stop | 3 | 0.10 | 1.18944 | 1.18535 | 1.19079 | ||
4 | 2009.01.05 17:00 | sell stop | 4 | 0.10 | 1.18674 | 1.19083 | 1.18539 | ||
5 | 2009.01.05 17:00 | buy stop | 5 | 0.10 | 1.18989 | 1.18535 | 1.19079 | ||
6 | 2009.01.05 17:00 | sell stop | 6 | 0.10 | 1.18629 | 1.19083 | 1.18539 | ||
7 | 2009.01.05 17:00 | buy stop | 7 | 0.10 | 1.19034 | 1.18535 | 1.19079 | ||
8 | 2009.01.05 17:00 | sell stop | 8 | 0.10 | 1.18584 | 1.19083 | 1.18539 | ||
9 | 2009.01.05 17:07 | sell | 4 | 0.10 | 1.18674 | 1.19083 | 1.18539 | ||
10 | 2009.01.05 17:10 | buy | 1 | 0.10 | 1.18854 | 1.18535 | 1.19079 | ||
11 | 2009.01.05 17:10 | buy | 2 | 0.10 | 1.18899 | 1.18535 | 1.19079 | ||
12 | 2009.01.05 17:10 | buy | 3 | 0.10 | 1.18944 | 1.18535 | 1.19079 | ||
13 | 2009.01.05 17:10 | sell stop | 9 | 0.50 | 1.18584 | 1.19083 | 1.18539 | ||
14 | 2009.01.05 17:10 | sell stop | 10 | 0.40 | 1.18629 | 1.19083 | 1.18539 | ||
15 | 2009.01.05 17:10 | sell stop | 11 | 0.30 | 1.18674 | 1.19083 | 1.18539 | ||
16 | 2009.01.05 17:10 | sell stop | 12 | 0.20 | 1.18719 | 1.19083 | 1.18539 | ||
17 | 2009.01.05 17:10 | sell stop | 13 | 0.10 | 1.18764 | 1.19083 | 1.18539 | ||
18 | 2009.01.05 17:15 | s/l | 4 | 0.10 | 1.19083 | 1.19083 | 1.18539 | -34.34 | 9965.66 |
19 | 2009.01.05 17:15 | buy | 5 | 0.10 | 1.18989 | 1.18535 | 1.19079 | ||
20 | 2009.01.05 17:15 | buy | 7 | 0.10 | 1.19034 | 1.18535 | 1.19079 | ||
21 | 2009.01.05 17:15 | sell stop | 14 | 0.50 | 1.18584 | 1.19083 | 1.18539 | ||
22 | 2009.01.05 17:15 | sell stop | 15 | 0.40 | 1.18629 | 1.19083 | 1.18539 | ||
23 | 2009.01.05 17:15 | sell stop | 16 | 0.30 | 1.18674 | 1.19083 | 1.18539 | ||
24 | 2009.01.05 17:15 | sell stop | 17 | 0.20 | 1.18719 | 1.19083 | 1.18539 | ||
25 | 2009.01.05 17:15 | sell stop | 18 | 0.10 | 1.18764 | 1.19083 | 1.18539 | ||
26 | 2009.01.05 17:20 | t/p | 1 | 0.10 | 1.19079 | 1.18535 | 1.19079 | 18.88 | 9984.54 |
27 | 2009.01.05 17:20 | t/p | 2 | 0.10 | 1.19079 | 1.18535 | 1.19079 | 15.11 | 9999.65 |
28 | 2009.01.05 17:20 | t/p | 3 | 0.10 | 1.19079 | 1.18535 | 1.19079 | 11.33 | 10010.98 |
29 | 2009.01.05 17:20 | t/p | 5 | 0.10 | 1.19079 | 1.18535 | 1.19079 | 7.56 | 10018.54 |
30 | 2009.01.05 17:20 | t/p | 7 | 0.10 | 1.19079 | 1.18535 | 1.19079 | 3.78 | 10022.32 |
31 | 2009.01.05 17:20 | delete | 6 | 0.10 | 1.18629 | 1.19083 | 1.18539 | ||
32 | 2009.01.05 17:20 | delete | 9 | 0.50 | 1.18584 | 1.19083 | 1.18539 | ||
33 | 2009.01.05 17:20 | delete | 11 | 0.30 | 1.18674 | 1.19083 | 1.18539 | ||
34 | 2009.01.05 17:20 | delete | 13 | 0.10 | 1.18764 | 1.19083 | 1.18539 | ||
35 | 2009.01.05 17:20 | delete | 15 | 0.40 | 1.18629 | 1.19083 | 1.18539 | ||
36 | 2009.01.05 17:20 | delete | 17 | 0.20 | 1.18719 | 1.19083 | 1.18539 | ||
37 | 2009.01.05 17:22 | delete | 8 | 0.10 | 1.18584 | 1.19083 | 1.18539 | ||
38 | 2009.01.05 17:22 | delete | 12 | 0.20 | 1.18719 | 1.19083 | 1.18539 | ||
39 | 2009.01.05 17:22 | delete | 16 | 0.30 | 1.18674 | 1.19083 | 1.18539 | ||
40 | 2009.01.05 17:25 | delete | 10 | 0.40 | 1.18629 | 1.19083 | 1.18539 | ||
41 | 2009.01.05 17:25 | delete | 18 | 0.10 | 1.18764 | 1.19083 | 1.18539 | ||
42 | 2009.01.05 17:27 | delete | 14 | 0.50 | 1.18584 | 1.19083 | 1.18539 |