Strategy Tester Report
SpikesMA4x
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=400; UseTakeProfit=false; TakeProfit=200; UseTrailingStop=false; TrailingStop=100; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1971.78 | Gross profit | 18152.62 | Gross loss | -20124.40 |
| Profit factor | 0.90 | Expected payoff | -109.54 | ||
| Absolute drawdown | 9673.21 | Maximal drawdown | 12004.06 (97.35%) | Relative drawdown | 97.35% (12004.06) |
| Total trades | 18 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 5 (27.78%) | Loss trades (% of total) | 13 (72.22%) | ||
| Largest | profit trade | 8008.99 | loss trade | -2471.61 | |
| Average | profit trade | 3630.52 | loss trade | -1548.03 | |
| Maximum | consecutive wins (profit in money) | 2 (13148.10) | consecutive losses (loss in money) | 4 (-4769.44) | |
| Maximal | consecutive profit (count of wins) | 13148.10 (2) | consecutive loss (count of losses) | -6143.73 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.15 15:00 | buy | 1 | 1.00 | 1.24676 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.27 05:00 | close | 1 | 1.00 | 1.22260 | 0.00000 | 0.00000 | -1981.16 | 8018.84 |
| 3 | 2009.02.03 11:00 | buy | 2 | 1.00 | 1.24892 | 0.00000 | 0.00000 | ||
| 4 | 2009.02.05 12:00 | close | 2 | 1.00 | 1.22745 | 0.00000 | 0.00000 | -1751.17 | 6267.67 |
| 5 | 2009.02.06 13:00 | buy | 3 | 1.00 | 1.24419 | 0.00000 | 0.00000 | ||
| 6 | 2009.02.09 02:00 | close | 3 | 1.00 | 1.21490 | 0.00000 | 0.00000 | -2411.40 | 3856.27 |
| 7 | 2009.02.11 11:00 | buy | 4 | 1.00 | 1.24326 | 0.00000 | 0.00000 | ||
| 8 | 2009.03.16 10:00 | close | 4 | 1.00 | 1.26707 | 0.00000 | 0.00000 | 1862.51 | 5718.78 |
| 9 | 2009.03.31 19:00 | buy | 5 | 1.00 | 1.26204 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.03 20:00 | close | 5 | 1.00 | 1.23163 | 0.00000 | 0.00000 | -2471.61 | 3247.17 |
| 11 | 2009.04.09 15:00 | sell | 6 | 1.00 | 1.22403 | 0.00000 | 0.00000 | ||
| 12 | 2009.04.21 15:00 | close | 6 | 1.00 | 1.24279 | 0.00000 | 0.00000 | -1515.39 | 1731.78 |
| 13 | 2009.04.24 22:00 | sell | 7 | 1.00 | 1.20944 | 0.00000 | 0.00000 | ||
| 14 | 2009.06.12 20:00 | close | 7 | 1.00 | 1.11946 | 0.00000 | 0.00000 | 8008.99 | 9740.77 |
| 15 | 2009.07.14 13:00 | sell | 8 | 1.00 | 1.14628 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.11 08:00 | close | 8 | 1.00 | 1.09008 | 0.00000 | 0.00000 | 5139.12 | 14879.88 |
| 17 | 2009.08.21 20:00 | sell | 9 | 1.00 | 1.08356 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.27 17:00 | close | 9 | 1.00 | 1.09916 | 0.00000 | 0.00000 | -1422.80 | 13457.08 |
| 19 | 2009.08.28 04:00 | sell | 10 | 1.00 | 1.08681 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.31 09:00 | close | 10 | 1.00 | 1.09685 | 0.00000 | 0.00000 | -915.94 | 12541.15 |
| 21 | 2009.09.07 13:00 | sell | 11 | 1.00 | 1.07630 | 0.00000 | 0.00000 | ||
| 22 | 2009.09.25 01:00 | close | 11 | 1.00 | 1.08972 | 0.00000 | 0.00000 | -1243.27 | 11297.88 |
| 23 | 2009.10.01 08:00 | sell | 12 | 1.00 | 1.07318 | 0.00000 | 0.00000 | ||
| 24 | 2009.10.02 09:00 | close | 12 | 1.00 | 1.08607 | 0.00000 | 0.00000 | -1187.44 | 10110.44 |
| 25 | 2009.10.05 13:00 | sell | 13 | 1.00 | 1.07426 | 0.00000 | 0.00000 | ||
| 26 | 2009.10.22 14:00 | close | 13 | 1.00 | 1.04994 | 0.00000 | 0.00000 | 2305.15 | 12415.59 |
| 27 | 2009.11.09 22:00 | sell | 14 | 1.00 | 1.05700 | 0.00000 | 0.00000 | ||
| 28 | 2009.11.19 23:00 | close | 14 | 1.00 | 1.06346 | 0.00000 | 0.00000 | -614.51 | 11801.08 |
| 29 | 2009.11.25 19:00 | sell | 15 | 1.00 | 1.04913 | 0.00000 | 0.00000 | ||
| 30 | 2009.11.27 09:00 | close | 15 | 1.00 | 1.07049 | 0.00000 | 0.00000 | -1997.70 | 9803.38 |
| 31 | 2009.12.01 10:00 | sell | 16 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.08 21:00 | close | 16 | 1.00 | 1.06697 | 0.00000 | 0.00000 | -1886.08 | 7917.30 |
| 33 | 2009.12.11 05:00 | sell | 17 | 1.00 | 1.05112 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.14 01:00 | close | 17 | 1.00 | 1.05880 | 0.00000 | 0.00000 | -725.94 | 7191.36 |
| 35 | 2009.12.23 12:00 | sell | 18 | 1.00 | 1.05541 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.31 18:57 | close at stop | 18 | 1.00 | 1.04659 | 0.00000 | 0.00000 | 836.86 | 8028.22 |